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diff --git a/third_party/eigen3/Eigen/src/SparseCore/CompressedStorage.h b/third_party/eigen3/Eigen/src/SparseCore/CompressedStorage.h
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+++ b/third_party/eigen3/Eigen/src/SparseCore/CompressedStorage.h
@@ -0,0 +1,235 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_COMPRESSED_STORAGE_H
+#define EIGEN_COMPRESSED_STORAGE_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal
+  * Stores a sparse set of values as a list of values and a list of indices.
+  *
+  */
+template<typename _Scalar,typename _Index>
+class CompressedStorage
+{
+  public:
+
+    typedef _Scalar Scalar;
+    typedef _Index Index;
+
+  protected:
+
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  public:
+
+    CompressedStorage()
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {}
+
+    CompressedStorage(size_t size)
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {
+      resize(size);
+    }
+
+    CompressedStorage(const CompressedStorage& other)
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {
+      *this = other;
+    }
+
+    CompressedStorage& operator=(const CompressedStorage& other)
+    {
+      resize(other.size());
+      internal::smart_copy(other.m_values,  other.m_values  + m_size, m_values);
+      internal::smart_copy(other.m_indices, other.m_indices + m_size, m_indices);
+      return *this;
+    }
+
+    void swap(CompressedStorage& other)
+    {
+      std::swap(m_values, other.m_values);
+      std::swap(m_indices, other.m_indices);
+      std::swap(m_size, other.m_size);
+      std::swap(m_allocatedSize, other.m_allocatedSize);
+    }
+
+    ~CompressedStorage()
+    {
+      delete[] m_values;
+      delete[] m_indices;
+    }
+
+    void reserve(size_t size)
+    {
+      size_t newAllocatedSize = m_size + size;
+      if (newAllocatedSize > m_allocatedSize)
+        reallocate(newAllocatedSize);
+    }
+
+    void squeeze()
+    {
+      if (m_allocatedSize>m_size)
+        reallocate(m_size);
+    }
+
+    void resize(size_t size, float reserveSizeFactor = 0)
+    {
+      if (m_allocatedSize<size)
+        reallocate(size + size_t(reserveSizeFactor*size));
+      m_size = size;
+    }
+
+    void append(const Scalar& v, Index i)
+    {
+      Index id = static_cast<Index>(m_size);
+      resize(m_size+1, 1);
+      m_values[id] = v;
+      m_indices[id] = i;
+    }
+
+    inline size_t size() const { return m_size; }
+    inline size_t allocatedSize() const { return m_allocatedSize; }
+    inline void clear() { m_size = 0; }
+
+    inline Scalar& value(size_t i) { return m_values[i]; }
+    inline const Scalar& value(size_t i) const { return m_values[i]; }
+
+    inline Index& index(size_t i) { return m_indices[i]; }
+    inline const Index& index(size_t i) const { return m_indices[i]; }
+
+    static CompressedStorage Map(Index* indices, Scalar* values, size_t size)
+    {
+      CompressedStorage res;
+      res.m_indices = indices;
+      res.m_values = values;
+      res.m_allocatedSize = res.m_size = size;
+      return res;
+    }
+
+    /** \returns the largest \c k such that for all \c j in [0,k) index[\c j]\<\a key */
+    inline Index searchLowerIndex(Index key) const
+    {
+      return searchLowerIndex(0, m_size, key);
+    }
+
+    /** \returns the largest \c k in [start,end) such that for all \c j in [start,k) index[\c j]\<\a key */
+    inline Index searchLowerIndex(size_t start, size_t end, Index key) const
+    {
+      while(end>start)
+      {
+        size_t mid = (end+start)>>1;
+        if (m_indices[mid]<key)
+          start = mid+1;
+        else
+          end = mid;
+      }
+      return static_cast<Index>(start);
+    }
+
+    /** \returns the stored value at index \a key
+      * If the value does not exist, then the value \a defaultValue is returned without any insertion. */
+    inline Scalar at(Index key, const Scalar& defaultValue = Scalar(0)) const
+    {
+      if (m_size==0)
+        return defaultValue;
+      else if (key==m_indices[m_size-1])
+        return m_values[m_size-1];
+      // ^^  optimization: let's first check if it is the last coefficient
+      // (very common in high level algorithms)
+      const size_t id = searchLowerIndex(0,m_size-1,key);
+      return ((id<m_size) && (m_indices[id]==key)) ? m_values[id] : defaultValue;
+    }
+
+    /** Like at(), but the search is performed in the range [start,end) */
+    inline Scalar atInRange(size_t start, size_t end, Index key, const Scalar& defaultValue = Scalar(0)) const
+    {
+      if (start>=end)
+        return Scalar(0);
+      else if (end>start && key==m_indices[end-1])
+        return m_values[end-1];
+      // ^^  optimization: let's first check if it is the last coefficient
+      // (very common in high level algorithms)
+      const size_t id = searchLowerIndex(start,end-1,key);
+      return ((id<end) && (m_indices[id]==key)) ? m_values[id] : defaultValue;
+    }
+
+    /** \returns a reference to the value at index \a key
+      * If the value does not exist, then the value \a defaultValue is inserted
+      * such that the keys are sorted. */
+    inline Scalar& atWithInsertion(Index key, const Scalar& defaultValue = Scalar(0))
+    {
+      size_t id = searchLowerIndex(0,m_size,key);
+      if (id>=m_size || m_indices[id]!=key)
+      {
+        resize(m_size+1,1);
+        for (size_t j=m_size-1; j>id; --j)
+        {
+          m_indices[j] = m_indices[j-1];
+          m_values[j] = m_values[j-1];
+        }
+        m_indices[id] = key;
+        m_values[id] = defaultValue;
+      }
+      return m_values[id];
+    }
+
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      size_t k = 0;
+      size_t n = size();
+      for (size_t i=0; i<n; ++i)
+      {
+        if (!internal::isMuchSmallerThan(value(i), reference, epsilon))
+        {
+          value(k) = value(i);
+          index(k) = index(i);
+          ++k;
+        }
+      }
+      resize(k,0);
+    }
+
+  protected:
+
+    inline void reallocate(size_t size)
+    {
+      Scalar* newValues  = new Scalar[size];
+      Index* newIndices = new Index[size];
+      size_t copySize = (std::min)(size, m_size);
+      // copy
+      if (copySize>0) {
+        internal::smart_copy(m_values, m_values+copySize, newValues);
+        internal::smart_copy(m_indices, m_indices+copySize, newIndices);
+      }
+      // delete old stuff
+      delete[] m_values;
+      delete[] m_indices;
+      m_values = newValues;
+      m_indices = newIndices;
+      m_allocatedSize = size;
+    }
+
+  protected:
+    Scalar* m_values;
+    Index* m_indices;
+    size_t m_size;
+    size_t m_allocatedSize;
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPRESSED_STORAGE_H