394 files changed, 128461 insertions, 0 deletions

diff --git a/third_party/eigen3/BUILD b/third_party/eigen3/BUILD
new file mode 100644
index 0000000000..ac7eede6d9
--- /dev/null
+++ b/third_party/eigen3/BUILD
@@ -0,0 +1,10 @@
+licenses(["restricted"])  # MPL2, portions GPL v3, LGPL v3, BSD-like
+
+cc_library(
+    name = "eigen3",
+    hdrs = glob([
+        "**/*.h",
+    ]),
+    includes = [ "." ],
+    visibility = ["//visibility:public"],
+)
diff --git a/third_party/eigen3/Eigen/Array b/third_party/eigen3/Eigen/Array
new file mode 100644
index 0000000000..3d004fb69e
--- /dev/null
+++ b/third_party/eigen3/Eigen/Array
@@ -0,0 +1,11 @@
+#ifndef EIGEN_ARRAY_MODULE_H
+#define EIGEN_ARRAY_MODULE_H
+
+// include Core first to handle Eigen2 support macros
+#include "Core"
+
+#ifndef EIGEN2_SUPPORT
+  #error The Eigen/Array header does no longer exist in Eigen3. All that functionality has moved to Eigen/Core.
+#endif
+
+#endif // EIGEN_ARRAY_MODULE_H
diff --git a/third_party/eigen3/Eigen/Cholesky b/third_party/eigen3/Eigen/Cholesky
new file mode 100644
index 0000000000..7314d326c1
--- /dev/null
+++ b/third_party/eigen3/Eigen/Cholesky
@@ -0,0 +1,34 @@
+#ifndef EIGEN_CHOLESKY_MODULE_H
+#define EIGEN_CHOLESKY_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Cholesky_Module Cholesky module
+  *
+  *
+  *
+  * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
+  * Those decompositions are also accessible via the following methods:
+  *  - MatrixBase::llt()
+  *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
+  *
+  * \code
+  * #include <Eigen/Cholesky>
+  * \endcode
+  */
+
+#include "src/misc/Solve.h"
+#include "src/Cholesky/LLT.h"
+#include "src/Cholesky/LDLT.h"
+#ifdef EIGEN_USE_LAPACKE
+#include "src/Cholesky/LLT_MKL.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CHOLESKY_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/Eigen/CholmodSupport b/third_party/eigen3/Eigen/CholmodSupport
new file mode 100644
index 0000000000..745b884e74
--- /dev/null
+++ b/third_party/eigen3/Eigen/CholmodSupport
@@ -0,0 +1,45 @@
+#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
+#define EIGEN_CHOLMODSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+  #include <cholmod.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup CholmodSupport_Module CholmodSupport module
+  *
+  * This module provides an interface to the Cholmod library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
+  * It provides the two following main factorization classes:
+  * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization.
+  * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial).
+  *
+  * For the sake of completeness, this module also propose the two following classes:
+  * - class CholmodSimplicialLLT
+  * - class CholmodSimplicialLDLT
+  * Note that these classes does not bring any particular advantage compared to the built-in
+  * SimplicialLLT and SimplicialLDLT factorization classes.
+  *
+  * \code
+  * #include <Eigen/CholmodSupport>
+  * \endcode
+  *
+  * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies.
+  * The dependencies depend on how cholmod has been compiled.
+  * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/CholmodSupport/CholmodSupport.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
+
diff --git a/third_party/eigen3/Eigen/Core b/third_party/eigen3/Eigen/Core
new file mode 100644
index 0000000000..68f29bc693
--- /dev/null
+++ b/third_party/eigen3/Eigen/Core
@@ -0,0 +1,481 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_CORE_H
+#define EIGEN_CORE_H
+
+// first thing Eigen does: stop the compiler from committing suicide
+#include "src/Core/util/DisableStupidWarnings.h"
+
+// Begin Google-only: this allows us to link MPL2-only and non-MPL2-only
+// versions of Eigen without conflict. Do not use outside of :eigen3_restricted.
+#ifdef GOOGLE3_EIGEN_MPL2_ONLY_OVERRIDE
+#undef EIGEN_MPL2_ONLY
+#endif
+// End Google-only.
+
+#ifdef __CUDACC__
+  // Do not try asserts on CUDA!
+  #ifndef EIGEN_NO_DEBUG
+  #define EIGEN_NO_DEBUG
+  #endif
+
+  #ifdef EIGEN_INTERNAL_DEBUGGING
+  #undef EIGEN_INTERNAL_DEBUGGING
+  #endif
+
+  // Do not try to vectorize on CUDA!
+  #define EIGEN_DONT_VECTORIZE
+
+  // All functions callable from CUDA code must be qualified with __device__
+  #define EIGEN_DEVICE_FUNC __host__ __device__
+
+#else
+  #define EIGEN_DEVICE_FUNC
+
+#endif
+
+// CUDA before C++11 support does not have std::max or std::min
+#if defined(__CUDA_ARCH__) && (__cplusplus < 201103L)
+  #define EIGEN_USING_STD_MATH(FUNC) using ::FUNC;
+#else
+  #define EIGEN_USING_STD_MATH(FUNC) using std::FUNC;
+#endif
+
+// then include this file where all our macros are defined. It's really important to do it first because
+// it's where we do all the alignment settings (platform detection and honoring the user's will if he
+// defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
+#include "src/Core/util/Macros.h"
+
+// Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3)
+// See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details.
+#if EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6)
+  #pragma GCC optimize ("-fno-ipa-cp-clone")
+#endif
+
+#include <complex>
+
+// this include file manages BLAS and MKL related macros
+// and inclusion of their respective header files
+#include "src/Core/util/MKL_support.h"
+
+// if alignment is disabled, then disable vectorization. Note: EIGEN_ALIGN is the proper check, it takes into
+// account both the user's will (EIGEN_DONT_ALIGN) and our own platform checks
+#if !EIGEN_ALIGN
+  #ifndef EIGEN_DONT_VECTORIZE
+    #define EIGEN_DONT_VECTORIZE
+  #endif
+#endif
+
+#if EIGEN_COMP_MSVC
+  #include <malloc.h> // for _aligned_malloc -- need it regardless of whether vectorization is enabled
+  #if (EIGEN_COMP_MSVC >= 1500) // 2008 or later
+    // Remember that usage of defined() in a #define is undefined by the standard.
+    // a user reported that in 64-bit mode, MSVC doesn't care to define _M_IX86_FP.
+    #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || EIGEN_ARCH_x86_64
+      #define EIGEN_SSE2_ON_MSVC_2008_OR_LATER
+    #endif
+  #endif
+#else
+  // Remember that usage of defined() in a #define is undefined by the standard
+  #if (defined __SSE2__) && ( (!EIGEN_COMP_GNUC) || EIGEN_COMP_ICC || EIGEN_GNUC_AT_LEAST(4,2) )
+    #define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC
+  #endif
+#endif
+
+#ifndef EIGEN_DONT_VECTORIZE
+
+  #if defined (EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC) || defined(EIGEN_SSE2_ON_MSVC_2008_OR_LATER)
+
+    // Defines symbols for compile-time detection of which instructions are
+    // used.
+    // EIGEN_VECTORIZE_YY is defined if and only if the instruction set YY is used
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_SSE
+    #define EIGEN_VECTORIZE_SSE2
+
+    // Detect sse3/ssse3/sse4:
+    // gcc and icc defines __SSE3__, ...
+    // there is no way to know about this on msvc. You can define EIGEN_VECTORIZE_SSE* if you
+    // want to force the use of those instructions with msvc.
+    #ifdef __SSE3__
+      #define EIGEN_VECTORIZE_SSE3
+    #endif
+    #ifdef __SSSE3__
+      #define EIGEN_VECTORIZE_SSSE3
+    #endif
+    #ifdef __SSE4_1__
+      #define EIGEN_VECTORIZE_SSE4_1
+    #endif
+    #ifdef __SSE4_2__
+      #define EIGEN_VECTORIZE_SSE4_2
+    #endif
+    #ifdef __AVX__
+      #define EIGEN_VECTORIZE_AVX
+      #define EIGEN_VECTORIZE_SSE3
+      #define EIGEN_VECTORIZE_SSSE3
+      #define EIGEN_VECTORIZE_SSE4_1
+      #define EIGEN_VECTORIZE_SSE4_2
+    #endif
+    #ifdef __AVX2__
+      #define EIGEN_VECTORIZE_AVX2
+    #endif
+    #ifdef __FMA__
+      #define EIGEN_VECTORIZE_FMA
+    #endif
+    // include files
+
+    // This extern "C" works around a MINGW-w64 compilation issue
+    // https://sourceforge.net/tracker/index.php?func=detail&aid=3018394&group_id=202880&atid=983354
+    // In essence, intrin.h is included by windows.h and also declares intrinsics (just as emmintrin.h etc. below do).
+    // However, intrin.h uses an extern "C" declaration, and g++ thus complains of duplicate declarations
+    // with conflicting linkage.  The linkage for intrinsics doesn't matter, but at that stage the compiler doesn't know;
+    // so, to avoid compile errors when windows.h is included after Eigen/Core, ensure intrinsics are extern "C" here too.
+    // notice that since these are C headers, the extern "C" is theoretically needed anyways.
+    extern "C" {
+      // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
+      // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
+      #if EIGEN_COMP_ICC >= 1110
+        #include <immintrin.h>
+      #else
+        #include <emmintrin.h>
+        #include <xmmintrin.h>
+        #ifdef  EIGEN_VECTORIZE_SSE3
+        #include <pmmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_SSSE3
+        #include <tmmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_SSE4_1
+        #include <smmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_SSE4_2
+        #include <nmmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_AVX
+        #include <immintrin.h>
+        #endif
+      #endif
+    } // end extern "C"
+  #elif defined __VSX__
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_VSX
+    #include <altivec.h>
+    // We need to #undef all these ugly tokens defined in <altivec.h>
+    // => use __vector instead of vector
+    #undef bool
+    #undef vector
+    #undef pixel
+  #elif defined __ALTIVEC__
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_ALTIVEC
+    #include <altivec.h>
+    // We need to #undef all these ugly tokens defined in <altivec.h>
+    // => use __vector instead of vector
+    #undef bool
+    #undef vector
+    #undef pixel
+  #elif defined  __ARM_NEON__
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_NEON
+    #include <arm_neon.h>
+  #endif
+#endif
+
+#include <float.h>
+#include <limits.h>
+#include <math.h>
+
+#if defined(__NVCC__)
+  #define EIGEN_VECTORIZE_CUDA
+  #include <vector_types.h>
+#elif defined(__GCUDACC__)
+  #define EIGEN_VECTORIZE_CUDA
+  #define __VECTOR_TYPES_H__
+  #include "third_party/gpus/cuda/include/vector_functions.h"
+#endif
+
+#if (defined _OPENMP) && (!defined EIGEN_DONT_PARALLELIZE)
+  #define EIGEN_HAS_OPENMP
+#endif
+
+#ifdef EIGEN_HAS_OPENMP
+#include <omp.h>
+#endif
+
+// MSVC for windows mobile does not have the errno.h file
+#if !(EIGEN_COMP_MSVC && EIGEN_OS_WINCE) && !EIGEN_COMP_ARM
+#define EIGEN_HAS_ERRNO
+#endif
+
+#ifdef EIGEN_HAS_ERRNO
+#include <cerrno>
+#endif
+#include <cstddef>
+#include <cstdlib>
+#include <cmath>
+#include <cassert>
+#include <functional>
+#include <iosfwd>
+#include <cstring>
+#include <string>
+#include <limits>
+#include <climits> // for CHAR_BIT
+// for min/max:
+#include <algorithm>
+
+// for outputting debug info
+#ifdef EIGEN_DEBUG_ASSIGN
+#include <iostream>
+#endif
+
+// required for __cpuid, needs to be included after cmath
+#if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64))
+  #include <intrin.h>
+#endif
+
+#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__)
+  #define EIGEN_EXCEPTIONS
+#endif
+
+#ifdef EIGEN_EXCEPTIONS
+  #include <new>
+#endif
+
+/** \brief Namespace containing all symbols from the %Eigen library. */
+namespace Eigen {
+
+inline static const char *SimdInstructionSetsInUse(void) {
+#if defined(EIGEN_VECTORIZE_AVX)
+  return "AVX SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_SSE4_2)
+  return "SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_SSE4_1)
+  return "SSE, SSE2, SSE3, SSSE3, SSE4.1";
+#elif defined(EIGEN_VECTORIZE_SSSE3)
+  return "SSE, SSE2, SSE3, SSSE3";
+#elif defined(EIGEN_VECTORIZE_SSE3)
+  return "SSE, SSE2, SSE3";
+#elif defined(EIGEN_VECTORIZE_SSE2)
+  return "SSE, SSE2";
+#elif defined(EIGEN_VECTORIZE_ALTIVEC)
+  return "AltiVec";
+#elif defined(EIGEN_VECTORIZE_VSX)
+  return "VSX";
+#elif defined(EIGEN_VECTORIZE_NEON)
+  return "ARM NEON";
+#else
+  return "None";
+#endif
+}
+
+} // end namespace Eigen
+
+#define STAGE10_FULL_EIGEN2_API             10
+#define STAGE20_RESOLVE_API_CONFLICTS       20
+#define STAGE30_FULL_EIGEN3_API             30
+#define STAGE40_FULL_EIGEN3_STRICTNESS      40
+#define STAGE99_NO_EIGEN2_SUPPORT           99
+
+#if   defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS
+  #define EIGEN2_SUPPORT
+  #define EIGEN2_SUPPORT_STAGE STAGE40_FULL_EIGEN3_STRICTNESS
+#elif defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API
+  #define EIGEN2_SUPPORT
+  #define EIGEN2_SUPPORT_STAGE STAGE30_FULL_EIGEN3_API
+#elif defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS
+  #define EIGEN2_SUPPORT
+  #define EIGEN2_SUPPORT_STAGE STAGE20_RESOLVE_API_CONFLICTS
+#elif defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API
+  #define EIGEN2_SUPPORT
+  #define EIGEN2_SUPPORT_STAGE STAGE10_FULL_EIGEN2_API
+#elif defined EIGEN2_SUPPORT
+  // default to stage 3, that's what it's always meant
+  #define EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API
+  #define EIGEN2_SUPPORT_STAGE STAGE30_FULL_EIGEN3_API
+#else
+  #define EIGEN2_SUPPORT_STAGE STAGE99_NO_EIGEN2_SUPPORT
+#endif
+
+#ifdef EIGEN2_SUPPORT
+#undef minor
+#endif
+
+// we use size_t frequently and we'll never remember to prepend it with std:: everytime just to
+// ensure QNX/QCC support
+using std::size_t;
+// gcc 4.6.0 wants std:: for ptrdiff_t
+using std::ptrdiff_t;
+
+/** \defgroup Core_Module Core module
+  * This is the main module of Eigen providing dense matrix and vector support
+  * (both fixed and dynamic size) with all the features corresponding to a BLAS library
+  * and much more...
+  *
+  * \code
+  * #include <Eigen/Core>
+  * \endcode
+  */
+
+#include "src/Core/util/Constants.h"
+#include "src/Core/util/ForwardDeclarations.h"
+#include "src/Core/util/Meta.h"
+#include "src/Core/util/StaticAssert.h"
+#include "src/Core/util/XprHelper.h"
+#include "src/Core/util/Memory.h"
+
+#include "src/Core/NumTraits.h"
+#include "src/Core/MathFunctions.h"
+#include "src/Core/GenericPacketMath.h"
+
+#if defined EIGEN_VECTORIZE_AVX
+  // Use AVX for floats and doubles, SSE for integers
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/Complex.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+#elif defined EIGEN_VECTORIZE_SSE
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/SSE/TypeCasting.h"
+#elif defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
+  #include "src/Core/arch/AltiVec/PacketMath.h"
+  #include "src/Core/arch/AltiVec/MathFunctions.h"
+  #include "src/Core/arch/AltiVec/Complex.h"
+#elif defined EIGEN_VECTORIZE_NEON
+  #include "src/Core/arch/NEON/PacketMath.h"
+  #include "src/Core/arch/NEON/MathFunctions.h"
+  #include "src/Core/arch/NEON/Complex.h"
+#endif
+
+#if defined EIGEN_VECTORIZE_CUDA
+  #include "src/Core/arch/CUDA/PacketMath.h"
+  #include "src/Core/arch/CUDA/MathFunctions.h"
+#endif
+
+#include "src/Core/arch/Default/Settings.h"
+
+#include "src/Core/functors/BinaryFunctors.h"
+#include "src/Core/functors/UnaryFunctors.h"
+#include "src/Core/functors/NullaryFunctors.h"
+#include "src/Core/functors/StlFunctors.h"
+
+#include "src/Core/DenseCoeffsBase.h"
+#include "src/Core/DenseBase.h"
+#include "src/Core/MatrixBase.h"
+#include "src/Core/EigenBase.h"
+
+#ifdef EIGEN_ENABLE_EVALUATORS
+#include "src/Core/functors/AssignmentFunctors.h"
+#include "src/Core/Product.h"
+#include "src/Core/CoreEvaluators.h"
+#include "src/Core/AssignEvaluator.h"
+#include "src/Core/ProductEvaluators.h"
+#endif
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN // work around Doxygen bug triggered by Assign.h r814874
+                                // at least confirmed with Doxygen 1.5.5 and 1.5.6
+  #include "src/Core/Assign.h"
+#endif
+
+#include "src/Core/ArrayBase.h"
+#include "src/Core/util/BlasUtil.h"
+#include "src/Core/util/MatrixMapper.h"
+#include "src/Core/DenseStorage.h"
+#include "src/Core/NestByValue.h"
+#include "src/Core/ForceAlignedAccess.h"
+#include "src/Core/ReturnByValue.h"
+#include "src/Core/NoAlias.h"
+#include "src/Core/PlainObjectBase.h"
+#include "src/Core/Matrix.h"
+#include "src/Core/Array.h"
+#include "src/Core/CwiseBinaryOp.h"
+#include "src/Core/CwiseUnaryOp.h"
+#include "src/Core/CwiseNullaryOp.h"
+#include "src/Core/CwiseUnaryView.h"
+#include "src/Core/SelfCwiseBinaryOp.h"
+#include "src/Core/Dot.h"
+#include "src/Core/StableNorm.h"
+#include "src/Core/MapBase.h"
+#include "src/Core/Stride.h"
+#include "src/Core/Map.h"
+#include "src/Core/Block.h"
+#include "src/Core/VectorBlock.h"
+#include "src/Core/Ref.h"
+#include "src/Core/Transpose.h"
+#include "src/Core/DiagonalMatrix.h"
+#include "src/Core/Diagonal.h"
+#include "src/Core/DiagonalProduct.h"
+#include "src/Core/PermutationMatrix.h"
+#include "src/Core/Transpositions.h"
+#include "src/Core/Redux.h"
+#include "src/Core/Visitor.h"
+#include "src/Core/Fuzzy.h"
+#include "src/Core/IO.h"
+#include "src/Core/Swap.h"
+#include "src/Core/CommaInitializer.h"
+#include "src/Core/Flagged.h"
+#include "src/Core/ProductBase.h"
+#include "src/Core/GeneralProduct.h"
+#include "src/Core/TriangularMatrix.h"
+#include "src/Core/SelfAdjointView.h"
+#include "src/Core/products/GeneralBlockPanelKernel.h"
+#include "src/Core/products/Parallelizer.h"
+#include "src/Core/products/CoeffBasedProduct.h"
+#include "src/Core/products/GeneralMatrixVector.h"
+#include "src/Core/products/GeneralMatrixMatrix.h"
+#include "src/Core/SolveTriangular.h"
+#include "src/Core/products/GeneralMatrixMatrixTriangular.h"
+#include "src/Core/products/SelfadjointMatrixVector.h"
+#include "src/Core/products/SelfadjointMatrixMatrix.h"
+#include "src/Core/products/SelfadjointProduct.h"
+#include "src/Core/products/SelfadjointRank2Update.h"
+#include "src/Core/products/TriangularMatrixVector.h"
+#include "src/Core/products/TriangularMatrixMatrix.h"
+#include "src/Core/products/TriangularSolverMatrix.h"
+#include "src/Core/products/TriangularSolverVector.h"
+#include "src/Core/BandMatrix.h"
+#include "src/Core/CoreIterators.h"
+
+#include "src/Core/BooleanRedux.h"
+#include "src/Core/Select.h"
+#include "src/Core/VectorwiseOp.h"
+#include "src/Core/Random.h"
+#include "src/Core/Replicate.h"
+#include "src/Core/Reverse.h"
+#include "src/Core/ArrayWrapper.h"
+
+#ifdef EIGEN_USE_BLAS
+#include "src/Core/products/GeneralMatrixMatrix_MKL.h"
+#include "src/Core/products/GeneralMatrixVector_MKL.h"
+#include "src/Core/products/GeneralMatrixMatrixTriangular_MKL.h"
+#include "src/Core/products/SelfadjointMatrixMatrix_MKL.h"
+#include "src/Core/products/SelfadjointMatrixVector_MKL.h"
+#include "src/Core/products/TriangularMatrixMatrix_MKL.h"
+#include "src/Core/products/TriangularMatrixVector_MKL.h"
+#include "src/Core/products/TriangularSolverMatrix_MKL.h"
+#endif // EIGEN_USE_BLAS
+
+#ifdef EIGEN_USE_MKL_VML
+#include "src/Core/Assign_MKL.h"
+#endif
+
+#include "src/Core/GlobalFunctions.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#ifdef EIGEN2_SUPPORT
+#include "Eigen2Support"
+#endif
+
+#endif // EIGEN_CORE_H
diff --git a/third_party/eigen3/Eigen/Dense b/third_party/eigen3/Eigen/Dense
new file mode 100644
index 0000000000..5768910bd8
--- /dev/null
+++ b/third_party/eigen3/Eigen/Dense
@@ -0,0 +1,7 @@
+#include "Core"
+#include "LU"
+#include "Cholesky"
+#include "QR"
+#include "SVD"
+#include "Geometry"
+#include "Eigenvalues"
diff --git a/third_party/eigen3/Eigen/Eigen2Support b/third_party/eigen3/Eigen/Eigen2Support
new file mode 100644
index 0000000000..36156d29a9
--- /dev/null
+++ b/third_party/eigen3/Eigen/Eigen2Support
@@ -0,0 +1,82 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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 EIGEN2SUPPORT_H
+#define EIGEN2SUPPORT_H
+
+#if (!defined(EIGEN2_SUPPORT)) || (!defined(EIGEN_CORE_H))
+#error Eigen2 support must be enabled by defining EIGEN2_SUPPORT before including any Eigen header
+#endif
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \ingroup Support_modules
+  * \defgroup Eigen2Support_Module Eigen2 support module
+  * This module provides a couple of deprecated functions improving the compatibility with Eigen2.
+  *
+  * To use it, define EIGEN2_SUPPORT before including any Eigen header
+  * \code
+  * #define EIGEN2_SUPPORT
+  * \endcode
+  *
+  */
+
+#include "src/Eigen2Support/Macros.h"
+#include "src/Eigen2Support/Memory.h"
+#include "src/Eigen2Support/Meta.h"
+#include "src/Eigen2Support/Lazy.h"
+#include "src/Eigen2Support/Cwise.h"
+#include "src/Eigen2Support/CwiseOperators.h"
+#include "src/Eigen2Support/TriangularSolver.h"
+#include "src/Eigen2Support/Block.h"
+#include "src/Eigen2Support/VectorBlock.h"
+#include "src/Eigen2Support/Minor.h"
+#include "src/Eigen2Support/MathFunctions.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+// Eigen2 used to include iostream
+#include<iostream>
+
+#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
+using Eigen::Matrix##SizeSuffix##TypeSuffix; \
+using Eigen::Vector##SizeSuffix##TypeSuffix; \
+using Eigen::RowVector##SizeSuffix##TypeSuffix;
+
+#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(TypeSuffix) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
+
+#define EIGEN_USING_MATRIX_TYPEDEFS \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(i) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(f) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(d) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cf) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cd)
+
+#define USING_PART_OF_NAMESPACE_EIGEN \
+EIGEN_USING_MATRIX_TYPEDEFS \
+using Eigen::Matrix; \
+using Eigen::MatrixBase; \
+using Eigen::ei_random; \
+using Eigen::ei_real; \
+using Eigen::ei_imag; \
+using Eigen::ei_conj; \
+using Eigen::ei_abs; \
+using Eigen::ei_abs2; \
+using Eigen::ei_sqrt; \
+using Eigen::ei_exp; \
+using Eigen::ei_log; \
+using Eigen::ei_sin; \
+using Eigen::ei_cos;
+
+#endif // EIGEN2SUPPORT_H
diff --git a/third_party/eigen3/Eigen/Eigenvalues b/third_party/eigen3/Eigen/Eigenvalues
new file mode 100644
index 0000000000..53c5a73a27
--- /dev/null
+++ b/third_party/eigen3/Eigen/Eigenvalues
@@ -0,0 +1,48 @@
+#ifndef EIGEN_EIGENVALUES_MODULE_H
+#define EIGEN_EIGENVALUES_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "Cholesky"
+#include "Jacobi"
+#include "Householder"
+#include "LU"
+#include "Geometry"
+
+/** \defgroup Eigenvalues_Module Eigenvalues module
+  *
+  *
+  *
+  * This module mainly provides various eigenvalue solvers.
+  * This module also provides some MatrixBase methods, including:
+  *  - MatrixBase::eigenvalues(),
+  *  - MatrixBase::operatorNorm()
+  *
+  * \code
+  * #include <Eigen/Eigenvalues>
+  * \endcode
+  */
+
+#include "src/Eigenvalues/Tridiagonalization.h"
+#include "src/Eigenvalues/RealSchur.h"
+#include "src/Eigenvalues/EigenSolver.h"
+#include "src/Eigenvalues/SelfAdjointEigenSolver.h"
+#include "src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h"
+#include "src/Eigenvalues/HessenbergDecomposition.h"
+#include "src/Eigenvalues/ComplexSchur.h"
+#include "src/Eigenvalues/ComplexEigenSolver.h"
+#include "src/Eigenvalues/RealQZ.h"
+#include "src/Eigenvalues/GeneralizedEigenSolver.h"
+#include "src/Eigenvalues/MatrixBaseEigenvalues.h"
+#ifdef EIGEN_USE_LAPACKE
+#include "src/Eigenvalues/RealSchur_MKL.h"
+#include "src/Eigenvalues/ComplexSchur_MKL.h"
+#include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_EIGENVALUES_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/Eigen/Geometry b/third_party/eigen3/Eigen/Geometry
new file mode 100644
index 0000000000..f9bc6fc578
--- /dev/null
+++ b/third_party/eigen3/Eigen/Geometry
@@ -0,0 +1,65 @@
+#ifndef EIGEN_GEOMETRY_MODULE_H
+#define EIGEN_GEOMETRY_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "SVD"
+#include "LU"
+#include <limits>
+
+#ifndef M_PI
+#define M_PI 3.14159265358979323846
+#endif
+
+/** \defgroup Geometry_Module Geometry module
+  *
+  *
+  *
+  * This module provides support for:
+  *  - fixed-size homogeneous transformations
+  *  - translation, scaling, 2D and 3D rotations
+  *  - quaternions
+  *  - \ref MatrixBase::cross() "cross product"
+  *  - \ref MatrixBase::unitOrthogonal() "orthognal vector generation"
+  *  - some linear components: parametrized-lines and hyperplanes
+  *
+  * \code
+  * #include <Eigen/Geometry>
+  * \endcode
+  */
+
+#include "src/Geometry/OrthoMethods.h"
+#include "src/Geometry/EulerAngles.h"
+
+#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+  #include "src/Geometry/Homogeneous.h"
+  #include "src/Geometry/RotationBase.h"
+  #include "src/Geometry/Rotation2D.h"
+  #include "src/Geometry/Quaternion.h"
+  #include "src/Geometry/AngleAxis.h"
+  #include "src/Geometry/Transform.h"
+  #include "src/Geometry/Translation.h"
+  #include "src/Geometry/Scaling.h"
+  #include "src/Geometry/Hyperplane.h"
+  #include "src/Geometry/ParametrizedLine.h"
+  #include "src/Geometry/AlignedBox.h"
+  #include "src/Geometry/Umeyama.h"
+
+  // Use the SSE optimized version whenever possible. At the moment the
+  // SSE version doesn't compile when AVX is enabled
+  #if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
+    #include "src/Geometry/arch/Geometry_SSE.h"
+  #endif
+#endif
+
+#ifdef EIGEN2_SUPPORT
+#include "src/Eigen2Support/Geometry/All.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_GEOMETRY_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
+
diff --git a/third_party/eigen3/Eigen/Householder b/third_party/eigen3/Eigen/Householder
new file mode 100644
index 0000000000..6e348db5c4
--- /dev/null
+++ b/third_party/eigen3/Eigen/Householder
@@ -0,0 +1,23 @@
+#ifndef EIGEN_HOUSEHOLDER_MODULE_H
+#define EIGEN_HOUSEHOLDER_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Householder_Module Householder module
+  * This module provides Householder transformations.
+  *
+  * \code
+  * #include <Eigen/Householder>
+  * \endcode
+  */
+
+#include "src/Householder/Householder.h"
+#include "src/Householder/HouseholderSequence.h"
+#include "src/Householder/BlockHouseholder.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_HOUSEHOLDER_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/Eigen/Jacobi b/third_party/eigen3/Eigen/Jacobi
new file mode 100644
index 0000000000..ba8a4dc36a
--- /dev/null
+++ b/third_party/eigen3/Eigen/Jacobi
@@ -0,0 +1,26 @@
+#ifndef EIGEN_JACOBI_MODULE_H
+#define EIGEN_JACOBI_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Jacobi_Module Jacobi module
+  * This module provides Jacobi and Givens rotations.
+  *
+  * \code
+  * #include <Eigen/Jacobi>
+  * \endcode
+  *
+  * In addition to listed classes, it defines the two following MatrixBase methods to apply a Jacobi or Givens rotation:
+  *  - MatrixBase::applyOnTheLeft()
+  *  - MatrixBase::applyOnTheRight().
+  */
+
+#include "src/Jacobi/Jacobi.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_JACOBI_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
+
diff --git a/third_party/eigen3/Eigen/LU b/third_party/eigen3/Eigen/LU
new file mode 100644
index 0000000000..e5c3f32f78
--- /dev/null
+++ b/third_party/eigen3/Eigen/LU
@@ -0,0 +1,43 @@
+#ifndef EIGEN_LU_MODULE_H
+#define EIGEN_LU_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup LU_Module LU module
+  * This module includes %LU decomposition and related notions such as matrix inversion and determinant.
+  * This module defines the following MatrixBase methods:
+  *  - MatrixBase::inverse()
+  *  - MatrixBase::determinant()
+  *
+  * \code
+  * #include <Eigen/LU>
+  * \endcode
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/Kernel.h"
+#include "src/misc/Image.h"
+#include "src/LU/FullPivLU.h"
+#include "src/LU/PartialPivLU.h"
+#ifdef EIGEN_USE_LAPACKE
+#include "src/LU/PartialPivLU_MKL.h"
+#endif
+#include "src/LU/Determinant.h"
+#include "src/LU/Inverse.h"
+
+// Use the SSE optimized version whenever possible. At the moment the
+// SSE version doesn't compile when AVX is enabled
+#if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
+  #include "src/LU/arch/Inverse_SSE.h"
+#endif
+
+#ifdef EIGEN2_SUPPORT
+  #include "src/Eigen2Support/LU.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_LU_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/Eigen/LeastSquares b/third_party/eigen3/Eigen/LeastSquares
new file mode 100644
index 0000000000..35137c25db
--- /dev/null
+++ b/third_party/eigen3/Eigen/LeastSquares
@@ -0,0 +1,32 @@
+#ifndef EIGEN_REGRESSION_MODULE_H
+#define EIGEN_REGRESSION_MODULE_H
+
+#ifndef EIGEN2_SUPPORT
+#error LeastSquares is only available in Eigen2 support mode (define EIGEN2_SUPPORT)
+#endif
+
+// exclude from normal eigen3-only documentation
+#ifdef EIGEN2_SUPPORT
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "Eigenvalues"
+#include "Geometry"
+
+/** \defgroup LeastSquares_Module LeastSquares module
+  * This module provides linear regression and related features.
+  *
+  * \code
+  * #include <Eigen/LeastSquares>
+  * \endcode
+  */
+
+#include "src/Eigen2Support/LeastSquares.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN2_SUPPORT
+
+#endif // EIGEN_REGRESSION_MODULE_H
diff --git a/third_party/eigen3/Eigen/OrderingMethods b/third_party/eigen3/Eigen/OrderingMethods
new file mode 100644
index 0000000000..7c0f1fffff
--- /dev/null
+++ b/third_party/eigen3/Eigen/OrderingMethods
@@ -0,0 +1,66 @@
+#ifndef EIGEN_ORDERINGMETHODS_MODULE_H
+#define EIGEN_ORDERINGMETHODS_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup OrderingMethods_Module OrderingMethods module
+  *
+  * This module is currently for internal use only
+  * 
+  * It defines various built-in and external ordering methods for sparse matrices. 
+  * They are typically used to reduce the number of elements during 
+  * the sparse matrix decomposition (LLT, LU, QR).
+  * Precisely, in a preprocessing step, a permutation matrix P is computed using 
+  * those ordering methods and applied to the columns of the matrix. 
+  * Using for instance the sparse Cholesky decomposition, it is expected that 
+  * the nonzeros elements in LLT(A*P) will be much smaller than that in LLT(A).
+  * 
+  * 
+  * Usage : 
+  * \code
+  * #include <Eigen/OrderingMethods>
+  * \endcode
+  * 
+  * A simple usage is as a template parameter in the sparse decomposition classes : 
+  * 
+  * \code 
+  * SparseLU<MatrixType, COLAMDOrdering<int> > solver;
+  * \endcode 
+  * 
+  * \code 
+  * SparseQR<MatrixType, COLAMDOrdering<int> > solver;
+  * \endcode
+  * 
+  * It is possible as well to call directly a particular ordering method for your own purpose, 
+  * \code 
+  * AMDOrdering<int> ordering;
+  * PermutationMatrix<Dynamic, Dynamic, int> perm;
+  * SparseMatrix<double> A; 
+  * //Fill the matrix ...
+  * 
+  * ordering(A, perm); // Call AMD
+  * \endcode
+  * 
+  * \note Some of these methods (like AMD or METIS), need the sparsity pattern 
+  * of the input matrix to be symmetric. When the matrix is structurally unsymmetric, 
+  * Eigen computes internally the pattern of \f$A^T*A\f$ before calling the method.
+  * If your matrix is already symmetric (at leat in structure), you can avoid that
+  * by calling the method with a SelfAdjointView type.
+  * 
+  * \code
+  *  // Call the ordering on the pattern of the lower triangular matrix A
+  * ordering(A.selfadjointView<Lower>(), perm);
+  * \endcode
+  */
+
+#ifndef EIGEN_MPL2_ONLY
+#include "src/OrderingMethods/Amd.h"
+#endif
+
+#include "src/OrderingMethods/Ordering.h"
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_ORDERINGMETHODS_MODULE_H
diff --git a/third_party/eigen3/Eigen/PaStiXSupport b/third_party/eigen3/Eigen/PaStiXSupport
new file mode 100644
index 0000000000..7c616ee5ea
--- /dev/null
+++ b/third_party/eigen3/Eigen/PaStiXSupport
@@ -0,0 +1,46 @@
+#ifndef EIGEN_PASTIXSUPPORT_MODULE_H
+#define EIGEN_PASTIXSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <complex.h>
+extern "C" {
+#include <pastix_nompi.h>
+#include <pastix.h>
+}
+
+#ifdef complex
+#undef complex
+#endif
+
+/** \ingroup Support_modules
+  * \defgroup PaStiXSupport_Module PaStiXSupport module
+  * 
+  * This module provides an interface to the <a href="http://pastix.gforge.inria.fr/">PaSTiX</a> library.
+  * PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver.
+  * It provides the two following main factorization classes:
+  * - class PastixLLT : a supernodal, parallel LLt Cholesky factorization.
+  * - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization.
+  * - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern).
+  * 
+  * \code
+  * #include <Eigen/PaStiXSupport>
+  * \endcode
+  *
+  * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies.
+  * The dependencies depend on how PaSTiX has been compiled.
+  * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/PaStiXSupport/PaStiXSupport.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_PASTIXSUPPORT_MODULE_H
diff --git a/third_party/eigen3/Eigen/PardisoSupport b/third_party/eigen3/Eigen/PardisoSupport
new file mode 100644
index 0000000000..99330ce7a7
--- /dev/null
+++ b/third_party/eigen3/Eigen/PardisoSupport
@@ -0,0 +1,30 @@
+#ifndef EIGEN_PARDISOSUPPORT_MODULE_H
+#define EIGEN_PARDISOSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <mkl_pardiso.h>
+
+#include <unsupported/Eigen/SparseExtra>
+
+/** \ingroup Support_modules
+  * \defgroup PardisoSupport_Module PardisoSupport module
+  *
+  * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers.
+  *
+  * \code
+  * #include <Eigen/PardisoSupport>
+  * \endcode
+  *
+  * In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies.
+  * See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration.
+  * 
+  */
+
+#include "src/PardisoSupport/PardisoSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_PARDISOSUPPORT_MODULE_H
diff --git a/third_party/eigen3/Eigen/QR b/third_party/eigen3/Eigen/QR
new file mode 100644
index 0000000000..8c7c6162e7
--- /dev/null
+++ b/third_party/eigen3/Eigen/QR
@@ -0,0 +1,47 @@
+#ifndef EIGEN_QR_MODULE_H
+#define EIGEN_QR_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "Cholesky"
+#include "Jacobi"
+#include "Householder"
+
+/** \defgroup QR_Module QR module
+  *
+  *
+  *
+  * This module provides various QR decompositions
+  * This module also provides some MatrixBase methods, including:
+  *  - MatrixBase::householderQr()
+  *  - MatrixBase::colPivHouseholderQr()
+  *  - MatrixBase::fullPivHouseholderQr()
+  *
+  * \code
+  * #include <Eigen/QR>
+  * \endcode
+  */
+
+#include "src/misc/Solve.h"
+#include "src/QR/HouseholderQR.h"
+#include "src/QR/FullPivHouseholderQR.h"
+#include "src/QR/ColPivHouseholderQR.h"
+#ifdef EIGEN_USE_LAPACKE
+#include "src/QR/HouseholderQR_MKL.h"
+#include "src/QR/ColPivHouseholderQR_MKL.h"
+#endif
+
+#ifdef EIGEN2_SUPPORT
+#include "src/Eigen2Support/QR.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#ifdef EIGEN2_SUPPORT
+#include "Eigenvalues"
+#endif
+
+#endif // EIGEN_QR_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/Eigen/QtAlignedMalloc b/third_party/eigen3/Eigen/QtAlignedMalloc
new file mode 100644
index 0000000000..6717e9bd01
--- /dev/null
+++ b/third_party/eigen3/Eigen/QtAlignedMalloc
@@ -0,0 +1,29 @@
+
+#ifndef EIGEN_QTMALLOC_MODULE_H
+#define EIGEN_QTMALLOC_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+void *qMalloc(size_t size)
+{
+  return Eigen::internal::aligned_malloc(size);
+}
+
+void qFree(void *ptr)
+{
+  Eigen::internal::aligned_free(ptr);
+}
+
+void *qRealloc(void *ptr, size_t size)
+{
+  void* newPtr = Eigen::internal::aligned_malloc(size);
+  memcpy(newPtr, ptr, size);
+  Eigen::internal::aligned_free(ptr);
+  return newPtr;
+}
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_QTMALLOC_MODULE_H
diff --git a/third_party/eigen3/Eigen/SPQRSupport b/third_party/eigen3/Eigen/SPQRSupport
new file mode 100644
index 0000000000..77016442ee
--- /dev/null
+++ b/third_party/eigen3/Eigen/SPQRSupport
@@ -0,0 +1,29 @@
+#ifndef EIGEN_SPQRSUPPORT_MODULE_H
+#define EIGEN_SPQRSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "SuiteSparseQR.hpp"
+
+/** \ingroup Support_modules
+  * \defgroup SPQRSupport_Module SuiteSparseQR module
+  * 
+  * This module provides an interface to the SPQR library, which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
+  *
+  * \code
+  * #include <Eigen/SPQRSupport>
+  * \endcode
+  *
+  * In order to use this module, the SPQR headers must be accessible from the include paths, and your binary must be linked to the SPQR library and its dependencies (Cholmod, AMD, COLAMD,...).
+  * For a cmake based project, you can use our FindSPQR.cmake and FindCholmod.Cmake modules
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+#include "src/CholmodSupport/CholmodSupport.h"
+#include "src/SPQRSupport/SuiteSparseQRSupport.h"
+
+#endif
diff --git a/third_party/eigen3/Eigen/SVD b/third_party/eigen3/Eigen/SVD
new file mode 100644
index 0000000000..fd310017ad
--- /dev/null
+++ b/third_party/eigen3/Eigen/SVD
@@ -0,0 +1,37 @@
+#ifndef EIGEN_SVD_MODULE_H
+#define EIGEN_SVD_MODULE_H
+
+#include "QR"
+#include "Householder"
+#include "Jacobi"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup SVD_Module SVD module
+  *
+  *
+  *
+  * This module provides SVD decomposition for matrices (both real and complex).
+  * This decomposition is accessible via the following MatrixBase method:
+  *  - MatrixBase::jacobiSvd()
+  *
+  * \code
+  * #include <Eigen/SVD>
+  * \endcode
+  */
+
+#include "src/misc/Solve.h"
+#include "src/SVD/JacobiSVD.h"
+#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
+#include "src/SVD/JacobiSVD_MKL.h"
+#endif
+#include "src/SVD/UpperBidiagonalization.h"
+
+#ifdef EIGEN2_SUPPORT
+#include "src/Eigen2Support/SVD.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SVD_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/Eigen/SparseCore b/third_party/eigen3/Eigen/SparseCore
new file mode 100644
index 0000000000..9b5be5e15a
--- /dev/null
+++ b/third_party/eigen3/Eigen/SparseCore
@@ -0,0 +1,64 @@
+#ifndef EIGEN_SPARSECORE_MODULE_H
+#define EIGEN_SPARSECORE_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <vector>
+#include <map>
+#include <cstdlib>
+#include <cstring>
+#include <algorithm>
+
+/** 
+  * \defgroup SparseCore_Module SparseCore module
+  *
+  * This module provides a sparse matrix representation, and basic associatd matrix manipulations
+  * and operations.
+  *
+  * See the \ref TutorialSparse "Sparse tutorial"
+  *
+  * \code
+  * #include <Eigen/SparseCore>
+  * \endcode
+  *
+  * This module depends on: Core.
+  */
+
+namespace Eigen {
+
+/** The type used to identify a general sparse storage. */
+struct Sparse {};
+
+}
+
+#include "src/SparseCore/SparseUtil.h"
+#include "src/SparseCore/SparseMatrixBase.h"
+#include "src/SparseCore/CompressedStorage.h"
+#include "src/SparseCore/AmbiVector.h"
+#include "src/SparseCore/SparseMatrix.h"
+#include "src/SparseCore/MappedSparseMatrix.h"
+#include "src/SparseCore/SparseVector.h"
+#include "src/SparseCore/SparseBlock.h"
+#include "src/SparseCore/SparseTranspose.h"
+#include "src/SparseCore/SparseCwiseUnaryOp.h"
+#include "src/SparseCore/SparseCwiseBinaryOp.h"
+#include "src/SparseCore/SparseDot.h"
+#include "src/SparseCore/SparsePermutation.h"
+#include "src/SparseCore/SparseRedux.h"
+#include "src/SparseCore/SparseFuzzy.h"
+#include "src/SparseCore/ConservativeSparseSparseProduct.h"
+#include "src/SparseCore/SparseSparseProductWithPruning.h"
+#include "src/SparseCore/SparseProduct.h"
+#include "src/SparseCore/SparseDenseProduct.h"
+#include "src/SparseCore/SparseDiagonalProduct.h"
+#include "src/SparseCore/SparseTriangularView.h"
+#include "src/SparseCore/SparseSelfAdjointView.h"
+#include "src/SparseCore/TriangularSolver.h"
+#include "src/SparseCore/SparseView.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSECORE_MODULE_H
+
diff --git a/third_party/eigen3/Eigen/SparseQR b/third_party/eigen3/Eigen/SparseQR
new file mode 100644
index 0000000000..4ee42065ee
--- /dev/null
+++ b/third_party/eigen3/Eigen/SparseQR
@@ -0,0 +1,33 @@
+#ifndef EIGEN_SPARSEQR_MODULE_H
+#define EIGEN_SPARSEQR_MODULE_H
+
+#include "SparseCore"
+#include "OrderingMethods"
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup SparseQR_Module SparseQR module
+  * \brief Provides QR decomposition for sparse matrices
+  * 
+  * This module provides a simplicial version of the left-looking Sparse QR decomposition. 
+  * The columns of the input matrix should be reordered to limit the fill-in during the 
+  * decomposition. Built-in methods (COLAMD, AMD) or external  methods (METIS) can be used to this end.
+  * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list 
+  * of built-in and external ordering methods.
+  * 
+  * \code
+  * #include <Eigen/SparseQR>
+  * \endcode
+  * 
+  * 
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "OrderingMethods"
+#include "src/SparseCore/SparseColEtree.h"
+#include "src/SparseQR/SparseQR.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif
diff --git a/third_party/eigen3/Eigen/StdDeque b/third_party/eigen3/Eigen/StdDeque
new file mode 100644
index 0000000000..be3a7f82be
--- /dev/null
+++ b/third_party/eigen3/Eigen/StdDeque
@@ -0,0 +1,27 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STDDEQUE_MODULE_H
+#define EIGEN_STDDEQUE_MODULE_H
+
+#include "Core"
+#include <deque>
+
+#if EIGEN_COMP_MSVC && EIGEN_OS_WIN64 /* MSVC auto aligns in 64 bit builds */
+
+#define EIGEN_DEFINE_STL_DEQUE_SPECIALIZATION(...)
+
+#else
+
+#include "src/StlSupport/StdDeque.h"
+
+#endif
+
+#endif // EIGEN_STDDEQUE_MODULE_H
diff --git a/third_party/eigen3/Eigen/StdList b/third_party/eigen3/Eigen/StdList
new file mode 100644
index 0000000000..07ba1297be
--- /dev/null
+++ b/third_party/eigen3/Eigen/StdList
@@ -0,0 +1,26 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STDLIST_MODULE_H
+#define EIGEN_STDLIST_MODULE_H
+
+#include "Core"
+#include <list>
+
+#if EIGEN_COMP_MSVC && EIGEN_OS_WIN64 /* MSVC auto aligns in 64 bit builds */    
+
+#define EIGEN_DEFINE_STL_LIST_SPECIALIZATION(...)
+
+#else
+
+#include "src/StlSupport/StdList.h"
+
+#endif
+
+#endif // EIGEN_STDLIST_MODULE_H
diff --git a/third_party/eigen3/Eigen/StdVector b/third_party/eigen3/Eigen/StdVector
new file mode 100644
index 0000000000..fdfc377662
--- /dev/null
+++ b/third_party/eigen3/Eigen/StdVector
@@ -0,0 +1,27 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STDVECTOR_MODULE_H
+#define EIGEN_STDVECTOR_MODULE_H
+
+#include "Core"
+#include <vector>
+
+#if EIGEN_COMP_MSVC && EIGEN_OS_WIN64 /* MSVC auto aligns in 64 bit builds */
+
+#define EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(...)
+
+#else
+
+#include "src/StlSupport/StdVector.h"
+
+#endif
+
+#endif // EIGEN_STDVECTOR_MODULE_H
diff --git a/third_party/eigen3/Eigen/SuperLUSupport b/third_party/eigen3/Eigen/SuperLUSupport
new file mode 100644
index 0000000000..575e14fbc2
--- /dev/null
+++ b/third_party/eigen3/Eigen/SuperLUSupport
@@ -0,0 +1,59 @@
+#ifndef EIGEN_SUPERLUSUPPORT_MODULE_H
+#define EIGEN_SUPERLUSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#ifdef EMPTY
+#define EIGEN_EMPTY_WAS_ALREADY_DEFINED
+#endif
+
+typedef int int_t;
+#include <slu_Cnames.h>
+#include <supermatrix.h>
+#include <slu_util.h>
+
+// slu_util.h defines a preprocessor token named EMPTY which is really polluting,
+// so we remove it in favor of a SUPERLU_EMPTY token.
+// If EMPTY was already defined then we don't undef it.
+
+#if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED)
+# undef EIGEN_EMPTY_WAS_ALREADY_DEFINED
+#elif defined(EMPTY)
+# undef EMPTY
+#endif
+
+#define SUPERLU_EMPTY (-1)
+
+namespace Eigen { struct SluMatrix; }
+
+/** \ingroup Support_modules
+  * \defgroup SuperLUSupport_Module SuperLUSupport module
+  *
+  * This module provides an interface to the <a href="http://crd-legacy.lbl.gov/~xiaoye/SuperLU/">SuperLU</a> library.
+  * It provides the following factorization class:
+  * - class SuperLU: a supernodal sequential LU factorization.
+  * - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods).
+  *
+  * \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting.
+  *
+  * \code
+  * #include <Eigen/SuperLUSupport>
+  * \endcode
+  *
+  * In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies.
+  * The dependencies depend on how superlu has been compiled.
+  * For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/SuperLUSupport/SuperLUSupport.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SUPERLUSUPPORT_MODULE_H
diff --git a/third_party/eigen3/Eigen/UmfPackSupport b/third_party/eigen3/Eigen/UmfPackSupport
new file mode 100644
index 0000000000..984f64a841
--- /dev/null
+++ b/third_party/eigen3/Eigen/UmfPackSupport
@@ -0,0 +1,36 @@
+#ifndef EIGEN_UMFPACKSUPPORT_MODULE_H
+#define EIGEN_UMFPACKSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <umfpack.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup UmfPackSupport_Module UmfPackSupport module
+  *
+  * This module provides an interface to the UmfPack library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
+  * It provides the following factorization class:
+  * - class UmfPackLU: a multifrontal sequential LU factorization.
+  *
+  * \code
+  * #include <Eigen/UmfPackSupport>
+  * \endcode
+  *
+  * In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies.
+  * The dependencies depend on how umfpack has been compiled.
+  * For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/UmfPackSupport/UmfPackSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_UMFPACKSUPPORT_MODULE_H
diff --git a/third_party/eigen3/Eigen/src/Cholesky/LDLT.h b/third_party/eigen3/Eigen/src/Cholesky/LDLT.h
new file mode 100644
index 0000000000..6c5632d024
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Cholesky/LDLT.h
@@ -0,0 +1,607 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Keir Mierle <mierle@gmail.com>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2011 Timothy E. Holy <tim.holy@gmail.com >
+//
+// 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_LDLT_H
+#define EIGEN_LDLT_H
+
+namespace Eigen {
+
+namespace internal {
+  template<typename MatrixType, int UpLo> struct LDLT_Traits;
+
+  // PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
+  enum SignMatrix { PositiveSemiDef, NegativeSemiDef, ZeroSign, Indefinite };
+}
+
+/** \ingroup Cholesky_Module
+  *
+  * \class LDLT
+  *
+  * \brief Robust Cholesky decomposition of a matrix with pivoting
+  *
+  * \param MatrixType the type of the matrix of which to compute the LDL^T Cholesky decomposition
+  * \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
+  *             The other triangular part won't be read.
+  *
+  * Perform a robust Cholesky decomposition of a positive semidefinite or negative semidefinite
+  * matrix \f$ A \f$ such that \f$ A =  P^TLDL^*P \f$, where P is a permutation matrix, L
+  * is lower triangular with a unit diagonal and D is a diagonal matrix.
+  *
+  * The decomposition uses pivoting to ensure stability, so that L will have
+  * zeros in the bottom right rank(A) - n submatrix. Avoiding the square root
+  * on D also stabilizes the computation.
+  *
+  * Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
+  * decomposition to determine whether a system of equations has a solution.
+  *
+  * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
+  */
+template<typename _MatrixType, int _UpLo> class LDLT
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options & ~RowMajorBit, // these are the options for the TmpMatrixType, we need a ColMajor matrix here!
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+      UpLo = _UpLo
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar, RowsAtCompileTime, 1, Options, MaxRowsAtCompileTime, 1> TmpMatrixType;
+
+    typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime, Index> TranspositionType;
+    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime, Index> PermutationType;
+
+    typedef internal::LDLT_Traits<MatrixType,UpLo> Traits;
+
+    /** \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via LDLT::compute(const MatrixType&).
+      */
+    LDLT()
+      : m_matrix(),
+        m_transpositions(),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa LDLT()
+      */
+    LDLT(Index size)
+      : m_matrix(size, size),
+        m_transpositions(size),
+        m_temporary(size),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {}
+
+    /** \brief Constructor with decomposition
+      *
+      * This calculates the decomposition for the input \a matrix.
+      * \sa LDLT(Index size)
+      */
+    LDLT(const MatrixType& matrix)
+      : m_matrix(matrix.rows(), matrix.cols()),
+        m_transpositions(matrix.rows()),
+        m_temporary(matrix.rows()),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {
+      compute(matrix);
+    }
+
+    /** Clear any existing decomposition
+     * \sa rankUpdate(w,sigma)
+     */
+    void setZero()
+    {
+      m_isInitialized = false;
+    }
+
+    /** \returns a view of the upper triangular matrix U */
+    inline typename Traits::MatrixU matrixU() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return Traits::getU(m_matrix);
+    }
+
+    /** \returns a view of the lower triangular matrix L */
+    inline typename Traits::MatrixL matrixL() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return Traits::getL(m_matrix);
+    }
+
+    /** \returns the permutation matrix P as a transposition sequence.
+      */
+    inline const TranspositionType& transpositionsP() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_transpositions;
+    }
+
+    /** \returns the coefficients of the diagonal matrix D */
+    inline Diagonal<const MatrixType> vectorD() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_matrix.diagonal();
+    }
+
+    /** \returns true if the matrix is positive (semidefinite) */
+    inline bool isPositive() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_sign == internal::PositiveSemiDef || m_sign == internal::ZeroSign;
+    }
+
+    #ifdef EIGEN2_SUPPORT
+    inline bool isPositiveDefinite() const
+    {
+      return isPositive();
+    }
+    #endif
+
+    /** \returns true if the matrix is negative (semidefinite) */
+    inline bool isNegative(void) const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign;
+    }
+
+    /** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
+      *
+      * \note_about_checking_solutions
+      *
+      * More precisely, this method solves \f$ A x = b \f$ using the decomposition \f$ A = P^T L D L^* P \f$
+      * by solving the systems \f$ P^T y_1 = b \f$, \f$ L y_2 = y_1 \f$, \f$ D y_3 = y_2 \f$,
+      * \f$ L^* y_4 = y_3 \f$ and \f$ P x = y_4 \f$ in succession. If the matrix \f$ A \f$ is singular, then
+      * \f$ D \f$ will also be singular (all the other matrices are invertible). In that case, the
+      * least-square solution of \f$ D y_3 = y_2 \f$ is computed. This does not mean that this function
+      * computes the least-square solution of \f$ A x = b \f$ is \f$ A \f$ is singular.
+      *
+      * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<LDLT, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      eigen_assert(m_matrix.rows()==b.rows()
+                && "LDLT::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<LDLT, Rhs>(*this, b.derived());
+    }
+
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
+    {
+      *result = this->solve(b);
+      return true;
+    }
+    #endif
+
+    template<typename Derived>
+    bool solveInPlace(MatrixBase<Derived> &bAndX) const;
+
+    LDLT& compute(const MatrixType& matrix);
+
+    template <typename Derived>
+    LDLT& rankUpdate(const MatrixBase<Derived>& w, const RealScalar& alpha=1);
+
+    /** \returns the internal LDLT decomposition matrix
+      *
+      * TODO: document the storage layout
+      */
+    inline const MatrixType& matrixLDLT() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_matrix;
+    }
+
+    MatrixType reconstructedMatrix() const;
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return Success;
+    }
+
+  protected:
+
+    /** \internal
+      * Used to compute and store the Cholesky decomposition A = L D L^* = U^* D U.
+      * The strict upper part is used during the decomposition, the strict lower
+      * part correspond to the coefficients of L (its diagonal is equal to 1 and
+      * is not stored), and the diagonal entries correspond to D.
+      */
+    MatrixType m_matrix;
+    TranspositionType m_transpositions;
+    TmpMatrixType m_temporary;
+    internal::SignMatrix m_sign;
+    bool m_isInitialized;
+};
+
+namespace internal {
+
+template<int UpLo> struct ldlt_inplace;
+
+template<> struct ldlt_inplace<Lower>
+{
+  template<typename MatrixType, typename TranspositionType, typename Workspace>
+  static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
+  {
+    using std::abs;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    eigen_assert(mat.rows()==mat.cols());
+    const Index size = mat.rows();
+
+    if (size <= 1)
+    {
+      transpositions.setIdentity();
+      if (numext::real(mat.coeff(0,0)) > 0) sign = PositiveSemiDef;
+      else if (numext::real(mat.coeff(0,0)) < 0) sign = NegativeSemiDef;
+      else sign = ZeroSign;
+      return true;
+    }
+
+    RealScalar cutoff(0), biggest_in_corner;
+
+    for (Index k = 0; k < size; ++k)
+    {
+      // Find largest diagonal element
+      Index index_of_biggest_in_corner;
+      biggest_in_corner = mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
+      index_of_biggest_in_corner += k;
+
+      if(k == 0)
+      {
+        // The biggest overall is the point of reference to which further diagonals
+        // are compared; if any diagonal is negligible compared
+        // to the largest overall, the algorithm bails.
+        cutoff = abs(NumTraits<Scalar>::epsilon() * biggest_in_corner);
+      }
+
+      transpositions.coeffRef(k) = index_of_biggest_in_corner;
+      if(k != index_of_biggest_in_corner)
+      {
+        // apply the transposition while taking care to consider only
+        // the lower triangular part
+        Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
+        mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
+        mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
+        std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
+        for(Index i=k+1;i<index_of_biggest_in_corner;++i)
+        {
+          Scalar tmp = mat.coeffRef(i,k);
+          mat.coeffRef(i,k) = numext::conj(mat.coeffRef(index_of_biggest_in_corner,i));
+          mat.coeffRef(index_of_biggest_in_corner,i) = numext::conj(tmp);
+        }
+        if(NumTraits<Scalar>::IsComplex)
+          mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k));
+      }
+
+      // partition the matrix:
+      //       A00 |  -  |  -
+      // lu  = A10 | A11 |  -
+      //       A20 | A21 | A22
+      Index rs = size - k - 1;
+      Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
+      Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
+      Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
+
+      if(k>0)
+      {
+        temp.head(k) = mat.diagonal().head(k).asDiagonal() * A10.adjoint();
+        mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
+        if(rs>0)
+          A21.noalias() -= A20 * temp.head(k);
+      }
+
+      if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff))
+        A21 /= mat.coeffRef(k,k);
+
+      RealScalar realAkk = numext::real(mat.coeffRef(k,k));
+      if (sign == PositiveSemiDef) {
+        if (realAkk < 0) sign = Indefinite;
+      } else if (sign == NegativeSemiDef) {
+        if (realAkk > 0) sign = Indefinite;
+      } else if (sign == ZeroSign) {
+        if (realAkk > 0) sign = PositiveSemiDef;
+        else if (realAkk < 0) sign = NegativeSemiDef;
+      }
+    }
+
+    return true;
+  }
+
+  // Reference for the algorithm: Davis and Hager, "Multiple Rank
+  // Modifications of a Sparse Cholesky Factorization" (Algorithm 1)
+  // Trivial rearrangements of their computations (Timothy E. Holy)
+  // allow their algorithm to work for rank-1 updates even if the
+  // original matrix is not of full rank.
+  // Here only rank-1 updates are implemented, to reduce the
+  // requirement for intermediate storage and improve accuracy
+  template<typename MatrixType, typename WDerived>
+  static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, const typename MatrixType::RealScalar& sigma=1)
+  {
+    using numext::isfinite;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    const Index size = mat.rows();
+    eigen_assert(mat.cols() == size && w.size()==size);
+
+    RealScalar alpha = 1;
+
+    // Apply the update
+    for (Index j = 0; j < size; j++)
+    {
+      // Check for termination due to an original decomposition of low-rank
+      if (!(isfinite)(alpha))
+        break;
+
+      // Update the diagonal terms
+      RealScalar dj = numext::real(mat.coeff(j,j));
+      Scalar wj = w.coeff(j);
+      RealScalar swj2 = sigma*numext::abs2(wj);
+      RealScalar gamma = dj*alpha + swj2;
+
+      mat.coeffRef(j,j) += swj2/alpha;
+      alpha += swj2/dj;
+
+
+      // Update the terms of L
+      Index rs = size-j-1;
+      w.tail(rs) -= wj * mat.col(j).tail(rs);
+      if(gamma != 0)
+        mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs);
+    }
+    return true;
+  }
+
+  template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
+  static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, const typename MatrixType::RealScalar& sigma=1)
+  {
+    // Apply the permutation to the input w
+    tmp = transpositions * w;
+
+    return ldlt_inplace<Lower>::updateInPlace(mat,tmp,sigma);
+  }
+};
+
+template<> struct ldlt_inplace<Upper>
+{
+  template<typename MatrixType, typename TranspositionType, typename Workspace>
+  static EIGEN_STRONG_INLINE bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
+  {
+    Transpose<MatrixType> matt(mat);
+    return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign);
+  }
+
+  template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
+  static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, const typename MatrixType::RealScalar& sigma=1)
+  {
+    Transpose<MatrixType> matt(mat);
+    return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
+  }
+};
+
+template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
+{
+  typedef const TriangularView<const MatrixType, UnitLower> MatrixL;
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return m; }
+  static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
+};
+
+template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
+{
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL;
+  typedef const TriangularView<const MatrixType, UnitUpper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
+  static inline MatrixU getU(const MatrixType& m) { return m; }
+};
+
+} // end namespace internal
+
+/** Compute / recompute the LDLT decomposition A = L D L^* = U^* D U of \a matrix
+  */
+template<typename MatrixType, int _UpLo>
+LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
+{
+  eigen_assert(a.rows()==a.cols());
+  const Index size = a.rows();
+
+  m_matrix = a;
+
+  m_transpositions.resize(size);
+  m_isInitialized = false;
+  m_temporary.resize(size);
+
+  internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign);
+
+  m_isInitialized = true;
+  return *this;
+}
+
+/** Update the LDLT decomposition:  given A = L D L^T, efficiently compute the decomposition of A + sigma w w^T.
+ * \param w a vector to be incorporated into the decomposition.
+ * \param sigma a scalar, +1 for updates and -1 for "downdates," which correspond to removing previously-added column vectors. Optional; default value is +1.
+ * \sa setZero()
+  */
+template<typename MatrixType, int _UpLo>
+template<typename Derived>
+LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename NumTraits<typename MatrixType::Scalar>::Real& sigma)
+{
+  const Index size = w.rows();
+  if (m_isInitialized)
+  {
+    eigen_assert(m_matrix.rows()==size);
+  }
+  else
+  {
+    m_matrix.resize(size,size);
+    m_matrix.setZero();
+    m_transpositions.resize(size);
+    for (Index i = 0; i < size; i++)
+      m_transpositions.coeffRef(i) = i;
+    m_temporary.resize(size);
+    m_sign = sigma>=0 ? internal::PositiveSemiDef : internal::NegativeSemiDef;
+    m_isInitialized = true;
+  }
+
+  internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma);
+
+  return *this;
+}
+
+namespace internal {
+template<typename _MatrixType, int _UpLo, typename Rhs>
+struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
+  : solve_retval_base<LDLT<_MatrixType,_UpLo>, Rhs>
+{
+  typedef LDLT<_MatrixType,_UpLo> LDLTType;
+  EIGEN_MAKE_SOLVE_HELPERS(LDLTType,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    eigen_assert(rhs().rows() == dec().matrixLDLT().rows());
+    // dst = P b
+    dst = dec().transpositionsP() * rhs();
+
+    // dst = L^-1 (P b)
+    dec().matrixL().solveInPlace(dst);
+
+    // dst = D^-1 (L^-1 P b)
+    // more precisely, use pseudo-inverse of D (see bug 241)
+    using std::abs;
+    typedef typename LDLTType::MatrixType MatrixType;
+    typedef typename LDLTType::Scalar Scalar;
+    typedef typename LDLTType::RealScalar RealScalar;
+    const Diagonal<const MatrixType> vectorD = dec().vectorD();
+    RealScalar tolerance = numext::maxi(vectorD.array().abs().maxCoeff() * NumTraits<Scalar>::epsilon(),
+                                        RealScalar(1) / NumTraits<RealScalar>::highest()); // motivated by LAPACK's xGELSS
+    for (Index i = 0; i < vectorD.size(); ++i) {
+      if(abs(vectorD(i)) > tolerance)
+        dst.row(i) /= vectorD(i);
+      else
+        dst.row(i).setZero();
+    }
+
+    // dst = L^-T (D^-1 L^-1 P b)
+    dec().matrixU().solveInPlace(dst);
+
+    // dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
+    dst = dec().transpositionsP().transpose() * dst;
+  }
+};
+}
+
+/** \internal use x = ldlt_object.solve(x);
+  *
+  * This is the \em in-place version of solve().
+  *
+  * \param bAndX represents both the right-hand side matrix b and result x.
+  *
+  * \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
+  *
+  * This version avoids a copy when the right hand side matrix b is not
+  * needed anymore.
+  *
+  * \sa LDLT::solve(), MatrixBase::ldlt()
+  */
+template<typename MatrixType,int _UpLo>
+template<typename Derived>
+bool LDLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
+{
+  eigen_assert(m_isInitialized && "LDLT is not initialized.");
+  eigen_assert(m_matrix.rows() == bAndX.rows());
+
+  bAndX = this->solve(bAndX);
+
+  return true;
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: P^T L D L^* P.
+ * This function is provided for debug purpose. */
+template<typename MatrixType, int _UpLo>
+MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LDLT is not initialized.");
+  const Index size = m_matrix.rows();
+  MatrixType res(size,size);
+
+  // P
+  res.setIdentity();
+  res = transpositionsP() * res;
+  // L^* P
+  res = matrixU() * res;
+  // D(L^*P)
+  res = vectorD().asDiagonal() * res;
+  // L(DL^*P)
+  res = matrixL() * res;
+  // P^T (LDL^*P)
+  res = transpositionsP().transpose() * res;
+
+  return res;
+}
+
+#ifndef __CUDACC__
+/** \cholesky_module
+  * \returns the Cholesky decomposition with full pivoting without square root of \c *this
+  * \sa MatrixBase::ldlt()
+  */
+template<typename MatrixType, unsigned int UpLo>
+inline const LDLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
+SelfAdjointView<MatrixType, UpLo>::ldlt() const
+{
+  return LDLT<PlainObject,UpLo>(m_matrix);
+}
+
+/** \cholesky_module
+  * \returns the Cholesky decomposition with full pivoting without square root of \c *this
+  * \sa SelfAdjointView::ldlt()
+  */
+template<typename Derived>
+inline const LDLT<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::ldlt() const
+{
+  return LDLT<PlainObject>(derived());
+}
+#endif // __CUDACC__
+
+} // end namespace Eigen
+
+#endif // EIGEN_LDLT_H
diff --git a/third_party/eigen3/Eigen/src/Cholesky/LLT.h b/third_party/eigen3/Eigen/src/Cholesky/LLT.h
new file mode 100644
index 0000000000..45ed8438f7
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Cholesky/LLT.h
@@ -0,0 +1,494 @@
+// 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_LLT_H
+#define EIGEN_LLT_H
+
+namespace Eigen { 
+
+namespace internal{
+template<typename MatrixType, int UpLo> struct LLT_Traits;
+}
+
+/** \ingroup Cholesky_Module
+  *
+  * \class LLT
+  *
+  * \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition
+  * \param UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
+  *             The other triangular part won't be read.
+  *
+  * This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
+  * matrix A such that A = LL^* = U^*U, where L is lower triangular.
+  *
+  * While the Cholesky decomposition is particularly useful to solve selfadjoint problems like  D^*D x = b,
+  * for that purpose, we recommend the Cholesky decomposition without square root which is more stable
+  * and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
+  * situations like generalised eigen problems with hermitian matrices.
+  *
+  * Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
+  * use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
+  * has a solution.
+  *
+  * Example: \include LLT_example.cpp
+  * Output: \verbinclude LLT_example.out
+  *    
+  * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
+  */
+ /* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH)
+  * Note that during the decomposition, only the upper triangular part of A is considered. Therefore,
+  * the strict lower part does not have to store correct values.
+  */
+template<typename _MatrixType, int _UpLo> class LLT
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    enum {
+      PacketSize = internal::packet_traits<Scalar>::size,
+      AlignmentMask = int(PacketSize)-1,
+      UpLo = _UpLo
+    };
+
+    typedef internal::LLT_Traits<MatrixType,UpLo> Traits;
+
+    /**
+      * \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via LLT::compute(const MatrixType&).
+      */
+    LLT() : m_matrix(), m_isInitialized(false) {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa LLT()
+      */
+    LLT(Index size) : m_matrix(size, size),
+                    m_isInitialized(false) {}
+
+    LLT(const MatrixType& matrix)
+      : m_matrix(matrix.rows(), matrix.cols()),
+        m_isInitialized(false)
+    {
+      compute(matrix);
+    }
+
+    /** \returns a view of the upper triangular matrix U */
+    inline typename Traits::MatrixU matrixU() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return Traits::getU(m_matrix);
+    }
+
+    /** \returns a view of the lower triangular matrix L */
+    inline typename Traits::MatrixL matrixL() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return Traits::getL(m_matrix);
+    }
+
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * Since this LLT class assumes anyway that the matrix A is invertible, the solution
+      * theoretically exists and is unique regardless of b.
+      *
+      * Example: \include LLT_solve.cpp
+      * Output: \verbinclude LLT_solve.out
+      *
+      * \sa solveInPlace(), MatrixBase::llt(), SelfAdjointView::llt()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<LLT, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      eigen_assert(m_matrix.rows()==b.rows()
+                && "LLT::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<LLT, Rhs>(*this, b.derived());
+    }
+
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
+    {
+      *result = this->solve(b);
+      return true;
+    }
+    
+    bool isPositiveDefinite() const { return true; }
+    #endif
+
+    template<typename Derived>
+    void solveInPlace(MatrixBase<Derived> &bAndX) const;
+
+    LLT& compute(const MatrixType& matrix);
+
+    /** \returns the LLT decomposition matrix
+      *
+      * TODO: document the storage layout
+      */
+    inline const MatrixType& matrixLLT() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return m_matrix;
+    }
+
+    MatrixType reconstructedMatrix() const;
+
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return m_info;
+    }
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    template<typename VectorType>
+    LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
+
+  protected:
+    /** \internal
+      * Used to compute and store L
+      * The strict upper part is not used and even not initialized.
+      */
+    MatrixType m_matrix;
+    bool m_isInitialized;
+    ComputationInfo m_info;
+};
+
+namespace internal {
+
+template<typename Scalar, int UpLo> struct llt_inplace;
+
+template<typename MatrixType, typename VectorType>
+static typename MatrixType::Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
+{
+  using std::sqrt;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::ColXpr ColXpr;
+  typedef typename internal::remove_all<ColXpr>::type ColXprCleaned;
+  typedef typename ColXprCleaned::SegmentReturnType ColXprSegment;
+  typedef Matrix<Scalar,Dynamic,1> TempVectorType;
+  typedef typename TempVectorType::SegmentReturnType TempVecSegment;
+
+  Index n = mat.cols();
+  eigen_assert(mat.rows()==n && vec.size()==n);
+
+  TempVectorType temp;
+
+  if(sigma>0)
+  {
+    // This version is based on Givens rotations.
+    // It is faster than the other one below, but only works for updates,
+    // i.e., for sigma > 0
+    temp = sqrt(sigma) * vec;
+
+    for(Index i=0; i<n; ++i)
+    {
+      JacobiRotation<Scalar> g;
+      g.makeGivens(mat(i,i), -temp(i), &mat(i,i));
+
+      Index rs = n-i-1;
+      if(rs>0)
+      {
+        ColXprSegment x(mat.col(i).tail(rs));
+        TempVecSegment y(temp.tail(rs));
+        apply_rotation_in_the_plane(x, y, g);
+      }
+    }
+  }
+  else
+  {
+    temp = vec;
+    RealScalar beta = 1;
+    for(Index j=0; j<n; ++j)
+    {
+      RealScalar Ljj = numext::real(mat.coeff(j,j));
+      RealScalar dj = numext::abs2(Ljj);
+      Scalar wj = temp.coeff(j);
+      RealScalar swj2 = sigma*numext::abs2(wj);
+      RealScalar gamma = dj*beta + swj2;
+
+      RealScalar x = dj + swj2/beta;
+      if (x<=RealScalar(0))
+        return j;
+      RealScalar nLjj = sqrt(x);
+      mat.coeffRef(j,j) = nLjj;
+      beta += swj2/dj;
+
+      // Update the terms of L
+      Index rs = n-j-1;
+      if(rs)
+      {
+        temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs);
+        if(gamma != 0)
+          mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*numext::conj(wj)/gamma)*temp.tail(rs);
+      }
+    }
+  }
+  return -1;
+}
+
+template<typename Scalar> struct llt_inplace<Scalar, Lower>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  template<typename MatrixType>
+  static typename MatrixType::Index unblocked(MatrixType& mat)
+  {
+    using std::sqrt;
+    typedef typename MatrixType::Index Index;
+    
+    eigen_assert(mat.rows()==mat.cols());
+    const Index size = mat.rows();
+    for(Index k = 0; k < size; ++k)
+    {
+      Index rs = size-k-1; // remaining size
+
+      Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
+      Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
+      Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
+
+      RealScalar x = numext::real(mat.coeff(k,k));
+      if (k>0) x -= A10.squaredNorm();
+      if (x<=RealScalar(0))
+        return k;
+      mat.coeffRef(k,k) = x = sqrt(x);
+      if (k>0 && rs>0) A21.noalias() -= A20 * A10.adjoint();
+      if (rs>0) A21 *= RealScalar(1)/x;
+    }
+    return -1;
+  }
+
+  template<typename MatrixType>
+  static typename MatrixType::Index blocked(MatrixType& m)
+  {
+    typedef typename MatrixType::Index Index;
+    eigen_assert(m.rows()==m.cols());
+    Index size = m.rows();
+    if(size<32)
+      return unblocked(m);
+
+    Index blockSize = size/8;
+    blockSize = (blockSize/16)*16;
+    blockSize = (std::min)((std::max)(blockSize,Index(8)), Index(128));
+
+    for (Index k=0; k<size; k+=blockSize)
+    {
+      // partition the matrix:
+      //       A00 |  -  |  -
+      // lu  = A10 | A11 |  -
+      //       A20 | A21 | A22
+      Index bs = (std::min)(blockSize, size-k);
+      Index rs = size - k - bs;
+      Block<MatrixType,Dynamic,Dynamic> A11(m,k,   k,   bs,bs);
+      Block<MatrixType,Dynamic,Dynamic> A21(m,k+bs,k,   rs,bs);
+      Block<MatrixType,Dynamic,Dynamic> A22(m,k+bs,k+bs,rs,rs);
+
+      Index ret;
+      if((ret=unblocked(A11))>=0) return k+ret;
+      if(rs>0) A11.adjoint().template triangularView<Upper>().template solveInPlace<OnTheRight>(A21);
+      if(rs>0) A22.template selfadjointView<Lower>().rankUpdate(A21,-1); // bottleneck
+    }
+    return -1;
+  }
+
+  template<typename MatrixType, typename VectorType>
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
+  {
+    return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
+  }
+};
+  
+template<typename Scalar> struct llt_inplace<Scalar, Upper>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  template<typename MatrixType>
+  static EIGEN_STRONG_INLINE typename MatrixType::Index unblocked(MatrixType& mat)
+  {
+    Transpose<MatrixType> matt(mat);
+    return llt_inplace<Scalar, Lower>::unblocked(matt);
+  }
+  template<typename MatrixType>
+  static EIGEN_STRONG_INLINE typename MatrixType::Index blocked(MatrixType& mat)
+  {
+    Transpose<MatrixType> matt(mat);
+    return llt_inplace<Scalar, Lower>::blocked(matt);
+  }
+  template<typename MatrixType, typename VectorType>
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
+  {
+    Transpose<MatrixType> matt(mat);
+    return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate(), sigma);
+  }
+};
+
+template<typename MatrixType> struct LLT_Traits<MatrixType,Lower>
+{
+  typedef const TriangularView<const MatrixType, Lower> MatrixL;
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, Upper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return m; }
+  static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
+  static bool inplace_decomposition(MatrixType& m)
+  { return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; }
+};
+
+template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
+{
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, Lower> MatrixL;
+  typedef const TriangularView<const MatrixType, Upper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return m.adjoint(); }
+  static inline MatrixU getU(const MatrixType& m) { return m; }
+  static bool inplace_decomposition(MatrixType& m)
+  { return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; }
+};
+
+} // end namespace internal
+
+/** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
+  *
+  * \returns a reference to *this
+  *
+  * Example: \include TutorialLinAlgComputeTwice.cpp
+  * Output: \verbinclude TutorialLinAlgComputeTwice.out
+  */
+template<typename MatrixType, int _UpLo>
+LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const MatrixType& a)
+{
+  eigen_assert(a.rows()==a.cols());
+  const Index size = a.rows();
+  m_matrix.resize(size, size);
+  m_matrix = a;
+
+  m_isInitialized = true;
+  bool ok = Traits::inplace_decomposition(m_matrix);
+  m_info = ok ? Success : NumericalIssue;
+
+  return *this;
+}
+
+/** Performs a rank one update (or dowdate) of the current decomposition.
+  * If A = LL^* before the rank one update,
+  * then after it we have LL^* = A + sigma * v v^* where \a v must be a vector
+  * of same dimension.
+  */
+template<typename _MatrixType, int _UpLo>
+template<typename VectorType>
+LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
+  eigen_assert(v.size()==m_matrix.cols());
+  eigen_assert(m_isInitialized);
+  if(internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v,sigma)>=0)
+    m_info = NumericalIssue;
+  else
+    m_info = Success;
+
+  return *this;
+}
+    
+namespace internal {
+template<typename _MatrixType, int UpLo, typename Rhs>
+struct solve_retval<LLT<_MatrixType, UpLo>, Rhs>
+  : solve_retval_base<LLT<_MatrixType, UpLo>, Rhs>
+{
+  typedef LLT<_MatrixType,UpLo> LLTType;
+  EIGEN_MAKE_SOLVE_HELPERS(LLTType,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dst = rhs();
+    dec().solveInPlace(dst);
+  }
+};
+}
+
+/** \internal use x = llt_object.solve(x);
+  * 
+  * This is the \em in-place version of solve().
+  *
+  * \param bAndX represents both the right-hand side matrix b and result x.
+  *
+  * \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
+  *
+  * This version avoids a copy when the right hand side matrix b is not
+  * needed anymore.
+  *
+  * \sa LLT::solve(), MatrixBase::llt()
+  */
+template<typename MatrixType, int _UpLo>
+template<typename Derived>
+void LLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
+{
+  eigen_assert(m_isInitialized && "LLT is not initialized.");
+  eigen_assert(m_matrix.rows()==bAndX.rows());
+  matrixL().solveInPlace(bAndX);
+  matrixU().solveInPlace(bAndX);
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: L L^*.
+ * This function is provided for debug purpose. */
+template<typename MatrixType, int _UpLo>
+MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LLT is not initialized.");
+  return matrixL() * matrixL().adjoint().toDenseMatrix();
+}
+
+#ifndef __CUDACC__
+/** \cholesky_module
+  * \returns the LLT decomposition of \c *this
+  * \sa SelfAdjointView::llt()
+  */
+template<typename Derived>
+inline const LLT<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::llt() const
+{
+  return LLT<PlainObject>(derived());
+}
+
+/** \cholesky_module
+  * \returns the LLT decomposition of \c *this
+  * \sa SelfAdjointView::llt()
+  */
+template<typename MatrixType, unsigned int UpLo>
+inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
+SelfAdjointView<MatrixType, UpLo>::llt() const
+{
+  return LLT<PlainObject,UpLo>(m_matrix);
+}
+#endif // __CUDACC__
+  
+} // end namespace Eigen
+
+#endif // EIGEN_LLT_H
diff --git a/third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h b/third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h
new file mode 100644
index 0000000000..64daa445cf
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Cholesky/LLT_MKL.h
@@ -0,0 +1,102 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *     LLt decomposition based on LAPACKE_?potrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_LLT_MKL_H
+#define EIGEN_LLT_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+#include <iostream>
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar> struct mkl_llt;
+
+#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<> struct mkl_llt<EIGTYPE> \
+{ \
+  template<typename MatrixType> \
+  static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \
+  { \
+    lapack_int matrix_order; \
+    lapack_int size, lda, info, StorageOrder; \
+    EIGTYPE* a; \
+    eigen_assert(m.rows()==m.cols()); \
+    /* Set up parameters for ?potrf */ \
+    size = m.rows(); \
+    StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
+    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    a = &(m.coeffRef(0,0)); \
+    lda = m.outerStride(); \
+\
+    info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
+    info = (info==0) ? Success : NumericalIssue; \
+    return info; \
+  } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Lower> \
+{ \
+  template<typename MatrixType> \
+  static typename MatrixType::Index blocked(MatrixType& m) \
+  { \
+    return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Upper> \
+{ \
+  template<typename MatrixType> \
+  static typename MatrixType::Index blocked(MatrixType& m) \
+  { \
+    return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  { \
+    Transpose<MatrixType> matt(mat); \
+    return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
+  } \
+};
+
+EIGEN_MKL_LLT(double, double, d)
+EIGEN_MKL_LLT(float, float, s)
+EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_LLT(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LLT_MKL_H
diff --git a/third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h b/third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
new file mode 100644
index 0000000000..c449960de4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h
@@ -0,0 +1,607 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_CHOLMODSUPPORT_H
+#define EIGEN_CHOLMODSUPPORT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar, typename CholmodType>
+void cholmod_configure_matrix(CholmodType& mat)
+{
+  if (internal::is_same<Scalar,float>::value)
+  {
+    mat.xtype = CHOLMOD_REAL;
+    mat.dtype = CHOLMOD_SINGLE;
+  }
+  else if (internal::is_same<Scalar,double>::value)
+  {
+    mat.xtype = CHOLMOD_REAL;
+    mat.dtype = CHOLMOD_DOUBLE;
+  }
+  else if (internal::is_same<Scalar,std::complex<float> >::value)
+  {
+    mat.xtype = CHOLMOD_COMPLEX;
+    mat.dtype = CHOLMOD_SINGLE;
+  }
+  else if (internal::is_same<Scalar,std::complex<double> >::value)
+  {
+    mat.xtype = CHOLMOD_COMPLEX;
+    mat.dtype = CHOLMOD_DOUBLE;
+  }
+  else
+  {
+    eigen_assert(false && "Scalar type not supported by CHOLMOD");
+  }
+}
+
+} // namespace internal
+
+/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
+  * Note that the data are shared.
+  */
+template<typename _Scalar, int _Options, typename _Index>
+cholmod_sparse viewAsCholmod(SparseMatrix<_Scalar,_Options,_Index>& mat)
+{
+  cholmod_sparse res;
+  res.nzmax   = mat.nonZeros();
+  res.nrow    = mat.rows();;
+  res.ncol    = mat.cols();
+  res.p       = mat.outerIndexPtr();
+  res.i       = mat.innerIndexPtr();
+  res.x       = mat.valuePtr();
+  res.z       = 0;
+  res.sorted  = 1;
+  if(mat.isCompressed())
+  {
+    res.packed  = 1;
+    res.nz = 0;
+  }
+  else
+  {
+    res.packed  = 0;
+    res.nz = mat.innerNonZeroPtr();
+  }
+
+  res.dtype   = 0;
+  res.stype   = -1;
+  
+  if (internal::is_same<_Index,int>::value)
+  {
+    res.itype = CHOLMOD_INT;
+  }
+  else if (internal::is_same<_Index,UF_long>::value)
+  {
+    res.itype = CHOLMOD_LONG;
+  }
+  else
+  {
+    eigen_assert(false && "Index type not supported yet");
+  }
+
+  // setup res.xtype
+  internal::cholmod_configure_matrix<_Scalar>(res);
+  
+  res.stype = 0;
+  
+  return res;
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(mat.const_cast_derived());
+  return res;
+}
+
+/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
+  * The data are not copied but shared. */
+template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
+cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(mat.matrix().const_cast_derived());
+  
+  if(UpLo==Upper) res.stype =  1;
+  if(UpLo==Lower) res.stype = -1;
+
+  return res;
+}
+
+/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
+  * The data are not copied but shared. */
+template<typename Derived>
+cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
+{
+  EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  typedef typename Derived::Scalar Scalar;
+
+  cholmod_dense res;
+  res.nrow   = mat.rows();
+  res.ncol   = mat.cols();
+  res.nzmax  = res.nrow * res.ncol;
+  res.d      = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
+  res.x      = (void*)(mat.derived().data());
+  res.z      = 0;
+
+  internal::cholmod_configure_matrix<Scalar>(res);
+
+  return res;
+}
+
+/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
+  * The data are not copied but shared. */
+template<typename Scalar, int Flags, typename Index>
+MappedSparseMatrix<Scalar,Flags,Index> viewAsEigen(cholmod_sparse& cm)
+{
+  return MappedSparseMatrix<Scalar,Flags,Index>
+         (cm.nrow, cm.ncol, static_cast<Index*>(cm.p)[cm.ncol],
+          static_cast<Index*>(cm.p), static_cast<Index*>(cm.i),static_cast<Scalar*>(cm.x) );
+}
+
+enum CholmodMode {
+  CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
+};
+
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodBase
+  * \brief The base class for the direct Cholesky factorization of Cholmod
+  * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo, typename Derived>
+class CholmodBase : internal::noncopyable
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum { UpLo = _UpLo };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef MatrixType CholMatrixType;
+    typedef typename MatrixType::Index Index;
+
+  public:
+
+    CholmodBase()
+      : m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
+    {
+      m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0);
+      cholmod_start(&m_cholmod);
+    }
+
+    CholmodBase(const MatrixType& matrix)
+      : m_cholmodFactor(0), m_info(Success), m_isInitialized(false)
+    {
+      m_shiftOffset[0] = m_shiftOffset[1] = RealScalar(0.0);
+      cholmod_start(&m_cholmod);
+      compute(matrix);
+    }
+
+    ~CholmodBase()
+    {
+      if(m_cholmodFactor)
+        cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
+      cholmod_finish(&m_cholmod);
+    }
+    
+    inline Index cols() const { return m_cholmodFactor->n; }
+    inline Index rows() const { return m_cholmodFactor->n; }
+    
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    Derived& compute(const MatrixType& matrix)
+    {
+      analyzePattern(matrix);
+      factorize(matrix);
+      return derived();
+    }
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<CholmodBase, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<CholmodBase, Rhs>(*this, b.derived());
+    }
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<CholmodBase, Rhs>
+    solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "CholmodDecomposition::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<CholmodBase, Rhs>(*this, b.derived());
+    }
+    
+    /** Performs a symbolic decomposition on the sparsity pattern of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      if(m_cholmodFactor)
+      {
+        cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
+        m_cholmodFactor = 0;
+      }
+      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
+      m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
+      
+      this->m_isInitialized = true;
+      this->m_info = Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+    }
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
+      cholmod_factorize_p(&A, m_shiftOffset, 0, 0, m_cholmodFactor, &m_cholmod);
+      
+      // If the factorization failed, minor is the column at which it did. On success minor == n.
+      this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
+      m_factorizationIsOk = true;
+    }
+    
+    /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
+     *  See the Cholmod user guide for details. */
+    cholmod_common& cholmod() { return m_cholmod; }
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      const Index size = m_cholmodFactor->n;
+      EIGEN_UNUSED_VARIABLE(size);
+      eigen_assert(size==b.rows());
+
+      // note: cd stands for Cholmod Dense
+      Rhs& b_ref(b.const_cast_derived());
+      cholmod_dense b_cd = viewAsCholmod(b_ref);
+      cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod);
+      if(!x_cd)
+      {
+        this->m_info = NumericalIssue;
+      }
+      // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
+      cholmod_free_dense(&x_cd, &m_cholmod);
+    }
+    
+    /** \internal */
+    template<typename RhsScalar, int RhsOptions, typename RhsIndex, typename DestScalar, int DestOptions, typename DestIndex>
+    void _solve(const SparseMatrix<RhsScalar,RhsOptions,RhsIndex> &b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      const Index size = m_cholmodFactor->n;
+      EIGEN_UNUSED_VARIABLE(size);
+      eigen_assert(size==b.rows());
+
+      // note: cs stands for Cholmod Sparse
+      cholmod_sparse b_cs = viewAsCholmod(b);
+      cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod);
+      if(!x_cs)
+      {
+        this->m_info = NumericalIssue;
+      }
+      // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      dest = viewAsEigen<DestScalar,DestOptions,DestIndex>(*x_cs);
+      cholmod_free_sparse(&x_cs, &m_cholmod);
+    }
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    
+    
+    /** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization.
+      *
+      * During the numerical factorization, an offset term is added to the diagonal coefficients:\n
+      * \c d_ii = \a offset + \c d_ii
+      *
+      * The default is \a offset=0.
+      *
+      * \returns a reference to \c *this.
+      */
+    Derived& setShift(const RealScalar& offset)
+    {
+      m_shiftOffset[0] = offset;
+      return derived();
+    }
+    
+    template<typename Stream>
+    void dumpMemory(Stream& /*s*/)
+    {}
+    
+  protected:
+    mutable cholmod_common m_cholmod;
+    cholmod_factor* m_cholmodFactor;
+    RealScalar m_shiftOffset[2];
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSimplicialLLT
+  * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization
+  * using the Cholmod library.
+  * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical interest.
+  * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodSimplicialLLT() : Base() { init(); }
+
+    CholmodSimplicialLLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~CholmodSimplicialLLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 0;
+      m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+      m_cholmod.final_ll = 1;
+    }
+};
+
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSimplicialLDLT
+  * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization
+  * using the Cholmod library.
+  * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest.
+  * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers, class CholmodSupernodalLLT, class SimplicialLDLT
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodSimplicialLDLT() : Base() { init(); }
+
+    CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~CholmodSimplicialLDLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+    }
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSupernodalLLT
+  * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization
+  * using the Cholmod library.
+  * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM.
+  * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodSupernodalLLT() : Base() { init(); }
+
+    CholmodSupernodalLLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~CholmodSupernodalLLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
+    }
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodDecomposition
+  * \brief A general Cholesky factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
+  * using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * This variant permits to change the underlying Cholesky method at runtime.
+  * On the other hand, it does not provide access to the result of the factorization.
+  * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base;
+    using Base::m_cholmod;
+    
+  public:
+    
+    typedef _MatrixType MatrixType;
+    
+    CholmodDecomposition() : Base() { init(); }
+
+    CholmodDecomposition(const MatrixType& matrix) : Base()
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~CholmodDecomposition() {}
+    
+    void setMode(CholmodMode mode)
+    {
+      switch(mode)
+      {
+        case CholmodAuto:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_AUTO;
+          break;
+        case CholmodSimplicialLLt:
+          m_cholmod.final_asis = 0;
+          m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+          m_cholmod.final_ll = 1;
+          break;
+        case CholmodSupernodalLLt:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
+          break;
+        case CholmodLDLt:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+          break;
+        default:
+          break;
+      }
+    }
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_AUTO;
+    }
+};
+
+namespace internal {
+  
+template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs>
+struct solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+  : solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+{
+  typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, int _UpLo, typename Derived, typename Rhs>
+struct sparse_solve_retval<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+  : sparse_solve_retval_base<CholmodBase<_MatrixType,_UpLo,Derived>, Rhs>
+{
+  typedef CholmodBase<_MatrixType,_UpLo,Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CHOLMODSUPPORT_H
diff --git a/third_party/eigen3/Eigen/src/Core/Array.h b/third_party/eigen3/Eigen/src/Core/Array.h
new file mode 100644
index 0000000000..28d6f14434
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Array.h
@@ -0,0 +1,338 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_ARRAY_H
+#define EIGEN_ARRAY_H
+
+namespace Eigen {
+
+/** \class Array 
+  * \ingroup Core_Module
+  *
+  * \brief General-purpose arrays with easy API for coefficient-wise operations
+  *
+  * The %Array class is very similar to the Matrix class. It provides
+  * general-purpose one- and two-dimensional arrays. The difference between the
+  * %Array and the %Matrix class is primarily in the API: the API for the
+  * %Array class provides easy access to coefficient-wise operations, while the
+  * API for the %Matrix class provides easy access to linear-algebra
+  * operations.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_ARRAY_PLUGIN.
+  *
+  * \sa \ref TutorialArrayClass, \ref TopicClassHierarchy
+  */
+namespace internal {
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct traits<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > : traits<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+{
+  typedef ArrayXpr XprKind;
+  typedef ArrayBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > XprBase;
+};
+}
+
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+class Array
+  : public PlainObjectBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+{
+  public:
+
+    typedef PlainObjectBase<Array> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Array)
+
+    enum { Options = _Options };
+    typedef typename Base::PlainObject PlainObject;
+
+  protected:
+    template <typename Derived, typename OtherDerived, bool IsVector>
+    friend struct internal::conservative_resize_like_impl;
+
+    using Base::m_storage;
+
+  public:
+
+    using Base::base;
+    using Base::coeff;
+    using Base::coeffRef;
+
+    /**
+      * The usage of
+      *   using Base::operator=;
+      * fails on MSVC. Since the code below is working with GCC and MSVC, we skipped
+      * the usage of 'using'. This should be done only for operator=.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const EigenBase<OtherDerived> &other)
+    {
+      return Base::operator=(other);
+    }
+
+    /** Copies the value of the expression \a other into \c *this with automatic resizing.
+      *
+      * *this might be resized to match the dimensions of \a other. If *this was a null matrix (not already initialized),
+      * it will be initialized.
+      *
+      * Note that copying a row-vector into a vector (and conversely) is allowed.
+      * The resizing, if any, is then done in the appropriate way so that row-vectors
+      * remain row-vectors and vectors remain vectors.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const ArrayBase<OtherDerived>& other)
+    {
+      return Base::_set(other);
+    }
+
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const Array& other)
+    {
+      return Base::_set(other);
+    }
+
+    /** Default constructor.
+      *
+      * For fixed-size matrices, does nothing.
+      *
+      * For dynamic-size matrices, creates an empty matrix of size 0. Does not allocate any array. Such a matrix
+      * is called a null matrix. This constructor is the unique way to create null matrices: resizing
+      * a matrix to 0 is not supported.
+      *
+      * \sa resize(Index,Index)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array() : Base()
+    {
+      Base::_check_template_params();
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    // FIXME is it still needed ??
+    /** \internal */
+    EIGEN_DEVICE_FUNC
+    Array(internal::constructor_without_unaligned_array_assert)
+      : Base(internal::constructor_without_unaligned_array_assert())
+    {
+      Base::_check_template_params();
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+#endif
+
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    Array(Array&& other)
+      : Base(std::move(other))
+    {
+      Base::_check_template_params();
+      if (RowsAtCompileTime!=Dynamic && ColsAtCompileTime!=Dynamic)
+        Base::_set_noalias(other);
+    }
+    Array& operator=(Array&& other)
+    {
+      other.swap(*this);
+      return *this;
+    }
+#endif
+
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename T>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE explicit Array(const T& x)
+    {
+      Base::_check_template_params();
+      Base::template _init1<T>(x);
+    }
+
+    template<typename T0, typename T1>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const T0& val0, const T1& val1)
+    {
+      Base::_check_template_params();
+      this->template _init2<T0,T1>(val0, val1);
+    }
+    #else
+    /** \brief Constructs a fixed-sized array initialized with coefficients starting at \a data */
+    EIGEN_DEVICE_FUNC explicit Array(const Scalar *data);
+    /** Constructs a vector or row-vector with given dimension. \only_for_vectors
+      *
+      * Note that this is only useful for dynamic-size vectors. For fixed-size vectors,
+      * it is redundant to pass the dimension here, so it makes more sense to use the default
+      * constructor Array() instead.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE explicit Array(Index dim);
+    /** constructs an initialized 1x1 Array with the given coefficient */
+    Array(const Scalar& value);
+    /** constructs an uninitialized array with \a rows rows and \a cols columns.
+      *
+      * This is useful for dynamic-size arrays. For fixed-size arrays,
+      * it is redundant to pass these parameters, so one should use the default constructor
+      * Array() instead. */
+    Array(Index rows, Index cols);
+    /** constructs an initialized 2D vector with given coefficients */
+    Array(const Scalar& val0, const Scalar& val1);
+    #endif
+
+    /** constructs an initialized 3D vector with given coefficients */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2)
+    {
+      Base::_check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 3)
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+      m_storage.data()[2] = val2;
+    }
+    /** constructs an initialized 4D vector with given coefficients */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2, const Scalar& val3)
+    {
+      Base::_check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 4)
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+      m_storage.data()[2] = val2;
+      m_storage.data()[3] = val3;
+    }
+
+    /** Constructor copying the value of the expression \a other */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const ArrayBase<OtherDerived>& other)
+             : Base(other.rows() * other.cols(), other.rows(), other.cols())
+    {
+      Base::_check_template_params();
+      Base::_set_noalias(other);
+    }
+    /** Copy constructor */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const Array& other)
+            : Base(other.rows() * other.cols(), other.rows(), other.cols())
+    {
+      Base::_check_template_params();
+      Base::_set_noalias(other);
+    }
+    /** Copy constructor with in-place evaluation */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const ReturnByValue<OtherDerived>& other)
+    {
+      Base::_check_template_params();
+      Base::resize(other.rows(), other.cols());
+      other.evalTo(*this);
+    }
+
+    /** \sa MatrixBase::operator=(const EigenBase<OtherDerived>&) */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const EigenBase<OtherDerived> &other)
+      : Base(other.derived().rows() * other.derived().cols(), other.derived().rows(), other.derived().cols())
+    {
+      Base::_check_template_params();
+      Base::_resize_to_match(other);
+      *this = other;
+    }
+
+    /** Override MatrixBase::swap() since for dynamic-sized matrices of same type it is enough to swap the
+      * data pointers.
+      */
+    template<typename OtherDerived>
+    void swap(ArrayBase<OtherDerived> const & other)
+    { this->_swap(other.derived()); }
+
+    EIGEN_DEVICE_FUNC inline Index innerStride() const { return 1; }
+    EIGEN_DEVICE_FUNC inline Index outerStride() const { return this->innerSize(); }
+
+    #ifdef EIGEN_ARRAY_PLUGIN
+    #include EIGEN_ARRAY_PLUGIN
+    #endif
+
+  private:
+
+    template<typename MatrixType, typename OtherDerived, bool SwapPointers>
+    friend struct internal::matrix_swap_impl;
+};
+
+/** \defgroup arraytypedefs Global array typedefs
+  * \ingroup Core_Module
+  *
+  * Eigen defines several typedef shortcuts for most common 1D and 2D array types.
+  *
+  * The general patterns are the following:
+  *
+  * \c ArrayRowsColsType where \c Rows and \c Cols can be \c 2,\c 3,\c 4 for fixed size square matrices or \c X for dynamic size,
+  * and where \c Type can be \c i for integer, \c f for float, \c d for double, \c cf for complex float, \c cd
+  * for complex double.
+  *
+  * For example, \c Array33d is a fixed-size 3x3 array type of doubles, and \c ArrayXXf is a dynamic-size matrix of floats.
+  *
+  * There are also \c ArraySizeType which are self-explanatory. For example, \c Array4cf is
+  * a fixed-size 1D array of 4 complex floats.
+  *
+  * \sa class Array
+  */
+
+#define EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, Size, SizeSuffix)   \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Size, Size> Array##SizeSuffix##SizeSuffix##TypeSuffix;  \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Size, 1>    Array##SizeSuffix##TypeSuffix;
+
+#define EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, Size)         \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Size, Dynamic> Array##Size##X##TypeSuffix;  \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Dynamic, Size> Array##X##Size##TypeSuffix;
+
+#define EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(Type, TypeSuffix) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 2, 2) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 3, 3) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 4, 4) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, Dynamic, X) \
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 2) \
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 3) \
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 4)
+
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(int,                  i)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(float,                f)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(double,               d)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<float>,  cf)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<double>, cd)
+
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS
+
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS_LARGE
+
+#define EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
+using Eigen::Matrix##SizeSuffix##TypeSuffix; \
+using Eigen::Vector##SizeSuffix##TypeSuffix; \
+using Eigen::RowVector##SizeSuffix##TypeSuffix;
+
+#define EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(TypeSuffix) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
+
+#define EIGEN_USING_ARRAY_TYPEDEFS \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(i) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(f) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(d) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cf) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cd)
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAY_H
diff --git a/third_party/eigen3/Eigen/src/Core/ArrayBase.h b/third_party/eigen3/Eigen/src/Core/ArrayBase.h
new file mode 100644
index 0000000000..2c9ace4a77
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/ArrayBase.h
@@ -0,0 +1,238 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_ARRAYBASE_H
+#define EIGEN_ARRAYBASE_H
+
+namespace Eigen { 
+
+template<typename ExpressionType> class MatrixWrapper;
+
+/** \class ArrayBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for all 1D and 2D array, and related expressions
+  *
+  * An array is similar to a dense vector or matrix. While matrices are mathematical
+  * objects with well defined linear algebra operators, an array is just a collection
+  * of scalar values arranged in a one or two dimensionnal fashion. As the main consequence,
+  * all operations applied to an array are performed coefficient wise. Furthermore,
+  * arrays support scalar math functions of the c++ standard library (e.g., std::sin(x)), and convenient
+  * constructors allowing to easily write generic code working for both scalar values
+  * and arrays.
+  *
+  * This class is the base that is inherited by all array expression types.
+  *
+  * \tparam Derived is the derived type, e.g., an array or an expression type.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_ARRAYBASE_PLUGIN.
+  *
+  * \sa class MatrixBase, \ref TopicClassHierarchy
+  */
+template<typename Derived> class ArrayBase
+  : public DenseBase<Derived>
+{
+  public:
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** The base class for a given storage type. */
+    typedef ArrayBase StorageBaseType;
+
+    typedef ArrayBase Eigen_BaseClassForSpecializationOfGlobalMathFuncImpl;
+
+    using internal::special_scalar_op_base<Derived,typename internal::traits<Derived>::Scalar,
+                typename NumTraits<typename internal::traits<Derived>::Scalar>::Real>::operator*;
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    typedef DenseBase<Derived> Base;
+    using Base::RowsAtCompileTime;
+    using Base::ColsAtCompileTime;
+    using Base::SizeAtCompileTime;
+    using Base::MaxRowsAtCompileTime;
+    using Base::MaxColsAtCompileTime;
+    using Base::MaxSizeAtCompileTime;
+    using Base::IsVectorAtCompileTime;
+    using Base::Flags;
+    using Base::CoeffReadCost;
+
+    using Base::derived;
+    using Base::const_cast_derived;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::coeff;
+    using Base::coeffRef;
+    using Base::lazyAssign;
+    using Base::operator=;
+    using Base::operator+=;
+    using Base::operator-=;
+    using Base::operator*=;
+    using Base::operator/=;
+
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal the plain matrix type corresponding to this expression. Note that is not necessarily
+      * exactly the return type of eval(): in the case of plain matrices, the return type of eval() is a const
+      * reference to a matrix, not a matrix! It is however guaranteed that the return type of eval() is either
+      * PlainObject or const PlainObject&.
+      */
+    typedef Array<typename internal::traits<Derived>::Scalar,
+                internal::traits<Derived>::RowsAtCompileTime,
+                internal::traits<Derived>::ColsAtCompileTime,
+                AutoAlign | (internal::traits<Derived>::Flags&RowMajorBit ? RowMajor : ColMajor),
+                internal::traits<Derived>::MaxRowsAtCompileTime,
+                internal::traits<Derived>::MaxColsAtCompileTime
+          > PlainObject;
+
+
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,Derived> ConstantReturnType;
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::ArrayBase
+#   include "../plugins/CommonCwiseUnaryOps.h"
+#   include "../plugins/MatrixCwiseUnaryOps.h"
+#   include "../plugins/ArrayCwiseUnaryOps.h"
+#   include "../plugins/CommonCwiseBinaryOps.h"
+#   include "../plugins/MatrixCwiseBinaryOps.h"
+#   include "../plugins/ArrayCwiseBinaryOps.h"
+#   ifdef EIGEN_ARRAYBASE_PLUGIN
+#     include EIGEN_ARRAYBASE_PLUGIN
+#   endif
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+
+    /** Special case of the template operator=, in order to prevent the compiler
+      * from generating a default operator= (issue hit with g++ 4.1)
+      */
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const ArrayBase& other)
+    {
+      return internal::assign_selector<Derived,Derived>::run(derived(), other.derived());
+    }
+
+    EIGEN_DEVICE_FUNC
+    Derived& operator+=(const Scalar& scalar);
+    EIGEN_DEVICE_FUNC
+    Derived& operator-=(const Scalar& scalar);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator+=(const ArrayBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator-=(const ArrayBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator*=(const ArrayBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator/=(const ArrayBase<OtherDerived>& other);
+
+  public:
+    EIGEN_DEVICE_FUNC
+    ArrayBase<Derived>& array() { return *this; }
+    EIGEN_DEVICE_FUNC
+    const ArrayBase<Derived>& array() const { return *this; }
+
+    /** \returns an \link Eigen::MatrixBase Matrix \endlink expression of this array
+      * \sa MatrixBase::array() */
+    EIGEN_DEVICE_FUNC
+    MatrixWrapper<Derived> matrix() { return derived(); }
+    EIGEN_DEVICE_FUNC
+    const MatrixWrapper<const Derived> matrix() const { return derived(); }
+
+//     template<typename Dest>
+//     inline void evalTo(Dest& dst) const { dst = matrix(); }
+
+  protected:
+    EIGEN_DEVICE_FUNC
+    ArrayBase() : Base() {}
+
+  private:
+    explicit ArrayBase(Index);
+    ArrayBase(Index,Index);
+    template<typename OtherDerived> explicit ArrayBase(const ArrayBase<OtherDerived>&);
+  protected:
+    // mixing arrays and matrices is not legal
+    template<typename OtherDerived> Derived& operator+=(const MatrixBase<OtherDerived>& )
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
+    // mixing arrays and matrices is not legal
+    template<typename OtherDerived> Derived& operator-=(const MatrixBase<OtherDerived>& )
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
+};
+
+/** replaces \c *this by \c *this - \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator-=(const ArrayBase<OtherDerived> &other)
+{
+  SelfCwiseBinaryOp<internal::scalar_difference_op<Scalar>, Derived, OtherDerived> tmp(derived());
+  tmp = other.derived();
+  return derived();
+}
+
+/** replaces \c *this by \c *this + \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator+=(const ArrayBase<OtherDerived>& other)
+{
+  SelfCwiseBinaryOp<internal::scalar_sum_op<Scalar>, Derived, OtherDerived> tmp(derived());
+  tmp = other.derived();
+  return derived();
+}
+
+/** replaces \c *this by \c *this * \a other coefficient wise.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator*=(const ArrayBase<OtherDerived>& other)
+{
+  SelfCwiseBinaryOp<internal::scalar_product_op<Scalar>, Derived, OtherDerived> tmp(derived());
+  tmp = other.derived();
+  return derived();
+}
+
+/** replaces \c *this by \c *this / \a other coefficient wise.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator/=(const ArrayBase<OtherDerived>& other)
+{
+  SelfCwiseBinaryOp<internal::scalar_quotient_op<Scalar>, Derived, OtherDerived> tmp(derived());
+  tmp = other.derived();
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAYBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/ArrayWrapper.h b/third_party/eigen3/Eigen/src/Core/ArrayWrapper.h
new file mode 100644
index 0000000000..4bb6480243
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/ArrayWrapper.h
@@ -0,0 +1,287 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_ARRAYWRAPPER_H
+#define EIGEN_ARRAYWRAPPER_H
+
+namespace Eigen { 
+
+/** \class ArrayWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a mathematical vector or matrix as an array object
+  *
+  * This class is the return type of MatrixBase::array(), and most of the time
+  * this is the only way it is use.
+  *
+  * \sa MatrixBase::array(), class MatrixWrapper
+  */
+
+namespace internal {
+template<typename ExpressionType>
+struct traits<ArrayWrapper<ExpressionType> >
+  : public traits<typename remove_all<typename ExpressionType::Nested>::type >
+{
+  typedef ArrayXpr XprKind;
+};
+}
+
+template<typename ExpressionType>
+class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
+{
+  public:
+    typedef ArrayBase<ArrayWrapper> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ArrayWrapper)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(ArrayWrapper)
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<ExpressionType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    typedef typename internal::nested<ExpressionType>::type NestedExpressionType;
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ArrayWrapper(ExpressionType& matrix) : m_expression(matrix) {}
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const { return m_expression.innerStride(); }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.const_cast_derived().data(); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return m_expression.data(); }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index rowId, Index colId) const
+    {
+      return m_expression.coeff(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index rowId, Index colId)
+    {
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index index) const
+    {
+      return m_expression.coeff(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index rowId, Index colId) const
+    {
+      return m_expression.template packet<LoadMode>(rowId, colId);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(rowId, colId, val);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return m_expression.template packet<LoadMode>(index);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& val)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(index, val);
+    }
+
+    template<typename Dest>
+    EIGEN_DEVICE_FUNC
+    inline void evalTo(Dest& dst) const { dst = m_expression; }
+
+    const typename internal::remove_all<NestedExpressionType>::type& 
+    EIGEN_DEVICE_FUNC
+    nestedExpression() const 
+    {
+      return m_expression;
+    }
+
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index)  */
+    EIGEN_DEVICE_FUNC
+    void resize(Index newSize) { m_expression.const_cast_derived().resize(newSize); }
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index,Index)*/
+    EIGEN_DEVICE_FUNC
+    void resize(Index nbRows, Index nbCols) { m_expression.const_cast_derived().resize(nbRows,nbCols); }
+
+  protected:
+    NestedExpressionType m_expression;
+};
+
+/** \class MatrixWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Expression of an array as a mathematical vector or matrix
+  *
+  * This class is the return type of ArrayBase::matrix(), and most of the time
+  * this is the only way it is use.
+  *
+  * \sa MatrixBase::matrix(), class ArrayWrapper
+  */
+
+namespace internal {
+template<typename ExpressionType>
+struct traits<MatrixWrapper<ExpressionType> >
+ : public traits<typename remove_all<typename ExpressionType::Nested>::type >
+{
+  typedef MatrixXpr XprKind;
+};
+}
+
+template<typename ExpressionType>
+class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
+{
+  public:
+    typedef MatrixBase<MatrixWrapper<ExpressionType> > Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(MatrixWrapper)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(MatrixWrapper)
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<ExpressionType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    typedef typename internal::nested<ExpressionType>::type NestedExpressionType;
+
+    EIGEN_DEVICE_FUNC
+    inline MatrixWrapper(ExpressionType& a_matrix) : m_expression(a_matrix) {}
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const { return m_expression.innerStride(); }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.const_cast_derived().data(); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return m_expression.data(); }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index rowId, Index colId) const
+    {
+      return m_expression.coeff(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index rowId, Index colId)
+    {
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_expression.derived().coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index index) const
+    {
+      return m_expression.coeff(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index rowId, Index colId) const
+    {
+      return m_expression.template packet<LoadMode>(rowId, colId);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(rowId, colId, val);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return m_expression.template packet<LoadMode>(index);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& val)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(index, val);
+    }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<NestedExpressionType>::type& 
+    nestedExpression() const 
+    {
+      return m_expression;
+    }
+
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index)  */
+    EIGEN_DEVICE_FUNC
+    void resize(Index newSize) { m_expression.const_cast_derived().resize(newSize); }
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index,Index)*/
+    EIGEN_DEVICE_FUNC
+    void resize(Index nbRows, Index nbCols) { m_expression.const_cast_derived().resize(nbRows,nbCols); }
+
+  protected:
+    NestedExpressionType m_expression;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAYWRAPPER_H
diff --git a/third_party/eigen3/Eigen/src/Core/Assign.h b/third_party/eigen3/Eigen/src/Core/Assign.h
new file mode 100644
index 0000000000..07da2fe31d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Assign.h
@@ -0,0 +1,622 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007 Michael Olbrich <michael.olbrich@gmx.net>
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_ASSIGN_H
+#define EIGEN_ASSIGN_H
+
+namespace Eigen {
+
+namespace internal {
+
+/***************************************************************************
+* Part 1 : the logic deciding a strategy for traversal and unrolling       *
+***************************************************************************/
+
+template <typename Derived, typename OtherDerived>
+struct assign_traits
+{
+public:
+  enum {
+    DstIsAligned = Derived::Flags & AlignedBit,
+    DstHasDirectAccess = Derived::Flags & DirectAccessBit,
+    SrcIsAligned = OtherDerived::Flags & AlignedBit,
+    JointAlignment = bool(DstIsAligned) && bool(SrcIsAligned) ? Aligned : Unaligned
+  };
+
+private:
+  enum {
+    InnerSize = int(Derived::IsVectorAtCompileTime) ? int(Derived::SizeAtCompileTime)
+              : int(Derived::Flags)&RowMajorBit ? int(Derived::ColsAtCompileTime)
+              : int(Derived::RowsAtCompileTime),
+    InnerMaxSize = int(Derived::IsVectorAtCompileTime) ? int(Derived::MaxSizeAtCompileTime)
+              : int(Derived::Flags)&RowMajorBit ? int(Derived::MaxColsAtCompileTime)
+              : int(Derived::MaxRowsAtCompileTime),
+    MaxSizeAtCompileTime = Derived::SizeAtCompileTime,
+    PacketSize = packet_traits<typename Derived::Scalar>::size
+  };
+
+  enum {
+    StorageOrdersAgree = (int(Derived::IsRowMajor) == int(OtherDerived::IsRowMajor)),
+    MightVectorize = StorageOrdersAgree
+                  && (int(Derived::Flags) & int(OtherDerived::Flags) & ActualPacketAccessBit),
+    MayInnerVectorize  = MightVectorize && int(InnerSize)!=Dynamic && int(InnerSize)%int(PacketSize)==0
+                       && int(DstIsAligned) && int(SrcIsAligned),
+    MayLinearize = StorageOrdersAgree && (int(Derived::Flags) & int(OtherDerived::Flags) & LinearAccessBit),
+    MayLinearVectorize = MightVectorize && MayLinearize && DstHasDirectAccess
+                       && (DstIsAligned || MaxSizeAtCompileTime == Dynamic),
+      /* If the destination isn't aligned, we have to do runtime checks and we don't unroll,
+         so it's only good for large enough sizes. */
+    MaySliceVectorize  = MightVectorize && DstHasDirectAccess
+                       && (int(InnerMaxSize)==Dynamic || int(InnerMaxSize)>=3*PacketSize)
+      /* slice vectorization can be slow, so we only want it if the slices are big, which is
+         indicated by InnerMaxSize rather than InnerSize, think of the case of a dynamic block
+         in a fixed-size matrix */
+  };
+
+public:
+  enum {
+    Traversal = int(MayInnerVectorize)  ? int(InnerVectorizedTraversal)
+              : int(MayLinearVectorize) ? int(LinearVectorizedTraversal)
+              : int(MaySliceVectorize)  ? int(SliceVectorizedTraversal)
+              : int(MayLinearize)       ? int(LinearTraversal)
+                                        : int(DefaultTraversal),
+    Vectorized = int(Traversal) == InnerVectorizedTraversal
+              || int(Traversal) == LinearVectorizedTraversal
+              || int(Traversal) == SliceVectorizedTraversal
+  };
+
+private:
+  enum {
+    UnrollingLimit      = EIGEN_UNROLLING_LIMIT * (Vectorized ? int(PacketSize) : 1),
+    MayUnrollCompletely = int(Derived::SizeAtCompileTime) != Dynamic
+                       && int(OtherDerived::CoeffReadCost) != Dynamic
+                       && int(Derived::SizeAtCompileTime) * int(OtherDerived::CoeffReadCost) <= int(UnrollingLimit),
+    MayUnrollInner      = int(InnerSize) != Dynamic
+                       && int(OtherDerived::CoeffReadCost) != Dynamic
+                       && int(InnerSize) * int(OtherDerived::CoeffReadCost) <= int(UnrollingLimit)
+  };
+
+public:
+  enum {
+    Unrolling = (int(Traversal) == int(InnerVectorizedTraversal) || int(Traversal) == int(DefaultTraversal))
+                ? (
+                    int(MayUnrollCompletely) ? int(CompleteUnrolling)
+                  : int(MayUnrollInner)      ? int(InnerUnrolling)
+                                             : int(NoUnrolling)
+                  )
+              : int(Traversal) == int(LinearVectorizedTraversal)
+                ? ( bool(MayUnrollCompletely) && bool(DstIsAligned) ? int(CompleteUnrolling) : int(NoUnrolling) )
+              : int(Traversal) == int(LinearTraversal)
+                ? ( bool(MayUnrollCompletely) ? int(CompleteUnrolling) : int(NoUnrolling) )
+              : int(NoUnrolling)
+  };
+
+#ifdef EIGEN_DEBUG_ASSIGN
+  static void debug()
+  {
+    EIGEN_DEBUG_VAR(DstIsAligned)
+    EIGEN_DEBUG_VAR(SrcIsAligned)
+    EIGEN_DEBUG_VAR(JointAlignment)
+    EIGEN_DEBUG_VAR(Derived::SizeAtCompileTime)
+    EIGEN_DEBUG_VAR(OtherDerived::CoeffReadCost)
+    EIGEN_DEBUG_VAR(InnerSize)
+    EIGEN_DEBUG_VAR(InnerMaxSize)
+    EIGEN_DEBUG_VAR(PacketSize)
+    EIGEN_DEBUG_VAR(StorageOrdersAgree)
+    EIGEN_DEBUG_VAR(MightVectorize)
+    EIGEN_DEBUG_VAR(MayLinearize)
+    EIGEN_DEBUG_VAR(MayInnerVectorize)
+    EIGEN_DEBUG_VAR(MayLinearVectorize)
+    EIGEN_DEBUG_VAR(MaySliceVectorize)
+    EIGEN_DEBUG_VAR(Traversal)
+    EIGEN_DEBUG_VAR(UnrollingLimit)
+    EIGEN_DEBUG_VAR(MayUnrollCompletely)
+    EIGEN_DEBUG_VAR(MayUnrollInner)
+    EIGEN_DEBUG_VAR(Unrolling)
+  }
+#endif
+};
+
+/***************************************************************************
+* Part 2 : meta-unrollers
+***************************************************************************/
+
+/************************
+*** Default traversal ***
+************************/
+
+template<typename Derived1, typename Derived2, int Index, int Stop>
+struct assign_DefaultTraversal_CompleteUnrolling
+{
+  enum {
+    outer = Index / Derived1::InnerSizeAtCompileTime,
+    inner = Index % Derived1::InnerSizeAtCompileTime
+  };
+
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    dst.copyCoeffByOuterInner(outer, inner, src);
+    assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Stop>
+struct assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, Stop, Stop>
+{
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, int Index, int Stop>
+struct assign_DefaultTraversal_InnerUnrolling
+{
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src, typename Derived1::Index outer)
+  {
+    dst.copyCoeffByOuterInner(outer, Index, src);
+    assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src, outer);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Stop>
+struct assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, Stop, Stop>
+{
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &, typename Derived1::Index) {}
+};
+
+/***********************
+*** Linear traversal ***
+***********************/
+
+template<typename Derived1, typename Derived2, int Index, int Stop>
+struct assign_LinearTraversal_CompleteUnrolling
+{
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    dst.copyCoeff(Index, src);
+    assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, Index+1, Stop>::run(dst, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Stop>
+struct assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, Stop, Stop>
+{
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {}
+};
+
+/**************************
+*** Inner vectorization ***
+**************************/
+
+template<typename Derived1, typename Derived2, int Index, int Stop>
+struct assign_innervec_CompleteUnrolling
+{
+  enum {
+    outer = Index / Derived1::InnerSizeAtCompileTime,
+    inner = Index % Derived1::InnerSizeAtCompileTime,
+    JointAlignment = assign_traits<Derived1,Derived2>::JointAlignment
+  };
+
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    dst.template copyPacketByOuterInner<Derived2, Aligned, JointAlignment>(outer, inner, src);
+    assign_innervec_CompleteUnrolling<Derived1, Derived2,
+      Index+packet_traits<typename Derived1::Scalar>::size, Stop>::run(dst, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Stop>
+struct assign_innervec_CompleteUnrolling<Derived1, Derived2, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, int Index, int Stop>
+struct assign_innervec_InnerUnrolling
+{
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src, typename Derived1::Index outer)
+  {
+    dst.template copyPacketByOuterInner<Derived2, Aligned, Aligned>(outer, Index, src);
+    assign_innervec_InnerUnrolling<Derived1, Derived2,
+      Index+packet_traits<typename Derived1::Scalar>::size, Stop>::run(dst, src, outer);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Stop>
+struct assign_innervec_InnerUnrolling<Derived1, Derived2, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Derived1 &, const Derived2 &, typename Derived1::Index) {}
+};
+
+/***************************************************************************
+* Part 3 : implementation of all cases
+***************************************************************************/
+
+template<typename Derived1, typename Derived2,
+         int Traversal = assign_traits<Derived1, Derived2>::Traversal,
+         int Unrolling = assign_traits<Derived1, Derived2>::Unrolling,
+         int Version = Specialized>
+struct assign_impl;
+
+/************************
+*** Default traversal ***
+************************/
+
+template<typename Derived1, typename Derived2, int Unrolling, int Version>
+struct assign_impl<Derived1, Derived2, InvalidTraversal, Unrolling, Version>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &, const Derived2 &) { }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, DefaultTraversal, NoUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC 
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    const Index innerSize = dst.innerSize();
+    const Index outerSize = dst.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer)
+      for(Index inner = 0; inner < innerSize; ++inner)
+        dst.copyCoeffByOuterInner(outer, inner, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, DefaultTraversal, CompleteUnrolling, Version>
+{
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
+      ::run(dst, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, DefaultTraversal, InnerUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    const Index outerSize = dst.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer)
+      assign_DefaultTraversal_InnerUnrolling<Derived1, Derived2, 0, Derived1::InnerSizeAtCompileTime>
+        ::run(dst, src, outer);
+  }
+};
+
+/***********************
+*** Linear traversal ***
+***********************/
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, LinearTraversal, NoUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    const Index size = dst.size();
+    for(Index i = 0; i < size; ++i)
+      dst.copyCoeff(i, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, LinearTraversal, CompleteUnrolling, Version>
+{
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    assign_LinearTraversal_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
+      ::run(dst, src);
+  }
+};
+
+/**************************
+*** Inner vectorization ***
+**************************/
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, NoUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    const Index innerSize = dst.innerSize();
+    const Index outerSize = dst.outerSize();
+    const Index packetSize = packet_traits<typename Derived1::Scalar>::size;
+    for(Index outer = 0; outer < outerSize; ++outer)
+      for(Index inner = 0; inner < innerSize; inner+=packetSize)
+        dst.template copyPacketByOuterInner<Derived2, Aligned, Aligned>(outer, inner, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, CompleteUnrolling, Version>
+{
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    assign_innervec_CompleteUnrolling<Derived1, Derived2, 0, Derived1::SizeAtCompileTime>
+      ::run(dst, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, InnerVectorizedTraversal, InnerUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    const Index outerSize = dst.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer)
+      assign_innervec_InnerUnrolling<Derived1, Derived2, 0, Derived1::InnerSizeAtCompileTime>
+        ::run(dst, src, outer);
+  }
+};
+
+/***************************
+*** Linear vectorization ***
+***************************/
+
+template <bool IsAligned = false>
+struct unaligned_assign_impl
+{
+  template <typename Derived, typename OtherDerived>
+  static EIGEN_STRONG_INLINE void run(const Derived&, OtherDerived&, typename Derived::Index, typename Derived::Index) {}
+};
+
+template <>
+struct unaligned_assign_impl<false>
+{
+  // MSVC must not inline this functions. If it does, it fails to optimize the
+  // packet access path.
+#ifdef _MSC_VER
+  template <typename Derived, typename OtherDerived>
+  static EIGEN_DONT_INLINE void run(const Derived& src, OtherDerived& dst, typename Derived::Index start, typename Derived::Index end)
+#else
+  template <typename Derived, typename OtherDerived>
+  static EIGEN_STRONG_INLINE void run(const Derived& src, OtherDerived& dst, typename Derived::Index start, typename Derived::Index end)
+#endif
+  {
+    for (typename Derived::Index index = start; index < end; ++index)
+      dst.copyCoeff(index, src);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, NoUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    const Index size = dst.size();
+    typedef packet_traits<typename Derived1::Scalar> PacketTraits;
+    enum {
+      packetSize = PacketTraits::size,
+      dstAlignment = PacketTraits::AlignedOnScalar ? Aligned : int(assign_traits<Derived1,Derived2>::DstIsAligned) ,
+      srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment
+    };
+    const Index alignedStart = assign_traits<Derived1,Derived2>::DstIsAligned ? 0
+                             : internal::first_aligned(&dst.coeffRef(0), size);
+    const Index alignedEnd = alignedStart + ((size-alignedStart)/packetSize)*packetSize;
+
+    unaligned_assign_impl<assign_traits<Derived1,Derived2>::DstIsAligned!=0>::run(src,dst,0,alignedStart);
+
+    for(Index index = alignedStart; index < alignedEnd; index += packetSize)
+    {
+      dst.template copyPacket<Derived2, dstAlignment, srcAlignment>(index, src);
+    }
+
+    unaligned_assign_impl<>::run(src,dst,alignedEnd,size);
+  }
+};
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, LinearVectorizedTraversal, CompleteUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  static EIGEN_STRONG_INLINE void run(Derived1 &dst, const Derived2 &src)
+  {
+    enum { size = Derived1::SizeAtCompileTime,
+           packetSize = packet_traits<typename Derived1::Scalar>::size,
+           alignedSize = (size/packetSize)*packetSize };
+
+    assign_innervec_CompleteUnrolling<Derived1, Derived2, 0, alignedSize>::run(dst, src);
+    assign_DefaultTraversal_CompleteUnrolling<Derived1, Derived2, alignedSize, size>::run(dst, src);
+  }
+};
+
+/**************************
+*** Slice vectorization ***
+***************************/
+
+template<typename Derived1, typename Derived2, int Version>
+struct assign_impl<Derived1, Derived2, SliceVectorizedTraversal, NoUnrolling, Version>
+{
+  typedef typename Derived1::Index Index;
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    typedef packet_traits<typename Derived1::Scalar> PacketTraits;
+    enum {
+      packetSize = PacketTraits::size,
+      alignable = PacketTraits::AlignedOnScalar,
+      dstAlignment = alignable ? Aligned : int(assign_traits<Derived1,Derived2>::DstIsAligned) ,
+      srcAlignment = assign_traits<Derived1,Derived2>::JointAlignment
+    };
+    const Index packetAlignedMask = packetSize - 1;
+    const Index innerSize = dst.innerSize();
+    const Index outerSize = dst.outerSize();
+    const Index alignedStep = alignable ? (packetSize - dst.outerStride() % packetSize) & packetAlignedMask : 0;
+    Index alignedStart = ((!alignable) || assign_traits<Derived1,Derived2>::DstIsAligned) ? 0
+                       : internal::first_aligned(&dst.coeffRef(0,0), innerSize);
+
+    for(Index outer = 0; outer < outerSize; ++outer)
+    {
+      const Index alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
+      // do the non-vectorizable part of the assignment
+      for(Index inner = 0; inner<alignedStart ; ++inner)
+        dst.copyCoeffByOuterInner(outer, inner, src);
+
+      // do the vectorizable part of the assignment
+      for(Index inner = alignedStart; inner<alignedEnd; inner+=packetSize)
+        dst.template copyPacketByOuterInner<Derived2, dstAlignment, Unaligned>(outer, inner, src);
+
+      // do the non-vectorizable part of the assignment
+      for(Index inner = alignedEnd; inner<innerSize ; ++inner)
+        dst.copyCoeffByOuterInner(outer, inner, src);
+
+      alignedStart = std::min<Index>((alignedStart+alignedStep)%packetSize, innerSize);
+    }
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Part 4 : implementation of DenseBase methods
+***************************************************************************/
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>
+  ::lazyAssign(const DenseBase<OtherDerived>& other)
+{
+  enum{
+    SameType = internal::is_same<typename Derived::Scalar,typename OtherDerived::Scalar>::value
+  };
+
+  EIGEN_STATIC_ASSERT_LVALUE(Derived)
+  EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT(SameType,YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+#ifdef EIGEN_TEST_EVALUATORS
+  
+#ifdef EIGEN_DEBUG_ASSIGN
+  internal::copy_using_evaluator_traits<Derived, OtherDerived>::debug();
+#endif
+  eigen_assert(rows() == other.rows() && cols() == other.cols());
+  internal::call_dense_assignment_loop(derived(),other.derived());
+  
+#else // EIGEN_TEST_EVALUATORS
+
+#ifdef EIGEN_DEBUG_ASSIGN
+  internal::assign_traits<Derived, OtherDerived>::debug();
+#endif
+  eigen_assert(rows() == other.rows() && cols() == other.cols());
+  internal::assign_impl<Derived, OtherDerived, int(SameType) ? int(internal::assign_traits<Derived, OtherDerived>::Traversal)
+                                                             : int(InvalidTraversal)>::run(derived(),other.derived());
+  
+#endif // EIGEN_TEST_EVALUATORS
+  
+#ifndef EIGEN_NO_DEBUG
+  checkTransposeAliasing(other.derived());
+#endif
+  return derived();
+}
+
+namespace internal {
+
+template<typename Derived, typename OtherDerived,
+         bool EvalBeforeAssigning = (int(internal::traits<OtherDerived>::Flags) & EvalBeforeAssigningBit) != 0,
+         bool NeedToTranspose = ((int(Derived::RowsAtCompileTime) == 1 && int(OtherDerived::ColsAtCompileTime) == 1)
+                              |   // FIXME | instead of || to please GCC 4.4.0 stupid warning "suggest parentheses around &&".
+                                  // revert to || as soon as not needed anymore.
+                                  (int(Derived::ColsAtCompileTime) == 1 && int(OtherDerived::RowsAtCompileTime) == 1))
+                              && int(Derived::SizeAtCompileTime) != 1>
+struct assign_selector;
+
+template<typename Derived, typename OtherDerived>
+struct assign_selector<Derived,OtherDerived,false,false> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.derived()); }
+  template<typename ActualDerived, typename ActualOtherDerived>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& evalTo(ActualDerived& dst, const ActualOtherDerived& other) { other.evalTo(dst); return dst; }
+};
+template<typename Derived, typename OtherDerived>
+struct assign_selector<Derived,OtherDerived,true,false> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.eval()); }
+};
+template<typename Derived, typename OtherDerived>
+struct assign_selector<Derived,OtherDerived,false,true> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose()); }
+  template<typename ActualDerived, typename ActualOtherDerived>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& evalTo(ActualDerived& dst, const ActualOtherDerived& other) { Transpose<ActualDerived> dstTrans(dst); other.evalTo(dstTrans); return dst; }
+};
+template<typename Derived, typename OtherDerived>
+struct assign_selector<Derived,OtherDerived,true,true> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& run(Derived& dst, const OtherDerived& other) { return dst.lazyAssign(other.transpose().eval()); }
+};
+
+} // end namespace internal
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::operator=(const DenseBase<OtherDerived>& other)
+{
+  return internal::assign_selector<Derived,OtherDerived>::run(derived(), other.derived());
+}
+
+template<typename Derived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::operator=(const DenseBase& other)
+{
+  return internal::assign_selector<Derived,Derived>::run(derived(), other.derived());
+}
+
+template<typename Derived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const MatrixBase& other)
+{
+  return internal::assign_selector<Derived,Derived>::run(derived(), other.derived());
+}
+
+template<typename Derived>
+template <typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const DenseBase<OtherDerived>& other)
+{
+  return internal::assign_selector<Derived,OtherDerived>::run(derived(), other.derived());
+}
+
+template<typename Derived>
+template <typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const EigenBase<OtherDerived>& other)
+{
+  return internal::assign_selector<Derived,OtherDerived,false>::evalTo(derived(), other.derived());
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
+{
+  return internal::assign_selector<Derived,OtherDerived,false>::evalTo(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ASSIGN_H
diff --git a/third_party/eigen3/Eigen/src/Core/AssignEvaluator.h b/third_party/eigen3/Eigen/src/Core/AssignEvaluator.h
new file mode 100644
index 0000000000..b1e304e2b1
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/AssignEvaluator.h
@@ -0,0 +1,842 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2011-2013 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_ASSIGN_EVALUATOR_H
+#define EIGEN_ASSIGN_EVALUATOR_H
+
+namespace Eigen {
+
+// This implementation is based on Assign.h
+
+namespace internal {
+  
+/***************************************************************************
+* Part 1 : the logic deciding a strategy for traversal and unrolling       *
+***************************************************************************/
+
+// copy_using_evaluator_traits is based on assign_traits
+
+template <typename Derived, typename OtherDerived>
+struct copy_using_evaluator_traits
+{
+public:
+  enum {
+    DstIsAligned = Derived::Flags & AlignedBit,
+    DstHasDirectAccess = Derived::Flags & DirectAccessBit,
+    SrcIsAligned = OtherDerived::Flags & AlignedBit,
+    JointAlignment = bool(DstIsAligned) && bool(SrcIsAligned) ? Aligned : Unaligned,
+    SrcEvalBeforeAssign = (evaluator_traits<OtherDerived>::HasEvalTo == 1)
+  };
+
+private:
+  enum {
+    InnerSize = int(Derived::IsVectorAtCompileTime) ? int(Derived::SizeAtCompileTime)
+              : int(Derived::Flags)&RowMajorBit ? int(Derived::ColsAtCompileTime)
+              : int(Derived::RowsAtCompileTime),
+    InnerMaxSize = int(Derived::IsVectorAtCompileTime) ? int(Derived::MaxSizeAtCompileTime)
+              : int(Derived::Flags)&RowMajorBit ? int(Derived::MaxColsAtCompileTime)
+              : int(Derived::MaxRowsAtCompileTime),
+    MaxSizeAtCompileTime = Derived::SizeAtCompileTime,
+    PacketSize = packet_traits<typename Derived::Scalar>::size
+  };
+
+  enum {
+    StorageOrdersAgree = (int(Derived::IsRowMajor) == int(OtherDerived::IsRowMajor)),
+    MightVectorize = StorageOrdersAgree
+                  && (int(Derived::Flags) & int(OtherDerived::Flags) & ActualPacketAccessBit),
+    MayInnerVectorize  = MightVectorize && int(InnerSize)!=Dynamic && int(InnerSize)%int(PacketSize)==0
+                       && int(DstIsAligned) && int(SrcIsAligned),
+    MayLinearize = StorageOrdersAgree && (int(Derived::Flags) & int(OtherDerived::Flags) & LinearAccessBit),
+    MayLinearVectorize = MightVectorize && MayLinearize && DstHasDirectAccess
+                       && (DstIsAligned || MaxSizeAtCompileTime == Dynamic),
+      /* If the destination isn't aligned, we have to do runtime checks and we don't unroll,
+         so it's only good for large enough sizes. */
+    MaySliceVectorize  = MightVectorize && DstHasDirectAccess
+                       && (int(InnerMaxSize)==Dynamic || int(InnerMaxSize)>=3*PacketSize)
+      /* slice vectorization can be slow, so we only want it if the slices are big, which is
+         indicated by InnerMaxSize rather than InnerSize, think of the case of a dynamic block
+         in a fixed-size matrix */
+  };
+
+public:
+  enum {
+    Traversal = int(SrcEvalBeforeAssign) ? int(AllAtOnceTraversal) 
+              : int(MayInnerVectorize)   ? int(InnerVectorizedTraversal)
+              : int(MayLinearVectorize)  ? int(LinearVectorizedTraversal)
+              : int(MaySliceVectorize)   ? int(SliceVectorizedTraversal)
+              : int(MayLinearize)        ? int(LinearTraversal)
+                                         : int(DefaultTraversal),
+    Vectorized = int(Traversal) == InnerVectorizedTraversal
+              || int(Traversal) == LinearVectorizedTraversal
+              || int(Traversal) == SliceVectorizedTraversal
+  };
+
+private:
+  enum {
+    UnrollingLimit      = EIGEN_UNROLLING_LIMIT * (Vectorized ? int(PacketSize) : 1),
+    MayUnrollCompletely = int(Derived::SizeAtCompileTime) != Dynamic
+                       && int(OtherDerived::CoeffReadCost) != Dynamic
+                       && int(Derived::SizeAtCompileTime) * int(OtherDerived::CoeffReadCost) <= int(UnrollingLimit),
+    MayUnrollInner      = int(InnerSize) != Dynamic
+                       && int(OtherDerived::CoeffReadCost) != Dynamic
+                       && int(InnerSize) * int(OtherDerived::CoeffReadCost) <= int(UnrollingLimit)
+  };
+
+public:
+  enum {
+    Unrolling = (int(Traversal) == int(InnerVectorizedTraversal) || int(Traversal) == int(DefaultTraversal))
+                ? (
+                    int(MayUnrollCompletely) ? int(CompleteUnrolling)
+                  : int(MayUnrollInner)      ? int(InnerUnrolling)
+                                             : int(NoUnrolling)
+                  )
+              : int(Traversal) == int(LinearVectorizedTraversal)
+                ? ( bool(MayUnrollCompletely) && bool(DstIsAligned) ? int(CompleteUnrolling) 
+                                                                    : int(NoUnrolling) )
+              : int(Traversal) == int(LinearTraversal)
+                ? ( bool(MayUnrollCompletely) ? int(CompleteUnrolling) 
+                                              : int(NoUnrolling) )
+              : int(NoUnrolling)
+  };
+
+#ifdef EIGEN_DEBUG_ASSIGN
+  static void debug()
+  {
+    EIGEN_DEBUG_VAR(DstIsAligned)
+    EIGEN_DEBUG_VAR(SrcIsAligned)
+    EIGEN_DEBUG_VAR(JointAlignment)
+    EIGEN_DEBUG_VAR(InnerSize)
+    EIGEN_DEBUG_VAR(InnerMaxSize)
+    EIGEN_DEBUG_VAR(PacketSize)
+    EIGEN_DEBUG_VAR(StorageOrdersAgree)
+    EIGEN_DEBUG_VAR(MightVectorize)
+    EIGEN_DEBUG_VAR(MayLinearize)
+    EIGEN_DEBUG_VAR(MayInnerVectorize)
+    EIGEN_DEBUG_VAR(MayLinearVectorize)
+    EIGEN_DEBUG_VAR(MaySliceVectorize)
+    EIGEN_DEBUG_VAR(Traversal)
+    EIGEN_DEBUG_VAR(UnrollingLimit)
+    EIGEN_DEBUG_VAR(MayUnrollCompletely)
+    EIGEN_DEBUG_VAR(MayUnrollInner)
+    EIGEN_DEBUG_VAR(Unrolling)
+  }
+#endif
+};
+
+/***************************************************************************
+* Part 2 : meta-unrollers
+***************************************************************************/
+
+/************************
+*** Default traversal ***
+************************/
+
+template<typename Kernel, int Index, int Stop>
+struct copy_using_evaluator_DefaultTraversal_CompleteUnrolling
+{
+  typedef typename Kernel::DstEvaluatorType DstEvaluatorType;
+  typedef typename DstEvaluatorType::XprType DstXprType;
+  
+  enum {
+    outer = Index / DstXprType::InnerSizeAtCompileTime,
+    inner = Index % DstXprType::InnerSizeAtCompileTime
+  };
+
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    kernel.assignCoeffByOuterInner(outer, inner);
+    copy_using_evaluator_DefaultTraversal_CompleteUnrolling<Kernel, Index+1, Stop>::run(kernel);
+  }
+};
+
+template<typename Kernel, int Stop>
+struct copy_using_evaluator_DefaultTraversal_CompleteUnrolling<Kernel, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel&) { }
+};
+
+template<typename Kernel, int Index, int Stop>
+struct copy_using_evaluator_DefaultTraversal_InnerUnrolling
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel, int outer)
+  {
+    kernel.assignCoeffByOuterInner(outer, Index);
+    copy_using_evaluator_DefaultTraversal_InnerUnrolling<Kernel, Index+1, Stop>::run(kernel, outer);
+  }
+};
+
+template<typename Kernel, int Stop>
+struct copy_using_evaluator_DefaultTraversal_InnerUnrolling<Kernel, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel&, int) { }
+};
+
+/***********************
+*** Linear traversal ***
+***********************/
+
+template<typename Kernel, int Index, int Stop>
+struct copy_using_evaluator_LinearTraversal_CompleteUnrolling
+{
+  static EIGEN_STRONG_INLINE void run(Kernel& kernel)
+  {
+    kernel.assignCoeff(Index);
+    copy_using_evaluator_LinearTraversal_CompleteUnrolling<Kernel, Index+1, Stop>::run(kernel);
+  }
+};
+
+template<typename Kernel, int Stop>
+struct copy_using_evaluator_LinearTraversal_CompleteUnrolling<Kernel, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel&) { }
+};
+
+/**************************
+*** Inner vectorization ***
+**************************/
+
+template<typename Kernel, int Index, int Stop>
+struct copy_using_evaluator_innervec_CompleteUnrolling
+{
+  typedef typename Kernel::DstEvaluatorType DstEvaluatorType;
+  typedef typename DstEvaluatorType::XprType DstXprType;
+
+  enum {
+    outer = Index / DstXprType::InnerSizeAtCompileTime,
+    inner = Index % DstXprType::InnerSizeAtCompileTime,
+    JointAlignment = Kernel::AssignmentTraits::JointAlignment
+  };
+
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    kernel.template assignPacketByOuterInner<Aligned, JointAlignment>(outer, inner);
+    enum { NextIndex = Index + packet_traits<typename DstXprType::Scalar>::size };
+    copy_using_evaluator_innervec_CompleteUnrolling<Kernel, NextIndex, Stop>::run(kernel);
+  }
+};
+
+template<typename Kernel, int Stop>
+struct copy_using_evaluator_innervec_CompleteUnrolling<Kernel, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel&) { }
+};
+
+template<typename Kernel, int Index, int Stop>
+struct copy_using_evaluator_innervec_InnerUnrolling
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel, int outer)
+  {
+    kernel.template assignPacketByOuterInner<Aligned, Aligned>(outer, Index);
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    enum { NextIndex = Index + packet_traits<typename DstXprType::Scalar>::size };
+    copy_using_evaluator_innervec_InnerUnrolling<Kernel, NextIndex, Stop>::run(kernel, outer);
+  }
+};
+
+template<typename Kernel, int Stop>
+struct copy_using_evaluator_innervec_InnerUnrolling<Kernel, Stop, Stop>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &, int) { }
+};
+
+/***************************************************************************
+* Part 3 : implementation of all cases
+***************************************************************************/
+
+// dense_assignment_loop is based on assign_impl
+
+template<typename Kernel,
+         int Traversal = Kernel::AssignmentTraits::Traversal,
+         int Unrolling = Kernel::AssignmentTraits::Unrolling>
+struct dense_assignment_loop;
+
+/************************
+*** Default traversal ***
+************************/
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, DefaultTraversal, NoUnrolling>
+{
+  static void run(Kernel &kernel)
+  {
+    typedef typename Kernel::Index Index;
+    
+    for(Index outer = 0; outer < kernel.outerSize(); ++outer) {
+      for(Index inner = 0; inner < kernel.innerSize(); ++inner) {
+        kernel.assignCoeffByOuterInner(outer, inner);
+      }
+    }
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, DefaultTraversal, CompleteUnrolling>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    copy_using_evaluator_DefaultTraversal_CompleteUnrolling<Kernel, 0, DstXprType::SizeAtCompileTime>::run(kernel);
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, DefaultTraversal, InnerUnrolling>
+{
+  typedef typename Kernel::Index Index;
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+
+    const Index outerSize = kernel.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer)
+      copy_using_evaluator_DefaultTraversal_InnerUnrolling<Kernel, 0, DstXprType::InnerSizeAtCompileTime>::run(kernel, outer);
+  }
+};
+
+/***************************
+*** Linear vectorization ***
+***************************/
+
+
+// The goal of unaligned_dense_assignment_loop is simply to factorize the handling
+// of the non vectorizable beginning and ending parts
+
+template <bool IsAligned = false>
+struct unaligned_dense_assignment_loop
+{
+  // if IsAligned = true, then do nothing
+  template <typename Kernel>
+  static EIGEN_STRONG_INLINE void run(Kernel&, typename Kernel::Index, typename Kernel::Index) {}
+};
+
+template <>
+struct unaligned_dense_assignment_loop<false>
+{
+  // MSVC must not inline this functions. If it does, it fails to optimize the
+  // packet access path.
+  // FIXME check which version exhibits this issue
+#if EIGEN_COMP_MSVC
+  template <typename Kernel>
+  static EIGEN_DONT_INLINE void run(Kernel &kernel,
+                                    typename Kernel::Index start,
+                                    typename Kernel::Index end)
+#else
+  template <typename Kernel>
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel,
+                                      typename Kernel::Index start,
+                                      typename Kernel::Index end)
+#endif
+  {
+    for (typename Kernel::Index index = start; index < end; ++index)
+      kernel.assignCoeff(index);
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, LinearVectorizedTraversal, NoUnrolling>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::Index Index;
+
+    const Index size = kernel.size();
+    typedef packet_traits<typename Kernel::Scalar> PacketTraits;
+    enum {
+      packetSize = PacketTraits::size,
+      dstIsAligned = int(Kernel::AssignmentTraits::DstIsAligned),
+      dstAlignment = PacketTraits::AlignedOnScalar ? Aligned : dstIsAligned,
+      srcAlignment = Kernel::AssignmentTraits::JointAlignment
+    };
+    const Index alignedStart = dstIsAligned ? 0 : internal::first_aligned(&kernel.dstEvaluator().coeffRef(0), size);
+    const Index alignedEnd = alignedStart + ((size-alignedStart)/packetSize)*packetSize;
+
+    unaligned_dense_assignment_loop<dstIsAligned!=0>::run(kernel, 0, alignedStart);
+
+    for(Index index = alignedStart; index < alignedEnd; index += packetSize)
+      kernel.template assignPacket<dstAlignment, srcAlignment>(index);
+
+    unaligned_dense_assignment_loop<>::run(kernel, alignedEnd, size);
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, LinearVectorizedTraversal, CompleteUnrolling>
+{
+  typedef typename Kernel::Index Index;
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    
+    enum { size = DstXprType::SizeAtCompileTime,
+           packetSize = packet_traits<typename Kernel::Scalar>::size,
+           alignedSize = (size/packetSize)*packetSize };
+
+    copy_using_evaluator_innervec_CompleteUnrolling<Kernel, 0, alignedSize>::run(kernel);
+    copy_using_evaluator_DefaultTraversal_CompleteUnrolling<Kernel, alignedSize, size>::run(kernel);
+  }
+};
+
+/**************************
+*** Inner vectorization ***
+**************************/
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, InnerVectorizedTraversal, NoUnrolling>
+{
+  static inline void run(Kernel &kernel)
+  {
+    typedef typename Kernel::Index Index;
+
+    const Index innerSize = kernel.innerSize();
+    const Index outerSize = kernel.outerSize();
+    const Index packetSize = packet_traits<typename Kernel::Scalar>::size;
+    for(Index outer = 0; outer < outerSize; ++outer)
+      for(Index inner = 0; inner < innerSize; inner+=packetSize)
+        kernel.template assignPacketByOuterInner<Aligned, Aligned>(outer, inner);
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, InnerVectorizedTraversal, CompleteUnrolling>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    copy_using_evaluator_innervec_CompleteUnrolling<Kernel, 0, DstXprType::SizeAtCompileTime>::run(kernel);
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, InnerVectorizedTraversal, InnerUnrolling>
+{
+  typedef typename Kernel::Index Index;
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    const Index outerSize = kernel.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer)
+      copy_using_evaluator_innervec_InnerUnrolling<Kernel, 0, DstXprType::InnerSizeAtCompileTime>::run(kernel, outer);
+  }
+};
+
+/***********************
+*** Linear traversal ***
+***********************/
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, LinearTraversal, NoUnrolling>
+{
+  static inline void run(Kernel &kernel)
+  {
+    typedef typename Kernel::Index Index;
+    const Index size = kernel.size();
+    for(Index i = 0; i < size; ++i)
+      kernel.assignCoeff(i);
+  }
+};
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, LinearTraversal, CompleteUnrolling>
+{
+  static EIGEN_STRONG_INLINE void run(Kernel &kernel)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    copy_using_evaluator_LinearTraversal_CompleteUnrolling<Kernel, 0, DstXprType::SizeAtCompileTime>::run(kernel);
+  }
+};
+
+/**************************
+*** Slice vectorization ***
+***************************/
+
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, SliceVectorizedTraversal, NoUnrolling>
+{
+  static inline void run(Kernel &kernel)
+  {
+    typedef typename Kernel::Index Index;
+    typedef packet_traits<typename Kernel::Scalar> PacketTraits;
+    enum {
+      packetSize = PacketTraits::size,
+      alignable = PacketTraits::AlignedOnScalar,
+      dstAlignment = alignable ? Aligned : int(Kernel::AssignmentTraits::DstIsAligned)
+    };
+    const Index packetAlignedMask = packetSize - 1;
+    const Index innerSize = kernel.innerSize();
+    const Index outerSize = kernel.outerSize();
+    const Index alignedStep = alignable ? (packetSize - kernel.outerStride() % packetSize) & packetAlignedMask : 0;
+    Index alignedStart = ((!alignable) || Kernel::AssignmentTraits::DstIsAligned) ? 0
+                       : internal::first_aligned(&kernel.dstEvaluator().coeffRef(0,0), innerSize);
+
+    for(Index outer = 0; outer < outerSize; ++outer)
+    {
+      const Index alignedEnd = alignedStart + ((innerSize-alignedStart) & ~packetAlignedMask);
+      // do the non-vectorizable part of the assignment
+      for(Index inner = 0; inner<alignedStart ; ++inner)
+        kernel.assignCoeffByOuterInner(outer, inner);
+
+      // do the vectorizable part of the assignment
+      for(Index inner = alignedStart; inner<alignedEnd; inner+=packetSize)
+        kernel.template assignPacketByOuterInner<dstAlignment, Unaligned>(outer, inner);
+
+      // do the non-vectorizable part of the assignment
+      for(Index inner = alignedEnd; inner<innerSize ; ++inner)
+        kernel.assignCoeffByOuterInner(outer, inner);
+
+      alignedStart = std::min<Index>((alignedStart+alignedStep)%packetSize, innerSize);
+    }
+  }
+};
+
+/****************************
+*** All-at-once traversal ***
+****************************/
+
+// TODO: this 'AllAtOnceTraversal' should be dropped or caught earlier (Gael)
+// Indeed, what to do with the kernel's functor??
+template<typename Kernel>
+struct dense_assignment_loop<Kernel, AllAtOnceTraversal, NoUnrolling>
+{
+  static inline void run(Kernel & kernel)
+  {
+    // Evaluate rhs in temporary to prevent aliasing problems in a = a * a;
+    // TODO: Do not pass the xpr object to evalTo() (Jitse)
+    kernel.srcEvaluator().evalTo(kernel.dstEvaluator(), kernel.dstExpression());
+  }
+};
+
+/***************************************************************************
+* Part 4 : Generic Assignment routine
+***************************************************************************/
+
+// This class generalize the assignment of a coefficient (or packet) from one dense evaluator
+// to another dense writable evaluator.
+// It is parametrized by the two evaluators, and the actual assignment functor.
+// This abstraction level permits to keep the evaluation loops as simple and as generic as possible.
+// One can customize the assignment using this generic dense_assignment_kernel with different
+// functors, or by completely overloading it, by-passing a functor.
+template<typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT, typename Functor>
+class generic_dense_assignment_kernel
+{
+protected:
+  typedef typename DstEvaluatorTypeT::XprType DstXprType;
+  typedef typename SrcEvaluatorTypeT::XprType SrcXprType;
+public:
+  
+  typedef DstEvaluatorTypeT DstEvaluatorType;
+  typedef SrcEvaluatorTypeT SrcEvaluatorType;
+  typedef typename DstEvaluatorType::Scalar Scalar;
+  typedef typename DstEvaluatorType::Index Index;
+  typedef copy_using_evaluator_traits<DstXprType, SrcXprType> AssignmentTraits;
+  
+  
+  generic_dense_assignment_kernel(DstEvaluatorType &dst, const SrcEvaluatorType &src, const Functor &func, DstXprType& dstExpr)
+    : m_dst(dst), m_src(src), m_functor(func), m_dstExpr(dstExpr)
+  {}
+  
+  Index size() const        { return m_dstExpr.size(); }
+  Index innerSize() const   { return m_dstExpr.innerSize(); }
+  Index outerSize() const   { return m_dstExpr.outerSize(); }
+  Index outerStride() const { return m_dstExpr.outerStride(); }
+  
+  // TODO get rid of this one:
+  DstXprType& dstExpression() const { return m_dstExpr; }
+  
+  DstEvaluatorType& dstEvaluator() { return m_dst; }
+  const SrcEvaluatorType& srcEvaluator() const { return m_src; }
+  
+  void assignCoeff(Index row, Index col)
+  {
+    m_functor.assignCoeff(m_dst.coeffRef(row,col), m_src.coeff(row,col));
+  }
+  
+  void assignCoeff(Index index)
+  {
+    m_functor.assignCoeff(m_dst.coeffRef(index), m_src.coeff(index));
+  }
+  
+  void assignCoeffByOuterInner(Index outer, Index inner)
+  {
+    Index row = rowIndexByOuterInner(outer, inner); 
+    Index col = colIndexByOuterInner(outer, inner); 
+    assignCoeff(row, col);
+  }
+  
+  
+  template<int StoreMode, int LoadMode>
+  void assignPacket(Index row, Index col)
+  {
+    m_functor.template assignPacket<StoreMode>(&m_dst.coeffRef(row,col), m_src.template packet<LoadMode>(row,col));
+  }
+  
+  template<int StoreMode, int LoadMode>
+  void assignPacket(Index index)
+  {
+    m_functor.template assignPacket<StoreMode>(&m_dst.coeffRef(index), m_src.template packet<LoadMode>(index));
+  }
+  
+  template<int StoreMode, int LoadMode>
+  void assignPacketByOuterInner(Index outer, Index inner)
+  {
+    Index row = rowIndexByOuterInner(outer, inner); 
+    Index col = colIndexByOuterInner(outer, inner);
+    assignPacket<StoreMode,LoadMode>(row, col);
+  }
+  
+  static Index rowIndexByOuterInner(Index outer, Index inner)
+  {
+    typedef typename DstEvaluatorType::ExpressionTraits Traits;
+    return int(Traits::RowsAtCompileTime) == 1 ? 0
+      : int(Traits::ColsAtCompileTime) == 1 ? inner
+      : int(Traits::Flags)&RowMajorBit ? outer
+      : inner;
+  }
+
+  static Index colIndexByOuterInner(Index outer, Index inner)
+  {
+    typedef typename DstEvaluatorType::ExpressionTraits Traits;
+    return int(Traits::ColsAtCompileTime) == 1 ? 0
+      : int(Traits::RowsAtCompileTime) == 1 ? inner
+      : int(Traits::Flags)&RowMajorBit ? inner
+      : outer;
+  }
+  
+protected:
+  DstEvaluatorType& m_dst;
+  const SrcEvaluatorType& m_src;
+  const Functor &m_functor;
+  // TODO find a way to avoid the needs of the original expression
+  DstXprType& m_dstExpr;
+};
+
+template<typename DstXprType, typename SrcXprType, typename Functor>
+void call_dense_assignment_loop(const DstXprType& dst, const SrcXprType& src, const Functor &func)
+{
+#ifdef EIGEN_DEBUG_ASSIGN
+  // TODO these traits should be computed from information provided by the evaluators
+  internal::copy_using_evaluator_traits<DstXprType, SrcXprType>::debug();
+#endif
+  eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());
+  
+  typedef typename evaluator<DstXprType>::type DstEvaluatorType;
+  typedef typename evaluator<SrcXprType>::type SrcEvaluatorType;
+
+  DstEvaluatorType dstEvaluator(dst);
+  SrcEvaluatorType srcEvaluator(src);
+    
+  typedef generic_dense_assignment_kernel<DstEvaluatorType,SrcEvaluatorType,Functor> Kernel;
+  Kernel kernel(dstEvaluator, srcEvaluator, func, dst.const_cast_derived());
+  
+  dense_assignment_loop<Kernel>::run(kernel);
+}
+
+template<typename DstXprType, typename SrcXprType>
+void call_dense_assignment_loop(const DstXprType& dst, const SrcXprType& src)
+{
+  call_dense_assignment_loop(dst, src, internal::assign_op<typename DstXprType::Scalar>());
+}
+
+/***************************************************************************
+* Part 5 : Entry points
+***************************************************************************/
+
+// Based on DenseBase::LazyAssign()
+// The following functions are just for testing and they are meant to be moved to operator= and the likes.
+
+template<typename DstXprType, template <typename> class StorageBase, typename SrcXprType>
+EIGEN_STRONG_INLINE
+const DstXprType& copy_using_evaluator(const NoAlias<DstXprType, StorageBase>& dst, 
+                                       const EigenBase<SrcXprType>& src)
+{
+  return noalias_copy_using_evaluator(dst.expression(), src.derived(), internal::assign_op<typename DstXprType::Scalar>());
+}
+
+template<typename XprType, int AssumeAliasing = evaluator_traits<XprType>::AssumeAliasing>
+struct AddEvalIfAssumingAliasing;
+
+template<typename XprType>
+struct AddEvalIfAssumingAliasing<XprType, 0>
+{
+  static const XprType& run(const XprType& xpr) 
+  {
+    return xpr;
+  }
+};
+
+template<typename XprType>
+struct AddEvalIfAssumingAliasing<XprType, 1>
+{
+  static const EvalToTemp<XprType> run(const XprType& xpr)
+  {
+    return EvalToTemp<XprType>(xpr);
+  }
+};
+
+template<typename DstXprType, typename SrcXprType, typename Functor>
+EIGEN_STRONG_INLINE
+const DstXprType& copy_using_evaluator(const EigenBase<DstXprType>& dst, const EigenBase<SrcXprType>& src, const Functor &func)
+{
+  return noalias_copy_using_evaluator(dst.const_cast_derived(), 
+                                      AddEvalIfAssumingAliasing<SrcXprType>::run(src.derived()),
+                                      func
+                                     );
+}
+
+// this mimics operator=
+template<typename DstXprType, typename SrcXprType>
+EIGEN_STRONG_INLINE
+const DstXprType& copy_using_evaluator(const EigenBase<DstXprType>& dst, const EigenBase<SrcXprType>& src)
+{
+  return copy_using_evaluator(dst.const_cast_derived(), src.derived(), internal::assign_op<typename DstXprType::Scalar>());
+}
+
+template<typename DstXprType, typename SrcXprType, typename Functor>
+EIGEN_STRONG_INLINE
+const DstXprType& noalias_copy_using_evaluator(const PlainObjectBase<DstXprType>& dst, const EigenBase<SrcXprType>& src, const Functor &func)
+{
+#ifdef EIGEN_DEBUG_ASSIGN
+  internal::copy_using_evaluator_traits<DstXprType, SrcXprType>::debug();
+#endif
+#ifdef EIGEN_NO_AUTOMATIC_RESIZING
+  eigen_assert((dst.size()==0 || (IsVectorAtCompileTime ? (dst.size() == src.size())
+                                                        : (dst.rows() == src.rows() && dst.cols() == src.cols())))
+              && "Size mismatch. Automatic resizing is disabled because EIGEN_NO_AUTOMATIC_RESIZING is defined");
+#else
+  dst.const_cast_derived().resizeLike(src.derived());
+#endif
+  call_dense_assignment_loop(dst.const_cast_derived(), src.derived(), func);
+  return dst.derived();
+}
+
+template<typename DstXprType, typename SrcXprType, typename Functor>
+EIGEN_STRONG_INLINE
+const DstXprType& noalias_copy_using_evaluator(const EigenBase<DstXprType>& dst, const EigenBase<SrcXprType>& src, const Functor &func)
+{
+  call_dense_assignment_loop(dst.const_cast_derived(), src.derived(), func);
+  return dst.derived();
+}
+
+// Based on DenseBase::swap()
+// TODO: Check whether we need to do something special for swapping two
+//       Arrays or Matrices. (Jitse)
+
+// Overload default assignPacket behavior for swapping them
+template<typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT>
+class swap_kernel : public generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, swap_assign_op<typename DstEvaluatorTypeT::Scalar> >
+{
+  typedef generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, swap_assign_op<typename DstEvaluatorTypeT::Scalar> > Base;
+  typedef typename DstEvaluatorTypeT::PacketScalar PacketScalar;
+  using Base::m_dst;
+  using Base::m_src;
+  using Base::m_functor;
+  
+public:
+  typedef typename Base::Scalar Scalar;
+  typedef typename Base::Index Index;
+  typedef typename Base::DstXprType DstXprType;
+  
+  swap_kernel(DstEvaluatorTypeT &dst, const SrcEvaluatorTypeT &src, DstXprType& dstExpr)
+    : Base(dst, src, swap_assign_op<Scalar>(), dstExpr)
+  {}
+  
+  template<int StoreMode, int LoadMode>
+  void assignPacket(Index row, Index col)
+  {
+    m_functor.template swapPacket<StoreMode,LoadMode,PacketScalar>(&m_dst.coeffRef(row,col), &const_cast<SrcEvaluatorTypeT&>(m_src).coeffRef(row,col));
+  }
+  
+  template<int StoreMode, int LoadMode>
+  void assignPacket(Index index)
+  {
+    m_functor.template swapPacket<StoreMode,LoadMode,PacketScalar>(&m_dst.coeffRef(index), &const_cast<SrcEvaluatorTypeT&>(m_src).coeffRef(index));
+  }
+  
+  // TODO find a simple way not to have to copy/paste this function from generic_dense_assignment_kernel, by simple I mean no CRTP (Gael)
+  template<int StoreMode, int LoadMode>
+  void assignPacketByOuterInner(Index outer, Index inner)
+  {
+    Index row = Base::rowIndexByOuterInner(outer, inner); 
+    Index col = Base::colIndexByOuterInner(outer, inner);
+    assignPacket<StoreMode,LoadMode>(row, col);
+  }
+};
+  
+template<typename DstXprType, typename SrcXprType>
+void swap_using_evaluator(const DstXprType& dst, const SrcXprType& src)
+{
+  // TODO there is too much redundancy with call_dense_assignment_loop
+  
+  eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());
+  
+  typedef typename evaluator<DstXprType>::type DstEvaluatorType;
+  typedef typename evaluator<SrcXprType>::type SrcEvaluatorType;
+
+  DstEvaluatorType dstEvaluator(dst);
+  SrcEvaluatorType srcEvaluator(src);
+    
+  typedef swap_kernel<DstEvaluatorType,SrcEvaluatorType> Kernel;
+  Kernel kernel(dstEvaluator, srcEvaluator, dst.const_cast_derived());
+  
+  dense_assignment_loop<Kernel>::run(kernel);
+}
+
+// Based on MatrixBase::operator+= (in CwiseBinaryOp.h)
+template<typename DstXprType, typename SrcXprType>
+void add_assign_using_evaluator(const MatrixBase<DstXprType>& dst, const MatrixBase<SrcXprType>& src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  copy_using_evaluator(dst.derived(), src.derived(), add_assign_op<Scalar>());
+}
+
+// Based on ArrayBase::operator+=
+template<typename DstXprType, typename SrcXprType>
+void add_assign_using_evaluator(const ArrayBase<DstXprType>& dst, const ArrayBase<SrcXprType>& src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  copy_using_evaluator(dst.derived(), src.derived(), add_assign_op<Scalar>());
+}
+
+// TODO: Add add_assign_using_evaluator for EigenBase ? (Jitse)
+
+template<typename DstXprType, typename SrcXprType>
+void subtract_assign_using_evaluator(const MatrixBase<DstXprType>& dst, const MatrixBase<SrcXprType>& src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  copy_using_evaluator(dst.derived(), src.derived(), sub_assign_op<Scalar>());
+}
+
+template<typename DstXprType, typename SrcXprType>
+void subtract_assign_using_evaluator(const ArrayBase<DstXprType>& dst, const ArrayBase<SrcXprType>& src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  copy_using_evaluator(dst.derived(), src.derived(), sub_assign_op<Scalar>());
+}
+
+template<typename DstXprType, typename SrcXprType>
+void multiply_assign_using_evaluator(const ArrayBase<DstXprType>& dst, const ArrayBase<SrcXprType>& src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  copy_using_evaluator(dst.derived(), src.derived(), mul_assign_op<Scalar>());
+}
+
+template<typename DstXprType, typename SrcXprType>
+void divide_assign_using_evaluator(const ArrayBase<DstXprType>& dst, const ArrayBase<SrcXprType>& src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  copy_using_evaluator(dst.derived(), src.derived(), div_assign_op<Scalar>());
+}
+
+
+} // namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ASSIGN_EVALUATOR_H
diff --git a/third_party/eigen3/Eigen/src/Core/Assign_MKL.h b/third_party/eigen3/Eigen/src/Core/Assign_MKL.h
new file mode 100644
index 0000000000..97134ffd72
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Assign_MKL.h
@@ -0,0 +1,225 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   MKL VML support for coefficient-wise unary Eigen expressions like a=b.sin()
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_ASSIGN_VML_H
+#define EIGEN_ASSIGN_VML_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Op> struct vml_call
+{ enum { IsSupported = 0 }; };
+
+template<typename Dst, typename Src, typename UnaryOp>
+class vml_assign_traits
+{
+  private:
+    enum {
+      DstHasDirectAccess = Dst::Flags & DirectAccessBit,
+      SrcHasDirectAccess = Src::Flags & DirectAccessBit,
+
+      StorageOrdersAgree = (int(Dst::IsRowMajor) == int(Src::IsRowMajor)),
+      InnerSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::SizeAtCompileTime)
+                : int(Dst::Flags)&RowMajorBit ? int(Dst::ColsAtCompileTime)
+                : int(Dst::RowsAtCompileTime),
+      InnerMaxSize  = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime)
+                    : int(Dst::Flags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime)
+                    : int(Dst::MaxRowsAtCompileTime),
+      MaxSizeAtCompileTime = Dst::SizeAtCompileTime,
+
+      MightEnableVml =  vml_call<UnaryOp>::IsSupported && StorageOrdersAgree && DstHasDirectAccess && SrcHasDirectAccess
+                     && Src::InnerStrideAtCompileTime==1 && Dst::InnerStrideAtCompileTime==1,
+      MightLinearize = MightEnableVml && (int(Dst::Flags) & int(Src::Flags) & LinearAccessBit),
+      VmlSize = MightLinearize ? MaxSizeAtCompileTime : InnerMaxSize,
+      LargeEnough = VmlSize==Dynamic || VmlSize>=EIGEN_MKL_VML_THRESHOLD,
+      MayEnableVml = MightEnableVml && LargeEnough,
+      MayLinearize = MayEnableVml && MightLinearize
+    };
+  public:
+    enum {
+      Traversal = MayLinearize ? LinearVectorizedTraversal
+                : MayEnableVml ? InnerVectorizedTraversal
+                : DefaultTraversal
+    };
+};
+
+template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling,
+         int VmlTraversal = vml_assign_traits<Derived1, Derived2, UnaryOp>::Traversal >
+struct vml_assign_impl
+  : assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>
+{
+};
+
+template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
+struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, InnerVectorizedTraversal>
+{
+  typedef typename Derived1::Scalar Scalar;
+  typedef typename Derived1::Index Index;
+  static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
+  {
+    // in case we want to (or have to) skip VML at runtime we can call:
+    // assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
+    const Index innerSize = dst.innerSize();
+    const Index outerSize = dst.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer) {
+      const Scalar *src_ptr = src.IsRowMajor ?  &(src.nestedExpression().coeffRef(outer,0)) :
+                                                &(src.nestedExpression().coeffRef(0, outer));
+      Scalar *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));
+      vml_call<UnaryOp>::run(src.functor(), innerSize, src_ptr, dst_ptr );
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
+struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, LinearVectorizedTraversal>
+{
+  static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
+  {
+    // in case we want to (or have to) skip VML at runtime we can call:
+    // assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
+    vml_call<UnaryOp>::run(src.functor(), dst.size(), src.nestedExpression().data(), dst.data() );
+  }
+};
+
+// Macroses
+
+#define EIGEN_MKL_VML_SPECIALIZE_ASSIGN(TRAVERSAL,UNROLLING) \
+  template<typename Derived1, typename Derived2, typename UnaryOp> \
+  struct assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>, TRAVERSAL, UNROLLING, Specialized>  {  \
+    static inline void run(Derived1 &dst, const Eigen::CwiseUnaryOp<UnaryOp, Derived2> &src) { \
+      vml_assign_impl<Derived1,Derived2,UnaryOp,TRAVERSAL,UNROLLING>::run(dst, src); \
+    } \
+  };
+
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,InnerUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,InnerUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(SliceVectorizedTraversal,NoUnrolling)
+
+
+#if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1)
+#define  EIGEN_MKL_VML_MODE VML_HA
+#else
+#define  EIGEN_MKL_VML_MODE VML_LA
+#endif
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE)     \
+  template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > {               \
+    enum { IsSupported = 1 };                                                    \
+    static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/,        \
+                            int size, const EIGENTYPE* src, EIGENTYPE* dst) {    \
+      VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst);                           \
+    }                                                                            \
+  };
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE)  \
+  template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > {               \
+    enum { IsSupported = 1 };                                                    \
+    static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/,        \
+                            int size, const EIGENTYPE* src, EIGENTYPE* dst) {    \
+      MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE;                                    \
+      VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst, vmlMode);                  \
+    }                                                                            \
+  };
+
+#define EIGEN_MKL_VML_DECLARE_POW_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE)       \
+  template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > {               \
+    enum { IsSupported = 1 };                                                    \
+    static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func,        \
+                          int size, const EIGENTYPE* src, EIGENTYPE* dst) {      \
+      EIGENTYPE exponent = func.m_exponent;                                      \
+      MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE;                                    \
+      VMLOP(&size, (const VMLTYPE*)src, (const VMLTYPE*)&exponent,               \
+                        (VMLTYPE*)dst, &vmlMode);                                \
+    }                                                                            \
+  };
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP)                   \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vs##VMLOP, float, float)             \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vd##VMLOP, double, double)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP)                \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vc##VMLOP, scomplex, MKL_Complex8)   \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vz##VMLOP, dcomplex, MKL_Complex16)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS(EIGENOP, VMLOP)                        \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP)                         \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP)
+
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP)                \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vms##VMLOP, float, float)         \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmd##VMLOP, double, double)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP)             \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmc##VMLOP, scomplex, MKL_Complex8)  \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmz##VMLOP, dcomplex, MKL_Complex16)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(EIGENOP, VMLOP)                     \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP)                      \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP)
+
+
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sin,  Sin)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(asin, Asin)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(cos,  Cos)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(acos, Acos)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(tan,  Tan)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(atan,  Atan)
+//EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs,  Abs)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(exp,  Exp)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(log,  Ln)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sqrt, Sqrt)
+
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(square, Sqr)
+
+// The vm*powx functions are not avaibale in the windows version of MKL.
+#ifndef _WIN32
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmspowx_, float, float)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmdpowx_, double, double)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmcpowx_, scomplex, MKL_Complex8)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmzpowx_, dcomplex, MKL_Complex16)
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ASSIGN_VML_H
diff --git a/third_party/eigen3/Eigen/src/Core/BandMatrix.h b/third_party/eigen3/Eigen/src/Core/BandMatrix.h
new file mode 100644
index 0000000000..ffd7fe8b30
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/BandMatrix.h
@@ -0,0 +1,334 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_BANDMATRIX_H
+#define EIGEN_BANDMATRIX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived>
+class BandMatrixBase : public EigenBase<Derived>
+{
+  public:
+
+    enum {
+      Flags = internal::traits<Derived>::Flags,
+      CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+      Supers = internal::traits<Derived>::Supers,
+      Subs   = internal::traits<Derived>::Subs,
+      Options = internal::traits<Derived>::Options
+    };
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> DenseMatrixType;
+    typedef typename DenseMatrixType::Index Index;
+    typedef typename internal::traits<Derived>::CoefficientsType CoefficientsType;
+    typedef EigenBase<Derived> Base;
+
+  protected:
+    enum {
+      DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic))
+                            ? 1 + Supers + Subs
+                            : Dynamic,
+      SizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime)
+    };
+
+  public:
+    
+    using Base::derived;
+    using Base::rows;
+    using Base::cols;
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return derived().supers(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return derived().subs(); }
+    
+    /** \returns an expression of the underlying coefficient matrix */
+    inline const CoefficientsType& coeffs() const { return derived().coeffs(); }
+    
+    /** \returns an expression of the underlying coefficient matrix */
+    inline CoefficientsType& coeffs() { return derived().coeffs(); }
+
+    /** \returns a vector expression of the \a i -th column,
+      * only the meaningful part is returned.
+      * \warning the internal storage must be column major. */
+    inline Block<CoefficientsType,Dynamic,1> col(Index i)
+    {
+      EIGEN_STATIC_ASSERT((Options&RowMajor)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+      Index start = 0;
+      Index len = coeffs().rows();
+      if (i<=supers())
+      {
+        start = supers()-i;
+        len = (std::min)(rows(),std::max<Index>(0,coeffs().rows() - (supers()-i)));
+      }
+      else if (i>=rows()-subs())
+        len = std::max<Index>(0,coeffs().rows() - (i + 1 - rows() + subs()));
+      return Block<CoefficientsType,Dynamic,1>(coeffs(), start, i, len, 1);
+    }
+
+    /** \returns a vector expression of the main diagonal */
+    inline Block<CoefficientsType,1,SizeAtCompileTime> diagonal()
+    { return Block<CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
+
+    /** \returns a vector expression of the main diagonal (const version) */
+    inline const Block<const CoefficientsType,1,SizeAtCompileTime> diagonal() const
+    { return Block<const CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
+
+    template<int Index> struct DiagonalIntReturnType {
+      enum {
+        ReturnOpposite = (Options&SelfAdjoint) && (((Index)>0 && Supers==0) || ((Index)<0 && Subs==0)),
+        Conjugate = ReturnOpposite && NumTraits<Scalar>::IsComplex,
+        ActualIndex = ReturnOpposite ? -Index : Index,
+        DiagonalSize = (RowsAtCompileTime==Dynamic || ColsAtCompileTime==Dynamic)
+                     ? Dynamic
+                     : (ActualIndex<0
+                     ? EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime, RowsAtCompileTime + ActualIndex)
+                     : EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime - ActualIndex))
+      };
+      typedef Block<CoefficientsType,1, DiagonalSize> BuildType;
+      typedef typename internal::conditional<Conjugate,
+                 CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>,BuildType >,
+                 BuildType>::type Type;
+    };
+
+    /** \returns a vector expression of the \a N -th sub or super diagonal */
+    template<int N> inline typename DiagonalIntReturnType<N>::Type diagonal()
+    {
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
+    }
+
+    /** \returns a vector expression of the \a N -th sub or super diagonal */
+    template<int N> inline const typename DiagonalIntReturnType<N>::Type diagonal() const
+    {
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
+    }
+
+    /** \returns a vector expression of the \a i -th sub or super diagonal */
+    inline Block<CoefficientsType,1,Dynamic> diagonal(Index i)
+    {
+      eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
+      return Block<CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
+    }
+
+    /** \returns a vector expression of the \a i -th sub or super diagonal */
+    inline const Block<const CoefficientsType,1,Dynamic> diagonal(Index i) const
+    {
+      eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
+      return Block<const CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
+    }
+    
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      dst.resize(rows(),cols());
+      dst.setZero();
+      dst.diagonal() = diagonal();
+      for (Index i=1; i<=supers();++i)
+        dst.diagonal(i) = diagonal(i);
+      for (Index i=1; i<=subs();++i)
+        dst.diagonal(-i) = diagonal(-i);
+    }
+
+    DenseMatrixType toDenseMatrix() const
+    {
+      DenseMatrixType res(rows(),cols());
+      evalTo(res);
+      return res;
+    }
+
+  protected:
+
+    inline Index diagonalLength(Index i) const
+    { return i<0 ? (std::min)(cols(),rows()+i) : (std::min)(rows(),cols()-i); }
+};
+
+/**
+  * \class BandMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a rectangular matrix with a banded storage
+  *
+  * \param _Scalar Numeric type, i.e. float, double, int
+  * \param Rows Number of rows, or \b Dynamic
+  * \param Cols Number of columns, or \b Dynamic
+  * \param Supers Number of super diagonal
+  * \param Subs Number of sub diagonal
+  * \param _Options A combination of either \b #RowMajor or \b #ColMajor, and of \b #SelfAdjoint
+  *                 The former controls \ref TopicStorageOrders "storage order", and defaults to
+  *                 column-major. The latter controls whether the matrix represents a selfadjoint 
+  *                 matrix in which case either Supers of Subs have to be null.
+  *
+  * \sa class TridiagonalMatrix
+  */
+
+template<typename _Scalar, int _Rows, int _Cols, int _Supers, int _Subs, int _Options>
+struct traits<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef _Scalar Scalar;
+  typedef Dense StorageKind;
+  typedef DenseIndex Index;
+  enum {
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _Rows,
+    MaxColsAtCompileTime = _Cols,
+    Flags = LvalueBit,
+    Supers = _Supers,
+    Subs = _Subs,
+    Options = _Options,
+    DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
+  };
+  typedef Matrix<Scalar,DataRowsAtCompileTime,ColsAtCompileTime,Options&RowMajor?RowMajor:ColMajor> CoefficientsType;
+};
+
+template<typename _Scalar, int Rows, int Cols, int Supers, int Subs, int Options>
+class BandMatrix : public BandMatrixBase<BandMatrix<_Scalar,Rows,Cols,Supers,Subs,Options> >
+{
+  public:
+
+    typedef typename internal::traits<BandMatrix>::Scalar Scalar;
+    typedef typename internal::traits<BandMatrix>::Index Index;
+    typedef typename internal::traits<BandMatrix>::CoefficientsType CoefficientsType;
+
+    inline BandMatrix(Index rows=Rows, Index cols=Cols, Index supers=Supers, Index subs=Subs)
+      : m_coeffs(1+supers+subs,cols),
+        m_rows(rows), m_supers(supers), m_subs(subs)
+    {
+    }
+
+    /** \returns the number of columns */
+    inline Index rows() const { return m_rows.value(); }
+
+    /** \returns the number of rows */
+    inline Index cols() const { return m_coeffs.cols(); }
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return m_supers.value(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return m_subs.value(); }
+
+    inline const CoefficientsType& coeffs() const { return m_coeffs; }
+    inline CoefficientsType& coeffs() { return m_coeffs; }
+
+  protected:
+
+    CoefficientsType m_coeffs;
+    internal::variable_if_dynamic<Index, Rows>   m_rows;
+    internal::variable_if_dynamic<Index, Supers> m_supers;
+    internal::variable_if_dynamic<Index, Subs>   m_subs;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+class BandMatrixWrapper;
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+struct traits<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef typename _CoefficientsType::Scalar Scalar;
+  typedef typename _CoefficientsType::StorageKind StorageKind;
+  typedef typename _CoefficientsType::Index Index;
+  enum {
+    CoeffReadCost = internal::traits<_CoefficientsType>::CoeffReadCost,
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _Rows,
+    MaxColsAtCompileTime = _Cols,
+    Flags = LvalueBit,
+    Supers = _Supers,
+    Subs = _Subs,
+    Options = _Options,
+    DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
+  };
+  typedef _CoefficientsType CoefficientsType;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+class BandMatrixWrapper : public BandMatrixBase<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  public:
+
+    typedef typename internal::traits<BandMatrixWrapper>::Scalar Scalar;
+    typedef typename internal::traits<BandMatrixWrapper>::CoefficientsType CoefficientsType;
+    typedef typename internal::traits<BandMatrixWrapper>::Index Index;
+
+    inline BandMatrixWrapper(const CoefficientsType& coeffs, Index rows=_Rows, Index cols=_Cols, Index supers=_Supers, Index subs=_Subs)
+      : m_coeffs(coeffs),
+        m_rows(rows), m_supers(supers), m_subs(subs)
+    {
+      EIGEN_UNUSED_VARIABLE(cols);
+      //internal::assert(coeffs.cols()==cols() && (supers()+subs()+1)==coeffs.rows());
+    }
+
+    /** \returns the number of columns */
+    inline Index rows() const { return m_rows.value(); }
+
+    /** \returns the number of rows */
+    inline Index cols() const { return m_coeffs.cols(); }
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return m_supers.value(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return m_subs.value(); }
+
+    inline const CoefficientsType& coeffs() const { return m_coeffs; }
+
+  protected:
+
+    const CoefficientsType& m_coeffs;
+    internal::variable_if_dynamic<Index, _Rows>   m_rows;
+    internal::variable_if_dynamic<Index, _Supers> m_supers;
+    internal::variable_if_dynamic<Index, _Subs>   m_subs;
+};
+
+/**
+  * \class TridiagonalMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a tridiagonal matrix with a compact banded storage
+  *
+  * \param _Scalar Numeric type, i.e. float, double, int
+  * \param Size Number of rows and cols, or \b Dynamic
+  * \param _Options Can be 0 or \b SelfAdjoint
+  *
+  * \sa class BandMatrix
+  */
+template<typename Scalar, int Size, int Options>
+class TridiagonalMatrix : public BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor>
+{
+    typedef BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor> Base;
+    typedef typename Base::Index Index;
+  public:
+    TridiagonalMatrix(Index size = Size) : Base(size,size,Options&SelfAdjoint?0:1,1) {}
+
+    inline typename Base::template DiagonalIntReturnType<1>::Type super()
+    { return Base::template diagonal<1>(); }
+    inline const typename Base::template DiagonalIntReturnType<1>::Type super() const
+    { return Base::template diagonal<1>(); }
+    inline typename Base::template DiagonalIntReturnType<-1>::Type sub()
+    { return Base::template diagonal<-1>(); }
+    inline const typename Base::template DiagonalIntReturnType<-1>::Type sub() const
+    { return Base::template diagonal<-1>(); }
+  protected:
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BANDMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/Block.h b/third_party/eigen3/Eigen/src/Core/Block.h
new file mode 100644
index 0000000000..da193d1a22
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Block.h
@@ -0,0 +1,432 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_BLOCK_H
+#define EIGEN_BLOCK_H
+
+namespace Eigen { 
+
+/** \class Block
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a fixed-size or dynamic-size block
+  *
+  * \param XprType the type of the expression in which we are taking a block
+  * \param BlockRows the number of rows of the block we are taking at compile time (optional)
+  * \param BlockCols the number of columns of the block we are taking at compile time (optional)
+  * \param InnerPanel is true, if the block maps to a set of rows of a row major matrix or
+  *        to set of columns of a column major matrix (optional). The parameter allows to determine
+  *        at compile time whether aligned access is possible on the block expression.
+  *
+  * This class represents an expression of either a fixed-size or dynamic-size block. It is the return
+  * type of DenseBase::block(Index,Index,Index,Index) and DenseBase::block<int,int>(Index,Index) and
+  * most of the time this is the only way it is used.
+  *
+  * However, if you want to directly maniputate block expressions,
+  * for instance if you want to write a function returning such an expression, you
+  * will need to use this class.
+  *
+  * Here is an example illustrating the dynamic case:
+  * \include class_Block.cpp
+  * Output: \verbinclude class_Block.out
+  *
+  * \note Even though this expression has dynamic size, in the case where \a XprType
+  * has fixed size, this expression inherits a fixed maximal size which means that evaluating
+  * it does not cause a dynamic memory allocation.
+  *
+  * Here is an example illustrating the fixed-size case:
+  * \include class_FixedBlock.cpp
+  * Output: \verbinclude class_FixedBlock.out
+  *
+  * \sa DenseBase::block(Index,Index,Index,Index), DenseBase::block(Index,Index), class VectorBlock
+  */
+
+namespace internal {
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+struct traits<Block<XprType, BlockRows, BlockCols, InnerPanel> > : traits<XprType>
+{
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename traits<XprType>::StorageKind StorageKind;
+  typedef typename traits<XprType>::XprKind XprKind;
+  typedef typename nested<XprType>::type XprTypeNested;
+  typedef typename remove_reference<XprTypeNested>::type _XprTypeNested;
+  enum{
+    MatrixRows = traits<XprType>::RowsAtCompileTime,
+    MatrixCols = traits<XprType>::ColsAtCompileTime,
+    RowsAtCompileTime = MatrixRows == 0 ? 0 : BlockRows,
+    ColsAtCompileTime = MatrixCols == 0 ? 0 : BlockCols,
+    MaxRowsAtCompileTime = BlockRows==0 ? 0
+                         : RowsAtCompileTime != Dynamic ? int(RowsAtCompileTime)
+                         : int(traits<XprType>::MaxRowsAtCompileTime),
+    MaxColsAtCompileTime = BlockCols==0 ? 0
+                         : ColsAtCompileTime != Dynamic ? int(ColsAtCompileTime)
+                         : int(traits<XprType>::MaxColsAtCompileTime),
+    XprTypeIsRowMajor = (int(traits<XprType>::Flags)&RowMajorBit) != 0,
+    IsRowMajor = (MaxRowsAtCompileTime==1&&MaxColsAtCompileTime!=1) ? 1
+               : (MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
+               : XprTypeIsRowMajor,
+    HasSameStorageOrderAsXprType = (IsRowMajor == XprTypeIsRowMajor),
+    InnerSize = IsRowMajor ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+    InnerStrideAtCompileTime = HasSameStorageOrderAsXprType
+                             ? int(inner_stride_at_compile_time<XprType>::ret)
+                             : int(outer_stride_at_compile_time<XprType>::ret),
+    OuterStrideAtCompileTime = HasSameStorageOrderAsXprType
+                             ? int(outer_stride_at_compile_time<XprType>::ret)
+                             : int(inner_stride_at_compile_time<XprType>::ret),
+    MaskPacketAccessBit = (InnerSize == Dynamic || (InnerSize % packet_traits<Scalar>::size) == 0)
+                       && (InnerStrideAtCompileTime == 1)
+                        ? PacketAccessBit : 0,
+    MaskAlignedBit = (InnerPanel && (OuterStrideAtCompileTime!=Dynamic) && (((OuterStrideAtCompileTime * int(sizeof(Scalar))) % EIGEN_ALIGN_BYTES) == 0)) ? AlignedBit : 0,
+    FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1 || (InnerPanel && (traits<XprType>::Flags&LinearAccessBit))) ? LinearAccessBit : 0,
+    FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0,
+    FlagsRowMajorBit = IsRowMajor ? RowMajorBit : 0,
+    Flags0 = traits<XprType>::Flags & ( (HereditaryBits & ~RowMajorBit) |
+                                        DirectAccessBit |
+                                        MaskPacketAccessBit |
+                                        MaskAlignedBit),
+    Flags = Flags0 | FlagsLinearAccessBit | FlagsLvalueBit | FlagsRowMajorBit
+  };
+};
+
+template<typename XprType, int BlockRows=Dynamic, int BlockCols=Dynamic, bool InnerPanel = false,
+         bool HasDirectAccess = internal::has_direct_access<XprType>::ret> class BlockImpl_dense;
+         
+} // end namespace internal
+
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel, typename StorageKind> class BlockImpl;
+
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel> class Block
+  : public BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, typename internal::traits<XprType>::StorageKind>
+{
+    typedef BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, typename internal::traits<XprType>::StorageKind> Impl;
+  public:
+    //typedef typename Impl::Base Base;
+    typedef Impl Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(Block)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Block)
+  
+    /** Column or Row constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline Block(XprType& xpr, Index i) : Impl(xpr,i)
+    {
+      eigen_assert( (i>=0) && (
+          ((BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) && i<xpr.rows())
+        ||((BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) && i<xpr.cols())));
+    }
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline Block(XprType& xpr, Index a_startRow, Index a_startCol)
+      : Impl(xpr, a_startRow, a_startCol)
+    {
+      EIGEN_STATIC_ASSERT(RowsAtCompileTime!=Dynamic && ColsAtCompileTime!=Dynamic,THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE)
+      eigen_assert(a_startRow >= 0 && BlockRows >= 1 && a_startRow + BlockRows <= xpr.rows()
+             && a_startCol >= 0 && BlockCols >= 1 && a_startCol + BlockCols <= xpr.cols());
+    }
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline Block(XprType& xpr,
+          Index a_startRow, Index a_startCol,
+          Index blockRows, Index blockCols)
+      : Impl(xpr, a_startRow, a_startCol, blockRows, blockCols)
+    {
+      eigen_assert((RowsAtCompileTime==Dynamic || RowsAtCompileTime==blockRows)
+          && (ColsAtCompileTime==Dynamic || ColsAtCompileTime==blockCols));
+      eigen_assert(a_startRow >= 0 && blockRows >= 0 && a_startRow  <= xpr.rows() - blockRows
+          && a_startCol >= 0 && blockCols >= 0 && a_startCol <= xpr.cols() - blockCols);
+    }
+};
+         
+// The generic default implementation for dense block simplu forward to the internal::BlockImpl_dense
+// that must be specialized for direct and non-direct access...
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+class BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, Dense>
+  : public internal::BlockImpl_dense<XprType, BlockRows, BlockCols, InnerPanel>
+{
+    typedef internal::BlockImpl_dense<XprType, BlockRows, BlockCols, InnerPanel> Impl;
+    typedef typename XprType::Index Index;
+  public:
+    typedef Impl Base;
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+    EIGEN_DEVICE_FUNC inline BlockImpl(XprType& xpr, Index i) : Impl(xpr,i) {}
+    EIGEN_DEVICE_FUNC inline BlockImpl(XprType& xpr, Index a_startRow, Index a_startCol) : Impl(xpr, a_startRow, a_startCol) {}
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl(XprType& xpr, Index a_startRow, Index a_startCol, Index blockRows, Index blockCols)
+      : Impl(xpr, a_startRow, a_startCol, blockRows, blockCols) {}
+};
+
+namespace internal {
+
+/** \internal Internal implementation of dense Blocks in the general case. */
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel, bool HasDirectAccess> class BlockImpl_dense
+  : public internal::dense_xpr_base<Block<XprType, BlockRows, BlockCols, InnerPanel> >::type
+{
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+  public:
+
+    typedef typename internal::dense_xpr_base<BlockType>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(BlockType)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl_dense)
+
+    class InnerIterator;
+
+    /** Column or Row constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, Index i)
+      : m_xpr(xpr),
+        // It is a row if and only if BlockRows==1 and BlockCols==XprType::ColsAtCompileTime,
+        // and it is a column if and only if BlockRows==XprType::RowsAtCompileTime and BlockCols==1,
+        // all other cases are invalid.
+        // The case a 1x1 matrix seems ambiguous, but the result is the same anyway.
+        m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0),
+        m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0),
+        m_blockRows(BlockRows==1 ? 1 : xpr.rows()),
+        m_blockCols(BlockCols==1 ? 1 : xpr.cols())
+    {}
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, Index a_startRow, Index a_startCol)
+      : m_xpr(xpr), m_startRow(a_startRow), m_startCol(a_startCol),
+                    m_blockRows(BlockRows), m_blockCols(BlockCols)
+    {}
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr,
+          Index a_startRow, Index a_startCol,
+          Index blockRows, Index blockCols)
+      : m_xpr(xpr), m_startRow(a_startRow), m_startCol(a_startCol),
+                    m_blockRows(blockRows), m_blockCols(blockCols)
+    {}
+
+    EIGEN_DEVICE_FUNC inline Index rows() const { return m_blockRows.value(); }
+    EIGEN_DEVICE_FUNC inline Index cols() const { return m_blockCols.value(); }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index rowId, Index colId)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(XprType)
+      return m_xpr.const_cast_derived()
+               .coeffRef(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_xpr.derived()
+               .coeffRef(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const CoeffReturnType coeff(Index rowId, Index colId) const
+    {
+      return m_xpr.coeff(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(XprType)
+      return m_xpr.const_cast_derived()
+             .coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                       m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_xpr.const_cast_derived()
+             .coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                       m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const CoeffReturnType coeff(Index index) const
+    {
+      return m_xpr
+             .coeff(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                    m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    template<int LoadMode>
+    inline PacketScalar packet(Index rowId, Index colId) const
+    {
+      return m_xpr.template packet<Unaligned>
+              (rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
+    {
+      m_xpr.const_cast_derived().template writePacket<Unaligned>
+              (rowId + m_startRow.value(), colId + m_startCol.value(), val);
+    }
+
+    template<int LoadMode>
+    inline PacketScalar packet(Index index) const
+    {
+      return m_xpr.template packet<Unaligned>
+              (m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+               m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& val)
+    {
+      m_xpr.const_cast_derived().template writePacket<Unaligned>
+         (m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+          m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0), val);
+    }
+
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** \sa MapBase::data() */
+    EIGEN_DEVICE_FUNC inline const Scalar* data() const;
+    EIGEN_DEVICE_FUNC inline Index innerStride() const;
+    EIGEN_DEVICE_FUNC inline Index outerStride() const;
+    #endif
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type& nestedExpression() const
+    { 
+      return m_xpr; 
+    }
+      
+    EIGEN_DEVICE_FUNC
+    Index startRow() const
+    { 
+      return m_startRow.value(); 
+    }
+      
+    EIGEN_DEVICE_FUNC
+    Index startCol() const 
+    { 
+      return m_startCol.value(); 
+    }
+
+  protected:
+
+    const typename XprType::Nested m_xpr;
+    const internal::variable_if_dynamic<Index, XprType::RowsAtCompileTime == 1 ? 0 : Dynamic> m_startRow;
+    const internal::variable_if_dynamic<Index, XprType::ColsAtCompileTime == 1 ? 0 : Dynamic> m_startCol;
+    const internal::variable_if_dynamic<Index, RowsAtCompileTime> m_blockRows;
+    const internal::variable_if_dynamic<Index, ColsAtCompileTime> m_blockCols;
+};
+
+/** \internal Internal implementation of dense Blocks in the direct access case.*/
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
+  : public MapBase<Block<XprType, BlockRows, BlockCols, InnerPanel> >
+{
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+  public:
+
+    typedef MapBase<BlockType> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(BlockType)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl_dense)
+
+    /** Column or Row constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, Index i)
+      : Base(internal::const_cast_ptr(&xpr.coeffRef(
+              (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0,
+              (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0)),
+             BlockRows==1 ? 1 : xpr.rows(),
+             BlockCols==1 ? 1 : xpr.cols()),
+        m_xpr(xpr)
+    {
+      init();
+    }
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, Index startRow, Index startCol)
+      : Base(internal::const_cast_ptr(&xpr.coeffRef(startRow,startCol))), m_xpr(xpr)
+    {
+      init();
+    }
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr,
+          Index startRow, Index startCol,
+          Index blockRows, Index blockCols)
+      : Base(internal::const_cast_ptr(&xpr.coeffRef(startRow,startCol)), blockRows, blockCols),
+        m_xpr(xpr)
+    {
+      init();
+    }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type& nestedExpression() const
+    { 
+      return m_xpr; 
+    }
+      
+    /** \sa MapBase::innerStride() */
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const
+    {
+      return internal::traits<BlockType>::HasSameStorageOrderAsXprType
+             ? m_xpr.innerStride()
+             : m_xpr.outerStride();
+    }
+
+    /** \sa MapBase::outerStride() */
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const
+    {
+      return m_outerStride;
+    }
+
+  #ifndef __SUNPRO_CC
+  // FIXME sunstudio is not friendly with the above friend...
+  // META-FIXME there is no 'friend' keyword around here. Is this obsolete?
+  protected:
+  #endif
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal used by allowAligned() */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, const Scalar* data, Index blockRows, Index blockCols)
+      : Base(data, blockRows, blockCols), m_xpr(xpr)
+    {
+      init();
+    }
+    #endif
+
+  protected:
+    EIGEN_DEVICE_FUNC
+    void init()
+    {
+      m_outerStride = internal::traits<BlockType>::HasSameStorageOrderAsXprType
+                    ? m_xpr.outerStride()
+                    : m_xpr.innerStride();
+    }
+
+    typename XprType::Nested m_xpr;
+    Index m_outerStride;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BLOCK_H
diff --git a/third_party/eigen3/Eigen/src/Core/BooleanRedux.h b/third_party/eigen3/Eigen/src/Core/BooleanRedux.h
new file mode 100644
index 0000000000..be9f48a8c7
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/BooleanRedux.h
@@ -0,0 +1,154 @@
+// 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_ALLANDANY_H
+#define EIGEN_ALLANDANY_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived, int UnrollCount>
+struct all_unroller
+{
+  enum {
+    col = (UnrollCount-1) / Derived::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived::RowsAtCompileTime
+  };
+
+  static inline bool run(const Derived &mat)
+  {
+    return all_unroller<Derived, UnrollCount-1>::run(mat) && mat.coeff(row, col);
+  }
+};
+
+template<typename Derived>
+struct all_unroller<Derived, 0>
+{
+  static inline bool run(const Derived &/*mat*/) { return true; }
+};
+
+template<typename Derived>
+struct all_unroller<Derived, Dynamic>
+{
+  static inline bool run(const Derived &) { return false; }
+};
+
+template<typename Derived, int UnrollCount>
+struct any_unroller
+{
+  enum {
+    col = (UnrollCount-1) / Derived::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived::RowsAtCompileTime
+  };
+
+  static inline bool run(const Derived &mat)
+  {
+    return any_unroller<Derived, UnrollCount-1>::run(mat) || mat.coeff(row, col);
+  }
+};
+
+template<typename Derived>
+struct any_unroller<Derived, 0>
+{
+  static inline bool run(const Derived & /*mat*/) { return false; }
+};
+
+template<typename Derived>
+struct any_unroller<Derived, Dynamic>
+{
+  static inline bool run(const Derived &) { return false; }
+};
+
+} // end namespace internal
+
+/** \returns true if all coefficients are true
+  *
+  * Example: \include MatrixBase_all.cpp
+  * Output: \verbinclude MatrixBase_all.out
+  *
+  * \sa any(), Cwise::operator<()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::all() const
+{
+  enum {
+    unroll = SizeAtCompileTime != Dynamic
+          && CoeffReadCost != Dynamic
+          && NumTraits<Scalar>::AddCost != Dynamic
+          && SizeAtCompileTime * (CoeffReadCost + NumTraits<Scalar>::AddCost) <= EIGEN_UNROLLING_LIMIT
+  };
+  if(unroll)
+    return internal::all_unroller<Derived, unroll ? int(SizeAtCompileTime) : Dynamic>::run(derived());
+  else
+  {
+    for(Index j = 0; j < cols(); ++j)
+      for(Index i = 0; i < rows(); ++i)
+        if (!coeff(i, j)) return false;
+    return true;
+  }
+}
+
+/** \returns true if at least one coefficient is true
+  *
+  * \sa all()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::any() const
+{
+  enum {
+    unroll = SizeAtCompileTime != Dynamic
+          && CoeffReadCost != Dynamic
+          && NumTraits<Scalar>::AddCost != Dynamic
+          && SizeAtCompileTime * (CoeffReadCost + NumTraits<Scalar>::AddCost) <= EIGEN_UNROLLING_LIMIT
+  };
+  if(unroll)
+    return internal::any_unroller<Derived, unroll ? int(SizeAtCompileTime) : Dynamic>::run(derived());
+  else
+  {
+    for(Index j = 0; j < cols(); ++j)
+      for(Index i = 0; i < rows(); ++i)
+        if (coeff(i, j)) return true;
+    return false;
+  }
+}
+
+/** \returns the number of coefficients which evaluate to true
+  *
+  * \sa all(), any()
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::Index DenseBase<Derived>::count() const
+{
+  return derived().template cast<bool>().template cast<Index>().sum();
+}
+
+/** \returns true is \c *this contains at least one Not A Number (NaN).
+  *
+  * \sa allFinite()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::hasNaN() const
+{
+  return !((derived().array()==derived().array()).all());
+}
+
+/** \returns true if \c *this contains only finite numbers, i.e., no NaN and no +/-INF values.
+  *
+  * \sa hasNaN()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::allFinite() const
+{
+  return !((derived()-derived()).hasNaN());
+}
+    
+} // end namespace Eigen
+
+#endif // EIGEN_ALLANDANY_H
diff --git a/third_party/eigen3/Eigen/src/Core/CommaInitializer.h b/third_party/eigen3/Eigen/src/Core/CommaInitializer.h
new file mode 100644
index 0000000000..70cbfeff55
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CommaInitializer.h
@@ -0,0 +1,161 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_COMMAINITIALIZER_H
+#define EIGEN_COMMAINITIALIZER_H
+
+namespace Eigen { 
+
+/** \class CommaInitializer
+  * \ingroup Core_Module
+  *
+  * \brief Helper class used by the comma initializer operator
+  *
+  * This class is internally used to implement the comma initializer feature. It is
+  * the return type of MatrixBase::operator<<, and most of the time this is the only
+  * way it is used.
+  *
+  * \sa \ref MatrixBaseCommaInitRef "MatrixBase::operator<<", CommaInitializer::finished()
+  */
+template<typename XprType>
+struct CommaInitializer
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::Index Index;
+
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(XprType& xpr, const Scalar& s)
+    : m_xpr(xpr), m_row(0), m_col(1), m_currentBlockRows(1)
+  {
+    m_xpr.coeffRef(0,0) = s;
+  }
+
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(XprType& xpr, const DenseBase<OtherDerived>& other)
+    : m_xpr(xpr), m_row(0), m_col(other.cols()), m_currentBlockRows(other.rows())
+  {
+    m_xpr.block(0, 0, other.rows(), other.cols()) = other;
+  }
+
+  /* Copy/Move constructor which transfers ownership. This is crucial in 
+   * absence of return value optimization to avoid assertions during destruction. */
+  // FIXME in C++11 mode this could be replaced by a proper RValue constructor
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(const CommaInitializer& o)
+  : m_xpr(o.m_xpr), m_row(o.m_row), m_col(o.m_col), m_currentBlockRows(o.m_currentBlockRows) {
+    // Mark original object as finished. In absence of R-value references we need to const_cast:
+    const_cast<CommaInitializer&>(o).m_row = m_xpr.rows();
+    const_cast<CommaInitializer&>(o).m_col = m_xpr.cols();
+    const_cast<CommaInitializer&>(o).m_currentBlockRows = 0;
+  }
+
+  /* inserts a scalar value in the target matrix */
+  EIGEN_DEVICE_FUNC
+  CommaInitializer& operator,(const Scalar& s)
+  {
+    if (m_col==m_xpr.cols())
+    {
+      m_row+=m_currentBlockRows;
+      m_col = 0;
+      m_currentBlockRows = 1;
+      eigen_assert(m_row<m_xpr.rows()
+        && "Too many rows passed to comma initializer (operator<<)");
+    }
+    eigen_assert(m_col<m_xpr.cols()
+      && "Too many coefficients passed to comma initializer (operator<<)");
+    eigen_assert(m_currentBlockRows==1);
+    m_xpr.coeffRef(m_row, m_col++) = s;
+    return *this;
+  }
+
+  /* inserts a matrix expression in the target matrix */
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  CommaInitializer& operator,(const DenseBase<OtherDerived>& other)
+  {
+    if(other.cols()==0 || other.rows()==0)
+      return *this;
+    if (m_col==m_xpr.cols())
+    {
+      m_row+=m_currentBlockRows;
+      m_col = 0;
+      m_currentBlockRows = other.rows();
+      eigen_assert(m_row+m_currentBlockRows<=m_xpr.rows()
+        && "Too many rows passed to comma initializer (operator<<)");
+    }
+    eigen_assert(m_col<m_xpr.cols()
+      && "Too many coefficients passed to comma initializer (operator<<)");
+    eigen_assert(m_currentBlockRows==other.rows());
+    if (OtherDerived::SizeAtCompileTime != Dynamic)
+      m_xpr.template block<OtherDerived::RowsAtCompileTime != Dynamic ? OtherDerived::RowsAtCompileTime : 1,
+                              OtherDerived::ColsAtCompileTime != Dynamic ? OtherDerived::ColsAtCompileTime : 1>
+                    (m_row, m_col) = other;
+    else
+      m_xpr.block(m_row, m_col, other.rows(), other.cols()) = other;
+    m_col += other.cols();
+    return *this;
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline ~CommaInitializer()
+  {
+    eigen_assert((m_row+m_currentBlockRows) == m_xpr.rows()
+         && m_col == m_xpr.cols()
+         && "Too few coefficients passed to comma initializer (operator<<)");
+  }
+
+  /** \returns the built matrix once all its coefficients have been set.
+    * Calling finished is 100% optional. Its purpose is to write expressions
+    * like this:
+    * \code
+    * quaternion.fromRotationMatrix((Matrix3f() << axis0, axis1, axis2).finished());
+    * \endcode
+    */
+  EIGEN_DEVICE_FUNC
+  inline XprType& finished() { return m_xpr; }
+
+  XprType& m_xpr;           // target expression
+  Index m_row;              // current row id
+  Index m_col;              // current col id
+  Index m_currentBlockRows; // current block height
+};
+
+/** \anchor MatrixBaseCommaInitRef
+  * Convenient operator to set the coefficients of a matrix.
+  *
+  * The coefficients must be provided in a row major order and exactly match
+  * the size of the matrix. Otherwise an assertion is raised.
+  *
+  * Example: \include MatrixBase_set.cpp
+  * Output: \verbinclude MatrixBase_set.out
+  * 
+  * \note According the c++ standard, the argument expressions of this comma initializer are evaluated in arbitrary order.
+  *
+  * \sa CommaInitializer::finished(), class CommaInitializer
+  */
+template<typename Derived>
+inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s)
+{
+  return CommaInitializer<Derived>(*static_cast<Derived*>(this), s);
+}
+
+/** \sa operator<<(const Scalar&) */
+template<typename Derived>
+template<typename OtherDerived>
+inline CommaInitializer<Derived>
+DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other)
+{
+  return CommaInitializer<Derived>(*static_cast<Derived *>(this), other);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMMAINITIALIZER_H
diff --git a/third_party/eigen3/Eigen/src/Core/CoreEvaluators.h b/third_party/eigen3/Eigen/src/Core/CoreEvaluators.h
new file mode 100644
index 0000000000..3568cb85f9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CoreEvaluators.h
@@ -0,0 +1,1121 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_COREEVALUATORS_H
+#define EIGEN_COREEVALUATORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// evaluator_traits<T> contains traits for evaluator_impl<T> 
+
+template<typename T>
+struct evaluator_traits
+{
+  // 1 if evaluator_impl<T>::evalTo() exists
+  // 0 if evaluator_impl<T> allows coefficient-based access
+  static const int HasEvalTo = 0;
+
+  // 1 if assignment A = B assumes aliasing when B is of type T and thus B needs to be evaluated into a
+  // temporary; 0 if not.
+  static const int AssumeAliasing = 0;
+};
+
+// expression class for evaluating nested expression to a temporary
+ 
+template<typename ArgType>
+class EvalToTemp;
+
+// evaluator<T>::type is type of evaluator for T
+// evaluator<T>::nestedType is type of evaluator if T is nested inside another evaluator
+ 
+template<typename T>
+struct evaluator_impl 
+{ };
+ 
+template<typename T, int Nested = evaluator_traits<T>::HasEvalTo>
+struct evaluator_nested_type;
+
+template<typename T>
+struct evaluator_nested_type<T, 0>
+{
+  typedef evaluator_impl<T> type;
+};
+
+template<typename T>
+struct evaluator_nested_type<T, 1>
+{
+  typedef evaluator_impl<EvalToTemp<T> > type;
+};
+
+template<typename T>
+struct evaluator
+{
+  typedef evaluator_impl<T> type;
+  typedef typename evaluator_nested_type<T>::type nestedType;
+};
+
+// TODO: Think about const-correctness
+
+template<typename T>
+struct evaluator<const T>
+  : evaluator<T>
+{ };
+
+// ---------- base class for all writable evaluators ----------
+
+// TODO this class does not seem to be necessary anymore
+template<typename ExpressionType>
+struct evaluator_impl_base
+{
+  typedef typename ExpressionType::Index Index;
+  // TODO that's not very nice to have to propagate all these traits. They are currently only needed to handle outer,inner indices.
+  typedef traits<ExpressionType> ExpressionTraits;
+
+  evaluator_impl<ExpressionType>& derived() 
+  {
+    return *static_cast<evaluator_impl<ExpressionType>*>(this); 
+  }
+};
+
+// -------------------- Matrix and Array --------------------
+//
+// evaluator_impl<PlainObjectBase> is a common base class for the
+// Matrix and Array evaluators.
+
+template<typename Derived>
+struct evaluator_impl<PlainObjectBase<Derived> >
+  : evaluator_impl_base<Derived>
+{
+  typedef PlainObjectBase<Derived> PlainObjectType;
+
+  enum {
+    IsRowMajor = PlainObjectType::IsRowMajor,
+    IsVectorAtCompileTime = PlainObjectType::IsVectorAtCompileTime,
+    RowsAtCompileTime = PlainObjectType::RowsAtCompileTime,
+    ColsAtCompileTime = PlainObjectType::ColsAtCompileTime
+  };
+
+  evaluator_impl(const PlainObjectType& m) 
+    : m_data(m.data()), m_outerStride(IsVectorAtCompileTime ? 0 : m.outerStride()) 
+  { }
+
+  typedef typename PlainObjectType::Index Index;
+  typedef typename PlainObjectType::Scalar Scalar;
+  typedef typename PlainObjectType::CoeffReturnType CoeffReturnType;
+  typedef typename PlainObjectType::PacketScalar PacketScalar;
+  typedef typename PlainObjectType::PacketReturnType PacketReturnType;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    if (IsRowMajor)
+      return m_data[row * m_outerStride.value() + col];
+    else
+      return m_data[row + col * m_outerStride.value()];
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_data[index];
+  }
+
+  Scalar& coeffRef(Index row, Index col)
+  {
+    if (IsRowMajor)
+      return const_cast<Scalar*>(m_data)[row * m_outerStride.value() + col];
+    else
+      return const_cast<Scalar*>(m_data)[row + col * m_outerStride.value()];
+  }
+
+  Scalar& coeffRef(Index index)
+  {
+    return const_cast<Scalar*>(m_data)[index];
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index row, Index col) const
+  {
+    if (IsRowMajor)
+      return ploadt<PacketScalar, LoadMode>(m_data + row * m_outerStride.value() + col);
+    else
+      return ploadt<PacketScalar, LoadMode>(m_data + row + col * m_outerStride.value());
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index index) const
+  {
+    return ploadt<PacketScalar, LoadMode>(m_data + index);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index row, Index col, const PacketScalar& x)
+  {
+    if (IsRowMajor)
+      return pstoret<Scalar, PacketScalar, StoreMode>
+	            (const_cast<Scalar*>(m_data) + row * m_outerStride.value() + col, x);
+    else
+      return pstoret<Scalar, PacketScalar, StoreMode>
+                    (const_cast<Scalar*>(m_data) + row + col * m_outerStride.value(), x);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index index, const PacketScalar& x)
+  {
+    return pstoret<Scalar, PacketScalar, StoreMode>(const_cast<Scalar*>(m_data) + index, x);
+  }
+
+protected:
+  const Scalar *m_data;
+
+  // We do not need to know the outer stride for vectors
+  variable_if_dynamic<Index, IsVectorAtCompileTime  ? 0 
+                                                    : int(IsRowMajor) ? ColsAtCompileTime 
+                                                    : RowsAtCompileTime> m_outerStride;
+};
+
+template<typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+struct evaluator_impl<Matrix<Scalar, Rows, Cols, Options, MaxRows, MaxCols> >
+  : evaluator_impl<PlainObjectBase<Matrix<Scalar, Rows, Cols, Options, MaxRows, MaxCols> > >
+{
+  typedef Matrix<Scalar, Rows, Cols, Options, MaxRows, MaxCols> XprType;
+
+  evaluator_impl(const XprType& m) 
+    : evaluator_impl<PlainObjectBase<XprType> >(m) 
+  { }
+};
+
+template<typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+struct evaluator_impl<Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> >
+  : evaluator_impl<PlainObjectBase<Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> > >
+{
+  typedef Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> XprType;
+
+  evaluator_impl(const XprType& m) 
+    : evaluator_impl<PlainObjectBase<XprType> >(m) 
+  { }
+};
+
+// -------------------- EvalToTemp --------------------
+
+template<typename ArgType>
+struct traits<EvalToTemp<ArgType> >
+  : public traits<ArgType>
+{ };
+
+template<typename ArgType>
+class EvalToTemp
+  : public dense_xpr_base<EvalToTemp<ArgType> >::type
+{
+ public:
+ 
+  typedef typename dense_xpr_base<EvalToTemp>::type Base;
+  EIGEN_GENERIC_PUBLIC_INTERFACE(EvalToTemp)
+ 
+  EvalToTemp(const ArgType& arg)
+    : m_arg(arg)
+  { }
+ 
+  const ArgType& arg() const
+  {
+    return m_arg;
+  }
+
+  Index rows() const 
+  {
+    return m_arg.rows();
+  }
+
+  Index cols() const 
+  {
+    return m_arg.cols();
+  }
+
+ private:
+  const ArgType& m_arg;
+};
+ 
+template<typename ArgType>
+struct evaluator_impl<EvalToTemp<ArgType> >
+{
+  typedef EvalToTemp<ArgType> XprType;
+  typedef typename ArgType::PlainObject PlainObject;
+
+  evaluator_impl(const XprType& xpr) 
+    : m_result(xpr.rows(), xpr.cols()), m_resultImpl(m_result)
+  {
+    // TODO we should simply do m_result(xpr.arg());
+    call_dense_assignment_loop(m_result, xpr.arg());
+  }
+
+  // This constructor is used when nesting an EvalTo evaluator in another evaluator
+  evaluator_impl(const ArgType& arg) 
+    : m_result(arg.rows(), arg.cols()), m_resultImpl(m_result)
+  {
+    // TODO we should simply do m_result(xpr.arg());
+    call_dense_assignment_loop(m_result, arg);
+  }
+
+  typedef typename PlainObject::Index Index;
+  typedef typename PlainObject::Scalar Scalar;
+  typedef typename PlainObject::CoeffReturnType CoeffReturnType;
+  typedef typename PlainObject::PacketScalar PacketScalar;
+  typedef typename PlainObject::PacketReturnType PacketReturnType;
+
+  // All other functions are forwarded to m_resultImpl
+
+  CoeffReturnType coeff(Index row, Index col) const 
+  { 
+    return m_resultImpl.coeff(row, col); 
+  }
+  
+  CoeffReturnType coeff(Index index) const 
+  { 
+    return m_resultImpl.coeff(index); 
+  }
+  
+  Scalar& coeffRef(Index row, Index col) 
+  { 
+    return m_resultImpl.coeffRef(row, col); 
+  }
+  
+  Scalar& coeffRef(Index index) 
+  { 
+    return m_resultImpl.coeffRef(index); 
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index row, Index col) const
+  {
+    return m_resultImpl.template packet<LoadMode>(row, col);
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index index) const
+  {
+    return m_resultImpl.packet<LoadMode>(index);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index row, Index col, const PacketScalar& x)
+  {
+    m_resultImpl.template writePacket<StoreMode>(row, col, x);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index index, const PacketScalar& x)
+  {
+    m_resultImpl.template writePacket<StoreMode>(index, x);
+  }
+
+protected:
+  PlainObject m_result;
+  typename evaluator<PlainObject>::nestedType m_resultImpl;
+};
+
+// -------------------- Transpose --------------------
+
+template<typename ArgType>
+struct evaluator_impl<Transpose<ArgType> >
+  : evaluator_impl_base<Transpose<ArgType> >
+{
+  typedef Transpose<ArgType> XprType;
+
+  evaluator_impl(const XprType& t) : m_argImpl(t.nestedExpression()) {}
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_argImpl.coeff(col, row);
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_argImpl.coeff(index);
+  }
+
+  Scalar& coeffRef(Index row, Index col)
+  {
+    return m_argImpl.coeffRef(col, row);
+  }
+
+  typename XprType::Scalar& coeffRef(Index index)
+  {
+    return m_argImpl.coeffRef(index);
+  }
+
+  template<int LoadMode>
+  PacketReturnType packet(Index row, Index col) const
+  {
+    return m_argImpl.template packet<LoadMode>(col, row);
+  }
+
+  template<int LoadMode>
+  PacketReturnType packet(Index index) const
+  {
+    return m_argImpl.template packet<LoadMode>(index);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index row, Index col, const PacketScalar& x)
+  {
+    m_argImpl.template writePacket<StoreMode>(col, row, x);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index index, const PacketScalar& x)
+  {
+    m_argImpl.template writePacket<StoreMode>(index, x);
+  }
+
+protected:
+  typename evaluator<ArgType>::nestedType m_argImpl;
+};
+
+// -------------------- CwiseNullaryOp --------------------
+
+template<typename NullaryOp, typename PlainObjectType>
+struct evaluator_impl<CwiseNullaryOp<NullaryOp,PlainObjectType> >
+{
+  typedef CwiseNullaryOp<NullaryOp,PlainObjectType> XprType;
+
+  evaluator_impl(const XprType& n) 
+    : m_functor(n.functor()) 
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_functor(row, col);
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_functor(index);
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index row, Index col) const
+  {
+    return m_functor.packetOp(row, col);
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index index) const
+  {
+    return m_functor.packetOp(index);
+  }
+
+protected:
+  const NullaryOp m_functor;
+};
+
+// -------------------- CwiseUnaryOp --------------------
+
+template<typename UnaryOp, typename ArgType>
+struct evaluator_impl<CwiseUnaryOp<UnaryOp, ArgType> >
+{
+  typedef CwiseUnaryOp<UnaryOp, ArgType> XprType;
+
+  evaluator_impl(const XprType& op) 
+    : m_functor(op.functor()), 
+      m_argImpl(op.nestedExpression()) 
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_functor(m_argImpl.coeff(row, col));
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_functor(m_argImpl.coeff(index));
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index row, Index col) const
+  {
+    return m_functor.packetOp(m_argImpl.template packet<LoadMode>(row, col));
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index index) const
+  {
+    return m_functor.packetOp(m_argImpl.template packet<LoadMode>(index));
+  }
+
+protected:
+  const UnaryOp m_functor;
+  typename evaluator<ArgType>::nestedType m_argImpl;
+};
+
+// -------------------- CwiseBinaryOp --------------------
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct evaluator_impl<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> XprType;
+
+  evaluator_impl(const XprType& xpr) 
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()), 
+      m_rhsImpl(xpr.rhs())  
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_functor(m_lhsImpl.coeff(row, col), m_rhsImpl.coeff(row, col));
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_functor(m_lhsImpl.coeff(index), m_rhsImpl.coeff(index));
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index row, Index col) const
+  {
+    return m_functor.packetOp(m_lhsImpl.template packet<LoadMode>(row, col),
+			      m_rhsImpl.template packet<LoadMode>(row, col));
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index index) const
+  {
+    return m_functor.packetOp(m_lhsImpl.template packet<LoadMode>(index),
+			      m_rhsImpl.template packet<LoadMode>(index));
+  }
+
+protected:
+  const BinaryOp m_functor;
+  typename evaluator<Lhs>::nestedType m_lhsImpl;
+  typename evaluator<Rhs>::nestedType m_rhsImpl;
+};
+
+// -------------------- CwiseUnaryView --------------------
+
+template<typename UnaryOp, typename ArgType>
+struct evaluator_impl<CwiseUnaryView<UnaryOp, ArgType> >
+  : evaluator_impl_base<CwiseUnaryView<UnaryOp, ArgType> >
+{
+  typedef CwiseUnaryView<UnaryOp, ArgType> XprType;
+
+  evaluator_impl(const XprType& op) 
+    : m_unaryOp(op.functor()), 
+      m_argImpl(op.nestedExpression()) 
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_unaryOp(m_argImpl.coeff(row, col));
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_unaryOp(m_argImpl.coeff(index));
+  }
+
+  Scalar& coeffRef(Index row, Index col)
+  {
+    return m_unaryOp(m_argImpl.coeffRef(row, col));
+  }
+
+  Scalar& coeffRef(Index index)
+  {
+    return m_unaryOp(m_argImpl.coeffRef(index));
+  }
+
+protected:
+  const UnaryOp m_unaryOp;
+  typename evaluator<ArgType>::nestedType m_argImpl;
+};
+
+// -------------------- Map --------------------
+
+template<typename Derived, int AccessorsType>
+struct evaluator_impl<MapBase<Derived, AccessorsType> >
+  : evaluator_impl_base<Derived>
+{
+  typedef MapBase<Derived, AccessorsType> MapType;
+  typedef Derived XprType;
+
+  typedef typename XprType::PointerType PointerType;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  
+  evaluator_impl(const XprType& map) 
+    : m_data(const_cast<PointerType>(map.data())),  
+      m_rowStride(map.rowStride()),
+      m_colStride(map.colStride())
+  { }
+ 
+  enum {
+    RowsAtCompileTime = XprType::RowsAtCompileTime
+  };
+ 
+  CoeffReturnType coeff(Index row, Index col) const 
+  { 
+    return m_data[col * m_colStride + row * m_rowStride];
+  }
+  
+  CoeffReturnType coeff(Index index) const 
+  { 
+    return coeff(RowsAtCompileTime == 1 ? 0 : index,
+		 RowsAtCompileTime == 1 ? index : 0);
+  }
+
+  Scalar& coeffRef(Index row, Index col) 
+  { 
+    return m_data[col * m_colStride + row * m_rowStride];
+  }
+  
+  Scalar& coeffRef(Index index) 
+  { 
+    return coeffRef(RowsAtCompileTime == 1 ? 0 : index,
+		    RowsAtCompileTime == 1 ? index : 0);
+  }
+ 
+  template<int LoadMode> 
+  PacketReturnType packet(Index row, Index col) const 
+  { 
+    PointerType ptr = m_data + row * m_rowStride + col * m_colStride;
+    return internal::ploadt<PacketScalar, LoadMode>(ptr);
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index index) const 
+  { 
+    return packet<LoadMode>(RowsAtCompileTime == 1 ? 0 : index,
+			    RowsAtCompileTime == 1 ? index : 0);
+  }
+  
+  template<int StoreMode> 
+  void writePacket(Index row, Index col, const PacketScalar& x) 
+  { 
+    PointerType ptr = m_data + row * m_rowStride + col * m_colStride;
+    return internal::pstoret<Scalar, PacketScalar, StoreMode>(ptr, x);
+  }
+  
+  template<int StoreMode> 
+  void writePacket(Index index, const PacketScalar& x) 
+  { 
+    return writePacket<StoreMode>(RowsAtCompileTime == 1 ? 0 : index,
+				  RowsAtCompileTime == 1 ? index : 0,
+				  x);
+  }
+ 
+protected:
+  PointerType m_data;
+  int m_rowStride;
+  int m_colStride;
+};
+
+template<typename PlainObjectType, int MapOptions, typename StrideType> 
+struct evaluator_impl<Map<PlainObjectType, MapOptions, StrideType> >
+  : public evaluator_impl<MapBase<Map<PlainObjectType, MapOptions, StrideType> > >
+{
+  typedef Map<PlainObjectType, MapOptions, StrideType> XprType;
+
+  evaluator_impl(const XprType& map) 
+    : evaluator_impl<MapBase<XprType> >(map) 
+  { }
+};
+
+// -------------------- Block --------------------
+
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel,
+         bool HasDirectAccess = internal::has_direct_access<ArgType>::ret> struct block_evaluator;
+         
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel> 
+struct evaluator_impl<Block<ArgType, BlockRows, BlockCols, InnerPanel> >
+  : block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel>
+{
+  typedef Block<ArgType, BlockRows, BlockCols, InnerPanel> XprType;
+  typedef block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel> block_evaluator_type;
+  evaluator_impl(const XprType& block) : block_evaluator_type(block) {}
+};
+
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel>
+struct block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel, /*HasDirectAccess*/ false>
+  : evaluator_impl_base<Block<ArgType, BlockRows, BlockCols, InnerPanel> >
+{
+  typedef Block<ArgType, BlockRows, BlockCols, InnerPanel> XprType;
+
+  block_evaluator(const XprType& block) 
+    : m_argImpl(block.nestedExpression()), 
+      m_startRow(block.startRow()), 
+      m_startCol(block.startCol()) 
+  { }
+ 
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  enum {
+    RowsAtCompileTime = XprType::RowsAtCompileTime
+  };
+ 
+  CoeffReturnType coeff(Index row, Index col) const 
+  { 
+    return m_argImpl.coeff(m_startRow.value() + row, m_startCol.value() + col); 
+  }
+  
+  CoeffReturnType coeff(Index index) const 
+  { 
+    return coeff(RowsAtCompileTime == 1 ? 0 : index,
+		 RowsAtCompileTime == 1 ? index : 0);
+  }
+
+  Scalar& coeffRef(Index row, Index col) 
+  { 
+    return m_argImpl.coeffRef(m_startRow.value() + row, m_startCol.value() + col); 
+  }
+  
+  Scalar& coeffRef(Index index) 
+  { 
+    return coeffRef(RowsAtCompileTime == 1 ? 0 : index,
+		    RowsAtCompileTime == 1 ? index : 0);
+  }
+ 
+  template<int LoadMode> 
+  PacketReturnType packet(Index row, Index col) const 
+  { 
+    return m_argImpl.template packet<LoadMode>(m_startRow.value() + row, m_startCol.value() + col); 
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index index) const 
+  { 
+    return packet<LoadMode>(RowsAtCompileTime == 1 ? 0 : index,
+			    RowsAtCompileTime == 1 ? index : 0);
+  }
+  
+  template<int StoreMode> 
+  void writePacket(Index row, Index col, const PacketScalar& x) 
+  { 
+    return m_argImpl.template writePacket<StoreMode>(m_startRow.value() + row, m_startCol.value() + col, x); 
+  }
+  
+  template<int StoreMode> 
+  void writePacket(Index index, const PacketScalar& x) 
+  { 
+    return writePacket<StoreMode>(RowsAtCompileTime == 1 ? 0 : index,
+				  RowsAtCompileTime == 1 ? index : 0,
+				  x);
+  }
+ 
+protected:
+  typename evaluator<ArgType>::nestedType m_argImpl;
+  const variable_if_dynamic<Index, ArgType::RowsAtCompileTime == 1 ? 0 : Dynamic> m_startRow;
+  const variable_if_dynamic<Index, ArgType::ColsAtCompileTime == 1 ? 0 : Dynamic> m_startCol;
+};
+
+// TODO: This evaluator does not actually use the child evaluator; 
+// all action is via the data() as returned by the Block expression.
+
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel> 
+struct block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel, /* HasDirectAccess */ true>
+  : evaluator_impl<MapBase<Block<ArgType, BlockRows, BlockCols, InnerPanel> > >
+{
+  typedef Block<ArgType, BlockRows, BlockCols, InnerPanel> XprType;
+
+  block_evaluator(const XprType& block) 
+    : evaluator_impl<MapBase<XprType> >(block) 
+  { }
+};
+
+
+// -------------------- Select --------------------
+
+template<typename ConditionMatrixType, typename ThenMatrixType, typename ElseMatrixType>
+struct evaluator_impl<Select<ConditionMatrixType, ThenMatrixType, ElseMatrixType> >
+{
+  typedef Select<ConditionMatrixType, ThenMatrixType, ElseMatrixType> XprType;
+
+  evaluator_impl(const XprType& select) 
+    : m_conditionImpl(select.conditionMatrix()),
+      m_thenImpl(select.thenMatrix()),
+      m_elseImpl(select.elseMatrix())
+  { }
+ 
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    if (m_conditionImpl.coeff(row, col))
+      return m_thenImpl.coeff(row, col);
+    else
+      return m_elseImpl.coeff(row, col);
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    if (m_conditionImpl.coeff(index))
+      return m_thenImpl.coeff(index);
+    else
+      return m_elseImpl.coeff(index);
+  }
+ 
+protected:
+  typename evaluator<ConditionMatrixType>::nestedType m_conditionImpl;
+  typename evaluator<ThenMatrixType>::nestedType m_thenImpl;
+  typename evaluator<ElseMatrixType>::nestedType m_elseImpl;
+};
+
+
+// -------------------- Replicate --------------------
+
+template<typename ArgType, int RowFactor, int ColFactor> 
+struct evaluator_impl<Replicate<ArgType, RowFactor, ColFactor> >
+{
+  typedef Replicate<ArgType, RowFactor, ColFactor> XprType;
+
+  evaluator_impl(const XprType& replicate) 
+    : m_argImpl(replicate.nestedExpression()),
+      m_rows(replicate.nestedExpression().rows()),
+      m_cols(replicate.nestedExpression().cols())
+  { }
+ 
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    // try to avoid using modulo; this is a pure optimization strategy
+    const Index actual_row = internal::traits<XprType>::RowsAtCompileTime==1 ? 0
+                           : RowFactor==1 ? row
+                           : row % m_rows.value();
+    const Index actual_col = internal::traits<XprType>::ColsAtCompileTime==1 ? 0
+                           : ColFactor==1 ? col
+                           : col % m_cols.value();
+    
+    return m_argImpl.coeff(actual_row, actual_col);
+  }
+
+  template<int LoadMode>
+  PacketReturnType packet(Index row, Index col) const
+  {
+    const Index actual_row = internal::traits<XprType>::RowsAtCompileTime==1 ? 0
+                           : RowFactor==1 ? row
+                           : row % m_rows.value();
+    const Index actual_col = internal::traits<XprType>::ColsAtCompileTime==1 ? 0
+                           : ColFactor==1 ? col
+                           : col % m_cols.value();
+
+    return m_argImpl.template packet<LoadMode>(actual_row, actual_col);
+  }
+ 
+protected:
+  typename evaluator<ArgType>::nestedType m_argImpl;
+  const variable_if_dynamic<Index, XprType::RowsAtCompileTime> m_rows;
+  const variable_if_dynamic<Index, XprType::ColsAtCompileTime> m_cols;
+};
+
+
+// -------------------- PartialReduxExpr --------------------
+//
+// This is a wrapper around the expression object. 
+// TODO: Find out how to write a proper evaluator without duplicating
+//       the row() and col() member functions.
+
+template< typename ArgType, typename MemberOp, int Direction>
+struct evaluator_impl<PartialReduxExpr<ArgType, MemberOp, Direction> >
+{
+  typedef PartialReduxExpr<ArgType, MemberOp, Direction> XprType;
+
+  evaluator_impl(const XprType expr)
+    : m_expr(expr)
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+ 
+  CoeffReturnType coeff(Index row, Index col) const 
+  { 
+    return m_expr.coeff(row, col);
+  }
+  
+  CoeffReturnType coeff(Index index) const 
+  { 
+    return m_expr.coeff(index);
+  }
+
+protected:
+  const XprType m_expr;
+};
+
+
+// -------------------- MatrixWrapper and ArrayWrapper --------------------
+//
+// evaluator_impl_wrapper_base<T> is a common base class for the
+// MatrixWrapper and ArrayWrapper evaluators.
+
+template<typename XprType>
+struct evaluator_impl_wrapper_base
+  : evaluator_impl_base<XprType>
+{
+  typedef typename remove_all<typename XprType::NestedExpressionType>::type ArgType;
+
+  evaluator_impl_wrapper_base(const ArgType& arg) : m_argImpl(arg) {}
+
+  typedef typename ArgType::Index Index;
+  typedef typename ArgType::Scalar Scalar;
+  typedef typename ArgType::CoeffReturnType CoeffReturnType;
+  typedef typename ArgType::PacketScalar PacketScalar;
+  typedef typename ArgType::PacketReturnType PacketReturnType;
+
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_argImpl.coeff(row, col);
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_argImpl.coeff(index);
+  }
+
+  Scalar& coeffRef(Index row, Index col)
+  {
+    return m_argImpl.coeffRef(row, col);
+  }
+
+  Scalar& coeffRef(Index index)
+  {
+    return m_argImpl.coeffRef(index);
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index row, Index col) const
+  {
+    return m_argImpl.template packet<LoadMode>(row, col);
+  }
+
+  template<int LoadMode> 
+  PacketReturnType packet(Index index) const
+  {
+    return m_argImpl.template packet<LoadMode>(index);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index row, Index col, const PacketScalar& x)
+  {
+    m_argImpl.template writePacket<StoreMode>(row, col, x);
+  }
+
+  template<int StoreMode> 
+  void writePacket(Index index, const PacketScalar& x)
+  {
+    m_argImpl.template writePacket<StoreMode>(index, x);
+  }
+
+protected:
+  typename evaluator<ArgType>::nestedType m_argImpl;
+};
+
+template<typename TArgType>
+struct evaluator_impl<MatrixWrapper<TArgType> >
+  : evaluator_impl_wrapper_base<MatrixWrapper<TArgType> >
+{
+  typedef MatrixWrapper<TArgType> XprType;
+
+  evaluator_impl(const XprType& wrapper) 
+    : evaluator_impl_wrapper_base<MatrixWrapper<TArgType> >(wrapper.nestedExpression())
+  { }
+};
+
+template<typename TArgType>
+struct evaluator_impl<ArrayWrapper<TArgType> >
+  : evaluator_impl_wrapper_base<ArrayWrapper<TArgType> >
+{
+  typedef ArrayWrapper<TArgType> XprType;
+
+  evaluator_impl(const XprType& wrapper) 
+    : evaluator_impl_wrapper_base<ArrayWrapper<TArgType> >(wrapper.nestedExpression())
+  { }
+};
+
+
+// -------------------- Reverse --------------------
+
+// defined in Reverse.h:
+template<typename PacketScalar, bool ReversePacket> struct reverse_packet_cond;
+
+template<typename ArgType, int Direction>
+struct evaluator_impl<Reverse<ArgType, Direction> >
+  : evaluator_impl_base<Reverse<ArgType, Direction> >
+{
+  typedef Reverse<ArgType, Direction> XprType;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  enum {
+    PacketSize = internal::packet_traits<Scalar>::size,
+    IsRowMajor = XprType::IsRowMajor,
+    IsColMajor = !IsRowMajor,
+    ReverseRow = (Direction == Vertical)   || (Direction == BothDirections),
+    ReverseCol = (Direction == Horizontal) || (Direction == BothDirections),
+    OffsetRow  = ReverseRow && IsColMajor ? PacketSize : 1,
+    OffsetCol  = ReverseCol && IsRowMajor ? PacketSize : 1,
+    ReversePacket = (Direction == BothDirections)
+                    || ((Direction == Vertical)   && IsColMajor)
+                    || ((Direction == Horizontal) && IsRowMajor)
+  };
+  typedef internal::reverse_packet_cond<PacketScalar,ReversePacket> reverse_packet;
+
+  evaluator_impl(const XprType& reverse) 
+    : m_argImpl(reverse.nestedExpression()),
+      m_rows(ReverseRow ? reverse.nestedExpression().rows() : 0),
+      m_cols(ReverseCol ? reverse.nestedExpression().cols() : 0)
+  { }
+ 
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_argImpl.coeff(ReverseRow ? m_rows.value() - row - 1 : row,
+			   ReverseCol ? m_cols.value() - col - 1 : col);
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_argImpl.coeff(m_rows.value() * m_cols.value() - index - 1);
+  }
+
+  Scalar& coeffRef(Index row, Index col)
+  {
+    return m_argImpl.coeffRef(ReverseRow ? m_rows.value() - row - 1 : row,
+			      ReverseCol ? m_cols.value() - col - 1 : col);
+  }
+
+  Scalar& coeffRef(Index index)
+  {
+    return m_argImpl.coeffRef(m_rows.value() * m_cols.value() - index - 1);
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index row, Index col) const
+  {
+    return reverse_packet::run(m_argImpl.template packet<LoadMode>(
+                                  ReverseRow ? m_rows.value() - row - OffsetRow : row,
+                                  ReverseCol ? m_cols.value() - col - OffsetCol : col));
+  }
+
+  template<int LoadMode>
+  PacketScalar packet(Index index) const
+  {
+    return preverse(m_argImpl.template packet<LoadMode>(m_rows.value() * m_cols.value() - index - PacketSize));
+  }
+
+  template<int LoadMode>
+  void writePacket(Index row, Index col, const PacketScalar& x)
+  {
+    m_argImpl.template writePacket<LoadMode>(
+                                  ReverseRow ? m_rows.value() - row - OffsetRow : row,
+                                  ReverseCol ? m_cols.value() - col - OffsetCol : col,
+                                  reverse_packet::run(x));
+  }
+
+  template<int LoadMode>
+  void writePacket(Index index, const PacketScalar& x)
+  {
+    m_argImpl.template writePacket<LoadMode>
+      (m_rows.value() * m_cols.value() - index - PacketSize, preverse(x));
+  }
+ 
+protected:
+  typename evaluator<ArgType>::nestedType m_argImpl;
+
+  // If we do not reverse rows, then we do not need to know the number of rows; same for columns
+  const variable_if_dynamic<Index, ReverseRow ? ArgType::RowsAtCompileTime : 0> m_rows;
+  const variable_if_dynamic<Index, ReverseCol ? ArgType::ColsAtCompileTime : 0> m_cols;
+};
+
+
+// -------------------- Diagonal --------------------
+
+template<typename ArgType, int DiagIndex>
+struct evaluator_impl<Diagonal<ArgType, DiagIndex> >
+  : evaluator_impl_base<Diagonal<ArgType, DiagIndex> >
+{
+  typedef Diagonal<ArgType, DiagIndex> XprType;
+
+  evaluator_impl(const XprType& diagonal) 
+    : m_argImpl(diagonal.nestedExpression()),
+      m_index(diagonal.index())
+  { }
+ 
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  CoeffReturnType coeff(Index row, Index) const
+  {
+    return m_argImpl.coeff(row + rowOffset(), row + colOffset());
+  }
+
+  CoeffReturnType coeff(Index index) const
+  {
+    return m_argImpl.coeff(index + rowOffset(), index + colOffset());
+  }
+
+  Scalar& coeffRef(Index row, Index)
+  {
+    return m_argImpl.coeffRef(row + rowOffset(), row + colOffset());
+  }
+
+  Scalar& coeffRef(Index index)
+  {
+    return m_argImpl.coeffRef(index + rowOffset(), index + colOffset());
+  }
+
+protected:
+  typename evaluator<ArgType>::nestedType m_argImpl;
+  const internal::variable_if_dynamicindex<Index, XprType::DiagIndex> m_index;
+
+private:
+  EIGEN_STRONG_INLINE Index rowOffset() const { return m_index.value() > 0 ? 0 : -m_index.value(); }
+  EIGEN_STRONG_INLINE Index colOffset() const { return m_index.value() > 0 ? m_index.value() : 0; }
+};
+
+} // namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COREEVALUATORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/CoreIterators.h b/third_party/eigen3/Eigen/src/Core/CoreIterators.h
new file mode 100644
index 0000000000..6da4683d2c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CoreIterators.h
@@ -0,0 +1,61 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_COREITERATORS_H
+#define EIGEN_COREITERATORS_H
+
+namespace Eigen { 
+
+/* This file contains the respective InnerIterator definition of the expressions defined in Eigen/Core
+ */
+
+/** \ingroup SparseCore_Module
+  * \class InnerIterator
+  * \brief An InnerIterator allows to loop over the element of a sparse (or dense) matrix or expression
+  *
+  * todo
+  */
+
+// generic version for dense matrix and expressions
+template<typename Derived> class DenseBase<Derived>::InnerIterator
+{
+  protected:
+    typedef typename Derived::Scalar Scalar;
+    typedef typename Derived::Index Index;
+
+    enum { IsRowMajor = (Derived::Flags&RowMajorBit)==RowMajorBit };
+  public:
+    EIGEN_STRONG_INLINE InnerIterator(const Derived& expr, Index outer)
+      : m_expression(expr), m_inner(0), m_outer(outer), m_end(expr.innerSize())
+    {}
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    {
+      return (IsRowMajor) ? m_expression.coeff(m_outer, m_inner)
+                          : m_expression.coeff(m_inner, m_outer);
+    }
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++() { m_inner++; return *this; }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_inner; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_inner < m_end && m_inner>=0; }
+
+  protected:
+    const Derived& m_expression;
+    Index m_inner;
+    const Index m_outer;
+    const Index m_end;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_COREITERATORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/CwiseBinaryOp.h b/third_party/eigen3/Eigen/src/Core/CwiseBinaryOp.h
new file mode 100644
index 0000000000..e20daacc8c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CwiseBinaryOp.h
@@ -0,0 +1,238 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_CWISE_BINARY_OP_H
+#define EIGEN_CWISE_BINARY_OP_H
+
+namespace Eigen {
+
+/** \class CwiseBinaryOp
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression where a coefficient-wise binary operator is applied to two expressions
+  *
+  * \param BinaryOp template functor implementing the operator
+  * \param Lhs the type of the left-hand side
+  * \param Rhs the type of the right-hand side
+  *
+  * This class represents an expression  where a coefficient-wise binary operator is applied to two expressions.
+  * It is the return type of binary operators, by which we mean only those binary operators where
+  * both the left-hand side and the right-hand side are Eigen expressions.
+  * For example, the return type of matrix1+matrix2 is a CwiseBinaryOp.
+  *
+  * Most of the time, this is the only way that it is used, so you typically don't have to name
+  * CwiseBinaryOp types explicitly.
+  *
+  * \sa MatrixBase::binaryExpr(const MatrixBase<OtherDerived> &,const CustomBinaryOp &) const, class CwiseUnaryOp, class CwiseNullaryOp
+  */
+
+namespace internal {
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct traits<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  // we must not inherit from traits<Lhs> since it has
+  // the potential to cause problems with MSVC
+  typedef typename remove_all<Lhs>::type Ancestor;
+  typedef typename traits<Ancestor>::XprKind XprKind;
+  enum {
+    RowsAtCompileTime = traits<Ancestor>::RowsAtCompileTime,
+    ColsAtCompileTime = traits<Ancestor>::ColsAtCompileTime,
+    MaxRowsAtCompileTime = traits<Ancestor>::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = traits<Ancestor>::MaxColsAtCompileTime
+  };
+
+  // even though we require Lhs and Rhs to have the same scalar type (see CwiseBinaryOp constructor),
+  // we still want to handle the case when the result type is different.
+  typedef typename result_of<
+                     BinaryOp(
+                       typename Lhs::Scalar,
+                       typename Rhs::Scalar
+                     )
+                   >::type Scalar;
+  typedef typename promote_storage_type<typename traits<Lhs>::StorageKind,
+                                           typename traits<Rhs>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<Lhs>::Index,
+                                         typename traits<Rhs>::Index>::type Index;
+  typedef typename Lhs::Nested LhsNested;
+  typedef typename Rhs::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  enum {
+    LhsCoeffReadCost = _LhsNested::CoeffReadCost,
+    RhsCoeffReadCost = _RhsNested::CoeffReadCost,
+    LhsFlags = _LhsNested::Flags,
+    RhsFlags = _RhsNested::Flags,
+    SameType = is_same<typename _LhsNested::Scalar,typename _RhsNested::Scalar>::value,
+    StorageOrdersAgree = (int(Lhs::Flags)&RowMajorBit)==(int(Rhs::Flags)&RowMajorBit),
+    Flags0 = (int(LhsFlags) | int(RhsFlags)) & (
+        HereditaryBits
+      | (int(LhsFlags) & int(RhsFlags) &
+           ( AlignedBit
+           | (StorageOrdersAgree ? LinearAccessBit : 0)
+           | (functor_traits<BinaryOp>::PacketAccess && StorageOrdersAgree && SameType ? PacketAccessBit : 0)
+           )
+        )
+     ),
+    Flags = (Flags0 & ~RowMajorBit) | (LhsFlags & RowMajorBit),
+    CoeffReadCost = LhsCoeffReadCost + RhsCoeffReadCost + functor_traits<BinaryOp>::Cost
+  };
+};
+} // end namespace internal
+
+// we require Lhs and Rhs to have the same scalar type. Currently there is no example of a binary functor
+// that would take two operands of different types. If there were such an example, then this check should be
+// moved to the BinaryOp functors, on a per-case basis. This would however require a change in the BinaryOp functors, as
+// currently they take only one typename Scalar template parameter.
+// It is tempting to always allow mixing different types but remember that this is often impossible in the vectorized paths.
+// So allowing mixing different types gives very unexpected errors when enabling vectorization, when the user tries to
+// add together a float matrix and a double matrix.
+#define EIGEN_CHECK_BINARY_COMPATIBILIY(BINOP,LHS,RHS) \
+  EIGEN_STATIC_ASSERT((internal::functor_is_product_like<BINOP>::ret \
+                        ? int(internal::scalar_product_traits<LHS, RHS>::Defined) \
+                        : int(internal::is_same<LHS, RHS>::value)), \
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+template<typename BinaryOp, typename Lhs, typename Rhs, typename StorageKind>
+class CwiseBinaryOpImpl;
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOp : internal::no_assignment_operator,
+  public CwiseBinaryOpImpl<
+          BinaryOp, Lhs, Rhs,
+          typename internal::promote_storage_type<typename internal::traits<Lhs>::StorageKind,
+                                           typename internal::traits<Rhs>::StorageKind>::ret>
+{
+  public:
+
+    typedef typename CwiseBinaryOpImpl<
+        BinaryOp, Lhs, Rhs,
+        typename internal::promote_storage_type<typename internal::traits<Lhs>::StorageKind,
+                                         typename internal::traits<Rhs>::StorageKind>::ret>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseBinaryOp)
+
+    typedef typename internal::nested<Lhs>::type LhsNested;
+    typedef typename internal::nested<Rhs>::type RhsNested;
+    typedef typename internal::remove_reference<LhsNested>::type _LhsNested;
+    typedef typename internal::remove_reference<RhsNested>::type _RhsNested;
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CwiseBinaryOp(const Lhs& aLhs, const Rhs& aRhs, const BinaryOp& func = BinaryOp())
+      : m_lhs(aLhs), m_rhs(aRhs), m_functor(func)
+    {
+      EIGEN_CHECK_BINARY_COMPATIBILIY(BinaryOp,typename Lhs::Scalar,typename Rhs::Scalar);
+      // require the sizes to match
+      EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Lhs, Rhs)
+      eigen_assert(aLhs.rows() == aRhs.rows() && aLhs.cols() == aRhs.cols());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rows() const {
+      // return the fixed size type if available to enable compile time optimizations
+      if (internal::traits<typename internal::remove_all<LhsNested>::type>::RowsAtCompileTime==Dynamic)
+        return m_rhs.rows();
+      else
+        return m_lhs.rows();
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index cols() const {
+      // return the fixed size type if available to enable compile time optimizations
+      if (internal::traits<typename internal::remove_all<LhsNested>::type>::ColsAtCompileTime==Dynamic)
+        return m_rhs.cols();
+      else
+        return m_lhs.cols();
+    }
+
+    /** \returns the left hand side nested expression */
+    EIGEN_DEVICE_FUNC
+    const _LhsNested& lhs() const { return m_lhs; }
+    /** \returns the right hand side nested expression */
+    EIGEN_DEVICE_FUNC
+    const _RhsNested& rhs() const { return m_rhs; }
+    /** \returns the functor representing the binary operation */
+    EIGEN_DEVICE_FUNC
+    const BinaryOp& functor() const { return m_functor; }
+
+  protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+    const BinaryOp m_functor;
+};
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp, Lhs, Rhs, Dense>
+  : public internal::dense_xpr_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >::type
+{
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> Derived;
+  public:
+
+    typedef typename internal::dense_xpr_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE( Derived )
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index rowId, Index colId) const
+    {
+      return derived().functor()(derived().lhs().coeff(rowId, colId),
+                                 derived().rhs().coeff(rowId, colId));
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index rowId, Index colId) const
+    {
+      return derived().functor().packetOp(derived().lhs().template packet<LoadMode>(rowId, colId),
+                                          derived().rhs().template packet<LoadMode>(rowId, colId));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index index) const
+    {
+      return derived().functor()(derived().lhs().coeff(index),
+                                 derived().rhs().coeff(index));
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index index) const
+    {
+      return derived().functor().packetOp(derived().lhs().template packet<LoadMode>(index),
+                                          derived().rhs().template packet<LoadMode>(index));
+    }
+};
+
+/** replaces \c *this by \c *this - \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+MatrixBase<Derived>::operator-=(const MatrixBase<OtherDerived> &other)
+{
+  SelfCwiseBinaryOp<internal::scalar_difference_op<Scalar>, Derived, OtherDerived> tmp(derived());
+  tmp = other.derived();
+  return derived();
+}
+
+/** replaces \c *this by \c *this + \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+MatrixBase<Derived>::operator+=(const MatrixBase<OtherDerived>& other)
+{
+  SelfCwiseBinaryOp<internal::scalar_sum_op<Scalar>, Derived, OtherDerived> tmp(derived());
+  tmp = other.derived();
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_BINARY_OP_H
+
diff --git a/third_party/eigen3/Eigen/src/Core/CwiseNullaryOp.h b/third_party/eigen3/Eigen/src/Core/CwiseNullaryOp.h
new file mode 100644
index 0000000000..1243831142
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CwiseNullaryOp.h
@@ -0,0 +1,875 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_CWISE_NULLARY_OP_H
+#define EIGEN_CWISE_NULLARY_OP_H
+
+namespace Eigen {
+
+/** \class CwiseNullaryOp
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression of a matrix where all coefficients are defined by a functor
+  *
+  * \param NullaryOp template functor implementing the operator
+  * \param PlainObjectType the underlying plain matrix/array type
+  *
+  * This class represents an expression of a generic nullary operator.
+  * It is the return type of the Ones(), Zero(), Constant(), Identity() and Random() methods,
+  * and most of the time this is the only way it is used.
+  *
+  * However, if you want to write a function returning such an expression, you
+  * will need to use this class.
+  *
+  * \sa class CwiseUnaryOp, class CwiseBinaryOp, DenseBase::NullaryExpr()
+  */
+
+namespace internal {
+template<typename NullaryOp, typename PlainObjectType>
+struct traits<CwiseNullaryOp<NullaryOp, PlainObjectType> > : traits<PlainObjectType>
+{
+  enum {
+    Flags = (traits<PlainObjectType>::Flags
+      & (  HereditaryBits
+         | (functor_has_linear_access<NullaryOp>::ret ? LinearAccessBit : 0)
+         | (functor_traits<NullaryOp>::PacketAccess ? PacketAccessBit : 0)))
+      | (functor_traits<NullaryOp>::IsRepeatable ? 0 : EvalBeforeNestingBit),
+    CoeffReadCost = functor_traits<NullaryOp>::Cost
+  };
+};
+}
+
+template<typename NullaryOp, typename PlainObjectType>
+class CwiseNullaryOp : internal::no_assignment_operator,
+  public internal::dense_xpr_base< CwiseNullaryOp<NullaryOp, PlainObjectType> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<CwiseNullaryOp>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(CwiseNullaryOp)
+
+    EIGEN_DEVICE_FUNC
+    CwiseNullaryOp(Index nbRows, Index nbCols, const NullaryOp& func = NullaryOp())
+      : m_rows(nbRows), m_cols(nbCols), m_functor(func)
+    {
+      eigen_assert(nbRows >= 0
+            && (RowsAtCompileTime == Dynamic || RowsAtCompileTime == nbRows)
+            &&  nbCols >= 0
+            && (ColsAtCompileTime == Dynamic || ColsAtCompileTime == nbCols));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rows() const { return m_rows.value(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index cols() const { return m_cols.value(); }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index rowId, Index colId) const
+    {
+      return m_functor(rowId, colId);
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index rowId, Index colId) const
+    {
+      return m_functor.packetOp(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index index) const
+    {
+      return m_functor(index);
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index index) const
+    {
+      return m_functor.packetOp(index);
+    }
+
+    /** \returns the functor representing the nullary operation */
+    EIGEN_DEVICE_FUNC
+    const NullaryOp& functor() const { return m_functor; }
+
+  protected:
+    const internal::variable_if_dynamic<Index, RowsAtCompileTime> m_rows;
+    const internal::variable_if_dynamic<Index, ColsAtCompileTime> m_cols;
+    const NullaryOp m_functor;
+};
+
+
+/** \returns an expression of a matrix defined by a custom functor \a func
+  *
+  * The parameters \a rows and \a cols are the number of rows and of columns of
+  * the returned matrix. Must be compatible with this MatrixBase type.
+  *
+  * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
+  * it is redundant to pass \a rows and \a cols as arguments, so Zero() should be used
+  * instead.
+  *
+  * The template parameter \a CustomNullaryOp is the type of the functor.
+  *
+  * \sa class CwiseNullaryOp
+  */
+template<typename Derived>
+template<typename CustomNullaryOp>
+EIGEN_STRONG_INLINE const CwiseNullaryOp<CustomNullaryOp, Derived>
+DenseBase<Derived>::NullaryExpr(Index rows, Index cols, const CustomNullaryOp& func)
+{
+  return CwiseNullaryOp<CustomNullaryOp, Derived>(rows, cols, func);
+}
+
+/** \returns an expression of a matrix defined by a custom functor \a func
+  *
+  * The parameter \a size is the size of the returned vector.
+  * Must be compatible with this MatrixBase type.
+  *
+  * \only_for_vectors
+  *
+  * This variant is meant to be used for dynamic-size vector types. For fixed-size types,
+  * it is redundant to pass \a size as argument, so Zero() should be used
+  * instead.
+  *
+  * The template parameter \a CustomNullaryOp is the type of the functor.
+  *
+  * Here is an example with C++11 random generators: \include random_cpp11.cpp
+  * Output: \verbinclude random_cpp11.out
+  * 
+  * \sa class CwiseNullaryOp
+  */
+template<typename Derived>
+template<typename CustomNullaryOp>
+EIGEN_STRONG_INLINE const CwiseNullaryOp<CustomNullaryOp, Derived>
+DenseBase<Derived>::NullaryExpr(Index size, const CustomNullaryOp& func)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  if(RowsAtCompileTime == 1) return CwiseNullaryOp<CustomNullaryOp, Derived>(1, size, func);
+  else return CwiseNullaryOp<CustomNullaryOp, Derived>(size, 1, func);
+}
+
+/** \returns an expression of a matrix defined by a custom functor \a func
+  *
+  * This variant is only for fixed-size DenseBase types. For dynamic-size types, you
+  * need to use the variants taking size arguments.
+  *
+  * The template parameter \a CustomNullaryOp is the type of the functor.
+  *
+  * \sa class CwiseNullaryOp
+  */
+template<typename Derived>
+template<typename CustomNullaryOp>
+EIGEN_STRONG_INLINE const CwiseNullaryOp<CustomNullaryOp, Derived>
+DenseBase<Derived>::NullaryExpr(const CustomNullaryOp& func)
+{
+  return CwiseNullaryOp<CustomNullaryOp, Derived>(RowsAtCompileTime, ColsAtCompileTime, func);
+}
+
+/** \returns an expression of a constant matrix of value \a value
+  *
+  * The parameters \a nbRows and \a nbCols are the number of rows and of columns of
+  * the returned matrix. Must be compatible with this DenseBase type.
+  *
+  * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
+  * it is redundant to pass \a nbRows and \a nbCols as arguments, so Zero() should be used
+  * instead.
+  *
+  * The template parameter \a CustomNullaryOp is the type of the functor.
+  *
+  * \sa class CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Constant(Index nbRows, Index nbCols, const Scalar& value)
+{
+  return DenseBase<Derived>::NullaryExpr(nbRows, nbCols, internal::scalar_constant_op<Scalar>(value));
+}
+
+/** \returns an expression of a constant matrix of value \a value
+  *
+  * The parameter \a size is the size of the returned vector.
+  * Must be compatible with this DenseBase type.
+  *
+  * \only_for_vectors
+  *
+  * This variant is meant to be used for dynamic-size vector types. For fixed-size types,
+  * it is redundant to pass \a size as argument, so Zero() should be used
+  * instead.
+  *
+  * The template parameter \a CustomNullaryOp is the type of the functor.
+  *
+  * \sa class CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Constant(Index size, const Scalar& value)
+{
+  return DenseBase<Derived>::NullaryExpr(size, internal::scalar_constant_op<Scalar>(value));
+}
+
+/** \returns an expression of a constant matrix of value \a value
+  *
+  * This variant is only for fixed-size DenseBase types. For dynamic-size types, you
+  * need to use the variants taking size arguments.
+  *
+  * The template parameter \a CustomNullaryOp is the type of the functor.
+  *
+  * \sa class CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Constant(const Scalar& value)
+{
+  EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
+  return DenseBase<Derived>::NullaryExpr(RowsAtCompileTime, ColsAtCompileTime, internal::scalar_constant_op<Scalar>(value));
+}
+
+/**
+  * \brief Sets a linearly space vector.
+  *
+  * The function generates 'size' equally spaced values in the closed interval [low,high].
+  * This particular version of LinSpaced() uses sequential access, i.e. vector access is
+  * assumed to be a(0), a(1), ..., a(size). This assumption allows for better vectorization
+  * and yields faster code than the random access version.
+  *
+  * When size is set to 1, a vector of length 1 containing 'high' is returned.
+  *
+  * \only_for_vectors
+  *
+  * Example: \include DenseBase_LinSpaced_seq.cpp
+  * Output: \verbinclude DenseBase_LinSpaced_seq.out
+  *
+  * \sa setLinSpaced(Index,const Scalar&,const Scalar&), LinSpaced(Index,Scalar,Scalar), CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::SequentialLinSpacedReturnType
+DenseBase<Derived>::LinSpaced(Sequential_t, Index size, const Scalar& low, const Scalar& high)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return DenseBase<Derived>::NullaryExpr(size, internal::linspaced_op<Scalar,false>(low,high,size));
+}
+
+/**
+  * \copydoc DenseBase::LinSpaced(Sequential_t, Index, const Scalar&, const Scalar&)
+  * Special version for fixed size types which does not require the size parameter.
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::SequentialLinSpacedReturnType
+DenseBase<Derived>::LinSpaced(Sequential_t, const Scalar& low, const Scalar& high)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
+  return DenseBase<Derived>::NullaryExpr(Derived::SizeAtCompileTime, internal::linspaced_op<Scalar,false>(low,high,Derived::SizeAtCompileTime));
+}
+
+/**
+  * \brief Sets a linearly space vector.
+  *
+  * The function generates 'size' equally spaced values in the closed interval [low,high].
+  * When size is set to 1, a vector of length 1 containing 'high' is returned.
+  *
+  * \only_for_vectors
+  *
+  * Example: \include DenseBase_LinSpaced.cpp
+  * Output: \verbinclude DenseBase_LinSpaced.out
+  *
+  * \sa setLinSpaced(Index,const Scalar&,const Scalar&), LinSpaced(Sequential_t,Index,const Scalar&,const Scalar&,Index), CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomAccessLinSpacedReturnType
+DenseBase<Derived>::LinSpaced(Index size, const Scalar& low, const Scalar& high)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return DenseBase<Derived>::NullaryExpr(size, internal::linspaced_op<Scalar,true>(low,high,size));
+}
+
+/**
+  * \copydoc DenseBase::LinSpaced(Index, const Scalar&, const Scalar&)
+  * Special version for fixed size types which does not require the size parameter.
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomAccessLinSpacedReturnType
+DenseBase<Derived>::LinSpaced(const Scalar& low, const Scalar& high)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
+  return DenseBase<Derived>::NullaryExpr(Derived::SizeAtCompileTime, internal::linspaced_op<Scalar,true>(low,high,Derived::SizeAtCompileTime));
+}
+
+/** \returns true if all coefficients in this matrix are approximately equal to \a val, to within precision \a prec */
+template<typename Derived>
+bool DenseBase<Derived>::isApproxToConstant
+(const Scalar& val, const RealScalar& prec) const
+{
+  for(Index j = 0; j < cols(); ++j)
+    for(Index i = 0; i < rows(); ++i)
+      if(!internal::isApprox(this->coeff(i, j), val, prec))
+        return false;
+  return true;
+}
+
+/** This is just an alias for isApproxToConstant().
+  *
+  * \returns true if all coefficients in this matrix are approximately equal to \a value, to within precision \a prec */
+template<typename Derived>
+bool DenseBase<Derived>::isConstant
+(const Scalar& val, const RealScalar& prec) const
+{
+  return isApproxToConstant(val, prec);
+}
+
+/** Alias for setConstant(): sets all coefficients in this expression to \a val.
+  *
+  * \sa setConstant(), Constant(), class CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE void DenseBase<Derived>::fill(const Scalar& val)
+{
+  setConstant(val);
+}
+
+/** Sets all coefficients in this expression to \a value.
+  *
+  * \sa fill(), setConstant(Index,const Scalar&), setConstant(Index,Index,const Scalar&), setZero(), setOnes(), Constant(), class CwiseNullaryOp, setZero(), setOnes()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setConstant(const Scalar& val)
+{
+  return derived() = Constant(rows(), cols(), val);
+}
+
+/** Resizes to the given \a size, and sets all coefficients in this expression to the given \a value.
+  *
+  * \only_for_vectors
+  *
+  * Example: \include Matrix_setConstant_int.cpp
+  * Output: \verbinclude Matrix_setConstant_int.out
+  *
+  * \sa MatrixBase::setConstant(const Scalar&), setConstant(Index,Index,const Scalar&), class CwiseNullaryOp, MatrixBase::Constant(const Scalar&)
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setConstant(Index size, const Scalar& val)
+{
+  resize(size);
+  return setConstant(val);
+}
+
+/** Resizes to the given size, and sets all coefficients in this expression to the given \a value.
+  *
+  * \param nbRows the new number of rows
+  * \param nbCols the new number of columns
+  * \param val the value to which all coefficients are set
+  *
+  * Example: \include Matrix_setConstant_int_int.cpp
+  * Output: \verbinclude Matrix_setConstant_int_int.out
+  *
+  * \sa MatrixBase::setConstant(const Scalar&), setConstant(Index,const Scalar&), class CwiseNullaryOp, MatrixBase::Constant(const Scalar&)
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setConstant(Index nbRows, Index nbCols, const Scalar& val)
+{
+  resize(nbRows, nbCols);
+  return setConstant(val);
+}
+
+/**
+  * \brief Sets a linearly space vector.
+  *
+  * The function generates 'size' equally spaced values in the closed interval [low,high].
+  * When size is set to 1, a vector of length 1 containing 'high' is returned.
+  *
+  * \only_for_vectors
+  *
+  * Example: \include DenseBase_setLinSpaced.cpp
+  * Output: \verbinclude DenseBase_setLinSpaced.out
+  *
+  * \sa CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setLinSpaced(Index newSize, const Scalar& low, const Scalar& high)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return derived() = Derived::NullaryExpr(newSize, internal::linspaced_op<Scalar,false>(low,high,newSize));
+}
+
+/**
+  * \brief Sets a linearly space vector.
+  *
+  * The function fill *this with equally spaced values in the closed interval [low,high].
+  * When size is set to 1, a vector of length 1 containing 'high' is returned.
+  *
+  * \only_for_vectors
+  *
+  * \sa setLinSpaced(Index, const Scalar&, const Scalar&), CwiseNullaryOp
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setLinSpaced(const Scalar& low, const Scalar& high)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return setLinSpaced(size(), low, high);
+}
+
+// zero:
+
+/** \returns an expression of a zero matrix.
+  *
+  * The parameters \a rows and \a cols are the number of rows and of columns of
+  * the returned matrix. Must be compatible with this MatrixBase type.
+  *
+  * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
+  * it is redundant to pass \a rows and \a cols as arguments, so Zero() should be used
+  * instead.
+  *
+  * Example: \include MatrixBase_zero_int_int.cpp
+  * Output: \verbinclude MatrixBase_zero_int_int.out
+  *
+  * \sa Zero(), Zero(Index)
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Zero(Index nbRows, Index nbCols)
+{
+  return Constant(nbRows, nbCols, Scalar(0));
+}
+
+/** \returns an expression of a zero vector.
+  *
+  * The parameter \a size is the size of the returned vector.
+  * Must be compatible with this MatrixBase type.
+  *
+  * \only_for_vectors
+  *
+  * This variant is meant to be used for dynamic-size vector types. For fixed-size types,
+  * it is redundant to pass \a size as argument, so Zero() should be used
+  * instead.
+  *
+  * Example: \include MatrixBase_zero_int.cpp
+  * Output: \verbinclude MatrixBase_zero_int.out
+  *
+  * \sa Zero(), Zero(Index,Index)
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Zero(Index size)
+{
+  return Constant(size, Scalar(0));
+}
+
+/** \returns an expression of a fixed-size zero matrix or vector.
+  *
+  * This variant is only for fixed-size MatrixBase types. For dynamic-size types, you
+  * need to use the variants taking size arguments.
+  *
+  * Example: \include MatrixBase_zero.cpp
+  * Output: \verbinclude MatrixBase_zero.out
+  *
+  * \sa Zero(Index), Zero(Index,Index)
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Zero()
+{
+  return Constant(Scalar(0));
+}
+
+/** \returns true if *this is approximately equal to the zero matrix,
+  *          within the precision given by \a prec.
+  *
+  * Example: \include MatrixBase_isZero.cpp
+  * Output: \verbinclude MatrixBase_isZero.out
+  *
+  * \sa class CwiseNullaryOp, Zero()
+  */
+template<typename Derived>
+bool DenseBase<Derived>::isZero(const RealScalar& prec) const
+{
+  for(Index j = 0; j < cols(); ++j)
+    for(Index i = 0; i < rows(); ++i)
+      if(!internal::isMuchSmallerThan(this->coeff(i, j), static_cast<Scalar>(1), prec))
+        return false;
+  return true;
+}
+
+/** Sets all coefficients in this expression to zero.
+  *
+  * Example: \include MatrixBase_setZero.cpp
+  * Output: \verbinclude MatrixBase_setZero.out
+  *
+  * \sa class CwiseNullaryOp, Zero()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setZero()
+{
+  return setConstant(Scalar(0));
+}
+
+/** Resizes to the given \a size, and sets all coefficients in this expression to zero.
+  *
+  * \only_for_vectors
+  *
+  * Example: \include Matrix_setZero_int.cpp
+  * Output: \verbinclude Matrix_setZero_int.out
+  *
+  * \sa DenseBase::setZero(), setZero(Index,Index), class CwiseNullaryOp, DenseBase::Zero()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setZero(Index newSize)
+{
+  resize(newSize);
+  return setConstant(Scalar(0));
+}
+
+/** Resizes to the given size, and sets all coefficients in this expression to zero.
+  *
+  * \param nbRows the new number of rows
+  * \param nbCols the new number of columns
+  *
+  * Example: \include Matrix_setZero_int_int.cpp
+  * Output: \verbinclude Matrix_setZero_int_int.out
+  *
+  * \sa DenseBase::setZero(), setZero(Index), class CwiseNullaryOp, DenseBase::Zero()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setZero(Index nbRows, Index nbCols)
+{
+  resize(nbRows, nbCols);
+  return setConstant(Scalar(0));
+}
+
+// ones:
+
+/** \returns an expression of a matrix where all coefficients equal one.
+  *
+  * The parameters \a nbRows and \a nbCols are the number of rows and of columns of
+  * the returned matrix. Must be compatible with this MatrixBase type.
+  *
+  * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
+  * it is redundant to pass \a rows and \a cols as arguments, so Ones() should be used
+  * instead.
+  *
+  * Example: \include MatrixBase_ones_int_int.cpp
+  * Output: \verbinclude MatrixBase_ones_int_int.out
+  *
+  * \sa Ones(), Ones(Index), isOnes(), class Ones
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Ones(Index nbRows, Index nbCols)
+{
+  return Constant(nbRows, nbCols, Scalar(1));
+}
+
+/** \returns an expression of a vector where all coefficients equal one.
+  *
+  * The parameter \a newSize is the size of the returned vector.
+  * Must be compatible with this MatrixBase type.
+  *
+  * \only_for_vectors
+  *
+  * This variant is meant to be used for dynamic-size vector types. For fixed-size types,
+  * it is redundant to pass \a size as argument, so Ones() should be used
+  * instead.
+  *
+  * Example: \include MatrixBase_ones_int.cpp
+  * Output: \verbinclude MatrixBase_ones_int.out
+  *
+  * \sa Ones(), Ones(Index,Index), isOnes(), class Ones
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Ones(Index newSize)
+{
+  return Constant(newSize, Scalar(1));
+}
+
+/** \returns an expression of a fixed-size matrix or vector where all coefficients equal one.
+  *
+  * This variant is only for fixed-size MatrixBase types. For dynamic-size types, you
+  * need to use the variants taking size arguments.
+  *
+  * Example: \include MatrixBase_ones.cpp
+  * Output: \verbinclude MatrixBase_ones.out
+  *
+  * \sa Ones(Index), Ones(Index,Index), isOnes(), class Ones
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+DenseBase<Derived>::Ones()
+{
+  return Constant(Scalar(1));
+}
+
+/** \returns true if *this is approximately equal to the matrix where all coefficients
+  *          are equal to 1, within the precision given by \a prec.
+  *
+  * Example: \include MatrixBase_isOnes.cpp
+  * Output: \verbinclude MatrixBase_isOnes.out
+  *
+  * \sa class CwiseNullaryOp, Ones()
+  */
+template<typename Derived>
+bool DenseBase<Derived>::isOnes
+(const RealScalar& prec) const
+{
+  return isApproxToConstant(Scalar(1), prec);
+}
+
+/** Sets all coefficients in this expression to one.
+  *
+  * Example: \include MatrixBase_setOnes.cpp
+  * Output: \verbinclude MatrixBase_setOnes.out
+  *
+  * \sa class CwiseNullaryOp, Ones()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setOnes()
+{
+  return setConstant(Scalar(1));
+}
+
+/** Resizes to the given \a newSize, and sets all coefficients in this expression to one.
+  *
+  * \only_for_vectors
+  *
+  * Example: \include Matrix_setOnes_int.cpp
+  * Output: \verbinclude Matrix_setOnes_int.out
+  *
+  * \sa MatrixBase::setOnes(), setOnes(Index,Index), class CwiseNullaryOp, MatrixBase::Ones()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setOnes(Index newSize)
+{
+  resize(newSize);
+  return setConstant(Scalar(1));
+}
+
+/** Resizes to the given size, and sets all coefficients in this expression to one.
+  *
+  * \param nbRows the new number of rows
+  * \param nbCols the new number of columns
+  *
+  * Example: \include Matrix_setOnes_int_int.cpp
+  * Output: \verbinclude Matrix_setOnes_int_int.out
+  *
+  * \sa MatrixBase::setOnes(), setOnes(Index), class CwiseNullaryOp, MatrixBase::Ones()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setOnes(Index nbRows, Index nbCols)
+{
+  resize(nbRows, nbCols);
+  return setConstant(Scalar(1));
+}
+
+// Identity:
+
+/** \returns an expression of the identity matrix (not necessarily square).
+  *
+  * The parameters \a nbRows and \a nbCols are the number of rows and of columns of
+  * the returned matrix. Must be compatible with this MatrixBase type.
+  *
+  * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
+  * it is redundant to pass \a rows and \a cols as arguments, so Identity() should be used
+  * instead.
+  *
+  * Example: \include MatrixBase_identity_int_int.cpp
+  * Output: \verbinclude MatrixBase_identity_int_int.out
+  *
+  * \sa Identity(), setIdentity(), isIdentity()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::IdentityReturnType
+MatrixBase<Derived>::Identity(Index nbRows, Index nbCols)
+{
+  return DenseBase<Derived>::NullaryExpr(nbRows, nbCols, internal::scalar_identity_op<Scalar>());
+}
+
+/** \returns an expression of the identity matrix (not necessarily square).
+  *
+  * This variant is only for fixed-size MatrixBase types. For dynamic-size types, you
+  * need to use the variant taking size arguments.
+  *
+  * Example: \include MatrixBase_identity.cpp
+  * Output: \verbinclude MatrixBase_identity.out
+  *
+  * \sa Identity(Index,Index), setIdentity(), isIdentity()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::IdentityReturnType
+MatrixBase<Derived>::Identity()
+{
+  EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
+  return MatrixBase<Derived>::NullaryExpr(RowsAtCompileTime, ColsAtCompileTime, internal::scalar_identity_op<Scalar>());
+}
+
+/** \returns true if *this is approximately equal to the identity matrix
+  *          (not necessarily square),
+  *          within the precision given by \a prec.
+  *
+  * Example: \include MatrixBase_isIdentity.cpp
+  * Output: \verbinclude MatrixBase_isIdentity.out
+  *
+  * \sa class CwiseNullaryOp, Identity(), Identity(Index,Index), setIdentity()
+  */
+template<typename Derived>
+bool MatrixBase<Derived>::isIdentity
+(const RealScalar& prec) const
+{
+  for(Index j = 0; j < cols(); ++j)
+  {
+    for(Index i = 0; i < rows(); ++i)
+    {
+      if(i == j)
+      {
+        if(!internal::isApprox(this->coeff(i, j), static_cast<Scalar>(1), prec))
+          return false;
+      }
+      else
+      {
+        if(!internal::isMuchSmallerThan(this->coeff(i, j), static_cast<RealScalar>(1), prec))
+          return false;
+      }
+    }
+  }
+  return true;
+}
+
+namespace internal {
+
+template<typename Derived, bool Big = (Derived::SizeAtCompileTime>=16)>
+struct setIdentity_impl
+{
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& run(Derived& m)
+  {
+    return m = Derived::Identity(m.rows(), m.cols());
+  }
+};
+
+template<typename Derived>
+struct setIdentity_impl<Derived, true>
+{
+  typedef typename Derived::Index Index;
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Derived& run(Derived& m)
+  {
+    m.setZero();
+    const Index size = (std::min)(m.rows(), m.cols());
+    for(Index i = 0; i < size; ++i) m.coeffRef(i,i) = typename Derived::Scalar(1);
+    return m;
+  }
+};
+
+} // end namespace internal
+
+/** Writes the identity expression (not necessarily square) into *this.
+  *
+  * Example: \include MatrixBase_setIdentity.cpp
+  * Output: \verbinclude MatrixBase_setIdentity.out
+  *
+  * \sa class CwiseNullaryOp, Identity(), Identity(Index,Index), isIdentity()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::setIdentity()
+{
+  return internal::setIdentity_impl<Derived>::run(derived());
+}
+
+/** \brief Resizes to the given size, and writes the identity expression (not necessarily square) into *this.
+  *
+  * \param nbRows the new number of rows
+  * \param nbCols the new number of columns
+  *
+  * Example: \include Matrix_setIdentity_int_int.cpp
+  * Output: \verbinclude Matrix_setIdentity_int_int.out
+  *
+  * \sa MatrixBase::setIdentity(), class CwiseNullaryOp, MatrixBase::Identity()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::setIdentity(Index nbRows, Index nbCols)
+{
+  derived().resize(nbRows, nbCols);
+  return setIdentity();
+}
+
+/** \returns an expression of the i-th unit (basis) vector.
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::Unit(Index), MatrixBase::UnitX(), MatrixBase::UnitY(), MatrixBase::UnitZ(), MatrixBase::UnitW()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::Unit(Index newSize, Index i)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return BasisReturnType(SquareMatrixType::Identity(newSize,newSize), i);
+}
+
+/** \returns an expression of the i-th unit (basis) vector.
+  *
+  * \only_for_vectors
+  *
+  * This variant is for fixed-size vector only.
+  *
+  * \sa MatrixBase::Unit(Index,Index), MatrixBase::UnitX(), MatrixBase::UnitY(), MatrixBase::UnitZ(), MatrixBase::UnitW()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::Unit(Index i)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return BasisReturnType(SquareMatrixType::Identity(),i);
+}
+
+/** \returns an expression of the X axis unit vector (1{,0}^*)
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::Unit(Index,Index), MatrixBase::Unit(Index), MatrixBase::UnitY(), MatrixBase::UnitZ(), MatrixBase::UnitW()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::UnitX()
+{ return Derived::Unit(0); }
+
+/** \returns an expression of the Y axis unit vector (0,1{,0}^*)
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::Unit(Index,Index), MatrixBase::Unit(Index), MatrixBase::UnitY(), MatrixBase::UnitZ(), MatrixBase::UnitW()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::UnitY()
+{ return Derived::Unit(1); }
+
+/** \returns an expression of the Z axis unit vector (0,0,1{,0}^*)
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::Unit(Index,Index), MatrixBase::Unit(Index), MatrixBase::UnitY(), MatrixBase::UnitZ(), MatrixBase::UnitW()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::UnitZ()
+{ return Derived::Unit(2); }
+
+/** \returns an expression of the W axis unit vector (0,0,0,1)
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::Unit(Index,Index), MatrixBase::Unit(Index), MatrixBase::UnitY(), MatrixBase::UnitZ(), MatrixBase::UnitW()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::UnitW()
+{ return Derived::Unit(3); }
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_NULLARY_OP_H
diff --git a/third_party/eigen3/Eigen/src/Core/CwiseUnaryOp.h b/third_party/eigen3/Eigen/src/Core/CwiseUnaryOp.h
new file mode 100644
index 0000000000..aa7df197f9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CwiseUnaryOp.h
@@ -0,0 +1,135 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_CWISE_UNARY_OP_H
+#define EIGEN_CWISE_UNARY_OP_H
+
+namespace Eigen { 
+
+/** \class CwiseUnaryOp
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression where a coefficient-wise unary operator is applied to an expression
+  *
+  * \param UnaryOp template functor implementing the operator
+  * \param XprType the type of the expression to which we are applying the unary operator
+  *
+  * This class represents an expression where a unary operator is applied to an expression.
+  * It is the return type of all operations taking exactly 1 input expression, regardless of the
+  * presence of other inputs such as scalars. For example, the operator* in the expression 3*matrix
+  * is considered unary, because only the right-hand side is an expression, and its
+  * return type is a specialization of CwiseUnaryOp.
+  *
+  * Most of the time, this is the only way that it is used, so you typically don't have to name
+  * CwiseUnaryOp types explicitly.
+  *
+  * \sa MatrixBase::unaryExpr(const CustomUnaryOp &) const, class CwiseBinaryOp, class CwiseNullaryOp
+  */
+
+namespace internal {
+template<typename UnaryOp, typename XprType>
+struct traits<CwiseUnaryOp<UnaryOp, XprType> >
+ : traits<XprType>
+{
+  typedef typename result_of<
+                     UnaryOp(typename XprType::Scalar)
+                   >::type Scalar;
+  typedef typename XprType::Nested XprTypeNested;
+  typedef typename remove_reference<XprTypeNested>::type _XprTypeNested;
+  enum {
+    Flags = _XprTypeNested::Flags & (
+      HereditaryBits | LinearAccessBit | AlignedBit
+      | (functor_traits<UnaryOp>::PacketAccess ? PacketAccessBit : 0)),
+    CoeffReadCost = _XprTypeNested::CoeffReadCost + functor_traits<UnaryOp>::Cost
+  };
+};
+}
+
+template<typename UnaryOp, typename XprType, typename StorageKind>
+class CwiseUnaryOpImpl;
+
+template<typename UnaryOp, typename XprType>
+class CwiseUnaryOp : internal::no_assignment_operator,
+  public CwiseUnaryOpImpl<UnaryOp, XprType, typename internal::traits<XprType>::StorageKind>
+{
+  public:
+
+    typedef typename CwiseUnaryOpImpl<UnaryOp, XprType,typename internal::traits<XprType>::StorageKind>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseUnaryOp)
+
+    EIGEN_DEVICE_FUNC
+    inline CwiseUnaryOp(const XprType& xpr, const UnaryOp& func = UnaryOp())
+      : m_xpr(xpr), m_functor(func) {}
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rows() const { return m_xpr.rows(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index cols() const { return m_xpr.cols(); }
+
+    /** \returns the functor representing the unary operation */
+    EIGEN_DEVICE_FUNC
+    const UnaryOp& functor() const { return m_functor; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    nestedExpression() const { return m_xpr; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    typename internal::remove_all<typename XprType::Nested>::type&
+    nestedExpression() { return m_xpr.const_cast_derived(); }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const UnaryOp m_functor;
+};
+
+// This is the generic implementation for dense storage.
+// It can be used for any expression types implementing the dense concept.
+template<typename UnaryOp, typename XprType>
+class CwiseUnaryOpImpl<UnaryOp,XprType,Dense>
+  : public internal::dense_xpr_base<CwiseUnaryOp<UnaryOp, XprType> >::type
+{
+  public:
+
+    typedef CwiseUnaryOp<UnaryOp, XprType> Derived;
+    typedef typename internal::dense_xpr_base<CwiseUnaryOp<UnaryOp, XprType> >::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Derived)
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index rowId, Index colId) const
+    {
+      return derived().functor()(derived().nestedExpression().coeff(rowId, colId));
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index rowId, Index colId) const
+    {
+      return derived().functor().packetOp(derived().nestedExpression().template packet<LoadMode>(rowId, colId));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index index) const
+    {
+      return derived().functor()(derived().nestedExpression().coeff(index));
+    }
+
+    template<int LoadMode>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE PacketScalar packet(Index index) const
+    {
+      return derived().functor().packetOp(derived().nestedExpression().template packet<LoadMode>(index));
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_UNARY_OP_H
diff --git a/third_party/eigen3/Eigen/src/Core/CwiseUnaryView.h b/third_party/eigen3/Eigen/src/Core/CwiseUnaryView.h
new file mode 100644
index 0000000000..b2638d3265
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/CwiseUnaryView.h
@@ -0,0 +1,139 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_CWISE_UNARY_VIEW_H
+#define EIGEN_CWISE_UNARY_VIEW_H
+
+namespace Eigen {
+
+/** \class CwiseUnaryView
+  * \ingroup Core_Module
+  *
+  * \brief Generic lvalue expression of a coefficient-wise unary operator of a matrix or a vector
+  *
+  * \param ViewOp template functor implementing the view
+  * \param MatrixType the type of the matrix we are applying the unary operator
+  *
+  * This class represents a lvalue expression of a generic unary view operator of a matrix or a vector.
+  * It is the return type of real() and imag(), and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::unaryViewExpr(const CustomUnaryOp &) const, class CwiseUnaryOp
+  */
+
+namespace internal {
+template<typename ViewOp, typename MatrixType>
+struct traits<CwiseUnaryView<ViewOp, MatrixType> >
+ : traits<MatrixType>
+{
+  typedef typename result_of<
+                     ViewOp(typename traits<MatrixType>::Scalar)
+                   >::type Scalar;
+  typedef typename MatrixType::Nested MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+  enum {
+    Flags = (traits<_MatrixTypeNested>::Flags & (HereditaryBits | LvalueBit | LinearAccessBit | DirectAccessBit)),
+    CoeffReadCost = traits<_MatrixTypeNested>::CoeffReadCost + functor_traits<ViewOp>::Cost,
+    MatrixTypeInnerStride =  inner_stride_at_compile_time<MatrixType>::ret,
+    // need to cast the sizeof's from size_t to int explicitly, otherwise:
+    // "error: no integral type can represent all of the enumerator values
+    InnerStrideAtCompileTime = MatrixTypeInnerStride == Dynamic
+                             ? int(Dynamic)
+                             : int(MatrixTypeInnerStride) * int(sizeof(typename traits<MatrixType>::Scalar) / sizeof(Scalar)),
+    OuterStrideAtCompileTime = outer_stride_at_compile_time<MatrixType>::ret == Dynamic
+                             ? int(Dynamic)
+                             : outer_stride_at_compile_time<MatrixType>::ret * int(sizeof(typename traits<MatrixType>::Scalar) / sizeof(Scalar))
+  };
+};
+}
+
+template<typename ViewOp, typename MatrixType, typename StorageKind>
+class CwiseUnaryViewImpl;
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryView : public CwiseUnaryViewImpl<ViewOp, MatrixType, typename internal::traits<MatrixType>::StorageKind>
+{
+  public:
+
+    typedef typename CwiseUnaryViewImpl<ViewOp, MatrixType,typename internal::traits<MatrixType>::StorageKind>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseUnaryView)
+
+    inline CwiseUnaryView(const MatrixType& mat, const ViewOp& func = ViewOp())
+      : m_matrix(mat), m_functor(func) {}
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(CwiseUnaryView)
+
+    EIGEN_STRONG_INLINE Index rows() const { return m_matrix.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return m_matrix.cols(); }
+
+    /** \returns the functor representing unary operation */
+    const ViewOp& functor() const { return m_functor; }
+
+    /** \returns the nested expression */
+    const typename internal::remove_all<typename MatrixType::Nested>::type&
+    nestedExpression() const { return m_matrix; }
+
+    /** \returns the nested expression */
+    typename internal::remove_all<typename MatrixType::Nested>::type&
+    nestedExpression() { return m_matrix.const_cast_derived(); }
+
+  protected:
+    // FIXME changed from MatrixType::Nested because of a weird compilation error with sun CC
+    typename internal::nested<MatrixType>::type m_matrix;
+    ViewOp m_functor;
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Dense>
+  : public internal::dense_xpr_base< CwiseUnaryView<ViewOp, MatrixType> >::type
+{
+  public:
+
+    typedef CwiseUnaryView<ViewOp, MatrixType> Derived;
+    typedef typename internal::dense_xpr_base< CwiseUnaryView<ViewOp, MatrixType> >::type Base;
+
+    EIGEN_DENSE_PUBLIC_INTERFACE(Derived)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(CwiseUnaryViewImpl)
+    
+    inline Scalar* data() { return &coeffRef(0); }
+    inline const Scalar* data() const { return &coeff(0); }
+
+    inline Index innerStride() const
+    {
+      return derived().nestedExpression().innerStride() * sizeof(typename internal::traits<MatrixType>::Scalar) / sizeof(Scalar);
+    }
+
+    inline Index outerStride() const
+    {
+      return derived().nestedExpression().outerStride() * sizeof(typename internal::traits<MatrixType>::Scalar) / sizeof(Scalar);
+    }
+
+    EIGEN_STRONG_INLINE CoeffReturnType coeff(Index row, Index col) const
+    {
+      return derived().functor()(derived().nestedExpression().coeff(row, col));
+    }
+
+    EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+    {
+      return derived().functor()(derived().nestedExpression().coeff(index));
+    }
+
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index row, Index col)
+    {
+      return derived().functor()(const_cast_derived().nestedExpression().coeffRef(row, col));
+    }
+
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+    {
+      return derived().functor()(const_cast_derived().nestedExpression().coeffRef(index));
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_UNARY_VIEW_H
diff --git a/third_party/eigen3/Eigen/src/Core/DenseBase.h b/third_party/eigen3/Eigen/src/Core/DenseBase.h
new file mode 100644
index 0000000000..55cec0bc26
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/DenseBase.h
@@ -0,0 +1,561 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2010 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_DENSEBASE_H
+#define EIGEN_DENSEBASE_H
+
+namespace Eigen {
+
+namespace internal {
+  
+// The index type defined by EIGEN_DEFAULT_DENSE_INDEX_TYPE must be a signed type.
+// This dummy function simply aims at checking that at compile time.
+static inline void check_DenseIndex_is_signed() {
+  EIGEN_STATIC_ASSERT(NumTraits<DenseIndex>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE); 
+}
+
+} // end namespace internal
+  
+/** \class DenseBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for all dense matrices, vectors, and arrays
+  *
+  * This class is the base that is inherited by all dense objects (matrix, vector, arrays,
+  * and related expression types). The common Eigen API for dense objects is contained in this class.
+  *
+  * \tparam Derived is the derived type, e.g., a matrix type or an expression.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_DENSEBASE_PLUGIN.
+  *
+  * \sa \ref TopicClassHierarchy
+  */
+template<typename Derived> class DenseBase
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  : public internal::special_scalar_op_base<Derived,typename internal::traits<Derived>::Scalar,
+                                     typename NumTraits<typename internal::traits<Derived>::Scalar>::Real>
+#else
+  : public DenseCoeffsBase<Derived>
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+{
+  public:
+    using internal::special_scalar_op_base<Derived,typename internal::traits<Derived>::Scalar,
+                typename NumTraits<typename internal::traits<Derived>::Scalar>::Real>::operator*;
+
+    class InnerIterator;
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+
+    /** \brief The type of indices 
+      * \details To change this, \c \#define the preprocessor symbol \c EIGEN_DEFAULT_DENSE_INDEX_TYPE.
+      * \sa \ref TopicPreprocessorDirectives.
+      */
+    typedef typename internal::traits<Derived>::Index Index; 
+
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    typedef DenseCoeffsBase<Derived> Base;
+    using Base::derived;
+    using Base::const_cast_derived;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::rowIndexByOuterInner;
+    using Base::colIndexByOuterInner;
+    using Base::coeff;
+    using Base::coeffByOuterInner;
+    using Base::packet;
+    using Base::packetByOuterInner;
+    using Base::writePacket;
+    using Base::writePacketByOuterInner;
+    using Base::coeffRef;
+    using Base::coeffRefByOuterInner;
+    using Base::copyCoeff;
+    using Base::copyCoeffByOuterInner;
+    using Base::copyPacket;
+    using Base::copyPacketByOuterInner;
+    using Base::operator();
+    using Base::operator[];
+    using Base::x;
+    using Base::y;
+    using Base::z;
+    using Base::w;
+    using Base::stride;
+    using Base::innerStride;
+    using Base::outerStride;
+    using Base::rowStride;
+    using Base::colStride;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+    enum {
+
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+        /**< The number of rows at compile-time. This is just a copy of the value provided
+          * by the \a Derived type. If a value is not known at compile-time,
+          * it is set to the \a Dynamic constant.
+          * \sa MatrixBase::rows(), MatrixBase::cols(), ColsAtCompileTime, SizeAtCompileTime */
+
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+        /**< The number of columns at compile-time. This is just a copy of the value provided
+          * by the \a Derived type. If a value is not known at compile-time,
+          * it is set to the \a Dynamic constant.
+          * \sa MatrixBase::rows(), MatrixBase::cols(), RowsAtCompileTime, SizeAtCompileTime */
+
+
+      SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
+                                                   internal::traits<Derived>::ColsAtCompileTime>::ret),
+        /**< This is equal to the number of coefficients, i.e. the number of
+          * rows times the number of columns, or to \a Dynamic if this is not
+          * known at compile-time. \sa RowsAtCompileTime, ColsAtCompileTime */
+
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+        /**< This value is equal to the maximum possible number of rows that this expression
+          * might have. If this expression might have an arbitrarily high number of rows,
+          * this value is set to \a Dynamic.
+          *
+          * This value is useful to know when evaluating an expression, in order to determine
+          * whether it is possible to avoid doing a dynamic memory allocation.
+          *
+          * \sa RowsAtCompileTime, MaxColsAtCompileTime, MaxSizeAtCompileTime
+          */
+
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+        /**< This value is equal to the maximum possible number of columns that this expression
+          * might have. If this expression might have an arbitrarily high number of columns,
+          * this value is set to \a Dynamic.
+          *
+          * This value is useful to know when evaluating an expression, in order to determine
+          * whether it is possible to avoid doing a dynamic memory allocation.
+          *
+          * \sa ColsAtCompileTime, MaxRowsAtCompileTime, MaxSizeAtCompileTime
+          */
+
+      MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
+                                                      internal::traits<Derived>::MaxColsAtCompileTime>::ret),
+        /**< This value is equal to the maximum possible number of coefficients that this expression
+          * might have. If this expression might have an arbitrarily high number of coefficients,
+          * this value is set to \a Dynamic.
+          *
+          * This value is useful to know when evaluating an expression, in order to determine
+          * whether it is possible to avoid doing a dynamic memory allocation.
+          *
+          * \sa SizeAtCompileTime, MaxRowsAtCompileTime, MaxColsAtCompileTime
+          */
+
+      IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
+                           || internal::traits<Derived>::MaxColsAtCompileTime == 1,
+        /**< This is set to true if either the number of rows or the number of
+          * columns is known at compile-time to be equal to 1. Indeed, in that case,
+          * we are dealing with a column-vector (if there is only one column) or with
+          * a row-vector (if there is only one row). */
+
+      Flags = internal::traits<Derived>::Flags,
+        /**< This stores expression \ref flags flags which may or may not be inherited by new expressions
+          * constructed from this one. See the \ref flags "list of flags".
+          */
+
+      IsRowMajor = int(Flags) & RowMajorBit, /**< True if this expression has row-major storage order. */
+
+      InnerSizeAtCompileTime = int(IsVectorAtCompileTime) ? int(SizeAtCompileTime)
+                             : int(IsRowMajor) ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+
+      CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+        /**< This is a rough measure of how expensive it is to read one coefficient from
+          * this expression.
+          */
+
+      InnerStrideAtCompileTime = internal::inner_stride_at_compile_time<Derived>::ret,
+      OuterStrideAtCompileTime = internal::outer_stride_at_compile_time<Derived>::ret
+    };
+
+    enum { ThisConstantIsPrivateInPlainObjectBase };
+
+    /** \returns the number of nonzero coefficients which is in practice the number
+      * of stored coefficients. */
+    EIGEN_DEVICE_FUNC
+    inline Index nonZeros() const { return size(); }
+    /** \returns true if either the number of rows or the number of columns is equal to 1.
+      * In other words, this function returns
+      * \code rows()==1 || cols()==1 \endcode
+      * \sa rows(), cols(), IsVectorAtCompileTime. */
+
+    /** \returns the outer size.
+      *
+      * \note For a vector, this returns just 1. For a matrix (non-vector), this is the major dimension
+      * with respect to the \ref TopicStorageOrders "storage order", i.e., the number of columns for a
+      * column-major matrix, and the number of rows for a row-major matrix. */
+    EIGEN_DEVICE_FUNC
+    Index outerSize() const
+    {
+      return IsVectorAtCompileTime ? 1
+           : int(IsRowMajor) ? this->rows() : this->cols();
+    }
+
+    /** \returns the inner size.
+      *
+      * \note For a vector, this is just the size. For a matrix (non-vector), this is the minor dimension
+      * with respect to the \ref TopicStorageOrders "storage order", i.e., the number of rows for a 
+      * column-major matrix, and the number of columns for a row-major matrix. */
+    EIGEN_DEVICE_FUNC
+    Index innerSize() const
+    {
+      return IsVectorAtCompileTime ? this->size()
+           : int(IsRowMajor) ? this->cols() : this->rows();
+    }
+
+    /** Only plain matrices/arrays, not expressions, may be resized; therefore the only useful resize methods are
+      * Matrix::resize() and Array::resize(). The present method only asserts that the new size equals the old size, and does
+      * nothing else.
+      */
+    EIGEN_DEVICE_FUNC
+    void resize(Index newSize)
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(newSize);
+      eigen_assert(newSize == this->size()
+                && "DenseBase::resize() does not actually allow to resize.");
+    }
+    /** Only plain matrices/arrays, not expressions, may be resized; therefore the only useful resize methods are
+      * Matrix::resize() and Array::resize(). The present method only asserts that the new size equals the old size, and does
+      * nothing else.
+      */
+    EIGEN_DEVICE_FUNC
+    void resize(Index nbRows, Index nbCols)
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(nbRows);
+      EIGEN_ONLY_USED_FOR_DEBUG(nbCols);
+      eigen_assert(nbRows == this->rows() && nbCols == this->cols()
+                && "DenseBase::resize() does not actually allow to resize.");
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,Derived> ConstantReturnType;
+    /** \internal Represents a vector with linearly spaced coefficients that allows sequential access only. */
+    typedef CwiseNullaryOp<internal::linspaced_op<Scalar,false>,Derived> SequentialLinSpacedReturnType;
+    /** \internal Represents a vector with linearly spaced coefficients that allows random access. */
+    typedef CwiseNullaryOp<internal::linspaced_op<Scalar,true>,Derived> RandomAccessLinSpacedReturnType;
+    /** \internal the return type of MatrixBase::eigenvalues() */
+    typedef Matrix<typename NumTraits<typename internal::traits<Derived>::Scalar>::Real, internal::traits<Derived>::ColsAtCompileTime, 1> EigenvaluesReturnType;
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    /** Copies \a other into *this. \returns a reference to *this. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const DenseBase<OtherDerived>& other);
+
+    /** Special case of the template operator=, in order to prevent the compiler
+      * from generating a default operator= (issue hit with g++ 4.1)
+      */
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const DenseBase& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const EigenBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator+=(const EigenBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator-=(const EigenBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const ReturnByValue<OtherDerived>& func);
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** Copies \a other into *this without evaluating other. \returns a reference to *this. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& lazyAssign(const DenseBase<OtherDerived>& other);
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    EIGEN_DEVICE_FUNC
+    CommaInitializer<Derived> operator<< (const Scalar& s);
+
+    template<unsigned int Added,unsigned int Removed>
+    const Flagged<Derived, Added, Removed> flagged() const;
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    CommaInitializer<Derived> operator<< (const DenseBase<OtherDerived>& other);
+
+    EIGEN_DEVICE_FUNC
+    Eigen::Transpose<Derived> transpose();
+    typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
+    EIGEN_DEVICE_FUNC
+    ConstTransposeReturnType transpose() const;
+    EIGEN_DEVICE_FUNC
+    void transposeInPlace();
+#ifndef EIGEN_NO_DEBUG
+  protected:
+    template<typename OtherDerived>
+    void checkTransposeAliasing(const OtherDerived& other) const;
+  public:
+#endif
+
+
+    EIGEN_DEVICE_FUNC static const ConstantReturnType
+    Constant(Index rows, Index cols, const Scalar& value);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType
+    Constant(Index size, const Scalar& value);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType
+    Constant(const Scalar& value);
+
+    EIGEN_DEVICE_FUNC static const SequentialLinSpacedReturnType
+    LinSpaced(Sequential_t, Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC static const SequentialLinSpacedReturnType
+    LinSpaced(Sequential_t, const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(const Scalar& low, const Scalar& high);
+
+    template<typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    static const CwiseNullaryOp<CustomNullaryOp, Derived>
+    NullaryExpr(Index rows, Index cols, const CustomNullaryOp& func);
+    template<typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    static const CwiseNullaryOp<CustomNullaryOp, Derived>
+    NullaryExpr(Index size, const CustomNullaryOp& func);
+    template<typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    static const CwiseNullaryOp<CustomNullaryOp, Derived>
+    NullaryExpr(const CustomNullaryOp& func);
+
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Zero(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Zero(Index size);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Zero();
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Ones(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Ones(Index size);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Ones();
+
+    EIGEN_DEVICE_FUNC void fill(const Scalar& value);
+    EIGEN_DEVICE_FUNC Derived& setConstant(const Scalar& value);
+    EIGEN_DEVICE_FUNC Derived& setLinSpaced(Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC Derived& setLinSpaced(const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC Derived& setZero();
+    EIGEN_DEVICE_FUNC Derived& setOnes();
+    EIGEN_DEVICE_FUNC Derived& setRandom();
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC
+    bool isApprox(const DenseBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC 
+    bool isMuchSmallerThan(const RealScalar& other,
+                           const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC
+    bool isMuchSmallerThan(const DenseBase<OtherDerived>& other,
+                           const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    EIGEN_DEVICE_FUNC bool isApproxToConstant(const Scalar& value, const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC bool isConstant(const Scalar& value, const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC bool isZero(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC bool isOnes(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    
+    inline bool hasNaN() const;
+    inline bool allFinite() const;
+
+    EIGEN_DEVICE_FUNC
+    inline Derived& operator*=(const Scalar& other);
+    EIGEN_DEVICE_FUNC
+    inline Derived& operator/=(const Scalar& other);
+
+    typedef typename internal::add_const_on_value_type<typename internal::eval<Derived>::type>::type EvalReturnType;
+    /** \returns the matrix or vector obtained by evaluating this expression.
+      *
+      * Notice that in the case of a plain matrix or vector (not an expression) this function just returns
+      * a const reference, in order to avoid a useless copy.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE EvalReturnType eval() const
+    {
+      // Even though MSVC does not honor strong inlining when the return type
+      // is a dynamic matrix, we desperately need strong inlining for fixed
+      // size types on MSVC.
+      return typename internal::eval<Derived>::type(derived());
+    }
+
+    /** swaps *this with the expression \a other.
+      *
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void swap(const DenseBase<OtherDerived>& other,
+              int = OtherDerived::ThisConstantIsPrivateInPlainObjectBase)
+    {
+      SwapWrapper<Derived>(derived()).lazyAssign(other.derived());
+    }
+
+    /** swaps *this with the matrix or array \a other.
+      *
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void swap(PlainObjectBase<OtherDerived>& other)
+    {
+      SwapWrapper<Derived>(derived()).lazyAssign(other.derived());
+    }
+
+
+    EIGEN_DEVICE_FUNC inline const NestByValue<Derived> nestByValue() const;
+    EIGEN_DEVICE_FUNC inline const ForceAlignedAccess<Derived> forceAlignedAccess() const;
+    EIGEN_DEVICE_FUNC inline ForceAlignedAccess<Derived> forceAlignedAccess();
+    template<bool Enable> EIGEN_DEVICE_FUNC
+    inline const typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type forceAlignedAccessIf() const;
+    template<bool Enable> EIGEN_DEVICE_FUNC
+    inline typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type forceAlignedAccessIf();
+
+    EIGEN_DEVICE_FUNC Scalar sum() const;
+    EIGEN_DEVICE_FUNC Scalar mean() const;
+    EIGEN_DEVICE_FUNC Scalar trace() const;
+
+    EIGEN_DEVICE_FUNC Scalar prod() const;
+
+    EIGEN_DEVICE_FUNC typename internal::traits<Derived>::Scalar minCoeff() const;
+    EIGEN_DEVICE_FUNC typename internal::traits<Derived>::Scalar maxCoeff() const;
+
+    template<typename IndexType> EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* row, IndexType* col) const;
+    template<typename IndexType> EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* row, IndexType* col) const;
+    template<typename IndexType> EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* index) const;
+    template<typename IndexType> EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* index) const;
+
+    template<typename BinaryOp>
+    EIGEN_DEVICE_FUNC
+    typename internal::result_of<BinaryOp(typename internal::traits<Derived>::Scalar)>::type
+    redux(const BinaryOp& func) const;
+
+    template<typename Visitor>
+    EIGEN_DEVICE_FUNC
+    void visit(Visitor& func) const;
+
+    inline const WithFormat<Derived> format(const IOFormat& fmt) const;
+
+    /** \returns the unique coefficient of a 1x1 expression */
+    EIGEN_DEVICE_FUNC
+    CoeffReturnType value() const
+    {
+      EIGEN_STATIC_ASSERT_SIZE_1x1(Derived)
+      eigen_assert(this->rows() == 1 && this->cols() == 1);
+      return derived().coeff(0,0);
+    }
+
+    bool all() const;
+    bool any() const;
+    Index count() const;
+
+    typedef VectorwiseOp<Derived, Horizontal> RowwiseReturnType;
+    typedef const VectorwiseOp<const Derived, Horizontal> ConstRowwiseReturnType;
+    typedef VectorwiseOp<Derived, Vertical> ColwiseReturnType;
+    typedef const VectorwiseOp<const Derived, Vertical> ConstColwiseReturnType;
+
+    ConstRowwiseReturnType rowwise() const;
+    RowwiseReturnType rowwise();
+    ConstColwiseReturnType colwise() const;
+    ColwiseReturnType colwise();
+
+    static const CwiseNullaryOp<internal::scalar_random_op<Scalar>,Derived> Random(Index rows, Index cols);
+    static const CwiseNullaryOp<internal::scalar_random_op<Scalar>,Derived> Random(Index size);
+    static const CwiseNullaryOp<internal::scalar_random_op<Scalar>,Derived> Random();
+
+    template<typename ThenDerived,typename ElseDerived>
+    const Select<Derived,ThenDerived,ElseDerived>
+    select(const DenseBase<ThenDerived>& thenMatrix,
+           const DenseBase<ElseDerived>& elseMatrix) const;
+
+    template<typename ThenDerived>
+    inline const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
+    select(const DenseBase<ThenDerived>& thenMatrix, const typename ThenDerived::Scalar& elseScalar) const;
+
+    template<typename ElseDerived>
+    inline const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
+    select(const typename ElseDerived::Scalar& thenScalar, const DenseBase<ElseDerived>& elseMatrix) const;
+
+    template<int p> RealScalar lpNorm() const;
+
+    template<int RowFactor, int ColFactor>
+    const Replicate<Derived,RowFactor,ColFactor> replicate() const;
+    const Replicate<Derived,Dynamic,Dynamic> replicate(Index rowFacor,Index colFactor) const;
+
+    typedef Reverse<Derived, BothDirections> ReverseReturnType;
+    typedef const Reverse<const Derived, BothDirections> ConstReverseReturnType;
+    ReverseReturnType reverse();
+    ConstReverseReturnType reverse() const;
+    void reverseInPlace();
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::DenseBase
+#   include "../plugins/BlockMethods.h"
+#   ifdef EIGEN_DENSEBASE_PLUGIN
+#     include EIGEN_DENSEBASE_PLUGIN
+#   endif
+// Because of an intra-Google include scanner limitation,
+// third_party/stan cannot define the EIGEN_DENSEBASE_PLUGIN
+// macro
+// as "stan/math/matrix/EigenDenseBaseAddons.hpp".  According to
+// ambrose@google.com, this is a known limitation: the include
+// scanner doesn't maintain any preprocessor state about macros,
+// previously visited files, etc.  See also //base/stacktrace.cc.
+#   ifdef STAN_MATH_MATRIX_EIGEN_DENSEBASE_PLUGIN
+#     include "stan/math/matrix/EigenDenseBaseAddons.hpp"
+#   endif
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+
+#ifdef EIGEN2_SUPPORT
+
+    Block<Derived> corner(CornerType type, Index cRows, Index cCols);
+    const Block<Derived> corner(CornerType type, Index cRows, Index cCols) const;
+    template<int CRows, int CCols>
+    Block<Derived, CRows, CCols> corner(CornerType type);
+    template<int CRows, int CCols>
+    const Block<Derived, CRows, CCols> corner(CornerType type) const;
+
+#endif // EIGEN2_SUPPORT
+
+
+    // disable the use of evalTo for dense objects with a nice compilation error
+    template<typename Dest>
+    EIGEN_DEVICE_FUNC
+    inline void evalTo(Dest& ) const
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<Dest,void>::value),THE_EVAL_EVALTO_FUNCTION_SHOULD_NEVER_BE_CALLED_FOR_DENSE_OBJECTS);
+    }
+
+  protected:
+    /** Default constructor. Do nothing. */
+    EIGEN_DEVICE_FUNC DenseBase()
+    {
+      /* Just checks for self-consistency of the flags.
+       * Only do it when debugging Eigen, as this borders on paranoiac and could slow compilation down
+       */
+#ifdef EIGEN_INTERNAL_DEBUGGING
+      EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, int(IsRowMajor))
+                        && EIGEN_IMPLIES(MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1, int(!IsRowMajor))),
+                          INVALID_STORAGE_ORDER_FOR_THIS_VECTOR_EXPRESSION)
+#endif
+    }
+
+  private:
+    EIGEN_DEVICE_FUNC explicit DenseBase(int);
+    EIGEN_DEVICE_FUNC DenseBase(int,int);
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC explicit DenseBase(const DenseBase<OtherDerived>&);
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_DENSEBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/DenseCoeffsBase.h b/third_party/eigen3/Eigen/src/Core/DenseCoeffsBase.h
new file mode 100644
index 0000000000..efabb5e675
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/DenseCoeffsBase.h
@@ -0,0 +1,787 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_DENSECOEFFSBASE_H
+#define EIGEN_DENSECOEFFSBASE_H
+
+namespace Eigen {
+
+namespace internal {
+template<typename T> struct add_const_on_value_type_if_arithmetic
+{
+  typedef typename conditional<is_arithmetic<T>::value, T, typename add_const_on_value_type<T>::type>::type type;
+};
+}
+
+/** \brief Base class providing read-only coefficient access to matrices and arrays.
+  * \ingroup Core_Module
+  * \tparam Derived Type of the derived class
+  * \tparam #ReadOnlyAccessors Constant indicating read-only access
+  *
+  * This class defines the \c operator() \c const function and friends, which can be used to read specific
+  * entries of a matrix or array.
+  * 
+  * \sa DenseCoeffsBase<Derived, WriteAccessors>, DenseCoeffsBase<Derived, DirectAccessors>,
+  *     \ref TopicClassHierarchy
+  */
+template<typename Derived>
+class DenseCoeffsBase<Derived,ReadOnlyAccessors> : public EigenBase<Derived>
+{
+  public:
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+
+    // Explanation for this CoeffReturnType typedef.
+    // - This is the return type of the coeff() method.
+    // - The LvalueBit means exactly that we can offer a coeffRef() method, which means exactly that we can get references
+    // to coeffs, which means exactly that we can have coeff() return a const reference (as opposed to returning a value).
+    // - The is_artihmetic check is required since "const int", "const double", etc. will cause warnings on some systems
+    // while the declaration of "const T", where T is a non arithmetic type does not. Always returning "const Scalar&" is
+    // not possible, since the underlying expressions might not offer a valid address the reference could be referring to.
+    typedef typename internal::conditional<bool(internal::traits<Derived>::Flags&LvalueBit),
+                         const Scalar&,
+                         typename internal::conditional<internal::is_arithmetic<Scalar>::value, Scalar, const Scalar>::type
+                     >::type CoeffReturnType;
+
+    typedef typename internal::add_const_on_value_type_if_arithmetic<
+                         typename internal::packet_traits<Scalar>::type
+                     >::type PacketReturnType;
+
+    typedef EigenBase<Derived> Base;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::derived;
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rowIndexByOuterInner(Index outer, Index inner) const
+    {
+      return int(Derived::RowsAtCompileTime) == 1 ? 0
+          : int(Derived::ColsAtCompileTime) == 1 ? inner
+          : int(Derived::Flags)&RowMajorBit ? outer
+          : inner;
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index colIndexByOuterInner(Index outer, Index inner) const
+    {
+      return int(Derived::ColsAtCompileTime) == 1 ? 0
+          : int(Derived::RowsAtCompileTime) == 1 ? inner
+          : int(Derived::Flags)&RowMajorBit ? inner
+          : outer;
+    }
+
+    /** Short version: don't use this function, use
+      * \link operator()(Index,Index) const \endlink instead.
+      *
+      * Long version: this function is similar to
+      * \link operator()(Index,Index) const \endlink, but without the assertion.
+      * Use this for limiting the performance cost of debugging code when doing
+      * repeated coefficient access. Only use this when it is guaranteed that the
+      * parameters \a row and \a col are in range.
+      *
+      * If EIGEN_INTERNAL_DEBUGGING is defined, an assertion will be made, making this
+      * function equivalent to \link operator()(Index,Index) const \endlink.
+      *
+      * \sa operator()(Index,Index) const, coeffRef(Index,Index), coeff(Index) const
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType coeff(Index row, Index col) const
+    {
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      return derived().coeff(row, col);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType coeffByOuterInner(Index outer, Index inner) const
+    {
+      return coeff(rowIndexByOuterInner(outer, inner),
+                   colIndexByOuterInner(outer, inner));
+    }
+
+    /** \returns the coefficient at given the given row and column.
+      *
+      * \sa operator()(Index,Index), operator[](Index)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType operator()(Index row, Index col) const
+    {
+      eigen_assert(row >= 0 && row < rows()
+          && col >= 0 && col < cols());
+      return derived().coeff(row, col);
+    }
+
+    /** Short version: don't use this function, use
+      * \link operator[](Index) const \endlink instead.
+      *
+      * Long version: this function is similar to
+      * \link operator[](Index) const \endlink, but without the assertion.
+      * Use this for limiting the performance cost of debugging code when doing
+      * repeated coefficient access. Only use this when it is guaranteed that the
+      * parameter \a index is in range.
+      *
+      * If EIGEN_INTERNAL_DEBUGGING is defined, an assertion will be made, making this
+      * function equivalent to \link operator[](Index) const \endlink.
+      *
+      * \sa operator[](Index) const, coeffRef(Index), coeff(Index,Index) const
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    coeff(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return derived().coeff(index);
+    }
+
+
+    /** \returns the coefficient at given index.
+      *
+      * This method is allowed only for vector expressions, and for matrix expressions having the LinearAccessBit.
+      *
+      * \sa operator[](Index), operator()(Index,Index) const, x() const, y() const,
+      * z() const, w() const
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    operator[](Index index) const
+    {
+      #ifndef EIGEN2_SUPPORT
+      EIGEN_STATIC_ASSERT(Derived::IsVectorAtCompileTime,
+                          THE_BRACKET_OPERATOR_IS_ONLY_FOR_VECTORS__USE_THE_PARENTHESIS_OPERATOR_INSTEAD)
+      #endif
+      eigen_assert(index >= 0 && index < size());
+      return derived().coeff(index);
+    }
+
+    /** \returns the coefficient at given index.
+      *
+      * This is synonymous to operator[](Index) const.
+      *
+      * This method is allowed only for vector expressions, and for matrix expressions having the LinearAccessBit.
+      *
+      * \sa operator[](Index), operator()(Index,Index) const, x() const, y() const,
+      * z() const, w() const
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    operator()(Index index) const
+    {
+      eigen_assert(index >= 0 && index < size());
+      return derived().coeff(index);
+    }
+
+    /** equivalent to operator[](0).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    x() const { return (*this)[0]; }
+
+    /** equivalent to operator[](1).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    y() const { return (*this)[1]; }
+
+    /** equivalent to operator[](2).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    z() const { return (*this)[2]; }
+
+    /** equivalent to operator[](3).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE CoeffReturnType
+    w() const { return (*this)[3]; }
+
+    /** \internal
+      * \returns the packet of coefficients starting at the given row and column. It is your responsibility
+      * to ensure that a packet really starts there. This method is only available on expressions having the
+      * PacketAccessBit.
+      *
+      * The \a LoadMode parameter may have the value \a #Aligned or \a #Unaligned. Its effect is to select
+      * the appropriate vectorization instruction. Aligned access is faster, but is only possible for packets
+      * starting at an address which is a multiple of the packet size.
+      */
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketReturnType packet(Index row, Index col) const
+    {
+      eigen_internal_assert(row >= 0 && row < rows()
+                      && col >= 0 && col < cols());
+      return derived().template packet<LoadMode>(row,col);
+    }
+
+
+    /** \internal */
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketReturnType packetByOuterInner(Index outer, Index inner) const
+    {
+      return packet<LoadMode>(rowIndexByOuterInner(outer, inner),
+                              colIndexByOuterInner(outer, inner));
+    }
+
+    /** \internal
+      * \returns the packet of coefficients starting at the given index. It is your responsibility
+      * to ensure that a packet really starts there. This method is only available on expressions having the
+      * PacketAccessBit and the LinearAccessBit.
+      *
+      * The \a LoadMode parameter may have the value \a #Aligned or \a #Unaligned. Its effect is to select
+      * the appropriate vectorization instruction. Aligned access is faster, but is only possible for packets
+      * starting at an address which is a multiple of the packet size.
+      */
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return derived().template packet<LoadMode>(index);
+    }
+
+  protected:
+    // explanation: DenseBase is doing "using ..." on the methods from DenseCoeffsBase.
+    // But some methods are only available in the DirectAccess case.
+    // So we add dummy methods here with these names, so that "using... " doesn't fail.
+    // It's not private so that the child class DenseBase can access them, and it's not public
+    // either since it's an implementation detail, so has to be protected.
+    void coeffRef();
+    void coeffRefByOuterInner();
+    void writePacket();
+    void writePacketByOuterInner();
+    void copyCoeff();
+    void copyCoeffByOuterInner();
+    void copyPacket();
+    void copyPacketByOuterInner();
+    void stride();
+    void innerStride();
+    void outerStride();
+    void rowStride();
+    void colStride();
+};
+
+/** \brief Base class providing read/write coefficient access to matrices and arrays.
+  * \ingroup Core_Module
+  * \tparam Derived Type of the derived class
+  * \tparam #WriteAccessors Constant indicating read/write access
+  *
+  * This class defines the non-const \c operator() function and friends, which can be used to write specific
+  * entries of a matrix or array. This class inherits DenseCoeffsBase<Derived, ReadOnlyAccessors> which
+  * defines the const variant for reading specific entries.
+  * 
+  * \sa DenseCoeffsBase<Derived, DirectAccessors>, \ref TopicClassHierarchy
+  */
+template<typename Derived>
+class DenseCoeffsBase<Derived, WriteAccessors> : public DenseCoeffsBase<Derived, ReadOnlyAccessors>
+{
+  public:
+
+    typedef DenseCoeffsBase<Derived, ReadOnlyAccessors> Base;
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    using Base::coeff;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::derived;
+    using Base::rowIndexByOuterInner;
+    using Base::colIndexByOuterInner;
+    using Base::operator[];
+    using Base::operator();
+    using Base::x;
+    using Base::y;
+    using Base::z;
+    using Base::w;
+
+    /** Short version: don't use this function, use
+      * \link operator()(Index,Index) \endlink instead.
+      *
+      * Long version: this function is similar to
+      * \link operator()(Index,Index) \endlink, but without the assertion.
+      * Use this for limiting the performance cost of debugging code when doing
+      * repeated coefficient access. Only use this when it is guaranteed that the
+      * parameters \a row and \a col are in range.
+      *
+      * If EIGEN_INTERNAL_DEBUGGING is defined, an assertion will be made, making this
+      * function equivalent to \link operator()(Index,Index) \endlink.
+      *
+      * \sa operator()(Index,Index), coeff(Index, Index) const, coeffRef(Index)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index row, Index col)
+    {
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      return derived().coeffRef(row, col);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    coeffRefByOuterInner(Index outer, Index inner)
+    {
+      return coeffRef(rowIndexByOuterInner(outer, inner),
+                      colIndexByOuterInner(outer, inner));
+    }
+
+    /** \returns a reference to the coefficient at given the given row and column.
+      *
+      * \sa operator[](Index)
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    operator()(Index row, Index col)
+    {
+      eigen_assert(row >= 0 && row < rows()
+          && col >= 0 && col < cols());
+      return derived().coeffRef(row, col);
+    }
+
+
+    /** Short version: don't use this function, use
+      * \link operator[](Index) \endlink instead.
+      *
+      * Long version: this function is similar to
+      * \link operator[](Index) \endlink, but without the assertion.
+      * Use this for limiting the performance cost of debugging code when doing
+      * repeated coefficient access. Only use this when it is guaranteed that the
+      * parameters \a row and \a col are in range.
+      *
+      * If EIGEN_INTERNAL_DEBUGGING is defined, an assertion will be made, making this
+      * function equivalent to \link operator[](Index) \endlink.
+      *
+      * \sa operator[](Index), coeff(Index) const, coeffRef(Index,Index)
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    coeffRef(Index index)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return derived().coeffRef(index);
+    }
+
+    /** \returns a reference to the coefficient at given index.
+      *
+      * This method is allowed only for vector expressions, and for matrix expressions having the LinearAccessBit.
+      *
+      * \sa operator[](Index) const, operator()(Index,Index), x(), y(), z(), w()
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    operator[](Index index)
+    {
+      #ifndef EIGEN2_SUPPORT
+      EIGEN_STATIC_ASSERT(Derived::IsVectorAtCompileTime,
+                          THE_BRACKET_OPERATOR_IS_ONLY_FOR_VECTORS__USE_THE_PARENTHESIS_OPERATOR_INSTEAD)
+      #endif
+      eigen_assert(index >= 0 && index < size());
+      return derived().coeffRef(index);
+    }
+
+    /** \returns a reference to the coefficient at given index.
+      *
+      * This is synonymous to operator[](Index).
+      *
+      * This method is allowed only for vector expressions, and for matrix expressions having the LinearAccessBit.
+      *
+      * \sa operator[](Index) const, operator()(Index,Index), x(), y(), z(), w()
+      */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    operator()(Index index)
+    {
+      eigen_assert(index >= 0 && index < size());
+      return derived().coeffRef(index);
+    }
+
+    /** equivalent to operator[](0).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    x() { return (*this)[0]; }
+
+    /** equivalent to operator[](1).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    y() { return (*this)[1]; }
+
+    /** equivalent to operator[](2).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    z() { return (*this)[2]; }
+
+    /** equivalent to operator[](3).  */
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar&
+    w() { return (*this)[3]; }
+
+    /** \internal
+      * Stores the given packet of coefficients, at the given row and column of this expression. It is your responsibility
+      * to ensure that a packet really starts there. This method is only available on expressions having the
+      * PacketAccessBit.
+      *
+      * The \a LoadMode parameter may have the value \a #Aligned or \a #Unaligned. Its effect is to select
+      * the appropriate vectorization instruction. Aligned access is faster, but is only possible for packets
+      * starting at an address which is a multiple of the packet size.
+      */
+
+    template<int StoreMode>
+    EIGEN_STRONG_INLINE void writePacket
+    (Index row, Index col, const typename internal::packet_traits<Scalar>::type& val)
+    {
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      derived().template writePacket<StoreMode>(row,col,val);
+    }
+
+
+    /** \internal */
+    template<int StoreMode>
+    EIGEN_STRONG_INLINE void writePacketByOuterInner
+    (Index outer, Index inner, const typename internal::packet_traits<Scalar>::type& val)
+    {
+      writePacket<StoreMode>(rowIndexByOuterInner(outer, inner),
+                            colIndexByOuterInner(outer, inner),
+                            val);
+    }
+
+    /** \internal
+      * Stores the given packet of coefficients, at the given index in this expression. It is your responsibility
+      * to ensure that a packet really starts there. This method is only available on expressions having the
+      * PacketAccessBit and the LinearAccessBit.
+      *
+      * The \a LoadMode parameter may have the value \a Aligned or \a Unaligned. Its effect is to select
+      * the appropriate vectorization instruction. Aligned access is faster, but is only possible for packets
+      * starting at an address which is a multiple of the packet size.
+      */
+    template<int StoreMode>
+    EIGEN_STRONG_INLINE void writePacket
+    (Index index, const typename internal::packet_traits<Scalar>::type& val)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      derived().template writePacket<StoreMode>(index,val);
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+    /** \internal Copies the coefficient at position (row,col) of other into *this.
+      *
+      * This method is overridden in SwapWrapper, allowing swap() assignments to share 99% of their code
+      * with usual assignments.
+      *
+      * Outside of this internal usage, this method has probably no usefulness. It is hidden in the public API dox.
+      */
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void copyCoeff(Index row, Index col, const DenseBase<OtherDerived>& other)
+    {
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      derived().coeffRef(row, col) = other.derived().coeff(row, col);
+    }
+
+    /** \internal Copies the coefficient at the given index of other into *this.
+      *
+      * This method is overridden in SwapWrapper, allowing swap() assignments to share 99% of their code
+      * with usual assignments.
+      *
+      * Outside of this internal usage, this method has probably no usefulness. It is hidden in the public API dox.
+      */
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void copyCoeff(Index index, const DenseBase<OtherDerived>& other)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      derived().coeffRef(index) = other.derived().coeff(index);
+    }
+
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void copyCoeffByOuterInner(Index outer, Index inner, const DenseBase<OtherDerived>& other)
+    {
+      const Index row = rowIndexByOuterInner(outer,inner);
+      const Index col = colIndexByOuterInner(outer,inner);
+      // derived() is important here: copyCoeff() may be reimplemented in Derived!
+      derived().copyCoeff(row, col, other);
+    }
+
+    /** \internal Copies the packet at position (row,col) of other into *this.
+      *
+      * This method is overridden in SwapWrapper, allowing swap() assignments to share 99% of their code
+      * with usual assignments.
+      *
+      * Outside of this internal usage, this method has probably no usefulness. It is hidden in the public API dox.
+      */
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    EIGEN_STRONG_INLINE void copyPacket(Index row, Index col, const DenseBase<OtherDerived>& other)
+    {
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      derived().template writePacket<StoreMode>(row, col,
+        other.derived().template packet<LoadMode>(row, col));
+    }
+
+    /** \internal Copies the packet at the given index of other into *this.
+      *
+      * This method is overridden in SwapWrapper, allowing swap() assignments to share 99% of their code
+      * with usual assignments.
+      *
+      * Outside of this internal usage, this method has probably no usefulness. It is hidden in the public API dox.
+      */
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    EIGEN_STRONG_INLINE void copyPacket(Index index, const DenseBase<OtherDerived>& other)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      derived().template writePacket<StoreMode>(index,
+        other.derived().template packet<LoadMode>(index));
+    }
+
+    /** \internal */
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    EIGEN_STRONG_INLINE void copyPacketByOuterInner(Index outer, Index inner, const DenseBase<OtherDerived>& other)
+    {
+      const Index row = rowIndexByOuterInner(outer,inner);
+      const Index col = colIndexByOuterInner(outer,inner);
+      // derived() is important here: copyCoeff() may be reimplemented in Derived!
+      derived().template copyPacket< OtherDerived, StoreMode, LoadMode>(row, col, other);
+    }
+#endif
+
+};
+
+/** \brief Base class providing direct read-only coefficient access to matrices and arrays.
+  * \ingroup Core_Module
+  * \tparam Derived Type of the derived class
+  * \tparam #DirectAccessors Constant indicating direct access
+  *
+  * This class defines functions to work with strides which can be used to access entries directly. This class
+  * inherits DenseCoeffsBase<Derived, ReadOnlyAccessors> which defines functions to access entries read-only using
+  * \c operator() .
+  *
+  * \sa \ref TopicClassHierarchy
+  */
+template<typename Derived>
+class DenseCoeffsBase<Derived, DirectAccessors> : public DenseCoeffsBase<Derived, ReadOnlyAccessors>
+{
+  public:
+
+    typedef DenseCoeffsBase<Derived, ReadOnlyAccessors> Base;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::derived;
+
+    /** \returns the pointer increment between two consecutive elements within a slice in the inner direction.
+      *
+      * \sa outerStride(), rowStride(), colStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const
+    {
+      return derived().innerStride();
+    }
+
+    /** \returns the pointer increment between two consecutive inner slices (for example, between two consecutive columns
+      *          in a column-major matrix).
+      *
+      * \sa innerStride(), rowStride(), colStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const
+    {
+      return derived().outerStride();
+    }
+
+    // FIXME shall we remove it ?
+    inline Index stride() const
+    {
+      return Derived::IsVectorAtCompileTime ? innerStride() : outerStride();
+    }
+
+    /** \returns the pointer increment between two consecutive rows.
+      *
+      * \sa innerStride(), outerStride(), colStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index rowStride() const
+    {
+      return Derived::IsRowMajor ? outerStride() : innerStride();
+    }
+
+    /** \returns the pointer increment between two consecutive columns.
+      *
+      * \sa innerStride(), outerStride(), rowStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index colStride() const
+    {
+      return Derived::IsRowMajor ? innerStride() : outerStride();
+    }
+};
+
+/** \brief Base class providing direct read/write coefficient access to matrices and arrays.
+  * \ingroup Core_Module
+  * \tparam Derived Type of the derived class
+  * \tparam #DirectWriteAccessors Constant indicating direct access
+  *
+  * This class defines functions to work with strides which can be used to access entries directly. This class
+  * inherits DenseCoeffsBase<Derived, WriteAccessors> which defines functions to access entries read/write using
+  * \c operator().
+  *
+  * \sa \ref TopicClassHierarchy
+  */
+template<typename Derived>
+class DenseCoeffsBase<Derived, DirectWriteAccessors>
+  : public DenseCoeffsBase<Derived, WriteAccessors>
+{
+  public:
+
+    typedef DenseCoeffsBase<Derived, WriteAccessors> Base;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::derived;
+
+    /** \returns the pointer increment between two consecutive elements within a slice in the inner direction.
+      *
+      * \sa outerStride(), rowStride(), colStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const
+    {
+      return derived().innerStride();
+    }
+
+    /** \returns the pointer increment between two consecutive inner slices (for example, between two consecutive columns
+      *          in a column-major matrix).
+      *
+      * \sa innerStride(), rowStride(), colStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const
+    {
+      return derived().outerStride();
+    }
+
+    // FIXME shall we remove it ?
+    inline Index stride() const
+    {
+      return Derived::IsVectorAtCompileTime ? innerStride() : outerStride();
+    }
+
+    /** \returns the pointer increment between two consecutive rows.
+      *
+      * \sa innerStride(), outerStride(), colStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index rowStride() const
+    {
+      return Derived::IsRowMajor ? outerStride() : innerStride();
+    }
+
+    /** \returns the pointer increment between two consecutive columns.
+      *
+      * \sa innerStride(), outerStride(), rowStride()
+      */
+    EIGEN_DEVICE_FUNC
+    inline Index colStride() const
+    {
+      return Derived::IsRowMajor ? innerStride() : outerStride();
+    }
+};
+
+namespace internal {
+
+template<typename Derived, bool JustReturnZero>
+struct first_aligned_impl
+{
+  static inline typename Derived::Index run(const Derived&)
+  { return 0; }
+};
+
+template<typename Derived>
+struct first_aligned_impl<Derived, false>
+{
+  static inline typename Derived::Index run(const Derived& m)
+  {
+    return internal::first_aligned(&m.const_cast_derived().coeffRef(0,0), m.size());
+  }
+};
+
+/** \internal \returns the index of the first element of the array that is well aligned for vectorization.
+  *
+  * There is also the variant first_aligned(const Scalar*, Integer) defined in Memory.h. See it for more
+  * documentation.
+  */
+template<typename Derived>
+static inline typename Derived::Index first_aligned(const Derived& m)
+{
+  return first_aligned_impl
+          <Derived, (Derived::Flags & AlignedBit) || !(Derived::Flags & DirectAccessBit)>
+          ::run(m);
+}
+
+template<typename Derived, bool HasDirectAccess = has_direct_access<Derived>::ret>
+struct inner_stride_at_compile_time
+{
+  enum { ret = traits<Derived>::InnerStrideAtCompileTime };
+};
+
+template<typename Derived>
+struct inner_stride_at_compile_time<Derived, false>
+{
+  enum { ret = 0 };
+};
+
+template<typename Derived, bool HasDirectAccess = has_direct_access<Derived>::ret>
+struct outer_stride_at_compile_time
+{
+  enum { ret = traits<Derived>::OuterStrideAtCompileTime };
+};
+
+template<typename Derived>
+struct outer_stride_at_compile_time<Derived, false>
+{
+  enum { ret = 0 };
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_DENSECOEFFSBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/DenseStorage.h b/third_party/eigen3/Eigen/src/Core/DenseStorage.h
new file mode 100644
index 0000000000..59f5154956
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/DenseStorage.h
@@ -0,0 +1,480 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2010-2013 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// 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_MATRIXSTORAGE_H
+#define EIGEN_MATRIXSTORAGE_H
+
+#ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+  #define EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN EIGEN_DENSE_STORAGE_CTOR_PLUGIN;
+#else
+  #define EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+#endif
+
+namespace Eigen {
+
+namespace internal {
+
+struct constructor_without_unaligned_array_assert {};
+
+template<typename T, int Size>
+EIGEN_DEVICE_FUNC
+void check_static_allocation_size()
+{
+  // if EIGEN_STACK_ALLOCATION_LIMIT is defined to 0, then no limit
+  #if EIGEN_STACK_ALLOCATION_LIMIT
+  EIGEN_STATIC_ASSERT(Size * sizeof(T) <= EIGEN_STACK_ALLOCATION_LIMIT, OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG);
+  #endif
+}
+
+/** \internal
+  * Static array. If the MatrixOrArrayOptions require auto-alignment, the array will be automatically aligned:
+  * to 16 bytes boundary if the total size is a multiple of 16 bytes.
+  */
+template <typename T, int Size, int MatrixOrArrayOptions,
+          int Alignment = (MatrixOrArrayOptions&DontAlign) ? 0
+                        : (((Size*sizeof(T))%EIGEN_ALIGN_BYTES)==0) ? EIGEN_ALIGN_BYTES
+                        : 0 >
+struct plain_array
+{
+  T array[Size];
+
+  EIGEN_DEVICE_FUNC
+  plain_array()
+  { 
+    check_static_allocation_size<T,Size>();
+  }
+
+  EIGEN_DEVICE_FUNC
+  plain_array(constructor_without_unaligned_array_assert)
+  { 
+    check_static_allocation_size<T,Size>();
+  }
+};
+
+#if defined(EIGEN_DISABLE_UNALIGNED_ARRAY_ASSERT)
+  #define EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(sizemask)
+#elif EIGEN_GNUC_AT_LEAST(4,7) 
+  // GCC 4.7 is too aggressive in its optimizations and remove the alignement test based on the fact the array is declared to be aligned.
+  // See this bug report: http://gcc.gnu.org/bugzilla/show_bug.cgi?id=53900
+  // Hiding the origin of the array pointer behind a function argument seems to do the trick even if the function is inlined:
+  template<typename PtrType>
+  EIGEN_ALWAYS_INLINE PtrType eigen_unaligned_array_assert_workaround_gcc47(PtrType array) { return array; }
+  #define EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(sizemask) \
+    eigen_assert((reinterpret_cast<size_t>(eigen_unaligned_array_assert_workaround_gcc47(array)) & (sizemask)) == 0 \
+              && "this assertion is explained here: " \
+              "http://eigen.tuxfamily.org/dox-devel/group__TopicUnalignedArrayAssert.html" \
+              " **** READ THIS WEB PAGE !!! ****");
+#else
+  #define EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(sizemask) \
+    eigen_assert((reinterpret_cast<size_t>(array) & (sizemask)) == 0 \
+              && "this assertion is explained here: " \
+              "http://eigen.tuxfamily.org/dox-devel/group__TopicUnalignedArrayAssert.html" \
+              " **** READ THIS WEB PAGE !!! ****");
+#endif
+
+template <typename T, int Size, int MatrixOrArrayOptions>
+struct plain_array<T, Size, MatrixOrArrayOptions, EIGEN_ALIGN_BYTES>
+{
+  EIGEN_USER_ALIGN_DEFAULT T array[Size];
+
+  EIGEN_DEVICE_FUNC
+  plain_array() 
+  { 
+    EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(EIGEN_ALIGN_BYTES-1);
+    check_static_allocation_size<T,Size>();
+  }
+
+  EIGEN_DEVICE_FUNC
+  plain_array(constructor_without_unaligned_array_assert) 
+  { 
+    check_static_allocation_size<T,Size>();
+  }
+};
+
+template <typename T, int MatrixOrArrayOptions, int Alignment>
+struct plain_array<T, 0, MatrixOrArrayOptions, Alignment>
+{
+  EIGEN_USER_ALIGN_DEFAULT T array[1];
+  EIGEN_DEVICE_FUNC plain_array() {}
+  EIGEN_DEVICE_FUNC plain_array(constructor_without_unaligned_array_assert) {}
+};
+
+} // end namespace internal
+
+/** \internal
+  *
+  * \class DenseStorage
+  * \ingroup Core_Module
+  *
+  * \brief Stores the data of a matrix
+  *
+  * This class stores the data of fixed-size, dynamic-size or mixed matrices
+  * in a way as compact as possible.
+  *
+  * \sa Matrix
+  */
+template<typename T, int Size, int _Rows, int _Cols, int _Options> class DenseStorage;
+
+// purely fixed-size matrix
+template<typename T, int Size, int _Rows, int _Cols, int _Options> class DenseStorage
+{
+    internal::plain_array<T,Size,_Options> m_data;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() {}
+    EIGEN_DEVICE_FUNC
+    DenseStorage(internal::constructor_without_unaligned_array_assert)
+      : m_data(internal::constructor_without_unaligned_array_assert()) {}
+    EIGEN_DEVICE_FUNC 
+    DenseStorage(const DenseStorage& other) : m_data(other.m_data) {}
+    EIGEN_DEVICE_FUNC 
+    DenseStorage& operator=(const DenseStorage& other)
+    { 
+      if (this != &other) m_data = other.m_data;
+      return *this; 
+    }
+    EIGEN_DEVICE_FUNC DenseStorage(DenseIndex,DenseIndex,DenseIndex) {}
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) { std::swap(m_data,other.m_data); }
+    EIGEN_DEVICE_FUNC static DenseIndex rows(void) {return _Rows;}
+    EIGEN_DEVICE_FUNC static DenseIndex cols(void) {return _Cols;}
+    EIGEN_DEVICE_FUNC void conservativeResize(DenseIndex,DenseIndex,DenseIndex) {}
+    EIGEN_DEVICE_FUNC void resize(DenseIndex,DenseIndex,DenseIndex) {}
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data.array; }
+};
+
+// null matrix
+template<typename T, int _Rows, int _Cols, int _Options> class DenseStorage<T, 0, _Rows, _Cols, _Options>
+{
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() {}
+    EIGEN_DEVICE_FUNC DenseStorage(internal::constructor_without_unaligned_array_assert) {}
+    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage&) {}
+    EIGEN_DEVICE_FUNC DenseStorage& operator=(const DenseStorage&) { return *this; }
+    EIGEN_DEVICE_FUNC DenseStorage(DenseIndex,DenseIndex,DenseIndex) {}
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& ) {}
+    EIGEN_DEVICE_FUNC static DenseIndex rows(void) {return _Rows;}
+    EIGEN_DEVICE_FUNC static DenseIndex cols(void) {return _Cols;}
+    EIGEN_DEVICE_FUNC void conservativeResize(DenseIndex,DenseIndex,DenseIndex) {}
+    EIGEN_DEVICE_FUNC void resize(DenseIndex,DenseIndex,DenseIndex) {}
+    EIGEN_DEVICE_FUNC const T *data() const { return 0; }
+    EIGEN_DEVICE_FUNC T *data() { return 0; }
+};
+
+// more specializations for null matrices; these are necessary to resolve ambiguities
+template<typename T, int _Options> class DenseStorage<T, 0, Dynamic, Dynamic, _Options>
+: public DenseStorage<T, 0, 0, 0, _Options> { };
+
+template<typename T, int _Rows, int _Options> class DenseStorage<T, 0, _Rows, Dynamic, _Options>
+: public DenseStorage<T, 0, 0, 0, _Options> { };
+
+template<typename T, int _Cols, int _Options> class DenseStorage<T, 0, Dynamic, _Cols, _Options>
+: public DenseStorage<T, 0, 0, 0, _Options> { };
+
+// dynamic-size matrix with fixed-size storage
+template<typename T, int Size, int _Options> class DenseStorage<T, Size, Dynamic, Dynamic, _Options>
+{
+    internal::plain_array<T,Size,_Options> m_data;
+    DenseIndex m_rows;
+    DenseIndex m_cols;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() : m_rows(0), m_cols(0) {}
+    DenseStorage(internal::constructor_without_unaligned_array_assert)
+      : m_data(internal::constructor_without_unaligned_array_assert()), m_rows(0), m_cols(0) {}
+    DenseStorage(const DenseStorage& other) : m_data(other.m_data), m_rows(other.m_rows), m_cols(other.m_cols) {}
+    DenseStorage& operator=(const DenseStorage& other) 
+    { 
+      if (this != &other)
+      {
+        m_data = other.m_data;
+        m_rows = other.m_rows;
+        m_cols = other.m_cols;
+      }
+      return *this; 
+    }
+    DenseStorage(DenseIndex, DenseIndex nbRows, DenseIndex nbCols) : m_rows(nbRows), m_cols(nbCols) {}
+    void swap(DenseStorage& other)
+    { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); std::swap(m_cols,other.m_cols); }
+    EIGEN_DEVICE_FUNC DenseIndex rows() const {return m_rows;}
+    EIGEN_DEVICE_FUNC DenseIndex cols() const {return m_cols;}
+    void conservativeResize(DenseIndex, DenseIndex nbRows, DenseIndex nbCols) { m_rows = nbRows; m_cols = nbCols; }
+    void resize(DenseIndex, DenseIndex nbRows, DenseIndex nbCols) { m_rows = nbRows; m_cols = nbCols; }
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data.array; }
+};
+
+// dynamic-size matrix with fixed-size storage and fixed width
+template<typename T, int Size, int _Cols, int _Options> class DenseStorage<T, Size, Dynamic, _Cols, _Options>
+{
+    internal::plain_array<T,Size,_Options> m_data;
+    DenseIndex m_rows;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() : m_rows(0) {}
+    DenseStorage(internal::constructor_without_unaligned_array_assert)
+      : m_data(internal::constructor_without_unaligned_array_assert()), m_rows(0) {}
+    DenseStorage(const DenseStorage& other) : m_data(other.m_data), m_rows(other.m_rows) {}
+    DenseStorage& operator=(const DenseStorage& other) 
+    {
+      if (this != &other)
+      {
+        m_data = other.m_data;
+        m_rows = other.m_rows;
+      }
+      return *this; 
+    }
+    DenseStorage(DenseIndex, DenseIndex nbRows, DenseIndex) : m_rows(nbRows) {}
+    void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); }
+    EIGEN_DEVICE_FUNC DenseIndex rows(void) const {return m_rows;}
+    EIGEN_DEVICE_FUNC DenseIndex cols(void) const {return _Cols;}
+    void conservativeResize(DenseIndex, DenseIndex nbRows, DenseIndex) { m_rows = nbRows; }
+    void resize(DenseIndex, DenseIndex nbRows, DenseIndex) { m_rows = nbRows; }
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data.array; }
+};
+
+// dynamic-size matrix with fixed-size storage and fixed height
+template<typename T, int Size, int _Rows, int _Options> class DenseStorage<T, Size, _Rows, Dynamic, _Options>
+{
+    internal::plain_array<T,Size,_Options> m_data;
+    DenseIndex m_cols;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() : m_cols(0) {}
+    DenseStorage(internal::constructor_without_unaligned_array_assert)
+      : m_data(internal::constructor_without_unaligned_array_assert()), m_cols(0) {}
+    DenseStorage(const DenseStorage& other) : m_data(other.m_data), m_cols(other.m_cols) {}
+    DenseStorage& operator=(const DenseStorage& other)
+    {
+      if (this != &other)
+      {
+        m_data = other.m_data;
+        m_cols = other.m_cols;
+      }
+      return *this;
+    }
+    DenseStorage(DenseIndex, DenseIndex, DenseIndex nbCols) : m_cols(nbCols) {}
+    void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_cols,other.m_cols); }
+    EIGEN_DEVICE_FUNC DenseIndex rows(void) const {return _Rows;}
+    EIGEN_DEVICE_FUNC DenseIndex cols(void) const {return m_cols;}
+    void conservativeResize(DenseIndex, DenseIndex, DenseIndex nbCols) { m_cols = nbCols; }
+    void resize(DenseIndex, DenseIndex, DenseIndex nbCols) { m_cols = nbCols; }
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data.array; }
+};
+
+// purely dynamic matrix.
+template<typename T, int _Options> class DenseStorage<T, Dynamic, Dynamic, Dynamic, _Options>
+{
+    T *m_data;
+    DenseIndex m_rows;
+    DenseIndex m_cols;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() : m_data(0), m_rows(0), m_cols(0) {}
+    DenseStorage(internal::constructor_without_unaligned_array_assert)
+       : m_data(0), m_rows(0), m_cols(0) {}
+    DenseStorage(DenseIndex size, DenseIndex nbRows, DenseIndex nbCols)
+      : m_data(internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size)), m_rows(nbRows), m_cols(nbCols)
+    { EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN }
+    DenseStorage(const DenseStorage& other)
+      : m_data(internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(other.m_rows*other.m_cols))
+      , m_rows(other.m_rows)
+      , m_cols(other.m_cols)
+    {
+      internal::smart_copy(other.m_data, other.m_data+other.m_rows*other.m_cols, m_data);
+    }
+    DenseStorage& operator=(const DenseStorage& other)
+    {
+      if (this != &other)
+      {
+        DenseStorage tmp(other);
+        this->swap(tmp);
+      }
+      return *this;
+    }
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    DenseStorage(DenseStorage&& other)
+      : m_data(std::move(other.m_data))
+      , m_rows(std::move(other.m_rows))
+      , m_cols(std::move(other.m_cols))
+    {
+      other.m_data = nullptr;
+    }
+    DenseStorage& operator=(DenseStorage&& other)
+    {
+      using std::swap;
+      swap(m_data, other.m_data);
+      swap(m_rows, other.m_rows);
+      swap(m_cols, other.m_cols);
+      return *this;
+    }
+#endif
+    ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, m_rows*m_cols); }
+    void swap(DenseStorage& other)
+    { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); std::swap(m_cols,other.m_cols); }
+    EIGEN_DEVICE_FUNC DenseIndex rows(void) const {return m_rows;}
+    EIGEN_DEVICE_FUNC DenseIndex cols(void) const {return m_cols;}
+    void conservativeResize(DenseIndex size, DenseIndex nbRows, DenseIndex nbCols)
+    {
+      m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, m_rows*m_cols);
+      m_rows = nbRows;
+      m_cols = nbCols;
+    }
+    void resize(DenseIndex size, DenseIndex nbRows, DenseIndex nbCols)
+    {
+      if(size != m_rows*m_cols)
+      {
+        internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, m_rows*m_cols);
+        if (size)
+          m_data = internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size);
+        else
+          m_data = 0;
+        EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+      }
+      m_rows = nbRows;
+      m_cols = nbCols;
+    }
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data; }
+};
+
+// matrix with dynamic width and fixed height (so that matrix has dynamic size).
+template<typename T, int _Rows, int _Options> class DenseStorage<T, Dynamic, _Rows, Dynamic, _Options>
+{
+    T *m_data;
+    DenseIndex m_cols;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() : m_data(0), m_cols(0) {}
+    DenseStorage(internal::constructor_without_unaligned_array_assert) : m_data(0), m_cols(0) {}
+    DenseStorage(DenseIndex size, DenseIndex, DenseIndex nbCols) : m_data(internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size)), m_cols(nbCols)
+    { EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN }
+    DenseStorage(const DenseStorage& other)
+      : m_data(internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(_Rows*other.m_cols))
+      , m_cols(other.m_cols)
+    {
+      internal::smart_copy(other.m_data, other.m_data+_Rows*m_cols, m_data);
+    }
+    DenseStorage& operator=(const DenseStorage& other)
+    {
+      if (this != &other)
+      {
+        DenseStorage tmp(other);
+        this->swap(tmp);
+      }
+      return *this;
+    }    
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    DenseStorage(DenseStorage&& other)
+      : m_data(std::move(other.m_data))
+      , m_cols(std::move(other.m_cols))
+    {
+      other.m_data = nullptr;
+    }
+    DenseStorage& operator=(DenseStorage&& other)
+    {
+      using std::swap;
+      swap(m_data, other.m_data);
+      swap(m_cols, other.m_cols);
+      return *this;
+    }
+#endif
+    ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Rows*m_cols); }
+    void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_cols,other.m_cols); }
+    EIGEN_DEVICE_FUNC static DenseIndex rows(void) {return _Rows;}
+    EIGEN_DEVICE_FUNC DenseIndex cols(void) const {return m_cols;}
+    void conservativeResize(DenseIndex size, DenseIndex, DenseIndex nbCols)
+    {
+      m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, _Rows*m_cols);
+      m_cols = nbCols;
+    }
+    EIGEN_STRONG_INLINE void resize(DenseIndex size, DenseIndex, DenseIndex nbCols)
+    {
+      if(size != _Rows*m_cols)
+      {
+        internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Rows*m_cols);
+        if (size)
+          m_data = internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size);
+        else
+          m_data = 0;
+        EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+      }
+      m_cols = nbCols;
+    }
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data; }
+};
+
+// matrix with dynamic height and fixed width (so that matrix has dynamic size).
+template<typename T, int _Cols, int _Options> class DenseStorage<T, Dynamic, Dynamic, _Cols, _Options>
+{
+    T *m_data;
+    DenseIndex m_rows;
+  public:
+    EIGEN_DEVICE_FUNC DenseStorage() : m_data(0), m_rows(0) {}
+    DenseStorage(internal::constructor_without_unaligned_array_assert) : m_data(0), m_rows(0) {}
+    DenseStorage(DenseIndex size, DenseIndex nbRows, DenseIndex) : m_data(internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size)), m_rows(nbRows)
+    { EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN }
+    DenseStorage(const DenseStorage& other)
+      : m_data(internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(other.m_rows*_Cols))
+      , m_rows(other.m_rows)
+    {
+      internal::smart_copy(other.m_data, other.m_data+other.m_rows*_Cols, m_data);
+    }
+    DenseStorage& operator=(const DenseStorage& other)
+    {
+      if (this != &other)
+      {
+        DenseStorage tmp(other);
+        this->swap(tmp);
+      }
+      return *this;
+    }    
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    DenseStorage(DenseStorage&& other)
+      : m_data(std::move(other.m_data))
+      , m_rows(std::move(other.m_rows))
+    {
+      other.m_data = nullptr;
+    }
+    DenseStorage& operator=(DenseStorage&& other)
+    {
+      using std::swap;
+      swap(m_data, other.m_data);
+      swap(m_rows, other.m_rows);
+      return *this;
+    }
+#endif
+    ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Cols*m_rows); }
+    void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); }
+    EIGEN_DEVICE_FUNC DenseIndex rows(void) const {return m_rows;}
+    EIGEN_DEVICE_FUNC static DenseIndex cols(void) {return _Cols;}
+    void conservativeResize(DenseIndex size, DenseIndex nbRows, DenseIndex)
+    {
+      m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, m_rows*_Cols);
+      m_rows = nbRows;
+    }
+    EIGEN_STRONG_INLINE void resize(DenseIndex size, DenseIndex nbRows, DenseIndex)
+    {
+      if(size != m_rows*_Cols)
+      {
+        internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Cols*m_rows);
+        if (size)
+          m_data = internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size);
+        else
+          m_data = 0;
+        EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+      }
+      m_rows = nbRows;
+    }
+    EIGEN_DEVICE_FUNC const T *data() const { return m_data; }
+    EIGEN_DEVICE_FUNC T *data() { return m_data; }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/Diagonal.h b/third_party/eigen3/Eigen/src/Core/Diagonal.h
new file mode 100644
index 0000000000..d760762cc2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Diagonal.h
@@ -0,0 +1,258 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009-2010 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_DIAGONAL_H
+#define EIGEN_DIAGONAL_H
+
+namespace Eigen { 
+
+/** \class Diagonal
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a diagonal/subdiagonal/superdiagonal in a matrix
+  *
+  * \param MatrixType the type of the object in which we are taking a sub/main/super diagonal
+  * \param DiagIndex the index of the sub/super diagonal. The default is 0 and it means the main diagonal.
+  *              A positive value means a superdiagonal, a negative value means a subdiagonal.
+  *              You can also use Dynamic so the index can be set at runtime.
+  *
+  * The matrix is not required to be square.
+  *
+  * This class represents an expression of the main diagonal, or any sub/super diagonal
+  * of a square matrix. It is the return type of MatrixBase::diagonal() and MatrixBase::diagonal(Index) and most of the
+  * time this is the only way it is used.
+  *
+  * \sa MatrixBase::diagonal(), MatrixBase::diagonal(Index)
+  */
+
+namespace internal {
+template<typename MatrixType, int DiagIndex>
+struct traits<Diagonal<MatrixType,DiagIndex> >
+ : traits<MatrixType>
+{
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  typedef typename MatrixType::StorageKind StorageKind;
+  enum {
+    RowsAtCompileTime = (int(DiagIndex) == DynamicIndex || int(MatrixType::SizeAtCompileTime) == Dynamic) ? Dynamic
+                      : (EIGEN_PLAIN_ENUM_MIN(MatrixType::RowsAtCompileTime - EIGEN_PLAIN_ENUM_MAX(-DiagIndex, 0),
+                                              MatrixType::ColsAtCompileTime - EIGEN_PLAIN_ENUM_MAX( DiagIndex, 0))),
+    ColsAtCompileTime = 1,
+    MaxRowsAtCompileTime = int(MatrixType::MaxSizeAtCompileTime) == Dynamic ? Dynamic
+                         : DiagIndex == DynamicIndex ? EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::MaxRowsAtCompileTime,
+                                                                              MatrixType::MaxColsAtCompileTime)
+                         : (EIGEN_PLAIN_ENUM_MIN(MatrixType::MaxRowsAtCompileTime - EIGEN_PLAIN_ENUM_MAX(-DiagIndex, 0),
+                                                 MatrixType::MaxColsAtCompileTime - EIGEN_PLAIN_ENUM_MAX( DiagIndex, 0))),
+    MaxColsAtCompileTime = 1,
+    MaskLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
+    Flags = (unsigned int)_MatrixTypeNested::Flags & (HereditaryBits | LinearAccessBit | MaskLvalueBit | DirectAccessBit) & ~RowMajorBit,
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost,
+    MatrixTypeOuterStride = outer_stride_at_compile_time<MatrixType>::ret,
+    InnerStrideAtCompileTime = MatrixTypeOuterStride == Dynamic ? Dynamic : MatrixTypeOuterStride+1,
+    OuterStrideAtCompileTime = 0
+  };
+};
+}
+
+template<typename MatrixType, int _DiagIndex> class Diagonal
+   : public internal::dense_xpr_base< Diagonal<MatrixType,_DiagIndex> >::type
+{
+  public:
+
+    enum { DiagIndex = _DiagIndex };
+    typedef typename internal::dense_xpr_base<Diagonal>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Diagonal)
+
+    EIGEN_DEVICE_FUNC
+    inline Diagonal(MatrixType& matrix, Index a_index = DiagIndex) : m_matrix(matrix), m_index(a_index) {}
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Diagonal)
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const
+    {
+      return m_index.value()<0 ? numext::mini(Index(m_matrix.cols()),Index(m_matrix.rows()+m_index.value()))
+                               : numext::mini(Index(m_matrix.rows()),Index(m_matrix.cols()-m_index.value()));
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return 1; }
+
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const
+    {
+      return m_matrix.outerStride() + 1;
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const
+    {
+      return 0;
+    }
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<MatrixType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return &(m_matrix.const_cast_derived().coeffRef(rowOffset(), colOffset())); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return &(m_matrix.const_cast_derived().coeffRef(rowOffset(), colOffset())); }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index row, Index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return m_matrix.const_cast_derived().coeffRef(row+rowOffset(), row+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index row, Index) const
+    {
+      return m_matrix.const_cast_derived().coeffRef(row+rowOffset(), row+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index row, Index) const
+    {
+      return m_matrix.coeff(row+rowOffset(), row+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index idx)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return m_matrix.const_cast_derived().coeffRef(idx+rowOffset(), idx+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index idx) const
+    {
+      return m_matrix.const_cast_derived().coeffRef(idx+rowOffset(), idx+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index idx) const
+    {
+      return m_matrix.coeff(idx+rowOffset(), idx+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename MatrixType::Nested>::type& 
+    nestedExpression() const 
+    {
+      return m_matrix;
+    }
+
+    EIGEN_DEVICE_FUNC
+    int index() const
+    {
+      return m_index.value();
+    }
+
+  protected:
+    typename MatrixType::Nested m_matrix;
+    const internal::variable_if_dynamicindex<Index, DiagIndex> m_index;
+
+  private:
+    // some compilers may fail to optimize std::max etc in case of compile-time constants...
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index absDiagIndex() const { return m_index.value()>0 ? m_index.value() : -m_index.value(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rowOffset() const { return m_index.value()>0 ? 0 : -m_index.value(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index colOffset() const { return m_index.value()>0 ? m_index.value() : 0; }
+    // triger a compile time error is someone try to call packet
+    template<int LoadMode> typename MatrixType::PacketReturnType packet(Index) const;
+    template<int LoadMode> typename MatrixType::PacketReturnType packet(Index,Index) const;
+};
+
+/** \returns an expression of the main diagonal of the matrix \c *this
+  *
+  * \c *this is not required to be square.
+  *
+  * Example: \include MatrixBase_diagonal.cpp
+  * Output: \verbinclude MatrixBase_diagonal.out
+  *
+  * \sa class Diagonal */
+template<typename Derived>
+inline typename MatrixBase<Derived>::DiagonalReturnType
+MatrixBase<Derived>::diagonal()
+{
+  return derived();
+}
+
+/** This is the const version of diagonal(). */
+template<typename Derived>
+inline typename MatrixBase<Derived>::ConstDiagonalReturnType
+MatrixBase<Derived>::diagonal() const
+{
+  return ConstDiagonalReturnType(derived());
+}
+
+/** \returns an expression of the \a DiagIndex-th sub or super diagonal of the matrix \c *this
+  *
+  * \c *this is not required to be square.
+  *
+  * The template parameter \a DiagIndex represent a super diagonal if \a DiagIndex > 0
+  * and a sub diagonal otherwise. \a DiagIndex == 0 is equivalent to the main diagonal.
+  *
+  * Example: \include MatrixBase_diagonal_int.cpp
+  * Output: \verbinclude MatrixBase_diagonal_int.out
+  *
+  * \sa MatrixBase::diagonal(), class Diagonal */
+template<typename Derived>
+inline typename MatrixBase<Derived>::template DiagonalIndexReturnType<DynamicIndex>::Type
+MatrixBase<Derived>::diagonal(Index index)
+{
+  return typename DiagonalIndexReturnType<DynamicIndex>::Type(derived(), index);
+}
+
+/** This is the const version of diagonal(Index). */
+template<typename Derived>
+inline typename MatrixBase<Derived>::template ConstDiagonalIndexReturnType<DynamicIndex>::Type
+MatrixBase<Derived>::diagonal(Index index) const
+{
+  return typename ConstDiagonalIndexReturnType<DynamicIndex>::Type(derived(), index);
+}
+
+/** \returns an expression of the \a DiagIndex-th sub or super diagonal of the matrix \c *this
+  *
+  * \c *this is not required to be square.
+  *
+  * The template parameter \a DiagIndex represent a super diagonal if \a DiagIndex > 0
+  * and a sub diagonal otherwise. \a DiagIndex == 0 is equivalent to the main diagonal.
+  *
+  * Example: \include MatrixBase_diagonal_template_int.cpp
+  * Output: \verbinclude MatrixBase_diagonal_template_int.out
+  *
+  * \sa MatrixBase::diagonal(), class Diagonal */
+template<typename Derived>
+template<int Index>
+inline typename MatrixBase<Derived>::template DiagonalIndexReturnType<Index>::Type
+MatrixBase<Derived>::diagonal()
+{
+  return derived();
+}
+
+/** This is the const version of diagonal<int>(). */
+template<typename Derived>
+template<int Index>
+inline typename MatrixBase<Derived>::template ConstDiagonalIndexReturnType<Index>::Type
+MatrixBase<Derived>::diagonal() const
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DIAGONAL_H
diff --git a/third_party/eigen3/Eigen/src/Core/DiagonalMatrix.h b/third_party/eigen3/Eigen/src/Core/DiagonalMatrix.h
new file mode 100644
index 0000000000..f7ac22f8b0
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/DiagonalMatrix.h
@@ -0,0 +1,346 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_DIAGONALMATRIX_H
+#define EIGEN_DIAGONALMATRIX_H
+
+namespace Eigen { 
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename Derived>
+class DiagonalBase : public EigenBase<Derived>
+{
+  public:
+    typedef typename internal::traits<Derived>::DiagonalVectorType DiagonalVectorType;
+    typedef typename DiagonalVectorType::Scalar Scalar;
+    typedef typename DiagonalVectorType::RealScalar RealScalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+
+    enum {
+      RowsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+      ColsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+      MaxRowsAtCompileTime = DiagonalVectorType::MaxSizeAtCompileTime,
+      MaxColsAtCompileTime = DiagonalVectorType::MaxSizeAtCompileTime,
+      IsVectorAtCompileTime = 0,
+      Flags = 0
+    };
+
+    typedef Matrix<Scalar, RowsAtCompileTime, ColsAtCompileTime, 0, MaxRowsAtCompileTime, MaxColsAtCompileTime> DenseMatrixType;
+    typedef DenseMatrixType DenseType;
+    typedef DiagonalMatrix<Scalar,DiagonalVectorType::SizeAtCompileTime,DiagonalVectorType::MaxSizeAtCompileTime> PlainObject;
+
+    EIGEN_DEVICE_FUNC
+    inline const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    EIGEN_DEVICE_FUNC
+    inline Derived& derived() { return *static_cast<Derived*>(this); }
+
+    EIGEN_DEVICE_FUNC
+    DenseMatrixType toDenseMatrix() const { return derived(); }
+    template<typename DenseDerived>
+    EIGEN_DEVICE_FUNC
+    void evalTo(MatrixBase<DenseDerived> &other) const;
+    template<typename DenseDerived>
+    EIGEN_DEVICE_FUNC
+    void addTo(MatrixBase<DenseDerived> &other) const
+    { other.diagonal() += diagonal(); }
+    template<typename DenseDerived>
+    EIGEN_DEVICE_FUNC
+    void subTo(MatrixBase<DenseDerived> &other) const
+    { other.diagonal() -= diagonal(); }
+
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalVectorType& diagonal() const { return derived().diagonal(); }
+    EIGEN_DEVICE_FUNC
+    inline DiagonalVectorType& diagonal() { return derived().diagonal(); }
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return diagonal().size(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return diagonal().size(); }
+
+    /** \returns the diagonal matrix product of \c *this by the matrix \a matrix.
+      */
+    template<typename MatrixDerived>
+    EIGEN_DEVICE_FUNC
+    const DiagonalProduct<MatrixDerived, Derived, OnTheLeft>
+    operator*(const MatrixBase<MatrixDerived> &matrix) const
+    {
+      return DiagonalProduct<MatrixDerived, Derived, OnTheLeft>(matrix.derived(), derived());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalWrapper<const CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const DiagonalVectorType> >
+    inverse() const
+    {
+      return diagonal().cwiseInverse();
+    }
+    
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalWrapper<const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DiagonalVectorType> >
+    operator*(const Scalar& scalar) const
+    {
+      return diagonal() * scalar;
+    }
+    EIGEN_DEVICE_FUNC
+    friend inline const DiagonalWrapper<const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DiagonalVectorType> >
+    operator*(const Scalar& scalar, const DiagonalBase& other)
+    {
+      return other.diagonal() * scalar;
+    }
+    
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    bool isApprox(const DiagonalBase<OtherDerived>& other, typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision()) const
+    {
+      return diagonal().isApprox(other.diagonal(), precision);
+    }
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    bool isApprox(const MatrixBase<OtherDerived>& other, typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision()) const
+    {
+      return toDenseMatrix().isApprox(other, precision);
+    }
+    #endif
+};
+
+template<typename Derived>
+template<typename DenseDerived>
+void DiagonalBase<Derived>::evalTo(MatrixBase<DenseDerived> &other) const
+{
+  other.setZero();
+  other.diagonal() = diagonal();
+}
+#endif
+
+/** \class DiagonalMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a diagonal matrix with its storage
+  *
+  * \param _Scalar the type of coefficients
+  * \param SizeAtCompileTime the dimension of the matrix, or Dynamic
+  * \param MaxSizeAtCompileTime the dimension of the matrix, or Dynamic. This parameter is optional and defaults
+  *        to SizeAtCompileTime. Most of the time, you do not need to specify it.
+  *
+  * \sa class DiagonalWrapper
+  */
+
+namespace internal {
+template<typename _Scalar, int SizeAtCompileTime, int MaxSizeAtCompileTime>
+struct traits<DiagonalMatrix<_Scalar,SizeAtCompileTime,MaxSizeAtCompileTime> >
+ : traits<Matrix<_Scalar,SizeAtCompileTime,SizeAtCompileTime,0,MaxSizeAtCompileTime,MaxSizeAtCompileTime> >
+{
+  typedef Matrix<_Scalar,SizeAtCompileTime,1,0,MaxSizeAtCompileTime,1> DiagonalVectorType;
+  typedef Dense StorageKind;
+  typedef DenseIndex Index;
+  enum {
+    Flags = LvalueBit
+  };
+};
+}
+template<typename _Scalar, int SizeAtCompileTime, int MaxSizeAtCompileTime>
+class DiagonalMatrix
+  : public DiagonalBase<DiagonalMatrix<_Scalar,SizeAtCompileTime,MaxSizeAtCompileTime> >
+{
+  public:
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename internal::traits<DiagonalMatrix>::DiagonalVectorType DiagonalVectorType;
+    typedef const DiagonalMatrix& Nested;
+    typedef _Scalar Scalar;
+    typedef typename internal::traits<DiagonalMatrix>::StorageKind StorageKind;
+    typedef typename internal::traits<DiagonalMatrix>::Index Index;
+    #endif
+
+  protected:
+
+    DiagonalVectorType m_diagonal;
+
+  public:
+
+    /** const version of diagonal(). */
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalVectorType& diagonal() const { return m_diagonal; }
+    /** \returns a reference to the stored vector of diagonal coefficients. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalVectorType& diagonal() { return m_diagonal; }
+
+    /** Default constructor without initialization */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix() {}
+
+    /** Constructs a diagonal matrix with given dimension  */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(Index dim) : m_diagonal(dim) {}
+
+    /** 2D constructor. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(const Scalar& x, const Scalar& y) : m_diagonal(x,y) {}
+
+    /** 3D constructor. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(const Scalar& x, const Scalar& y, const Scalar& z) : m_diagonal(x,y,z) {}
+
+    /** Copy constructor. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(const DiagonalBase<OtherDerived>& other) : m_diagonal(other.diagonal()) {}
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** copy constructor. prevent a default copy constructor from hiding the other templated constructor */
+    inline DiagonalMatrix(const DiagonalMatrix& other) : m_diagonal(other.diagonal()) {}
+    #endif
+
+    /** generic constructor from expression of the diagonal coefficients */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    explicit inline DiagonalMatrix(const MatrixBase<OtherDerived>& other) : m_diagonal(other)
+    {}
+
+    /** Copy operator. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    DiagonalMatrix& operator=(const DiagonalBase<OtherDerived>& other)
+    {
+      m_diagonal = other.diagonal();
+      return *this;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    EIGEN_DEVICE_FUNC
+    DiagonalMatrix& operator=(const DiagonalMatrix& other)
+    {
+      m_diagonal = other.diagonal();
+      return *this;
+    }
+    #endif
+
+    /** Resizes to given size. */
+    EIGEN_DEVICE_FUNC
+    inline void resize(Index size) { m_diagonal.resize(size); }
+    /** Sets all coefficients to zero. */
+    EIGEN_DEVICE_FUNC
+    inline void setZero() { m_diagonal.setZero(); }
+    /** Resizes and sets all coefficients to zero. */
+    EIGEN_DEVICE_FUNC
+    inline void setZero(Index size) { m_diagonal.setZero(size); }
+    /** Sets this matrix to be the identity matrix of the current size. */
+    EIGEN_DEVICE_FUNC
+    inline void setIdentity() { m_diagonal.setOnes(); }
+    /** Sets this matrix to be the identity matrix of the given size. */
+    EIGEN_DEVICE_FUNC
+    inline void setIdentity(Index size) { m_diagonal.setOnes(size); }
+};
+
+/** \class DiagonalWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a diagonal matrix
+  *
+  * \param _DiagonalVectorType the type of the vector of diagonal coefficients
+  *
+  * This class is an expression of a diagonal matrix, but not storing its own vector of diagonal coefficients,
+  * instead wrapping an existing vector expression. It is the return type of MatrixBase::asDiagonal()
+  * and most of the time this is the only way that it is used.
+  *
+  * \sa class DiagonalMatrix, class DiagonalBase, MatrixBase::asDiagonal()
+  */
+
+namespace internal {
+template<typename _DiagonalVectorType>
+struct traits<DiagonalWrapper<_DiagonalVectorType> >
+{
+  typedef _DiagonalVectorType DiagonalVectorType;
+  typedef typename DiagonalVectorType::Scalar Scalar;
+  typedef typename DiagonalVectorType::Index Index;
+  typedef typename DiagonalVectorType::StorageKind StorageKind;
+  enum {
+    RowsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+    ColsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+    MaxRowsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+    MaxColsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+    Flags =  traits<DiagonalVectorType>::Flags & LvalueBit
+  };
+};
+}
+
+template<typename _DiagonalVectorType>
+class DiagonalWrapper
+  : public DiagonalBase<DiagonalWrapper<_DiagonalVectorType> >, internal::no_assignment_operator
+{
+  public:
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef _DiagonalVectorType DiagonalVectorType;
+    typedef DiagonalWrapper Nested;
+    #endif
+
+    /** Constructor from expression of diagonal coefficients to wrap. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalWrapper(DiagonalVectorType& a_diagonal) : m_diagonal(a_diagonal) {}
+
+    /** \returns a const reference to the wrapped expression of diagonal coefficients. */
+    EIGEN_DEVICE_FUNC
+    const DiagonalVectorType& diagonal() const { return m_diagonal; }
+
+  protected:
+    typename DiagonalVectorType::Nested m_diagonal;
+};
+
+/** \returns a pseudo-expression of a diagonal matrix with *this as vector of diagonal coefficients
+  *
+  * \only_for_vectors
+  *
+  * Example: \include MatrixBase_asDiagonal.cpp
+  * Output: \verbinclude MatrixBase_asDiagonal.out
+  *
+  * \sa class DiagonalWrapper, class DiagonalMatrix, diagonal(), isDiagonal()
+  **/
+template<typename Derived>
+inline const DiagonalWrapper<const Derived>
+MatrixBase<Derived>::asDiagonal() const
+{
+  return derived();
+}
+
+/** \returns true if *this is approximately equal to a diagonal matrix,
+  *          within the precision given by \a prec.
+  *
+  * Example: \include MatrixBase_isDiagonal.cpp
+  * Output: \verbinclude MatrixBase_isDiagonal.out
+  *
+  * \sa asDiagonal()
+  */
+template<typename Derived>
+bool MatrixBase<Derived>::isDiagonal(const RealScalar& prec) const
+{
+  using std::abs;
+  if(cols() != rows()) return false;
+  RealScalar maxAbsOnDiagonal = static_cast<RealScalar>(-1);
+  for(Index j = 0; j < cols(); ++j)
+  {
+    RealScalar absOnDiagonal = abs(coeff(j,j));
+    if(absOnDiagonal > maxAbsOnDiagonal) maxAbsOnDiagonal = absOnDiagonal;
+  }
+  for(Index j = 0; j < cols(); ++j)
+    for(Index i = 0; i < j; ++i)
+    {
+      if(!internal::isMuchSmallerThan(coeff(i, j), maxAbsOnDiagonal, prec)) return false;
+      if(!internal::isMuchSmallerThan(coeff(j, i), maxAbsOnDiagonal, prec)) return false;
+    }
+  return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DIAGONALMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/DiagonalProduct.h b/third_party/eigen3/Eigen/src/Core/DiagonalProduct.h
new file mode 100644
index 0000000000..c03a0c2e12
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/DiagonalProduct.h
@@ -0,0 +1,130 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_DIAGONALPRODUCT_H
+#define EIGEN_DIAGONALPRODUCT_H
+
+namespace Eigen { 
+
+namespace internal {
+template<typename MatrixType, typename DiagonalType, int ProductOrder>
+struct traits<DiagonalProduct<MatrixType, DiagonalType, ProductOrder> >
+ : traits<MatrixType>
+{
+  typedef typename scalar_product_traits<typename MatrixType::Scalar, typename DiagonalType::Scalar>::ReturnType Scalar;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+
+    _StorageOrder = MatrixType::Flags & RowMajorBit ? RowMajor : ColMajor,
+    _ScalarAccessOnDiag =  !((int(_StorageOrder) == ColMajor && int(ProductOrder) == OnTheLeft)
+                          ||(int(_StorageOrder) == RowMajor && int(ProductOrder) == OnTheRight)),
+    _SameTypes = is_same<typename MatrixType::Scalar, typename DiagonalType::Scalar>::value,
+    // FIXME currently we need same types, but in the future the next rule should be the one
+    //_Vectorizable = bool(int(MatrixType::Flags)&PacketAccessBit) && ((!_PacketOnDiag) || (_SameTypes && bool(int(DiagonalType::DiagonalVectorType::Flags)&PacketAccessBit))),
+    _Vectorizable = bool(int(MatrixType::Flags)&PacketAccessBit) && _SameTypes && (_ScalarAccessOnDiag || (bool(int(DiagonalType::DiagonalVectorType::Flags)&PacketAccessBit))),
+    _LinearAccessMask = (RowsAtCompileTime==1 || ColsAtCompileTime==1) ? LinearAccessBit : 0,
+
+    Flags = ((HereditaryBits|_LinearAccessMask) & (unsigned int)(MatrixType::Flags)) | (_Vectorizable ? PacketAccessBit : 0) | AlignedBit,//(int(MatrixType::Flags)&int(DiagonalType::DiagonalVectorType::Flags)&AlignedBit),
+    CoeffReadCost = NumTraits<Scalar>::MulCost + MatrixType::CoeffReadCost + DiagonalType::DiagonalVectorType::CoeffReadCost
+  };
+};
+}
+
+template<typename MatrixType, typename DiagonalType, int ProductOrder>
+class DiagonalProduct : internal::no_assignment_operator,
+                        public MatrixBase<DiagonalProduct<MatrixType, DiagonalType, ProductOrder> >
+{
+  public:
+
+    typedef MatrixBase<DiagonalProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(DiagonalProduct)
+
+    inline DiagonalProduct(const MatrixType& matrix, const DiagonalType& diagonal)
+      : m_matrix(matrix), m_diagonal(diagonal)
+    {
+      eigen_assert(diagonal.diagonal().size() == (ProductOrder == OnTheLeft ? matrix.rows() : matrix.cols()));
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return m_matrix.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return m_matrix.cols(); }
+
+    EIGEN_STRONG_INLINE const Scalar coeff(Index row, Index col) const
+    {
+      return m_diagonal.diagonal().coeff(ProductOrder == OnTheLeft ? row : col) * m_matrix.coeff(row, col);
+    }
+    
+    EIGEN_STRONG_INLINE const Scalar coeff(Index idx) const
+    {
+      enum {
+        StorageOrder = int(MatrixType::Flags) & RowMajorBit ? RowMajor : ColMajor
+      };
+      return coeff(int(StorageOrder)==ColMajor?idx:0,int(StorageOrder)==ColMajor?0:idx);
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index row, Index col) const
+    {
+      enum {
+        StorageOrder = Flags & RowMajorBit ? RowMajor : ColMajor
+      };
+      const Index indexInDiagonalVector = ProductOrder == OnTheLeft ? row : col;
+      return packet_impl<LoadMode>(row,col,indexInDiagonalVector,typename internal::conditional<
+        ((int(StorageOrder) == RowMajor && int(ProductOrder) == OnTheLeft)
+       ||(int(StorageOrder) == ColMajor && int(ProductOrder) == OnTheRight)), internal::true_type, internal::false_type>::type());
+    }
+    
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index idx) const
+    {
+      enum {
+        StorageOrder = int(MatrixType::Flags) & RowMajorBit ? RowMajor : ColMajor
+      };
+      return packet<LoadMode>(int(StorageOrder)==ColMajor?idx:0,int(StorageOrder)==ColMajor?0:idx);
+    }
+
+  protected:
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet_impl(Index row, Index col, Index id, internal::true_type) const
+    {
+      return internal::pmul(m_matrix.template packet<LoadMode>(row, col),
+                     internal::pset1<PacketScalar>(m_diagonal.diagonal().coeff(id)));
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet_impl(Index row, Index col, Index id, internal::false_type) const
+    {
+      enum {
+        InnerSize = (MatrixType::Flags & RowMajorBit) ? MatrixType::ColsAtCompileTime : MatrixType::RowsAtCompileTime,
+        DiagonalVectorPacketLoadMode = (LoadMode == Aligned && (((InnerSize%16) == 0) || (int(DiagonalType::DiagonalVectorType::Flags)&AlignedBit)==AlignedBit) ? Aligned : Unaligned)
+      };
+      return internal::pmul(m_matrix.template packet<LoadMode>(row, col),
+                     m_diagonal.diagonal().template packet<DiagonalVectorPacketLoadMode>(id));
+    }
+
+    typename MatrixType::Nested m_matrix;
+    typename DiagonalType::Nested m_diagonal;
+};
+
+/** \returns the diagonal matrix product of \c *this by the diagonal matrix \a diagonal.
+  */
+template<typename Derived>
+template<typename DiagonalDerived>
+inline const DiagonalProduct<Derived, DiagonalDerived, OnTheRight>
+MatrixBase<Derived>::operator*(const DiagonalBase<DiagonalDerived> &a_diagonal) const
+{
+  return DiagonalProduct<Derived, DiagonalDerived, OnTheRight>(derived(), a_diagonal.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DIAGONALPRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/Core/Dot.h b/third_party/eigen3/Eigen/src/Core/Dot.h
new file mode 100644
index 0000000000..718de5d1af
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Dot.h
@@ -0,0 +1,270 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008, 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_DOT_H
+#define EIGEN_DOT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+// helper function for dot(). The problem is that if we put that in the body of dot(), then upon calling dot
+// with mismatched types, the compiler emits errors about failing to instantiate cwiseProduct BEFORE
+// looking at the static assertions. Thus this is a trick to get better compile errors.
+template<typename T, typename U,
+// the NeedToTranspose condition here is taken straight from Assign.h
+         bool NeedToTranspose = T::IsVectorAtCompileTime
+                && U::IsVectorAtCompileTime
+                && ((int(T::RowsAtCompileTime) == 1 && int(U::ColsAtCompileTime) == 1)
+                      |  // FIXME | instead of || to please GCC 4.4.0 stupid warning "suggest parentheses around &&".
+                         // revert to || as soon as not needed anymore.
+                    (int(T::ColsAtCompileTime) == 1 && int(U::RowsAtCompileTime) == 1))
+>
+struct dot_nocheck
+{
+  typedef typename scalar_product_traits<typename traits<T>::Scalar,typename traits<U>::Scalar>::ReturnType ResScalar;
+  EIGEN_DEVICE_FUNC
+  static inline ResScalar run(const MatrixBase<T>& a, const MatrixBase<U>& b)
+  {
+    return a.template binaryExpr<scalar_conj_product_op<typename traits<T>::Scalar,typename traits<U>::Scalar> >(b).sum();
+  }
+};
+
+template<typename T, typename U>
+struct dot_nocheck<T, U, true>
+{
+  typedef typename scalar_product_traits<typename traits<T>::Scalar,typename traits<U>::Scalar>::ReturnType ResScalar;
+  EIGEN_DEVICE_FUNC
+  static inline ResScalar run(const MatrixBase<T>& a, const MatrixBase<U>& b)
+  {
+    return a.transpose().template binaryExpr<scalar_conj_product_op<typename traits<T>::Scalar,typename traits<U>::Scalar> >(b).sum();
+  }
+};
+
+} // end namespace internal
+
+/** \returns the dot product of *this with other.
+  *
+  * \only_for_vectors
+  *
+  * \note If the scalar type is complex numbers, then this function returns the hermitian
+  * (sesquilinear) dot product, conjugate-linear in the first variable and linear in the
+  * second variable.
+  *
+  * \sa squaredNorm(), norm()
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+typename internal::scalar_product_traits<typename internal::traits<Derived>::Scalar,typename internal::traits<OtherDerived>::Scalar>::ReturnType
+MatrixBase<Derived>::dot(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+  EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(Derived,OtherDerived)
+  typedef internal::scalar_conj_product_op<Scalar,typename OtherDerived::Scalar> func;
+  EIGEN_CHECK_BINARY_COMPATIBILIY(func,Scalar,typename OtherDerived::Scalar);
+
+  eigen_assert(size() == other.size());
+
+  return internal::dot_nocheck<Derived,OtherDerived>::run(*this, other);
+}
+
+#ifdef EIGEN2_SUPPORT
+/** \returns the dot product of *this with other, with the Eigen2 convention that the dot product is linear in the first variable
+  * (conjugating the second variable). Of course this only makes a difference in the complex case.
+  *
+  * This method is only available in EIGEN2_SUPPORT mode.
+  *
+  * \only_for_vectors
+  *
+  * \sa dot()
+  */
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::traits<Derived>::Scalar
+MatrixBase<Derived>::eigen2_dot(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+  EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  eigen_assert(size() == other.size());
+
+  return internal::dot_nocheck<OtherDerived,Derived>::run(other,*this);
+}
+#endif
+
+
+//---------- implementation of L2 norm and related functions ----------
+
+/** \returns, for vectors, the squared \em l2 norm of \c *this, and for matrices the Frobenius norm.
+  * In both cases, it consists in the sum of the square of all the matrix entries.
+  * For vectors, this is also equals to the dot product of \c *this with itself.
+  *
+  * \sa dot(), norm()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scalar>::Real MatrixBase<Derived>::squaredNorm() const
+{
+  return numext::real((*this).cwiseAbs2().sum());
+}
+
+/** \returns, for vectors, the \em l2 norm of \c *this, and for matrices the Frobenius norm.
+  * In both cases, it consists in the square root of the sum of the square of all the matrix entries.
+  * For vectors, this is also equals to the square root of the dot product of \c *this with itself.
+  *
+  * \sa dot(), squaredNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real MatrixBase<Derived>::norm() const
+{
+  using std::sqrt;
+  return sqrt(squaredNorm());
+}
+
+/** \returns an expression of the quotient of *this by its own norm.
+  *
+  * \only_for_vectors
+  *
+  * \sa norm(), normalize()
+  */
+template<typename Derived>
+inline const typename MatrixBase<Derived>::PlainObject
+MatrixBase<Derived>::normalized() const
+{
+  typedef typename internal::nested<Derived>::type Nested;
+  typedef typename internal::remove_reference<Nested>::type _Nested;
+  _Nested n(derived());
+  return n / n.norm();
+}
+
+/** Normalizes the vector, i.e. divides it by its own norm.
+  *
+  * \only_for_vectors
+  *
+  * \sa norm(), normalized()
+  */
+template<typename Derived>
+inline void MatrixBase<Derived>::normalize()
+{
+  *this /= norm();
+}
+
+//---------- implementation of other norms ----------
+
+namespace internal {
+
+template<typename Derived, int p>
+struct lpNorm_selector
+{
+  typedef typename NumTraits<typename traits<Derived>::Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const MatrixBase<Derived>& m)
+  {
+    using std::pow;
+    return pow(m.cwiseAbs().array().pow(p).sum(), RealScalar(1)/p);
+  }
+};
+
+template<typename Derived>
+struct lpNorm_selector<Derived, 1>
+{
+  EIGEN_DEVICE_FUNC
+  static inline typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m)
+  {
+    return m.cwiseAbs().sum();
+  }
+};
+
+template<typename Derived>
+struct lpNorm_selector<Derived, 2>
+{
+  EIGEN_DEVICE_FUNC
+  static inline typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m)
+  {
+    return m.norm();
+  }
+};
+
+template<typename Derived>
+struct lpNorm_selector<Derived, Infinity>
+{
+  EIGEN_DEVICE_FUNC
+  static inline typename NumTraits<typename traits<Derived>::Scalar>::Real run(const MatrixBase<Derived>& m)
+  {
+    return m.cwiseAbs().maxCoeff();
+  }
+};
+
+} // end namespace internal
+
+/** \returns the \f$ \ell^p \f$ norm of *this, that is, returns the p-th root of the sum of the p-th powers of the absolute values
+  *          of the coefficients of *this. If \a p is the special value \a Eigen::Infinity, this function returns the \f$ \ell^\infty \f$
+  *          norm, that is the maximum of the absolute values of the coefficients of *this.
+  *
+  * \sa norm()
+  */
+template<typename Derived>
+template<int p>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::lpNorm() const
+{
+  return internal::lpNorm_selector<Derived, p>::run(*this);
+}
+
+//---------- implementation of isOrthogonal / isUnitary ----------
+
+/** \returns true if *this is approximately orthogonal to \a other,
+  *          within the precision given by \a prec.
+  *
+  * Example: \include MatrixBase_isOrthogonal.cpp
+  * Output: \verbinclude MatrixBase_isOrthogonal.out
+  */
+template<typename Derived>
+template<typename OtherDerived>
+bool MatrixBase<Derived>::isOrthogonal
+(const MatrixBase<OtherDerived>& other, const RealScalar& prec) const
+{
+  typename internal::nested<Derived,2>::type nested(derived());
+  typename internal::nested<OtherDerived,2>::type otherNested(other.derived());
+  return numext::abs2(nested.dot(otherNested)) <= prec * prec * nested.squaredNorm() * otherNested.squaredNorm();
+}
+
+/** \returns true if *this is approximately an unitary matrix,
+  *          within the precision given by \a prec. In the case where the \a Scalar
+  *          type is real numbers, a unitary matrix is an orthogonal matrix, whence the name.
+  *
+  * \note This can be used to check whether a family of vectors forms an orthonormal basis.
+  *       Indeed, \c m.isUnitary() returns true if and only if the columns (equivalently, the rows) of m form an
+  *       orthonormal basis.
+  *
+  * Example: \include MatrixBase_isUnitary.cpp
+  * Output: \verbinclude MatrixBase_isUnitary.out
+  */
+template<typename Derived>
+bool MatrixBase<Derived>::isUnitary(const RealScalar& prec) const
+{
+  typename Derived::Nested nested(derived());
+  for(Index i = 0; i < cols(); ++i)
+  {
+    if(!internal::isApprox(nested.col(i).squaredNorm(), static_cast<RealScalar>(1), prec))
+      return false;
+    for(Index j = 0; j < i; ++j)
+      if(!internal::isMuchSmallerThan(nested.col(i).dot(nested.col(j)), static_cast<Scalar>(1), prec))
+        return false;
+  }
+  return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DOT_H
diff --git a/third_party/eigen3/Eigen/src/Core/EigenBase.h b/third_party/eigen3/Eigen/src/Core/EigenBase.h
new file mode 100644
index 0000000000..1a577c2dce
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/EigenBase.h
@@ -0,0 +1,146 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009 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_EIGENBASE_H
+#define EIGEN_EIGENBASE_H
+
+namespace Eigen {
+
+/** Common base class for all classes T such that MatrixBase has an operator=(T) and a constructor MatrixBase(T).
+  *
+  * In other words, an EigenBase object is an object that can be copied into a MatrixBase.
+  *
+  * Besides MatrixBase-derived classes, this also includes special matrix classes such as diagonal matrices, etc.
+  *
+  * Notice that this class is trivial, it is only used to disambiguate overloaded functions.
+  *
+  * \sa \ref TopicClassHierarchy
+  */
+template<typename Derived> struct EigenBase
+{
+//   typedef typename internal::plain_matrix_type<Derived>::type PlainObject;
+
+  typedef typename internal::traits<Derived>::StorageKind StorageKind;
+  typedef typename internal::traits<Derived>::Index Index;
+
+  /** \returns a reference to the derived object */
+  EIGEN_DEVICE_FUNC
+  Derived& derived() { return *static_cast<Derived*>(this); }
+  /** \returns a const reference to the derived object */
+  EIGEN_DEVICE_FUNC
+  const Derived& derived() const { return *static_cast<const Derived*>(this); }
+
+  EIGEN_DEVICE_FUNC
+  inline Derived& const_cast_derived() const
+  { return *static_cast<Derived*>(const_cast<EigenBase*>(this)); }
+  EIGEN_DEVICE_FUNC
+  inline const Derived& const_derived() const
+  { return *static_cast<const Derived*>(this); }
+
+  /** \returns the number of rows. \sa cols(), RowsAtCompileTime */
+  EIGEN_DEVICE_FUNC
+  inline Index rows() const { return derived().rows(); }
+  /** \returns the number of columns. \sa rows(), ColsAtCompileTime*/
+  EIGEN_DEVICE_FUNC
+  inline Index cols() const { return derived().cols(); }
+  /** \returns the number of coefficients, which is rows()*cols().
+    * \sa rows(), cols(), SizeAtCompileTime. */
+  EIGEN_DEVICE_FUNC
+  inline Index size() const { return rows() * cols(); }
+
+  /** \internal Don't use it, but do the equivalent: \code dst = *this; \endcode */
+  template<typename Dest>
+  EIGEN_DEVICE_FUNC
+  inline void evalTo(Dest& dst) const
+  { derived().evalTo(dst); }
+
+  /** \internal Don't use it, but do the equivalent: \code dst += *this; \endcode */
+  template<typename Dest>
+  EIGEN_DEVICE_FUNC
+  inline void addTo(Dest& dst) const
+  {
+    // This is the default implementation,
+    // derived class can reimplement it in a more optimized way.
+    typename Dest::PlainObject res(rows(),cols());
+    evalTo(res);
+    dst += res;
+  }
+
+  /** \internal Don't use it, but do the equivalent: \code dst -= *this; \endcode */
+  template<typename Dest>
+  EIGEN_DEVICE_FUNC
+  inline void subTo(Dest& dst) const
+  {
+    // This is the default implementation,
+    // derived class can reimplement it in a more optimized way.
+    typename Dest::PlainObject res(rows(),cols());
+    evalTo(res);
+    dst -= res;
+  }
+
+  /** \internal Don't use it, but do the equivalent: \code dst.applyOnTheRight(*this); \endcode */
+  template<typename Dest>
+  EIGEN_DEVICE_FUNC inline void applyThisOnTheRight(Dest& dst) const
+  {
+    // This is the default implementation,
+    // derived class can reimplement it in a more optimized way.
+    dst = dst * this->derived();
+  }
+
+  /** \internal Don't use it, but do the equivalent: \code dst.applyOnTheLeft(*this); \endcode */
+  template<typename Dest>
+  EIGEN_DEVICE_FUNC inline void applyThisOnTheLeft(Dest& dst) const
+  {
+    // This is the default implementation,
+    // derived class can reimplement it in a more optimized way.
+    dst = this->derived() * dst;
+  }
+
+};
+
+/***************************************************************************
+* Implementation of matrix base methods
+***************************************************************************/
+
+/** \brief Copies the generic expression \a other into *this.
+  *
+  * \details The expression must provide a (templated) evalTo(Derived& dst) const
+  * function which does the actual job. In practice, this allows any user to write
+  * its own special matrix without having to modify MatrixBase
+  *
+  * \returns a reference to *this.
+  */
+template<typename Derived>
+template<typename OtherDerived>
+Derived& DenseBase<Derived>::operator=(const EigenBase<OtherDerived> &other)
+{
+  other.derived().evalTo(derived());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& DenseBase<Derived>::operator+=(const EigenBase<OtherDerived> &other)
+{
+  other.derived().addTo(derived());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& DenseBase<Derived>::operator-=(const EigenBase<OtherDerived> &other)
+{
+  other.derived().subTo(derived());
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_EIGENBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/Flagged.h b/third_party/eigen3/Eigen/src/Core/Flagged.h
new file mode 100644
index 0000000000..1f2955fc1d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Flagged.h
@@ -0,0 +1,140 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_FLAGGED_H
+#define EIGEN_FLAGGED_H
+
+namespace Eigen { 
+
+/** \class Flagged
+  * \ingroup Core_Module
+  *
+  * \brief Expression with modified flags
+  *
+  * \param ExpressionType the type of the object of which we are modifying the flags
+  * \param Added the flags added to the expression
+  * \param Removed the flags removed from the expression (has priority over Added).
+  *
+  * This class represents an expression whose flags have been modified.
+  * It is the return type of MatrixBase::flagged()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::flagged()
+  */
+
+namespace internal {
+template<typename ExpressionType, unsigned int Added, unsigned int Removed>
+struct traits<Flagged<ExpressionType, Added, Removed> > : traits<ExpressionType>
+{
+  enum { Flags = (ExpressionType::Flags | Added) & ~Removed };
+};
+}
+
+template<typename ExpressionType, unsigned int Added, unsigned int Removed> class Flagged
+  : public MatrixBase<Flagged<ExpressionType, Added, Removed> >
+{
+  public:
+
+    typedef MatrixBase<Flagged> Base;
+    
+    EIGEN_DENSE_PUBLIC_INTERFACE(Flagged)
+    typedef typename internal::conditional<internal::must_nest_by_value<ExpressionType>::ret,
+        ExpressionType, const ExpressionType&>::type ExpressionTypeNested;
+    typedef typename ExpressionType::InnerIterator InnerIterator;
+
+    inline Flagged(const ExpressionType& matrix) : m_matrix(matrix) {}
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    inline Index outerStride() const { return m_matrix.outerStride(); }
+    inline Index innerStride() const { return m_matrix.innerStride(); }
+
+    inline CoeffReturnType coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(row, col);
+    }
+
+    inline CoeffReturnType coeff(Index index) const
+    {
+      return m_matrix.coeff(index);
+    }
+    
+    inline const Scalar& coeffRef(Index row, Index col) const
+    {
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_matrix.const_cast_derived().coeffRef(index);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_matrix.const_cast_derived().coeffRef(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index row, Index col) const
+    {
+      return m_matrix.template packet<LoadMode>(row, col);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index row, Index col, const PacketScalar& x)
+    {
+      m_matrix.const_cast_derived().template writePacket<LoadMode>(row, col, x);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return m_matrix.template packet<LoadMode>(index);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& x)
+    {
+      m_matrix.const_cast_derived().template writePacket<LoadMode>(index, x);
+    }
+
+    const ExpressionType& _expression() const { return m_matrix; }
+
+    template<typename OtherDerived>
+    typename ExpressionType::PlainObject solveTriangular(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived>
+    void solveTriangularInPlace(const MatrixBase<OtherDerived>& other) const;
+
+  protected:
+    ExpressionTypeNested m_matrix;
+};
+
+/** \returns an expression of *this with added and removed flags
+  *
+  * This is mostly for internal use.
+  *
+  * \sa class Flagged
+  */
+template<typename Derived>
+template<unsigned int Added,unsigned int Removed>
+inline const Flagged<Derived, Added, Removed>
+DenseBase<Derived>::flagged() const
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_FLAGGED_H
diff --git a/third_party/eigen3/Eigen/src/Core/ForceAlignedAccess.h b/third_party/eigen3/Eigen/src/Core/ForceAlignedAccess.h
new file mode 100644
index 0000000000..807c7a2934
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/ForceAlignedAccess.h
@@ -0,0 +1,146 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_FORCEALIGNEDACCESS_H
+#define EIGEN_FORCEALIGNEDACCESS_H
+
+namespace Eigen {
+
+/** \class ForceAlignedAccess
+  * \ingroup Core_Module
+  *
+  * \brief Enforce aligned packet loads and stores regardless of what is requested
+  *
+  * \param ExpressionType the type of the object of which we are forcing aligned packet access
+  *
+  * This class is the return type of MatrixBase::forceAlignedAccess()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::forceAlignedAccess()
+  */
+
+namespace internal {
+template<typename ExpressionType>
+struct traits<ForceAlignedAccess<ExpressionType> > : public traits<ExpressionType>
+{};
+}
+
+template<typename ExpressionType> class ForceAlignedAccess
+  : public internal::dense_xpr_base< ForceAlignedAccess<ExpressionType> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<ForceAlignedAccess>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ForceAlignedAccess)
+
+    inline ForceAlignedAccess(const ExpressionType& matrix) : m_expression(matrix) {}
+
+    inline Index rows() const { return m_expression.rows(); }
+    inline Index cols() const { return m_expression.cols(); }
+    inline Index outerStride() const { return m_expression.outerStride(); }
+    inline Index innerStride() const { return m_expression.innerStride(); }
+
+    inline const CoeffReturnType coeff(Index row, Index col) const
+    {
+      return m_expression.coeff(row, col);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_expression.const_cast_derived().coeffRef(row, col);
+    }
+
+    inline const CoeffReturnType coeff(Index index) const
+    {
+      return m_expression.coeff(index);
+    }
+
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index row, Index col) const
+    {
+      return m_expression.template packet<Aligned>(row, col);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index row, Index col, const PacketScalar& x)
+    {
+      m_expression.const_cast_derived().template writePacket<Aligned>(row, col, x);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return m_expression.template packet<Aligned>(index);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& x)
+    {
+      m_expression.const_cast_derived().template writePacket<Aligned>(index, x);
+    }
+
+    operator const ExpressionType&() const { return m_expression; }
+
+  protected:
+    const ExpressionType& m_expression;
+
+  private:
+    ForceAlignedAccess& operator=(const ForceAlignedAccess&);
+};
+
+/** \returns an expression of *this with forced aligned access
+  * \sa forceAlignedAccessIf(),class ForceAlignedAccess
+  */
+template<typename Derived>
+inline const ForceAlignedAccess<Derived>
+MatrixBase<Derived>::forceAlignedAccess() const
+{
+  return ForceAlignedAccess<Derived>(derived());
+}
+
+/** \returns an expression of *this with forced aligned access
+  * \sa forceAlignedAccessIf(), class ForceAlignedAccess
+  */
+template<typename Derived>
+inline ForceAlignedAccess<Derived>
+MatrixBase<Derived>::forceAlignedAccess()
+{
+  return ForceAlignedAccess<Derived>(derived());
+}
+
+/** \returns an expression of *this with forced aligned access if \a Enable is true.
+  * \sa forceAlignedAccess(), class ForceAlignedAccess
+  */
+template<typename Derived>
+template<bool Enable>
+inline typename internal::add_const_on_value_type<typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type>::type
+MatrixBase<Derived>::forceAlignedAccessIf() const
+{
+  return derived();
+}
+
+/** \returns an expression of *this with forced aligned access if \a Enable is true.
+  * \sa forceAlignedAccess(), class ForceAlignedAccess
+  */
+template<typename Derived>
+template<bool Enable>
+inline typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type
+MatrixBase<Derived>::forceAlignedAccessIf()
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_FORCEALIGNEDACCESS_H
diff --git a/third_party/eigen3/Eigen/src/Core/Functors.h b/third_party/eigen3/Eigen/src/Core/Functors.h
new file mode 100644
index 0000000000..0a45fa31a9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Functors.h
@@ -0,0 +1,1020 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_FUNCTORS_H
+#define EIGEN_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// associative functors:
+
+/** \internal
+  * \brief Template functor to compute the sum of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::operator+, class VectorwiseOp, MatrixBase::sum()
+  */
+template<typename Scalar> struct scalar_sum_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sum_op)
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { return a + b; }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::padd(a,b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Scalar predux(const Packet& a) const
+  { return internal::predux(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_sum_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasAdd
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the product of two scalars
+  *
+  * \sa class CwiseBinaryOp, Cwise::operator*(), class VectorwiseOp, MatrixBase::redux()
+  */
+template<typename LhsScalar,typename RhsScalar> struct scalar_product_op {
+  enum {
+    // TODO vectorize mixed product
+    Vectorizable = is_same<LhsScalar,RhsScalar>::value && packet_traits<LhsScalar>::HasMul && packet_traits<RhsScalar>::HasMul
+  };
+  typedef typename scalar_product_traits<LhsScalar,RhsScalar>::ReturnType result_type;
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_product_op)
+  EIGEN_STRONG_INLINE const result_type operator() (const LhsScalar& a, const RhsScalar& b) const { return a * b; }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pmul(a,b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const result_type predux(const Packet& a) const
+  { return internal::predux_mul(a); }
+};
+template<typename LhsScalar,typename RhsScalar>
+struct functor_traits<scalar_product_op<LhsScalar,RhsScalar> > {
+  enum {
+    Cost = (NumTraits<LhsScalar>::MulCost + NumTraits<RhsScalar>::MulCost)/2, // rough estimate!
+    PacketAccess = scalar_product_op<LhsScalar,RhsScalar>::Vectorizable
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the conjugate product of two scalars
+  *
+  * This is a short cut for conj(x) * y which is needed for optimization purpose; in Eigen2 support mode, this becomes x * conj(y)
+  */
+template<typename LhsScalar,typename RhsScalar> struct scalar_conj_product_op {
+
+  enum {
+    Conj = NumTraits<LhsScalar>::IsComplex
+  };
+
+  typedef typename scalar_product_traits<LhsScalar,RhsScalar>::ReturnType result_type;
+
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_conj_product_op)
+  EIGEN_STRONG_INLINE const result_type operator() (const LhsScalar& a, const RhsScalar& b) const
+  { return conj_helper<LhsScalar,RhsScalar,Conj,false>().pmul(a,b); }
+
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return conj_helper<Packet,Packet,Conj,false>().pmul(a,b); }
+};
+template<typename LhsScalar,typename RhsScalar>
+struct functor_traits<scalar_conj_product_op<LhsScalar,RhsScalar> > {
+  enum {
+    Cost = NumTraits<LhsScalar>::MulCost,
+    PacketAccess = internal::is_same<LhsScalar, RhsScalar>::value && packet_traits<LhsScalar>::HasMul
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the min of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::cwiseMin, class VectorwiseOp, MatrixBase::minCoeff()
+  */
+template<typename Scalar> struct scalar_min_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_min_op)
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { using std::min; return (min)(a, b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pmin(a,b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Scalar predux(const Packet& a) const
+  { return internal::predux_min(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_min_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasMin
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the max of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::cwiseMax, class VectorwiseOp, MatrixBase::maxCoeff()
+  */
+template<typename Scalar> struct scalar_max_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_max_op)
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { using std::max; return (max)(a, b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pmax(a,b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Scalar predux(const Packet& a) const
+  { return internal::predux_max(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_max_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasMax
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the hypot of two scalars
+  *
+  * \sa MatrixBase::stableNorm(), class Redux
+  */
+template<typename Scalar> struct scalar_hypot_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_hypot_op)
+//   typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& _x, const Scalar& _y) const
+  {
+    using std::max;
+    using std::min;
+    using std::sqrt;
+    Scalar p = (max)(_x, _y);
+    Scalar q = (min)(_x, _y);
+    Scalar qp = q/p;
+    return p * sqrt(Scalar(1) + qp*qp);
+  }
+};
+template<typename Scalar>
+struct functor_traits<scalar_hypot_op<Scalar> > {
+  enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess=0 };
+};
+
+/** \internal
+  * \brief Template functor to compute the pow of two scalars
+  */
+template<typename Scalar, typename OtherScalar> struct scalar_binary_pow_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_binary_pow_op)
+  inline Scalar operator() (const Scalar& a, const OtherScalar& b) const { return numext::pow(a, b); }
+};
+template<typename Scalar, typename OtherScalar>
+struct functor_traits<scalar_binary_pow_op<Scalar,OtherScalar> > {
+  enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false };
+};
+
+// other binary functors:
+
+/** \internal
+  * \brief Template functor to compute the difference of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::operator-
+  */
+template<typename Scalar> struct scalar_difference_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_difference_op)
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { return a - b; }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::psub(a,b); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_difference_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasSub
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the quotient of two scalars
+  *
+  * \sa class CwiseBinaryOp, Cwise::operator/()
+  */
+template<typename LhsScalar,typename RhsScalar> struct scalar_quotient_op {
+  enum {
+    // TODO vectorize mixed product
+    Vectorizable = is_same<LhsScalar,RhsScalar>::value && packet_traits<LhsScalar>::HasDiv && packet_traits<RhsScalar>::HasDiv
+  };
+  typedef typename scalar_product_traits<LhsScalar,RhsScalar>::ReturnType result_type;
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_quotient_op)
+  EIGEN_STRONG_INLINE const result_type operator() (const LhsScalar& a, const RhsScalar& b) const { return a / b; }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pdiv(a,b); }
+};
+template<typename LhsScalar,typename RhsScalar>
+struct functor_traits<scalar_quotient_op<LhsScalar,RhsScalar> > {
+  enum {
+    Cost = (NumTraits<LhsScalar>::MulCost + NumTraits<RhsScalar>::MulCost), // rough estimate!
+    PacketAccess = scalar_quotient_op<LhsScalar,RhsScalar>::Vectorizable
+  };
+};
+
+
+
+/** \internal
+  * \brief Template functor to compute the and of two booleans
+  *
+  * \sa class CwiseBinaryOp, ArrayBase::operator&&
+  */
+struct scalar_boolean_and_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_and_op)
+  EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a && b; }
+};
+template<> struct functor_traits<scalar_boolean_and_op> {
+  enum {
+    Cost = NumTraits<bool>::AddCost,
+    PacketAccess = false
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the or of two booleans
+  *
+  * \sa class CwiseBinaryOp, ArrayBase::operator||
+  */
+struct scalar_boolean_or_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_or_op)
+  EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a || b; }
+};
+template<> struct functor_traits<scalar_boolean_or_op> {
+  enum {
+    Cost = NumTraits<bool>::AddCost,
+    PacketAccess = false
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the xor of two booleans
+  *
+  * \sa class CwiseBinaryOp, ArrayBase::operator^
+  */
+struct scalar_boolean_xor_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_xor_op)
+  EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a ^ b; }
+};
+template<> struct functor_traits<scalar_boolean_xor_op> {
+  enum {
+    Cost = NumTraits<bool>::AddCost,
+    PacketAccess = false
+  };
+};
+
+// unary functors:
+
+/** \internal
+  * \brief Template functor to compute the opposite of a scalar
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::operator-
+  */
+template<typename Scalar> struct scalar_opposite_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_opposite_op)
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { return -a; }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pnegate(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_opposite_op<Scalar> >
+{ enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasNegate };
+};
+
+/** \internal
+  * \brief Template functor to compute the absolute value of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::abs
+  */
+template<typename Scalar> struct scalar_abs_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_abs_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { using std::abs; return abs(a); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pabs(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_abs_op<Scalar> >
+{
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasAbs
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the squared absolute value of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::abs2
+  */
+template<typename Scalar> struct scalar_abs2_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_abs2_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return numext::abs2(a); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a,a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_abs2_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasAbs2 }; };
+
+/** \internal
+  * \brief Template functor to compute the conjugate of a complex value
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::conjugate()
+  */
+template<typename Scalar> struct scalar_conjugate_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_conjugate_op)
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { using numext::conj; return conj(a); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const { return internal::pconj(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_conjugate_op<Scalar> >
+{
+  enum {
+    Cost = NumTraits<Scalar>::IsComplex ? NumTraits<Scalar>::AddCost : 0,
+    PacketAccess = packet_traits<Scalar>::HasConj
+  };
+};
+
+/** \internal
+  * \brief Template functor to cast a scalar to another type
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::cast()
+  */
+template<typename Scalar, typename NewType>
+struct scalar_cast_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_cast_op)
+  typedef NewType result_type;
+  EIGEN_STRONG_INLINE const NewType operator() (const Scalar& a) const { return cast<Scalar, NewType>(a); }
+};
+template<typename Scalar, typename NewType>
+struct functor_traits<scalar_cast_op<Scalar,NewType> >
+{ enum { Cost = is_same<Scalar, NewType>::value ? 0 : NumTraits<NewType>::AddCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to convert a scalar to another type using a custom functor.
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::convert()
+  */
+template<typename Scalar, typename NewType, typename ConvertOp>
+struct scalar_convert_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_convert_op)
+  typedef NewType result_type;
+  EIGEN_STRONG_INLINE const NewType operator() (const Scalar& a) const { return ConvertOp()(a); }
+};
+template<typename Scalar, typename NewType, typename ConvertOp>
+struct functor_traits<scalar_convert_op<Scalar,NewType,ConvertOp> >
+{ enum { Cost = is_same<Scalar, NewType>::value ? 0 : NumTraits<NewType>::AddCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the real part of a complex
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::real()
+  */
+template<typename Scalar>
+struct scalar_real_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_real_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return numext::real(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_real_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the imaginary part of a complex
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::imag()
+  */
+template<typename Scalar>
+struct scalar_imag_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_imag_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return numext::imag(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_imag_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the real part of a complex as a reference
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::real()
+  */
+template<typename Scalar>
+struct scalar_real_ref_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_real_ref_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return numext::real_ref(*const_cast<Scalar*>(&a)); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_real_ref_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the imaginary part of a complex as a reference
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::imag()
+  */
+template<typename Scalar>
+struct scalar_imag_ref_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_imag_ref_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return numext::imag_ref(*const_cast<Scalar*>(&a)); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_imag_ref_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  *
+  * \brief Template functor to compute the exponential of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::exp()
+  */
+template<typename Scalar> struct scalar_exp_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_exp_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::exp; return exp(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pexp(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_exp_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasExp }; };
+
+/** \internal
+  *
+  * \brief Template functor to compute the logarithm of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::log()
+  */
+template<typename Scalar> struct scalar_log_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_log_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::log; return log(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::plog(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_log_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasLog }; };
+
+/** \internal
+  * \brief Template functor to multiply a scalar by a fixed other one
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::operator*, MatrixBase::operator/
+  */
+/* NOTE why doing the pset1() in packetOp *is* an optimization ?
+ * indeed it seems better to declare m_other as a Packet and do the pset1() once
+ * in the constructor. However, in practice:
+ *  - GCC does not like m_other as a Packet and generate a load every time it needs it
+ *  - on the other hand GCC is able to moves the pset1() outside the loop :)
+ *  - simpler code ;)
+ * (ICC and gcc 4.4 seems to perform well in both cases, the issue is visible with y = a*x + b*y)
+ */
+template<typename Scalar>
+struct scalar_multiple_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  // FIXME default copy constructors seems bugged with std::complex<>
+  EIGEN_STRONG_INLINE scalar_multiple_op(const scalar_multiple_op& other) : m_other(other.m_other) { }
+  EIGEN_STRONG_INLINE scalar_multiple_op(const Scalar& other) : m_other(other) { }
+  EIGEN_STRONG_INLINE Scalar operator() (const Scalar& a) const { return a * m_other; }
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a, pset1<Packet>(m_other)); }
+  typename add_const_on_value_type<typename NumTraits<Scalar>::Nested>::type m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_multiple_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasMul }; };
+
+template<typename Scalar1, typename Scalar2>
+struct scalar_multiple2_op {
+  typedef typename packet_traits<Scalar1>::type Packet1;
+  typedef typename scalar_product_traits<Scalar1,Scalar2>::ReturnType result_type;
+  typedef typename packet_traits<result_type>::type packet_result_type;
+  EIGEN_STRONG_INLINE scalar_multiple2_op(const scalar_multiple2_op& other) : m_other(other.m_other) { }
+  EIGEN_STRONG_INLINE scalar_multiple2_op(const Scalar2& other) : m_other(other) { }
+  EIGEN_STRONG_INLINE result_type operator() (const Scalar1& a) const { return a * m_other; }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const packet_result_type packetOp(const Packet1& a) const
+  { eigen_assert("packetOp is not defined"); }
+  typename add_const_on_value_type<typename NumTraits<Scalar2>::Nested>::type m_other;
+};
+template<typename Scalar1,typename Scalar2>
+struct functor_traits<scalar_multiple2_op<Scalar1,Scalar2> >
+{ enum { Cost = NumTraits<Scalar1>::MulCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to divide a scalar by a fixed other one
+  *
+  * This functor is used to implement the quotient of a matrix by
+  * a scalar where the scalar type is not necessarily a floating point type.
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::operator/
+  */
+template<typename Scalar>
+struct scalar_quotient1_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  // FIXME default copy constructors seems bugged with std::complex<>
+  EIGEN_STRONG_INLINE scalar_quotient1_op(const scalar_quotient1_op& other) : m_other(other.m_other) { }
+  EIGEN_STRONG_INLINE scalar_quotient1_op(const Scalar& other) : m_other(other) {}
+  EIGEN_STRONG_INLINE Scalar operator() (const Scalar& a) const { return a / m_other; }
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pdiv(a, pset1<Packet>(m_other)); }
+  typename add_const_on_value_type<typename NumTraits<Scalar>::Nested>::type m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_quotient1_op<Scalar> >
+{ enum { Cost = 2 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasDiv }; };
+
+// nullary functors
+
+template<typename Scalar>
+struct scalar_constant_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_constant_op(const scalar_constant_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_constant_op(const Scalar& other) : m_other(other) { }
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index, Index = 0) const { return m_other; }
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(Index, Index = 0) const { return internal::pset1<Packet>(m_other); }
+  const Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_constant_op<Scalar> >
+// FIXME replace this packet test by a safe one
+{ enum { Cost = 1, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = true }; };
+
+template<typename Scalar> struct scalar_identity_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_identity_op)
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Scalar operator() (Index row, Index col) const { return row==col ? Scalar(1) : Scalar(0); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_identity_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::AddCost, PacketAccess = false, IsRepeatable = true }; };
+
+template <typename Scalar, bool RandomAccess> struct linspaced_op_impl;
+
+// linear access for packet ops:
+// 1) initialization
+//   base = [low, ..., low] + ([step, ..., step] * [-size, ..., 0])
+// 2) each step (where size is 1 for coeff access or PacketSize for packet access)
+//   base += [size*step, ..., size*step]
+//
+// TODO: Perhaps it's better to initialize lazily (so not in the constructor but in packetOp)
+//       in order to avoid the padd() in operator() ?
+template <typename Scalar>
+struct linspaced_op_impl<Scalar,false>
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+
+  linspaced_op_impl(const Scalar& low, const Scalar& step) :
+  m_low(low), m_step(step),
+  m_packetStep(pset1<Packet>(packet_traits<Scalar>::size*step)),
+  m_base(padd(pset1<Packet>(low), pmul(pset1<Packet>(step),plset<Scalar>(-packet_traits<Scalar>::size)))) {}
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Scalar operator() (Index i) const
+  {
+    m_base = padd(m_base, pset1<Packet>(m_step));
+    return m_low+Scalar(i)*m_step;
+  }
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index) const { return m_base = padd(m_base,m_packetStep); }
+
+  const Scalar m_low;
+  const Scalar m_step;
+  const Packet m_packetStep;
+  mutable Packet m_base;
+};
+
+// random access for packet ops:
+// 1) each step
+//   [low, ..., low] + ( [step, ..., step] * ( [i, ..., i] + [0, ..., size] ) )
+template <typename Scalar>
+struct linspaced_op_impl<Scalar,true>
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+
+  linspaced_op_impl(const Scalar& low, const Scalar& step) :
+  m_low(low), m_step(step),
+  m_lowPacket(pset1<Packet>(m_low)), m_stepPacket(pset1<Packet>(m_step)), m_interPacket(plset<Scalar>(0)) {}
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return m_low+i*m_step; }
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index i) const
+  { return internal::padd(m_lowPacket, pmul(m_stepPacket, padd(pset1<Packet>(i),m_interPacket))); }
+
+  const Scalar m_low;
+  const Scalar m_step;
+  const Packet m_lowPacket;
+  const Packet m_stepPacket;
+  const Packet m_interPacket;
+};
+
+// ----- Linspace functor ----------------------------------------------------------------
+
+// Forward declaration (we default to random access which does not really give
+// us a speed gain when using packet access but it allows to use the functor in
+// nested expressions).
+template <typename Scalar, bool RandomAccess = true> struct linspaced_op;
+template <typename Scalar, bool RandomAccess> struct functor_traits< linspaced_op<Scalar,RandomAccess> >
+{ enum { Cost = 1, PacketAccess = packet_traits<Scalar>::HasSetLinear, IsRepeatable = true }; };
+template <typename Scalar, bool RandomAccess> struct linspaced_op
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  linspaced_op(const Scalar& low, const Scalar& high, DenseIndex num_steps) : impl((num_steps==1 ? high : low), (num_steps==1 ? Scalar() : (high-low)/(num_steps-1))) {}
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return impl(i); }
+
+  // We need this function when assigning e.g. a RowVectorXd to a MatrixXd since
+  // there row==0 and col is used for the actual iteration.
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Scalar operator() (Index row, Index col) const
+  {
+    eigen_assert(col==0 || row==0);
+    return impl(col + row);
+  }
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index i) const { return impl.packetOp(i); }
+
+  // We need this function when assigning e.g. a RowVectorXd to a MatrixXd since
+  // there row==0 and col is used for the actual iteration.
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index row, Index col) const
+  {
+    eigen_assert(col==0 || row==0);
+    return impl.packetOp(col + row);
+  }
+
+  // This proxy object handles the actual required temporaries, the different
+  // implementations (random vs. sequential access) as well as the
+  // correct piping to size 2/4 packet operations.
+  const linspaced_op_impl<Scalar,RandomAccess> impl;
+};
+
+// all functors allow linear access, except scalar_identity_op. So we fix here a quick meta
+// to indicate whether a functor allows linear access, just always answering 'yes' except for
+// scalar_identity_op.
+// FIXME move this to functor_traits adding a functor_default
+template<typename Functor> struct functor_has_linear_access { enum { ret = 1 }; };
+template<typename Scalar> struct functor_has_linear_access<scalar_identity_op<Scalar> > { enum { ret = 0 }; };
+
+// In Eigen, any binary op (Product, CwiseBinaryOp) require the Lhs and Rhs to have the same scalar type, except for multiplication
+// where the mixing of different types is handled by scalar_product_traits
+// In particular, real * complex<real> is allowed.
+// FIXME move this to functor_traits adding a functor_default
+template<typename Functor> struct functor_is_product_like { enum { ret = 0 }; };
+template<typename LhsScalar,typename RhsScalar> struct functor_is_product_like<scalar_product_op<LhsScalar,RhsScalar> > { enum { ret = 1 }; };
+template<typename LhsScalar,typename RhsScalar> struct functor_is_product_like<scalar_conj_product_op<LhsScalar,RhsScalar> > { enum { ret = 1 }; };
+template<typename LhsScalar,typename RhsScalar> struct functor_is_product_like<scalar_quotient_op<LhsScalar,RhsScalar> > { enum { ret = 1 }; };
+
+
+/** \internal
+  * \brief Template functor to add a scalar to a fixed other one
+  * \sa class CwiseUnaryOp, Array::operator+
+  */
+/* If you wonder why doing the pset1() in packetOp() is an optimization check scalar_multiple_op */
+template<typename Scalar>
+struct scalar_add_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  // FIXME default copy constructors seems bugged with std::complex<>
+  inline scalar_add_op(const scalar_add_op& other) : m_other(other.m_other) { }
+  inline scalar_add_op(const Scalar& other) : m_other(other) { }
+  inline Scalar operator() (const Scalar& a) const { return a + m_other; }
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::padd(a, pset1<Packet>(m_other)); }
+  const Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_add_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::AddCost, PacketAccess = packet_traits<Scalar>::HasAdd }; };
+
+/** \internal
+  * \brief Template functor to compute the square root of a scalar
+  * \sa class CwiseUnaryOp, Cwise::sqrt()
+  */
+template<typename Scalar> struct scalar_sqrt_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sqrt_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::sqrt; return sqrt(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::psqrt(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_sqrt_op<Scalar> >
+{ enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasSqrt
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the cosine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::cos()
+  */
+template<typename Scalar> struct scalar_cos_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_cos_op)
+  inline Scalar operator() (const Scalar& a) const { using std::cos; return cos(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pcos(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_cos_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasCos
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the sine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::sin()
+  */
+template<typename Scalar> struct scalar_sin_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sin_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::sin; return sin(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::psin(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_sin_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasSin
+  };
+};
+
+
+/** \internal
+  * \brief Template functor to compute the tan of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::tan()
+  */
+template<typename Scalar> struct scalar_tan_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_tan_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::tan; return tan(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::ptan(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_tan_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasTan
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the arc cosine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::acos()
+  */
+template<typename Scalar> struct scalar_acos_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_acos_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::acos; return acos(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pacos(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_acos_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasACos
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the arc sine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::asin()
+  */
+template<typename Scalar> struct scalar_asin_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_asin_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::asin; return asin(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pasin(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_asin_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasASin
+  };
+};
+
+/** \internal
+  * \brief Template functor to raise a scalar to a power
+  * \sa class CwiseUnaryOp, Cwise::pow
+  */
+template<typename Scalar>
+struct scalar_pow_op {
+  // FIXME default copy constructors seems bugged with std::complex<>
+  inline scalar_pow_op(const scalar_pow_op& other) : m_exponent(other.m_exponent) { }
+  inline scalar_pow_op(const Scalar& exponent) : m_exponent(exponent) {}
+  inline Scalar operator() (const Scalar& a) const { return numext::pow(a, m_exponent); }
+  const Scalar m_exponent;
+};
+template<typename Scalar>
+struct functor_traits<scalar_pow_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to compute the quotient between a scalar and array entries.
+  * \sa class CwiseUnaryOp, Cwise::inverse()
+  */
+template<typename Scalar>
+struct scalar_inverse_mult_op {
+  scalar_inverse_mult_op(const Scalar& other) : m_other(other) {}
+  inline Scalar operator() (const Scalar& a) const { return m_other / a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pdiv(pset1<Packet>(m_other),a); }
+  Scalar m_other;
+};
+
+/** \internal
+  * \brief Template functor to compute the inverse of a scalar
+  * \sa class CwiseUnaryOp, Cwise::inverse()
+  */
+template<typename Scalar>
+struct scalar_inverse_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_inverse_op)
+  inline Scalar operator() (const Scalar& a) const { return Scalar(1)/a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pdiv(pset1<Packet>(Scalar(1)),a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_inverse_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasDiv }; };
+
+/** \internal
+  * \brief Template functor to compute the square of a scalar
+  * \sa class CwiseUnaryOp, Cwise::square()
+  */
+template<typename Scalar>
+struct scalar_square_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_square_op)
+  inline Scalar operator() (const Scalar& a) const { return a*a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a,a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_square_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasMul }; };
+
+/** \internal
+  * \brief Template functor to compute the cube of a scalar
+  * \sa class CwiseUnaryOp, Cwise::cube()
+  */
+template<typename Scalar>
+struct scalar_cube_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_cube_op)
+  inline Scalar operator() (const Scalar& a) const { return a*a*a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a,pmul(a,a)); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_cube_op<Scalar> >
+{ enum { Cost = 2*NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasMul }; };
+
+// default functor traits for STL functors:
+
+template<typename T>
+struct functor_traits<std::multiplies<T> >
+{ enum { Cost = NumTraits<T>::MulCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::divides<T> >
+{ enum { Cost = NumTraits<T>::MulCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::plus<T> >
+{ enum { Cost = NumTraits<T>::AddCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::minus<T> >
+{ enum { Cost = NumTraits<T>::AddCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::negate<T> >
+{ enum { Cost = NumTraits<T>::AddCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::logical_or<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::logical_and<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::logical_not<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::greater<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::less<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::greater_equal<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::less_equal<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::equal_to<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::not_equal_to<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::binder2nd<T> >
+{ enum { Cost = functor_traits<T>::Cost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::binder1st<T> >
+{ enum { Cost = functor_traits<T>::Cost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::unary_negate<T> >
+{ enum { Cost = 1 + functor_traits<T>::Cost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::binary_negate<T> >
+{ enum { Cost = 1 + functor_traits<T>::Cost, PacketAccess = false }; };
+
+#ifdef EIGEN_STDEXT_SUPPORT
+
+template<typename T0,typename T1>
+struct functor_traits<std::project1st<T0,T1> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::project2nd<T0,T1> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::select2nd<std::pair<T0,T1> > >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::select1st<std::pair<T0,T1> > >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::unary_compose<T0,T1> >
+{ enum { Cost = functor_traits<T0>::Cost + functor_traits<T1>::Cost, PacketAccess = false }; };
+
+template<typename T0,typename T1,typename T2>
+struct functor_traits<std::binary_compose<T0,T1,T2> >
+{ enum { Cost = functor_traits<T0>::Cost + functor_traits<T1>::Cost + functor_traits<T2>::Cost, PacketAccess = false }; };
+
+#endif // EIGEN_STDEXT_SUPPORT
+
+// allow to add new functors and specializations of functor_traits from outside Eigen.
+// this macro is really needed because functor_traits must be specialized after it is declared but before it is used...
+#ifdef EIGEN_FUNCTORS_PLUGIN
+#include EIGEN_FUNCTORS_PLUGIN
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_FUNCTORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/Fuzzy.h b/third_party/eigen3/Eigen/src/Core/Fuzzy.h
new file mode 100644
index 0000000000..0ff1b96f56
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Fuzzy.h
@@ -0,0 +1,155 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_FUZZY_H
+#define EIGEN_FUZZY_H
+
+namespace Eigen {
+
+namespace internal
+{
+
+template<typename Derived, typename OtherDerived, bool is_integer = NumTraits<typename Derived::Scalar>::IsInteger>
+struct isApprox_selector
+{
+  EIGEN_DEVICE_FUNC
+  static bool run(const Derived& x, const OtherDerived& y, const typename Derived::RealScalar& prec)
+  {
+    typename internal::nested<Derived,2>::type nested(x);
+    typename internal::nested<OtherDerived,2>::type otherNested(y);
+    return (nested - otherNested).cwiseAbs2().sum() <= prec * prec * numext::mini(nested.cwiseAbs2().sum(), otherNested.cwiseAbs2().sum());
+  }
+};
+
+template<typename Derived, typename OtherDerived>
+struct isApprox_selector<Derived, OtherDerived, true>
+{
+  EIGEN_DEVICE_FUNC
+  static bool run(const Derived& x, const OtherDerived& y, const typename Derived::RealScalar&)
+  {
+    return x.matrix() == y.matrix();
+  }
+};
+
+template<typename Derived, typename OtherDerived, bool is_integer = NumTraits<typename Derived::Scalar>::IsInteger>
+struct isMuchSmallerThan_object_selector
+{
+  EIGEN_DEVICE_FUNC
+  static bool run(const Derived& x, const OtherDerived& y, const typename Derived::RealScalar& prec)
+  {
+    return x.cwiseAbs2().sum() <= numext::abs2(prec) * y.cwiseAbs2().sum();
+  }
+};
+
+template<typename Derived, typename OtherDerived>
+struct isMuchSmallerThan_object_selector<Derived, OtherDerived, true>
+{
+  EIGEN_DEVICE_FUNC
+  static bool run(const Derived& x, const OtherDerived&, const typename Derived::RealScalar&)
+  {
+    return x.matrix() == Derived::Zero(x.rows(), x.cols()).matrix();
+  }
+};
+
+template<typename Derived, bool is_integer = NumTraits<typename Derived::Scalar>::IsInteger>
+struct isMuchSmallerThan_scalar_selector
+{
+  EIGEN_DEVICE_FUNC
+  static bool run(const Derived& x, const typename Derived::RealScalar& y, const typename Derived::RealScalar& prec)
+  {
+    return x.cwiseAbs2().sum() <= numext::abs2(prec * y);
+  }
+};
+
+template<typename Derived>
+struct isMuchSmallerThan_scalar_selector<Derived, true>
+{
+  EIGEN_DEVICE_FUNC
+  static bool run(const Derived& x, const typename Derived::RealScalar&, const typename Derived::RealScalar&)
+  {
+    return x.matrix() == Derived::Zero(x.rows(), x.cols()).matrix();
+  }
+};
+
+} // end namespace internal
+
+
+/** \returns \c true if \c *this is approximately equal to \a other, within the precision
+  * determined by \a prec.
+  *
+  * \note The fuzzy compares are done multiplicatively. Two vectors \f$ v \f$ and \f$ w \f$
+  * are considered to be approximately equal within precision \f$ p \f$ if
+  * \f[ \Vert v - w \Vert \leqslant p\,\min(\Vert v\Vert, \Vert w\Vert). \f]
+  * For matrices, the comparison is done using the Hilbert-Schmidt norm (aka Frobenius norm
+  * L2 norm).
+  *
+  * \note Because of the multiplicativeness of this comparison, one can't use this function
+  * to check whether \c *this is approximately equal to the zero matrix or vector.
+  * Indeed, \c isApprox(zero) returns false unless \c *this itself is exactly the zero matrix
+  * or vector. If you want to test whether \c *this is zero, use internal::isMuchSmallerThan(const
+  * RealScalar&, RealScalar) instead.
+  *
+  * \sa internal::isMuchSmallerThan(const RealScalar&, RealScalar) const
+  */
+template<typename Derived>
+template<typename OtherDerived>
+bool DenseBase<Derived>::isApprox(
+  const DenseBase<OtherDerived>& other,
+  const RealScalar& prec
+) const
+{
+  return internal::isApprox_selector<Derived, OtherDerived>::run(derived(), other.derived(), prec);
+}
+
+/** \returns \c true if the norm of \c *this is much smaller than \a other,
+  * within the precision determined by \a prec.
+  *
+  * \note The fuzzy compares are done multiplicatively. A vector \f$ v \f$ is
+  * considered to be much smaller than \f$ x \f$ within precision \f$ p \f$ if
+  * \f[ \Vert v \Vert \leqslant p\,\vert x\vert. \f]
+  *
+  * For matrices, the comparison is done using the Hilbert-Schmidt norm. For this reason,
+  * the value of the reference scalar \a other should come from the Hilbert-Schmidt norm
+  * of a reference matrix of same dimensions.
+  *
+  * \sa isApprox(), isMuchSmallerThan(const DenseBase<OtherDerived>&, RealScalar) const
+  */
+template<typename Derived>
+bool DenseBase<Derived>::isMuchSmallerThan(
+  const typename NumTraits<Scalar>::Real& other,
+  const RealScalar& prec
+) const
+{
+  return internal::isMuchSmallerThan_scalar_selector<Derived>::run(derived(), other, prec);
+}
+
+/** \returns \c true if the norm of \c *this is much smaller than the norm of \a other,
+  * within the precision determined by \a prec.
+  *
+  * \note The fuzzy compares are done multiplicatively. A vector \f$ v \f$ is
+  * considered to be much smaller than a vector \f$ w \f$ within precision \f$ p \f$ if
+  * \f[ \Vert v \Vert \leqslant p\,\Vert w\Vert. \f]
+  * For matrices, the comparison is done using the Hilbert-Schmidt norm.
+  *
+  * \sa isApprox(), isMuchSmallerThan(const RealScalar&, RealScalar) const
+  */
+template<typename Derived>
+template<typename OtherDerived>
+bool DenseBase<Derived>::isMuchSmallerThan(
+  const DenseBase<OtherDerived>& other,
+  const RealScalar& prec
+) const
+{
+  return internal::isMuchSmallerThan_object_selector<Derived, OtherDerived>::run(derived(), other.derived(), prec);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_FUZZY_H
diff --git a/third_party/eigen3/Eigen/src/Core/GeneralProduct.h b/third_party/eigen3/Eigen/src/Core/GeneralProduct.h
new file mode 100644
index 0000000000..d2618ba25b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/GeneralProduct.h
@@ -0,0 +1,674 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2011 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_GENERAL_PRODUCT_H
+#define EIGEN_GENERAL_PRODUCT_H
+
+namespace Eigen {
+
+/** \class GeneralProduct
+  * \ingroup Core_Module
+  *
+  * \brief Expression of the product of two general matrices or vectors
+  *
+  * \param LhsNested the type used to store the left-hand side
+  * \param RhsNested the type used to store the right-hand side
+  * \param ProductMode the type of the product
+  *
+  * This class represents an expression of the product of two general matrices.
+  * We call a general matrix, a dense matrix with full storage. For instance,
+  * This excludes triangular, selfadjoint, and sparse matrices.
+  * It is the return type of the operator* between general matrices. Its template
+  * arguments are determined automatically by ProductReturnType. Therefore,
+  * GeneralProduct should never be used direclty. To determine the result type of a
+  * function which involves a matrix product, use ProductReturnType::Type.
+  *
+  * \sa ProductReturnType, MatrixBase::operator*(const MatrixBase<OtherDerived>&)
+  */
+template<typename Lhs, typename Rhs, int ProductType = internal::product_type<Lhs,Rhs>::value>
+class GeneralProduct;
+
+enum {
+  Large = 2,
+  Small = 3
+};
+
+namespace internal {
+
+template<int Rows, int Cols, int Depth> struct product_type_selector;
+
+template<int Size, int MaxSize> struct product_size_category
+{
+  enum { is_large = MaxSize == Dynamic ||
+                    Size >= EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD,
+         value = is_large  ? Large
+               : Size == 1 ? 1
+                           : Small
+  };
+};
+
+template<typename Lhs, typename Rhs> struct product_type
+{
+  typedef typename remove_all<Lhs>::type _Lhs;
+  typedef typename remove_all<Rhs>::type _Rhs;
+  enum {
+    MaxRows  = _Lhs::MaxRowsAtCompileTime,
+    Rows  = _Lhs::RowsAtCompileTime,
+    MaxCols  = _Rhs::MaxColsAtCompileTime,
+    Cols  = _Rhs::ColsAtCompileTime,
+    MaxDepth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::MaxColsAtCompileTime,
+                                           _Rhs::MaxRowsAtCompileTime),
+    Depth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::ColsAtCompileTime,
+                                        _Rhs::RowsAtCompileTime)
+  };
+
+  // the splitting into different lines of code here, introducing the _select enums and the typedef below,
+  // is to work around an internal compiler error with gcc 4.1 and 4.2.
+private:
+  enum {
+    rows_select = product_size_category<Rows,MaxRows>::value,
+    cols_select = product_size_category<Cols,MaxCols>::value,
+    depth_select = product_size_category<Depth,MaxDepth>::value
+  };
+  typedef product_type_selector<rows_select, cols_select, depth_select> selector;
+
+public:
+  enum {
+    value = selector::ret
+  };
+#ifdef EIGEN_DEBUG_PRODUCT
+  static void debug()
+  {
+      EIGEN_DEBUG_VAR(Rows);
+      EIGEN_DEBUG_VAR(Cols);
+      EIGEN_DEBUG_VAR(Depth);
+      EIGEN_DEBUG_VAR(rows_select);
+      EIGEN_DEBUG_VAR(cols_select);
+      EIGEN_DEBUG_VAR(depth_select);
+      EIGEN_DEBUG_VAR(value);
+  }
+#endif
+};
+
+
+/* The following allows to select the kind of product at compile time
+ * based on the three dimensions of the product.
+ * This is a compile time mapping from {1,Small,Large}^3 -> {product types} */
+// FIXME I'm not sure the current mapping is the ideal one.
+template<int M, int N>  struct product_type_selector<M,N,1>              { enum { ret = OuterProduct }; };
+template<int Depth>     struct product_type_selector<1,    1,    Depth>  { enum { ret = InnerProduct }; };
+template<>              struct product_type_selector<1,    1,    1>      { enum { ret = InnerProduct }; };
+template<>              struct product_type_selector<Small,1,    Small>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<1,    Small,Small>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<Small,Small,Small>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<Small, Small, 1>    { enum { ret = LazyCoeffBasedProductMode }; };
+template<>              struct product_type_selector<Small, Large, 1>    { enum { ret = LazyCoeffBasedProductMode }; };
+template<>              struct product_type_selector<Large, Small, 1>    { enum { ret = LazyCoeffBasedProductMode }; };
+template<>              struct product_type_selector<1,    Large,Small>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<1,    Large,Large>  { enum { ret = GemvProduct }; };
+template<>              struct product_type_selector<1,    Small,Large>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<Large,1,    Small>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<Large,1,    Large>  { enum { ret = GemvProduct }; };
+template<>              struct product_type_selector<Small,1,    Large>  { enum { ret = CoeffBasedProductMode }; };
+template<>              struct product_type_selector<Small,Small,Large>  { enum { ret = GemmProduct }; };
+template<>              struct product_type_selector<Large,Small,Large>  { enum { ret = GemmProduct }; };
+template<>              struct product_type_selector<Small,Large,Large>  { enum { ret = GemmProduct }; };
+template<>              struct product_type_selector<Large,Large,Large>  { enum { ret = GemmProduct }; };
+template<>              struct product_type_selector<Large,Small,Small>  { enum { ret = GemmProduct }; };
+template<>              struct product_type_selector<Small,Large,Small>  { enum { ret = GemmProduct }; };
+template<>              struct product_type_selector<Large,Large,Small>  { enum { ret = GemmProduct }; };
+
+} // end namespace internal
+
+/** \class ProductReturnType
+  * \ingroup Core_Module
+  *
+  * \brief Helper class to get the correct and optimized returned type of operator*
+  *
+  * \param Lhs the type of the left-hand side
+  * \param Rhs the type of the right-hand side
+  * \param ProductMode the type of the product (determined automatically by internal::product_mode)
+  *
+  * This class defines the typename Type representing the optimized product expression
+  * between two matrix expressions. In practice, using ProductReturnType<Lhs,Rhs>::Type
+  * is the recommended way to define the result type of a function returning an expression
+  * which involve a matrix product. The class Product should never be
+  * used directly.
+  *
+  * \sa class Product, MatrixBase::operator*(const MatrixBase<OtherDerived>&)
+  */
+template<typename Lhs, typename Rhs, int ProductType>
+struct ProductReturnType
+{
+  // TODO use the nested type to reduce instanciations ????
+//   typedef typename internal::nested<Lhs,Rhs::ColsAtCompileTime>::type LhsNested;
+//   typedef typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type RhsNested;
+
+  typedef GeneralProduct<Lhs/*Nested*/, Rhs/*Nested*/, ProductType> Type;
+};
+
+template<typename Lhs, typename Rhs>
+struct ProductReturnType<Lhs,Rhs,CoeffBasedProductMode>
+{
+  typedef typename internal::nested<Lhs, Rhs::ColsAtCompileTime, typename internal::plain_matrix_type<Lhs>::type >::type LhsNested;
+  typedef typename internal::nested<Rhs, Lhs::RowsAtCompileTime, typename internal::plain_matrix_type<Rhs>::type >::type RhsNested;
+  typedef CoeffBasedProduct<LhsNested, RhsNested, EvalBeforeAssigningBit | EvalBeforeNestingBit> Type;
+};
+
+template<typename Lhs, typename Rhs>
+struct ProductReturnType<Lhs,Rhs,LazyCoeffBasedProductMode>
+{
+  typedef typename internal::nested<Lhs, Rhs::ColsAtCompileTime, typename internal::plain_matrix_type<Lhs>::type >::type LhsNested;
+  typedef typename internal::nested<Rhs, Lhs::RowsAtCompileTime, typename internal::plain_matrix_type<Rhs>::type >::type RhsNested;
+  typedef CoeffBasedProduct<LhsNested, RhsNested, NestByRefBit> Type;
+};
+
+// this is a workaround for sun CC
+template<typename Lhs, typename Rhs>
+struct LazyProductReturnType : public ProductReturnType<Lhs,Rhs,LazyCoeffBasedProductMode>
+{};
+
+/***********************************************************************
+*  Implementation of Inner Vector Vector Product
+***********************************************************************/
+
+// FIXME : maybe the "inner product" could return a Scalar
+// instead of a 1x1 matrix ??
+// Pro: more natural for the user
+// Cons: this could be a problem if in a meta unrolled algorithm a matrix-matrix
+// product ends up to a row-vector times col-vector product... To tackle this use
+// case, we could have a specialization for Block<MatrixType,1,1> with: operator=(Scalar x);
+
+namespace internal {
+
+template<typename Lhs, typename Rhs>
+struct traits<GeneralProduct<Lhs,Rhs,InnerProduct> >
+ : traits<Matrix<typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> >
+{};
+
+}
+
+template<typename Lhs, typename Rhs>
+class GeneralProduct<Lhs, Rhs, InnerProduct>
+  : internal::no_assignment_operator,
+    public Matrix<typename internal::scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1>
+{
+    typedef Matrix<typename internal::scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType,1,1> Base;
+  public:
+    GeneralProduct(const Lhs& lhs, const Rhs& rhs)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::RealScalar, typename Rhs::RealScalar>::value),
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+      Base::coeffRef(0,0) = (lhs.transpose().cwiseProduct(rhs)).sum();
+    }
+
+    /** Convertion to scalar */
+    operator const typename Base::Scalar() const {
+      return Base::coeff(0,0);
+    }
+};
+
+/***********************************************************************
+*  Implementation of Outer Vector Vector Product
+***********************************************************************/
+
+namespace internal {
+
+// Column major
+template<typename ProductType, typename Dest, typename Func>
+EIGEN_DONT_INLINE void outer_product_selector_run(const ProductType& prod, Dest& dest, const Func& func, const false_type&)
+{
+  typedef typename Dest::Index Index;
+  // FIXME make sure lhs is sequentially stored
+  // FIXME not very good if rhs is real and lhs complex while alpha is real too
+  const Index cols = dest.cols();
+  for (Index j=0; j<cols; ++j)
+    func(dest.col(j), prod.rhs().coeff(j) * prod.lhs());
+}
+
+// Row major
+template<typename ProductType, typename Dest, typename Func>
+EIGEN_DONT_INLINE void outer_product_selector_run(const ProductType& prod, Dest& dest, const Func& func, const true_type&) {
+  typedef typename Dest::Index Index;
+  // FIXME make sure rhs is sequentially stored
+  // FIXME not very good if lhs is real and rhs complex while alpha is real too
+  const Index rows = dest.rows();
+  for (Index i=0; i<rows; ++i)
+    func(dest.row(i), prod.lhs().coeff(i) * prod.rhs());
+}
+
+template<typename Lhs, typename Rhs>
+struct traits<GeneralProduct<Lhs,Rhs,OuterProduct> >
+ : traits<ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs> >
+{};
+
+}
+
+template<typename Lhs, typename Rhs>
+class GeneralProduct<Lhs, Rhs, OuterProduct>
+  : public ProductBase<GeneralProduct<Lhs,Rhs,OuterProduct>, Lhs, Rhs>
+{
+    template<typename T> struct IsRowMajor : internal::conditional<(int(T::Flags)&RowMajorBit), internal::true_type, internal::false_type>::type {};
+
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct)
+
+    GeneralProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::RealScalar, typename Rhs::RealScalar>::value),
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+    }
+
+    struct set  { template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived()  = src; } };
+    struct add  { template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived() += src; } };
+    struct sub  { template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived() -= src; } };
+    struct adds {
+      Scalar m_scale;
+      adds(const Scalar& s) : m_scale(s) {}
+      template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const {
+        dst.const_cast_derived() += m_scale * src;
+      }
+    };
+
+    template<typename Dest>
+    inline void evalTo(Dest& dest) const {
+      internal::outer_product_selector_run(*this, dest, set(), IsRowMajor<Dest>());
+    }
+
+    template<typename Dest>
+    inline void addTo(Dest& dest) const {
+      internal::outer_product_selector_run(*this, dest, add(), IsRowMajor<Dest>());
+    }
+
+    template<typename Dest>
+    inline void subTo(Dest& dest) const {
+      internal::outer_product_selector_run(*this, dest, sub(), IsRowMajor<Dest>());
+    }
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      internal::outer_product_selector_run(*this, dest, adds(alpha), IsRowMajor<Dest>());
+    }
+};
+
+/***********************************************************************
+*  Implementation of General Matrix Vector Product
+***********************************************************************/
+
+/*  According to the shape/flags of the matrix we have to distinghish 3 different cases:
+ *   1 - the matrix is col-major, BLAS compatible and M is large => call fast BLAS-like colmajor routine
+ *   2 - the matrix is row-major, BLAS compatible and N is large => call fast BLAS-like rowmajor routine
+ *   3 - all other cases are handled using a simple loop along the outer-storage direction.
+ *  Therefore we need a lower level meta selector.
+ *  Furthermore, if the matrix is the rhs, then the product has to be transposed.
+ */
+namespace internal {
+
+template<typename Lhs, typename Rhs>
+struct traits<GeneralProduct<Lhs,Rhs,GemvProduct> >
+ : traits<ProductBase<GeneralProduct<Lhs,Rhs,GemvProduct>, Lhs, Rhs> >
+{};
+
+template<int Side, int StorageOrder, bool BlasCompatible>
+struct gemv_selector;
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class GeneralProduct<Lhs, Rhs, GemvProduct>
+  : public ProductBase<GeneralProduct<Lhs,Rhs,GemvProduct>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct)
+
+    typedef typename Lhs::Scalar LhsScalar;
+    typedef typename Rhs::Scalar RhsScalar;
+
+    GeneralProduct(const Lhs& a_lhs, const Rhs& a_rhs) : Base(a_lhs,a_rhs)
+    {
+//       EIGEN_STATIC_ASSERT((internal::is_same<typename Lhs::Scalar, typename Rhs::Scalar>::value),
+//         YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+    }
+
+    enum { Side = Lhs::IsVectorAtCompileTime ? OnTheLeft : OnTheRight };
+    typedef typename internal::conditional<int(Side)==OnTheRight,_LhsNested,_RhsNested>::type MatrixType;
+
+    template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
+    {
+      eigen_assert(m_lhs.rows() == dst.rows() && m_rhs.cols() == dst.cols());
+      internal::gemv_selector<Side,(int(MatrixType::Flags)&RowMajorBit) ? RowMajor : ColMajor,
+                       bool(internal::blas_traits<MatrixType>::HasUsableDirectAccess)>::run(*this, dst, alpha);
+    }
+};
+
+namespace internal {
+
+// The vector is on the left => transposition
+template<int StorageOrder, bool BlasCompatible>
+struct gemv_selector<OnTheLeft,StorageOrder,BlasCompatible>
+{
+  template<typename ProductType, typename Dest>
+  static void run(const ProductType& prod, Dest& dest, const typename ProductType::Scalar& alpha)
+  {
+    Transpose<Dest> destT(dest);
+    enum { OtherStorageOrder = StorageOrder == RowMajor ? ColMajor : RowMajor };
+    gemv_selector<OnTheRight,OtherStorageOrder,BlasCompatible>
+      ::run(GeneralProduct<Transpose<const typename ProductType::_RhsNested>,Transpose<const typename ProductType::_LhsNested>, GemvProduct>
+        (prod.rhs().transpose(), prod.lhs().transpose()), destT, alpha);
+  }
+};
+
+template<typename Scalar,int Size,int MaxSize,bool Cond> struct gemv_static_vector_if;
+
+template<typename Scalar,int Size,int MaxSize>
+struct gemv_static_vector_if<Scalar,Size,MaxSize,false>
+{
+  EIGEN_STRONG_INLINE  Scalar* data() { eigen_internal_assert(false && "should never be called"); return 0; }
+};
+
+template<typename Scalar,int Size>
+struct gemv_static_vector_if<Scalar,Size,Dynamic,true>
+{
+  EIGEN_STRONG_INLINE Scalar* data() { return 0; }
+};
+
+template<typename Scalar,int Size,int MaxSize>
+struct gemv_static_vector_if<Scalar,Size,MaxSize,true>
+{
+  #if EIGEN_ALIGN_STATICALLY
+  internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize),0> m_data;
+  EIGEN_STRONG_INLINE Scalar* data() { return m_data.array; }
+  #else
+  // Some architectures cannot align on the stack,
+  // => let's manually enforce alignment by allocating more data and return the address of the first aligned element.
+  enum {
+    ForceAlignment  = internal::packet_traits<Scalar>::Vectorizable,
+    PacketSize      = internal::packet_traits<Scalar>::size
+  };
+  internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize)+(ForceAlignment?PacketSize:0),0> m_data;
+  EIGEN_STRONG_INLINE Scalar* data() {
+    return ForceAlignment
+            ? reinterpret_cast<Scalar*>((reinterpret_cast<size_t>(m_data.array) & ~(size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES)
+            : m_data.array;
+  }
+  #endif
+};
+
+template<> struct gemv_selector<OnTheRight,ColMajor,true>
+{
+  template<typename ProductType, typename Dest>
+  static inline void run(const ProductType& prod, Dest& dest, const typename ProductType::Scalar& alpha)
+  {
+    typedef typename ProductType::Index Index;
+    typedef typename ProductType::LhsScalar   LhsScalar;
+    typedef typename ProductType::RhsScalar   RhsScalar;
+    typedef typename ProductType::Scalar      ResScalar;
+    typedef typename ProductType::RealScalar  RealScalar;
+    typedef typename ProductType::ActualLhsType ActualLhsType;
+    typedef typename ProductType::ActualRhsType ActualRhsType;
+    typedef typename ProductType::LhsBlasTraits LhsBlasTraits;
+    typedef typename ProductType::RhsBlasTraits RhsBlasTraits;
+    typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest;
+
+    ActualLhsType actualLhs = LhsBlasTraits::extract(prod.lhs());
+    ActualRhsType actualRhs = RhsBlasTraits::extract(prod.rhs());
+
+    ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs())
+                                  * RhsBlasTraits::extractScalarFactor(prod.rhs());
+
+    enum {
+      // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1
+      // on, the other hand it is good for the cache to pack the vector anyways...
+      EvalToDestAtCompileTime = Dest::InnerStrideAtCompileTime==1,
+      ComplexByReal = (NumTraits<LhsScalar>::IsComplex) && (!NumTraits<RhsScalar>::IsComplex),
+      MightCannotUseDest = (Dest::InnerStrideAtCompileTime!=1) || ComplexByReal
+    };
+
+    gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,MightCannotUseDest> static_dest;
+
+    bool alphaIsCompatible = (!ComplexByReal) || (numext::imag(actualAlpha)==RealScalar(0));
+    bool evalToDest = EvalToDestAtCompileTime && alphaIsCompatible;
+
+    RhsScalar compatibleAlpha = get_factor<ResScalar,RhsScalar>::run(actualAlpha);
+
+    ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
+                                                  evalToDest ? dest.data() : static_dest.data());
+
+    if(!evalToDest)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      int size = dest.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      if(!alphaIsCompatible)
+      {
+        MappedDest(actualDestPtr, dest.size()).setZero();
+        compatibleAlpha = RhsScalar(1);
+      }
+      else
+        MappedDest(actualDestPtr, dest.size()) = dest;
+    }
+
+    typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,RowMajor> RhsMapper;
+    general_matrix_vector_product
+        <Index,LhsScalar,LhsMapper,ColMajor,LhsBlasTraits::NeedToConjugate,RhsScalar,RhsMapper,RhsBlasTraits::NeedToConjugate>::run(
+        actualLhs.rows(), actualLhs.cols(),
+        LhsMapper(actualLhs.data(), actualLhs.outerStride()),
+        RhsMapper(actualRhs.data(), actualRhs.innerStride()),
+        actualDestPtr, 1,
+        compatibleAlpha);
+
+    if (!evalToDest)
+    {
+      if(!alphaIsCompatible)
+        dest += actualAlpha * MappedDest(actualDestPtr, dest.size());
+      else
+        dest = MappedDest(actualDestPtr, dest.size());
+    }
+  }
+};
+
+template<> struct gemv_selector<OnTheRight,RowMajor,true>
+{
+  template<typename ProductType, typename Dest>
+  static void run(const ProductType& prod, Dest& dest, const typename ProductType::Scalar& alpha)
+  {
+    typedef typename ProductType::LhsScalar LhsScalar;
+    typedef typename ProductType::RhsScalar RhsScalar;
+    typedef typename ProductType::Scalar    ResScalar;
+    typedef typename ProductType::Index Index;
+    typedef typename ProductType::ActualLhsType ActualLhsType;
+    typedef typename ProductType::ActualRhsType ActualRhsType;
+    typedef typename ProductType::_ActualRhsType _ActualRhsType;
+    typedef typename ProductType::LhsBlasTraits LhsBlasTraits;
+    typedef typename ProductType::RhsBlasTraits RhsBlasTraits;
+
+    typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
+    typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
+
+    ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs())
+                                  * RhsBlasTraits::extractScalarFactor(prod.rhs());
+
+    enum {
+      // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1
+      // on, the other hand it is good for the cache to pack the vector anyways...
+      DirectlyUseRhs = _ActualRhsType::InnerStrideAtCompileTime==1
+    };
+
+    gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!DirectlyUseRhs> static_rhs;
+
+    ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,actualRhs.size(),
+        DirectlyUseRhs ? const_cast<RhsScalar*>(actualRhs.data()) : static_rhs.data());
+
+    if(!DirectlyUseRhs)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      int size = actualRhs.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs;
+    }
+
+    typedef const_blas_data_mapper<LhsScalar,Index,RowMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+    general_matrix_vector_product
+        <Index,LhsScalar,LhsMapper,RowMajor,LhsBlasTraits::NeedToConjugate,RhsScalar,RhsMapper,RhsBlasTraits::NeedToConjugate>::run(
+        actualLhs.rows(), actualLhs.cols(),
+        LhsMapper(actualLhs.data(), actualLhs.outerStride()),
+        RhsMapper(actualRhsPtr, 1),
+        dest.data(), dest.innerStride(),
+        actualAlpha);
+  }
+};
+
+template<> struct gemv_selector<OnTheRight,ColMajor,false>
+{
+  template<typename ProductType, typename Dest>
+  static void run(const ProductType& prod, Dest& dest, const typename ProductType::Scalar& alpha)
+  {
+    typedef typename Dest::Index Index;
+    // TODO makes sure dest is sequentially stored in memory, otherwise use a temp
+    const Index size = prod.rhs().rows();
+    for(Index k=0; k<size; ++k)
+      dest += (alpha*prod.rhs().coeff(k)) * prod.lhs().col(k);
+  }
+};
+
+template<> struct gemv_selector<OnTheRight,RowMajor,false>
+{
+  template<typename ProductType, typename Dest>
+  static void run(const ProductType& prod, Dest& dest, const typename ProductType::Scalar& alpha)
+  {
+    typedef typename Dest::Index Index;
+    // TODO makes sure rhs is sequentially stored in memory, otherwise use a temp
+    const Index rows = prod.rows();
+    for(Index i=0; i<rows; ++i)
+      dest.coeffRef(i) += alpha * (prod.lhs().row(i).cwiseProduct(prod.rhs().transpose())).sum();
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of matrix base methods
+***************************************************************************/
+
+/** \returns the matrix product of \c *this and \a other.
+  *
+  * \note If instead of the matrix product you want the coefficient-wise product, see Cwise::operator*().
+  *
+  * \sa lazyProduct(), operator*=(const MatrixBase&), Cwise::operator*()
+  */
+#ifndef __CUDACC__
+
+#ifdef EIGEN_TEST_EVALUATORS
+template<typename Derived>
+template<typename OtherDerived>
+inline const Product<Derived, OtherDerived>
+MatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
+{
+  // A note regarding the function declaration: In MSVC, this function will sometimes
+  // not be inlined since DenseStorage is an unwindable object for dynamic
+  // matrices and product types are holding a member to store the result.
+  // Thus it does not help tagging this function with EIGEN_STRONG_INLINE.
+  enum {
+    ProductIsValid =  Derived::ColsAtCompileTime==Dynamic
+                   || OtherDerived::RowsAtCompileTime==Dynamic
+                   || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime),
+    AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime,
+    SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived)
+  };
+  // note to the lost user:
+  //    * for a dot product use: v1.dot(v2)
+  //    * for a coeff-wise product use: v1.cwiseProduct(v2)
+  EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
+    INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
+  EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
+    INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
+  EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
+#ifdef EIGEN_DEBUG_PRODUCT
+  internal::product_type<Derived,OtherDerived>::debug();
+#endif
+
+  return Product<Derived, OtherDerived>(derived(), other.derived());
+}
+#else
+template<typename Derived>
+template<typename OtherDerived>
+inline const typename ProductReturnType<Derived, OtherDerived>::Type
+MatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
+{
+  // A note regarding the function declaration: In MSVC, this function will sometimes
+  // not be inlined since DenseStorage is an unwindable object for dynamic
+  // matrices and product types are holding a member to store the result.
+  // Thus it does not help tagging this function with EIGEN_STRONG_INLINE.
+  enum {
+    ProductIsValid =  Derived::ColsAtCompileTime==Dynamic
+                   || OtherDerived::RowsAtCompileTime==Dynamic
+                   || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime),
+    AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime,
+    SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived)
+  };
+  // note to the lost user:
+  //    * for a dot product use: v1.dot(v2)
+  //    * for a coeff-wise product use: v1.cwiseProduct(v2)
+  EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
+    INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
+  EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
+    INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
+  EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
+#ifdef EIGEN_DEBUG_PRODUCT
+  internal::product_type<Derived,OtherDerived>::debug();
+#endif
+  return typename ProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+#endif
+
+#endif
+/** \returns an expression of the matrix product of \c *this and \a other without implicit evaluation.
+  *
+  * The returned product will behave like any other expressions: the coefficients of the product will be
+  * computed once at a time as requested. This might be useful in some extremely rare cases when only
+  * a small and no coherent fraction of the result's coefficients have to be computed.
+  *
+  * \warning This version of the matrix product can be much much slower. So use it only if you know
+  * what you are doing and that you measured a true speed improvement.
+  *
+  * \sa operator*(const MatrixBase&)
+  */
+template<typename Derived>
+template<typename OtherDerived>
+const typename LazyProductReturnType<Derived,OtherDerived>::Type
+MatrixBase<Derived>::lazyProduct(const MatrixBase<OtherDerived> &other) const
+{
+  enum {
+    ProductIsValid =  Derived::ColsAtCompileTime==Dynamic
+                   || OtherDerived::RowsAtCompileTime==Dynamic
+                   || int(Derived::ColsAtCompileTime)==int(OtherDerived::RowsAtCompileTime),
+    AreVectors = Derived::IsVectorAtCompileTime && OtherDerived::IsVectorAtCompileTime,
+    SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(Derived,OtherDerived)
+  };
+  // note to the lost user:
+  //    * for a dot product use: v1.dot(v2)
+  //    * for a coeff-wise product use: v1.cwiseProduct(v2)
+  EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
+    INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
+  EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
+    INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
+  EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
+
+  return typename LazyProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_PRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/Core/GenericPacketMath.h b/third_party/eigen3/Eigen/src/Core/GenericPacketMath.h
new file mode 100644
index 0000000000..bf9d6f9c33
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/GenericPacketMath.h
@@ -0,0 +1,584 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_GENERIC_PACKET_MATH_H
+#define EIGEN_GENERIC_PACKET_MATH_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal
+  * \file GenericPacketMath.h
+  *
+  * Default implementation for types not supported by the vectorization.
+  * In practice these functions are provided to make easier the writing
+  * of generic vectorized code.
+  */
+
+#ifndef EIGEN_DEBUG_ALIGNED_LOAD
+#define EIGEN_DEBUG_ALIGNED_LOAD
+#endif
+
+#ifndef EIGEN_DEBUG_UNALIGNED_LOAD
+#define EIGEN_DEBUG_UNALIGNED_LOAD
+#endif
+
+#ifndef EIGEN_DEBUG_ALIGNED_STORE
+#define EIGEN_DEBUG_ALIGNED_STORE
+#endif
+
+#ifndef EIGEN_DEBUG_UNALIGNED_STORE
+#define EIGEN_DEBUG_UNALIGNED_STORE
+#endif
+
+struct default_packet_traits
+{
+  enum {
+    HasHalfPacket = 0,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasNegate = 1,
+    HasAbs    = 1,
+    HasAbs2   = 1,
+    HasMin    = 1,
+    HasMax    = 1,
+    HasConj   = 1,
+    HasSetLinear = 1,
+    HasBlend  = 0,
+
+    HasDiv    = 0,
+    HasSqrt   = 0,
+    HasRsqrt  = 0,
+    HasExp    = 0,
+    HasLog    = 0,
+    HasPow    = 0,
+
+    HasSin    = 0,
+    HasCos    = 0,
+    HasTan    = 0,
+    HasASin   = 0,
+    HasACos   = 0,
+    HasATan   = 0,
+    HasTanH   = 0
+  };
+};
+
+template<typename T> struct packet_traits : default_packet_traits
+{
+  typedef T type;
+  typedef T half;
+  enum {
+    Vectorizable = 0,
+    size = 1,
+    AlignedOnScalar = 0,
+    HasHalfPacket = 0
+  };
+  enum {
+    HasAdd    = 0,
+    HasSub    = 0,
+    HasMul    = 0,
+    HasNegate = 0,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasConj   = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<typename T> struct packet_traits<const T> : packet_traits<T> { };
+
+
+template <typename Src, typename Tgt> struct type_casting_traits {
+  enum {
+    VectorizedCast = 0,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 1
+  };
+};
+
+template <typename T> struct type_casting_traits<T, T> {
+  enum {
+    VectorizedCast = 1,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 1
+  };
+};
+
+
+/** \internal \returns static_cast<TgtType>(a) (coeff-wise) */
+template <typename SrcPacket, typename TgtPacket>
+EIGEN_DEVICE_FUNC inline TgtPacket
+pcast(const SrcPacket& a) {
+  return static_cast<TgtPacket>(a);
+}
+template <typename SrcPacket, typename TgtPacket>
+EIGEN_DEVICE_FUNC inline TgtPacket
+pcast(const SrcPacket& a, const SrcPacket& /*b*/) {
+  return static_cast<TgtPacket>(a);
+}
+
+template <typename SrcPacket, typename TgtPacket>
+EIGEN_DEVICE_FUNC inline TgtPacket
+pcast(const SrcPacket& a, const SrcPacket& /*b*/, const SrcPacket& /*c*/, const SrcPacket& /*d*/) {
+  return static_cast<TgtPacket>(a);
+}
+
+/** \internal \returns a + b (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+padd(const Packet& a,
+        const Packet& b) { return a+b; }
+
+/** \internal \returns a - b (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+psub(const Packet& a,
+        const Packet& b) { return a-b; }
+
+/** \internal \returns true for if a == b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+peq(const Packet& a, const Packet& b) { return a == b; }
+
+/** \internal \returns true for if a < b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+plt(const Packet& a, const Packet& b) { return a < b; }
+
+/** \internal \returns true for if a <= b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+ple(const Packet& a, const Packet& b) { return a <= b; }
+
+/** \internal \returns b if false_mask is set, else a */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pselect(const Packet& a,
+        const Packet& b,
+        const Packet& false_mask) {
+  return false_mask ? b : a;
+}
+
+/** \internal \returns -a (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pnegate(const Packet& a) { return -a; }
+
+/** \internal \returns conj(a) (coeff-wise) */
+
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pconj(const Packet& a) { return numext::conj(a); }
+
+/** \internal \returns a * b (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pmul(const Packet& a,
+        const Packet& b) { return a*b; }
+
+/** \internal \returns a / b (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pdiv(const Packet& a,
+        const Packet& b) { return a/b; }
+
+/** \internal \returns the min of \a a and \a b  (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pmin(const Packet& a,
+        const Packet& b) { return numext::mini(a, b); }
+
+/** \internal \returns the max of \a a and \a b  (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pmax(const Packet& a,
+        const Packet& b) { return numext::maxi(a, b); }
+
+/** \internal \returns the absolute value of \a a */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pabs(const Packet& a) { using std::abs; return abs(a); }
+
+/** \internal \returns the bitwise and of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pand(const Packet& a, const Packet& b) { return a & b; }
+
+/** \internal \returns the bitwise or of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+por(const Packet& a, const Packet& b) { return a | b; }
+
+/** \internal \returns the bitwise xor of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pxor(const Packet& a, const Packet& b) { return a ^ b; }
+
+/** \internal \returns the bitwise andnot of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pandnot(const Packet& a, const Packet& b) { return a & (!b); }
+
+/** \internal \returns a packet version of \a *from, from must be 16 bytes aligned */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pload(const typename unpacket_traits<Packet>::type* from) { return *from; }
+
+/** \internal \returns a packet version of \a *from, (un-aligned load) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+ploadu(const typename unpacket_traits<Packet>::type* from) { return *from; }
+
+/** \internal \returns a packet with constant coefficients \a a, e.g.: (a,a,a,a) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pset1(const typename unpacket_traits<Packet>::type& a) { return a; }
+
+/** \internal \returns a packet with constant coefficients \a a[0], e.g.: (a[0],a[0],a[0],a[0]) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pload1(const typename unpacket_traits<Packet>::type  *a) { return pset1<Packet>(*a); }
+
+/** \internal \returns a packet with elements of \a *from duplicated.
+  * For instance, for a packet of 8 elements, 4 scalars will be read from \a *from and
+  * duplicated to form: {from[0],from[0],from[1],from[1],from[2],from[2],from[3],from[3]}
+  * Currently, this function is only used for scalar * complex products.
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+ploaddup(const typename unpacket_traits<Packet>::type* from) { return *from; }
+
+/** \internal \returns a packet with elements of \a *from quadrupled.
+  * For instance, for a packet of 8 elements, 2 scalars will be read from \a *from and
+  * replicated to form: {from[0],from[0],from[0],from[0],from[1],from[1],from[1],from[1]}
+  * Currently, this function is only used in matrix products.
+  * For packet-size smaller or equal to 4, this function is equivalent to pload1
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+ploadquad(const typename unpacket_traits<Packet>::type* from)
+{ return pload1<Packet>(from); }
+
+/** \internal equivalent to
+  * \code
+  * a0 = pload1(a+0);
+  * a1 = pload1(a+1);
+  * a2 = pload1(a+2);
+  * a3 = pload1(a+3);
+  * \endcode
+  * \sa pset1, pload1, ploaddup, pbroadcast2
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC
+inline void pbroadcast4(const typename unpacket_traits<Packet>::type *a,
+                        Packet& a0, Packet& a1, Packet& a2, Packet& a3)
+{
+  a0 = pload1<Packet>(a+0);
+  a1 = pload1<Packet>(a+1);
+  a2 = pload1<Packet>(a+2);
+  a3 = pload1<Packet>(a+3);
+}
+
+/** \internal equivalent to
+  * \code
+  * a0 = pload1(a+0);
+  * a1 = pload1(a+1);
+  * \endcode
+  * \sa pset1, pload1, ploaddup, pbroadcast4
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC
+inline void pbroadcast2(const typename unpacket_traits<Packet>::type *a,
+                        Packet& a0, Packet& a1)
+{
+  a0 = pload1<Packet>(a+0);
+  a1 = pload1<Packet>(a+1);
+}
+
+/** \internal \brief Returns a packet with coefficients (a,a+1,...,a+packet_size-1). */
+template<typename Scalar> inline typename packet_traits<Scalar>::type
+plset(const Scalar& a) { return a; }
+
+/** \internal copy the packet \a from to \a *to, \a to must be 16 bytes aligned */
+template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pstore(Scalar* to, const Packet& from)
+{ (*to) = from; }
+
+/** \internal copy the packet \a from to \a *to, (un-aligned store) */
+template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pstoreu(Scalar* to, const Packet& from)
+{  (*to) = from; }
+
+ template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline Packet pgather(const Scalar* from, int /*stride*/)
+ { return ploadu<Packet>(from); }
+
+ template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pscatter(Scalar* to, const Packet& from, int /*stride*/)
+ { pstore(to, from); }
+
+/** \internal tries to do cache prefetching of \a addr */
+template<typename Scalar> EIGEN_DEVICE_FUNC inline void prefetch(const Scalar* addr)
+{
+#ifdef __CUDA_ARCH__
+#if defined(__LP64__)
+  // 64-bit pointer operand constraint for inlined asm
+  asm(" prefetch.L1 [ %1 ];" : "=l"(addr) : "l"(addr));
+#else
+  // 32-bit pointer operand constraint for inlined asm
+  asm(" prefetch.L1 [ %1 ];" : "=r"(addr) : "r"(addr));
+#endif
+#elif !defined(_MSC_VER)
+  __builtin_prefetch(addr);
+#endif
+}
+
+/** \internal \returns the first element of a packet */
+template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type pfirst(const Packet& a)
+{ return a; }
+
+/** \internal \returns a packet where the element i contains the sum of the packet of \a vec[i] */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+preduxp(const Packet* vecs) { return vecs[0]; }
+
+/** \internal \returns the sum of the elements of \a a*/
+template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux(const Packet& a)
+{ return a; }
+
+/** \internal \returns the sum of the elements of \a a by block of 4 elements.
+  * For a packet {a0, a1, a2, a3, a4, a5, a6, a7}, it returns a half packet {a0+a4, a1+a5, a2+a6, a3+a7}
+  * For packet-size smaller or equal to 4, this boils down to a noop.
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC inline
+typename conditional<(unpacket_traits<Packet>::size%8)==0,typename unpacket_traits<Packet>::half,Packet>::type
+predux4(const Packet& a)
+{ return a; }
+
+/** \internal \returns the product of the elements of \a a*/
+template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_mul(const Packet& a)
+{ return a; }
+
+/** \internal \returns the min of the elements of \a a*/
+template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_min(const Packet& a)
+{ return a; }
+
+/** \internal \returns the max of the elements of \a a*/
+template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_max(const Packet& a)
+{ return a; }
+
+/** \internal \returns the reversed elements of \a a*/
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet preverse(const Packet& a)
+{ return a; }
+
+template<size_t offset, typename Packet>
+struct protate_impl
+{
+  // Empty so attempts to use this unimplemented path will fail to compile.
+  // Only specializations of this template should be used.
+};
+
+/** \internal \returns a packet with the coefficients rotated to the right in little-endian convention,
+  * by the given offset, e.g. for offset == 1:
+  *     (packet[3], packet[2], packet[1], packet[0]) becomes (packet[0], packet[3], packet[2], packet[1])
+  */
+template<size_t offset, typename Packet> EIGEN_DEVICE_FUNC inline Packet protate(const Packet& a)
+{
+  return offset ? protate_impl<offset, Packet>::run(a) : a;
+}
+
+/** \internal \returns \a a with real and imaginary part flipped (for complex type only) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet pcplxflip(const Packet& a)
+{
+  // FIXME: uncomment the following in case we drop the internal imag and real functions.
+//   using std::imag;
+//   using std::real;
+  return Packet(imag(a),real(a));
+}
+
+/**************************
+* Special math functions
+***************************/
+
+/** \internal \returns the sine of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet psin(const Packet& a) { using std::sin; return sin(a); }
+
+/** \internal \returns the cosine of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pcos(const Packet& a) { using std::cos; return cos(a); }
+
+/** \internal \returns the tan of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet ptan(const Packet& a) { using std::tan; return tan(a); }
+
+/** \internal \returns the arc sine of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pasin(const Packet& a) { using std::asin; return asin(a); }
+
+/** \internal \returns the arc cosine of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pacos(const Packet& a) { using std::acos; return acos(a); }
+
+/** \internal \returns the atan of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet patan(const Packet& a) { using std::atan; return atan(a); }
+
+/** \internal \returns the exp of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pexp(const Packet& a) { using std::exp; return exp(a); }
+
+/** \internal \returns the log of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet plog(const Packet& a) { using std::log; return log(a); }
+
+/** \internal \returns the square-root of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet psqrt(const Packet& a) { using std::sqrt; return sqrt(a); }
+
+/** \internal \returns the reciprocal square-root of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet prsqrt(const Packet& a) {
+  using std::sqrt;
+  const Packet one(1);
+  return one/sqrt(a);
+}
+
+// Default ptanh approximation threshold, assumes single precision
+// floating point.
+template<typename Packet> Packet ptanh_approx_threshold() {
+  return pset1<Packet>(0.01);
+}
+
+/** \internal \returns the hyperbolic tan of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet ptanh(const Packet& x)
+{
+  const Packet one = pset1<Packet>(1);
+  const Packet two = pset1<Packet>(2);
+  const Packet three = pset1<Packet>(3);
+  const Packet thresh = ptanh_approx_threshold<Packet>();
+  const Packet x2 = pmul(x, x);
+  const Packet small_approx = pmul(x, psub(one, pdiv(x2, three)));
+  const Packet med_approx = psub(one, pdiv(two, padd(pexp(pmul(two, x)), one)));
+
+  // If |x| > thresh, tanh(x) = 1-2/(exp(2*x) + 1)
+  // tanh(x) can be written: x(1 - x^2/3 + ...) for |x| < pi/2
+  // Select a thresh s.t. |tanh(x) - x| = O(eps), where for floats,
+  // If |x| < thresh, tanh(x) = x*(1-x^2/3)
+  // Use theresh = 0.01 as this matches the float32 approximation
+  // threshold on my system!
+  return pselect(med_approx, small_approx, ple(pabs(x), thresh));
+}
+
+/***************************************************************************
+* The following functions might not have to be overwritten for vectorized types
+***************************************************************************/
+
+/** \internal copy a packet with constant coeficient \a a (e.g., [a,a,a,a]) to \a *to. \a to must be 16 bytes aligned */
+// NOTE: this function must really be templated on the packet type (think about different packet types for the same scalar type)
+template<typename Packet>
+inline void pstore1(typename unpacket_traits<Packet>::type* to, const typename unpacket_traits<Packet>::type& a)
+{
+  pstore(to, pset1<Packet>(a));
+}
+
+/** \internal \returns a * b + c (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pmadd(const Packet&  a,
+         const Packet&  b,
+         const Packet&  c)
+{ return padd(pmul(a, b),c); }
+
+/** \internal \returns a packet version of \a *from.
+  * If LoadMode equals #Aligned, \a from must be 16 bytes aligned */
+template<typename Packet, int LoadMode>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Packet ploadt(const typename unpacket_traits<Packet>::type* from)
+{
+  if(LoadMode == Aligned)
+    return pload<Packet>(from);
+  else
+    return ploadu<Packet>(from);
+}
+
+/** \internal copy the packet \a from to \a *to.
+  * If StoreMode equals #Aligned, \a to must be 16 bytes aligned */
+template<typename Scalar, typename Packet, int LoadMode>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE void pstoret(Scalar* to, const Packet& from)
+{
+  if(LoadMode == Aligned)
+    pstore(to, from);
+  else
+    pstoreu(to, from);
+}
+
+/** \internal \returns a packet version of \a *from.
+  * Unlike ploadt, ploadt_ro takes advantage of the read-only memory path on the
+  * hardware if available to speedup the loading of data that won't be modified
+  * by the current computation.
+  */
+template<typename Packet, int LoadMode>
+inline Packet ploadt_ro(const typename unpacket_traits<Packet>::type* from)
+{
+  return ploadt<Packet, LoadMode>(from);
+}
+
+/** \internal default implementation of palign() allowing partial specialization */
+template<int Offset,typename PacketType>
+struct palign_impl
+{
+  // by default data are aligned, so there is nothing to be done :)
+  static inline void run(PacketType&, const PacketType&) {}
+};
+
+/** \internal update \a first using the concatenation of the packet_size minus \a Offset last elements
+  * of \a first and \a Offset first elements of \a second.
+  *
+  * This function is currently only used to optimize matrix-vector products on unligned matrices.
+  * It takes 2 packets that represent a contiguous memory array, and returns a packet starting
+  * at the position \a Offset. For instance, for packets of 4 elements, we have:
+  *  Input:
+  *  - first = {f0,f1,f2,f3}
+  *  - second = {s0,s1,s2,s3}
+  * Output:
+  *   - if Offset==0 then {f0,f1,f2,f3}
+  *   - if Offset==1 then {f1,f2,f3,s0}
+  *   - if Offset==2 then {f2,f3,s0,s1}
+  *   - if Offset==3 then {f3,s0,s1,s3}
+  */
+template<int Offset,typename PacketType>
+inline void palign(PacketType& first, const PacketType& second)
+{
+  palign_impl<Offset,PacketType>::run(first,second);
+}
+
+/***************************************************************************
+* Fast complex products (GCC generates a function call which is very slow)
+***************************************************************************/
+
+// Eigen+CUDA does not support complexes.
+#ifndef __CUDACC__
+
+template<> inline std::complex<float> pmul(const std::complex<float>& a, const std::complex<float>& b)
+{ return std::complex<float>(real(a)*real(b) - imag(a)*imag(b), imag(a)*real(b) + real(a)*imag(b)); }
+
+template<> inline std::complex<double> pmul(const std::complex<double>& a, const std::complex<double>& b)
+{ return std::complex<double>(real(a)*real(b) - imag(a)*imag(b), imag(a)*real(b) + real(a)*imag(b)); }
+
+#endif
+
+
+/***************************************************************************
+ * PacketBlock, that is a collection of N packets where the number of words
+ * in the packet is a multiple of N.
+***************************************************************************/
+template <typename Packet,int N=unpacket_traits<Packet>::size> struct PacketBlock {
+  Packet packet[N];
+};
+
+template<typename SquarePacketBlock> EIGEN_DEVICE_FUNC inline void
+ptranspose(SquarePacketBlock& /*kernel*/) {
+  // Nothing to do in the scalar case, i.e. a 1x1 matrix.
+}
+
+
+/***************************************************************************
+ * Selector, i.e. vector of N boolean values used to select (i.e. blend)
+ * words from 2 packets.
+***************************************************************************/
+template <size_t N> struct Selector {
+  bool select[N];
+};
+
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pblend(const Selector<unpacket_traits<Packet>::size>& ifPacket, const Packet& thenPacket, const Packet& elsePacket) {
+  return ifPacket.select[0] ? thenPacket : elsePacket;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERIC_PACKET_MATH_H
diff --git a/third_party/eigen3/Eigen/src/Core/GlobalFunctions.h b/third_party/eigen3/Eigen/src/Core/GlobalFunctions.h
new file mode 100644
index 0000000000..0b1ce46ba2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/GlobalFunctions.h
@@ -0,0 +1,94 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010-2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_GLOBAL_FUNCTIONS_H
+#define EIGEN_GLOBAL_FUNCTIONS_H
+
+#define EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(NAME,FUNCTOR) \
+  template<typename Derived> \
+  inline const Eigen::CwiseUnaryOp<Eigen::internal::FUNCTOR<typename Derived::Scalar>, const Derived> \
+  NAME(const Eigen::ArrayBase<Derived>& x) { \
+    return x.derived(); \
+  }
+
+#define EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(NAME,FUNCTOR) \
+  \
+  template<typename Derived> \
+  struct NAME##_retval<ArrayBase<Derived> > \
+  { \
+    typedef const Eigen::CwiseUnaryOp<Eigen::internal::FUNCTOR<typename Derived::Scalar>, const Derived> type; \
+  }; \
+  template<typename Derived> \
+  struct NAME##_impl<ArrayBase<Derived> > \
+  { \
+    static inline typename NAME##_retval<ArrayBase<Derived> >::type run(const Eigen::ArrayBase<Derived>& x) \
+    { \
+      return x.derived(); \
+    } \
+  };
+
+
+namespace Eigen
+{
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(real,scalar_real_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(imag,scalar_imag_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(conj,scalar_conjugate_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sin,scalar_sin_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cos,scalar_cos_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(asin,scalar_asin_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(acos,scalar_acos_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tan,scalar_tan_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(atan,scalar_atan_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tanh,scalar_tanh_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(abs,scalar_abs_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sqrt,scalar_sqrt_op)
+  
+  template<typename Derived>
+  inline const Eigen::CwiseUnaryOp<Eigen::internal::scalar_pow_op<typename Derived::Scalar>, const Derived>
+  pow(const Eigen::ArrayBase<Derived>& x, const typename Derived::Scalar& exponent) {
+    return x.derived().pow(exponent);
+  }
+
+  template<typename Derived>
+  inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename Derived::Scalar>, const Derived, const Derived>
+  pow(const Eigen::ArrayBase<Derived>& x, const Eigen::ArrayBase<Derived>& exponents) 
+  {
+    return Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename Derived::Scalar>, const Derived, const Derived>(
+      x.derived(),
+      exponents.derived()
+    );
+  }
+  
+  /**
+  * \brief Component-wise division of a scalar by array elements.
+  **/
+  template <typename Derived>
+  inline const Eigen::CwiseUnaryOp<Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>, const Derived>
+    operator/(const typename Derived::Scalar& s, const Eigen::ArrayBase<Derived>& a)
+  {
+    return Eigen::CwiseUnaryOp<Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>, const Derived>(
+      a.derived(),
+      Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>(s)  
+    );
+  }
+
+  namespace internal
+  {
+    EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(real,scalar_real_op)
+    EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(imag,scalar_imag_op)
+    EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(abs2,scalar_abs2_op)
+  }
+}
+
+// TODO: cleanly disable those functions that are not supported on Array (numext::real_ref, internal::random, internal::isApprox...)
+
+#endif // EIGEN_GLOBAL_FUNCTIONS_H
diff --git a/third_party/eigen3/Eigen/src/Core/IO.h b/third_party/eigen3/Eigen/src/Core/IO.h
new file mode 100644
index 0000000000..a1a90c119d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/IO.h
@@ -0,0 +1,257 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_IO_H
+#define EIGEN_IO_H
+
+namespace Eigen { 
+
+enum { DontAlignCols = 1 };
+enum { StreamPrecision = -1,
+       FullPrecision = -2 };
+
+namespace internal {
+template<typename Derived>
+std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat& fmt);
+}
+
+/** \class IOFormat
+  * \ingroup Core_Module
+  *
+  * \brief Stores a set of parameters controlling the way matrices are printed
+  *
+  * List of available parameters:
+  *  - \b precision number of digits for floating point values, or one of the special constants \c StreamPrecision and \c FullPrecision.
+  *                 The default is the special value \c StreamPrecision which means to use the
+  *                 stream's own precision setting, as set for instance using \c cout.precision(3). The other special value
+  *                 \c FullPrecision means that the number of digits will be computed to match the full precision of each floating-point
+  *                 type.
+  *  - \b flags an OR-ed combination of flags, the default value is 0, the only currently available flag is \c DontAlignCols which
+  *             allows to disable the alignment of columns, resulting in faster code.
+  *  - \b coeffSeparator string printed between two coefficients of the same row
+  *  - \b rowSeparator string printed between two rows
+  *  - \b rowPrefix string printed at the beginning of each row
+  *  - \b rowSuffix string printed at the end of each row
+  *  - \b matPrefix string printed at the beginning of the matrix
+  *  - \b matSuffix string printed at the end of the matrix
+  *
+  * Example: \include IOFormat.cpp
+  * Output: \verbinclude IOFormat.out
+  *
+  * \sa DenseBase::format(), class WithFormat
+  */
+struct IOFormat
+{
+  /** Default constructor, see class IOFormat for the meaning of the parameters */
+  IOFormat(int _precision = StreamPrecision, int _flags = 0,
+    const std::string& _coeffSeparator = " ",
+    const std::string& _rowSeparator = "\n", const std::string& _rowPrefix="", const std::string& _rowSuffix="",
+    const std::string& _matPrefix="", const std::string& _matSuffix="")
+  : matPrefix(_matPrefix), matSuffix(_matSuffix), rowPrefix(_rowPrefix), rowSuffix(_rowSuffix), rowSeparator(_rowSeparator),
+    rowSpacer(""), coeffSeparator(_coeffSeparator), precision(_precision), flags(_flags)
+  {
+    // TODO check if rowPrefix, rowSuffix or rowSeparator contains a newline
+    // don't add rowSpacer if columns are not to be aligned
+    if((flags & DontAlignCols))
+      return;
+    int i = int(matSuffix.length())-1;
+    while (i>=0 && matSuffix[i]!='\n')
+    {
+      rowSpacer += ' ';
+      i--;
+    }
+  }
+  std::string matPrefix, matSuffix;
+  std::string rowPrefix, rowSuffix, rowSeparator, rowSpacer;
+  std::string coeffSeparator;
+  int precision;
+  int flags;
+};
+
+/** \class WithFormat
+  * \ingroup Core_Module
+  *
+  * \brief Pseudo expression providing matrix output with given format
+  *
+  * \param ExpressionType the type of the object on which IO stream operations are performed
+  *
+  * This class represents an expression with stream operators controlled by a given IOFormat.
+  * It is the return type of DenseBase::format()
+  * and most of the time this is the only way it is used.
+  *
+  * See class IOFormat for some examples.
+  *
+  * \sa DenseBase::format(), class IOFormat
+  */
+template<typename ExpressionType>
+class WithFormat
+{
+  public:
+
+    WithFormat(const ExpressionType& matrix, const IOFormat& format)
+      : m_matrix(matrix), m_format(format)
+    {}
+
+    friend std::ostream & operator << (std::ostream & s, const WithFormat& wf)
+    {
+      return internal::print_matrix(s, wf.m_matrix.eval(), wf.m_format);
+    }
+
+  protected:
+    const typename ExpressionType::Nested m_matrix;
+    IOFormat m_format;
+};
+
+/** \returns a WithFormat proxy object allowing to print a matrix the with given
+  * format \a fmt.
+  *
+  * See class IOFormat for some examples.
+  *
+  * \sa class IOFormat, class WithFormat
+  */
+template<typename Derived>
+inline const WithFormat<Derived>
+DenseBase<Derived>::format(const IOFormat& fmt) const
+{
+  return WithFormat<Derived>(derived(), fmt);
+}
+
+namespace internal {
+
+template<typename Scalar, bool IsInteger>
+struct significant_decimals_default_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  static inline int run()
+  {
+    using std::ceil;
+    using std::log;
+    return cast<RealScalar,int>(ceil(-log(NumTraits<RealScalar>::epsilon())/log(RealScalar(10))));
+  }
+};
+
+template<typename Scalar>
+struct significant_decimals_default_impl<Scalar, true>
+{
+  static inline int run()
+  {
+    return 0;
+  }
+};
+
+template<typename Scalar>
+struct significant_decimals_impl
+  : significant_decimals_default_impl<Scalar, NumTraits<Scalar>::IsInteger>
+{};
+
+/** \internal
+  * print the matrix \a _m to the output stream \a s using the output format \a fmt */
+template<typename Derived>
+std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat& fmt)
+{
+  if(_m.size() == 0)
+  {
+    s << fmt.matPrefix << fmt.matSuffix;
+    return s;
+  }
+  
+  typename Derived::Nested m = _m;
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Index Index;
+
+  Index width = 0;
+
+  std::streamsize explicit_precision;
+  if(fmt.precision == StreamPrecision)
+  {
+    explicit_precision = 0;
+  }
+  else if(fmt.precision == FullPrecision)
+  {
+    if (NumTraits<Scalar>::IsInteger)
+    {
+      explicit_precision = 0;
+    }
+    else
+    {
+      explicit_precision = significant_decimals_impl<Scalar>::run();
+    }
+  }
+  else
+  {
+    explicit_precision = fmt.precision;
+  }
+
+  std::streamsize old_precision = 0;
+  if(explicit_precision) old_precision = s.precision(explicit_precision);
+
+  bool align_cols = !(fmt.flags & DontAlignCols);
+  if(align_cols)
+  {
+    // compute the largest width
+    for(Index j = 0; j < m.cols(); ++j)
+      for(Index i = 0; i < m.rows(); ++i)
+      {
+        std::stringstream sstr;
+        sstr.copyfmt(s);
+        sstr << m.coeff(i,j);
+        width = std::max<Index>(width, Index(sstr.str().length()));
+      }
+  }
+  s << fmt.matPrefix;
+  const char old_fill = s.fill();
+  s.fill(' ');
+  for(Index i = 0; i < m.rows(); ++i)
+  {
+    if (i)
+      s << fmt.rowSpacer;
+    s << fmt.rowPrefix;
+    if(width) s.width(width);
+    s << m.coeff(i, 0);
+    for(Index j = 1; j < m.cols(); ++j)
+    {
+      s << fmt.coeffSeparator;
+      if (width) s.width(width);
+      s << m.coeff(i, j);
+    }
+    s << fmt.rowSuffix;
+    if( i < m.rows() - 1)
+      s << fmt.rowSeparator;
+  }
+  s.fill(old_fill);
+  s << fmt.matSuffix;
+  if(explicit_precision) s.precision(old_precision);
+  return s;
+}
+
+} // end namespace internal
+
+/** \relates DenseBase
+  *
+  * Outputs the matrix, to the given stream.
+  *
+  * If you wish to print the matrix with a format different than the default, use DenseBase::format().
+  *
+  * It is also possible to change the default format by defining EIGEN_DEFAULT_IO_FORMAT before including Eigen headers.
+  * If not defined, this will automatically be defined to Eigen::IOFormat(), that is the Eigen::IOFormat with default parameters.
+  *
+  * \sa DenseBase::format()
+  */
+template<typename Derived>
+std::ostream & operator <<
+(std::ostream & s,
+ const DenseBase<Derived> & m)
+{
+  return internal::print_matrix(s, m.eval(), EIGEN_DEFAULT_IO_FORMAT);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_IO_H
diff --git a/third_party/eigen3/Eigen/src/Core/Map.h b/third_party/eigen3/Eigen/src/Core/Map.h
new file mode 100644
index 0000000000..0838d69e37
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Map.h
@@ -0,0 +1,185 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_MAP_H
+#define EIGEN_MAP_H
+
+namespace Eigen { 
+
+/** \class Map
+  * \ingroup Core_Module
+  *
+  * \brief A matrix or vector expression mapping an existing array of data.
+  *
+  * \tparam PlainObjectType the equivalent matrix type of the mapped data
+  * \tparam MapOptions specifies whether the pointer is \c #Aligned, or \c #Unaligned.
+  *                The default is \c #Unaligned.
+  * \tparam StrideType optionally specifies strides. By default, Map assumes the memory layout
+  *                   of an ordinary, contiguous array. This can be overridden by specifying strides.
+  *                   The type passed here must be a specialization of the Stride template, see examples below.
+  *
+  * This class represents a matrix or vector expression mapping an existing array of data.
+  * It can be used to let Eigen interface without any overhead with non-Eigen data structures,
+  * such as plain C arrays or structures from other libraries. By default, it assumes that the
+  * data is laid out contiguously in memory. You can however override this by explicitly specifying
+  * inner and outer strides.
+  *
+  * Here's an example of simply mapping a contiguous array as a \ref TopicStorageOrders "column-major" matrix:
+  * \include Map_simple.cpp
+  * Output: \verbinclude Map_simple.out
+  *
+  * If you need to map non-contiguous arrays, you can do so by specifying strides:
+  *
+  * Here's an example of mapping an array as a vector, specifying an inner stride, that is, the pointer
+  * increment between two consecutive coefficients. Here, we're specifying the inner stride as a compile-time
+  * fixed value.
+  * \include Map_inner_stride.cpp
+  * Output: \verbinclude Map_inner_stride.out
+  *
+  * Here's an example of mapping an array while specifying an outer stride. Here, since we're mapping
+  * as a column-major matrix, 'outer stride' means the pointer increment between two consecutive columns.
+  * Here, we're specifying the outer stride as a runtime parameter. Note that here \c OuterStride<> is
+  * a short version of \c OuterStride<Dynamic> because the default template parameter of OuterStride
+  * is  \c Dynamic
+  * \include Map_outer_stride.cpp
+  * Output: \verbinclude Map_outer_stride.out
+  *
+  * For more details and for an example of specifying both an inner and an outer stride, see class Stride.
+  *
+  * \b Tip: to change the array of data mapped by a Map object, you can use the C++
+  * placement new syntax:
+  *
+  * Example: \include Map_placement_new.cpp
+  * Output: \verbinclude Map_placement_new.out
+  *
+  * This class is the return type of PlainObjectBase::Map() but can also be used directly.
+  *
+  * \sa PlainObjectBase::Map(), \ref TopicStorageOrders
+  */
+
+namespace internal {
+template<typename PlainObjectType, int MapOptions, typename StrideType>
+struct traits<Map<PlainObjectType, MapOptions, StrideType> >
+  : public traits<PlainObjectType>
+{
+  typedef traits<PlainObjectType> TraitsBase;
+  typedef typename PlainObjectType::Index Index;
+  typedef typename PlainObjectType::Scalar Scalar;
+  enum {
+    InnerStrideAtCompileTime = StrideType::InnerStrideAtCompileTime == 0
+                             ? int(PlainObjectType::InnerStrideAtCompileTime)
+                             : int(StrideType::InnerStrideAtCompileTime),
+    OuterStrideAtCompileTime = StrideType::OuterStrideAtCompileTime == 0
+                             ? int(PlainObjectType::OuterStrideAtCompileTime)
+                             : int(StrideType::OuterStrideAtCompileTime),
+    HasNoInnerStride = InnerStrideAtCompileTime == 1,
+    HasNoOuterStride = StrideType::OuterStrideAtCompileTime == 0,
+    HasNoStride = HasNoInnerStride && HasNoOuterStride,
+    IsAligned = bool(EIGEN_ALIGN) && ((int(MapOptions)&Aligned)==Aligned),
+    IsDynamicSize = PlainObjectType::SizeAtCompileTime==Dynamic,
+    KeepsPacketAccess = bool(HasNoInnerStride)
+                        && ( bool(IsDynamicSize)
+                           || HasNoOuterStride
+                           || ( OuterStrideAtCompileTime!=Dynamic
+                           && ((static_cast<int>(sizeof(Scalar))*OuterStrideAtCompileTime)%EIGEN_ALIGN_BYTES)==0 ) ),
+    Flags0 = TraitsBase::Flags & (~NestByRefBit),
+    Flags1 = IsAligned ? (int(Flags0) | AlignedBit) : (int(Flags0) & ~AlignedBit),
+    Flags2 = (bool(HasNoStride) || bool(PlainObjectType::IsVectorAtCompileTime))
+           ? int(Flags1) : int(Flags1 & ~LinearAccessBit),
+    Flags3 = is_lvalue<PlainObjectType>::value ? int(Flags2) : (int(Flags2) & ~LvalueBit),
+    Flags = KeepsPacketAccess ? int(Flags3) : (int(Flags3) & ~PacketAccessBit)
+  };
+private:
+  enum { Options }; // Expressions don't have Options
+};
+}
+
+template<typename PlainObjectType, int MapOptions, typename StrideType> class Map
+  : public MapBase<Map<PlainObjectType, MapOptions, StrideType> >
+{
+  public:
+
+    typedef MapBase<Map> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Map)
+
+    typedef typename Base::PointerType PointerType;
+#if EIGEN2_SUPPORT_STAGE <= STAGE30_FULL_EIGEN3_API
+    typedef const Scalar* PointerArgType;
+    inline PointerType cast_to_pointer_type(PointerArgType ptr) { return const_cast<PointerType>(ptr); }
+#else
+    typedef PointerType PointerArgType;
+    EIGEN_DEVICE_FUNC
+    inline PointerType cast_to_pointer_type(PointerArgType ptr) { return ptr; }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const
+    {
+      return StrideType::InnerStrideAtCompileTime != 0 ? m_stride.inner() : 1;
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const
+    {
+      return StrideType::OuterStrideAtCompileTime != 0 ? m_stride.outer()
+           : IsVectorAtCompileTime ? this->size()
+           : int(Flags)&RowMajorBit ? this->cols()
+           : this->rows();
+    }
+
+    /** Constructor in the fixed-size case.
+      *
+      * \param dataPtr pointer to the array to map
+      * \param a_stride optional Stride object, passing the strides.
+      */
+    EIGEN_DEVICE_FUNC
+    inline Map(PointerArgType dataPtr, const StrideType& a_stride = StrideType())
+      : Base(cast_to_pointer_type(dataPtr)), m_stride(a_stride)
+    {
+      PlainObjectType::Base::_check_template_params();
+    }
+
+    /** Constructor in the dynamic-size vector case.
+      *
+      * \param dataPtr pointer to the array to map
+      * \param a_size the size of the vector expression
+      * \param a_stride optional Stride object, passing the strides.
+      */
+    EIGEN_DEVICE_FUNC
+    inline Map(PointerArgType dataPtr, Index a_size, const StrideType& a_stride = StrideType())
+      : Base(cast_to_pointer_type(dataPtr), a_size), m_stride(a_stride)
+    {
+      PlainObjectType::Base::_check_template_params();
+    }
+
+    /** Constructor in the dynamic-size matrix case.
+      *
+      * \param dataPtr pointer to the array to map
+      * \param nbRows the number of rows of the matrix expression
+      * \param nbCols the number of columns of the matrix expression
+      * \param a_stride optional Stride object, passing the strides.
+      */
+    EIGEN_DEVICE_FUNC
+    inline Map(PointerArgType dataPtr, Index nbRows, Index nbCols, const StrideType& a_stride = StrideType())
+      : Base(cast_to_pointer_type(dataPtr), nbRows, nbCols), m_stride(a_stride)
+    {
+      PlainObjectType::Base::_check_template_params();
+    }
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Map)
+
+  protected:
+    StrideType m_stride;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_MAP_H
diff --git a/third_party/eigen3/Eigen/src/Core/MapBase.h b/third_party/eigen3/Eigen/src/Core/MapBase.h
new file mode 100644
index 0000000000..e8ecb175bf
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/MapBase.h
@@ -0,0 +1,257 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_MAPBASE_H
+#define EIGEN_MAPBASE_H
+
+#define EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS(Derived) \
+      EIGEN_STATIC_ASSERT((int(internal::traits<Derived>::Flags) & LinearAccessBit) || Derived::IsVectorAtCompileTime, \
+                          YOU_ARE_TRYING_TO_USE_AN_INDEX_BASED_ACCESSOR_ON_AN_EXPRESSION_THAT_DOES_NOT_SUPPORT_THAT)
+
+namespace Eigen { 
+
+/** \class MapBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for Map and Block expression with direct access
+  *
+  * \sa class Map, class Block
+  */
+template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
+  : public internal::dense_xpr_base<Derived>::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<Derived>::type Base;
+    enum {
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      SizeAtCompileTime = Base::SizeAtCompileTime
+    };
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename internal::conditional<
+                         bool(internal::is_lvalue<Derived>::value),
+                         Scalar *,
+                         const Scalar *>::type
+                     PointerType;
+
+    using Base::derived;
+//    using Base::RowsAtCompileTime;
+//    using Base::ColsAtCompileTime;
+//    using Base::SizeAtCompileTime;
+    using Base::MaxRowsAtCompileTime;
+    using Base::MaxColsAtCompileTime;
+    using Base::MaxSizeAtCompileTime;
+    using Base::IsVectorAtCompileTime;
+    using Base::Flags;
+    using Base::IsRowMajor;
+
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::coeff;
+    using Base::coeffRef;
+    using Base::lazyAssign;
+    using Base::eval;
+
+    using Base::innerStride;
+    using Base::outerStride;
+    using Base::rowStride;
+    using Base::colStride;
+
+    // bug 217 - compile error on ICC 11.1
+    using Base::operator=;
+
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+    EIGEN_DEVICE_FUNC inline Index rows() const { return m_rows.value(); }
+    EIGEN_DEVICE_FUNC inline Index cols() const { return m_cols.value(); }
+
+    /** Returns a pointer to the first coefficient of the matrix or vector.
+      *
+      * \note When addressing this data, make sure to honor the strides returned by innerStride() and outerStride().
+      *
+      * \sa innerStride(), outerStride()
+      */
+    inline const Scalar* data() const { return m_data; }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeff(Index rowId, Index colId) const
+    {
+      return m_data[colId * colStride() + rowId * rowStride()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeff(Index index) const
+    {
+      EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS(Derived)
+      return m_data[index * innerStride()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return this->m_data[colId * colStride() + rowId * rowStride()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS(Derived)
+      return this->m_data[index * innerStride()];
+    }
+
+    template<int LoadMode>
+    inline PacketScalar packet(Index rowId, Index colId) const
+    {
+      return internal::ploadt<PacketScalar, LoadMode>
+               (m_data + (colId * colStride() + rowId * rowStride()));
+    }
+
+    template<int LoadMode>
+    inline PacketScalar packet(Index index) const
+    {
+      EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS(Derived)
+      return internal::ploadt<PacketScalar, LoadMode>(m_data + index * innerStride());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline MapBase(PointerType dataPtr) : m_data(dataPtr), m_rows(RowsAtCompileTime), m_cols(ColsAtCompileTime)
+    {
+      EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
+      checkSanity();
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline MapBase(PointerType dataPtr, Index vecSize)
+            : m_data(dataPtr),
+              m_rows(RowsAtCompileTime == Dynamic ? vecSize : Index(RowsAtCompileTime)),
+              m_cols(ColsAtCompileTime == Dynamic ? vecSize : Index(ColsAtCompileTime))
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+      eigen_assert(vecSize >= 0);
+      eigen_assert(dataPtr == 0 || SizeAtCompileTime == Dynamic || SizeAtCompileTime == vecSize);
+      checkSanity();
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline MapBase(PointerType dataPtr, Index nbRows, Index nbCols)
+            : m_data(dataPtr), m_rows(nbRows), m_cols(nbCols)
+    {
+      eigen_assert( (dataPtr == 0)
+              || (   nbRows >= 0 && (RowsAtCompileTime == Dynamic || RowsAtCompileTime == nbRows)
+                  && nbCols >= 0 && (ColsAtCompileTime == Dynamic || ColsAtCompileTime == nbCols)));
+      checkSanity();
+    }
+
+  protected:
+
+    EIGEN_DEVICE_FUNC
+    void checkSanity() const
+    {
+      EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(internal::traits<Derived>::Flags&PacketAccessBit,
+                                        internal::inner_stride_at_compile_time<Derived>::ret==1),
+                          PACKET_ACCESS_REQUIRES_TO_HAVE_INNER_STRIDE_FIXED_TO_1);
+      eigen_assert(EIGEN_IMPLIES(internal::traits<Derived>::Flags&AlignedBit, (size_t(m_data) % EIGEN_ALIGN_BYTES) == 0)
+                   && "data is not aligned");
+    }
+
+    PointerType m_data;
+    const internal::variable_if_dynamic<Index, RowsAtCompileTime> m_rows;
+    const internal::variable_if_dynamic<Index, ColsAtCompileTime> m_cols;
+};
+
+template<typename Derived> class MapBase<Derived, WriteAccessors>
+  : public MapBase<Derived, ReadOnlyAccessors>
+{
+  public:
+
+    typedef MapBase<Derived, ReadOnlyAccessors> Base;
+
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::PacketScalar PacketScalar;
+    typedef typename Base::Index Index;
+    typedef typename Base::PointerType PointerType;
+
+    using Base::derived;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::coeff;
+    using Base::coeffRef;
+
+    using Base::innerStride;
+    using Base::outerStride;
+    using Base::rowStride;
+    using Base::colStride;
+
+    typedef typename internal::conditional<
+                    internal::is_lvalue<Derived>::value,
+                    Scalar,
+                    const Scalar
+                  >::type ScalarWithConstIfNotLvalue;
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return this->m_data; }
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return this->m_data; } // no const-cast here so non-const-correct code will give a compile error
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue& coeffRef(Index row, Index col)
+    {
+      return this->m_data[col * colStride() + row * rowStride()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue& coeffRef(Index index)
+    {
+      EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS(Derived)
+      return this->m_data[index * innerStride()];
+    }
+
+    template<int StoreMode>
+    inline void writePacket(Index row, Index col, const PacketScalar& val)
+    {
+      internal::pstoret<Scalar, PacketScalar, StoreMode>
+               (this->m_data + (col * colStride() + row * rowStride()), val);
+    }
+
+    template<int StoreMode>
+    inline void writePacket(Index index, const PacketScalar& val)
+    {
+      EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS(Derived)
+      internal::pstoret<Scalar, PacketScalar, StoreMode>
+                (this->m_data + index * innerStride(), val);
+    }
+
+    EIGEN_DEVICE_FUNC explicit inline MapBase(PointerType dataPtr) : Base(dataPtr) {}
+    EIGEN_DEVICE_FUNC inline MapBase(PointerType dataPtr, Index vecSize) : Base(dataPtr, vecSize) {}
+    EIGEN_DEVICE_FUNC inline MapBase(PointerType dataPtr, Index nbRows, Index nbCols) : Base(dataPtr, nbRows, nbCols) {}
+
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const MapBase& other)
+    {
+      Base::Base::operator=(other);
+      return derived();
+    }
+
+    using Base::Base::operator=;
+};
+
+#undef EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS
+
+} // end namespace Eigen
+
+#endif // EIGEN_MAPBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/MathFunctions.h b/third_party/eigen3/Eigen/src/Core/MathFunctions.h
new file mode 100644
index 0000000000..941f72d224
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/MathFunctions.h
@@ -0,0 +1,1089 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MATHFUNCTIONS_H
+#define EIGEN_MATHFUNCTIONS_H
+
+// source: http://www.geom.uiuc.edu/~huberty/math5337/groupe/digits.html
+#define EIGEN_PI 3.141592653589793238462643383279502884197169399375105820974944592307816406
+
+namespace Eigen {
+
+// On WINCE, std::abs is defined for int only, so let's defined our own overloads:
+// This issue has been confirmed with MSVC 2008 only, but the issue might exist for more recent versions too.
+#if EIGEN_OS_WINCE && EIGEN_COMP_MSVC && EIGEN_COMP_MSVC<=1500
+long        abs(long        x) { return (labs(x));  }
+double      abs(double      x) { return (fabs(x));  }
+float       abs(float       x) { return (fabsf(x)); }
+long double abs(long double x) { return (fabsl(x)); }
+#endif
+  
+namespace internal {
+
+/** \internal \struct global_math_functions_filtering_base
+  *
+  * What it does:
+  * Defines a typedef 'type' as follows:
+  * - if type T has a member typedef Eigen_BaseClassForSpecializationOfGlobalMathFuncImpl, then
+  *   global_math_functions_filtering_base<T>::type is a typedef for it.
+  * - otherwise, global_math_functions_filtering_base<T>::type is a typedef for T.
+  *
+  * How it's used:
+  * To allow to defined the global math functions (like sin...) in certain cases, like the Array expressions.
+  * When you do sin(array1+array2), the object array1+array2 has a complicated expression type, all what you want to know
+  * is that it inherits ArrayBase. So we implement a partial specialization of sin_impl for ArrayBase<Derived>.
+  * So we must make sure to use sin_impl<ArrayBase<Derived> > and not sin_impl<Derived>, otherwise our partial specialization
+  * won't be used. How does sin know that? That's exactly what global_math_functions_filtering_base tells it.
+  *
+  * How it's implemented:
+  * SFINAE in the style of enable_if. Highly susceptible of breaking compilers. With GCC, it sure does work, but if you replace
+  * the typename dummy by an integer template parameter, it doesn't work anymore!
+  */
+
+template<typename T, typename dummy = void>
+struct global_math_functions_filtering_base
+{
+  typedef T type;
+};
+
+template<typename T> struct always_void { typedef void type; };
+
+template<typename T>
+struct global_math_functions_filtering_base
+  <T,
+   typename always_void<typename T::Eigen_BaseClassForSpecializationOfGlobalMathFuncImpl>::type
+  >
+{
+  typedef typename T::Eigen_BaseClassForSpecializationOfGlobalMathFuncImpl type;
+};
+
+#define EIGEN_MATHFUNC_IMPL(func, scalar) Eigen::internal::func##_impl<typename Eigen::internal::global_math_functions_filtering_base<scalar>::type>
+#define EIGEN_MATHFUNC_RETVAL(func, scalar) typename Eigen::internal::func##_retval<typename Eigen::internal::global_math_functions_filtering_base<scalar>::type>::type
+
+/****************************************************************************
+* Implementation of real                                                 *
+****************************************************************************/
+
+template<typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex>
+struct real_default_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const Scalar& x)
+  {
+    return x;
+  }
+};
+
+template<typename Scalar>
+struct real_default_impl<Scalar,true>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const Scalar& x)
+  {
+    using std::real;
+    return real(x);
+  }
+};
+
+template<typename Scalar> struct real_impl : real_default_impl<Scalar> {};
+
+template<typename Scalar>
+struct real_retval
+{
+  typedef typename NumTraits<Scalar>::Real type;
+};
+
+/****************************************************************************
+* Implementation of imag                                                 *
+****************************************************************************/
+
+template<typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex>
+struct imag_default_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const Scalar&)
+  {
+    return RealScalar(0);
+  }
+};
+
+template<typename Scalar>
+struct imag_default_impl<Scalar,true>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const Scalar& x)
+  {
+    using std::imag;
+    return imag(x);
+  }
+};
+
+template<typename Scalar> struct imag_impl : imag_default_impl<Scalar> {};
+
+template<typename Scalar>
+struct imag_retval
+{
+  typedef typename NumTraits<Scalar>::Real type;
+};
+
+/****************************************************************************
+* Implementation of real_ref                                             *
+****************************************************************************/
+
+template<typename Scalar>
+struct real_ref_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar& run(Scalar& x)
+  {
+    return reinterpret_cast<RealScalar*>(&x)[0];
+  }
+  EIGEN_DEVICE_FUNC
+  static inline const RealScalar& run(const Scalar& x)
+  {
+    return reinterpret_cast<const RealScalar*>(&x)[0];
+  }
+};
+
+template<typename Scalar>
+struct real_ref_retval
+{
+  typedef typename NumTraits<Scalar>::Real & type;
+};
+
+/****************************************************************************
+* Implementation of imag_ref                                             *
+****************************************************************************/
+
+template<typename Scalar, bool IsComplex>
+struct imag_ref_default_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar& run(Scalar& x)
+  {
+    return reinterpret_cast<RealScalar*>(&x)[1];
+  }
+  EIGEN_DEVICE_FUNC
+  static inline const RealScalar& run(const Scalar& x)
+  {
+    return reinterpret_cast<RealScalar*>(&x)[1];
+  }
+};
+
+template<typename Scalar>
+struct imag_ref_default_impl<Scalar, false>
+{
+  EIGEN_DEVICE_FUNC
+  static inline Scalar run(Scalar&)
+  {
+    return Scalar(0);
+  }
+  EIGEN_DEVICE_FUNC
+  static inline const Scalar run(const Scalar&)
+  {
+    return Scalar(0);
+  }
+};
+
+template<typename Scalar>
+struct imag_ref_impl : imag_ref_default_impl<Scalar, NumTraits<Scalar>::IsComplex> {};
+
+template<typename Scalar>
+struct imag_ref_retval
+{
+  typedef typename NumTraits<Scalar>::Real & type;
+};
+
+/****************************************************************************
+* Implementation of conj                                                 *
+****************************************************************************/
+
+template<typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex>
+struct conj_impl
+{
+  EIGEN_DEVICE_FUNC
+  static inline Scalar run(const Scalar& x)
+  {
+    return x;
+  }
+};
+
+template<typename Scalar>
+struct conj_impl<Scalar,true>
+{
+  EIGEN_DEVICE_FUNC
+  static inline Scalar run(const Scalar& x)
+  {
+    using std::conj;
+    return conj(x);
+  }
+};
+
+template<typename Scalar>
+struct conj_retval
+{
+  typedef Scalar type;
+};
+
+/****************************************************************************
+* Implementation of abs2                                                 *
+****************************************************************************/
+
+template<typename Scalar>
+struct abs2_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const Scalar& x)
+  {
+    return x*x;
+  }
+};
+
+template<typename RealScalar>
+struct abs2_impl<std::complex<RealScalar> >
+{
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const std::complex<RealScalar>& x)
+  {
+    return real(x)*real(x) + imag(x)*imag(x);
+  }
+};
+
+template<typename Scalar>
+struct abs2_retval
+{
+  typedef typename NumTraits<Scalar>::Real type;
+};
+
+/****************************************************************************
+* Implementation of norm1                                                *
+****************************************************************************/
+
+template<typename Scalar, bool IsComplex>
+struct norm1_default_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline RealScalar run(const Scalar& x)
+  {
+    using std::abs;
+    return abs(real(x)) + abs(imag(x));
+  }
+};
+
+template<typename Scalar>
+struct norm1_default_impl<Scalar, false>
+{
+  EIGEN_DEVICE_FUNC
+  static inline Scalar run(const Scalar& x)
+  {
+    using std::abs;
+    return abs(x);
+  }
+};
+
+template<typename Scalar>
+struct norm1_impl : norm1_default_impl<Scalar, NumTraits<Scalar>::IsComplex> {};
+
+template<typename Scalar>
+struct norm1_retval
+{
+  typedef typename NumTraits<Scalar>::Real type;
+};
+
+/****************************************************************************
+* Implementation of hypot                                                *
+****************************************************************************/
+
+template<typename Scalar>
+struct hypot_impl
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  static inline RealScalar run(const Scalar& x, const Scalar& y)
+  {
+    using std::abs;
+    using std::sqrt;
+    RealScalar _x = abs(x);
+    RealScalar _y = abs(y);
+    Scalar p, qp;
+    if(_x>_y)
+    {
+      p = _x;
+      qp = _y / p;
+    }
+    else
+    {
+      p = _y;
+      qp = _x / p;
+    }
+    if(p==RealScalar(0)) return RealScalar(0);
+    return p * sqrt(RealScalar(1) + qp*qp);
+  }
+};
+
+template<typename Scalar>
+struct hypot_retval
+{
+  typedef typename NumTraits<Scalar>::Real type;
+};
+
+/****************************************************************************
+* Implementation of cast                                                 *
+****************************************************************************/
+
+template<typename OldType, typename NewType>
+struct cast_impl
+{
+  EIGEN_DEVICE_FUNC static inline NewType run(const OldType& x)
+  {
+    return static_cast<NewType>(x);
+  }
+};
+
+// here, for once, we're plainly returning NewType: we don't want cast to do weird things.
+
+template<typename OldType, typename NewType>
+EIGEN_DEVICE_FUNC inline NewType cast(const OldType& x)
+{
+  return cast_impl<OldType, NewType>::run(x);
+}
+
+/****************************************************************************
+* Implementation of atanh2                                                *
+****************************************************************************/
+
+template<typename Scalar>
+struct atanh2_impl
+{
+  static inline Scalar run(const Scalar& x, const Scalar& r)
+  {
+    EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
+    using std::abs;
+    using std::log;
+    using std::sqrt;
+    Scalar z = x / r;
+    if (r == 0 || abs(z) > sqrt(NumTraits<Scalar>::epsilon()))
+      return log((r + x) / (r - x)) / 2;
+    else
+      return z + z*z*z / 3;
+  }
+};
+
+template<typename RealScalar>
+struct atanh2_impl<std::complex<RealScalar> >
+{
+  typedef std::complex<RealScalar> Scalar;
+  static inline Scalar run(const Scalar& x, const Scalar& r)
+  {
+    using std::log;
+    using std::norm;
+    using std::sqrt;
+    Scalar z = x / r;
+    if (r == Scalar(0) || norm(z) > NumTraits<RealScalar>::epsilon())
+      return RealScalar(0.5) * log((r + x) / (r - x));
+    else
+      return z + z*z*z / RealScalar(3);
+  }
+};
+
+template<typename Scalar>
+struct atanh2_retval
+{
+  typedef Scalar type;
+};
+
+/****************************************************************************
+* Implementation of round                                                   *
+****************************************************************************/
+
+#if EIGEN_HAS_CXX11_MATH
+  template<typename Scalar>
+  struct round_impl {
+    static inline Scalar run(const Scalar& x)
+    {
+      EIGEN_STATIC_ASSERT((!NumTraits<Scalar>::IsComplex), NUMERIC_TYPE_MUST_BE_REAL)
+      using std::round;
+      return round(x);
+    }
+  };
+#else
+  template<typename Scalar>
+  struct round_impl
+  {
+    static inline Scalar run(const Scalar& x)
+    {
+      EIGEN_STATIC_ASSERT((!NumTraits<Scalar>::IsComplex), NUMERIC_TYPE_MUST_BE_REAL)
+      using std::floor;
+      using std::ceil;
+      return (x > 0.0) ? floor(x + 0.5) : ceil(x - 0.5);
+    }
+  };
+#endif
+
+template<typename Scalar>
+struct round_retval
+{
+  typedef Scalar type;
+};
+
+/****************************************************************************
+* Implementation of arg                                                     *
+****************************************************************************/
+
+#if EIGEN_HAS_CXX11_MATH
+  template<typename Scalar>
+  struct arg_impl {
+    static inline Scalar run(const Scalar& x)
+    {
+      using std::arg;
+      return arg(x);
+    }
+  };
+#else
+  template<typename Scalar, bool IsComplex = NumTraits<Scalar>::IsComplex>
+  struct arg_default_impl
+  {
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    EIGEN_DEVICE_FUNC
+    static inline RealScalar run(const Scalar& x)
+    {
+      return (x < 0.0) ? EIGEN_PI : 0.0; }
+  };
+
+  template<typename Scalar>
+  struct arg_default_impl<Scalar,true>
+  {
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    EIGEN_DEVICE_FUNC
+    static inline RealScalar run(const Scalar& x)
+    {
+      using std::arg;
+      return arg(x);
+    }
+  };
+
+  template<typename Scalar> struct arg_impl : arg_default_impl<Scalar> {};
+#endif
+
+template<typename Scalar>
+struct arg_retval
+{
+  typedef typename NumTraits<Scalar>::Real type;
+};
+
+/****************************************************************************
+* Implementation of log1p                                                   *
+****************************************************************************/
+template<typename Scalar, bool isComplex = NumTraits<Scalar>::IsComplex >
+struct log1p_impl
+{
+  static inline Scalar run(const Scalar& x)
+  {
+    EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    using std::log;
+    Scalar x1p = RealScalar(1) + x;
+    return ( x1p == Scalar(1) ) ? x : x * ( log(x1p) / (x1p - RealScalar(1)) );
+  }
+};
+
+#if EIGEN_HAS_CXX11_MATH
+template<typename Scalar>
+struct log1p_impl<Scalar, false> {
+  static inline Scalar run(const Scalar& x)
+  {
+    EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
+    using std::log1p;
+    return log1p(x);
+  }
+};
+#endif
+
+template<typename Scalar>
+struct log1p_retval
+{
+  typedef Scalar type;
+};
+
+/****************************************************************************
+* Implementation of pow                                                  *
+****************************************************************************/
+
+template<typename Scalar, bool IsInteger>
+struct pow_default_impl
+{
+  typedef Scalar retval;
+  static inline Scalar run(const Scalar& x, const Scalar& y)
+  {
+    using std::pow;
+    return pow(x, y);
+  }
+};
+
+template<typename Scalar>
+struct pow_default_impl<Scalar, true>
+{
+  static inline Scalar run(Scalar x, Scalar y)
+  {
+    Scalar res(1);
+    eigen_assert(!NumTraits<Scalar>::IsSigned || y >= 0);
+    if(y & 1) res *= x;
+    y >>= 1;
+    while(y)
+    {
+      x *= x;
+      if(y&1) res *= x;
+      y >>= 1;
+    }
+    return res;
+  }
+};
+
+template<typename Scalar>
+struct pow_impl : pow_default_impl<Scalar, NumTraits<Scalar>::IsInteger> {};
+
+template<typename Scalar>
+struct pow_retval
+{
+  typedef Scalar type;
+};
+
+/****************************************************************************
+* Implementation of random                                               *
+****************************************************************************/
+
+template<typename Scalar,
+         bool IsComplex,
+         bool IsInteger>
+struct random_default_impl {};
+
+template<typename Scalar>
+struct random_impl : random_default_impl<Scalar, NumTraits<Scalar>::IsComplex, NumTraits<Scalar>::IsInteger> {};
+
+template<typename Scalar>
+struct random_retval
+{
+  typedef Scalar type;
+};
+
+template<typename Scalar> inline EIGEN_MATHFUNC_RETVAL(random, Scalar) random(const Scalar& x, const Scalar& y);
+template<typename Scalar> inline EIGEN_MATHFUNC_RETVAL(random, Scalar) random();
+
+template<typename Scalar>
+struct random_default_impl<Scalar, false, false>
+{
+  static inline Scalar run(const Scalar& x, const Scalar& y)
+  {
+    return x + (y-x) * Scalar(std::rand()) / Scalar(RAND_MAX);
+  }
+  static inline Scalar run()
+  {
+    return run(Scalar(NumTraits<Scalar>::IsSigned ? -1 : 0), Scalar(1));
+  }
+};
+
+enum {
+  meta_floor_log2_terminate,
+  meta_floor_log2_move_up,
+  meta_floor_log2_move_down,
+  meta_floor_log2_bogus
+};
+
+template<unsigned int n, int lower, int upper> struct meta_floor_log2_selector
+{
+  enum { middle = (lower + upper) / 2,
+         value = (upper <= lower + 1) ? int(meta_floor_log2_terminate)
+               : (n < (1 << middle)) ? int(meta_floor_log2_move_down)
+               : (n==0) ? int(meta_floor_log2_bogus)
+               : int(meta_floor_log2_move_up)
+  };
+};
+
+template<unsigned int n,
+         int lower = 0,
+         int upper = sizeof(unsigned int) * CHAR_BIT - 1,
+         int selector = meta_floor_log2_selector<n, lower, upper>::value>
+struct meta_floor_log2 {};
+
+template<unsigned int n, int lower, int upper>
+struct meta_floor_log2<n, lower, upper, meta_floor_log2_move_down>
+{
+  enum { value = meta_floor_log2<n, lower, meta_floor_log2_selector<n, lower, upper>::middle>::value };
+};
+
+template<unsigned int n, int lower, int upper>
+struct meta_floor_log2<n, lower, upper, meta_floor_log2_move_up>
+{
+  enum { value = meta_floor_log2<n, meta_floor_log2_selector<n, lower, upper>::middle, upper>::value };
+};
+
+template<unsigned int n, int lower, int upper>
+struct meta_floor_log2<n, lower, upper, meta_floor_log2_terminate>
+{
+  enum { value = (n >= ((unsigned int)(1) << (lower+1))) ? lower+1 : lower };
+};
+
+template<unsigned int n, int lower, int upper>
+struct meta_floor_log2<n, lower, upper, meta_floor_log2_bogus>
+{
+  // no value, error at compile time
+};
+
+template<typename Scalar>
+struct random_default_impl<Scalar, false, true>
+{
+  static inline Scalar run(const Scalar& x, const Scalar& y)
+  {
+    typedef typename conditional<NumTraits<Scalar>::IsSigned,std::ptrdiff_t,std::size_t>::type ScalarX;
+    if(y<x)
+      return x;
+    std::size_t range = ScalarX(y)-ScalarX(x);
+    std::size_t offset = 0;
+    // rejection sampling
+    std::size_t divisor    = (range+RAND_MAX-1)/(range+1);
+    std::size_t multiplier = (range+RAND_MAX-1)/std::size_t(RAND_MAX);
+
+    do {
+      offset = ( (std::size_t(std::rand()) * multiplier) / divisor );
+    } while (offset > range);
+
+    return Scalar(ScalarX(x) + offset);
+  }
+
+  static inline Scalar run()
+  {
+#ifdef EIGEN_MAKING_DOCS
+    return run(Scalar(NumTraits<Scalar>::IsSigned ? -10 : 0), Scalar(10));
+#else
+    enum { rand_bits = meta_floor_log2<(unsigned int)(RAND_MAX)+1>::value,
+           scalar_bits = sizeof(Scalar) * CHAR_BIT,
+           shift = EIGEN_PLAIN_ENUM_MAX(0, int(rand_bits) - int(scalar_bits)),
+           offset = NumTraits<Scalar>::IsSigned ? (1 << (EIGEN_PLAIN_ENUM_MIN(rand_bits,scalar_bits)-1)) : 0
+    };
+    return Scalar((std::rand() >> shift) - offset);
+#endif
+  }
+};
+
+template<typename Scalar>
+struct random_default_impl<Scalar, true, false>
+{
+  static inline Scalar run(const Scalar& x, const Scalar& y)
+  {
+    return Scalar(random(real(x), real(y)),
+                  random(imag(x), imag(y)));
+  }
+  static inline Scalar run()
+  {
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    return Scalar(random<RealScalar>(), random<RealScalar>());
+  }
+};
+
+template<typename Scalar>
+inline EIGEN_MATHFUNC_RETVAL(random, Scalar) random(const Scalar& x, const Scalar& y)
+{
+  return EIGEN_MATHFUNC_IMPL(random, Scalar)::run(x, y);
+}
+
+template<typename Scalar>
+inline EIGEN_MATHFUNC_RETVAL(random, Scalar) random()
+{
+  return EIGEN_MATHFUNC_IMPL(random, Scalar)::run();
+}
+
+} // end namespace internal
+
+/****************************************************************************
+* Generic math functions                                                    *
+****************************************************************************/
+
+namespace numext {
+
+#ifndef __CUDA_ARCH__
+template<typename T>
+EIGEN_DEVICE_FUNC
+EIGEN_ALWAYS_INLINE T mini(const T& x, const T& y)
+{
+  EIGEN_USING_STD_MATH(min);
+  return min EIGEN_NOT_A_MACRO (x,y);
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+EIGEN_ALWAYS_INLINE T maxi(const T& x, const T& y)
+{
+  EIGEN_USING_STD_MATH(max);
+  return max EIGEN_NOT_A_MACRO (x,y);
+}
+#else
+template<typename T>
+EIGEN_DEVICE_FUNC
+EIGEN_ALWAYS_INLINE T mini(const T& x, const T& y)
+{
+  return y < x ? y : x;
+}
+template<>
+EIGEN_DEVICE_FUNC
+EIGEN_ALWAYS_INLINE float mini(const float& x, const float& y)
+{
+  return fmin(x, y);
+}
+template<typename T>
+EIGEN_DEVICE_FUNC
+EIGEN_ALWAYS_INLINE T maxi(const T& x, const T& y)
+{
+  return x < y ? y : x;
+}
+template<>
+EIGEN_DEVICE_FUNC
+EIGEN_ALWAYS_INLINE float maxi(const float& x, const float& y)
+{
+  return fmax(x, y);
+}
+#endif
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(real, Scalar) real(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(real, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline typename internal::add_const_on_value_type< EIGEN_MATHFUNC_RETVAL(real_ref, Scalar) >::type real_ref(const Scalar& x)
+{
+  return internal::real_ref_impl<Scalar>::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(real_ref, Scalar) real_ref(Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(real_ref, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(imag, Scalar) imag(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(imag, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(arg, Scalar) arg(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(arg, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline typename internal::add_const_on_value_type< EIGEN_MATHFUNC_RETVAL(imag_ref, Scalar) >::type imag_ref(const Scalar& x)
+{
+  return internal::imag_ref_impl<Scalar>::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(imag_ref, Scalar) imag_ref(Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(imag_ref, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(conj, Scalar) conj(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(conj, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(abs2, Scalar) abs2(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(abs2, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(norm1, Scalar) norm1(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(norm1, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(hypot, Scalar) hypot(const Scalar& x, const Scalar& y)
+{
+  return EIGEN_MATHFUNC_IMPL(hypot, Scalar)::run(x, y);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(log1p, Scalar) log1p(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(log1p, Scalar)::run(x);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(atanh2, Scalar) atanh2(const Scalar& x, const Scalar& y)
+{
+  return EIGEN_MATHFUNC_IMPL(atanh2, Scalar)::run(x, y);
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(pow, Scalar) pow(const Scalar& x, const Scalar& y)
+{
+  return EIGEN_MATHFUNC_IMPL(pow, Scalar)::run(x, y);
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isfinite)(const T& x)
+{
+  #if EIGEN_HAS_CXX11_MATH
+    using std::isfinite;
+    return isfinite(x);
+  #else
+    return x<NumTraits<T>::highest() && x>NumTraits<T>::lowest();
+  #endif
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isfinite)(const std::complex<T>& x)
+{
+  return numext::isfinite(numext::real(x)) && numext::isfinite(numext::imag(x));
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isnan)(const T& x)
+{
+  #if EIGEN_HAS_CXX11_MATH
+    using std::isnan;
+    return isnan(x);
+  #else
+    return x != x;
+  #endif
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isnan)(const std::complex<T>& x)
+{
+  return numext::isnan(numext::real(x)) || numext::isnan(numext::imag(x));
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isinf)(const T& x)
+{
+  #if EIGEN_HAS_CXX11_MATH
+    using std::isinf;
+    return isinf(x);
+  #else
+    return x>NumTraits<T>::highest() || x<NumTraits<T>::lowest();
+  #endif
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isinf)(const std::complex<T>& x)
+{
+  return (numext::isinf(numext::real(x)) || numext::isinf(numext::imag(x))) && (!numext::isnan(x));
+}
+
+template<typename Scalar>
+EIGEN_DEVICE_FUNC
+inline EIGEN_MATHFUNC_RETVAL(round, Scalar) round(const Scalar& x)
+{
+  return EIGEN_MATHFUNC_IMPL(round, Scalar)::run(x);
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+T (floor)(const T& x)
+{
+  using std::floor;
+  return floor(x);
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+T (ceil)(const T& x)
+{
+  using std::ceil;
+  return ceil(x);
+}
+
+// Log base 2 for 32 bits positive integers.
+// Conveniently returns 0 for x==0.
+inline int log2(int x)
+{
+  eigen_assert(x>=0);
+  unsigned int v(x);
+  static const int table[32] = { 0, 9, 1, 10, 13, 21, 2, 29, 11, 14, 16, 18, 22, 25, 3, 30, 8, 12, 20, 28, 15, 17, 24, 7, 19, 27, 23, 6, 26, 5, 4, 31 };
+  v |= v >> 1;
+  v |= v >> 2;
+  v |= v >> 4;
+  v |= v >> 8;
+  v |= v >> 16;
+  return table[(v * 0x07C4ACDDU) >> 27];
+}
+
+} // end namespace numext
+
+namespace internal {
+
+/****************************************************************************
+* Implementation of fuzzy comparisons                                       *
+****************************************************************************/
+
+template<typename Scalar,
+         bool IsComplex,
+         bool IsInteger>
+struct scalar_fuzzy_default_impl {};
+
+template<typename Scalar>
+struct scalar_fuzzy_default_impl<Scalar, false, false>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  template<typename OtherScalar> EIGEN_DEVICE_FUNC
+  static inline bool isMuchSmallerThan(const Scalar& x, const OtherScalar& y, const RealScalar& prec)
+  {
+    using std::abs;
+    return abs(x) <= abs(y) * prec;
+  }
+  EIGEN_DEVICE_FUNC
+  static inline bool isApprox(const Scalar& x, const Scalar& y, const RealScalar& prec)
+  {
+    using std::abs;
+    return abs(x - y) <= numext::mini(abs(x), abs(y)) * prec;
+  }
+  EIGEN_DEVICE_FUNC
+  static inline bool isApproxOrLessThan(const Scalar& x, const Scalar& y, const RealScalar& prec)
+  {
+    return x <= y || isApprox(x, y, prec);
+  }
+};
+
+template<typename Scalar>
+struct scalar_fuzzy_default_impl<Scalar, false, true>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  template<typename OtherScalar> EIGEN_DEVICE_FUNC
+  static inline bool isMuchSmallerThan(const Scalar& x, const Scalar&, const RealScalar&)
+  {
+    return x == Scalar(0);
+  }
+  EIGEN_DEVICE_FUNC
+  static inline bool isApprox(const Scalar& x, const Scalar& y, const RealScalar&)
+  {
+    return x == y;
+  }
+  EIGEN_DEVICE_FUNC
+  static inline bool isApproxOrLessThan(const Scalar& x, const Scalar& y, const RealScalar&)
+  {
+    return x <= y;
+  }
+};
+
+template<typename Scalar>
+struct scalar_fuzzy_default_impl<Scalar, true, false>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  template<typename OtherScalar>
+  static inline bool isMuchSmallerThan(const Scalar& x, const OtherScalar& y, const RealScalar& prec)
+  {
+    return numext::abs2(x) <= numext::abs2(y) * prec * prec;
+  }
+  static inline bool isApprox(const Scalar& x, const Scalar& y, const RealScalar& prec)
+  {
+    return numext::abs2(x - y) <= numext::mini(numext::abs2(x), numext::abs2(y)) * prec * prec;
+  }
+};
+
+template<typename Scalar>
+struct scalar_fuzzy_impl : scalar_fuzzy_default_impl<Scalar, NumTraits<Scalar>::IsComplex, NumTraits<Scalar>::IsInteger> {};
+
+template<typename Scalar, typename OtherScalar> EIGEN_DEVICE_FUNC
+inline bool isMuchSmallerThan(const Scalar& x, const OtherScalar& y,
+                                   typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return scalar_fuzzy_impl<Scalar>::template isMuchSmallerThan<OtherScalar>(x, y, precision);
+}
+
+template<typename Scalar> EIGEN_DEVICE_FUNC
+inline bool isApprox(const Scalar& x, const Scalar& y,
+                          typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return scalar_fuzzy_impl<Scalar>::isApprox(x, y, precision);
+}
+
+template<typename Scalar> EIGEN_DEVICE_FUNC
+inline bool isApproxOrLessThan(const Scalar& x, const Scalar& y,
+                                    typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return scalar_fuzzy_impl<Scalar>::isApproxOrLessThan(x, y, precision);
+}
+
+/******************************************
+***  The special case of the  bool type ***
+******************************************/
+
+template<> struct random_impl<bool>
+{
+  static inline bool run()
+  {
+    return random<int>(0,1)==0 ? false : true;
+  }
+};
+
+template<> struct scalar_fuzzy_impl<bool>
+{
+  typedef bool RealScalar;
+  
+  template<typename OtherScalar> EIGEN_DEVICE_FUNC
+  static inline bool isMuchSmallerThan(const bool& x, const bool&, const bool&)
+  {
+    return !x;
+  }
+  
+  EIGEN_DEVICE_FUNC
+  static inline bool isApprox(bool x, bool y, bool)
+  {
+    return x == y;
+  }
+
+  EIGEN_DEVICE_FUNC
+  static inline bool isApproxOrLessThan(const bool& x, const bool& y, const bool&)
+  {
+    return (!x) || y;
+  }
+  
+};
+
+  
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATHFUNCTIONS_H
diff --git a/third_party/eigen3/Eigen/src/Core/Matrix.h b/third_party/eigen3/Eigen/src/Core/Matrix.h
new file mode 100644
index 0000000000..782d67f54f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Matrix.h
@@ -0,0 +1,443 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2009 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_MATRIX_H
+#define EIGEN_MATRIX_H
+
+namespace Eigen {
+
+/** \class Matrix
+  * \ingroup Core_Module
+  *
+  * \brief The matrix class, also used for vectors and row-vectors
+  *
+  * The %Matrix class is the work-horse for all \em dense (\ref dense "note") matrices and vectors within Eigen.
+  * Vectors are matrices with one column, and row-vectors are matrices with one row.
+  *
+  * The %Matrix class encompasses \em both fixed-size and dynamic-size objects (\ref fixedsize "note").
+  *
+  * The first three template parameters are required:
+  * \tparam _Scalar \anchor matrix_tparam_scalar Numeric type, e.g. float, double, int or std::complex<float>.
+  *                 User defined sclar types are supported as well (see \ref user_defined_scalars "here").
+  * \tparam _Rows Number of rows, or \b Dynamic
+  * \tparam _Cols Number of columns, or \b Dynamic
+  *
+  * The remaining template parameters are optional -- in most cases you don't have to worry about them.
+  * \tparam _Options \anchor matrix_tparam_options A combination of either \b #RowMajor or \b #ColMajor, and of either
+  *                 \b #AutoAlign or \b #DontAlign.
+  *                 The former controls \ref TopicStorageOrders "storage order", and defaults to column-major. The latter controls alignment, which is required
+  *                 for vectorization. It defaults to aligning matrices except for fixed sizes that aren't a multiple of the packet size.
+  * \tparam _MaxRows Maximum number of rows. Defaults to \a _Rows (\ref maxrows "note").
+  * \tparam _MaxCols Maximum number of columns. Defaults to \a _Cols (\ref maxrows "note").
+  *
+  * Eigen provides a number of typedefs covering the usual cases. Here are some examples:
+  *
+  * \li \c Matrix2d is a 2x2 square matrix of doubles (\c Matrix<double, 2, 2>)
+  * \li \c Vector4f is a vector of 4 floats (\c Matrix<float, 4, 1>)
+  * \li \c RowVector3i is a row-vector of 3 ints (\c Matrix<int, 1, 3>)
+  *
+  * \li \c MatrixXf is a dynamic-size matrix of floats (\c Matrix<float, Dynamic, Dynamic>)
+  * \li \c VectorXf is a dynamic-size vector of floats (\c Matrix<float, Dynamic, 1>)
+  *
+  * \li \c Matrix2Xf is a partially fixed-size (dynamic-size) matrix of floats (\c Matrix<float, 2, Dynamic>)
+  * \li \c MatrixX3d is a partially dynamic-size (fixed-size) matrix of double (\c Matrix<double, Dynamic, 3>)
+  *
+  * See \link matrixtypedefs this page \endlink for a complete list of predefined \em %Matrix and \em Vector typedefs.
+  *
+  * You can access elements of vectors and matrices using normal subscripting:
+  *
+  * \code
+  * Eigen::VectorXd v(10);
+  * v[0] = 0.1;
+  * v[1] = 0.2;
+  * v(0) = 0.3;
+  * v(1) = 0.4;
+  *
+  * Eigen::MatrixXi m(10, 10);
+  * m(0, 1) = 1;
+  * m(0, 2) = 2;
+  * m(0, 3) = 3;
+  * \endcode
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_MATRIX_PLUGIN.
+  *
+  * <i><b>Some notes:</b></i>
+  *
+  * <dl>
+  * <dt><b>\anchor dense Dense versus sparse:</b></dt>
+  * <dd>This %Matrix class handles dense, not sparse matrices and vectors. For sparse matrices and vectors, see the Sparse module.
+  *
+  * Dense matrices and vectors are plain usual arrays of coefficients. All the coefficients are stored, in an ordinary contiguous array.
+  * This is unlike Sparse matrices and vectors where the coefficients are stored as a list of nonzero coefficients.</dd>
+  *
+  * <dt><b>\anchor fixedsize Fixed-size versus dynamic-size:</b></dt>
+  * <dd>Fixed-size means that the numbers of rows and columns are known are compile-time. In this case, Eigen allocates the array
+  * of coefficients as a fixed-size array, as a class member. This makes sense for very small matrices, typically up to 4x4, sometimes up
+  * to 16x16. Larger matrices should be declared as dynamic-size even if one happens to know their size at compile-time.
+  *
+  * Dynamic-size means that the numbers of rows or columns are not necessarily known at compile-time. In this case they are runtime
+  * variables, and the array of coefficients is allocated dynamically on the heap.
+  *
+  * Note that \em dense matrices, be they Fixed-size or Dynamic-size, <em>do not</em> expand dynamically in the sense of a std::map.
+  * If you want this behavior, see the Sparse module.</dd>
+  *
+  * <dt><b>\anchor maxrows _MaxRows and _MaxCols:</b></dt>
+  * <dd>In most cases, one just leaves these parameters to the default values.
+  * These parameters mean the maximum size of rows and columns that the matrix may have. They are useful in cases
+  * when the exact numbers of rows and columns are not known are compile-time, but it is known at compile-time that they cannot
+  * exceed a certain value. This happens when taking dynamic-size blocks inside fixed-size matrices: in this case _MaxRows and _MaxCols
+  * are the dimensions of the original matrix, while _Rows and _Cols are Dynamic.</dd>
+  * </dl>
+  *
+  * \see MatrixBase for the majority of the API methods for matrices, \ref TopicClassHierarchy, 
+  * \ref TopicStorageOrders 
+  */
+
+namespace internal {
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct traits<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+{
+  typedef _Scalar Scalar;
+  typedef Dense StorageKind;
+  typedef DenseIndex Index;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _MaxRows,
+    MaxColsAtCompileTime = _MaxCols,
+    Flags = compute_matrix_flags<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols>::ret,
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    Options = _Options,
+    InnerStrideAtCompileTime = 1,
+    OuterStrideAtCompileTime = (Options&RowMajor) ? ColsAtCompileTime : RowsAtCompileTime
+  };
+};
+}
+
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+class Matrix
+  : public PlainObjectBase<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+{
+  public:
+
+    /** \brief Base class typedef.
+      * \sa PlainObjectBase
+      */
+    typedef PlainObjectBase<Matrix> Base;
+
+    enum { Options = _Options };
+
+    EIGEN_DENSE_PUBLIC_INTERFACE(Matrix)
+
+    typedef typename Base::PlainObject PlainObject;
+
+    using Base::base;
+    using Base::coeffRef;
+
+    /**
+      * \brief Assigns matrices to each other.
+      *
+      * \note This is a special case of the templated operator=. Its purpose is
+      * to prevent a default operator= from hiding the templated operator=.
+      *
+      * \callgraph
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix& operator=(const Matrix& other)
+    {
+      return Base::_set(other);
+    }
+
+    /** \internal
+      * \brief Copies the value of the expression \a other into \c *this with automatic resizing.
+      *
+      * *this might be resized to match the dimensions of \a other. If *this was a null matrix (not already initialized),
+      * it will be initialized.
+      *
+      * Note that copying a row-vector into a vector (and conversely) is allowed.
+      * The resizing, if any, is then done in the appropriate way so that row-vectors
+      * remain row-vectors and vectors remain vectors.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix& operator=(const MatrixBase<OtherDerived>& other)
+    {
+      return Base::_set(other);
+    }
+
+    /* Here, doxygen failed to copy the brief information when using \copydoc */
+
+    /**
+      * \brief Copies the generic expression \a other into *this.
+      * \copydetails DenseBase::operator=(const EigenBase<OtherDerived> &other)
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix& operator=(const EigenBase<OtherDerived> &other)
+    {
+      return Base::operator=(other);
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix& operator=(const ReturnByValue<OtherDerived>& func)
+    {
+      return Base::operator=(func);
+    }
+
+    /** \brief Default constructor.
+      *
+      * For fixed-size matrices, does nothing.
+      *
+      * For dynamic-size matrices, creates an empty matrix of size 0. Does not allocate any array. Such a matrix
+      * is called a null matrix. This constructor is the unique way to create null matrices: resizing
+      * a matrix to 0 is not supported.
+      *
+      * \sa resize(Index,Index)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix() : Base()
+    {
+      Base::_check_template_params();
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+    // FIXME is it still needed
+    EIGEN_DEVICE_FUNC
+    Matrix(internal::constructor_without_unaligned_array_assert)
+      : Base(internal::constructor_without_unaligned_array_assert())
+    { Base::_check_template_params(); EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED }
+
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    Matrix(Matrix&& other)
+      : Base(std::move(other))
+    {
+      Base::_check_template_params();
+      if (RowsAtCompileTime!=Dynamic && ColsAtCompileTime!=Dynamic)
+        Base::_set_noalias(other);
+    }
+    Matrix& operator=(Matrix&& other)
+    {
+      other.swap(*this);
+      return *this;
+    }
+#endif
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+
+    // This constructor is for both 1x1 matrices and dynamic vectors
+    template<typename T>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE explicit Matrix(const T& x)
+    {
+      Base::_check_template_params();
+      Base::template _init1<T>(x);
+    }
+
+    template<typename T0, typename T1>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const T0& x, const T1& y)
+    {
+      Base::_check_template_params();
+      Base::template _init2<T0,T1>(x, y);
+    }
+    #else
+    /** \brief Constructs a fixed-sized matrix initialized with coefficients starting at \a data */
+    EIGEN_DEVICE_FUNC
+    explicit Matrix(const Scalar *data);
+
+    /** \brief Constructs a vector or row-vector with given dimension. \only_for_vectors
+      *
+      * Note that this is only useful for dynamic-size vectors. For fixed-size vectors,
+      * it is redundant to pass the dimension here, so it makes more sense to use the default
+      * constructor Matrix() instead.
+      */
+    EIGEN_STRONG_INLINE explicit Matrix(Index dim);
+    /** \brief Constructs an initialized 1x1 matrix with the given coefficient */
+    Matrix(const Scalar& x);
+    /** \brief Constructs an uninitialized matrix with \a rows rows and \a cols columns.
+      *
+      * This is useful for dynamic-size matrices. For fixed-size matrices,
+      * it is redundant to pass these parameters, so one should use the default constructor
+      * Matrix() instead. */
+    EIGEN_DEVICE_FUNC
+    Matrix(Index rows, Index cols);
+    /** \brief Constructs an initialized 2D vector with given coefficients */
+    Matrix(const Scalar& x, const Scalar& y);
+    #endif
+
+    /** \brief Constructs an initialized 3D vector with given coefficients */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const Scalar& x, const Scalar& y, const Scalar& z)
+    {
+      Base::_check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Matrix, 3)
+      m_storage.data()[0] = x;
+      m_storage.data()[1] = y;
+      m_storage.data()[2] = z;
+    }
+    /** \brief Constructs an initialized 4D vector with given coefficients */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const Scalar& x, const Scalar& y, const Scalar& z, const Scalar& w)
+    {
+      Base::_check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Matrix, 4)
+      m_storage.data()[0] = x;
+      m_storage.data()[1] = y;
+      m_storage.data()[2] = z;
+      m_storage.data()[3] = w;
+    }
+
+
+    /** \brief Constructor copying the value of the expression \a other */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const MatrixBase<OtherDerived>& other)
+             : Base(other.rows() * other.cols(), other.rows(), other.cols())
+    {
+      // This test resides here, to bring the error messages closer to the user. Normally, these checks
+      // are performed deeply within the library, thus causing long and scary error traces.
+      EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+      Base::_check_template_params();
+      Base::_set_noalias(other);
+    }
+    /** \brief Copy constructor */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const Matrix& other)
+            : Base(other.rows() * other.cols(), other.rows(), other.cols())
+    {
+      Base::_check_template_params();
+      Base::_set_noalias(other);
+    }
+    /** \brief Copy constructor with in-place evaluation */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const ReturnByValue<OtherDerived>& other)
+    {
+      Base::_check_template_params();
+      Base::resize(other.rows(), other.cols());
+      other.evalTo(*this);
+    }
+
+    /** \brief Copy constructor for generic expressions.
+      * \sa MatrixBase::operator=(const EigenBase<OtherDerived>&)
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Matrix(const EigenBase<OtherDerived> &other)
+      : Base(other.derived().rows() * other.derived().cols(), other.derived().rows(), other.derived().cols())
+    {
+      Base::_check_template_params();
+      Base::_resize_to_match(other);
+      // FIXME/CHECK: isn't *this = other.derived() more efficient. it allows to
+      //              go for pure _set() implementations, right?
+      *this = other;
+    }
+
+    /** \internal
+      * \brief Override MatrixBase::swap() since for dynamic-sized matrices
+      * of same type it is enough to swap the data pointers.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void swap(MatrixBase<OtherDerived> const & other)
+    { this->_swap(other.derived()); }
+
+    EIGEN_DEVICE_FUNC inline Index innerStride() const { return 1; }
+    EIGEN_DEVICE_FUNC inline Index outerStride() const { return this->innerSize(); }
+
+    /////////// Geometry module ///////////
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    explicit Matrix(const RotationBase<OtherDerived,ColsAtCompileTime>& r);
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Matrix& operator=(const RotationBase<OtherDerived,ColsAtCompileTime>& r);
+
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived>
+    explicit Matrix(const eigen2_RotationBase<OtherDerived,ColsAtCompileTime>& r);
+    template<typename OtherDerived>
+    Matrix& operator=(const eigen2_RotationBase<OtherDerived,ColsAtCompileTime>& r);
+    #endif
+
+    // allow to extend Matrix outside Eigen
+    #ifdef EIGEN_MATRIX_PLUGIN
+    #include EIGEN_MATRIX_PLUGIN
+    #endif
+
+  protected:
+    template <typename Derived, typename OtherDerived, bool IsVector>
+    friend struct internal::conservative_resize_like_impl;
+
+    using Base::m_storage;
+};
+
+/** \defgroup matrixtypedefs Global matrix typedefs
+  *
+  * \ingroup Core_Module
+  *
+  * Eigen defines several typedef shortcuts for most common matrix and vector types.
+  *
+  * The general patterns are the following:
+  *
+  * \c MatrixSizeType where \c Size can be \c 2,\c 3,\c 4 for fixed size square matrices or \c X for dynamic size,
+  * and where \c Type can be \c i for integer, \c f for float, \c d for double, \c cf for complex float, \c cd
+  * for complex double.
+  *
+  * For example, \c Matrix3d is a fixed-size 3x3 matrix type of doubles, and \c MatrixXf is a dynamic-size matrix of floats.
+  *
+  * There are also \c VectorSizeType and \c RowVectorSizeType which are self-explanatory. For example, \c Vector4cf is
+  * a fixed-size vector of 4 complex floats.
+  *
+  * \sa class Matrix
+  */
+
+#define EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, Size, SizeSuffix)   \
+/** \ingroup matrixtypedefs */                                    \
+typedef Matrix<Type, Size, Size> Matrix##SizeSuffix##TypeSuffix;  \
+/** \ingroup matrixtypedefs */                                    \
+typedef Matrix<Type, Size, 1>    Vector##SizeSuffix##TypeSuffix;  \
+/** \ingroup matrixtypedefs */                                    \
+typedef Matrix<Type, 1, Size>    RowVector##SizeSuffix##TypeSuffix;
+
+#define EIGEN_MAKE_FIXED_TYPEDEFS(Type, TypeSuffix, Size)         \
+/** \ingroup matrixtypedefs */                                    \
+typedef Matrix<Type, Size, Dynamic> Matrix##Size##X##TypeSuffix;  \
+/** \ingroup matrixtypedefs */                                    \
+typedef Matrix<Type, Dynamic, Size> Matrix##X##Size##TypeSuffix;
+
+#define EIGEN_MAKE_TYPEDEFS_ALL_SIZES(Type, TypeSuffix) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 2, 2) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 3, 3) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 4, 4) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, Dynamic, X) \
+EIGEN_MAKE_FIXED_TYPEDEFS(Type, TypeSuffix, 2) \
+EIGEN_MAKE_FIXED_TYPEDEFS(Type, TypeSuffix, 3) \
+EIGEN_MAKE_FIXED_TYPEDEFS(Type, TypeSuffix, 4)
+
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(int,                  i)
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(float,                f)
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(double,               d)
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(std::complex<float>,  cf)
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(std::complex<double>, cd)
+
+#undef EIGEN_MAKE_TYPEDEFS_ALL_SIZES
+#undef EIGEN_MAKE_TYPEDEFS
+#undef EIGEN_MAKE_FIXED_TYPEDEFS
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/MatrixBase.h b/third_party/eigen3/Eigen/src/Core/MatrixBase.h
new file mode 100644
index 0000000000..598b38ed47
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/MatrixBase.h
@@ -0,0 +1,614 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_MATRIXBASE_H
+#define EIGEN_MATRIXBASE_H
+
+namespace Eigen {
+
+/** \class MatrixBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for all dense matrices, vectors, and expressions
+  *
+  * This class is the base that is inherited by all matrix, vector, and related expression
+  * types. Most of the Eigen API is contained in this class, and its base classes. Other important
+  * classes for the Eigen API are Matrix, and VectorwiseOp.
+  *
+  * Note that some methods are defined in other modules such as the \ref LU_Module LU module
+  * for all functions related to matrix inversions.
+  *
+  * \tparam Derived is the derived type, e.g. a matrix type, or an expression, etc.
+  *
+  * When writing a function taking Eigen objects as argument, if you want your function
+  * to take as argument any matrix, vector, or expression, just let it take a
+  * MatrixBase argument. As an example, here is a function printFirstRow which, given
+  * a matrix, vector, or expression \a x, prints the first row of \a x.
+  *
+  * \code
+    template<typename Derived>
+    void printFirstRow(const Eigen::MatrixBase<Derived>& x)
+    {
+      cout << x.row(0) << endl;
+    }
+  * \endcode
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_MATRIXBASE_PLUGIN.
+  *
+  * \sa \ref TopicClassHierarchy
+  */
+template<typename Derived> class MatrixBase
+  : public DenseBase<Derived>
+{
+  public:
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef MatrixBase StorageBaseType;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    typedef DenseBase<Derived> Base;
+    using Base::RowsAtCompileTime;
+    using Base::ColsAtCompileTime;
+    using Base::SizeAtCompileTime;
+    using Base::MaxRowsAtCompileTime;
+    using Base::MaxColsAtCompileTime;
+    using Base::MaxSizeAtCompileTime;
+    using Base::IsVectorAtCompileTime;
+    using Base::Flags;
+    using Base::CoeffReadCost;
+
+    using Base::derived;
+    using Base::const_cast_derived;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::coeff;
+    using Base::coeffRef;
+    using Base::lazyAssign;
+    using Base::eval;
+    using Base::operator+=;
+    using Base::operator-=;
+    using Base::operator*=;
+    using Base::operator/=;
+
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+    typedef typename Base::ConstTransposeReturnType ConstTransposeReturnType;
+    typedef typename Base::RowXpr RowXpr;
+    typedef typename Base::ColXpr ColXpr;
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** type of the equivalent square matrix */
+    typedef Matrix<Scalar,EIGEN_SIZE_MAX(RowsAtCompileTime,ColsAtCompileTime),
+                          EIGEN_SIZE_MAX(RowsAtCompileTime,ColsAtCompileTime)> SquareMatrixType;
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    /** \returns the size of the main diagonal, which is min(rows(),cols()).
+      * \sa rows(), cols(), SizeAtCompileTime. */
+    EIGEN_DEVICE_FUNC
+    inline Index diagonalSize() const { return (std::min)(rows(),cols()); }
+
+    /** \brief The plain matrix type corresponding to this expression.
+      *
+      * This is not necessarily exactly the return type of eval(). In the case of plain matrices,
+      * the return type of eval() is a const reference to a matrix, not a matrix! It is however guaranteed
+      * that the return type of eval() is either PlainObject or const PlainObject&.
+      */
+    typedef Matrix<typename internal::traits<Derived>::Scalar,
+                internal::traits<Derived>::RowsAtCompileTime,
+                internal::traits<Derived>::ColsAtCompileTime,
+                AutoAlign | (internal::traits<Derived>::Flags&RowMajorBit ? RowMajor : ColMajor),
+                internal::traits<Derived>::MaxRowsAtCompileTime,
+                internal::traits<Derived>::MaxColsAtCompileTime
+          > PlainObject;
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,Derived> ConstantReturnType;
+    /** \internal the return type of MatrixBase::adjoint() */
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                        CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, ConstTransposeReturnType>,
+                        ConstTransposeReturnType
+                     >::type AdjointReturnType;
+    /** \internal Return type of eigenvalues() */
+    typedef Matrix<std::complex<RealScalar>, internal::traits<Derived>::ColsAtCompileTime, 1, ColMajor> EigenvaluesReturnType;
+    /** \internal the return type of identity */
+    typedef CwiseNullaryOp<internal::scalar_identity_op<Scalar>,Derived> IdentityReturnType;
+    /** \internal the return type of unit vectors */
+    typedef Block<const CwiseNullaryOp<internal::scalar_identity_op<Scalar>, SquareMatrixType>,
+                  internal::traits<Derived>::RowsAtCompileTime,
+                  internal::traits<Derived>::ColsAtCompileTime> BasisReturnType;
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::MatrixBase
+#   include "../plugins/CommonCwiseUnaryOps.h"
+#   include "../plugins/CommonCwiseBinaryOps.h"
+#   include "../plugins/MatrixCwiseUnaryOps.h"
+#   include "../plugins/MatrixCwiseBinaryOps.h"
+#   ifdef EIGEN_MATRIXBASE_PLUGIN
+#     include EIGEN_MATRIXBASE_PLUGIN
+#   endif
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+
+    /** Special case of the template operator=, in order to prevent the compiler
+      * from generating a default operator= (issue hit with g++ 4.1)
+      */
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const MatrixBase& other);
+
+    // We cannot inherit here via Base::operator= since it is causing
+    // trouble with MSVC.
+
+    template <typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const DenseBase<OtherDerived>& other);
+
+    template <typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const EigenBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const ReturnByValue<OtherDerived>& other);
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    Derived& lazyAssign(const ProductBase<ProductDerived, Lhs,Rhs>& other);
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator+=(const MatrixBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator-=(const MatrixBase<OtherDerived>& other);
+
+#ifdef __CUDACC__
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    const typename LazyProductReturnType<Derived,OtherDerived>::Type
+    operator*(const MatrixBase<OtherDerived> &other) const
+    { return this->lazyProduct(other); }
+#else
+
+#ifdef EIGEN_TEST_EVALUATORS
+    template<typename OtherDerived>
+    const Product<Derived,OtherDerived>
+    operator*(const MatrixBase<OtherDerived> &other) const;
+#else
+    template<typename OtherDerived>
+    const typename ProductReturnType<Derived,OtherDerived>::Type
+    operator*(const MatrixBase<OtherDerived> &other) const;
+#endif
+
+#endif
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    const typename LazyProductReturnType<Derived,OtherDerived>::Type
+    lazyProduct(const MatrixBase<OtherDerived> &other) const;
+
+    template<typename OtherDerived>
+    Derived& operator*=(const EigenBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    void applyOnTheLeft(const EigenBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    void applyOnTheRight(const EigenBase<OtherDerived>& other);
+
+    template<typename DiagonalDerived>
+    EIGEN_DEVICE_FUNC
+    const DiagonalProduct<Derived, DiagonalDerived, OnTheRight>
+    operator*(const DiagonalBase<DiagonalDerived> &diagonal) const;
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    typename internal::scalar_product_traits<typename internal::traits<Derived>::Scalar,typename internal::traits<OtherDerived>::Scalar>::ReturnType
+    dot(const MatrixBase<OtherDerived>& other) const;
+
+    #ifdef EIGEN2_SUPPORT
+      template<typename OtherDerived>
+      Scalar eigen2_dot(const MatrixBase<OtherDerived>& other) const;
+    #endif
+
+    EIGEN_DEVICE_FUNC RealScalar squaredNorm() const;
+    EIGEN_DEVICE_FUNC RealScalar norm() const;
+    RealScalar stableNorm() const;
+    RealScalar blueNorm() const;
+    RealScalar hypotNorm() const;
+    EIGEN_DEVICE_FUNC const PlainObject normalized() const;
+    EIGEN_DEVICE_FUNC void normalize();
+
+    EIGEN_DEVICE_FUNC const AdjointReturnType adjoint() const;
+    EIGEN_DEVICE_FUNC void adjointInPlace();
+
+    typedef Diagonal<Derived> DiagonalReturnType;
+    EIGEN_DEVICE_FUNC
+    DiagonalReturnType diagonal();
+    
+    typedef typename internal::add_const<Diagonal<const Derived> >::type ConstDiagonalReturnType;
+    EIGEN_DEVICE_FUNC
+    ConstDiagonalReturnType diagonal() const;
+
+    template<int Index> struct DiagonalIndexReturnType { typedef Diagonal<Derived,Index> Type; };
+    template<int Index> struct ConstDiagonalIndexReturnType { typedef const Diagonal<const Derived,Index> Type; };
+
+    template<int Index> 
+    EIGEN_DEVICE_FUNC
+    typename DiagonalIndexReturnType<Index>::Type diagonal();
+
+    template<int Index>
+    EIGEN_DEVICE_FUNC
+    typename ConstDiagonalIndexReturnType<Index>::Type diagonal() const;
+
+    // Note: The "MatrixBase::" prefixes are added to help MSVC9 to match these declarations with the later implementations.
+    // On the other hand they confuse MSVC8...
+    #if EIGEN_COMP_MSVC >= 1500 // 2008 or later
+    typename MatrixBase::template DiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index);
+    typename MatrixBase::template ConstDiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index) const;
+    #else
+    EIGEN_DEVICE_FUNC
+    typename DiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index);
+    
+    EIGEN_DEVICE_FUNC
+    typename ConstDiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index) const;
+    #endif
+
+    #ifdef EIGEN2_SUPPORT
+    template<unsigned int Mode> typename internal::eigen2_part_return_type<Derived, Mode>::type part();
+    template<unsigned int Mode> const typename internal::eigen2_part_return_type<Derived, Mode>::type part() const;
+    
+    // huuuge hack. make Eigen2's matrix.part<Diagonal>() work in eigen3. Problem: Diagonal is now a class template instead
+    // of an integer constant. Solution: overload the part() method template wrt template parameters list.
+    template<template<typename T, int N> class U>
+    const DiagonalWrapper<ConstDiagonalReturnType> part() const
+    { return diagonal().asDiagonal(); }
+    #endif // EIGEN2_SUPPORT
+
+    template<unsigned int Mode> struct TriangularViewReturnType { typedef TriangularView<Derived, Mode> Type; };
+    template<unsigned int Mode> struct ConstTriangularViewReturnType { typedef const TriangularView<const Derived, Mode> Type; };
+
+    template<unsigned int Mode>
+    EIGEN_DEVICE_FUNC
+    typename TriangularViewReturnType<Mode>::Type triangularView();
+    template<unsigned int Mode>
+    EIGEN_DEVICE_FUNC
+    typename ConstTriangularViewReturnType<Mode>::Type triangularView() const;
+
+    template<unsigned int UpLo> struct SelfAdjointViewReturnType { typedef SelfAdjointView<Derived, UpLo> Type; };
+    template<unsigned int UpLo> struct ConstSelfAdjointViewReturnType { typedef const SelfAdjointView<const Derived, UpLo> Type; };
+
+    template<unsigned int UpLo> 
+    EIGEN_DEVICE_FUNC
+    typename SelfAdjointViewReturnType<UpLo>::Type selfadjointView();
+    template<unsigned int UpLo>
+    EIGEN_DEVICE_FUNC
+    typename ConstSelfAdjointViewReturnType<UpLo>::Type selfadjointView() const;
+
+    const SparseView<Derived> sparseView(const Scalar& m_reference = Scalar(0),
+                                         const typename NumTraits<Scalar>::Real& m_epsilon = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC static const IdentityReturnType Identity();
+    EIGEN_DEVICE_FUNC static const IdentityReturnType Identity(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC static const BasisReturnType Unit(Index size, Index i);
+    EIGEN_DEVICE_FUNC static const BasisReturnType Unit(Index i);
+    EIGEN_DEVICE_FUNC static const BasisReturnType UnitX();
+    EIGEN_DEVICE_FUNC static const BasisReturnType UnitY();
+    EIGEN_DEVICE_FUNC static const BasisReturnType UnitZ();
+    EIGEN_DEVICE_FUNC static const BasisReturnType UnitW();
+
+    EIGEN_DEVICE_FUNC
+    const DiagonalWrapper<const Derived> asDiagonal() const;
+    const PermutationWrapper<const Derived> asPermutation() const;
+
+    EIGEN_DEVICE_FUNC
+    Derived& setIdentity();
+    EIGEN_DEVICE_FUNC
+    Derived& setIdentity(Index rows, Index cols);
+
+    bool isIdentity(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    bool isDiagonal(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    bool isUpperTriangular(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    bool isLowerTriangular(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    template<typename OtherDerived>
+    bool isOrthogonal(const MatrixBase<OtherDerived>& other,
+                      const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    bool isUnitary(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    /** \returns true if each coefficients of \c *this and \a other are all exactly equal.
+      * \warning When using floating point scalar values you probably should rather use a
+      *          fuzzy comparison such as isApprox()
+      * \sa isApprox(), operator!= */
+    template<typename OtherDerived>
+    inline bool operator==(const MatrixBase<OtherDerived>& other) const
+    { return cwiseEqual(other).all(); }
+
+    /** \returns true if at least one pair of coefficients of \c *this and \a other are not exactly equal to each other.
+      * \warning When using floating point scalar values you probably should rather use a
+      *          fuzzy comparison such as isApprox()
+      * \sa isApprox(), operator== */
+    template<typename OtherDerived>
+    inline bool operator!=(const MatrixBase<OtherDerived>& other) const
+    { return cwiseNotEqual(other).any(); }
+
+    NoAlias<Derived,Eigen::MatrixBase > noalias();
+
+    inline const ForceAlignedAccess<Derived> forceAlignedAccess() const;
+    inline ForceAlignedAccess<Derived> forceAlignedAccess();
+    template<bool Enable> inline typename internal::add_const_on_value_type<typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type>::type forceAlignedAccessIf() const;
+    template<bool Enable> inline typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type forceAlignedAccessIf();
+
+    Scalar trace() const;
+
+    template<int p> EIGEN_DEVICE_FUNC RealScalar lpNorm() const;
+
+    EIGEN_DEVICE_FUNC MatrixBase<Derived>& matrix() { return *this; }
+    EIGEN_DEVICE_FUNC const MatrixBase<Derived>& matrix() const { return *this; }
+
+    /** \returns an \link Eigen::ArrayBase Array \endlink expression of this matrix
+      * \sa ArrayBase::matrix() */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE ArrayWrapper<Derived> array() { return derived(); }
+    /** \returns a const \link Eigen::ArrayBase Array \endlink expression of this matrix
+      * \sa ArrayBase::matrix() */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const ArrayWrapper<const Derived> array() const { return derived(); }
+
+/////////// LU module ///////////
+
+    EIGEN_DEVICE_FUNC const FullPivLU<PlainObject> fullPivLu() const;
+    EIGEN_DEVICE_FUNC const PartialPivLU<PlainObject> partialPivLu() const;
+
+    #if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
+    const LU<PlainObject> lu() const;
+    #endif
+
+    #ifdef EIGEN2_SUPPORT
+    const LU<PlainObject> eigen2_lu() const;
+    #endif
+
+    #if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+    const PartialPivLU<PlainObject> lu() const;
+    #endif
+    
+    #ifdef EIGEN2_SUPPORT
+    template<typename ResultType>
+    void computeInverse(MatrixBase<ResultType> *result) const {
+      *result = this->inverse();
+    }
+    #endif
+
+    EIGEN_DEVICE_FUNC
+    const internal::inverse_impl<Derived> inverse() const;
+    template<typename ResultType>
+    void computeInverseAndDetWithCheck(
+      ResultType& inverse,
+      typename ResultType::Scalar& determinant,
+      bool& invertible,
+      const RealScalar& absDeterminantThreshold = NumTraits<Scalar>::dummy_precision()
+    ) const;
+    template<typename ResultType>
+    void computeInverseWithCheck(
+      ResultType& inverse,
+      bool& invertible,
+      const RealScalar& absDeterminantThreshold = NumTraits<Scalar>::dummy_precision()
+    ) const;
+    Scalar determinant() const;
+
+/////////// Cholesky module ///////////
+
+    const LLT<PlainObject>  llt() const;
+    const LDLT<PlainObject> ldlt() const;
+
+/////////// QR module ///////////
+
+    const HouseholderQR<PlainObject> householderQr() const;
+    const ColPivHouseholderQR<PlainObject> colPivHouseholderQr() const;
+    const FullPivHouseholderQR<PlainObject> fullPivHouseholderQr() const;
+    
+    #ifdef EIGEN2_SUPPORT
+    const QR<PlainObject> qr() const;
+    #endif
+
+    EigenvaluesReturnType eigenvalues() const;
+    RealScalar operatorNorm() const;
+
+/////////// SVD module ///////////
+
+    JacobiSVD<PlainObject> jacobiSvd(unsigned int computationOptions = 0) const;
+
+    #ifdef EIGEN2_SUPPORT
+    SVD<PlainObject> svd() const;
+    #endif
+
+/////////// Geometry module ///////////
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /// \internal helper struct to form the return type of the cross product
+    template<typename OtherDerived> struct cross_product_return_type {
+      typedef typename internal::scalar_product_traits<typename internal::traits<Derived>::Scalar,typename internal::traits<OtherDerived>::Scalar>::ReturnType Scalar;
+      typedef Matrix<Scalar,MatrixBase::RowsAtCompileTime,MatrixBase::ColsAtCompileTime> type;
+    };
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    typename cross_product_return_type<OtherDerived>::type
+    cross(const MatrixBase<OtherDerived>& other) const;
+    
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    PlainObject cross3(const MatrixBase<OtherDerived>& other) const;
+    
+    EIGEN_DEVICE_FUNC
+    PlainObject unitOrthogonal(void) const;
+    
+    Matrix<Scalar,3,1> eulerAngles(Index a0, Index a1, Index a2) const;
+    
+    #if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+    ScalarMultipleReturnType operator*(const UniformScaling<Scalar>& s) const;
+    // put this as separate enum value to work around possible GCC 4.3 bug (?)
+    enum { HomogeneousReturnTypeDirection = ColsAtCompileTime==1?Vertical:Horizontal };
+    typedef Homogeneous<Derived, HomogeneousReturnTypeDirection> HomogeneousReturnType;
+    HomogeneousReturnType homogeneous() const;
+    #endif
+    
+    enum {
+      SizeMinusOne = SizeAtCompileTime==Dynamic ? Dynamic : SizeAtCompileTime-1
+    };
+    typedef Block<const Derived,
+                  internal::traits<Derived>::ColsAtCompileTime==1 ? SizeMinusOne : 1,
+                  internal::traits<Derived>::ColsAtCompileTime==1 ? 1 : SizeMinusOne> ConstStartMinusOne;
+    typedef CwiseUnaryOp<internal::scalar_quotient1_op<typename internal::traits<Derived>::Scalar>,
+                const ConstStartMinusOne > HNormalizedReturnType;
+
+    const HNormalizedReturnType hnormalized() const;
+
+////////// Householder module ///////////
+
+    void makeHouseholderInPlace(Scalar& tau, RealScalar& beta);
+    template<typename EssentialPart>
+    void makeHouseholder(EssentialPart& essential,
+                         Scalar& tau, RealScalar& beta) const;
+    template<typename EssentialPart>
+    void applyHouseholderOnTheLeft(const EssentialPart& essential,
+                                   const Scalar& tau,
+                                   Scalar* workspace);
+    template<typename EssentialPart>
+    void applyHouseholderOnTheRight(const EssentialPart& essential,
+                                    const Scalar& tau,
+                                    Scalar* workspace);
+
+///////// Jacobi module /////////
+
+    template<typename OtherScalar>
+    void applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j);
+    template<typename OtherScalar>
+    void applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j);
+
+///////// MatrixFunctions module /////////
+
+    typedef typename internal::stem_function<Scalar>::type StemFunction;
+    const MatrixExponentialReturnValue<Derived> exp() const;
+    const MatrixFunctionReturnValue<Derived> matrixFunction(StemFunction f) const;
+    const MatrixFunctionReturnValue<Derived> cosh() const;
+    const MatrixFunctionReturnValue<Derived> sinh() const;
+    const MatrixFunctionReturnValue<Derived> cos() const;
+    const MatrixFunctionReturnValue<Derived> sin() const;
+    const MatrixSquareRootReturnValue<Derived> sqrt() const;
+    const MatrixLogarithmReturnValue<Derived> log() const;
+    const MatrixPowerReturnValue<Derived> pow(const RealScalar& p) const;
+    const MatrixComplexPowerReturnValue<Derived> pow(const std::complex<RealScalar>& p) const;
+
+#ifdef EIGEN2_SUPPORT
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    Derived& operator+=(const Flagged<ProductBase<ProductDerived, Lhs,Rhs>, 0,
+                                      EvalBeforeAssigningBit>& other);
+
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    Derived& operator-=(const Flagged<ProductBase<ProductDerived, Lhs,Rhs>, 0,
+                                      EvalBeforeAssigningBit>& other);
+
+    /** \deprecated because .lazy() is deprecated
+      * Overloaded for cache friendly product evaluation */
+    template<typename OtherDerived>
+    Derived& lazyAssign(const Flagged<OtherDerived, 0, EvalBeforeAssigningBit>& other)
+    { return lazyAssign(other._expression()); }
+
+    template<unsigned int Added>
+    const Flagged<Derived, Added, 0> marked() const;
+    const Flagged<Derived, 0, EvalBeforeAssigningBit> lazy() const;
+
+    inline const Cwise<Derived> cwise() const;
+    inline Cwise<Derived> cwise();
+
+    VectorBlock<Derived> start(Index size);
+    const VectorBlock<const Derived> start(Index size) const;
+    VectorBlock<Derived> end(Index size);
+    const VectorBlock<const Derived> end(Index size) const;
+    template<int Size> VectorBlock<Derived,Size> start();
+    template<int Size> const VectorBlock<const Derived,Size> start() const;
+    template<int Size> VectorBlock<Derived,Size> end();
+    template<int Size> const VectorBlock<const Derived,Size> end() const;
+
+    Minor<Derived> minor(Index row, Index col);
+    const Minor<Derived> minor(Index row, Index col) const;
+#endif
+
+  protected:
+    EIGEN_DEVICE_FUNC MatrixBase() : Base() {}
+
+  private:
+    EIGEN_DEVICE_FUNC explicit MatrixBase(int);
+    EIGEN_DEVICE_FUNC MatrixBase(int,int);
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC explicit MatrixBase(const MatrixBase<OtherDerived>&);
+  protected:
+    // mixing arrays and matrices is not legal
+    template<typename OtherDerived> Derived& operator+=(const ArrayBase<OtherDerived>& )
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
+    // mixing arrays and matrices is not legal
+    template<typename OtherDerived> Derived& operator-=(const ArrayBase<OtherDerived>& )
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
+};
+
+
+/***************************************************************************
+* Implementation of matrix base methods
+***************************************************************************/
+
+/** replaces \c *this by \c *this * \a other.
+  *
+  * \returns a reference to \c *this
+  *
+  * Example: \include MatrixBase_applyOnTheRight.cpp
+  * Output: \verbinclude MatrixBase_applyOnTheRight.out
+  */
+template<typename Derived>
+template<typename OtherDerived>
+inline Derived&
+MatrixBase<Derived>::operator*=(const EigenBase<OtherDerived> &other)
+{
+  other.derived().applyThisOnTheRight(derived());
+  return derived();
+}
+
+/** replaces \c *this by \c *this * \a other. It is equivalent to MatrixBase::operator*=().
+  *
+  * Example: \include MatrixBase_applyOnTheRight.cpp
+  * Output: \verbinclude MatrixBase_applyOnTheRight.out
+  */
+template<typename Derived>
+template<typename OtherDerived>
+inline void MatrixBase<Derived>::applyOnTheRight(const EigenBase<OtherDerived> &other)
+{
+  other.derived().applyThisOnTheRight(derived());
+}
+
+/** replaces \c *this by \a other * \c *this.
+  *
+  * Example: \include MatrixBase_applyOnTheLeft.cpp
+  * Output: \verbinclude MatrixBase_applyOnTheLeft.out
+  */
+template<typename Derived>
+template<typename OtherDerived>
+inline void MatrixBase<Derived>::applyOnTheLeft(const EigenBase<OtherDerived> &other)
+{
+  other.derived().applyThisOnTheLeft(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIXBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/NestByValue.h b/third_party/eigen3/Eigen/src/Core/NestByValue.h
new file mode 100644
index 0000000000..1944bd7858
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/NestByValue.h
@@ -0,0 +1,112 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_NESTBYVALUE_H
+#define EIGEN_NESTBYVALUE_H
+
+namespace Eigen {
+
+/** \class NestByValue
+  * \ingroup Core_Module
+  *
+  * \brief Expression which must be nested by value
+  *
+  * \param ExpressionType the type of the object of which we are requiring nesting-by-value
+  *
+  * This class is the return type of MatrixBase::nestByValue()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::nestByValue()
+  */
+
+namespace internal {
+template <typename ExpressionType>
+struct traits<NestByValue<ExpressionType> > : public traits<ExpressionType> {
+  enum { Flags = traits<ExpressionType>::Flags & ~NestByRefBit };
+};
+}
+
+template<typename ExpressionType> class NestByValue
+  : public internal::dense_xpr_base< NestByValue<ExpressionType> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<NestByValue>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(NestByValue)
+
+    inline NestByValue(const ExpressionType& matrix) : m_expression(matrix) {}
+
+    inline Index rows() const { return m_expression.rows(); }
+    inline Index cols() const { return m_expression.cols(); }
+    inline Index outerStride() const { return m_expression.outerStride(); }
+    inline Index innerStride() const { return m_expression.innerStride(); }
+
+    inline const CoeffReturnType coeff(Index row, Index col) const
+    {
+      return m_expression.coeff(row, col);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_expression.const_cast_derived().coeffRef(row, col);
+    }
+
+    inline const CoeffReturnType coeff(Index index) const
+    {
+      return m_expression.coeff(index);
+    }
+
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index row, Index col) const
+    {
+      return m_expression.template packet<LoadMode>(row, col);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index row, Index col, const PacketScalar& x)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(row, col, x);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return m_expression.template packet<LoadMode>(index);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& x)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(index, x);
+    }
+
+    operator const ExpressionType&() const { return m_expression; }
+
+  protected:
+    const ExpressionType m_expression;
+};
+
+/** \returns an expression of the temporary version of *this.
+  */
+template<typename Derived>
+inline const NestByValue<Derived>
+DenseBase<Derived>::nestByValue() const
+{
+  return NestByValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_NESTBYVALUE_H
diff --git a/third_party/eigen3/Eigen/src/Core/NoAlias.h b/third_party/eigen3/Eigen/src/Core/NoAlias.h
new file mode 100644
index 0000000000..0a1c327433
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/NoAlias.h
@@ -0,0 +1,141 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_NOALIAS_H
+#define EIGEN_NOALIAS_H
+
+namespace Eigen {
+
+/** \class NoAlias
+  * \ingroup Core_Module
+  *
+  * \brief Pseudo expression providing an operator = assuming no aliasing
+  *
+  * \param ExpressionType the type of the object on which to do the lazy assignment
+  *
+  * This class represents an expression with special assignment operators
+  * assuming no aliasing between the target expression and the source expression.
+  * More precisely it alloas to bypass the EvalBeforeAssignBit flag of the source expression.
+  * It is the return type of MatrixBase::noalias()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::noalias()
+  */
+template<typename ExpressionType, template <typename> class StorageBase>
+class NoAlias
+{
+    typedef typename ExpressionType::Scalar Scalar;
+  public:
+    NoAlias(ExpressionType& expression) : m_expression(expression) {}
+
+    /** Behaves like MatrixBase::lazyAssign(other)
+      * \sa MatrixBase::lazyAssign() */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ExpressionType& operator=(const StorageBase<OtherDerived>& other)
+    { return internal::assign_selector<ExpressionType,OtherDerived,false>::run(m_expression,other.derived()); }
+
+    /** \sa MatrixBase::operator+= */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ExpressionType& operator+=(const StorageBase<OtherDerived>& other)
+    {
+      typedef SelfCwiseBinaryOp<internal::scalar_sum_op<Scalar>, ExpressionType, OtherDerived> SelfAdder;
+      SelfAdder tmp(m_expression);
+      typedef typename internal::nested<OtherDerived>::type OtherDerivedNested;
+      typedef typename internal::remove_all<OtherDerivedNested>::type _OtherDerivedNested;
+      internal::assign_selector<SelfAdder,_OtherDerivedNested,false>::run(tmp,OtherDerivedNested(other.derived()));
+      return m_expression;
+    }
+
+    /** \sa MatrixBase::operator-= */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ExpressionType& operator-=(const StorageBase<OtherDerived>& other)
+    {
+      typedef SelfCwiseBinaryOp<internal::scalar_difference_op<Scalar>, ExpressionType, OtherDerived> SelfAdder;
+      SelfAdder tmp(m_expression);
+      typedef typename internal::nested<OtherDerived>::type OtherDerivedNested;
+      typedef typename internal::remove_all<OtherDerivedNested>::type _OtherDerivedNested;
+      internal::assign_selector<SelfAdder,_OtherDerivedNested,false>::run(tmp,OtherDerivedNested(other.derived()));
+      return m_expression;
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ExpressionType& operator+=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
+    { other.derived().addTo(m_expression); return m_expression; }
+
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ExpressionType& operator-=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
+    { other.derived().subTo(m_expression); return m_expression; }
+
+    template<typename Lhs, typename Rhs, int NestingFlags>
+    EIGEN_STRONG_INLINE ExpressionType& operator+=(const CoeffBasedProduct<Lhs,Rhs,NestingFlags>& other)
+    { return m_expression.derived() += CoeffBasedProduct<Lhs,Rhs,NestByRefBit>(other.lhs(), other.rhs()); }
+
+    template<typename Lhs, typename Rhs, int NestingFlags>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE ExpressionType& operator-=(const CoeffBasedProduct<Lhs,Rhs,NestingFlags>& other)
+    { return m_expression.derived() -= CoeffBasedProduct<Lhs,Rhs,NestByRefBit>(other.lhs(), other.rhs()); }
+    
+    template<typename OtherDerived>
+    ExpressionType& operator=(const ReturnByValue<OtherDerived>& func)
+    { return m_expression = func; }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    ExpressionType& expression() const
+    {
+      return m_expression;
+    }
+
+  protected:
+    ExpressionType& m_expression;
+};
+
+/** \returns a pseudo expression of \c *this with an operator= assuming
+  * no aliasing between \c *this and the source expression.
+  *
+  * More precisely, noalias() allows to bypass the EvalBeforeAssignBit flag.
+  * Currently, even though several expressions may alias, only product
+  * expressions have this flag. Therefore, noalias() is only usefull when
+  * the source expression contains a matrix product.
+  *
+  * Here are some examples where noalias is usefull:
+  * \code
+  * D.noalias()  = A * B;
+  * D.noalias() += A.transpose() * B;
+  * D.noalias() -= 2 * A * B.adjoint();
+  * \endcode
+  *
+  * On the other hand the following example will lead to a \b wrong result:
+  * \code
+  * A.noalias() = A * B;
+  * \endcode
+  * because the result matrix A is also an operand of the matrix product. Therefore,
+  * there is no alternative than evaluating A * B in a temporary, that is the default
+  * behavior when you write:
+  * \code
+  * A = A * B;
+  * \endcode
+  *
+  * \sa class NoAlias
+  */
+template<typename Derived>
+NoAlias<Derived,MatrixBase> MatrixBase<Derived>::noalias()
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_NOALIAS_H
diff --git a/third_party/eigen3/Eigen/src/Core/NumTraits.h b/third_party/eigen3/Eigen/src/Core/NumTraits.h
new file mode 100644
index 0000000000..dee9159517
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/NumTraits.h
@@ -0,0 +1,177 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_NUMTRAITS_H
+#define EIGEN_NUMTRAITS_H
+
+namespace Eigen {
+
+/** \class NumTraits
+  * \ingroup Core_Module
+  *
+  * \brief Holds information about the various numeric (i.e. scalar) types allowed by Eigen.
+  *
+  * \param T the numeric type at hand
+  *
+  * This class stores enums, typedefs and static methods giving information about a numeric type.
+  *
+  * The provided data consists of:
+  * \li A typedef \a Real, giving the "real part" type of \a T. If \a T is already real,
+  *     then \a Real is just a typedef to \a T. If \a T is \c std::complex<U> then \a Real
+  *     is a typedef to \a U.
+  * \li A typedef \a NonInteger, giving the type that should be used for operations producing non-integral values,
+  *     such as quotients, square roots, etc. If \a T is a floating-point type, then this typedef just gives
+  *     \a T again. Note however that many Eigen functions such as internal::sqrt simply refuse to
+  *     take integers. Outside of a few cases, Eigen doesn't do automatic type promotion. Thus, this typedef is
+  *     only intended as a helper for code that needs to explicitly promote types.
+  * \li A typedef \a Nested giving the type to use to nest a value inside of the expression tree. If you don't know what
+  *     this means, just use \a T here.
+  * \li An enum value \a IsComplex. It is equal to 1 if \a T is a \c std::complex
+  *     type, and to 0 otherwise.
+  * \li An enum value \a IsInteger. It is equal to \c 1 if \a T is an integer type such as \c int,
+  *     and to \c 0 otherwise.
+  * \li Enum values ReadCost, AddCost and MulCost representing a rough estimate of the number of CPU cycles needed
+  *     to by move / add / mul instructions respectively, assuming the data is already stored in CPU registers.
+  *     Stay vague here. No need to do architecture-specific stuff.
+  * \li An enum value \a IsSigned. It is equal to \c 1 if \a T is a signed type and to 0 if \a T is unsigned.
+  * \li An enum value \a RequireInitialization. It is equal to \c 1 if the constructor of the numeric type \a T must
+  *     be called, and to 0 if it is safe not to call it. Default is 0 if \a T is an arithmetic type, and 1 otherwise.
+  * \li An epsilon() function which, unlike std::numeric_limits::epsilon(), returns a \a Real instead of a \a T.
+  * \li A dummy_precision() function returning a weak epsilon value. It is mainly used as a default
+  *     value by the fuzzy comparison operators.
+  * \li highest() and lowest() functions returning the highest and lowest possible values respectively.
+  */
+
+template<typename T> struct GenericNumTraits
+{
+  enum {
+    IsInteger = std::numeric_limits<T>::is_integer,
+    IsSigned = std::numeric_limits<T>::is_signed,
+    IsComplex = 0,
+    RequireInitialization = internal::is_arithmetic<T>::value ? 0 : 1,
+    ReadCost = 1,
+    AddCost = 1,
+    MulCost = 1
+  };
+
+  typedef T Real;
+  typedef typename internal::conditional<
+                     IsInteger,
+                     typename internal::conditional<sizeof(T)<=2, float, double>::type,
+                     T
+                   >::type NonInteger;
+  typedef T Nested;
+
+  EIGEN_DEVICE_FUNC
+  static inline Real epsilon()
+  {
+#if defined(__CUDA_ARCH__) && !defined(__GCUDACC__)
+    return internal::device::numeric_limits<T>::epsilon();
+#else
+    return std::numeric_limits<T>::epsilon();
+#endif
+  }
+  EIGEN_DEVICE_FUNC
+  static inline Real dummy_precision()
+  {
+    // make sure to override this for floating-point types
+    return Real(0);
+  }
+
+  EIGEN_DEVICE_FUNC
+  static inline T highest() {
+#if defined(__CUDA_ARCH__) && !defined(__GCUDACC__)
+    return internal::device::numeric_limits<T>::max();
+#else
+    return (std::numeric_limits<T>::max)();
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC
+  static inline T lowest()  {
+#if defined(__CUDA_ARCH__) && !defined(__GCUDACC__)
+    return internal::device::numeric_limits<T>::lowest();
+#else
+    return IsInteger ? (std::numeric_limits<T>::min)() : (-(std::numeric_limits<T>::max)());
+#endif
+  }
+  
+#ifdef EIGEN2_SUPPORT
+  enum {
+    HasFloatingPoint = !IsInteger
+  };
+  typedef NonInteger FloatingPoint;
+#endif
+};
+
+template<typename T> struct NumTraits : GenericNumTraits<T>
+{};
+
+template<> struct NumTraits<float>
+  : GenericNumTraits<float>
+{
+  EIGEN_DEVICE_FUNC
+  static inline float dummy_precision() { return 1e-5f; }
+};
+
+template<> struct NumTraits<double> : GenericNumTraits<double>
+{
+  EIGEN_DEVICE_FUNC
+  static inline double dummy_precision() { return 1e-12; }
+};
+
+template<> struct NumTraits<long double>
+  : GenericNumTraits<long double>
+{
+  static inline long double dummy_precision() { return 1e-15l; }
+};
+
+template<typename _Real> struct NumTraits<std::complex<_Real> >
+  : GenericNumTraits<std::complex<_Real> >
+{
+  typedef _Real Real;
+  enum {
+    IsComplex = 1,
+    RequireInitialization = NumTraits<_Real>::RequireInitialization,
+    ReadCost = 2 * NumTraits<_Real>::ReadCost,
+    AddCost = 2 * NumTraits<Real>::AddCost,
+    MulCost = 4 * NumTraits<Real>::MulCost + 2 * NumTraits<Real>::AddCost
+  };
+
+  static inline Real epsilon() { return NumTraits<Real>::epsilon(); }
+  static inline Real dummy_precision() { return NumTraits<Real>::dummy_precision(); }
+};
+
+template<typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+struct NumTraits<Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> >
+{
+  typedef Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> ArrayType;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Array<RealScalar, Rows, Cols, Options, MaxRows, MaxCols> Real;
+  typedef typename NumTraits<Scalar>::NonInteger NonIntegerScalar;
+  typedef Array<NonIntegerScalar, Rows, Cols, Options, MaxRows, MaxCols> NonInteger;
+  typedef ArrayType & Nested;
+  
+  enum {
+    IsComplex = NumTraits<Scalar>::IsComplex,
+    IsInteger = NumTraits<Scalar>::IsInteger,
+    IsSigned  = NumTraits<Scalar>::IsSigned,
+    RequireInitialization = 1,
+    ReadCost = ArrayType::SizeAtCompileTime==Dynamic ? Dynamic : ArrayType::SizeAtCompileTime * NumTraits<Scalar>::ReadCost,
+    AddCost  = ArrayType::SizeAtCompileTime==Dynamic ? Dynamic : ArrayType::SizeAtCompileTime * NumTraits<Scalar>::AddCost,
+    MulCost  = ArrayType::SizeAtCompileTime==Dynamic ? Dynamic : ArrayType::SizeAtCompileTime * NumTraits<Scalar>::MulCost
+  };
+  
+  static inline RealScalar epsilon() { return NumTraits<RealScalar>::epsilon(); }
+  static inline RealScalar dummy_precision() { return NumTraits<RealScalar>::dummy_precision(); }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_NUMTRAITS_H
diff --git a/third_party/eigen3/Eigen/src/Core/PermutationMatrix.h b/third_party/eigen3/Eigen/src/Core/PermutationMatrix.h
new file mode 100644
index 0000000000..1297b8413f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/PermutationMatrix.h
@@ -0,0 +1,689 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009-2011 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_PERMUTATIONMATRIX_H
+#define EIGEN_PERMUTATIONMATRIX_H
+
+namespace Eigen { 
+
+template<int RowCol,typename IndicesType,typename MatrixType, typename StorageKind> class PermutedImpl;
+
+/** \class PermutationBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for permutations
+  *
+  * \param Derived the derived class
+  *
+  * This class is the base class for all expressions representing a permutation matrix,
+  * internally stored as a vector of integers.
+  * The convention followed here is that if \f$ \sigma \f$ is a permutation, the corresponding permutation matrix
+  * \f$ P_\sigma \f$ is such that if \f$ (e_1,\ldots,e_p) \f$ is the canonical basis, we have:
+  *  \f[ P_\sigma(e_i) = e_{\sigma(i)}. \f]
+  * This convention ensures that for any two permutations \f$ \sigma, \tau \f$, we have:
+  *  \f[ P_{\sigma\circ\tau} = P_\sigma P_\tau. \f]
+  *
+  * Permutation matrices are square and invertible.
+  *
+  * Notice that in addition to the member functions and operators listed here, there also are non-member
+  * operator* to multiply any kind of permutation object with any kind of matrix expression (MatrixBase)
+  * on either side.
+  *
+  * \sa class PermutationMatrix, class PermutationWrapper
+  */
+
+namespace internal {
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed=false>
+struct permut_matrix_product_retval;
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed=false>
+struct permut_sparsematrix_product_retval;
+enum PermPermProduct_t {PermPermProduct};
+
+} // end namespace internal
+
+template<typename Derived>
+class PermutationBase : public EigenBase<Derived>
+{
+    typedef internal::traits<Derived> Traits;
+    typedef EigenBase<Derived> Base;
+  public:
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename Traits::IndicesType IndicesType;
+    enum {
+      Flags = Traits::Flags,
+      CoeffReadCost = Traits::CoeffReadCost,
+      RowsAtCompileTime = Traits::RowsAtCompileTime,
+      ColsAtCompileTime = Traits::ColsAtCompileTime,
+      MaxRowsAtCompileTime = Traits::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = Traits::MaxColsAtCompileTime
+    };
+    typedef typename Traits::Scalar Scalar;
+    typedef typename Traits::Index Index;
+    typedef Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime,0,MaxRowsAtCompileTime,MaxColsAtCompileTime>
+            DenseMatrixType;
+    typedef PermutationMatrix<IndicesType::SizeAtCompileTime,IndicesType::MaxSizeAtCompileTime,Index>
+            PlainPermutationType;
+    using Base::derived;
+    #endif
+
+    /** Copies the other permutation into *this */
+    template<typename OtherDerived>
+    Derived& operator=(const PermutationBase<OtherDerived>& other)
+    {
+      indices() = other.indices();
+      return derived();
+    }
+
+    /** Assignment from the Transpositions \a tr */
+    template<typename OtherDerived>
+    Derived& operator=(const TranspositionsBase<OtherDerived>& tr)
+    {
+      setIdentity(tr.size());
+      for(Index k=size()-1; k>=0; --k)
+        applyTranspositionOnTheRight(k,tr.coeff(k));
+      return derived();
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    Derived& operator=(const PermutationBase& other)
+    {
+      indices() = other.indices();
+      return derived();
+    }
+    #endif
+
+    /** \returns the number of rows */
+    inline Index rows() const { return Index(indices().size()); }
+
+    /** \returns the number of columns */
+    inline Index cols() const { return Index(indices().size()); }
+
+    /** \returns the size of a side of the respective square matrix, i.e., the number of indices */
+    inline Index size() const { return Index(indices().size()); }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename DenseDerived>
+    void evalTo(MatrixBase<DenseDerived>& other) const
+    {
+      other.setZero();
+      for (int i=0; i<rows();++i)
+        other.coeffRef(indices().coeff(i),i) = typename DenseDerived::Scalar(1);
+    }
+    #endif
+
+    /** \returns a Matrix object initialized from this permutation matrix. Notice that it
+      * is inefficient to return this Matrix object by value. For efficiency, favor using
+      * the Matrix constructor taking EigenBase objects.
+      */
+    DenseMatrixType toDenseMatrix() const
+    {
+      return derived();
+    }
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return derived().indices(); }
+    /** \returns a reference to the stored array representing the permutation. */
+    IndicesType& indices() { return derived().indices(); }
+
+    /** Resizes to given size.
+      */
+    inline void resize(Index newSize)
+    {
+      indices().resize(newSize);
+    }
+
+    /** Sets *this to be the identity permutation matrix */
+    void setIdentity()
+    {
+      for(Index i = 0; i < size(); ++i)
+        indices().coeffRef(i) = i;
+    }
+
+    /** Sets *this to be the identity permutation matrix of given size.
+      */
+    void setIdentity(Index newSize)
+    {
+      resize(newSize);
+      setIdentity();
+    }
+
+    /** Multiplies *this by the transposition \f$(ij)\f$ on the left.
+      *
+      * \returns a reference to *this.
+      *
+      * \warning This is much slower than applyTranspositionOnTheRight(int,int):
+      * this has linear complexity and requires a lot of branching.
+      *
+      * \sa applyTranspositionOnTheRight(int,int)
+      */
+    Derived& applyTranspositionOnTheLeft(Index i, Index j)
+    {
+      eigen_assert(i>=0 && j>=0 && i<size() && j<size());
+      for(Index k = 0; k < size(); ++k)
+      {
+        if(indices().coeff(k) == i) indices().coeffRef(k) = j;
+        else if(indices().coeff(k) == j) indices().coeffRef(k) = i;
+      }
+      return derived();
+    }
+
+    /** Multiplies *this by the transposition \f$(ij)\f$ on the right.
+      *
+      * \returns a reference to *this.
+      *
+      * This is a fast operation, it only consists in swapping two indices.
+      *
+      * \sa applyTranspositionOnTheLeft(int,int)
+      */
+    Derived& applyTranspositionOnTheRight(Index i, Index j)
+    {
+      eigen_assert(i>=0 && j>=0 && i<size() && j<size());
+      std::swap(indices().coeffRef(i), indices().coeffRef(j));
+      return derived();
+    }
+
+    /** \returns the inverse permutation matrix.
+      *
+      * \note \note_try_to_help_rvo
+      */
+    inline Transpose<PermutationBase> inverse() const
+    { return derived(); }
+    /** \returns the tranpose permutation matrix.
+      *
+      * \note \note_try_to_help_rvo
+      */
+    inline Transpose<PermutationBase> transpose() const
+    { return derived(); }
+
+    /**** multiplication helpers to hopefully get RVO ****/
+
+  
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  protected:
+    template<typename OtherDerived>
+    void assignTranspose(const PermutationBase<OtherDerived>& other)
+    {
+      for (int i=0; i<rows();++i) indices().coeffRef(other.indices().coeff(i)) = i;
+    }
+    template<typename Lhs,typename Rhs>
+    void assignProduct(const Lhs& lhs, const Rhs& rhs)
+    {
+      eigen_assert(lhs.cols() == rhs.rows());
+      for (int i=0; i<rows();++i) indices().coeffRef(i) = lhs.indices().coeff(rhs.indices().coeff(i));
+    }
+#endif
+
+  public:
+
+    /** \returns the product permutation matrix.
+      *
+      * \note \note_try_to_help_rvo
+      */
+    template<typename Other>
+    inline PlainPermutationType operator*(const PermutationBase<Other>& other) const
+    { return PlainPermutationType(internal::PermPermProduct, derived(), other.derived()); }
+
+    /** \returns the product of a permutation with another inverse permutation.
+      *
+      * \note \note_try_to_help_rvo
+      */
+    template<typename Other>
+    inline PlainPermutationType operator*(const Transpose<PermutationBase<Other> >& other) const
+    { return PlainPermutationType(internal::PermPermProduct, *this, other.eval()); }
+
+    /** \returns the product of an inverse permutation with another permutation.
+      *
+      * \note \note_try_to_help_rvo
+      */
+    template<typename Other> friend
+    inline PlainPermutationType operator*(const Transpose<PermutationBase<Other> >& other, const PermutationBase& perm)
+    { return PlainPermutationType(internal::PermPermProduct, other.eval(), perm); }
+
+  protected:
+
+};
+
+/** \class PermutationMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Permutation matrix
+  *
+  * \param SizeAtCompileTime the number of rows/cols, or Dynamic
+  * \param MaxSizeAtCompileTime the maximum number of rows/cols, or Dynamic. This optional parameter defaults to SizeAtCompileTime. Most of the time, you should not have to specify it.
+  * \param IndexType the interger type of the indices
+  *
+  * This class represents a permutation matrix, internally stored as a vector of integers.
+  *
+  * \sa class PermutationBase, class PermutationWrapper, class DiagonalMatrix
+  */
+
+namespace internal {
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType>
+struct traits<PermutationMatrix<SizeAtCompileTime, MaxSizeAtCompileTime, IndexType> >
+ : traits<Matrix<IndexType,SizeAtCompileTime,SizeAtCompileTime,0,MaxSizeAtCompileTime,MaxSizeAtCompileTime> >
+{
+  typedef IndexType Index;
+  typedef Matrix<IndexType, SizeAtCompileTime, 1, 0, MaxSizeAtCompileTime, 1> IndicesType;
+};
+}
+
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType>
+class PermutationMatrix : public PermutationBase<PermutationMatrix<SizeAtCompileTime, MaxSizeAtCompileTime, IndexType> >
+{
+    typedef PermutationBase<PermutationMatrix> Base;
+    typedef internal::traits<PermutationMatrix> Traits;
+  public:
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename Traits::IndicesType IndicesType;
+    #endif
+
+    inline PermutationMatrix()
+    {}
+
+    /** Constructs an uninitialized permutation matrix of given size.
+      */
+    inline PermutationMatrix(int size) : m_indices(size)
+    {}
+
+    /** Copy constructor. */
+    template<typename OtherDerived>
+    inline PermutationMatrix(const PermutationBase<OtherDerived>& other)
+      : m_indices(other.indices()) {}
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** Standard copy constructor. Defined only to prevent a default copy constructor
+      * from hiding the other templated constructor */
+    inline PermutationMatrix(const PermutationMatrix& other) : m_indices(other.indices()) {}
+    #endif
+
+    /** Generic constructor from expression of the indices. The indices
+      * array has the meaning that the permutations sends each integer i to indices[i].
+      *
+      * \warning It is your responsibility to check that the indices array that you passes actually
+      * describes a permutation, i.e., each value between 0 and n-1 occurs exactly once, where n is the
+      * array's size.
+      */
+    template<typename Other>
+    explicit inline PermutationMatrix(const MatrixBase<Other>& a_indices) : m_indices(a_indices)
+    {}
+
+    /** Convert the Transpositions \a tr to a permutation matrix */
+    template<typename Other>
+    explicit PermutationMatrix(const TranspositionsBase<Other>& tr)
+      : m_indices(tr.size())
+    {
+      *this = tr;
+    }
+
+    /** Copies the other permutation into *this */
+    template<typename Other>
+    PermutationMatrix& operator=(const PermutationBase<Other>& other)
+    {
+      m_indices = other.indices();
+      return *this;
+    }
+
+    /** Assignment from the Transpositions \a tr */
+    template<typename Other>
+    PermutationMatrix& operator=(const TranspositionsBase<Other>& tr)
+    {
+      return Base::operator=(tr.derived());
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    PermutationMatrix& operator=(const PermutationMatrix& other)
+    {
+      m_indices = other.m_indices;
+      return *this;
+    }
+    #endif
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return m_indices; }
+    /** \returns a reference to the stored array representing the permutation. */
+    IndicesType& indices() { return m_indices; }
+
+
+    /**** multiplication helpers to hopefully get RVO ****/
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename Other>
+    PermutationMatrix(const Transpose<PermutationBase<Other> >& other)
+      : m_indices(other.nestedPermutation().size())
+    {
+      for (int i=0; i<m_indices.size();++i) m_indices.coeffRef(other.nestedPermutation().indices().coeff(i)) = i;
+    }
+    template<typename Lhs,typename Rhs>
+    PermutationMatrix(internal::PermPermProduct_t, const Lhs& lhs, const Rhs& rhs)
+      : m_indices(lhs.indices().size())
+    {
+      Base::assignProduct(lhs,rhs);
+    }
+#endif
+
+  protected:
+
+    IndicesType m_indices;
+};
+
+
+namespace internal {
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType, int _PacketAccess>
+struct traits<Map<PermutationMatrix<SizeAtCompileTime, MaxSizeAtCompileTime, IndexType>,_PacketAccess> >
+ : traits<Matrix<IndexType,SizeAtCompileTime,SizeAtCompileTime,0,MaxSizeAtCompileTime,MaxSizeAtCompileTime> >
+{
+  typedef IndexType Index;
+  typedef Map<const Matrix<IndexType, SizeAtCompileTime, 1, 0, MaxSizeAtCompileTime, 1>, _PacketAccess> IndicesType;
+};
+}
+
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType, int _PacketAccess>
+class Map<PermutationMatrix<SizeAtCompileTime, MaxSizeAtCompileTime, IndexType>,_PacketAccess>
+  : public PermutationBase<Map<PermutationMatrix<SizeAtCompileTime, MaxSizeAtCompileTime, IndexType>,_PacketAccess> >
+{
+    typedef PermutationBase<Map> Base;
+    typedef internal::traits<Map> Traits;
+  public:
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename Traits::IndicesType IndicesType;
+    typedef typename IndicesType::Scalar Index;
+    #endif
+
+    inline Map(const Index* indicesPtr)
+      : m_indices(indicesPtr)
+    {}
+
+    inline Map(const Index* indicesPtr, Index size)
+      : m_indices(indicesPtr,size)
+    {}
+
+    /** Copies the other permutation into *this */
+    template<typename Other>
+    Map& operator=(const PermutationBase<Other>& other)
+    { return Base::operator=(other.derived()); }
+
+    /** Assignment from the Transpositions \a tr */
+    template<typename Other>
+    Map& operator=(const TranspositionsBase<Other>& tr)
+    { return Base::operator=(tr.derived()); }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    Map& operator=(const Map& other)
+    {
+      m_indices = other.m_indices;
+      return *this;
+    }
+    #endif
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return m_indices; }
+    /** \returns a reference to the stored array representing the permutation. */
+    IndicesType& indices() { return m_indices; }
+
+  protected:
+
+    IndicesType m_indices;
+};
+
+/** \class PermutationWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Class to view a vector of integers as a permutation matrix
+  *
+  * \param _IndicesType the type of the vector of integer (can be any compatible expression)
+  *
+  * This class allows to view any vector expression of integers as a permutation matrix.
+  *
+  * \sa class PermutationBase, class PermutationMatrix
+  */
+
+struct PermutationStorage {};
+
+template<typename _IndicesType> class TranspositionsWrapper;
+namespace internal {
+template<typename _IndicesType>
+struct traits<PermutationWrapper<_IndicesType> >
+{
+  typedef PermutationStorage StorageKind;
+  typedef typename _IndicesType::Scalar Scalar;
+  typedef typename _IndicesType::Scalar Index;
+  typedef _IndicesType IndicesType;
+  enum {
+    RowsAtCompileTime = _IndicesType::SizeAtCompileTime,
+    ColsAtCompileTime = _IndicesType::SizeAtCompileTime,
+    MaxRowsAtCompileTime = IndicesType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = IndicesType::MaxColsAtCompileTime,
+    Flags = 0,
+    CoeffReadCost = _IndicesType::CoeffReadCost
+  };
+};
+}
+
+template<typename _IndicesType>
+class PermutationWrapper : public PermutationBase<PermutationWrapper<_IndicesType> >
+{
+    typedef PermutationBase<PermutationWrapper> Base;
+    typedef internal::traits<PermutationWrapper> Traits;
+  public:
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename Traits::IndicesType IndicesType;
+    #endif
+
+    inline PermutationWrapper(const IndicesType& a_indices)
+      : m_indices(a_indices)
+    {}
+
+    /** const version of indices(). */
+    const typename internal::remove_all<typename IndicesType::Nested>::type&
+    indices() const { return m_indices; }
+
+  protected:
+
+    typename IndicesType::Nested m_indices;
+};
+
+/** \returns the matrix with the permutation applied to the columns.
+  */
+template<typename Derived, typename PermutationDerived>
+inline const internal::permut_matrix_product_retval<PermutationDerived, Derived, OnTheRight>
+operator*(const MatrixBase<Derived>& matrix,
+          const PermutationBase<PermutationDerived> &permutation)
+{
+  return internal::permut_matrix_product_retval
+           <PermutationDerived, Derived, OnTheRight>
+           (permutation.derived(), matrix.derived());
+}
+
+/** \returns the matrix with the permutation applied to the rows.
+  */
+template<typename Derived, typename PermutationDerived>
+inline const internal::permut_matrix_product_retval
+               <PermutationDerived, Derived, OnTheLeft>
+operator*(const PermutationBase<PermutationDerived> &permutation,
+          const MatrixBase<Derived>& matrix)
+{
+  return internal::permut_matrix_product_retval
+           <PermutationDerived, Derived, OnTheLeft>
+           (permutation.derived(), matrix.derived());
+}
+
+namespace internal {
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed>
+struct traits<permut_matrix_product_retval<PermutationType, MatrixType, Side, Transposed> >
+{
+  typedef typename MatrixType::PlainObject ReturnType;
+};
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed>
+struct permut_matrix_product_retval
+ : public ReturnByValue<permut_matrix_product_retval<PermutationType, MatrixType, Side, Transposed> >
+{
+    typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned;
+    typedef typename MatrixType::Index Index;
+
+    permut_matrix_product_retval(const PermutationType& perm, const MatrixType& matrix)
+      : m_permutation(perm), m_matrix(matrix)
+    {}
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      const Index n = Side==OnTheLeft ? rows() : cols();
+      // FIXME we need an is_same for expression that is not sensitive to constness. For instance
+      // is_same_xpr<Block<const Matrix>, Block<Matrix> >::value should be true.
+      if(is_same<MatrixTypeNestedCleaned,Dest>::value && extract_data(dst) == extract_data(m_matrix))
+      {
+        // apply the permutation inplace
+        Matrix<bool,PermutationType::RowsAtCompileTime,1,0,PermutationType::MaxRowsAtCompileTime> mask(m_permutation.size());
+        mask.fill(false);
+        Index r = 0;
+        while(r < m_permutation.size())
+        {
+          // search for the next seed
+          while(r<m_permutation.size() && mask[r]) r++;
+          if(r>=m_permutation.size())
+            break;
+          // we got one, let's follow it until we are back to the seed
+          Index k0 = r++;
+          Index kPrev = k0;
+          mask.coeffRef(k0) = true;
+          for(Index k=m_permutation.indices().coeff(k0); k!=k0; k=m_permutation.indices().coeff(k))
+          {
+                  Block<Dest, Side==OnTheLeft ? 1 : Dest::RowsAtCompileTime, Side==OnTheRight ? 1 : Dest::ColsAtCompileTime>(dst, k)
+            .swap(Block<Dest, Side==OnTheLeft ? 1 : Dest::RowsAtCompileTime, Side==OnTheRight ? 1 : Dest::ColsAtCompileTime>
+                       (dst,((Side==OnTheLeft) ^ Transposed) ? k0 : kPrev));
+
+            mask.coeffRef(k) = true;
+            kPrev = k;
+          }
+        }
+      }
+      else
+      {
+        for(int i = 0; i < n; ++i)
+        {
+          Block<Dest, Side==OnTheLeft ? 1 : Dest::RowsAtCompileTime, Side==OnTheRight ? 1 : Dest::ColsAtCompileTime>
+               (dst, ((Side==OnTheLeft) ^ Transposed) ? m_permutation.indices().coeff(i) : i)
+
+          =
+
+          Block<const MatrixTypeNestedCleaned,Side==OnTheLeft ? 1 : MatrixType::RowsAtCompileTime,Side==OnTheRight ? 1 : MatrixType::ColsAtCompileTime>
+               (m_matrix, ((Side==OnTheRight) ^ Transposed) ? m_permutation.indices().coeff(i) : i);
+        }
+      }
+    }
+
+  protected:
+    const PermutationType& m_permutation;
+    typename MatrixType::Nested m_matrix;
+};
+
+/* Template partial specialization for transposed/inverse permutations */
+
+template<typename Derived>
+struct traits<Transpose<PermutationBase<Derived> > >
+ : traits<Derived>
+{};
+
+} // end namespace internal
+
+template<typename Derived>
+class Transpose<PermutationBase<Derived> >
+  : public EigenBase<Transpose<PermutationBase<Derived> > >
+{
+    typedef Derived PermutationType;
+    typedef typename PermutationType::IndicesType IndicesType;
+    typedef typename PermutationType::PlainPermutationType PlainPermutationType;
+  public:
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef internal::traits<PermutationType> Traits;
+    typedef typename Derived::DenseMatrixType DenseMatrixType;
+    enum {
+      Flags = Traits::Flags,
+      CoeffReadCost = Traits::CoeffReadCost,
+      RowsAtCompileTime = Traits::RowsAtCompileTime,
+      ColsAtCompileTime = Traits::ColsAtCompileTime,
+      MaxRowsAtCompileTime = Traits::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = Traits::MaxColsAtCompileTime
+    };
+    typedef typename Traits::Scalar Scalar;
+    #endif
+
+    Transpose(const PermutationType& p) : m_permutation(p) {}
+
+    inline int rows() const { return m_permutation.rows(); }
+    inline int cols() const { return m_permutation.cols(); }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename DenseDerived>
+    void evalTo(MatrixBase<DenseDerived>& other) const
+    {
+      other.setZero();
+      for (int i=0; i<rows();++i)
+        other.coeffRef(i, m_permutation.indices().coeff(i)) = typename DenseDerived::Scalar(1);
+    }
+    #endif
+
+    /** \return the equivalent permutation matrix */
+    PlainPermutationType eval() const { return *this; }
+
+    DenseMatrixType toDenseMatrix() const { return *this; }
+
+    /** \returns the matrix with the inverse permutation applied to the columns.
+      */
+    template<typename OtherDerived> friend
+    inline const internal::permut_matrix_product_retval<PermutationType, OtherDerived, OnTheRight, true>
+    operator*(const MatrixBase<OtherDerived>& matrix, const Transpose& trPerm)
+    {
+      return internal::permut_matrix_product_retval<PermutationType, OtherDerived, OnTheRight, true>(trPerm.m_permutation, matrix.derived());
+    }
+
+    /** \returns the matrix with the inverse permutation applied to the rows.
+      */
+    template<typename OtherDerived>
+    inline const internal::permut_matrix_product_retval<PermutationType, OtherDerived, OnTheLeft, true>
+    operator*(const MatrixBase<OtherDerived>& matrix) const
+    {
+      return internal::permut_matrix_product_retval<PermutationType, OtherDerived, OnTheLeft, true>(m_permutation, matrix.derived());
+    }
+
+    const PermutationType& nestedPermutation() const { return m_permutation; }
+
+  protected:
+    const PermutationType& m_permutation;
+};
+
+template<typename Derived>
+const PermutationWrapper<const Derived> MatrixBase<Derived>::asPermutation() const
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_PERMUTATIONMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/PlainObjectBase.h b/third_party/eigen3/Eigen/src/Core/PlainObjectBase.h
new file mode 100644
index 0000000000..50c3656a98
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/PlainObjectBase.h
@@ -0,0 +1,895 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_DENSESTORAGEBASE_H
+#define EIGEN_DENSESTORAGEBASE_H
+
+#if defined(EIGEN_INITIALIZE_MATRICES_BY_ZERO)
+# define EIGEN_INITIALIZE_COEFFS
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=Scalar(0);
+#elif defined(EIGEN_INITIALIZE_MATRICES_BY_NAN)
+# define EIGEN_INITIALIZE_COEFFS
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=std::numeric_limits<Scalar>::quiet_NaN();
+#else
+# undef EIGEN_INITIALIZE_COEFFS
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+#endif
+
+namespace Eigen {
+
+namespace internal {
+
+template<int MaxSizeAtCompileTime> struct check_rows_cols_for_overflow {
+  template<typename Index>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_ALWAYS_INLINE void run(Index, Index)
+  {
+  }
+};
+
+template<> struct check_rows_cols_for_overflow<Dynamic> {
+  template<typename Index>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_ALWAYS_INLINE void run(Index rows, Index cols)
+  {
+    // http://hg.mozilla.org/mozilla-central/file/6c8a909977d3/xpcom/ds/CheckedInt.h#l242
+    // we assume Index is signed
+    Index max_index = (size_t(1) << (8 * sizeof(Index) - 1)) - 1; // assume Index is signed
+    bool error = (rows == 0 || cols == 0) ? false
+               : (rows > max_index / cols);
+    if (error)
+      throw_std_bad_alloc();
+  }
+};
+
+template <typename Derived,
+          typename OtherDerived = Derived,
+          bool IsVector = bool(Derived::IsVectorAtCompileTime) && bool(OtherDerived::IsVectorAtCompileTime)>
+struct conservative_resize_like_impl;
+
+template<typename MatrixTypeA, typename MatrixTypeB, bool SwapPointers> struct matrix_swap_impl;
+
+} // end namespace internal
+
+/** \class PlainObjectBase
+  * \brief %Dense storage base class for matrices and arrays.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_PLAINOBJECTBASE_PLUGIN.
+  *
+  * \sa \ref TopicClassHierarchy
+  */
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+namespace internal {
+
+// this is a warkaround to doxygen not being able to understand the inheritence logic
+// when it is hidden by the dense_xpr_base helper struct.
+template<typename Derived> struct dense_xpr_base_dispatcher_for_doxygen;// : public MatrixBase<Derived> {};
+/** This class is just a workaround for Doxygen and it does not not actually exist. */
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct dense_xpr_base_dispatcher_for_doxygen<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+    : public MatrixBase<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > {};
+/** This class is just a workaround for Doxygen and it does not not actually exist. */
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct dense_xpr_base_dispatcher_for_doxygen<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+    : public ArrayBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > {};
+
+} // namespace internal
+
+template<typename Derived>
+class PlainObjectBase : public internal::dense_xpr_base_dispatcher_for_doxygen<Derived>
+#else
+template<typename Derived>
+class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
+#endif
+{
+  public:
+    enum { Options = internal::traits<Derived>::Options };
+    typedef typename internal::dense_xpr_base<Derived>::type Base;
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef Derived DenseType;
+
+    using Base::RowsAtCompileTime;
+    using Base::ColsAtCompileTime;
+    using Base::SizeAtCompileTime;
+    using Base::MaxRowsAtCompileTime;
+    using Base::MaxColsAtCompileTime;
+    using Base::MaxSizeAtCompileTime;
+    using Base::IsVectorAtCompileTime;
+    using Base::Flags;
+
+    template<typename PlainObjectType, int MapOptions, typename StrideType> friend class Eigen::Map;
+    friend  class Eigen::Map<Derived, Unaligned>;
+    typedef Eigen::Map<Derived, Unaligned>  MapType;
+    friend  class Eigen::Map<const Derived, Unaligned>;
+    typedef const Eigen::Map<const Derived, Unaligned> ConstMapType;
+    friend  class Eigen::Map<Derived, Aligned>;
+    typedef Eigen::Map<Derived, Aligned> AlignedMapType;
+    friend  class Eigen::Map<const Derived, Aligned>;
+    typedef const Eigen::Map<const Derived, Aligned> ConstAlignedMapType;
+    template<typename StrideType> struct StridedMapType { typedef Eigen::Map<Derived, Unaligned, StrideType> type; };
+    template<typename StrideType> struct StridedConstMapType { typedef Eigen::Map<const Derived, Unaligned, StrideType> type; };
+    template<typename StrideType> struct StridedAlignedMapType { typedef Eigen::Map<Derived, Aligned, StrideType> type; };
+    template<typename StrideType> struct StridedConstAlignedMapType { typedef Eigen::Map<const Derived, Aligned, StrideType> type; };
+
+  protected:
+    DenseStorage<Scalar, Base::MaxSizeAtCompileTime, Base::RowsAtCompileTime, Base::ColsAtCompileTime, Options> m_storage;
+
+  public:
+    enum { NeedsToAlign = SizeAtCompileTime != Dynamic && (internal::traits<Derived>::Flags & AlignedBit) != 0 };
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(NeedsToAlign)
+
+    EIGEN_DEVICE_FUNC
+    Base& base() { return *static_cast<Base*>(this); }
+    EIGEN_DEVICE_FUNC
+    const Base& base() const { return *static_cast<const Base*>(this); }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rows() const { return m_storage.rows(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index cols() const { return m_storage.cols(); }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeff(Index rowId, Index colId) const
+    {
+      if(Flags & RowMajorBit)
+        return m_storage.data()[colId + rowId * m_storage.cols()];
+      else // column-major
+        return m_storage.data()[rowId + colId * m_storage.rows()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeff(Index index) const
+    {
+      return m_storage.data()[index];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index rowId, Index colId)
+    {
+      if(Flags & RowMajorBit)
+        return m_storage.data()[colId + rowId * m_storage.cols()];
+      else // column-major
+        return m_storage.data()[rowId + colId * m_storage.rows()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+    {
+      return m_storage.data()[index];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      if(Flags & RowMajorBit)
+        return m_storage.data()[colId + rowId * m_storage.cols()];
+      else // column-major
+        return m_storage.data()[rowId + colId * m_storage.rows()];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeffRef(Index index) const
+    {
+      return m_storage.data()[index];
+    }
+
+    /** \internal */
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index rowId, Index colId) const
+    {
+      return internal::ploadt<PacketScalar, LoadMode>
+               (m_storage.data() + (Flags & RowMajorBit
+                                   ? colId + rowId * m_storage.cols()
+                                   : rowId + colId * m_storage.rows()));
+    }
+
+    /** \internal */
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE PacketScalar packet(Index index) const
+    {
+      return internal::ploadt<PacketScalar, LoadMode>(m_storage.data() + index);
+    }
+
+    /** \internal */
+    template<int StoreMode>
+    EIGEN_STRONG_INLINE void writePacket(Index rowId, Index colId, const PacketScalar& val)
+    {
+      internal::pstoret<Scalar, PacketScalar, StoreMode>
+              (m_storage.data() + (Flags & RowMajorBit
+                                   ? colId + rowId * m_storage.cols()
+                                   : rowId + colId * m_storage.rows()), val);
+    }
+
+    /** \internal */
+    template<int StoreMode>
+    EIGEN_STRONG_INLINE void writePacket(Index index, const PacketScalar& val)
+    {
+      internal::pstoret<Scalar, PacketScalar, StoreMode>(m_storage.data() + index, val);
+    }
+
+    /** \returns a const pointer to the data array of this matrix */
+    EIGEN_STRONG_INLINE const Scalar *data() const
+    { return m_storage.data(); }
+
+    /** \returns a pointer to the data array of this matrix */
+    EIGEN_STRONG_INLINE Scalar *data()
+    { return m_storage.data(); }
+
+    /** Resizes \c *this to a \a rows x \a cols matrix.
+      *
+      * This method is intended for dynamic-size matrices, although it is legal to call it on any
+      * matrix as long as fixed dimensions are left unchanged. If you only want to change the number
+      * of rows and/or of columns, you can use resize(NoChange_t, Index), resize(Index, NoChange_t).
+      *
+      * If the current number of coefficients of \c *this exactly matches the
+      * product \a rows * \a cols, then no memory allocation is performed and
+      * the current values are left unchanged. In all other cases, including
+      * shrinking, the data is reallocated and all previous values are lost.
+      *
+      * Example: \include Matrix_resize_int_int.cpp
+      * Output: \verbinclude Matrix_resize_int_int.out
+      *
+      * \sa resize(Index) for vectors, resize(NoChange_t, Index), resize(Index, NoChange_t)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void resize(Index nbRows, Index nbCols)
+    {
+      eigen_assert(   EIGEN_IMPLIES(RowsAtCompileTime!=Dynamic,nbRows==RowsAtCompileTime)
+                   && EIGEN_IMPLIES(ColsAtCompileTime!=Dynamic,nbCols==ColsAtCompileTime)
+                   && EIGEN_IMPLIES(RowsAtCompileTime==Dynamic && MaxRowsAtCompileTime!=Dynamic,nbRows<=MaxRowsAtCompileTime)
+                   && EIGEN_IMPLIES(ColsAtCompileTime==Dynamic && MaxColsAtCompileTime!=Dynamic,nbCols<=MaxColsAtCompileTime)
+                   && nbRows>=0 && nbCols>=0 && "Invalid sizes when resizing a matrix or array.");
+      internal::check_rows_cols_for_overflow<MaxSizeAtCompileTime>::run(nbRows, nbCols);
+      #ifdef EIGEN_INITIALIZE_COEFFS
+        Index size = nbRows*nbCols;
+        bool size_changed = size != this->size();
+        m_storage.resize(size, nbRows, nbCols);
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+      #else
+        m_storage.resize(nbRows*nbCols, nbRows, nbCols);
+      #endif
+    }
+
+    /** Resizes \c *this to a vector of length \a size
+      *
+      * \only_for_vectors. This method does not work for
+      * partially dynamic matrices when the static dimension is anything other
+      * than 1. For example it will not work with Matrix<double, 2, Dynamic>.
+      *
+      * Example: \include Matrix_resize_int.cpp
+      * Output: \verbinclude Matrix_resize_int.out
+      *
+      * \sa resize(Index,Index), resize(NoChange_t, Index), resize(Index, NoChange_t)
+      */
+    EIGEN_DEVICE_FUNC
+    inline void resize(Index size)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(PlainObjectBase)
+      eigen_assert(((SizeAtCompileTime == Dynamic && (MaxSizeAtCompileTime==Dynamic || size<=MaxSizeAtCompileTime)) || SizeAtCompileTime == size) && size>=0);
+      #ifdef EIGEN_INITIALIZE_COEFFS
+        bool size_changed = size != this->size();
+      #endif
+      if(RowsAtCompileTime == 1)
+        m_storage.resize(size, 1, size);
+      else
+        m_storage.resize(size, size, 1);
+      #ifdef EIGEN_INITIALIZE_COEFFS
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+      #endif
+    }
+
+    /** Resizes the matrix, changing only the number of columns. For the parameter of type NoChange_t, just pass the special value \c NoChange
+      * as in the example below.
+      *
+      * Example: \include Matrix_resize_NoChange_int.cpp
+      * Output: \verbinclude Matrix_resize_NoChange_int.out
+      *
+      * \sa resize(Index,Index)
+      */
+    EIGEN_DEVICE_FUNC
+    inline void resize(NoChange_t, Index nbCols)
+    {
+      resize(rows(), nbCols);
+    }
+
+    /** Resizes the matrix, changing only the number of rows. For the parameter of type NoChange_t, just pass the special value \c NoChange
+      * as in the example below.
+      *
+      * Example: \include Matrix_resize_int_NoChange.cpp
+      * Output: \verbinclude Matrix_resize_int_NoChange.out
+      *
+      * \sa resize(Index,Index)
+      */
+    EIGEN_DEVICE_FUNC
+    inline void resize(Index nbRows, NoChange_t)
+    {
+      resize(nbRows, cols());
+    }
+
+    /** Resizes \c *this to have the same dimensions as \a other.
+      * Takes care of doing all the checking that's needed.
+      *
+      * Note that copying a row-vector into a vector (and conversely) is allowed.
+      * The resizing, if any, is then done in the appropriate way so that row-vectors
+      * remain row-vectors and vectors remain vectors.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE void resizeLike(const EigenBase<OtherDerived>& _other)
+    {
+      const OtherDerived& other = _other.derived();
+      internal::check_rows_cols_for_overflow<MaxSizeAtCompileTime>::run(other.rows(), other.cols());
+      const Index othersize = other.rows()*other.cols();
+      if(RowsAtCompileTime == 1)
+      {
+        eigen_assert(other.rows() == 1 || other.cols() == 1);
+        resize(1, othersize);
+      }
+      else if(ColsAtCompileTime == 1)
+      {
+        eigen_assert(other.rows() == 1 || other.cols() == 1);
+        resize(othersize, 1);
+      }
+      else resize(other.rows(), other.cols());
+    }
+
+    /** Resizes the matrix to \a rows x \a cols while leaving old values untouched.
+      *
+      * The method is intended for matrices of dynamic size. If you only want to change the number
+      * of rows and/or of columns, you can use conservativeResize(NoChange_t, Index) or
+      * conservativeResize(Index, NoChange_t).
+      *
+      * Matrices are resized relative to the top-left element. In case values need to be 
+      * appended to the matrix they will be uninitialized.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void conservativeResize(Index nbRows, Index nbCols)
+    {
+      internal::conservative_resize_like_impl<Derived>::run(*this, nbRows, nbCols);
+    }
+
+    /** Resizes the matrix to \a rows x \a cols while leaving old values untouched.
+      *
+      * As opposed to conservativeResize(Index rows, Index cols), this version leaves
+      * the number of columns unchanged.
+      *
+      * In case the matrix is growing, new rows will be uninitialized.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void conservativeResize(Index nbRows, NoChange_t)
+    {
+      // Note: see the comment in conservativeResize(Index,Index)
+      conservativeResize(nbRows, cols());
+    }
+
+    /** Resizes the matrix to \a rows x \a cols while leaving old values untouched.
+      *
+      * As opposed to conservativeResize(Index rows, Index cols), this version leaves
+      * the number of rows unchanged.
+      *
+      * In case the matrix is growing, new columns will be uninitialized.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void conservativeResize(NoChange_t, Index nbCols)
+    {
+      // Note: see the comment in conservativeResize(Index,Index)
+      conservativeResize(rows(), nbCols);
+    }
+
+    /** Resizes the vector to \a size while retaining old values.
+      *
+      * \only_for_vectors. This method does not work for
+      * partially dynamic matrices when the static dimension is anything other
+      * than 1. For example it will not work with Matrix<double, 2, Dynamic>.
+      *
+      * When values are appended, they will be uninitialized.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void conservativeResize(Index size)
+    {
+      internal::conservative_resize_like_impl<Derived>::run(*this, size);
+    }
+
+    /** Resizes the matrix to \a rows x \a cols of \c other, while leaving old values untouched.
+      *
+      * The method is intended for matrices of dynamic size. If you only want to change the number
+      * of rows and/or of columns, you can use conservativeResize(NoChange_t, Index) or
+      * conservativeResize(Index, NoChange_t).
+      *
+      * Matrices are resized relative to the top-left element. In case values need to be 
+      * appended to the matrix they will copied from \c other.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void conservativeResizeLike(const DenseBase<OtherDerived>& other)
+    {
+      internal::conservative_resize_like_impl<Derived,OtherDerived>::run(*this, other);
+    }
+
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& operator=(const PlainObjectBase& other)
+    {
+      return _set(other);
+    }
+
+    /** \sa MatrixBase::lazyAssign() */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& lazyAssign(const DenseBase<OtherDerived>& other)
+    {
+      _resize_to_match(other);
+      return Base::lazyAssign(other.derived());
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& operator=(const ReturnByValue<OtherDerived>& func)
+    {
+      resize(func.rows(), func.cols());
+      return Base::operator=(func);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE PlainObjectBase() : m_storage()
+    {
+//       _check_template_params();
+//       EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    // FIXME is it still needed ?
+    /** \internal */
+    EIGEN_DEVICE_FUNC
+    PlainObjectBase(internal::constructor_without_unaligned_array_assert)
+      : m_storage(internal::constructor_without_unaligned_array_assert())
+    {
+//       _check_template_params(); EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+#endif
+
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    EIGEN_DEVICE_FUNC
+    PlainObjectBase(PlainObjectBase&& other)
+      : m_storage( std::move(other.m_storage) )
+    {
+    }
+
+    EIGEN_DEVICE_FUNC
+    PlainObjectBase& operator=(PlainObjectBase&& other)
+    {
+      using std::swap;
+      swap(m_storage, other.m_storage);
+      return *this;
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE PlainObjectBase(Index a_size, Index nbRows, Index nbCols)
+      : m_storage(a_size, nbRows, nbCols)
+    {
+//       _check_template_params();
+//       EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+    /** \copydoc MatrixBase::operator=(const EigenBase<OtherDerived>&)
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE Derived& operator=(const EigenBase<OtherDerived> &other)
+    {
+      _resize_to_match(other);
+      Base::operator=(other.derived());
+      return this->derived();
+    }
+
+    /** \sa MatrixBase::operator=(const EigenBase<OtherDerived>&) */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE PlainObjectBase(const EigenBase<OtherDerived> &other)
+      : m_storage(other.derived().rows() * other.derived().cols(), other.derived().rows(), other.derived().cols())
+    {
+      _check_template_params();
+      internal::check_rows_cols_for_overflow<MaxSizeAtCompileTime>::run(other.derived().rows(), other.derived().cols());
+      Base::operator=(other.derived());
+    }
+
+    /** \name Map
+      * These are convenience functions returning Map objects. The Map() static functions return unaligned Map objects,
+      * while the AlignedMap() functions return aligned Map objects and thus should be called only with 16-byte-aligned
+      * \a data pointers.
+      *
+      * \see class Map
+      */
+    //@{
+    static inline ConstMapType Map(const Scalar* data)
+    { return ConstMapType(data); }
+    static inline MapType Map(Scalar* data)
+    { return MapType(data); }
+    static inline ConstMapType Map(const Scalar* data, Index size)
+    { return ConstMapType(data, size); }
+    static inline MapType Map(Scalar* data, Index size)
+    { return MapType(data, size); }
+    static inline ConstMapType Map(const Scalar* data, Index rows, Index cols)
+    { return ConstMapType(data, rows, cols); }
+    static inline MapType Map(Scalar* data, Index rows, Index cols)
+    { return MapType(data, rows, cols); }
+
+    static inline ConstAlignedMapType MapAligned(const Scalar* data)
+    { return ConstAlignedMapType(data); }
+    static inline AlignedMapType MapAligned(Scalar* data)
+    { return AlignedMapType(data); }
+    static inline ConstAlignedMapType MapAligned(const Scalar* data, Index size)
+    { return ConstAlignedMapType(data, size); }
+    static inline AlignedMapType MapAligned(Scalar* data, Index size)
+    { return AlignedMapType(data, size); }
+    static inline ConstAlignedMapType MapAligned(const Scalar* data, Index rows, Index cols)
+    { return ConstAlignedMapType(data, rows, cols); }
+    static inline AlignedMapType MapAligned(Scalar* data, Index rows, Index cols)
+    { return AlignedMapType(data, rows, cols); }
+
+    template<int Outer, int Inner>
+    static inline typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, const Stride<Outer, Inner>& stride)
+    { return typename StridedConstMapType<Stride<Outer, Inner> >::type(data, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, const Stride<Outer, Inner>& stride)
+    { return typename StridedMapType<Stride<Outer, Inner> >::type(data, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, Index size, const Stride<Outer, Inner>& stride)
+    { return typename StridedConstMapType<Stride<Outer, Inner> >::type(data, size, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, Index size, const Stride<Outer, Inner>& stride)
+    { return typename StridedMapType<Stride<Outer, Inner> >::type(data, size, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedConstMapType<Stride<Outer, Inner> >::type Map(const Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride)
+    { return typename StridedConstMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedMapType<Stride<Outer, Inner> >::type Map(Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride)
+    { return typename StridedMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); }
+
+    template<int Outer, int Inner>
+    static inline typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, const Stride<Outer, Inner>& stride)
+    { return typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type(data, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, const Stride<Outer, Inner>& stride)
+    { return typename StridedAlignedMapType<Stride<Outer, Inner> >::type(data, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, Index size, const Stride<Outer, Inner>& stride)
+    { return typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type(data, size, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, Index size, const Stride<Outer, Inner>& stride)
+    { return typename StridedAlignedMapType<Stride<Outer, Inner> >::type(data, size, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type MapAligned(const Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride)
+    { return typename StridedConstAlignedMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); }
+    template<int Outer, int Inner>
+    static inline typename StridedAlignedMapType<Stride<Outer, Inner> >::type MapAligned(Scalar* data, Index rows, Index cols, const Stride<Outer, Inner>& stride)
+    { return typename StridedAlignedMapType<Stride<Outer, Inner> >::type(data, rows, cols, stride); }
+    //@}
+
+    using Base::setConstant;
+    EIGEN_DEVICE_FUNC Derived& setConstant(Index size, const Scalar& value);
+    EIGEN_DEVICE_FUNC Derived& setConstant(Index rows, Index cols, const Scalar& value);
+
+    using Base::setZero;
+    EIGEN_DEVICE_FUNC Derived& setZero(Index size);
+    EIGEN_DEVICE_FUNC Derived& setZero(Index rows, Index cols);
+
+    using Base::setOnes;
+    EIGEN_DEVICE_FUNC Derived& setOnes(Index size);
+    EIGEN_DEVICE_FUNC Derived& setOnes(Index rows, Index cols);
+
+    using Base::setRandom;
+    Derived& setRandom(Index size);
+    Derived& setRandom(Index rows, Index cols);
+
+    #ifdef EIGEN_PLAINOBJECTBASE_PLUGIN
+    #include EIGEN_PLAINOBJECTBASE_PLUGIN
+    #endif
+
+  protected:
+    /** \internal Resizes *this in preparation for assigning \a other to it.
+      * Takes care of doing all the checking that's needed.
+      *
+      * Note that copying a row-vector into a vector (and conversely) is allowed.
+      * The resizing, if any, is then done in the appropriate way so that row-vectors
+      * remain row-vectors and vectors remain vectors.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE void _resize_to_match(const EigenBase<OtherDerived>& other)
+    {
+      #ifdef EIGEN_NO_AUTOMATIC_RESIZING
+      eigen_assert((this->size()==0 || (IsVectorAtCompileTime ? (this->size() == other.size())
+                 : (rows() == other.rows() && cols() == other.cols())))
+        && "Size mismatch. Automatic resizing is disabled because EIGEN_NO_AUTOMATIC_RESIZING is defined");
+      EIGEN_ONLY_USED_FOR_DEBUG(other);
+      #else
+      resizeLike(other);
+      #endif
+    }
+
+    /**
+      * \brief Copies the value of the expression \a other into \c *this with automatic resizing.
+      *
+      * *this might be resized to match the dimensions of \a other. If *this was a null matrix (not already initialized),
+      * it will be initialized.
+      *
+      * Note that copying a row-vector into a vector (and conversely) is allowed.
+      * The resizing, if any, is then done in the appropriate way so that row-vectors
+      * remain row-vectors and vectors remain vectors.
+      *
+      * \sa operator=(const MatrixBase<OtherDerived>&), _set_noalias()
+      *
+      * \internal
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE Derived& _set(const DenseBase<OtherDerived>& other)
+    {
+      _set_selector(other.derived(), typename internal::conditional<static_cast<bool>(int(OtherDerived::Flags) & EvalBeforeAssigningBit), internal::true_type, internal::false_type>::type());
+      return this->derived();
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE void _set_selector(const OtherDerived& other, const internal::true_type&) { _set_noalias(other.eval()); }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE void _set_selector(const OtherDerived& other, const internal::false_type&) { _set_noalias(other); }
+
+    /** \internal Like _set() but additionally makes the assumption that no aliasing effect can happen (which
+      * is the case when creating a new matrix) so one can enforce lazy evaluation.
+      *
+      * \sa operator=(const MatrixBase<OtherDerived>&), _set()
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE Derived& _set_noalias(const DenseBase<OtherDerived>& other)
+    {
+      // I don't think we need this resize call since the lazyAssign will anyways resize
+      // and lazyAssign will be called by the assign selector.
+      //_resize_to_match(other);
+      // the 'false' below means to enforce lazy evaluation. We don't use lazyAssign() because
+      // it wouldn't allow to copy a row-vector into a column-vector.
+      return internal::assign_selector<Derived,OtherDerived,false>::run(this->derived(), other.derived());
+    }
+
+    template<typename T0, typename T1>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init2(Index nbRows, Index nbCols, typename internal::enable_if<Base::SizeAtCompileTime!=2,T0>::type* = 0)
+    {
+      EIGEN_STATIC_ASSERT(bool(NumTraits<T0>::IsInteger) &&
+                          bool(NumTraits<T1>::IsInteger),
+                          FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED)
+      resize(nbRows,nbCols);
+    }
+    template<typename T0, typename T1>
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE void _init2(const Scalar& val0, const Scalar& val1, typename internal::enable_if<Base::SizeAtCompileTime==2,T0>::type* = 0)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(PlainObjectBase, 2)
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+    }
+
+    template<typename T>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(Index size, typename internal::enable_if<Base::SizeAtCompileTime!=1,T>::type* = 0)
+    {
+      EIGEN_STATIC_ASSERT(bool(NumTraits<T>::IsInteger),
+                          FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED)
+      resize(size);
+    }
+    template<typename T>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(const Scalar& val0, typename internal::enable_if<Base::SizeAtCompileTime==1,T>::type* = 0)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(PlainObjectBase, 1)
+      m_storage.data()[0] = val0;
+    }
+
+    template<typename T>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(const Scalar* data){
+      this->_set_noalias(ConstMapType(data));
+    }
+
+    template<typename T, typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(const DenseBase<OtherDerived>& other){
+      this->_set_noalias(other);
+    }
+
+    template<typename T, typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(const EigenBase<OtherDerived>& other){
+      this->derived() = other;
+    }
+
+    template<typename T, typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(const ReturnByValue<OtherDerived>& other)
+    {
+      resize(other.rows(), other.cols());
+      other.evalTo(this->derived());
+    }
+
+    template<typename T, typename OtherDerived, int ColsAtCompileTime>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _init1(const RotationBase<OtherDerived,ColsAtCompileTime>& r)
+    {
+      this->derived() = r;
+    }
+
+    template<typename MatrixTypeA, typename MatrixTypeB, bool SwapPointers>
+    friend struct internal::matrix_swap_impl;
+
+    /** \internal generic implementation of swap for dense storage since for dynamic-sized matrices of same type it is enough to swap the
+      * data pointers.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void _swap(DenseBase<OtherDerived> const & other)
+    {
+      enum { SwapPointers = internal::is_same<Derived, OtherDerived>::value && Base::SizeAtCompileTime==Dynamic };
+      internal::matrix_swap_impl<Derived, OtherDerived, bool(SwapPointers)>::run(this->derived(), other.const_cast_derived());
+    }
+
+  public:
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    EIGEN_DEVICE_FUNC 
+    static EIGEN_STRONG_INLINE void _check_template_params()
+    {
+      EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, (Options&RowMajor)==RowMajor)
+                        && EIGEN_IMPLIES(MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1, (Options&RowMajor)==0)
+                        && ((RowsAtCompileTime == Dynamic) || (RowsAtCompileTime >= 0))
+                        && ((ColsAtCompileTime == Dynamic) || (ColsAtCompileTime >= 0))
+                        && ((MaxRowsAtCompileTime == Dynamic) || (MaxRowsAtCompileTime >= 0))
+                        && ((MaxColsAtCompileTime == Dynamic) || (MaxColsAtCompileTime >= 0))
+                        && (MaxRowsAtCompileTime == RowsAtCompileTime || RowsAtCompileTime==Dynamic)
+                        && (MaxColsAtCompileTime == ColsAtCompileTime || ColsAtCompileTime==Dynamic)
+                        && (Options & (DontAlign|RowMajor)) == Options),
+        INVALID_MATRIX_TEMPLATE_PARAMETERS)
+    }
+#endif
+
+private:
+    enum { ThisConstantIsPrivateInPlainObjectBase };
+};
+
+namespace internal {
+
+template <typename Derived, typename OtherDerived, bool IsVector>
+struct conservative_resize_like_impl
+{
+  typedef typename Derived::Index Index;
+  static void run(DenseBase<Derived>& _this, Index rows, Index cols)
+  {
+    if (_this.rows() == rows && _this.cols() == cols) return;
+    EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(Derived)
+
+    if ( ( Derived::IsRowMajor && _this.cols() == cols) || // row-major and we change only the number of rows
+         (!Derived::IsRowMajor && _this.rows() == rows) )  // column-major and we change only the number of columns
+    {
+      internal::check_rows_cols_for_overflow<Derived::MaxSizeAtCompileTime>::run(rows, cols);
+      _this.derived().m_storage.conservativeResize(rows*cols,rows,cols);
+    }
+    else
+    {
+      // The storage order does not allow us to use reallocation.
+      typename Derived::PlainObject tmp(rows,cols);
+      const Index common_rows = (std::min)(rows, _this.rows());
+      const Index common_cols = (std::min)(cols, _this.cols());
+      tmp.block(0,0,common_rows,common_cols) = _this.block(0,0,common_rows,common_cols);
+      _this.derived().swap(tmp);
+    }
+  }
+
+  static void run(DenseBase<Derived>& _this, const DenseBase<OtherDerived>& other)
+  {
+    if (_this.rows() == other.rows() && _this.cols() == other.cols()) return;
+
+    // Note: Here is space for improvement. Basically, for conservativeResize(Index,Index),
+    // neither RowsAtCompileTime or ColsAtCompileTime must be Dynamic. If only one of the
+    // dimensions is dynamic, one could use either conservativeResize(Index rows, NoChange_t) or
+    // conservativeResize(NoChange_t, Index cols). For these methods new static asserts like
+    // EIGEN_STATIC_ASSERT_DYNAMIC_ROWS and EIGEN_STATIC_ASSERT_DYNAMIC_COLS would be good.
+    EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(Derived)
+    EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(OtherDerived)
+
+    if ( ( Derived::IsRowMajor && _this.cols() == other.cols()) || // row-major and we change only the number of rows
+         (!Derived::IsRowMajor && _this.rows() == other.rows()) )  // column-major and we change only the number of columns
+    {
+      const Index new_rows = other.rows() - _this.rows();
+      const Index new_cols = other.cols() - _this.cols();
+      _this.derived().m_storage.conservativeResize(other.size(),other.rows(),other.cols());
+      if (new_rows>0)
+        _this.bottomRightCorner(new_rows, other.cols()) = other.bottomRows(new_rows);
+      else if (new_cols>0)
+        _this.bottomRightCorner(other.rows(), new_cols) = other.rightCols(new_cols);
+    }
+    else
+    {
+      // The storage order does not allow us to use reallocation.
+      typename Derived::PlainObject tmp(other);
+      const Index common_rows = (std::min)(tmp.rows(), _this.rows());
+      const Index common_cols = (std::min)(tmp.cols(), _this.cols());
+      tmp.block(0,0,common_rows,common_cols) = _this.block(0,0,common_rows,common_cols);
+      _this.derived().swap(tmp);
+    }
+  }
+};
+
+// Here, the specialization for vectors inherits from the general matrix case
+// to allow calling .conservativeResize(rows,cols) on vectors.
+template <typename Derived, typename OtherDerived>
+struct conservative_resize_like_impl<Derived,OtherDerived,true>
+  : conservative_resize_like_impl<Derived,OtherDerived,false>
+{
+  using conservative_resize_like_impl<Derived,OtherDerived,false>::run;
+  
+  typedef typename Derived::Index Index;
+  static void run(DenseBase<Derived>& _this, Index size)
+  {
+    const Index new_rows = Derived::RowsAtCompileTime==1 ? 1 : size;
+    const Index new_cols = Derived::RowsAtCompileTime==1 ? size : 1;
+    _this.derived().m_storage.conservativeResize(size,new_rows,new_cols);
+  }
+
+  static void run(DenseBase<Derived>& _this, const DenseBase<OtherDerived>& other)
+  {
+    if (_this.rows() == other.rows() && _this.cols() == other.cols()) return;
+
+    const Index num_new_elements = other.size() - _this.size();
+
+    const Index new_rows = Derived::RowsAtCompileTime==1 ? 1 : other.rows();
+    const Index new_cols = Derived::RowsAtCompileTime==1 ? other.cols() : 1;
+    _this.derived().m_storage.conservativeResize(other.size(),new_rows,new_cols);
+
+    if (num_new_elements > 0)
+      _this.tail(num_new_elements) = other.tail(num_new_elements);
+  }
+};
+
+template<typename MatrixTypeA, typename MatrixTypeB, bool SwapPointers>
+struct matrix_swap_impl
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(MatrixTypeA& a, MatrixTypeB& b)
+  {
+    a.base().swap(b);
+  }
+};
+
+template<typename MatrixTypeA, typename MatrixTypeB>
+struct matrix_swap_impl<MatrixTypeA, MatrixTypeB, true>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(MatrixTypeA& a, MatrixTypeB& b)
+  {
+    static_cast<typename MatrixTypeA::Base&>(a).m_storage.swap(static_cast<typename MatrixTypeB::Base&>(b).m_storage);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_DENSESTORAGEBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/Product.h b/third_party/eigen3/Eigen/src/Core/Product.h
new file mode 100644
index 0000000000..5d3789be74
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Product.h
@@ -0,0 +1,107 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_PRODUCT_H
+#define EIGEN_PRODUCT_H
+
+namespace Eigen {
+
+template<typename Lhs, typename Rhs> class Product;
+template<typename Lhs, typename Rhs, typename StorageKind> class ProductImpl;
+
+/** \class Product
+  * \ingroup Core_Module
+  *
+  * \brief Expression of the product of two arbitrary matrices or vectors
+  *
+  * \param Lhs the type of the left-hand side expression
+  * \param Rhs the type of the right-hand side expression
+  *
+  * This class represents an expression of the product of two arbitrary matrices.
+  *
+  */
+
+// Use ProductReturnType to get correct traits, in particular vectorization flags
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<Product<Lhs, Rhs> >
+  : traits<typename ProductReturnType<Lhs, Rhs>::Type>
+{ 
+  // We want A+B*C to be of type Product<Matrix, Sum> and not Product<Matrix, Matrix>
+  // TODO: This flag should eventually go in a separate evaluator traits class
+  enum {
+    Flags = traits<typename ProductReturnType<Lhs, Rhs>::Type>::Flags & ~(EvalBeforeNestingBit | DirectAccessBit)
+  };
+};
+} // end namespace internal
+
+
+template<typename Lhs, typename Rhs>
+class Product : public ProductImpl<Lhs,Rhs,typename internal::promote_storage_type<typename internal::traits<Lhs>::StorageKind,
+                                                                            typename internal::traits<Rhs>::StorageKind>::ret>
+{
+  public:
+    
+    typedef typename ProductImpl<
+        Lhs, Rhs,
+        typename internal::promote_storage_type<typename Lhs::StorageKind,
+                                                typename Rhs::StorageKind>::ret>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(Product)
+
+    typedef typename Lhs::Nested LhsNested;
+    typedef typename Rhs::Nested RhsNested;
+    typedef typename internal::remove_all<LhsNested>::type LhsNestedCleaned;
+    typedef typename internal::remove_all<RhsNested>::type RhsNestedCleaned;
+
+    Product(const Lhs& lhs, const Rhs& rhs) : m_lhs(lhs), m_rhs(rhs)
+    {
+      eigen_assert(lhs.cols() == rhs.rows()
+        && "invalid matrix product"
+        && "if you wanted a coeff-wise or a dot product use the respective explicit functions");
+    }
+
+    inline Index rows() const { return m_lhs.rows(); }
+    inline Index cols() const { return m_rhs.cols(); }
+
+    const LhsNestedCleaned& lhs() const { return m_lhs; }
+    const RhsNestedCleaned& rhs() const { return m_rhs; }
+
+  protected:
+
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+};
+
+template<typename Lhs, typename Rhs>
+class ProductImpl<Lhs,Rhs,Dense> : public internal::dense_xpr_base<Product<Lhs,Rhs> >::type
+{
+    typedef Product<Lhs, Rhs> Derived;
+  public:
+
+    typedef typename internal::dense_xpr_base<Product<Lhs, Rhs> >::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Derived)
+};
+
+/***************************************************************************
+* Implementation of matrix base methods
+***************************************************************************/
+
+
+/** \internal used to test the evaluator only
+  */
+template<typename Lhs,typename Rhs>
+const Product<Lhs,Rhs>
+prod(const Lhs& lhs, const Rhs& rhs)
+{
+  return Product<Lhs,Rhs>(lhs,rhs);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_PRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/Core/ProductBase.h b/third_party/eigen3/Eigen/src/Core/ProductBase.h
new file mode 100644
index 0000000000..b6152cb8ca
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/ProductBase.h
@@ -0,0 +1,280 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_PRODUCTBASE_H
+#define EIGEN_PRODUCTBASE_H
+
+namespace Eigen { 
+
+/** \class ProductBase
+  * \ingroup Core_Module
+  *
+  */
+
+namespace internal {
+template<typename Derived, typename _Lhs, typename _Rhs>
+struct traits<ProductBase<Derived,_Lhs,_Rhs> >
+{
+  typedef MatrixXpr XprKind;
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+  typedef typename promote_storage_type<typename traits<Lhs>::StorageKind,
+                                           typename traits<Rhs>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<Lhs>::Index,
+                                         typename traits<Rhs>::Index>::type Index;
+  enum {
+    RowsAtCompileTime = traits<Lhs>::RowsAtCompileTime,
+    ColsAtCompileTime = traits<Rhs>::ColsAtCompileTime,
+    MaxRowsAtCompileTime = traits<Lhs>::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = traits<Rhs>::MaxColsAtCompileTime,
+    Flags = (MaxRowsAtCompileTime==1 ? RowMajorBit : 0)
+          | EvalBeforeNestingBit | EvalBeforeAssigningBit | NestByRefBit,
+                  // Note that EvalBeforeNestingBit and NestByRefBit
+                  // are not used in practice because nested is overloaded for products
+    CoeffReadCost = 0 // FIXME why is it needed ?
+  };
+};
+}
+
+#define EIGEN_PRODUCT_PUBLIC_INTERFACE(Derived) \
+  typedef ProductBase<Derived, Lhs, Rhs > Base; \
+  EIGEN_DENSE_PUBLIC_INTERFACE(Derived) \
+  typedef typename Base::LhsNested LhsNested; \
+  typedef typename Base::_LhsNested _LhsNested; \
+  typedef typename Base::LhsBlasTraits LhsBlasTraits; \
+  typedef typename Base::ActualLhsType ActualLhsType; \
+  typedef typename Base::_ActualLhsType _ActualLhsType; \
+  typedef typename Base::RhsNested RhsNested; \
+  typedef typename Base::_RhsNested _RhsNested; \
+  typedef typename Base::RhsBlasTraits RhsBlasTraits; \
+  typedef typename Base::ActualRhsType ActualRhsType; \
+  typedef typename Base::_ActualRhsType _ActualRhsType; \
+  using Base::m_lhs; \
+  using Base::m_rhs;
+
+template<typename Derived, typename Lhs, typename Rhs>
+class ProductBase : public MatrixBase<Derived>
+{
+  public:
+    typedef MatrixBase<Derived> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ProductBase)
+    
+    typedef typename Lhs::Nested LhsNested;
+    typedef typename internal::remove_all<LhsNested>::type _LhsNested;
+    typedef internal::blas_traits<_LhsNested> LhsBlasTraits;
+    typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhsType;
+    typedef typename internal::remove_all<ActualLhsType>::type _ActualLhsType;
+    typedef typename internal::traits<Lhs>::Scalar LhsScalar;
+
+    typedef typename Rhs::Nested RhsNested;
+    typedef typename internal::remove_all<RhsNested>::type _RhsNested;
+    typedef internal::blas_traits<_RhsNested> RhsBlasTraits;
+    typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhsType;
+    typedef typename internal::remove_all<ActualRhsType>::type _ActualRhsType;
+    typedef typename internal::traits<Rhs>::Scalar RhsScalar;
+
+    // Diagonal of a product: no need to evaluate the arguments because they are going to be evaluated only once
+    typedef CoeffBasedProduct<LhsNested, RhsNested, 0> FullyLazyCoeffBaseProductType;
+
+  public:
+
+    typedef typename Base::PlainObject PlainObject;
+
+    ProductBase(const Lhs& a_lhs, const Rhs& a_rhs)
+      : m_lhs(a_lhs), m_rhs(a_rhs)
+    {
+      eigen_assert(a_lhs.cols() == a_rhs.rows()
+        && "invalid matrix product"
+        && "if you wanted a coeff-wise or a dot product use the respective explicit functions");
+    }
+
+    inline Index rows() const { return m_lhs.rows(); }
+    inline Index cols() const { return m_rhs.cols(); }
+
+    template<typename Dest>
+    inline void evalTo(Dest& dst) const { dst.setZero(); scaleAndAddTo(dst,Scalar(1)); }
+
+    template<typename Dest>
+    inline void addTo(Dest& dst) const { scaleAndAddTo(dst,Scalar(1)); }
+
+    template<typename Dest>
+    inline void subTo(Dest& dst) const { scaleAndAddTo(dst,Scalar(-1)); }
+
+    template<typename Dest>
+    inline void scaleAndAddTo(Dest& dst, const Scalar& alpha) const { derived().scaleAndAddTo(dst,alpha); }
+
+    const _LhsNested& lhs() const { return m_lhs; }
+    const _RhsNested& rhs() const { return m_rhs; }
+
+    // Implicit conversion to the nested type (trigger the evaluation of the product)
+    operator const PlainObject& () const
+    {
+      m_result.resize(m_lhs.rows(), m_rhs.cols());
+      derived().evalTo(m_result);
+      return m_result;
+    }
+
+    const Diagonal<const FullyLazyCoeffBaseProductType,0> diagonal() const
+    { return FullyLazyCoeffBaseProductType(m_lhs, m_rhs); }
+
+    template<int Index>
+    const Diagonal<const FullyLazyCoeffBaseProductType,Index> diagonal() const
+    { return FullyLazyCoeffBaseProductType(m_lhs, m_rhs); }
+
+    const Diagonal<const FullyLazyCoeffBaseProductType, DynamicIndex> diagonal(Index index) const {
+      return Diagonal<const FullyLazyCoeffBaseProductType, DynamicIndex>(
+          FullyLazyCoeffBaseProductType(m_lhs, m_rhs), index);
+    }
+
+    // restrict coeff accessors to 1x1 expressions. No need to care about mutators here since this isnt a Lvalue expression
+    typename Base::CoeffReturnType coeff(Index row, Index col) const
+    {
+#ifdef EIGEN2_SUPPORT
+      return lhs().row(row).cwiseProduct(rhs().col(col).transpose()).sum();
+#else
+      EIGEN_STATIC_ASSERT_SIZE_1x1(Derived)
+      eigen_assert(this->rows() == 1 && this->cols() == 1);
+      Matrix<Scalar,1,1> result = *this;
+      return result.coeff(row,col);
+#endif
+    }
+
+    typename Base::CoeffReturnType coeff(Index i) const
+    {
+      EIGEN_STATIC_ASSERT_SIZE_1x1(Derived)
+      eigen_assert(this->rows() == 1 && this->cols() == 1);
+      Matrix<Scalar,1,1> result = *this;
+      return result.coeff(i);
+    }
+
+    const Scalar& coeffRef(Index row, Index col) const
+    {
+      EIGEN_STATIC_ASSERT_SIZE_1x1(Derived)
+      eigen_assert(this->rows() == 1 && this->cols() == 1);
+      return derived().coeffRef(row,col);
+    }
+
+    const Scalar& coeffRef(Index i) const
+    {
+      EIGEN_STATIC_ASSERT_SIZE_1x1(Derived)
+      eigen_assert(this->rows() == 1 && this->cols() == 1);
+      return derived().coeffRef(i);
+    }
+
+  protected:
+
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+
+    mutable PlainObject m_result;
+};
+
+// here we need to overload the nested rule for products
+// such that the nested type is a const reference to a plain matrix
+namespace internal {
+template<typename Lhs, typename Rhs, int Mode, int N, typename PlainObject>
+struct nested<GeneralProduct<Lhs,Rhs,Mode>, N, PlainObject>
+{
+  typedef PlainObject const& type;
+};
+}
+
+template<typename NestedProduct>
+class ScaledProduct;
+
+// Note that these two operator* functions are not defined as member
+// functions of ProductBase, because, otherwise we would have to
+// define all overloads defined in MatrixBase. Furthermore, Using
+// "using Base::operator*" would not work with MSVC.
+//
+// Also note that here we accept any compatible scalar types
+template<typename Derived,typename Lhs,typename Rhs>
+const ScaledProduct<Derived>
+operator*(const ProductBase<Derived,Lhs,Rhs>& prod, const typename Derived::Scalar& x)
+{ return ScaledProduct<Derived>(prod.derived(), x); }
+
+template<typename Derived,typename Lhs,typename Rhs>
+typename internal::enable_if<!internal::is_same<typename Derived::Scalar,typename Derived::RealScalar>::value,
+                      const ScaledProduct<Derived> >::type
+operator*(const ProductBase<Derived,Lhs,Rhs>& prod, const typename Derived::RealScalar& x)
+{ return ScaledProduct<Derived>(prod.derived(), x); }
+
+
+template<typename Derived,typename Lhs,typename Rhs>
+const ScaledProduct<Derived>
+operator*(const typename Derived::Scalar& x,const ProductBase<Derived,Lhs,Rhs>& prod)
+{ return ScaledProduct<Derived>(prod.derived(), x); }
+
+template<typename Derived,typename Lhs,typename Rhs>
+typename internal::enable_if<!internal::is_same<typename Derived::Scalar,typename Derived::RealScalar>::value,
+                      const ScaledProduct<Derived> >::type
+operator*(const typename Derived::RealScalar& x,const ProductBase<Derived,Lhs,Rhs>& prod)
+{ return ScaledProduct<Derived>(prod.derived(), x); }
+
+namespace internal {
+template<typename NestedProduct>
+struct traits<ScaledProduct<NestedProduct> >
+ : traits<ProductBase<ScaledProduct<NestedProduct>,
+                         typename NestedProduct::_LhsNested,
+                         typename NestedProduct::_RhsNested> >
+{
+  typedef typename traits<NestedProduct>::StorageKind StorageKind;
+};
+}
+
+template<typename NestedProduct>
+class ScaledProduct
+  : public ProductBase<ScaledProduct<NestedProduct>,
+                       typename NestedProduct::_LhsNested,
+                       typename NestedProduct::_RhsNested>
+{
+  public:
+    typedef ProductBase<ScaledProduct<NestedProduct>,
+                       typename NestedProduct::_LhsNested,
+                       typename NestedProduct::_RhsNested> Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::PlainObject PlainObject;
+//     EIGEN_PRODUCT_PUBLIC_INTERFACE(ScaledProduct)
+
+    ScaledProduct(const NestedProduct& prod, const Scalar& x)
+    : Base(prod.lhs(),prod.rhs()), m_prod(prod), m_alpha(x) {}
+
+    template<typename Dest>
+    inline void evalTo(Dest& dst) const { dst.setZero(); scaleAndAddTo(dst, Scalar(1)); }
+
+    template<typename Dest>
+    inline void addTo(Dest& dst) const { scaleAndAddTo(dst, Scalar(1)); }
+
+    template<typename Dest>
+    inline void subTo(Dest& dst) const { scaleAndAddTo(dst, Scalar(-1)); }
+
+    template<typename Dest>
+    inline void scaleAndAddTo(Dest& dst, const Scalar& a_alpha) const { m_prod.derived().scaleAndAddTo(dst,a_alpha * m_alpha); }
+
+    const Scalar& alpha() const { return m_alpha; }
+    
+  protected:
+    const NestedProduct& m_prod;
+    Scalar m_alpha;
+};
+
+/** \internal
+  * Overloaded to perform an efficient C = (A*B).lazy() */
+template<typename Derived>
+template<typename ProductDerived, typename Lhs, typename Rhs>
+Derived& MatrixBase<Derived>::lazyAssign(const ProductBase<ProductDerived, Lhs,Rhs>& other)
+{
+  other.derived().evalTo(derived());
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_PRODUCTBASE_H
diff --git a/third_party/eigen3/Eigen/src/Core/ProductEvaluators.h b/third_party/eigen3/Eigen/src/Core/ProductEvaluators.h
new file mode 100644
index 0000000000..855914f2eb
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/ProductEvaluators.h
@@ -0,0 +1,411 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_PRODUCTEVALUATORS_H
+#define EIGEN_PRODUCTEVALUATORS_H
+
+namespace Eigen {
+  
+namespace internal {
+  
+// We can evaluate the product either all at once, like GeneralProduct and its evalTo() function, or
+// traverse the matrix coefficient by coefficient, like CoeffBasedProduct.  Use the existing logic
+// in ProductReturnType to decide.
+
+template<typename XprType, typename ProductType>
+struct product_evaluator_dispatcher;
+
+template<typename Lhs, typename Rhs>
+struct evaluator_impl<Product<Lhs, Rhs> >
+  : product_evaluator_dispatcher<Product<Lhs, Rhs>, typename ProductReturnType<Lhs, Rhs>::Type> 
+{
+  typedef Product<Lhs, Rhs> XprType;
+  typedef product_evaluator_dispatcher<XprType, typename ProductReturnType<Lhs, Rhs>::Type> Base;
+
+  evaluator_impl(const XprType& xpr) : Base(xpr) 
+  { }
+};
+
+template<typename XprType, typename ProductType>
+struct product_evaluator_traits_dispatcher;
+
+template<typename Lhs, typename Rhs>
+struct evaluator_traits<Product<Lhs, Rhs> >
+  : product_evaluator_traits_dispatcher<Product<Lhs, Rhs>, typename ProductReturnType<Lhs, Rhs>::Type> 
+{ 
+  static const int AssumeAliasing = 1;
+};
+
+// Case 1: Evaluate all at once
+//
+// We can view the GeneralProduct class as a part of the product evaluator. 
+// Four sub-cases: InnerProduct, OuterProduct, GemmProduct and GemvProduct.
+// InnerProduct is special because GeneralProduct does not have an evalTo() method in this case.
+
+template<typename Lhs, typename Rhs>
+struct product_evaluator_traits_dispatcher<Product<Lhs, Rhs>, GeneralProduct<Lhs, Rhs, InnerProduct> > 
+{
+  static const int HasEvalTo = 0;
+};
+
+template<typename Lhs, typename Rhs>
+struct product_evaluator_dispatcher<Product<Lhs, Rhs>, GeneralProduct<Lhs, Rhs, InnerProduct> > 
+  : public evaluator<typename Product<Lhs, Rhs>::PlainObject>::type
+{
+  typedef Product<Lhs, Rhs> XprType;
+  typedef typename XprType::PlainObject PlainObject;
+  typedef typename evaluator<PlainObject>::type evaluator_base;
+
+  // TODO: Computation is too early (?)
+  product_evaluator_dispatcher(const XprType& xpr) : evaluator_base(m_result)
+  {
+    m_result.coeffRef(0,0) = (xpr.lhs().transpose().cwiseProduct(xpr.rhs())).sum();
+  }
+  
+protected:  
+  PlainObject m_result;
+};
+
+// For the other three subcases, simply call the evalTo() method of GeneralProduct
+// TODO: GeneralProduct should take evaluators, not expression objects.
+
+template<typename Lhs, typename Rhs, int ProductType>
+struct product_evaluator_traits_dispatcher<Product<Lhs, Rhs>, GeneralProduct<Lhs, Rhs, ProductType> > 
+{
+  static const int HasEvalTo = 1;
+};
+
+template<typename Lhs, typename Rhs, int ProductType>
+struct product_evaluator_dispatcher<Product<Lhs, Rhs>, GeneralProduct<Lhs, Rhs, ProductType> > 
+{
+  typedef Product<Lhs, Rhs> XprType;
+  typedef typename XprType::PlainObject PlainObject;
+  typedef typename evaluator<PlainObject>::type evaluator_base;
+  
+  product_evaluator_dispatcher(const XprType& xpr) : m_xpr(xpr)
+  { }
+  
+  template<typename DstEvaluatorType, typename DstXprType>
+  void evalTo(DstEvaluatorType /* not used */, DstXprType& dst) const
+  {
+    dst.resize(m_xpr.rows(), m_xpr.cols());
+    GeneralProduct<Lhs, Rhs, ProductType>(m_xpr.lhs(), m_xpr.rhs()).evalTo(dst);
+  }
+  
+protected: 
+  const XprType& m_xpr;
+};
+
+// Case 2: Evaluate coeff by coeff
+//
+// This is mostly taken from CoeffBasedProduct.h
+// The main difference is that we add an extra argument to the etor_product_*_impl::run() function
+// for the inner dimension of the product, because evaluator object do not know their size.
+
+template<int Traversal, int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
+struct etor_product_coeff_impl;
+
+template<int StorageOrder, int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl;
+
+template<typename Lhs, typename Rhs, typename LhsNested, typename RhsNested, int Flags>
+struct product_evaluator_traits_dispatcher<Product<Lhs, Rhs>, CoeffBasedProduct<LhsNested, RhsNested, Flags> >
+{
+  static const int HasEvalTo = 0;
+};
+
+template<typename Lhs, typename Rhs, typename LhsNested, typename RhsNested, int Flags>
+struct product_evaluator_dispatcher<Product<Lhs, Rhs>, CoeffBasedProduct<LhsNested, RhsNested, Flags> >
+  : evaluator_impl_base<Product<Lhs, Rhs> >
+{
+  typedef Product<Lhs, Rhs> XprType;
+  typedef CoeffBasedProduct<LhsNested, RhsNested, Flags> CoeffBasedProductType;
+
+  product_evaluator_dispatcher(const XprType& xpr) 
+    : m_lhsImpl(xpr.lhs()), 
+      m_rhsImpl(xpr.rhs()),  
+      m_innerDim(xpr.lhs().cols())
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketScalar PacketScalar;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  // Everything below here is taken from CoeffBasedProduct.h
+
+  enum {
+    RowsAtCompileTime = traits<CoeffBasedProductType>::RowsAtCompileTime,
+    PacketSize = packet_traits<Scalar>::size,
+    InnerSize  = traits<CoeffBasedProductType>::InnerSize,
+    CoeffReadCost = traits<CoeffBasedProductType>::CoeffReadCost,
+    Unroll = CoeffReadCost != Dynamic && CoeffReadCost <= EIGEN_UNROLLING_LIMIT,
+    CanVectorizeInner = traits<CoeffBasedProductType>::CanVectorizeInner
+  };
+
+  typedef typename evaluator<Lhs>::type LhsEtorType;
+  typedef typename evaluator<Rhs>::type RhsEtorType;
+  typedef etor_product_coeff_impl<CanVectorizeInner ? InnerVectorizedTraversal : DefaultTraversal,
+                                  Unroll ? InnerSize-1 : Dynamic,
+                                  LhsEtorType, RhsEtorType, Scalar> CoeffImpl;
+
+  const CoeffReturnType coeff(Index row, Index col) const
+  {
+    Scalar res;
+    CoeffImpl::run(row, col, m_lhsImpl, m_rhsImpl, m_innerDim, res);
+    return res;
+  }
+
+  /* Allow index-based non-packet access. It is impossible though to allow index-based packed access,
+   * which is why we don't set the LinearAccessBit.
+   */
+  const CoeffReturnType coeff(Index index) const
+  {
+    Scalar res;
+    const Index row = RowsAtCompileTime == 1 ? 0 : index;
+    const Index col = RowsAtCompileTime == 1 ? index : 0;
+    CoeffImpl::run(row, col, m_lhsImpl, m_rhsImpl, m_innerDim, res);
+    return res;
+  }
+
+  template<int LoadMode>
+  const PacketReturnType packet(Index row, Index col) const
+  {
+    PacketScalar res;
+    typedef etor_product_packet_impl<Flags&RowMajorBit ? RowMajor : ColMajor,
+				     Unroll ? InnerSize-1 : Dynamic,
+				     LhsEtorType, RhsEtorType, PacketScalar, LoadMode> PacketImpl;
+    PacketImpl::run(row, col, m_lhsImpl, m_rhsImpl, m_innerDim, res);
+    return res;
+  }
+
+protected:
+  typename evaluator<Lhs>::type m_lhsImpl;
+  typename evaluator<Rhs>::type m_rhsImpl;
+
+  // TODO: Get rid of m_innerDim if known at compile time
+  Index m_innerDim;
+};
+
+/***************************************************************************
+* Normal product .coeff() implementation (with meta-unrolling)
+***************************************************************************/
+
+/**************************************
+*** Scalar path  - no vectorization ***
+**************************************/
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
+struct etor_product_coeff_impl<DefaultTraversal, UnrollingIndex, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, RetScalar &res)
+  {
+    etor_product_coeff_impl<DefaultTraversal, UnrollingIndex-1, Lhs, Rhs, RetScalar>::run(row, col, lhs, rhs, innerDim, res);
+    res += lhs.coeff(row, UnrollingIndex) * rhs.coeff(UnrollingIndex, col);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename RetScalar>
+struct etor_product_coeff_impl<DefaultTraversal, 0, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, RetScalar &res)
+  {
+    res = lhs.coeff(row, 0) * rhs.coeff(0, col);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename RetScalar>
+struct etor_product_coeff_impl<DefaultTraversal, Dynamic, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, RetScalar& res)
+  {
+    eigen_assert(innerDim>0 && "you are using a non initialized matrix");
+    res = lhs.coeff(row, 0) * rhs.coeff(0, col);
+    for(Index i = 1; i < innerDim; ++i)
+      res += lhs.coeff(row, i) * rhs.coeff(i, col);
+  }
+};
+
+/*******************************************
+*** Scalar path with inner vectorization ***
+*******************************************/
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet>
+struct etor_product_coeff_vectorized_unroller
+{
+  typedef typename Lhs::Index Index;
+  enum { PacketSize = packet_traits<typename Lhs::Scalar>::size };
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, typename Lhs::PacketScalar &pres)
+  {
+    etor_product_coeff_vectorized_unroller<UnrollingIndex-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, innerDim, pres);
+    pres = padd(pres, pmul( lhs.template packet<Aligned>(row, UnrollingIndex) , rhs.template packet<Aligned>(UnrollingIndex, col) ));
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet>
+struct etor_product_coeff_vectorized_unroller<0, Lhs, Rhs, Packet>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, typename Lhs::PacketScalar &pres)
+  {
+    pres = pmul(lhs.template packet<Aligned>(row, 0) , rhs.template packet<Aligned>(0, col));
+  }
+};
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
+struct etor_product_coeff_impl<InnerVectorizedTraversal, UnrollingIndex, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::PacketScalar Packet;
+  typedef typename Lhs::Index Index;
+  enum { PacketSize = packet_traits<typename Lhs::Scalar>::size };
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, RetScalar &res)
+  {
+    Packet pres;
+    etor_product_coeff_vectorized_unroller<UnrollingIndex+1-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, innerDim, pres);
+    etor_product_coeff_impl<DefaultTraversal,UnrollingIndex,Lhs,Rhs,RetScalar>::run(row, col, lhs, rhs, innerDim, res);
+    res = predux(pres);
+  }
+};
+
+template<typename Lhs, typename Rhs, int LhsRows = Lhs::RowsAtCompileTime, int RhsCols = Rhs::ColsAtCompileTime>
+struct etor_product_coeff_vectorized_dyn_selector
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, typename Lhs::Scalar &res)
+  {
+    res = lhs.row(row).transpose().cwiseProduct(rhs.col(col)).sum();
+  }
+};
+
+// NOTE the 3 following specializations are because taking .col(0) on a vector is a bit slower
+// NOTE maybe they are now useless since we have a specialization for Block<Matrix>
+template<typename Lhs, typename Rhs, int RhsCols>
+struct etor_product_coeff_vectorized_dyn_selector<Lhs,Rhs,1,RhsCols>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index /*row*/, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, typename Lhs::Scalar &res)
+  {
+    res = lhs.transpose().cwiseProduct(rhs.col(col)).sum();
+  }
+};
+
+template<typename Lhs, typename Rhs, int LhsRows>
+struct etor_product_coeff_vectorized_dyn_selector<Lhs,Rhs,LhsRows,1>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index /*col*/, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, typename Lhs::Scalar &res)
+  {
+    res = lhs.row(row).transpose().cwiseProduct(rhs).sum();
+  }
+};
+
+template<typename Lhs, typename Rhs>
+struct etor_product_coeff_vectorized_dyn_selector<Lhs,Rhs,1,1>
+{
+  typedef typename Lhs::Index Index;
+  EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, typename Lhs::Scalar &res)
+  {
+    res = lhs.transpose().cwiseProduct(rhs).sum();
+  }
+};
+
+template<typename Lhs, typename Rhs, typename RetScalar>
+struct etor_product_coeff_impl<InnerVectorizedTraversal, Dynamic, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, typename Lhs::Scalar &res)
+  {
+    etor_product_coeff_vectorized_dyn_selector<Lhs,Rhs>::run(row, col, lhs, rhs, innerDim, res);
+  }
+};
+
+/*******************
+*** Packet path  ***
+*******************/
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl<RowMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet &res)
+  {
+    etor_product_packet_impl<RowMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, innerDim, res);
+    res =  pmadd(pset1<Packet>(lhs.coeff(row, UnrollingIndex)), rhs.template packet<LoadMode>(UnrollingIndex, col), res);
+  }
+};
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl<ColMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet &res)
+  {
+    etor_product_packet_impl<ColMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, innerDim, res);
+    res =  pmadd(lhs.template packet<LoadMode>(row, UnrollingIndex), pset1<Packet>(rhs.coeff(UnrollingIndex, col)), res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, Packet &res)
+  {
+    res = pmul(pset1<Packet>(lhs.coeff(row, 0)),rhs.template packet<LoadMode>(0, col));
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, Packet &res)
+  {
+    res = pmul(lhs.template packet<LoadMode>(row, 0), pset1<Packet>(rhs.coeff(0, col)));
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl<RowMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet& res)
+  {
+    eigen_assert(innerDim>0 && "you are using a non initialized matrix");
+    res = pmul(pset1<Packet>(lhs.coeff(row, 0)),rhs.template packet<LoadMode>(0, col));
+    for(Index i = 1; i < innerDim; ++i)
+      res =  pmadd(pset1<Packet>(lhs.coeff(row, i)), rhs.template packet<LoadMode>(i, col), res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct etor_product_packet_impl<ColMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet& res)
+  {
+    eigen_assert(innerDim>0 && "you are using a non initialized matrix");
+    res = pmul(lhs.template packet<LoadMode>(row, 0), pset1<Packet>(rhs.coeff(0, col)));
+    for(Index i = 1; i < innerDim; ++i)
+      res =  pmadd(lhs.template packet<LoadMode>(row, i), pset1<Packet>(rhs.coeff(i, col)), res);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PRODUCT_EVALUATORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/Random.h b/third_party/eigen3/Eigen/src/Core/Random.h
new file mode 100644
index 0000000000..2d3a7243bc
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Random.h
@@ -0,0 +1,193 @@
+// 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_RANDOM_H
+#define EIGEN_RANDOM_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Scalar> struct scalar_random_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_random_op)
+
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index, Index = 0) const {
+#ifndef __CUDA_ARCH__
+    // We're not compiling a cuda kernel
+    return random<Scalar>();
+#else
+    // We're trying to generate a random number from a cuda kernel.
+    assert(false && "Generating random numbers on gpu isn't supported yet");
+    return Scalar(0);
+#endif
+  }
+};
+
+template<typename Scalar>
+struct functor_traits<scalar_random_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false, IsRepeatable = false }; };
+
+} // end namespace internal
+
+/** \returns a random matrix expression
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * The parameters \a rows and \a cols are the number of rows and of columns of
+  * the returned matrix. Must be compatible with this MatrixBase type.
+  *
+  * \not_reentrant
+  *
+  * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
+  * it is redundant to pass \a rows and \a cols as arguments, so Random() should be used
+  * instead.
+  *
+  *
+  * Example: \include MatrixBase_random_int_int.cpp
+  * Output: \verbinclude MatrixBase_random_int_int.out
+  *
+  * This expression has the "evaluate before nesting" flag so that it will be evaluated into
+  * a temporary matrix whenever it is nested in a larger expression. This prevents unexpected
+  * behavior with expressions involving random matrices.
+  *
+  * See DenseBase::NullaryExpr(Index, const CustomNullaryOp&) for an example using C++11 random generators.
+  *
+  * \sa DenseBase::setRandom(), DenseBase::Random(Index), DenseBase::Random()
+  */
+template<typename Derived>
+inline const CwiseNullaryOp<internal::scalar_random_op<typename internal::traits<Derived>::Scalar>, Derived>
+DenseBase<Derived>::Random(Index rows, Index cols)
+{
+  return NullaryExpr(rows, cols, internal::scalar_random_op<Scalar>());
+}
+
+/** \returns a random vector expression
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * The parameter \a size is the size of the returned vector.
+  * Must be compatible with this MatrixBase type.
+  *
+  * \only_for_vectors
+  * \not_reentrant
+  *
+  * This variant is meant to be used for dynamic-size vector types. For fixed-size types,
+  * it is redundant to pass \a size as argument, so Random() should be used
+  * instead.
+  *
+  * Example: \include MatrixBase_random_int.cpp
+  * Output: \verbinclude MatrixBase_random_int.out
+  *
+  * This expression has the "evaluate before nesting" flag so that it will be evaluated into
+  * a temporary vector whenever it is nested in a larger expression. This prevents unexpected
+  * behavior with expressions involving random matrices.
+  *
+  * \sa DenseBase::setRandom(), DenseBase::Random(Index,Index), DenseBase::Random()
+  */
+template<typename Derived>
+inline const CwiseNullaryOp<internal::scalar_random_op<typename internal::traits<Derived>::Scalar>, Derived>
+DenseBase<Derived>::Random(Index size)
+{
+  return NullaryExpr(size, internal::scalar_random_op<Scalar>());
+}
+
+/** \returns a fixed-size random matrix or vector expression
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * This variant is only for fixed-size MatrixBase types. For dynamic-size types, you
+  * need to use the variants taking size arguments.
+  *
+  * Example: \include MatrixBase_random.cpp
+  * Output: \verbinclude MatrixBase_random.out
+  *
+  * This expression has the "evaluate before nesting" flag so that it will be evaluated into
+  * a temporary matrix whenever it is nested in a larger expression. This prevents unexpected
+  * behavior with expressions involving random matrices.
+  *
+  * \not_reentrant
+  *
+  * \sa DenseBase::setRandom(), DenseBase::Random(Index,Index), DenseBase::Random(Index)
+  */
+template<typename Derived>
+inline const CwiseNullaryOp<internal::scalar_random_op<typename internal::traits<Derived>::Scalar>, Derived>
+DenseBase<Derived>::Random()
+{
+  return NullaryExpr(RowsAtCompileTime, ColsAtCompileTime, internal::scalar_random_op<Scalar>());
+}
+
+/** Sets all coefficients in this expression to random values.
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * \not_reentrant
+  *
+  * Example: \include MatrixBase_setRandom.cpp
+  * Output: \verbinclude MatrixBase_setRandom.out
+  *
+  * \sa class CwiseNullaryOp, setRandom(Index), setRandom(Index,Index)
+  */
+template<typename Derived>
+inline Derived& DenseBase<Derived>::setRandom()
+{
+  return *this = Random(rows(), cols());
+}
+
+/** Resizes to the given \a newSize, and sets all coefficients in this expression to random values.
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * \only_for_vectors
+  * \not_reentrant
+  *
+  * Example: \include Matrix_setRandom_int.cpp
+  * Output: \verbinclude Matrix_setRandom_int.out
+  *
+  * \sa DenseBase::setRandom(), setRandom(Index,Index), class CwiseNullaryOp, DenseBase::Random()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setRandom(Index newSize)
+{
+  resize(newSize);
+  return setRandom();
+}
+
+/** Resizes to the given size, and sets all coefficients in this expression to random values.
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * \not_reentrant
+  *
+  * \param nbRows the new number of rows
+  * \param nbCols the new number of columns
+  *
+  * Example: \include Matrix_setRandom_int_int.cpp
+  * Output: \verbinclude Matrix_setRandom_int_int.out
+  *
+  * \sa DenseBase::setRandom(), setRandom(Index), class CwiseNullaryOp, DenseBase::Random()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setRandom(Index nbRows, Index nbCols)
+{
+  resize(nbRows, nbCols);
+  return setRandom();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_RANDOM_H
diff --git a/third_party/eigen3/Eigen/src/Core/Redux.h b/third_party/eigen3/Eigen/src/Core/Redux.h
new file mode 100644
index 0000000000..5b82c9a654
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Redux.h
@@ -0,0 +1,417 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_REDUX_H
+#define EIGEN_REDUX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+// TODO
+//  * implement other kind of vectorization
+//  * factorize code
+
+/***************************************************************************
+* Part 1 : the logic deciding a strategy for vectorization and unrolling
+***************************************************************************/
+
+template<typename Func, typename Derived>
+struct redux_traits
+{
+public:
+  enum {
+    PacketSize = packet_traits<typename Derived::Scalar>::size,
+    InnerMaxSize = int(Derived::IsRowMajor)
+                 ? Derived::MaxColsAtCompileTime
+                 : Derived::MaxRowsAtCompileTime
+  };
+
+  enum {
+    MightVectorize = (int(Derived::Flags)&ActualPacketAccessBit)
+                  && (functor_traits<Func>::PacketAccess),
+    MayLinearVectorize = MightVectorize && (int(Derived::Flags)&LinearAccessBit),
+    MaySliceVectorize  = MightVectorize && int(InnerMaxSize)>=3*PacketSize
+  };
+
+public:
+  enum {
+    Traversal = int(MayLinearVectorize) ? int(LinearVectorizedTraversal)
+              : int(MaySliceVectorize)  ? int(SliceVectorizedTraversal)
+                                        : int(DefaultTraversal)
+  };
+
+public:
+  enum {
+    Cost = (  Derived::SizeAtCompileTime == Dynamic
+           || Derived::CoeffReadCost == Dynamic
+           || (Derived::SizeAtCompileTime!=1 && functor_traits<Func>::Cost == Dynamic)
+           ) ? Dynamic
+           : Derived::SizeAtCompileTime * Derived::CoeffReadCost
+               + (Derived::SizeAtCompileTime-1) * functor_traits<Func>::Cost,
+    UnrollingLimit = EIGEN_UNROLLING_LIMIT * (int(Traversal) == int(DefaultTraversal) ? 1 : int(PacketSize))
+  };
+
+public:
+  enum {
+    Unrolling = Cost != Dynamic && Cost <= UnrollingLimit
+              ? CompleteUnrolling
+              : NoUnrolling
+  };
+};
+
+/***************************************************************************
+* Part 2 : unrollers
+***************************************************************************/
+
+/*** no vectorization ***/
+
+template<typename Func, typename Derived, int Start, int Length>
+struct redux_novec_unroller
+{
+  enum {
+    HalfLength = Length/2
+  };
+
+  typedef typename Derived::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func& func)
+  {
+    return func(redux_novec_unroller<Func, Derived, Start, HalfLength>::run(mat,func),
+                redux_novec_unroller<Func, Derived, Start+HalfLength, Length-HalfLength>::run(mat,func));
+  }
+};
+
+template<typename Func, typename Derived, int Start>
+struct redux_novec_unroller<Func, Derived, Start, 1>
+{
+  enum {
+    outer = Start / Derived::InnerSizeAtCompileTime,
+    inner = Start % Derived::InnerSizeAtCompileTime
+  };
+
+  typedef typename Derived::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func&)
+  {
+    return mat.coeffByOuterInner(outer, inner);
+  }
+};
+
+// This is actually dead code and will never be called. It is required
+// to prevent false warnings regarding failed inlining though
+// for 0 length run() will never be called at all.
+template<typename Func, typename Derived, int Start>
+struct redux_novec_unroller<Func, Derived, Start, 0>
+{
+  typedef typename Derived::Scalar Scalar;
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE Scalar run(const Derived&, const Func&) { return Scalar(); }
+};
+
+/*** vectorization ***/
+
+template<typename Func, typename Derived, int Start, int Length>
+struct redux_vec_unroller
+{
+  enum {
+    PacketSize = packet_traits<typename Derived::Scalar>::size,
+    HalfLength = Length/2
+  };
+
+  typedef typename Derived::Scalar Scalar;
+  typedef typename packet_traits<Scalar>::type PacketScalar;
+
+  static EIGEN_STRONG_INLINE PacketScalar run(const Derived &mat, const Func& func)
+  {
+    return func.packetOp(
+            redux_vec_unroller<Func, Derived, Start, HalfLength>::run(mat,func),
+            redux_vec_unroller<Func, Derived, Start+HalfLength, Length-HalfLength>::run(mat,func) );
+  }
+};
+
+template<typename Func, typename Derived, int Start>
+struct redux_vec_unroller<Func, Derived, Start, 1>
+{
+  enum {
+    index = Start * packet_traits<typename Derived::Scalar>::size,
+    outer = index / int(Derived::InnerSizeAtCompileTime),
+    inner = index % int(Derived::InnerSizeAtCompileTime),
+    alignment = (Derived::Flags & AlignedBit) ? Aligned : Unaligned
+  };
+
+  typedef typename Derived::Scalar Scalar;
+  typedef typename packet_traits<Scalar>::type PacketScalar;
+
+  static EIGEN_STRONG_INLINE PacketScalar run(const Derived &mat, const Func&)
+  {
+    return mat.template packetByOuterInner<alignment>(outer, inner);
+  }
+};
+
+/***************************************************************************
+* Part 3 : implementation of all cases
+***************************************************************************/
+
+template<typename Func, typename Derived,
+         int Traversal = redux_traits<Func, Derived>::Traversal,
+         int Unrolling = redux_traits<Func, Derived>::Unrolling
+>
+struct redux_impl;
+
+template<typename Func, typename Derived>
+struct redux_impl<Func, Derived, DefaultTraversal, NoUnrolling>
+{
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Index Index;
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Derived& mat, const Func& func)
+  {
+    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    Scalar res;
+    res = mat.coeffByOuterInner(0, 0);
+    for(Index i = 1; i < mat.innerSize(); ++i)
+      res = func(res, mat.coeffByOuterInner(0, i));
+    for(Index i = 1; i < mat.outerSize(); ++i)
+      for(Index j = 0; j < mat.innerSize(); ++j)
+        res = func(res, mat.coeffByOuterInner(i, j));
+    return res;
+  }
+};
+
+template<typename Func, typename Derived>
+struct redux_impl<Func,Derived, DefaultTraversal, CompleteUnrolling>
+  : public redux_novec_unroller<Func,Derived, 0, Derived::SizeAtCompileTime>
+{};
+
+template<typename Func, typename Derived>
+struct redux_impl<Func, Derived, LinearVectorizedTraversal, NoUnrolling>
+{
+  typedef typename Derived::Scalar Scalar;
+  typedef typename packet_traits<Scalar>::type PacketScalar;
+  typedef typename Derived::Index Index;
+
+  static Scalar run(const Derived& mat, const Func& func)
+  {
+    const Index size = mat.size();
+    eigen_assert(size && "you are using an empty matrix");
+    const Index packetSize = packet_traits<Scalar>::size;
+    const Index alignedStart = internal::first_aligned(mat);
+    enum {
+      alignment = bool(Derived::Flags & DirectAccessBit) || bool(Derived::Flags & AlignedBit)
+                ? Aligned : Unaligned
+    };
+    const Index alignedSize2 = ((size-alignedStart)/(2*packetSize))*(2*packetSize);
+    const Index alignedSize = ((size-alignedStart)/(packetSize))*(packetSize);
+    const Index alignedEnd2 = alignedStart + alignedSize2;
+    const Index alignedEnd  = alignedStart + alignedSize;
+    Scalar res;
+    if(alignedSize)
+    {
+      PacketScalar packet_res0 = mat.template packet<alignment>(alignedStart);
+      if(alignedSize>packetSize) // we have at least two packets to partly unroll the loop
+      {
+        PacketScalar packet_res1 = mat.template packet<alignment>(alignedStart+packetSize);
+        for(Index index = alignedStart + 2*packetSize; index < alignedEnd2; index += 2*packetSize)
+        {
+          packet_res0 = func.packetOp(packet_res0, mat.template packet<alignment>(index));
+          packet_res1 = func.packetOp(packet_res1, mat.template packet<alignment>(index+packetSize));
+        }
+
+        packet_res0 = func.packetOp(packet_res0,packet_res1);
+        if(alignedEnd>alignedEnd2)
+          packet_res0 = func.packetOp(packet_res0, mat.template packet<alignment>(alignedEnd2));
+      }
+      res = func.predux(packet_res0);
+
+      for(Index index = 0; index < alignedStart; ++index)
+        res = func(res,mat.coeff(index));
+
+      for(Index index = alignedEnd; index < size; ++index)
+        res = func(res,mat.coeff(index));
+    }
+    else // too small to vectorize anything.
+         // since this is dynamic-size hence inefficient anyway for such small sizes, don't try to optimize.
+    {
+      res = mat.coeff(0);
+      for(Index index = 1; index < size; ++index)
+        res = func(res,mat.coeff(index));
+    }
+
+    return res;
+  }
+};
+
+template<typename Func, typename Derived>
+struct redux_impl<Func, Derived, SliceVectorizedTraversal, NoUnrolling>
+{
+  typedef typename Derived::Scalar Scalar;
+  typedef typename packet_traits<Scalar>::type PacketScalar;
+  typedef typename Derived::Index Index;
+
+  static Scalar run(const Derived& mat, const Func& func)
+  {
+    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    const Index innerSize = mat.innerSize();
+    const Index outerSize = mat.outerSize();
+    enum {
+      packetSize = packet_traits<Scalar>::size
+    };
+    const Index packetedInnerSize = ((innerSize)/packetSize)*packetSize;
+    Scalar res;
+    if(packetedInnerSize)
+    {
+      PacketScalar packet_res = mat.template packet<Unaligned>(0,0);
+      for(Index j=0; j<outerSize; ++j)
+        for(Index i=(j==0?packetSize:0); i<packetedInnerSize; i+=Index(packetSize))
+          packet_res = func.packetOp(packet_res, mat.template packetByOuterInner<Unaligned>(j,i));
+
+      res = func.predux(packet_res);
+      for(Index j=0; j<outerSize; ++j)
+        for(Index i=packetedInnerSize; i<innerSize; ++i)
+          res = func(res, mat.coeffByOuterInner(j,i));
+    }
+    else // too small to vectorize anything.
+         // since this is dynamic-size hence inefficient anyway for such small sizes, don't try to optimize.
+    {
+      res = redux_impl<Func, Derived, DefaultTraversal, NoUnrolling>::run(mat, func);
+    }
+
+    return res;
+  }
+};
+
+template<typename Func, typename Derived>
+struct redux_impl<Func, Derived, LinearVectorizedTraversal, CompleteUnrolling>
+{
+  typedef typename Derived::Scalar Scalar;
+  typedef typename packet_traits<Scalar>::type PacketScalar;
+  enum {
+    PacketSize = packet_traits<Scalar>::size,
+    Size = Derived::SizeAtCompileTime,
+    VectorizedSize = (Size / PacketSize) * PacketSize
+  };
+  static EIGEN_STRONG_INLINE Scalar run(const Derived& mat, const Func& func)
+  {
+    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    if (VectorizedSize > 0) {
+      Scalar res = func.predux(redux_vec_unroller<Func, Derived, 0, Size / PacketSize>::run(mat,func));
+      if (VectorizedSize != Size)
+        res = func(res,redux_novec_unroller<Func, Derived, VectorizedSize, Size-VectorizedSize>::run(mat,func));
+      return res;
+    }
+    else {
+      return redux_novec_unroller<Func, Derived, 0, Size>::run(mat,func);
+    }
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Part 4 : public API
+***************************************************************************/
+
+
+/** \returns the result of a full redux operation on the whole matrix or vector using \a func
+  *
+  * The template parameter \a BinaryOp is the type of the functor \a func which must be
+  * an associative operator. Both current STL and TR1 functor styles are handled.
+  *
+  * \sa DenseBase::sum(), DenseBase::minCoeff(), DenseBase::maxCoeff(), MatrixBase::colwise(), MatrixBase::rowwise()
+  */
+template<typename Derived>
+template<typename Func>
+EIGEN_STRONG_INLINE typename internal::result_of<Func(typename internal::traits<Derived>::Scalar)>::type
+DenseBase<Derived>::redux(const Func& func) const
+{
+  typedef typename internal::remove_all<typename Derived::Nested>::type ThisNested;
+  return internal::redux_impl<Func, ThisNested>
+            ::run(derived(), func);
+}
+
+/** \returns the minimum of all coefficients of \c *this.
+  * \warning the result is undefined if \c *this contains NaN.
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::minCoeff() const
+{
+  return this->redux(Eigen::internal::scalar_min_op<Scalar>());
+}
+
+/** \returns the maximum of all coefficients of \c *this.
+  * \warning the result is undefined if \c *this contains NaN.
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::maxCoeff() const
+{
+  return this->redux(Eigen::internal::scalar_max_op<Scalar>());
+}
+
+/** \returns the sum of all coefficients of *this
+  *
+  * \sa trace(), prod(), mean()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::sum() const
+{
+  if(SizeAtCompileTime==0 || (SizeAtCompileTime==Dynamic && size()==0))
+    return Scalar(0);
+  return this->redux(Eigen::internal::scalar_sum_op<Scalar>());
+}
+
+/** \returns the mean of all coefficients of *this
+*
+* \sa trace(), prod(), sum()
+*/
+template<typename Derived>
+EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::mean() const
+{
+  return Scalar(this->redux(Eigen::internal::scalar_sum_op<Scalar>())) / Scalar(this->size());
+}
+
+/** \returns the product of all coefficients of *this
+  *
+  * Example: \include MatrixBase_prod.cpp
+  * Output: \verbinclude MatrixBase_prod.out
+  *
+  * \sa sum(), mean(), trace()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::prod() const
+{
+  if(SizeAtCompileTime==0 || (SizeAtCompileTime==Dynamic && size()==0))
+    return Scalar(1);
+  return this->redux(Eigen::internal::scalar_product_op<Scalar>());
+}
+
+/** \returns the trace of \c *this, i.e. the sum of the coefficients on the main diagonal.
+  *
+  * \c *this can be any matrix, not necessarily square.
+  *
+  * \sa diagonal(), sum()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+MatrixBase<Derived>::trace() const
+{
+  return derived().diagonal().sum();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_REDUX_H
diff --git a/third_party/eigen3/Eigen/src/Core/Ref.h b/third_party/eigen3/Eigen/src/Core/Ref.h
new file mode 100644
index 0000000000..cd6d949c4c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Ref.h
@@ -0,0 +1,260 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 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_REF_H
+#define EIGEN_REF_H
+
+namespace Eigen { 
+
+template<typename Derived> class RefBase;
+template<typename PlainObjectType, int Options = 0,
+         typename StrideType = typename internal::conditional<PlainObjectType::IsVectorAtCompileTime,InnerStride<1>,OuterStride<> >::type > class Ref;
+
+/** \class Ref
+  * \ingroup Core_Module
+  *
+  * \brief A matrix or vector expression mapping an existing expressions
+  *
+  * \tparam PlainObjectType the equivalent matrix type of the mapped data
+  * \tparam Options specifies whether the pointer is \c #Aligned, or \c #Unaligned.
+  *                The default is \c #Unaligned.
+  * \tparam StrideType optionally specifies strides. By default, Ref implies a contiguous storage along the inner dimension (inner stride==1),
+  *                   but accept a variable outer stride (leading dimension).
+  *                   This can be overridden by specifying strides.
+  *                   The type passed here must be a specialization of the Stride template, see examples below.
+  *
+  * This class permits to write non template functions taking Eigen's object as parameters while limiting the number of copies.
+  * A Ref<> object can represent either a const expression or a l-value:
+  * \code
+  * // in-out argument:
+  * void foo1(Ref<VectorXf> x);
+  *
+  * // read-only const argument:
+  * void foo2(const Ref<const VectorXf>& x);
+  * \endcode
+  *
+  * In the in-out case, the input argument must satisfies the constraints of the actual Ref<> type, otherwise a compilation issue will be triggered.
+  * By default, a Ref<VectorXf> can reference any dense vector expression of float having a contiguous memory layout.
+  * Likewise, a Ref<MatrixXf> can reference any column major dense matrix expression of float whose column's elements are contiguously stored with
+  * the possibility to have a constant space inbetween each column, i.e.: the inner stride mmust be equal to 1, but the outer-stride (or leading dimension),
+  * can be greater than the number of rows.
+  *
+  * In the const case, if the input expression does not match the above requirement, then it is evaluated into a temporary before being passed to the function.
+  * Here are some examples:
+  * \code
+  * MatrixXf A;
+  * VectorXf a;
+  * foo1(a.head());             // OK
+  * foo1(A.col());              // OK
+  * foo1(A.row());              // compilation error because here innerstride!=1
+  * foo2(A.row());              // The row is copied into a contiguous temporary
+  * foo2(2*a);                  // The expression is evaluated into a temporary
+  * foo2(A.col().segment(2,4)); // No temporary
+  * \endcode
+  *
+  * The range of inputs that can be referenced without temporary can be enlarged using the last two template parameter.
+  * Here is an example accepting an innerstride!=1:
+  * \code
+  * // in-out argument:
+  * void foo3(Ref<VectorXf,0,InnerStride<> > x);
+  * foo3(A.row());              // OK
+  * \endcode
+  * The downside here is that the function foo3 might be significantly slower than foo1 because it won't be able to exploit vectorization, and will involved more
+  * expensive address computations even if the input is contiguously stored in memory. To overcome this issue, one might propose to overloads internally calling a
+  * template function, e.g.:
+  * \code
+  * // in the .h:
+  * void foo(const Ref<MatrixXf>& A);
+  * void foo(const Ref<MatrixXf,0,Stride<> >& A);
+  *
+  * // in the .cpp:
+  * template<typename TypeOfA> void foo_impl(const TypeOfA& A) {
+  *     ... // crazy code goes here
+  * }
+  * void foo(const Ref<MatrixXf>& A) { foo_impl(A); }
+  * void foo(const Ref<MatrixXf,0,Stride<> >& A) { foo_impl(A); }
+  * \endcode
+  *
+  *
+  * \sa PlainObjectBase::Map(), \ref TopicStorageOrders
+  */
+
+namespace internal {
+
+template<typename _PlainObjectType, int _Options, typename _StrideType>
+struct traits<Ref<_PlainObjectType, _Options, _StrideType> >
+  : public traits<Map<_PlainObjectType, _Options, _StrideType> >
+{
+  typedef _PlainObjectType PlainObjectType;
+  typedef _StrideType StrideType;
+  enum {
+    Options = _Options,
+    Flags = traits<Map<_PlainObjectType, _Options, _StrideType> >::Flags | NestByRefBit
+  };
+
+  template<typename Derived> struct match {
+    enum {
+      HasDirectAccess = internal::has_direct_access<Derived>::ret,
+      StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || Derived::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)),
+      InnerStrideMatch = int(StrideType::InnerStrideAtCompileTime)==int(Dynamic)
+                      || int(StrideType::InnerStrideAtCompileTime)==int(Derived::InnerStrideAtCompileTime)
+                      || (int(StrideType::InnerStrideAtCompileTime)==0 && int(Derived::InnerStrideAtCompileTime)==1),
+      OuterStrideMatch = Derived::IsVectorAtCompileTime
+                      || int(StrideType::OuterStrideAtCompileTime)==int(Dynamic) || int(StrideType::OuterStrideAtCompileTime)==int(Derived::OuterStrideAtCompileTime),
+      AlignmentMatch = (_Options!=Aligned) || ((PlainObjectType::Flags&AlignedBit)==0) || ((traits<Derived>::Flags&AlignedBit)==AlignedBit),
+      MatchAtCompileTime = HasDirectAccess && StorageOrderMatch && InnerStrideMatch && OuterStrideMatch && AlignmentMatch
+    };
+    typedef typename internal::conditional<MatchAtCompileTime,internal::true_type,internal::false_type>::type type;
+  };
+  
+};
+
+template<typename Derived>
+struct traits<RefBase<Derived> > : public traits<Derived> {};
+
+}
+
+template<typename Derived> class RefBase
+ : public MapBase<Derived>
+{
+  typedef typename internal::traits<Derived>::PlainObjectType PlainObjectType;
+  typedef typename internal::traits<Derived>::StrideType StrideType;
+
+public:
+
+  typedef MapBase<Derived> Base;
+  EIGEN_DENSE_PUBLIC_INTERFACE(RefBase)
+
+  inline Index innerStride() const
+  {
+    return StrideType::InnerStrideAtCompileTime != 0 ? m_stride.inner() : 1;
+  }
+
+  inline Index outerStride() const
+  {
+    return StrideType::OuterStrideAtCompileTime != 0 ? m_stride.outer()
+         : IsVectorAtCompileTime ? this->size()
+         : int(Flags)&RowMajorBit ? this->cols()
+         : this->rows();
+  }
+
+  RefBase()
+    : Base(0,RowsAtCompileTime==Dynamic?0:RowsAtCompileTime,ColsAtCompileTime==Dynamic?0:ColsAtCompileTime),
+      // Stride<> does not allow default ctor for Dynamic strides, so let' initialize it with dummy values:
+      m_stride(StrideType::OuterStrideAtCompileTime==Dynamic?0:StrideType::OuterStrideAtCompileTime,
+               StrideType::InnerStrideAtCompileTime==Dynamic?0:StrideType::InnerStrideAtCompileTime)
+  {}
+  
+  EIGEN_INHERIT_ASSIGNMENT_OPERATORS(RefBase)
+
+protected:
+
+  typedef Stride<StrideType::OuterStrideAtCompileTime,StrideType::InnerStrideAtCompileTime> StrideBase;
+
+  template<typename Expression>
+  void construct(Expression& expr)
+  {
+    if(PlainObjectType::RowsAtCompileTime==1)
+    {
+      eigen_assert(expr.rows()==1 || expr.cols()==1);
+      ::new (static_cast<Base*>(this)) Base(expr.data(), 1, expr.size());
+    }
+    else if(PlainObjectType::ColsAtCompileTime==1)
+    {
+      eigen_assert(expr.rows()==1 || expr.cols()==1);
+      ::new (static_cast<Base*>(this)) Base(expr.data(), expr.size(), 1);
+    }
+    else
+      ::new (static_cast<Base*>(this)) Base(expr.data(), expr.rows(), expr.cols());
+    
+    if(Expression::IsVectorAtCompileTime && (!PlainObjectType::IsVectorAtCompileTime) && ((Expression::Flags&RowMajorBit)!=(PlainObjectType::Flags&RowMajorBit)))
+      ::new (&m_stride) StrideBase(expr.innerStride(), StrideType::InnerStrideAtCompileTime==0?0:1);
+    else
+      ::new (&m_stride) StrideBase(StrideType::OuterStrideAtCompileTime==0?0:expr.outerStride(),
+                                   StrideType::InnerStrideAtCompileTime==0?0:expr.innerStride());    
+  }
+
+  StrideBase m_stride;
+};
+
+
+template<typename PlainObjectType, int Options, typename StrideType> class Ref
+  : public RefBase<Ref<PlainObjectType, Options, StrideType> >
+{
+    typedef internal::traits<Ref> Traits;
+  public:
+
+    typedef RefBase<Ref> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Ref)
+
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename Derived>
+    inline Ref(PlainObjectBase<Derived>& expr,
+               typename internal::enable_if<bool(Traits::template match<Derived>::MatchAtCompileTime),Derived>::type* = 0)
+    {
+      Base::construct(expr);
+    }
+    template<typename Derived>
+    inline Ref(const DenseBase<Derived>& expr,
+               typename internal::enable_if<bool(internal::is_lvalue<Derived>::value&&bool(Traits::template match<Derived>::MatchAtCompileTime)),Derived>::type* = 0,
+               int = Derived::ThisConstantIsPrivateInPlainObjectBase)
+    #else
+    template<typename Derived>
+    inline Ref(DenseBase<Derived>& expr)
+    #endif
+    {
+      Base::construct(expr.const_cast_derived());
+    }
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Ref)
+
+};
+
+// this is the const ref version
+template<typename TPlainObjectType, int Options, typename StrideType> class Ref<const TPlainObjectType, Options, StrideType>
+  : public RefBase<Ref<const TPlainObjectType, Options, StrideType> >
+{
+    typedef internal::traits<Ref> Traits;
+  public:
+
+    typedef RefBase<Ref> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Ref)
+
+    template<typename Derived>
+    inline Ref(const DenseBase<Derived>& expr)
+    {
+//      std::cout << match_helper<Derived>::HasDirectAccess << "," << match_helper<Derived>::OuterStrideMatch << "," << match_helper<Derived>::InnerStrideMatch << "\n";
+//      std::cout << int(StrideType::OuterStrideAtCompileTime) << " - " << int(Derived::OuterStrideAtCompileTime) << "\n";
+//      std::cout << int(StrideType::InnerStrideAtCompileTime) << " - " << int(Derived::InnerStrideAtCompileTime) << "\n";
+      construct(expr.derived(), typename Traits::template match<Derived>::type());
+    }
+
+  protected:
+
+    template<typename Expression>
+    void construct(const Expression& expr,internal::true_type)
+    {
+      Base::construct(expr);
+    }
+
+    template<typename Expression>
+    void construct(const Expression& expr, internal::false_type)
+    {
+      m_object.lazyAssign(expr);
+      Base::construct(m_object);
+    }
+
+  protected:
+    TPlainObjectType m_object;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_REF_H
diff --git a/third_party/eigen3/Eigen/src/Core/Replicate.h b/third_party/eigen3/Eigen/src/Core/Replicate.h
new file mode 100644
index 0000000000..dde86a8349
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Replicate.h
@@ -0,0 +1,177 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_REPLICATE_H
+#define EIGEN_REPLICATE_H
+
+namespace Eigen { 
+
+/**
+  * \class Replicate
+  * \ingroup Core_Module
+  *
+  * \brief Expression of the multiple replication of a matrix or vector
+  *
+  * \param MatrixType the type of the object we are replicating
+  *
+  * This class represents an expression of the multiple replication of a matrix or vector.
+  * It is the return type of DenseBase::replicate() and most of the time
+  * this is the only way it is used.
+  *
+  * \sa DenseBase::replicate()
+  */
+
+namespace internal {
+template<typename MatrixType,int RowFactor,int ColFactor>
+struct traits<Replicate<MatrixType,RowFactor,ColFactor> >
+ : traits<MatrixType>
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename traits<MatrixType>::StorageKind StorageKind;
+  typedef typename traits<MatrixType>::XprKind XprKind;
+  enum {
+    Factor = (RowFactor==Dynamic || ColFactor==Dynamic) ? Dynamic : RowFactor*ColFactor
+  };
+  typedef typename nested<MatrixType,Factor>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  enum {
+    RowsAtCompileTime = RowFactor==Dynamic || int(MatrixType::RowsAtCompileTime)==Dynamic
+                      ? Dynamic
+                      : RowFactor * MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = ColFactor==Dynamic || int(MatrixType::ColsAtCompileTime)==Dynamic
+                      ? Dynamic
+                      : ColFactor * MatrixType::ColsAtCompileTime,
+   //FIXME we don't propagate the max sizes !!!
+    MaxRowsAtCompileTime = RowsAtCompileTime,
+    MaxColsAtCompileTime = ColsAtCompileTime,
+    IsRowMajor = MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1 ? 1
+               : MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1 ? 0
+               : (MatrixType::Flags & RowMajorBit) ? 1 : 0,
+    Flags = (_MatrixTypeNested::Flags & HereditaryBits & ~RowMajorBit) | (IsRowMajor ? RowMajorBit : 0),
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost
+  };
+};
+}
+
+template<typename MatrixType,int RowFactor,int ColFactor> class Replicate
+  : public internal::dense_xpr_base< Replicate<MatrixType,RowFactor,ColFactor> >::type
+{
+    typedef typename internal::traits<Replicate>::MatrixTypeNested MatrixTypeNested;
+    typedef typename internal::traits<Replicate>::_MatrixTypeNested _MatrixTypeNested;
+  public:
+
+    typedef typename internal::dense_xpr_base<Replicate>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Replicate)
+
+    template<typename OriginalMatrixType>
+    inline explicit Replicate(const OriginalMatrixType& a_matrix)
+      : m_matrix(a_matrix), m_rowFactor(RowFactor), m_colFactor(ColFactor)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<typename internal::remove_const<MatrixType>::type,OriginalMatrixType>::value),
+                          THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE)
+      eigen_assert(RowFactor!=Dynamic && ColFactor!=Dynamic);
+    }
+
+    template<typename OriginalMatrixType>
+    inline Replicate(const OriginalMatrixType& a_matrix, Index rowFactor, Index colFactor)
+      : m_matrix(a_matrix), m_rowFactor(rowFactor), m_colFactor(colFactor)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<typename internal::remove_const<MatrixType>::type,OriginalMatrixType>::value),
+                          THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE)
+    }
+
+    inline Index rows() const { return m_matrix.rows() * m_rowFactor.value(); }
+    inline Index cols() const { return m_matrix.cols() * m_colFactor.value(); }
+
+    inline Scalar coeff(Index rowId, Index colId) const
+    {
+      // try to avoid using modulo; this is a pure optimization strategy
+      const Index actual_row  = internal::traits<MatrixType>::RowsAtCompileTime==1 ? 0
+                            : RowFactor==1 ? rowId
+                            : rowId%m_matrix.rows();
+      const Index actual_col  = internal::traits<MatrixType>::ColsAtCompileTime==1 ? 0
+                            : ColFactor==1 ? colId
+                            : colId%m_matrix.cols();
+
+      return m_matrix.coeff(actual_row, actual_col);
+    }
+    template<int LoadMode>
+    inline PacketScalar packet(Index rowId, Index colId) const
+    {
+      const Index actual_row  = internal::traits<MatrixType>::RowsAtCompileTime==1 ? 0
+                            : RowFactor==1 ? rowId
+                            : rowId%m_matrix.rows();
+      const Index actual_col  = internal::traits<MatrixType>::ColsAtCompileTime==1 ? 0
+                            : ColFactor==1 ? colId
+                            : colId%m_matrix.cols();
+
+      return m_matrix.template packet<LoadMode>(actual_row, actual_col);
+    }
+
+    const _MatrixTypeNested& nestedExpression() const
+    { 
+      return m_matrix; 
+    }
+
+  protected:
+    MatrixTypeNested m_matrix;
+    const internal::variable_if_dynamic<Index, RowFactor> m_rowFactor;
+    const internal::variable_if_dynamic<Index, ColFactor> m_colFactor;
+};
+
+/**
+  * \return an expression of the replication of \c *this
+  *
+  * Example: \include MatrixBase_replicate.cpp
+  * Output: \verbinclude MatrixBase_replicate.out
+  *
+  * \sa VectorwiseOp::replicate(), DenseBase::replicate(Index,Index), class Replicate
+  */
+template<typename Derived>
+template<int RowFactor, int ColFactor>
+inline const Replicate<Derived,RowFactor,ColFactor>
+DenseBase<Derived>::replicate() const
+{
+  return Replicate<Derived,RowFactor,ColFactor>(derived());
+}
+
+/**
+  * \return an expression of the replication of \c *this
+  *
+  * Example: \include MatrixBase_replicate_int_int.cpp
+  * Output: \verbinclude MatrixBase_replicate_int_int.out
+  *
+  * \sa VectorwiseOp::replicate(), DenseBase::replicate<int,int>(), class Replicate
+  */
+template<typename Derived>
+inline const Replicate<Derived,Dynamic,Dynamic>
+DenseBase<Derived>::replicate(Index rowFactor,Index colFactor) const
+{
+  return Replicate<Derived,Dynamic,Dynamic>(derived(),rowFactor,colFactor);
+}
+
+/**
+  * \return an expression of the replication of each column (or row) of \c *this
+  *
+  * Example: \include DirectionWise_replicate_int.cpp
+  * Output: \verbinclude DirectionWise_replicate_int.out
+  *
+  * \sa VectorwiseOp::replicate(), DenseBase::replicate(), class Replicate
+  */
+template<typename ExpressionType, int Direction>
+const typename VectorwiseOp<ExpressionType,Direction>::ReplicateReturnType
+VectorwiseOp<ExpressionType,Direction>::replicate(Index factor) const
+{
+  return typename VectorwiseOp<ExpressionType,Direction>::ReplicateReturnType
+          (_expression(),Direction==Vertical?factor:1,Direction==Horizontal?factor:1);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_REPLICATE_H
diff --git a/third_party/eigen3/Eigen/src/Core/ReturnByValue.h b/third_party/eigen3/Eigen/src/Core/ReturnByValue.h
new file mode 100644
index 0000000000..7834f6cbcd
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/ReturnByValue.h
@@ -0,0 +1,89 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_RETURNBYVALUE_H
+#define EIGEN_RETURNBYVALUE_H
+
+namespace Eigen {
+
+/** \class ReturnByValue
+  * \ingroup Core_Module
+  *
+  */
+
+namespace internal {
+
+template<typename Derived>
+struct traits<ReturnByValue<Derived> >
+  : public traits<typename traits<Derived>::ReturnType>
+{
+  enum {
+    // We're disabling the DirectAccess because e.g. the constructor of
+    // the Block-with-DirectAccess expression requires to have a coeffRef method.
+    // Also, we don't want to have to implement the stride stuff.
+    Flags = (traits<typename traits<Derived>::ReturnType>::Flags
+             | EvalBeforeNestingBit) & ~DirectAccessBit
+  };
+};
+
+/* The ReturnByValue object doesn't even have a coeff() method.
+ * So the only way that nesting it in an expression can work, is by evaluating it into a plain matrix.
+ * So internal::nested always gives the plain return matrix type.
+ *
+ * FIXME: I don't understand why we need this specialization: isn't this taken care of by the EvalBeforeNestingBit ??
+ */
+template<typename Derived,int n,typename PlainObject>
+struct nested<ReturnByValue<Derived>, n, PlainObject>
+{
+  typedef typename traits<Derived>::ReturnType type;
+};
+
+} // end namespace internal
+
+template<typename Derived> class ReturnByValue
+  : internal::no_assignment_operator, public internal::dense_xpr_base< ReturnByValue<Derived> >::type
+{
+  public:
+    typedef typename internal::traits<Derived>::ReturnType ReturnType;
+
+    typedef typename internal::dense_xpr_base<ReturnByValue>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ReturnByValue)
+
+    template<typename Dest>
+    EIGEN_DEVICE_FUNC
+    inline void evalTo(Dest& dst) const
+    { static_cast<const Derived*>(this)->evalTo(dst); }
+    EIGEN_DEVICE_FUNC inline Index rows() const { return static_cast<const Derived*>(this)->rows(); }
+    EIGEN_DEVICE_FUNC inline Index cols() const { return static_cast<const Derived*>(this)->cols(); }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+#define Unusable YOU_ARE_TRYING_TO_ACCESS_A_SINGLE_COEFFICIENT_IN_A_SPECIAL_EXPRESSION_WHERE_THAT_IS_NOT_ALLOWED_BECAUSE_THAT_WOULD_BE_INEFFICIENT
+    class Unusable{
+      Unusable(const Unusable&) {}
+      Unusable& operator=(const Unusable&) {return *this;}
+    };
+    const Unusable& coeff(Index) const { return *reinterpret_cast<const Unusable*>(this); }
+    const Unusable& coeff(Index,Index) const { return *reinterpret_cast<const Unusable*>(this); }
+    Unusable& coeffRef(Index) { return *reinterpret_cast<Unusable*>(this); }
+    Unusable& coeffRef(Index,Index) { return *reinterpret_cast<Unusable*>(this); }
+#endif
+};
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& DenseBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
+{
+  other.evalTo(derived());
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_RETURNBYVALUE_H
diff --git a/third_party/eigen3/Eigen/src/Core/Reverse.h b/third_party/eigen3/Eigen/src/Core/Reverse.h
new file mode 100644
index 0000000000..e30ae3d281
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Reverse.h
@@ -0,0 +1,224 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009 Ricard Marxer <email@ricardmarxer.com>
+// Copyright (C) 2009-2010 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_REVERSE_H
+#define EIGEN_REVERSE_H
+
+namespace Eigen { 
+
+/** \class Reverse
+  * \ingroup Core_Module
+  *
+  * \brief Expression of the reverse of a vector or matrix
+  *
+  * \param MatrixType the type of the object of which we are taking the reverse
+  *
+  * This class represents an expression of the reverse of a vector.
+  * It is the return type of MatrixBase::reverse() and VectorwiseOp::reverse()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::reverse(), VectorwiseOp::reverse()
+  */
+
+namespace internal {
+
+template<typename MatrixType, int Direction>
+struct traits<Reverse<MatrixType, Direction> >
+ : traits<MatrixType>
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename traits<MatrixType>::StorageKind StorageKind;
+  typedef typename traits<MatrixType>::XprKind XprKind;
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+
+    // let's enable LinearAccess only with vectorization because of the product overhead
+    LinearAccess = ( (Direction==BothDirections) && (int(_MatrixTypeNested::Flags)&PacketAccessBit) )
+                 ? LinearAccessBit : 0,
+
+    Flags = int(_MatrixTypeNested::Flags) & (HereditaryBits | LvalueBit | PacketAccessBit | LinearAccess),
+
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost
+  };
+};
+
+template<typename PacketScalar, bool ReversePacket> struct reverse_packet_cond
+{
+  static inline PacketScalar run(const PacketScalar& x) { return preverse(x); }
+};
+
+template<typename PacketScalar> struct reverse_packet_cond<PacketScalar,false>
+{
+  static inline PacketScalar run(const PacketScalar& x) { return x; }
+};
+
+} // end namespace internal 
+
+template<typename MatrixType, int Direction> class Reverse
+  : public internal::dense_xpr_base< Reverse<MatrixType, Direction> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<Reverse>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Reverse)
+    using Base::IsRowMajor;
+
+    // next line is necessary because otherwise const version of operator()
+    // is hidden by non-const version defined in this file
+    using Base::operator(); 
+
+  protected:
+    enum {
+      PacketSize = internal::packet_traits<Scalar>::size,
+      IsColMajor = !IsRowMajor,
+      ReverseRow = (Direction == Vertical)   || (Direction == BothDirections),
+      ReverseCol = (Direction == Horizontal) || (Direction == BothDirections),
+      OffsetRow  = ReverseRow && IsColMajor ? PacketSize : 1,
+      OffsetCol  = ReverseCol && IsRowMajor ? PacketSize : 1,
+      ReversePacket = (Direction == BothDirections)
+                    || ((Direction == Vertical)   && IsColMajor)
+                    || ((Direction == Horizontal) && IsRowMajor)
+    };
+    typedef internal::reverse_packet_cond<PacketScalar,ReversePacket> reverse_packet;
+  public:
+
+    inline Reverse(const MatrixType& matrix) : m_matrix(matrix) { }
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Reverse)
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    inline Index innerStride() const
+    {
+      return -m_matrix.innerStride();
+    }
+
+    inline Scalar& operator()(Index row, Index col)
+    {
+      eigen_assert(row >= 0 && row < rows() && col >= 0 && col < cols());
+      return coeffRef(row, col);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_matrix.const_cast_derived().coeffRef(ReverseRow ? m_matrix.rows() - row - 1 : row,
+                                                    ReverseCol ? m_matrix.cols() - col - 1 : col);
+    }
+
+    inline CoeffReturnType coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(ReverseRow ? m_matrix.rows() - row - 1 : row,
+                            ReverseCol ? m_matrix.cols() - col - 1 : col);
+    }
+
+    inline CoeffReturnType coeff(Index index) const
+    {
+      return m_matrix.coeff(m_matrix.size() - index - 1);
+    }
+
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_matrix.const_cast_derived().coeffRef(m_matrix.size() - index - 1);
+    }
+
+    inline Scalar& operator()(Index index)
+    {
+      eigen_assert(index >= 0 && index < m_matrix.size());
+      return coeffRef(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index row, Index col) const
+    {
+      return reverse_packet::run(m_matrix.template packet<LoadMode>(
+                                    ReverseRow ? m_matrix.rows() - row - OffsetRow : row,
+                                    ReverseCol ? m_matrix.cols() - col - OffsetCol : col));
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index row, Index col, const PacketScalar& x)
+    {
+      m_matrix.const_cast_derived().template writePacket<LoadMode>(
+                                      ReverseRow ? m_matrix.rows() - row - OffsetRow : row,
+                                      ReverseCol ? m_matrix.cols() - col - OffsetCol : col,
+                                      reverse_packet::run(x));
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return internal::preverse(m_matrix.template packet<LoadMode>( m_matrix.size() - index - PacketSize ));
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& x)
+    {
+      m_matrix.const_cast_derived().template writePacket<LoadMode>(m_matrix.size() - index - PacketSize, internal::preverse(x));
+    }
+
+    const typename internal::remove_all<typename MatrixType::Nested>::type& 
+    nestedExpression() const 
+    {
+      return m_matrix;
+    }
+
+  protected:
+    typename MatrixType::Nested m_matrix;
+};
+
+/** \returns an expression of the reverse of *this.
+  *
+  * Example: \include MatrixBase_reverse.cpp
+  * Output: \verbinclude MatrixBase_reverse.out
+  *
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::ReverseReturnType
+DenseBase<Derived>::reverse()
+{
+  return derived();
+}
+
+/** This is the const version of reverse(). */
+template<typename Derived>
+inline const typename DenseBase<Derived>::ConstReverseReturnType
+DenseBase<Derived>::reverse() const
+{
+  return derived();
+}
+
+/** This is the "in place" version of reverse: it reverses \c *this.
+  *
+  * In most cases it is probably better to simply use the reversed expression
+  * of a matrix. However, when reversing the matrix data itself is really needed,
+  * then this "in-place" version is probably the right choice because it provides
+  * the following additional features:
+  *  - less error prone: doing the same operation with .reverse() requires special care:
+  *    \code m = m.reverse().eval(); \endcode
+  *  - this API allows to avoid creating a temporary (the current implementation creates a temporary, but that could be avoided using swap)
+  *  - it allows future optimizations (cache friendliness, etc.)
+  *
+  * \sa reverse() */
+template<typename Derived>
+inline void DenseBase<Derived>::reverseInPlace()
+{
+  derived() = derived().reverse().eval();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_REVERSE_H
diff --git a/third_party/eigen3/Eigen/src/Core/Select.h b/third_party/eigen3/Eigen/src/Core/Select.h
new file mode 100644
index 0000000000..87993bbb55
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Select.h
@@ -0,0 +1,162 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_SELECT_H
+#define EIGEN_SELECT_H
+
+namespace Eigen { 
+
+/** \class Select
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a coefficient wise version of the C++ ternary operator ?:
+  *
+  * \param ConditionMatrixType the type of the \em condition expression which must be a boolean matrix
+  * \param ThenMatrixType the type of the \em then expression
+  * \param ElseMatrixType the type of the \em else expression
+  *
+  * This class represents an expression of a coefficient wise version of the C++ ternary operator ?:.
+  * It is the return type of DenseBase::select() and most of the time this is the only way it is used.
+  *
+  * \sa DenseBase::select(const DenseBase<ThenDerived>&, const DenseBase<ElseDerived>&) const
+  */
+
+namespace internal {
+template<typename ConditionMatrixType, typename ThenMatrixType, typename ElseMatrixType>
+struct traits<Select<ConditionMatrixType, ThenMatrixType, ElseMatrixType> >
+ : traits<ThenMatrixType>
+{
+  typedef typename traits<ThenMatrixType>::Scalar Scalar;
+  typedef Dense StorageKind;
+  typedef typename traits<ThenMatrixType>::XprKind XprKind;
+  typedef typename ConditionMatrixType::Nested ConditionMatrixNested;
+  typedef typename ThenMatrixType::Nested ThenMatrixNested;
+  typedef typename ElseMatrixType::Nested ElseMatrixNested;
+  enum {
+    RowsAtCompileTime = ConditionMatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = ConditionMatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = ConditionMatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = ConditionMatrixType::MaxColsAtCompileTime,
+    Flags = (unsigned int)ThenMatrixType::Flags & ElseMatrixType::Flags & HereditaryBits,
+    CoeffReadCost = traits<typename remove_all<ConditionMatrixNested>::type>::CoeffReadCost
+                  + EIGEN_SIZE_MAX(traits<typename remove_all<ThenMatrixNested>::type>::CoeffReadCost,
+                                   traits<typename remove_all<ElseMatrixNested>::type>::CoeffReadCost)
+  };
+};
+}
+
+template<typename ConditionMatrixType, typename ThenMatrixType, typename ElseMatrixType>
+class Select : internal::no_assignment_operator,
+  public internal::dense_xpr_base< Select<ConditionMatrixType, ThenMatrixType, ElseMatrixType> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<Select>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Select)
+
+    Select(const ConditionMatrixType& a_conditionMatrix,
+           const ThenMatrixType& a_thenMatrix,
+           const ElseMatrixType& a_elseMatrix)
+      : m_condition(a_conditionMatrix), m_then(a_thenMatrix), m_else(a_elseMatrix)
+    {
+      eigen_assert(m_condition.rows() == m_then.rows() && m_condition.rows() == m_else.rows());
+      eigen_assert(m_condition.cols() == m_then.cols() && m_condition.cols() == m_else.cols());
+    }
+
+    Index rows() const { return m_condition.rows(); }
+    Index cols() const { return m_condition.cols(); }
+
+    const Scalar coeff(Index i, Index j) const
+    {
+      if (m_condition.coeff(i,j))
+        return m_then.coeff(i,j);
+      else
+        return m_else.coeff(i,j);
+    }
+
+    const Scalar coeff(Index i) const
+    {
+      if (m_condition.coeff(i))
+        return m_then.coeff(i);
+      else
+        return m_else.coeff(i);
+    }
+
+    const ConditionMatrixType& conditionMatrix() const
+    {
+      return m_condition;
+    }
+
+    const ThenMatrixType& thenMatrix() const
+    {
+      return m_then;
+    }
+
+    const ElseMatrixType& elseMatrix() const
+    {
+      return m_else;
+    }
+
+  protected:
+    typename ConditionMatrixType::Nested m_condition;
+    typename ThenMatrixType::Nested m_then;
+    typename ElseMatrixType::Nested m_else;
+};
+
+
+/** \returns a matrix where each coefficient (i,j) is equal to \a thenMatrix(i,j)
+  * if \c *this(i,j), and \a elseMatrix(i,j) otherwise.
+  *
+  * Example: \include MatrixBase_select.cpp
+  * Output: \verbinclude MatrixBase_select.out
+  *
+  * \sa class Select
+  */
+template<typename Derived>
+template<typename ThenDerived,typename ElseDerived>
+inline const Select<Derived,ThenDerived,ElseDerived>
+DenseBase<Derived>::select(const DenseBase<ThenDerived>& thenMatrix,
+                            const DenseBase<ElseDerived>& elseMatrix) const
+{
+  return Select<Derived,ThenDerived,ElseDerived>(derived(), thenMatrix.derived(), elseMatrix.derived());
+}
+
+/** Version of DenseBase::select(const DenseBase&, const DenseBase&) with
+  * the \em else expression being a scalar value.
+  *
+  * \sa DenseBase::select(const DenseBase<ThenDerived>&, const DenseBase<ElseDerived>&) const, class Select
+  */
+template<typename Derived>
+template<typename ThenDerived>
+inline const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
+DenseBase<Derived>::select(const DenseBase<ThenDerived>& thenMatrix,
+                           const typename ThenDerived::Scalar& elseScalar) const
+{
+  return Select<Derived,ThenDerived,typename ThenDerived::ConstantReturnType>(
+    derived(), thenMatrix.derived(), ThenDerived::Constant(rows(),cols(),elseScalar));
+}
+
+/** Version of DenseBase::select(const DenseBase&, const DenseBase&) with
+  * the \em then expression being a scalar value.
+  *
+  * \sa DenseBase::select(const DenseBase<ThenDerived>&, const DenseBase<ElseDerived>&) const, class Select
+  */
+template<typename Derived>
+template<typename ElseDerived>
+inline const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
+DenseBase<Derived>::select(const typename ElseDerived::Scalar& thenScalar,
+                           const DenseBase<ElseDerived>& elseMatrix) const
+{
+  return Select<Derived,typename ElseDerived::ConstantReturnType,ElseDerived>(
+    derived(), ElseDerived::Constant(rows(),cols(),thenScalar), elseMatrix.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELECT_H
diff --git a/third_party/eigen3/Eigen/src/Core/SelfAdjointView.h b/third_party/eigen3/Eigen/src/Core/SelfAdjointView.h
new file mode 100644
index 0000000000..8231e3f5cd
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/SelfAdjointView.h
@@ -0,0 +1,338 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_SELFADJOINTMATRIX_H
+#define EIGEN_SELFADJOINTMATRIX_H
+
+namespace Eigen { 
+
+/** \class SelfAdjointView
+  * \ingroup Core_Module
+  *
+  *
+  * \brief Expression of a selfadjoint matrix from a triangular part of a dense matrix
+  *
+  * \param MatrixType the type of the dense matrix storing the coefficients
+  * \param TriangularPart can be either \c #Lower or \c #Upper
+  *
+  * This class is an expression of a sefladjoint matrix from a triangular part of a matrix
+  * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView()
+  * and most of the time this is the only way that it is used.
+  *
+  * \sa class TriangularBase, MatrixBase::selfadjointView()
+  */
+
+namespace internal {
+template<typename MatrixType, unsigned int UpLo>
+struct traits<SelfAdjointView<MatrixType, UpLo> > : traits<MatrixType>
+{
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+  typedef MatrixType ExpressionType;
+  typedef typename MatrixType::PlainObject DenseMatrixType;
+  enum {
+    Mode = UpLo | SelfAdjoint,
+    Flags =  MatrixTypeNestedCleaned::Flags & (HereditaryBits)
+           & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit)), // FIXME these flags should be preserved
+    CoeffReadCost = MatrixTypeNestedCleaned::CoeffReadCost
+  };
+};
+}
+
+template <typename Lhs, int LhsMode, bool LhsIsVector,
+          typename Rhs, int RhsMode, bool RhsIsVector>
+struct SelfadjointProductMatrix;
+
+// FIXME could also be called SelfAdjointWrapper to be consistent with DiagonalWrapper ??
+template<typename MatrixType, unsigned int UpLo> class SelfAdjointView
+  : public TriangularBase<SelfAdjointView<MatrixType, UpLo> >
+{
+  public:
+
+    typedef TriangularBase<SelfAdjointView> Base;
+    typedef typename internal::traits<SelfAdjointView>::MatrixTypeNested MatrixTypeNested;
+    typedef typename internal::traits<SelfAdjointView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
+
+    /** \brief The type of coefficients in this matrix */
+    typedef typename internal::traits<SelfAdjointView>::Scalar Scalar; 
+
+    typedef typename MatrixType::Index Index;
+
+    enum {
+      Mode = internal::traits<SelfAdjointView>::Mode
+    };
+    typedef typename MatrixType::PlainObject PlainObject;
+
+    EIGEN_DEVICE_FUNC
+    inline SelfAdjointView(MatrixType& matrix) : m_matrix(matrix)
+    {}
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const { return m_matrix.outerStride(); }
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const { return m_matrix.innerStride(); }
+
+    /** \sa MatrixBase::coeff()
+      * \warning the coordinates must fit into the referenced triangular part
+      */
+    EIGEN_DEVICE_FUNC
+    inline Scalar coeff(Index row, Index col) const
+    {
+      Base::check_coordinates_internal(row, col);
+      return m_matrix.coeff(row, col);
+    }
+
+    /** \sa MatrixBase::coeffRef()
+      * \warning the coordinates must fit into the referenced triangular part
+      */
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      Base::check_coordinates_internal(row, col);
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+
+    /** \internal */
+    EIGEN_DEVICE_FUNC
+    const MatrixTypeNestedCleaned& _expression() const { return m_matrix; }
+
+    EIGEN_DEVICE_FUNC
+    const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
+    EIGEN_DEVICE_FUNC
+    MatrixTypeNestedCleaned& nestedExpression() { return *const_cast<MatrixTypeNestedCleaned*>(&m_matrix); }
+
+    /** Efficient self-adjoint matrix times vector/matrix product */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    SelfadjointProductMatrix<MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime>
+    operator*(const MatrixBase<OtherDerived>& rhs) const
+    {
+      return SelfadjointProductMatrix
+              <MatrixType,Mode,false,OtherDerived,0,OtherDerived::IsVectorAtCompileTime>
+              (m_matrix, rhs.derived());
+    }
+
+    /** Efficient vector/matrix times self-adjoint matrix product */
+    template<typename OtherDerived> friend
+    EIGEN_DEVICE_FUNC
+    SelfadjointProductMatrix<OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false>
+    operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView& rhs)
+    {
+      return SelfadjointProductMatrix
+              <OtherDerived,0,OtherDerived::IsVectorAtCompileTime,MatrixType,Mode,false>
+              (lhs.derived(),rhs.m_matrix);
+    }
+
+    /** Perform a symmetric rank 2 update of the selfadjoint matrix \c *this:
+      * \f$ this = this + \alpha u v^* + conj(\alpha) v u^* \f$
+      * \returns a reference to \c *this
+      *
+      * The vectors \a u and \c v \b must be column vectors, however they can be
+      * a adjoint expression without any overhead. Only the meaningful triangular
+      * part of the matrix is updated, the rest is left unchanged.
+      *
+      * \sa rankUpdate(const MatrixBase<DerivedU>&, Scalar)
+      */
+    template<typename DerivedU, typename DerivedV>
+    EIGEN_DEVICE_FUNC
+    SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha = Scalar(1));
+
+    /** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
+      * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
+      *
+      * \returns a reference to \c *this
+      *
+      * Note that to perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
+      * call this function with u.adjoint().
+      *
+      * \sa rankUpdate(const MatrixBase<DerivedU>&, const MatrixBase<DerivedV>&, Scalar)
+      */
+    template<typename DerivedU>
+    EIGEN_DEVICE_FUNC
+    SelfAdjointView& rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1));
+
+/////////// Cholesky module ///////////
+
+    const LLT<PlainObject, UpLo> llt() const;
+    const LDLT<PlainObject, UpLo> ldlt() const;
+
+/////////// Eigenvalue module ///////////
+
+    /** Real part of #Scalar */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    /** Return type of eigenvalues() */
+    typedef Matrix<RealScalar, internal::traits<MatrixType>::ColsAtCompileTime, 1> EigenvaluesReturnType;
+
+    EIGEN_DEVICE_FUNC
+    EigenvaluesReturnType eigenvalues() const;
+    EIGEN_DEVICE_FUNC
+    RealScalar operatorNorm() const;
+    
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    SelfAdjointView& operator=(const MatrixBase<OtherDerived>& other)
+    {
+      enum {
+        OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper
+      };
+      m_matrix.const_cast_derived().template triangularView<UpLo>() = other;
+      m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.adjoint();
+      return *this;
+    }
+    template<typename OtherMatrixType, unsigned int OtherMode>
+    EIGEN_DEVICE_FUNC
+    SelfAdjointView& operator=(const TriangularView<OtherMatrixType, OtherMode>& other)
+    {
+      enum {
+        OtherPart = UpLo == Upper ? StrictlyLower : StrictlyUpper
+      };
+      m_matrix.const_cast_derived().template triangularView<UpLo>() = other.toDenseMatrix();
+      m_matrix.const_cast_derived().template triangularView<OtherPart>() = other.toDenseMatrix().adjoint();
+      return *this;
+    }
+    #endif
+
+  protected:
+    MatrixTypeNested m_matrix;
+};
+
+
+// template<typename OtherDerived, typename MatrixType, unsigned int UpLo>
+// internal::selfadjoint_matrix_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >
+// operator*(const MatrixBase<OtherDerived>& lhs, const SelfAdjointView<MatrixType,UpLo>& rhs)
+// {
+//   return internal::matrix_selfadjoint_product_returntype<OtherDerived,SelfAdjointView<MatrixType,UpLo> >(lhs.derived(),rhs);
+// }
+
+// selfadjoint to dense matrix
+
+namespace internal {
+
+template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount, ClearOpposite>
+{
+  enum {
+    col = (UnrollCount-1) / Derived1::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived1::RowsAtCompileTime
+  };
+
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Upper), UnrollCount-1, ClearOpposite>::run(dst, src);
+
+    if(row == col)
+      dst.coeffRef(row, col) = numext::real(src.coeff(row, col));
+    else if(row < col)
+      dst.coeffRef(col, row) = numext::conj(dst.coeffRef(row, col) = src.coeff(row, col));
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, 0, ClearOpposite>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, int UnrollCount, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount, ClearOpposite>
+{
+  enum {
+    col = (UnrollCount-1) / Derived1::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived1::RowsAtCompileTime
+  };
+
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    triangular_assignment_selector<Derived1, Derived2, (SelfAdjoint|Lower), UnrollCount-1, ClearOpposite>::run(dst, src);
+
+    if(row == col)
+      dst.coeffRef(row, col) = numext::real(src.coeff(row, col));
+    else if(row > col)
+      dst.coeffRef(col, row) = numext::conj(dst.coeffRef(row, col) = src.coeff(row, col));
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, 0, ClearOpposite>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Upper, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      for(Index i = 0; i < j; ++i)
+      {
+        dst.copyCoeff(i, j, src);
+        dst.coeffRef(j,i) = numext::conj(dst.coeff(i,j));
+      }
+      dst.copyCoeff(j, j, src);
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, SelfAdjoint|Lower, Dynamic, ClearOpposite>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+  typedef typename Derived1::Index Index;
+    for(Index i = 0; i < dst.rows(); ++i)
+    {
+      for(Index j = 0; j < i; ++j)
+      {
+        dst.copyCoeff(i, j, src);
+        dst.coeffRef(j,i) = numext::conj(dst.coeff(i,j));
+      }
+      dst.copyCoeff(i, i, src);
+    }
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of MatrixBase methods
+***************************************************************************/
+
+template<typename Derived>
+template<unsigned int UpLo>
+typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type
+MatrixBase<Derived>::selfadjointView() const
+{
+  return derived();
+}
+
+template<typename Derived>
+template<unsigned int UpLo>
+typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type
+MatrixBase<Derived>::selfadjointView()
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINTMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h b/third_party/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h
new file mode 100644
index 0000000000..65864adf84
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h
@@ -0,0 +1,226 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_SELFCWISEBINARYOP_H
+#define EIGEN_SELFCWISEBINARYOP_H
+
+namespace Eigen { 
+
+/** \class SelfCwiseBinaryOp
+  * \ingroup Core_Module
+  *
+  * \internal
+  *
+  * \brief Internal helper class for optimizing operators like +=, -=
+  *
+  * This is a pseudo expression class re-implementing the copyCoeff/copyPacket
+  * method to directly performs a +=/-= operations in an optimal way. In particular,
+  * this allows to make sure that the input/output data are loaded only once using
+  * aligned packet loads.
+  *
+  * \sa class SwapWrapper for a similar trick.
+  */
+
+namespace internal {
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct traits<SelfCwiseBinaryOp<BinaryOp,Lhs,Rhs> >
+  : traits<CwiseBinaryOp<BinaryOp,Lhs,Rhs> >
+{
+  enum {
+    // Note that it is still a good idea to preserve the DirectAccessBit
+    // so that assign can correctly align the data.
+    Flags = traits<CwiseBinaryOp<BinaryOp,Lhs,Rhs> >::Flags | (Lhs::Flags&AlignedBit) | (Lhs::Flags&DirectAccessBit) | (Lhs::Flags&LvalueBit),
+    OuterStrideAtCompileTime = Lhs::OuterStrideAtCompileTime,
+    InnerStrideAtCompileTime = Lhs::InnerStrideAtCompileTime
+  };
+};
+}
+
+template<typename BinaryOp, typename Lhs, typename Rhs> class SelfCwiseBinaryOp
+  : public internal::dense_xpr_base< SelfCwiseBinaryOp<BinaryOp, Lhs, Rhs> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<SelfCwiseBinaryOp>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SelfCwiseBinaryOp)
+
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+
+    EIGEN_DEVICE_FUNC
+    inline SelfCwiseBinaryOp(Lhs& xpr, const BinaryOp& func = BinaryOp()) : m_matrix(xpr), m_functor(func) {}
+
+    EIGEN_DEVICE_FUNC inline Index rows() const { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC inline Index cols() const { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC inline Index outerStride() const { return m_matrix.outerStride(); }
+    EIGEN_DEVICE_FUNC inline Index innerStride() const { return m_matrix.innerStride(); }
+    EIGEN_DEVICE_FUNC inline const Scalar* data() const { return m_matrix.data(); }
+
+    // note that this function is needed by assign to correctly align loads/stores
+    // TODO make Assign use .data()
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(Lhs)
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index row, Index col) const
+    {
+      return m_matrix.coeffRef(row, col);
+    }
+
+    // note that this function is needed by assign to correctly align loads/stores
+    // TODO make Assign use .data()
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(Lhs)
+      return m_matrix.const_cast_derived().coeffRef(index);
+    }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_matrix.const_cast_derived().coeffRef(index);
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void copyCoeff(Index row, Index col, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(row >= 0 && row < rows()
+                         && col >= 0 && col < cols());
+      Scalar& tmp = m_matrix.coeffRef(row,col);
+      tmp = m_functor(tmp, _other.coeff(row,col));
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void copyCoeff(Index index, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(index >= 0 && index < m_matrix.size());
+      Scalar& tmp = m_matrix.coeffRef(index);
+      tmp = m_functor(tmp, _other.coeff(index));
+    }
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    void copyPacket(Index row, Index col, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(row >= 0 && row < rows()
+                        && col >= 0 && col < cols());
+      m_matrix.template writePacket<StoreMode>(row, col,
+        m_functor.packetOp(m_matrix.template packet<StoreMode>(row, col),_other.template packet<LoadMode>(row, col)) );
+    }
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    void copyPacket(Index index, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(index >= 0 && index < m_matrix.size());
+      m_matrix.template writePacket<StoreMode>(index,
+        m_functor.packetOp(m_matrix.template packet<StoreMode>(index),_other.template packet<LoadMode>(index)) );
+    }
+
+    // reimplement lazyAssign to handle complex *= real
+    // see CwiseBinaryOp ctor for details
+    template<typename RhsDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE SelfCwiseBinaryOp& lazyAssign(const DenseBase<RhsDerived>& rhs)
+    {
+      EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Lhs,RhsDerived)
+      EIGEN_CHECK_BINARY_COMPATIBILIY(BinaryOp,typename Lhs::Scalar,typename RhsDerived::Scalar);
+      
+    #ifdef EIGEN_DEBUG_ASSIGN
+      internal::assign_traits<SelfCwiseBinaryOp, RhsDerived>::debug();
+    #endif
+      eigen_assert(rows() == rhs.rows() && cols() == rhs.cols());
+      internal::assign_impl<SelfCwiseBinaryOp, RhsDerived>::run(*this,rhs.derived());
+    #ifndef EIGEN_NO_DEBUG
+      this->checkTransposeAliasing(rhs.derived());
+    #endif
+      return *this;
+    }
+    
+    // overloaded to honor evaluation of special matrices
+    // maybe another solution would be to not use SelfCwiseBinaryOp
+    // at first...
+    EIGEN_DEVICE_FUNC
+    SelfCwiseBinaryOp& operator=(const Rhs& _rhs)
+    {
+      typename internal::nested<Rhs>::type rhs(_rhs);
+      return Base::operator=(rhs);
+    }
+
+    EIGEN_DEVICE_FUNC
+    Lhs& expression() const 
+    { 
+      return m_matrix;
+    }
+
+    EIGEN_DEVICE_FUNC
+    const BinaryOp& functor() const 
+    { 
+      return m_functor;
+    }
+
+  protected:
+    Lhs& m_matrix;
+    const BinaryOp& m_functor;
+
+  private:
+    SelfCwiseBinaryOp& operator=(const SelfCwiseBinaryOp&);
+};
+
+template<typename Derived>
+inline Derived& DenseBase<Derived>::operator*=(const Scalar& other)
+{
+  typedef typename Derived::PlainObject PlainObject;
+  SelfCwiseBinaryOp<internal::scalar_product_op<Scalar>, Derived, typename PlainObject::ConstantReturnType> tmp(derived());
+  tmp = PlainObject::Constant(rows(),cols(),other);
+  return derived();
+}
+
+template<typename Derived>
+inline Derived& ArrayBase<Derived>::operator+=(const Scalar& other)
+{
+  typedef typename Derived::PlainObject PlainObject;
+  SelfCwiseBinaryOp<internal::scalar_sum_op<Scalar>, Derived, typename PlainObject::ConstantReturnType> tmp(derived());
+  tmp = PlainObject::Constant(rows(),cols(),other);
+  return derived();
+}
+
+template<typename Derived>
+inline Derived& ArrayBase<Derived>::operator-=(const Scalar& other)
+{
+  typedef typename Derived::PlainObject PlainObject;
+  SelfCwiseBinaryOp<internal::scalar_difference_op<Scalar>, Derived, typename PlainObject::ConstantReturnType> tmp(derived());
+  tmp = PlainObject::Constant(rows(),cols(),other);
+  return derived();
+}
+
+template<typename Derived>
+inline Derived& DenseBase<Derived>::operator/=(const Scalar& other)
+{
+  typedef typename internal::conditional<NumTraits<Scalar>::IsInteger,
+                                        internal::scalar_quotient_op<Scalar>,
+                                        internal::scalar_product_op<Scalar> >::type BinOp;
+  typedef typename Derived::PlainObject PlainObject;
+  SelfCwiseBinaryOp<BinOp, Derived, typename PlainObject::ConstantReturnType> tmp(derived());
+  Scalar actual_other;
+  if(NumTraits<Scalar>::IsInteger)  actual_other = other;
+  else                              actual_other = Scalar(1)/other;
+  tmp = PlainObject::Constant(rows(),cols(), actual_other);
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFCWISEBINARYOP_H
diff --git a/third_party/eigen3/Eigen/src/Core/SolveTriangular.h b/third_party/eigen3/Eigen/src/Core/SolveTriangular.h
new file mode 100644
index 0000000000..e158e31626
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/SolveTriangular.h
@@ -0,0 +1,260 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_SOLVETRIANGULAR_H
+#define EIGEN_SOLVETRIANGULAR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+// Forward declarations:
+// The following two routines are implemented in the products/TriangularSolver*.h files
+template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
+struct triangular_solve_vector;
+
+template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder>
+struct triangular_solve_matrix;
+
+// small helper struct extracting some traits on the underlying solver operation
+template<typename Lhs, typename Rhs, int Side>
+class trsolve_traits
+{
+  private:
+    enum {
+      RhsIsVectorAtCompileTime = (Side==OnTheLeft ? Rhs::ColsAtCompileTime : Rhs::RowsAtCompileTime)==1
+    };
+  public:
+    enum {
+      Unrolling   = (RhsIsVectorAtCompileTime && Rhs::SizeAtCompileTime != Dynamic && Rhs::SizeAtCompileTime <= 8)
+                  ? CompleteUnrolling : NoUnrolling,
+      RhsVectors  = RhsIsVectorAtCompileTime ? 1 : Dynamic
+    };
+};
+
+template<typename Lhs, typename Rhs,
+  int Side, // can be OnTheLeft/OnTheRight
+  int Mode, // can be Upper/Lower | UnitDiag
+  int Unrolling = trsolve_traits<Lhs,Rhs,Side>::Unrolling,
+  int RhsVectors = trsolve_traits<Lhs,Rhs,Side>::RhsVectors
+  >
+struct triangular_solver_selector;
+
+template<typename Lhs, typename Rhs, int Side, int Mode>
+struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,1>
+{
+  typedef typename Lhs::Scalar LhsScalar;
+  typedef typename Rhs::Scalar RhsScalar;
+  typedef blas_traits<Lhs> LhsProductTraits;
+  typedef typename LhsProductTraits::ExtractType ActualLhsType;
+  typedef Map<Matrix<RhsScalar,Dynamic,1>, Aligned> MappedRhs;
+  static void run(const Lhs& lhs, Rhs& rhs)
+  {
+    ActualLhsType actualLhs = LhsProductTraits::extract(lhs);
+
+    // FIXME find a way to allow an inner stride if packet_traits<Scalar>::size==1
+
+    bool useRhsDirectly = Rhs::InnerStrideAtCompileTime==1 || rhs.innerStride()==1;
+
+    ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhs,rhs.size(),
+                                                  (useRhsDirectly ? rhs.data() : 0));
+                                                  
+    if(!useRhsDirectly)
+      MappedRhs(actualRhs,rhs.size()) = rhs;
+
+    triangular_solve_vector<LhsScalar, RhsScalar, typename Lhs::Index, Side, Mode, LhsProductTraits::NeedToConjugate,
+                            (int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor>
+      ::run(actualLhs.cols(), actualLhs.data(), actualLhs.outerStride(), actualRhs);
+
+    if(!useRhsDirectly)
+      rhs = MappedRhs(actualRhs, rhs.size());
+  }
+};
+
+// the rhs is a matrix
+template<typename Lhs, typename Rhs, int Side, int Mode>
+struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef typename Rhs::Index Index;
+  typedef blas_traits<Lhs> LhsProductTraits;
+  typedef typename LhsProductTraits::DirectLinearAccessType ActualLhsType;
+
+  static void run(const Lhs& lhs, Rhs& rhs)
+  {
+    typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs);
+
+    const Index size = lhs.rows();
+    const Index othersize = Side==OnTheLeft? rhs.cols() : rhs.rows();
+
+    typedef internal::gemm_blocking_space<(Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
+              Rhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxRowsAtCompileTime,4> BlockingType;
+
+    BlockingType blocking(rhs.rows(), rhs.cols(), size, 1, false);
+
+    triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor,
+                               (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor>
+      ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride(), blocking);
+  }
+};
+
+/***************************************************************************
+* meta-unrolling implementation
+***************************************************************************/
+
+template<typename Lhs, typename Rhs, int Mode, int Index, int Size,
+         bool Stop = Index==Size>
+struct triangular_solver_unroller;
+
+template<typename Lhs, typename Rhs, int Mode, int Index, int Size>
+struct triangular_solver_unroller<Lhs,Rhs,Mode,Index,Size,false> {
+  enum {
+    IsLower = ((Mode&Lower)==Lower),
+    I = IsLower ? Index : Size - Index - 1,
+    S = IsLower ? 0     : I+1
+  };
+  static void run(const Lhs& lhs, Rhs& rhs)
+  {
+    if (Index>0)
+      rhs.coeffRef(I) -= lhs.row(I).template segment<Index>(S).transpose()
+                         .cwiseProduct(rhs.template segment<Index>(S)).sum();
+
+    if(!(Mode & UnitDiag))
+      rhs.coeffRef(I) /= lhs.coeff(I,I);
+
+    triangular_solver_unroller<Lhs,Rhs,Mode,Index+1,Size>::run(lhs,rhs);
+  }
+};
+
+template<typename Lhs, typename Rhs, int Mode, int Index, int Size>
+struct triangular_solver_unroller<Lhs,Rhs,Mode,Index,Size,true> {
+  static void run(const Lhs&, Rhs&) {}
+};
+
+template<typename Lhs, typename Rhs, int Mode>
+struct triangular_solver_selector<Lhs,Rhs,OnTheLeft,Mode,CompleteUnrolling,1> {
+  static void run(const Lhs& lhs, Rhs& rhs)
+  { triangular_solver_unroller<Lhs,Rhs,Mode,0,Rhs::SizeAtCompileTime>::run(lhs,rhs); }
+};
+
+template<typename Lhs, typename Rhs, int Mode>
+struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> {
+  static void run(const Lhs& lhs, Rhs& rhs)
+  {
+    Transpose<const Lhs> trLhs(lhs);
+    Transpose<Rhs> trRhs(rhs);
+    
+    triangular_solver_unroller<Transpose<const Lhs>,Transpose<Rhs>,
+                              ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
+                              0,Rhs::SizeAtCompileTime>::run(trLhs,trRhs);
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* TriangularView methods
+***************************************************************************/
+
+/** "in-place" version of TriangularView::solve() where the result is written in \a other
+  *
+  * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
+  * This function will const_cast it, so constness isn't honored here.
+  *
+  * See TriangularView:solve() for the details.
+  */
+template<typename MatrixType, unsigned int Mode>
+template<int Side, typename OtherDerived>
+void TriangularView<MatrixType,Mode>::solveInPlace(const MatrixBase<OtherDerived>& _other) const
+{
+  OtherDerived& other = _other.const_cast_derived();
+  eigen_assert( cols() == rows() && ((Side==OnTheLeft && cols() == other.rows()) || (Side==OnTheRight && cols() == other.cols())) );
+  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+  enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit  && OtherDerived::IsVectorAtCompileTime };
+  typedef typename internal::conditional<copy,
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+  OtherCopy otherCopy(other);
+
+  internal::triangular_solver_selector<MatrixType, typename internal::remove_reference<OtherCopy>::type,
+    Side, Mode>::run(nestedExpression(), otherCopy);
+
+  if (copy)
+    other = otherCopy;
+}
+
+/** \returns the product of the inverse of \c *this with \a other, \a *this being triangular.
+  *
+  * This function computes the inverse-matrix matrix product inverse(\c *this) * \a other if
+  * \a Side==OnTheLeft (the default), or the right-inverse-multiply  \a other * inverse(\c *this) if
+  * \a Side==OnTheRight.
+  *
+  * The matrix \c *this must be triangular and invertible (i.e., all the coefficients of the
+  * diagonal must be non zero). It works as a forward (resp. backward) substitution if \c *this
+  * is an upper (resp. lower) triangular matrix.
+  *
+  * Example: \include MatrixBase_marked.cpp
+  * Output: \verbinclude MatrixBase_marked.out
+  *
+  * This function returns an expression of the inverse-multiply and can works in-place if it is assigned
+  * to the same matrix or vector \a other.
+  *
+  * For users coming from BLAS, this function (and more specifically solveInPlace()) offer
+  * all the operations supported by the \c *TRSV and \c *TRSM BLAS routines.
+  *
+  * \sa TriangularView::solveInPlace()
+  */
+template<typename Derived, unsigned int Mode>
+template<int Side, typename Other>
+const internal::triangular_solve_retval<Side,TriangularView<Derived,Mode>,Other>
+TriangularView<Derived,Mode>::solve(const MatrixBase<Other>& other) const
+{
+  return internal::triangular_solve_retval<Side,TriangularView,Other>(*this, other.derived());
+}
+
+namespace internal {
+
+
+template<int Side, typename TriangularType, typename Rhs>
+struct traits<triangular_solve_retval<Side, TriangularType, Rhs> >
+{
+  typedef typename internal::plain_matrix_type_column_major<Rhs>::type ReturnType;
+};
+
+template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval
+ : public ReturnByValue<triangular_solve_retval<Side, TriangularType, Rhs> >
+{
+  typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
+  typedef ReturnByValue<triangular_solve_retval> Base;
+  typedef typename Base::Index Index;
+
+  triangular_solve_retval(const TriangularType& tri, const Rhs& rhs)
+    : m_triangularMatrix(tri), m_rhs(rhs)
+  {}
+
+  inline Index rows() const { return m_rhs.rows(); }
+  inline Index cols() const { return m_rhs.cols(); }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    if(!(is_same<RhsNestedCleaned,Dest>::value && extract_data(dst) == extract_data(m_rhs)))
+      dst = m_rhs;
+    m_triangularMatrix.template solveInPlace<Side>(dst);
+  }
+
+  protected:
+    const TriangularType& m_triangularMatrix;
+    typename Rhs::Nested m_rhs;
+};
+
+} // namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SOLVETRIANGULAR_H
diff --git a/third_party/eigen3/Eigen/src/Core/StableNorm.h b/third_party/eigen3/Eigen/src/Core/StableNorm.h
new file mode 100644
index 0000000000..c862c0b63e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/StableNorm.h
@@ -0,0 +1,200 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_STABLENORM_H
+#define EIGEN_STABLENORM_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename ExpressionType, typename Scalar>
+inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& scale, Scalar& invScale)
+{
+  using std::max;
+  Scalar maxCoeff = bl.cwiseAbs().maxCoeff();
+  
+  if (maxCoeff>scale)
+  {
+    ssq = ssq * numext::abs2(scale/maxCoeff);
+    Scalar tmp = Scalar(1)/maxCoeff;
+    if(tmp > NumTraits<Scalar>::highest())
+    {
+      invScale = NumTraits<Scalar>::highest();
+      scale = Scalar(1)/invScale;
+    }
+    else
+    {
+      scale = maxCoeff;
+      invScale = tmp;
+    }
+  }
+  
+  // TODO if the maxCoeff is much much smaller than the current scale,
+  // then we can neglect this sub vector
+  if(scale>Scalar(0)) // if scale==0, then bl is 0 
+    ssq += (bl*invScale).squaredNorm();
+}
+
+template<typename Derived>
+inline typename NumTraits<typename traits<Derived>::Scalar>::Real
+blueNorm_impl(const EigenBase<Derived>& _vec)
+{
+  typedef typename Derived::RealScalar RealScalar;  
+  typedef typename Derived::Index Index;
+  using std::pow;
+  using std::sqrt;
+  using std::abs;
+  const Derived& vec(_vec.derived());
+  static bool initialized = false;
+  static RealScalar b1, b2, s1m, s2m, overfl, rbig, relerr;
+  if(!initialized)
+  {
+    int ibeta, it, iemin, iemax, iexp;
+    RealScalar eps;
+    // This program calculates the machine-dependent constants
+    // bl, b2, slm, s2m, relerr overfl
+    // from the "basic" machine-dependent numbers
+    // nbig, ibeta, it, iemin, iemax, rbig.
+    // The following define the basic machine-dependent constants.
+    // For portability, the PORT subprograms "ilmaeh" and "rlmach"
+    // are used. For any specific computer, each of the assignment
+    // statements can be replaced
+    ibeta = std::numeric_limits<RealScalar>::radix;                 // base for floating-point numbers
+    it    = std::numeric_limits<RealScalar>::digits;                // number of base-beta digits in mantissa
+    iemin = std::numeric_limits<RealScalar>::min_exponent;          // minimum exponent
+    iemax = std::numeric_limits<RealScalar>::max_exponent;          // maximum exponent
+    rbig  = (std::numeric_limits<RealScalar>::max)();               // largest floating-point number
+
+    iexp  = -((1-iemin)/2);
+    b1    = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // lower boundary of midrange
+    iexp  = (iemax + 1 - it)/2;
+    b2    = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // upper boundary of midrange
+
+    iexp  = (2-iemin)/2;
+    s1m   = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // scaling factor for lower range
+    iexp  = - ((iemax+it)/2);
+    s2m   = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // scaling factor for upper range
+
+    overfl  = rbig*s2m;                                             // overflow boundary for abig
+    eps     = RealScalar(pow(double(ibeta), 1-it));
+    relerr  = sqrt(eps);                                            // tolerance for neglecting asml
+    initialized = true;
+  }
+  Index n = vec.size();
+  RealScalar ab2 = b2 / RealScalar(n);
+  RealScalar asml = RealScalar(0);
+  RealScalar amed = RealScalar(0);
+  RealScalar abig = RealScalar(0);
+  for(typename Derived::InnerIterator it(vec, 0); it; ++it)
+  {
+    RealScalar ax = abs(it.value());
+    if(ax > ab2)     abig += numext::abs2(ax*s2m);
+    else if(ax < b1) asml += numext::abs2(ax*s1m);
+    else             amed += numext::abs2(ax);
+  }
+  if(abig > RealScalar(0))
+  {
+    abig = sqrt(abig);
+    if(abig > overfl)
+    {
+      return rbig;
+    }
+    if(amed > RealScalar(0))
+    {
+      abig = abig/s2m;
+      amed = sqrt(amed);
+    }
+    else
+      return abig/s2m;
+  }
+  else if(asml > RealScalar(0))
+  {
+    if (amed > RealScalar(0))
+    {
+      abig = sqrt(amed);
+      amed = sqrt(asml) / s1m;
+    }
+    else
+      return sqrt(asml)/s1m;
+  }
+  else
+    return sqrt(amed);
+  asml = numext::mini(abig, amed);
+  abig = numext::maxi(abig, amed);
+  if(asml <= abig*relerr)
+    return abig;
+  else
+    return abig * sqrt(RealScalar(1) + numext::abs2(asml/abig));
+}
+
+} // end namespace internal
+
+/** \returns the \em l2 norm of \c *this avoiding underflow and overflow.
+  * This version use a blockwise two passes algorithm:
+  *  1 - find the absolute largest coefficient \c s
+  *  2 - compute \f$ s \Vert \frac{*this}{s} \Vert \f$ in a standard way
+  *
+  * For architecture/scalar types supporting vectorization, this version
+  * is faster than blueNorm(). Otherwise the blueNorm() is much faster.
+  *
+  * \sa norm(), blueNorm(), hypotNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::stableNorm() const
+{
+  using std::sqrt;
+  const Index blockSize = 4096;
+  RealScalar scale(0);
+  RealScalar invScale(1);
+  RealScalar ssq(0); // sum of square
+  enum {
+    Alignment = (int(Flags)&DirectAccessBit) || (int(Flags)&AlignedBit) ? 1 : 0
+  };
+  Index n = size();
+  Index bi = internal::first_aligned(derived());
+  if (bi>0)
+    internal::stable_norm_kernel(this->head(bi), ssq, scale, invScale);
+  for (; bi<n; bi+=blockSize)
+    internal::stable_norm_kernel(this->segment(bi,numext::mini(blockSize, n - bi)).template forceAlignedAccessIf<Alignment>(), ssq, scale, invScale);
+  return scale * sqrt(ssq);
+}
+
+/** \returns the \em l2 norm of \c *this using the Blue's algorithm.
+  * A Portable Fortran Program to Find the Euclidean Norm of a Vector,
+  * ACM TOMS, Vol 4, Issue 1, 1978.
+  *
+  * For architecture/scalar types without vectorization, this version
+  * is much faster than stableNorm(). Otherwise the stableNorm() is faster.
+  *
+  * \sa norm(), stableNorm(), hypotNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::blueNorm() const
+{
+  return internal::blueNorm_impl(*this);
+}
+
+/** \returns the \em l2 norm of \c *this avoiding undeflow and overflow.
+  * This version use a concatenation of hypot() calls, and it is very slow.
+  *
+  * \sa norm(), stableNorm()
+  */
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+MatrixBase<Derived>::hypotNorm() const
+{
+  return this->cwiseAbs().redux(internal::scalar_hypot_op<RealScalar>());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_STABLENORM_H
diff --git a/third_party/eigen3/Eigen/src/Core/Stride.h b/third_party/eigen3/Eigen/src/Core/Stride.h
new file mode 100644
index 0000000000..d3d454e4e2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Stride.h
@@ -0,0 +1,113 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_STRIDE_H
+#define EIGEN_STRIDE_H
+
+namespace Eigen { 
+
+/** \class Stride
+  * \ingroup Core_Module
+  *
+  * \brief Holds strides information for Map
+  *
+  * This class holds the strides information for mapping arrays with strides with class Map.
+  *
+  * It holds two values: the inner stride and the outer stride.
+  *
+  * The inner stride is the pointer increment between two consecutive entries within a given row of a
+  * row-major matrix or within a given column of a column-major matrix.
+  *
+  * The outer stride is the pointer increment between two consecutive rows of a row-major matrix or
+  * between two consecutive columns of a column-major matrix.
+  *
+  * These two values can be passed either at compile-time as template parameters, or at runtime as
+  * arguments to the constructor.
+  *
+  * Indeed, this class takes two template parameters:
+  *  \param _OuterStrideAtCompileTime the outer stride, or Dynamic if you want to specify it at runtime.
+  *  \param _InnerStrideAtCompileTime the inner stride, or Dynamic if you want to specify it at runtime.
+  *
+  * Here is an example:
+  * \include Map_general_stride.cpp
+  * Output: \verbinclude Map_general_stride.out
+  *
+  * \sa class InnerStride, class OuterStride, \ref TopicStorageOrders
+  */
+template<int _OuterStrideAtCompileTime, int _InnerStrideAtCompileTime>
+class Stride
+{
+  public:
+    typedef DenseIndex Index;
+    enum {
+      InnerStrideAtCompileTime = _InnerStrideAtCompileTime,
+      OuterStrideAtCompileTime = _OuterStrideAtCompileTime
+    };
+
+    /** Default constructor, for use when strides are fixed at compile time */
+    EIGEN_DEVICE_FUNC
+    Stride()
+      : m_outer(OuterStrideAtCompileTime), m_inner(InnerStrideAtCompileTime)
+    {
+      eigen_assert(InnerStrideAtCompileTime != Dynamic && OuterStrideAtCompileTime != Dynamic);
+    }
+
+    /** Constructor allowing to pass the strides at runtime */
+    EIGEN_DEVICE_FUNC
+    Stride(Index outerStride, Index innerStride)
+      : m_outer(outerStride), m_inner(innerStride)
+    {
+      eigen_assert(innerStride>=0 && outerStride>=0);
+    }
+
+    /** Copy constructor */
+    EIGEN_DEVICE_FUNC
+    Stride(const Stride& other)
+      : m_outer(other.outer()), m_inner(other.inner())
+    {}
+
+    /** \returns the outer stride */
+    EIGEN_DEVICE_FUNC
+    inline Index outer() const { return m_outer.value(); }
+    /** \returns the inner stride */
+    EIGEN_DEVICE_FUNC
+    inline Index inner() const { return m_inner.value(); }
+
+  protected:
+    internal::variable_if_dynamic<Index, OuterStrideAtCompileTime> m_outer;
+    internal::variable_if_dynamic<Index, InnerStrideAtCompileTime> m_inner;
+};
+
+/** \brief Convenience specialization of Stride to specify only an inner stride
+  * See class Map for some examples */
+template<int Value = Dynamic>
+class InnerStride : public Stride<0, Value>
+{
+    typedef Stride<0, Value> Base;
+  public:
+    typedef DenseIndex Index;
+    EIGEN_DEVICE_FUNC InnerStride() : Base() {}
+    EIGEN_DEVICE_FUNC InnerStride(Index v) : Base(0, v) {}
+};
+
+/** \brief Convenience specialization of Stride to specify only an outer stride
+  * See class Map for some examples */
+template<int Value = Dynamic>
+class OuterStride : public Stride<Value, 0>
+{
+    typedef Stride<Value, 0> Base;
+  public:
+    typedef DenseIndex Index;
+    EIGEN_DEVICE_FUNC OuterStride() : Base() {}
+    EIGEN_DEVICE_FUNC OuterStride(Index v) : Base(v,0) {}
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_STRIDE_H
diff --git a/third_party/eigen3/Eigen/src/Core/Swap.h b/third_party/eigen3/Eigen/src/Core/Swap.h
new file mode 100644
index 0000000000..d602fba653
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Swap.h
@@ -0,0 +1,140 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_SWAP_H
+#define EIGEN_SWAP_H
+
+namespace Eigen { 
+
+/** \class SwapWrapper
+  * \ingroup Core_Module
+  *
+  * \internal
+  *
+  * \brief Internal helper class for swapping two expressions
+  */
+namespace internal {
+template<typename ExpressionType>
+struct traits<SwapWrapper<ExpressionType> > : traits<ExpressionType> {};
+}
+
+template<typename ExpressionType> class SwapWrapper
+  : public internal::dense_xpr_base<SwapWrapper<ExpressionType> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<SwapWrapper>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SwapWrapper)
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+
+    EIGEN_DEVICE_FUNC
+    inline SwapWrapper(ExpressionType& xpr) : m_expression(xpr) {}
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const { return m_expression.innerStride(); }
+    
+    typedef typename internal::conditional<
+                       internal::is_lvalue<ExpressionType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+                     
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return m_expression.data(); }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index rowId, Index colId)
+    {
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_expression.const_cast_derived().coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_expression.coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index) const
+    {
+      return m_expression.coeffRef(index);
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void copyCoeff(Index rowId, Index colId, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(rowId >= 0 && rowId < rows()
+                         && colId >= 0 && colId < cols());
+      Scalar tmp = m_expression.coeff(rowId, colId);
+      m_expression.coeffRef(rowId, colId) = _other.coeff(rowId, colId);
+      _other.coeffRef(rowId, colId) = tmp;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void copyCoeff(Index index, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(index >= 0 && index < m_expression.size());
+      Scalar tmp = m_expression.coeff(index);
+      m_expression.coeffRef(index) = _other.coeff(index);
+      _other.coeffRef(index) = tmp;
+    }
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    void copyPacket(Index rowId, Index colId, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(rowId >= 0 && rowId < rows()
+                        && colId >= 0 && colId < cols());
+      Packet tmp = m_expression.template packet<StoreMode>(rowId, colId);
+      m_expression.template writePacket<StoreMode>(rowId, colId,
+        _other.template packet<LoadMode>(rowId, colId)
+      );
+      _other.template writePacket<LoadMode>(rowId, colId, tmp);
+    }
+
+    template<typename OtherDerived, int StoreMode, int LoadMode>
+    void copyPacket(Index index, const DenseBase<OtherDerived>& other)
+    {
+      OtherDerived& _other = other.const_cast_derived();
+      eigen_internal_assert(index >= 0 && index < m_expression.size());
+      Packet tmp = m_expression.template packet<StoreMode>(index);
+      m_expression.template writePacket<StoreMode>(index,
+        _other.template packet<LoadMode>(index)
+      );
+      _other.template writePacket<LoadMode>(index, tmp);
+    }
+
+    EIGEN_DEVICE_FUNC
+    ExpressionType& expression() const { return m_expression; }
+
+  protected:
+    ExpressionType& m_expression;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SWAP_H
diff --git a/third_party/eigen3/Eigen/src/Core/Transpose.h b/third_party/eigen3/Eigen/src/Core/Transpose.h
new file mode 100644
index 0000000000..aba3f66704
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Transpose.h
@@ -0,0 +1,428 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009-2010 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_TRANSPOSE_H
+#define EIGEN_TRANSPOSE_H
+
+namespace Eigen { 
+
+/** \class Transpose
+  * \ingroup Core_Module
+  *
+  * \brief Expression of the transpose of a matrix
+  *
+  * \param MatrixType the type of the object of which we are taking the transpose
+  *
+  * This class represents an expression of the transpose of a matrix.
+  * It is the return type of MatrixBase::transpose() and MatrixBase::adjoint()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::transpose(), MatrixBase::adjoint()
+  */
+
+namespace internal {
+template<typename MatrixType>
+struct traits<Transpose<MatrixType> > : traits<MatrixType>
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type MatrixTypeNestedPlain;
+  typedef typename traits<MatrixType>::StorageKind StorageKind;
+  typedef typename traits<MatrixType>::XprKind XprKind;
+  enum {
+    RowsAtCompileTime = MatrixType::ColsAtCompileTime,
+    ColsAtCompileTime = MatrixType::RowsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
+    Flags0 = MatrixTypeNestedPlain::Flags & ~(LvalueBit | NestByRefBit),
+    Flags1 = Flags0 | FlagsLvalueBit,
+    Flags = Flags1 ^ RowMajorBit,
+    CoeffReadCost = MatrixTypeNestedPlain::CoeffReadCost,
+    InnerStrideAtCompileTime = inner_stride_at_compile_time<MatrixType>::ret,
+    OuterStrideAtCompileTime = outer_stride_at_compile_time<MatrixType>::ret
+  };
+};
+}
+
+template<typename MatrixType, typename StorageKind> class TransposeImpl;
+
+template<typename MatrixType> class Transpose
+  : public TransposeImpl<MatrixType,typename internal::traits<MatrixType>::StorageKind>
+{
+  public:
+
+    typedef typename TransposeImpl<MatrixType,typename internal::traits<MatrixType>::StorageKind>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(Transpose)
+
+    EIGEN_DEVICE_FUNC
+    inline Transpose(MatrixType& a_matrix) : m_matrix(a_matrix) {}
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Transpose)
+
+    EIGEN_DEVICE_FUNC inline Index rows() const { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC inline Index cols() const { return m_matrix.rows(); }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename MatrixType::Nested>::type&
+    nestedExpression() const { return m_matrix; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    typename internal::remove_all<typename MatrixType::Nested>::type&
+    nestedExpression() { return m_matrix.const_cast_derived(); }
+
+  protected:
+    typename MatrixType::Nested m_matrix;
+};
+
+namespace internal {
+
+template<typename MatrixType, bool HasDirectAccess = has_direct_access<MatrixType>::ret>
+struct TransposeImpl_base
+{
+  typedef typename dense_xpr_base<Transpose<MatrixType> >::type type;
+};
+
+template<typename MatrixType>
+struct TransposeImpl_base<MatrixType, false>
+{
+  typedef typename dense_xpr_base<Transpose<MatrixType> >::type type;
+};
+
+} // end namespace internal
+
+template<typename MatrixType> class TransposeImpl<MatrixType,Dense>
+  : public internal::TransposeImpl_base<MatrixType>::type
+{
+  public:
+
+    typedef typename internal::TransposeImpl_base<MatrixType>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Transpose<MatrixType>)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(TransposeImpl)
+
+    EIGEN_DEVICE_FUNC inline Index innerStride() const { return derived().nestedExpression().innerStride(); }
+    EIGEN_DEVICE_FUNC inline Index outerStride() const { return derived().nestedExpression().outerStride(); }
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<MatrixType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    inline ScalarWithConstIfNotLvalue* data() { return derived().nestedExpression().data(); }
+    inline const Scalar* data() const { return derived().nestedExpression().data(); }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue& coeffRef(Index rowId, Index colId)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return derived().nestedExpression().const_cast_derived().coeffRef(colId, rowId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue& coeffRef(Index index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return derived().nestedExpression().const_cast_derived().coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return derived().nestedExpression().coeffRef(colId, rowId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return derived().nestedExpression().coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index rowId, Index colId) const
+    {
+      return derived().nestedExpression().coeff(colId, rowId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index index) const
+    {
+      return derived().nestedExpression().coeff(index);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index rowId, Index colId) const
+    {
+      return derived().nestedExpression().template packet<LoadMode>(colId, rowId);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& x)
+    {
+      derived().nestedExpression().const_cast_derived().template writePacket<LoadMode>(colId, rowId, x);
+    }
+
+    template<int LoadMode>
+    inline const PacketScalar packet(Index index) const
+    {
+      return derived().nestedExpression().template packet<LoadMode>(index);
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& x)
+    {
+      derived().nestedExpression().const_cast_derived().template writePacket<LoadMode>(index, x);
+    }
+};
+
+/** \returns an expression of the transpose of *this.
+  *
+  * Example: \include MatrixBase_transpose.cpp
+  * Output: \verbinclude MatrixBase_transpose.out
+  *
+  * \warning If you want to replace a matrix by its own transpose, do \b NOT do this:
+  * \code
+  * m = m.transpose(); // bug!!! caused by aliasing effect
+  * \endcode
+  * Instead, use the transposeInPlace() method:
+  * \code
+  * m.transposeInPlace();
+  * \endcode
+  * which gives Eigen good opportunities for optimization, or alternatively you can also do:
+  * \code
+  * m = m.transpose().eval();
+  * \endcode
+  *
+  * \sa transposeInPlace(), adjoint() */
+template<typename Derived>
+inline Transpose<Derived>
+DenseBase<Derived>::transpose()
+{
+  return derived();
+}
+
+/** This is the const version of transpose().
+  *
+  * Make sure you read the warning for transpose() !
+  *
+  * \sa transposeInPlace(), adjoint() */
+template<typename Derived>
+inline typename DenseBase<Derived>::ConstTransposeReturnType
+DenseBase<Derived>::transpose() const
+{
+  return ConstTransposeReturnType(derived());
+}
+
+/** \returns an expression of the adjoint (i.e. conjugate transpose) of *this.
+  *
+  * Example: \include MatrixBase_adjoint.cpp
+  * Output: \verbinclude MatrixBase_adjoint.out
+  *
+  * \warning If you want to replace a matrix by its own adjoint, do \b NOT do this:
+  * \code
+  * m = m.adjoint(); // bug!!! caused by aliasing effect
+  * \endcode
+  * Instead, use the adjointInPlace() method:
+  * \code
+  * m.adjointInPlace();
+  * \endcode
+  * which gives Eigen good opportunities for optimization, or alternatively you can also do:
+  * \code
+  * m = m.adjoint().eval();
+  * \endcode
+  *
+  * \sa adjointInPlace(), transpose(), conjugate(), class Transpose, class internal::scalar_conjugate_op */
+template<typename Derived>
+inline const typename MatrixBase<Derived>::AdjointReturnType
+MatrixBase<Derived>::adjoint() const
+{
+  return this->transpose(); // in the complex case, the .conjugate() is be implicit here
+                            // due to implicit conversion to return type
+}
+
+/***************************************************************************
+* "in place" transpose implementation
+***************************************************************************/
+
+namespace internal {
+
+template<typename MatrixType,
+  bool IsSquare = (MatrixType::RowsAtCompileTime == MatrixType::ColsAtCompileTime) && MatrixType::RowsAtCompileTime!=Dynamic>
+struct inplace_transpose_selector;
+
+template<typename MatrixType>
+struct inplace_transpose_selector<MatrixType,true> { // square matrix
+  static void run(MatrixType& m) {
+    m.matrix().template triangularView<StrictlyUpper>().swap(m.matrix().transpose());
+  }
+};
+
+template<typename MatrixType>
+struct inplace_transpose_selector<MatrixType,false> { // non square matrix
+  static void run(MatrixType& m) {
+    if (m.rows()==m.cols())
+      m.matrix().template triangularView<StrictlyUpper>().swap(m.matrix().transpose());
+    else
+      m = m.transpose().eval();
+  }
+};
+
+} // end namespace internal
+
+/** This is the "in place" version of transpose(): it replaces \c *this by its own transpose.
+  * Thus, doing
+  * \code
+  * m.transposeInPlace();
+  * \endcode
+  * has the same effect on m as doing
+  * \code
+  * m = m.transpose().eval();
+  * \endcode
+  * and is faster and also safer because in the latter line of code, forgetting the eval() results
+  * in a bug caused by \ref TopicAliasing "aliasing".
+  *
+  * Notice however that this method is only useful if you want to replace a matrix by its own transpose.
+  * If you just need the transpose of a matrix, use transpose().
+  *
+  * \note if the matrix is not square, then \c *this must be a resizable matrix. 
+  * This excludes (non-square) fixed-size matrices, block-expressions and maps.
+  *
+  * \sa transpose(), adjoint(), adjointInPlace() */
+template<typename Derived>
+inline void DenseBase<Derived>::transposeInPlace()
+{
+  eigen_assert((rows() == cols() || (RowsAtCompileTime == Dynamic && ColsAtCompileTime == Dynamic))
+               && "transposeInPlace() called on a non-square non-resizable matrix");
+  internal::inplace_transpose_selector<Derived>::run(derived());
+}
+
+/***************************************************************************
+* "in place" adjoint implementation
+***************************************************************************/
+
+/** This is the "in place" version of adjoint(): it replaces \c *this by its own transpose.
+  * Thus, doing
+  * \code
+  * m.adjointInPlace();
+  * \endcode
+  * has the same effect on m as doing
+  * \code
+  * m = m.adjoint().eval();
+  * \endcode
+  * and is faster and also safer because in the latter line of code, forgetting the eval() results
+  * in a bug caused by aliasing.
+  *
+  * Notice however that this method is only useful if you want to replace a matrix by its own adjoint.
+  * If you just need the adjoint of a matrix, use adjoint().
+  *
+  * \note if the matrix is not square, then \c *this must be a resizable matrix.
+  * This excludes (non-square) fixed-size matrices, block-expressions and maps.
+  *
+  * \sa transpose(), adjoint(), transposeInPlace() */
+template<typename Derived>
+inline void MatrixBase<Derived>::adjointInPlace()
+{
+  derived() = adjoint().eval();
+}
+
+#ifndef EIGEN_NO_DEBUG
+
+// The following is to detect aliasing problems in most common cases.
+
+namespace internal {
+
+template<typename BinOp,typename NestedXpr,typename Rhs>
+struct blas_traits<SelfCwiseBinaryOp<BinOp,NestedXpr,Rhs> >
+ : blas_traits<NestedXpr>
+{
+  typedef SelfCwiseBinaryOp<BinOp,NestedXpr,Rhs> XprType;
+  static inline const XprType extract(const XprType& x) { return x; }
+};
+
+template<bool DestIsTransposed, typename OtherDerived>
+struct check_transpose_aliasing_compile_time_selector
+{
+  enum { ret = bool(blas_traits<OtherDerived>::IsTransposed) != DestIsTransposed };
+};
+
+template<bool DestIsTransposed, typename BinOp, typename DerivedA, typename DerivedB>
+struct check_transpose_aliasing_compile_time_selector<DestIsTransposed,CwiseBinaryOp<BinOp,DerivedA,DerivedB> >
+{
+  enum { ret =    bool(blas_traits<DerivedA>::IsTransposed) != DestIsTransposed
+               || bool(blas_traits<DerivedB>::IsTransposed) != DestIsTransposed
+  };
+};
+
+template<typename Scalar, bool DestIsTransposed, typename OtherDerived>
+struct check_transpose_aliasing_run_time_selector
+{
+  static bool run(const Scalar* dest, const OtherDerived& src)
+  {
+    return (bool(blas_traits<OtherDerived>::IsTransposed) != DestIsTransposed) && (dest!=0 && dest==(const Scalar*)extract_data(src));
+  }
+};
+
+template<typename Scalar, bool DestIsTransposed, typename BinOp, typename DerivedA, typename DerivedB>
+struct check_transpose_aliasing_run_time_selector<Scalar,DestIsTransposed,CwiseBinaryOp<BinOp,DerivedA,DerivedB> >
+{
+  static bool run(const Scalar* dest, const CwiseBinaryOp<BinOp,DerivedA,DerivedB>& src)
+  {
+    return ((blas_traits<DerivedA>::IsTransposed != DestIsTransposed) && (dest!=0 && dest==(const Scalar*)extract_data(src.lhs())))
+        || ((blas_traits<DerivedB>::IsTransposed != DestIsTransposed) && (dest!=0 && dest==(const Scalar*)extract_data(src.rhs())));
+  }
+};
+
+// the following selector, checkTransposeAliasing_impl, based on MightHaveTransposeAliasing,
+// is because when the condition controlling the assert is known at compile time, ICC emits a warning.
+// This is actually a good warning: in expressions that don't have any transposing, the condition is
+// known at compile time to be false, and using that, we can avoid generating the code of the assert again
+// and again for all these expressions that don't need it.
+
+template<typename Derived, typename OtherDerived,
+         bool MightHaveTransposeAliasing
+                 = check_transpose_aliasing_compile_time_selector
+                     <blas_traits<Derived>::IsTransposed,OtherDerived>::ret
+        >
+struct checkTransposeAliasing_impl
+{
+    static void run(const Derived& dst, const OtherDerived& other)
+    {
+        eigen_assert((!check_transpose_aliasing_run_time_selector
+                      <typename Derived::Scalar,blas_traits<Derived>::IsTransposed,OtherDerived>
+                      ::run(extract_data(dst), other))
+          && "aliasing detected during transposition, use transposeInPlace() "
+             "or evaluate the rhs into a temporary using .eval()");
+
+    }
+};
+
+template<typename Derived, typename OtherDerived>
+struct checkTransposeAliasing_impl<Derived, OtherDerived, false>
+{
+    static void run(const Derived&, const OtherDerived&)
+    {
+    }
+};
+
+} // end namespace internal
+
+template<typename Derived>
+template<typename OtherDerived>
+void DenseBase<Derived>::checkTransposeAliasing(const OtherDerived& other) const
+{
+    internal::checkTransposeAliasing_impl<Derived, OtherDerived>::run(derived(), other);
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRANSPOSE_H
diff --git a/third_party/eigen3/Eigen/src/Core/Transpositions.h b/third_party/eigen3/Eigen/src/Core/Transpositions.h
new file mode 100644
index 0000000000..ac3aef5af5
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Transpositions.h
@@ -0,0 +1,436 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010-2011 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_TRANSPOSITIONS_H
+#define EIGEN_TRANSPOSITIONS_H
+
+namespace Eigen {
+
+/** \class Transpositions
+  * \ingroup Core_Module
+  *
+  * \brief Represents a sequence of transpositions (row/column interchange)
+  *
+  * \param SizeAtCompileTime the number of transpositions, or Dynamic
+  * \param MaxSizeAtCompileTime the maximum number of transpositions, or Dynamic. This optional parameter defaults to SizeAtCompileTime. Most of the time, you should not have to specify it.
+  *
+  * This class represents a permutation transformation as a sequence of \em n transpositions
+  * \f$[T_{n-1} \ldots T_{i} \ldots T_{0}]\f$. It is internally stored as a vector of integers \c indices.
+  * Each transposition \f$ T_{i} \f$ applied on the left of a matrix (\f$ T_{i} M\f$) interchanges
+  * the rows \c i and \c indices[i] of the matrix \c M.
+  * A transposition applied on the right (e.g., \f$ M T_{i}\f$) yields a column interchange.
+  *
+  * Compared to the class PermutationMatrix, such a sequence of transpositions is what is
+  * computed during a decomposition with pivoting, and it is faster when applying the permutation in-place.
+  *
+  * To apply a sequence of transpositions to a matrix, simply use the operator * as in the following example:
+  * \code
+  * Transpositions tr;
+  * MatrixXf mat;
+  * mat = tr * mat;
+  * \endcode
+  * In this example, we detect that the matrix appears on both side, and so the transpositions
+  * are applied in-place without any temporary or extra copy.
+  *
+  * \sa class PermutationMatrix
+  */
+
+namespace internal {
+template<typename TranspositionType, typename MatrixType, int Side, bool Transposed=false> struct transposition_matrix_product_retval;
+}
+
+template<typename Derived>
+class TranspositionsBase
+{
+    typedef internal::traits<Derived> Traits;
+
+  public:
+
+    typedef typename Traits::IndicesType IndicesType;
+    typedef typename IndicesType::Scalar Index;
+
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+
+    /** Copies the \a other transpositions into \c *this */
+    template<typename OtherDerived>
+    Derived& operator=(const TranspositionsBase<OtherDerived>& other)
+    {
+      indices() = other.indices();
+      return derived();
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    Derived& operator=(const TranspositionsBase& other)
+    {
+      indices() = other.indices();
+      return derived();
+    }
+    #endif
+
+    /** \returns the number of transpositions */
+    inline Index size() const { return indices().size(); }
+
+    /** Direct access to the underlying index vector */
+    inline const Index& coeff(Index i) const { return indices().coeff(i); }
+    /** Direct access to the underlying index vector */
+    inline Index& coeffRef(Index i) { return indices().coeffRef(i); }
+    /** Direct access to the underlying index vector */
+    inline const Index& operator()(Index i) const { return indices()(i); }
+    /** Direct access to the underlying index vector */
+    inline Index& operator()(Index i) { return indices()(i); }
+    /** Direct access to the underlying index vector */
+    inline const Index& operator[](Index i) const { return indices()(i); }
+    /** Direct access to the underlying index vector */
+    inline Index& operator[](Index i) { return indices()(i); }
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return derived().indices(); }
+    /** \returns a reference to the stored array representing the transpositions. */
+    IndicesType& indices() { return derived().indices(); }
+
+    /** Resizes to given size. */
+    inline void resize(Index newSize)
+    {
+      indices().resize(newSize);
+    }
+
+    /** Sets \c *this to represents an identity transformation */
+    void setIdentity()
+    {
+      for(int i = 0; i < indices().size(); ++i)
+        coeffRef(i) = i;
+    }
+
+    // FIXME: do we want such methods ?
+    // might be usefull when the target matrix expression is complex, e.g.:
+    // object.matrix().block(..,..,..,..) = trans * object.matrix().block(..,..,..,..);
+    /*
+    template<typename MatrixType>
+    void applyForwardToRows(MatrixType& mat) const
+    {
+      for(Index k=0 ; k<size() ; ++k)
+        if(m_indices(k)!=k)
+          mat.row(k).swap(mat.row(m_indices(k)));
+    }
+
+    template<typename MatrixType>
+    void applyBackwardToRows(MatrixType& mat) const
+    {
+      for(Index k=size()-1 ; k>=0 ; --k)
+        if(m_indices(k)!=k)
+          mat.row(k).swap(mat.row(m_indices(k)));
+    }
+    */
+
+    /** \returns the inverse transformation */
+    inline Transpose<TranspositionsBase> inverse() const
+    { return Transpose<TranspositionsBase>(derived()); }
+
+    /** \returns the tranpose transformation */
+    inline Transpose<TranspositionsBase> transpose() const
+    { return Transpose<TranspositionsBase>(derived()); }
+
+  protected:
+};
+
+namespace internal {
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType>
+struct traits<Transpositions<SizeAtCompileTime,MaxSizeAtCompileTime,IndexType> >
+{
+  typedef IndexType Index;
+  typedef Matrix<Index, SizeAtCompileTime, 1, 0, MaxSizeAtCompileTime, 1> IndicesType;
+};
+}
+
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType>
+class Transpositions : public TranspositionsBase<Transpositions<SizeAtCompileTime,MaxSizeAtCompileTime,IndexType> >
+{
+    typedef internal::traits<Transpositions> Traits;
+  public:
+
+    typedef TranspositionsBase<Transpositions> Base;
+    typedef typename Traits::IndicesType IndicesType;
+    typedef typename IndicesType::Scalar Index;
+
+    inline Transpositions() {}
+
+    /** Copy constructor. */
+    template<typename OtherDerived>
+    inline Transpositions(const TranspositionsBase<OtherDerived>& other)
+      : m_indices(other.indices()) {}
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** Standard copy constructor. Defined only to prevent a default copy constructor
+      * from hiding the other templated constructor */
+    inline Transpositions(const Transpositions& other) : m_indices(other.indices()) {}
+    #endif
+
+    /** Generic constructor from expression of the transposition indices. */
+    template<typename Other>
+    explicit inline Transpositions(const MatrixBase<Other>& a_indices) : m_indices(a_indices)
+    {}
+
+    /** Copies the \a other transpositions into \c *this */
+    template<typename OtherDerived>
+    Transpositions& operator=(const TranspositionsBase<OtherDerived>& other)
+    {
+      return Base::operator=(other);
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    Transpositions& operator=(const Transpositions& other)
+    {
+      m_indices = other.m_indices;
+      return *this;
+    }
+    #endif
+
+    /** Constructs an uninitialized permutation matrix of given size.
+      */
+    inline Transpositions(Index size) : m_indices(size)
+    {}
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return m_indices; }
+    /** \returns a reference to the stored array representing the transpositions. */
+    IndicesType& indices() { return m_indices; }
+
+  protected:
+
+    IndicesType m_indices;
+};
+
+
+namespace internal {
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType, int _PacketAccess>
+struct traits<Map<Transpositions<SizeAtCompileTime,MaxSizeAtCompileTime,IndexType>,_PacketAccess> >
+{
+  typedef IndexType Index;
+  typedef Map<const Matrix<Index,SizeAtCompileTime,1,0,MaxSizeAtCompileTime,1>, _PacketAccess> IndicesType;
+};
+}
+
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime, typename IndexType, int PacketAccess>
+class Map<Transpositions<SizeAtCompileTime,MaxSizeAtCompileTime,IndexType>,PacketAccess>
+ : public TranspositionsBase<Map<Transpositions<SizeAtCompileTime,MaxSizeAtCompileTime,IndexType>,PacketAccess> >
+{
+    typedef internal::traits<Map> Traits;
+  public:
+
+    typedef TranspositionsBase<Map> Base;
+    typedef typename Traits::IndicesType IndicesType;
+    typedef typename IndicesType::Scalar Index;
+
+    inline Map(const Index* indicesPtr)
+      : m_indices(indicesPtr)
+    {}
+
+    inline Map(const Index* indicesPtr, Index size)
+      : m_indices(indicesPtr,size)
+    {}
+
+    /** Copies the \a other transpositions into \c *this */
+    template<typename OtherDerived>
+    Map& operator=(const TranspositionsBase<OtherDerived>& other)
+    {
+      return Base::operator=(other);
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    Map& operator=(const Map& other)
+    {
+      m_indices = other.m_indices;
+      return *this;
+    }
+    #endif
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return m_indices; }
+
+    /** \returns a reference to the stored array representing the transpositions. */
+    IndicesType& indices() { return m_indices; }
+
+  protected:
+
+    IndicesType m_indices;
+};
+
+namespace internal {
+template<typename _IndicesType>
+struct traits<TranspositionsWrapper<_IndicesType> >
+{
+  typedef typename _IndicesType::Scalar Index;
+  typedef _IndicesType IndicesType;
+};
+}
+
+template<typename _IndicesType>
+class TranspositionsWrapper
+ : public TranspositionsBase<TranspositionsWrapper<_IndicesType> >
+{
+    typedef internal::traits<TranspositionsWrapper> Traits;
+  public:
+
+    typedef TranspositionsBase<TranspositionsWrapper> Base;
+    typedef typename Traits::IndicesType IndicesType;
+    typedef typename IndicesType::Scalar Index;
+
+    inline TranspositionsWrapper(IndicesType& a_indices)
+      : m_indices(a_indices)
+    {}
+
+    /** Copies the \a other transpositions into \c *this */
+    template<typename OtherDerived>
+    TranspositionsWrapper& operator=(const TranspositionsBase<OtherDerived>& other)
+    {
+      return Base::operator=(other);
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    TranspositionsWrapper& operator=(const TranspositionsWrapper& other)
+    {
+      m_indices = other.m_indices;
+      return *this;
+    }
+    #endif
+
+    /** const version of indices(). */
+    const IndicesType& indices() const { return m_indices; }
+
+    /** \returns a reference to the stored array representing the transpositions. */
+    IndicesType& indices() { return m_indices; }
+
+  protected:
+
+    const typename IndicesType::Nested m_indices;
+};
+
+/** \returns the \a matrix with the \a transpositions applied to the columns.
+  */
+template<typename Derived, typename TranspositionsDerived>
+inline const internal::transposition_matrix_product_retval<TranspositionsDerived, Derived, OnTheRight>
+operator*(const MatrixBase<Derived>& matrix,
+          const TranspositionsBase<TranspositionsDerived> &transpositions)
+{
+  return internal::transposition_matrix_product_retval
+           <TranspositionsDerived, Derived, OnTheRight>
+           (transpositions.derived(), matrix.derived());
+}
+
+/** \returns the \a matrix with the \a transpositions applied to the rows.
+  */
+template<typename Derived, typename TranspositionDerived>
+inline const internal::transposition_matrix_product_retval
+               <TranspositionDerived, Derived, OnTheLeft>
+operator*(const TranspositionsBase<TranspositionDerived> &transpositions,
+          const MatrixBase<Derived>& matrix)
+{
+  return internal::transposition_matrix_product_retval
+           <TranspositionDerived, Derived, OnTheLeft>
+           (transpositions.derived(), matrix.derived());
+}
+
+namespace internal {
+
+template<typename TranspositionType, typename MatrixType, int Side, bool Transposed>
+struct traits<transposition_matrix_product_retval<TranspositionType, MatrixType, Side, Transposed> >
+{
+  typedef typename MatrixType::PlainObject ReturnType;
+};
+
+template<typename TranspositionType, typename MatrixType, int Side, bool Transposed>
+struct transposition_matrix_product_retval
+ : public ReturnByValue<transposition_matrix_product_retval<TranspositionType, MatrixType, Side, Transposed> >
+{
+    typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned;
+    typedef typename TranspositionType::Index Index;
+
+    transposition_matrix_product_retval(const TranspositionType& tr, const MatrixType& matrix)
+      : m_transpositions(tr), m_matrix(matrix)
+    {}
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      const Index size = m_transpositions.size();
+      Index j = 0;
+
+      if(!(is_same<MatrixTypeNestedCleaned,Dest>::value && extract_data(dst) == extract_data(m_matrix)))
+        dst = m_matrix;
+
+      for(Index k=(Transposed?size-1:0) ; Transposed?k>=0:k<size ; Transposed?--k:++k)
+        if((j=m_transpositions.coeff(k))!=k)
+        {
+          if(Side==OnTheLeft)
+            dst.row(k).swap(dst.row(j));
+          else if(Side==OnTheRight)
+            dst.col(k).swap(dst.col(j));
+        }
+    }
+
+  protected:
+    const TranspositionType& m_transpositions;
+    typename MatrixType::Nested m_matrix;
+};
+
+} // end namespace internal
+
+/* Template partial specialization for transposed/inverse transpositions */
+
+template<typename TranspositionsDerived>
+class Transpose<TranspositionsBase<TranspositionsDerived> >
+{
+    typedef TranspositionsDerived TranspositionType;
+    typedef typename TranspositionType::IndicesType IndicesType;
+  public:
+
+    Transpose(const TranspositionType& t) : m_transpositions(t) {}
+
+    inline int size() const { return m_transpositions.size(); }
+
+    /** \returns the \a matrix with the inverse transpositions applied to the columns.
+      */
+    template<typename Derived> friend
+    inline const internal::transposition_matrix_product_retval<TranspositionType, Derived, OnTheRight, true>
+    operator*(const MatrixBase<Derived>& matrix, const Transpose& trt)
+    {
+      return internal::transposition_matrix_product_retval<TranspositionType, Derived, OnTheRight, true>(trt.m_transpositions, matrix.derived());
+    }
+
+    /** \returns the \a matrix with the inverse transpositions applied to the rows.
+      */
+    template<typename Derived>
+    inline const internal::transposition_matrix_product_retval<TranspositionType, Derived, OnTheLeft, true>
+    operator*(const MatrixBase<Derived>& matrix) const
+    {
+      return internal::transposition_matrix_product_retval<TranspositionType, Derived, OnTheLeft, true>(m_transpositions, matrix.derived());
+    }
+
+  protected:
+    const TranspositionType& m_transpositions;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRANSPOSITIONS_H
diff --git a/third_party/eigen3/Eigen/src/Core/TriangularMatrix.h b/third_party/eigen3/Eigen/src/Core/TriangularMatrix.h
new file mode 100644
index 0000000000..1d6e346506
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/TriangularMatrix.h
@@ -0,0 +1,900 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2009 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_TRIANGULARMATRIX_H
+#define EIGEN_TRIANGULARMATRIX_H
+
+namespace Eigen { 
+
+namespace internal {
+  
+template<int Side, typename TriangularType, typename Rhs> struct triangular_solve_retval;
+  
+}
+
+/** \internal
+  *
+  * \class TriangularBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for triangular part in a matrix
+  */
+template<typename Derived> class TriangularBase : public EigenBase<Derived>
+{
+  public:
+
+    enum {
+      Mode = internal::traits<Derived>::Mode,
+      CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime
+    };
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::DenseMatrixType DenseMatrixType;
+    typedef DenseMatrixType DenseType;
+
+    EIGEN_DEVICE_FUNC
+    inline TriangularBase() { eigen_assert(!((Mode&UnitDiag) && (Mode&ZeroDiag))); }
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return derived().rows(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return derived().cols(); }
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const { return derived().outerStride(); }
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const { return derived().innerStride(); }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar coeff(Index row, Index col) const  { return derived().coeff(row,col); }
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index row, Index col) { return derived().coeffRef(row,col); }
+
+    /** \see MatrixBase::copyCoeff(row,col)
+      */
+    template<typename Other>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void copyCoeff(Index row, Index col, Other& other)
+    {
+      derived().coeffRef(row, col) = other.coeff(row, col);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar operator()(Index row, Index col) const
+    {
+      check_coordinates(row, col);
+      return coeff(row,col);
+    }
+    EIGEN_DEVICE_FUNC
+    inline Scalar& operator()(Index row, Index col)
+    {
+      check_coordinates(row, col);
+      return coeffRef(row,col);
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    EIGEN_DEVICE_FUNC
+    inline const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    EIGEN_DEVICE_FUNC
+    inline Derived& derived() { return *static_cast<Derived*>(this); }
+    #endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    template<typename DenseDerived>
+    EIGEN_DEVICE_FUNC
+    void evalTo(MatrixBase<DenseDerived> &other) const;
+    template<typename DenseDerived>
+    EIGEN_DEVICE_FUNC
+    void evalToLazy(MatrixBase<DenseDerived> &other) const;
+
+    EIGEN_DEVICE_FUNC
+    DenseMatrixType toDenseMatrix() const
+    {
+      DenseMatrixType res(rows(), cols());
+      evalToLazy(res);
+      return res;
+    }
+
+  protected:
+
+    void check_coordinates(Index row, Index col) const
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(row);
+      EIGEN_ONLY_USED_FOR_DEBUG(col);
+      eigen_assert(col>=0 && col<cols() && row>=0 && row<rows());
+      const int mode = int(Mode) & ~SelfAdjoint;
+      EIGEN_ONLY_USED_FOR_DEBUG(mode);
+      eigen_assert((mode==Upper && col>=row)
+                || (mode==Lower && col<=row)
+                || ((mode==StrictlyUpper || mode==UnitUpper) && col>row)
+                || ((mode==StrictlyLower || mode==UnitLower) && col<row));
+    }
+
+    #ifdef EIGEN_INTERNAL_DEBUGGING
+    void check_coordinates_internal(Index row, Index col) const
+    {
+      check_coordinates(row, col);
+    }
+    #else
+    void check_coordinates_internal(Index , Index ) const {}
+    #endif
+
+};
+
+/** \class TriangularView
+  * \ingroup Core_Module
+  *
+  * \brief Base class for triangular part in a matrix
+  *
+  * \param MatrixType the type of the object in which we are taking the triangular part
+  * \param Mode the kind of triangular matrix expression to construct. Can be #Upper,
+  *             #Lower, #UnitUpper, #UnitLower, #StrictlyUpper, or #StrictlyLower.
+  *             This is in fact a bit field; it must have either #Upper or #Lower, 
+  *             and additionnaly it may have #UnitDiag or #ZeroDiag or neither.
+  *
+  * This class represents a triangular part of a matrix, not necessarily square. Strictly speaking, for rectangular
+  * matrices one should speak of "trapezoid" parts. This class is the return type
+  * of MatrixBase::triangularView() and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::triangularView()
+  */
+namespace internal {
+template<typename MatrixType, unsigned int _Mode>
+struct traits<TriangularView<MatrixType, _Mode> > : traits<MatrixType>
+{
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type MatrixTypeNestedNonRef;
+  typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+  typedef MatrixType ExpressionType;
+  typedef typename MatrixType::PlainObject DenseMatrixType;
+  enum {
+    Mode = _Mode,
+    Flags = (MatrixTypeNestedCleaned::Flags & (HereditaryBits) & (~(PacketAccessBit | DirectAccessBit | LinearAccessBit))) | Mode,
+    CoeffReadCost = MatrixTypeNestedCleaned::CoeffReadCost
+  };
+};
+}
+
+template<int Mode, bool LhsIsTriangular,
+         typename Lhs, bool LhsIsVector,
+         typename Rhs, bool RhsIsVector>
+struct TriangularProduct;
+
+template<typename _MatrixType, unsigned int _Mode> class TriangularView
+  : public TriangularBase<TriangularView<_MatrixType, _Mode> >
+{
+  public:
+
+    typedef TriangularBase<TriangularView> Base;
+    typedef typename internal::traits<TriangularView>::Scalar Scalar;
+
+    typedef _MatrixType MatrixType;
+    typedef typename internal::traits<TriangularView>::DenseMatrixType DenseMatrixType;
+    typedef DenseMatrixType PlainObject;
+
+  protected:
+    typedef typename internal::traits<TriangularView>::MatrixTypeNested MatrixTypeNested;
+    typedef typename internal::traits<TriangularView>::MatrixTypeNestedNonRef MatrixTypeNestedNonRef;
+    typedef typename internal::traits<TriangularView>::MatrixTypeNestedCleaned MatrixTypeNestedCleaned;
+
+    typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType;
+    
+  public:
+    using Base::evalToLazy;
+  
+
+    typedef typename internal::traits<TriangularView>::StorageKind StorageKind;
+    typedef typename internal::traits<TriangularView>::Index Index;
+
+    enum {
+      Mode = _Mode,
+      TransposeMode = (Mode & Upper ? Lower : 0)
+                    | (Mode & Lower ? Upper : 0)
+                    | (Mode & (UnitDiag))
+                    | (Mode & (ZeroDiag))
+    };
+
+    EIGEN_DEVICE_FUNC
+    inline TriangularView(const MatrixType& matrix) : m_matrix(matrix)
+    {}
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC
+    inline Index outerStride() const { return m_matrix.outerStride(); }
+    EIGEN_DEVICE_FUNC
+    inline Index innerStride() const { return m_matrix.innerStride(); }
+
+    /** \sa MatrixBase::operator+=() */    
+    template<typename Other>
+    EIGEN_DEVICE_FUNC
+    TriangularView&  operator+=(const DenseBase<Other>& other) { return *this = m_matrix + other.derived(); }
+    /** \sa MatrixBase::operator-=() */
+    template<typename Other>
+    EIGEN_DEVICE_FUNC
+    TriangularView&  operator-=(const DenseBase<Other>& other) { return *this = m_matrix - other.derived(); }
+    /** \sa MatrixBase::operator*=() */
+    EIGEN_DEVICE_FUNC
+    TriangularView&  operator*=(const typename internal::traits<MatrixType>::Scalar& other) { return *this = m_matrix * other; }
+    /** \sa MatrixBase::operator/=() */
+    EIGEN_DEVICE_FUNC
+    TriangularView&  operator/=(const typename internal::traits<MatrixType>::Scalar& other) { return *this = m_matrix / other; }
+
+    /** \sa MatrixBase::fill() */
+    EIGEN_DEVICE_FUNC
+    void fill(const Scalar& value) { setConstant(value); }
+    /** \sa MatrixBase::setConstant() */
+    EIGEN_DEVICE_FUNC
+    TriangularView& setConstant(const Scalar& value)
+    { return *this = MatrixType::Constant(rows(), cols(), value); }
+    /** \sa MatrixBase::setZero() */
+    EIGEN_DEVICE_FUNC
+    TriangularView& setZero() { return setConstant(Scalar(0)); }
+    /** \sa MatrixBase::setOnes() */
+    EIGEN_DEVICE_FUNC
+    TriangularView& setOnes() { return setConstant(Scalar(1)); }
+
+    /** \sa MatrixBase::coeff()
+      * \warning the coordinates must fit into the referenced triangular part
+      */
+    EIGEN_DEVICE_FUNC
+    inline Scalar coeff(Index row, Index col) const
+    {
+      Base::check_coordinates_internal(row, col);
+      return m_matrix.coeff(row, col);
+    }
+
+    /** \sa MatrixBase::coeffRef()
+      * \warning the coordinates must fit into the referenced triangular part
+      */
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      Base::check_coordinates_internal(row, col);
+      return m_matrix.const_cast_derived().coeffRef(row, col);
+    }
+
+    EIGEN_DEVICE_FUNC
+    const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
+    EIGEN_DEVICE_FUNC
+    MatrixTypeNestedCleaned& nestedExpression() { return *const_cast<MatrixTypeNestedCleaned*>(&m_matrix); }
+
+    /** Assigns a triangular matrix to a triangular part of a dense matrix */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    TriangularView& operator=(const TriangularBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    TriangularView& operator=(const MatrixBase<OtherDerived>& other);
+
+    EIGEN_DEVICE_FUNC
+    TriangularView& operator=(const TriangularView& other)
+    { return *this = other.nestedExpression(); }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void lazyAssign(const TriangularBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void lazyAssign(const MatrixBase<OtherDerived>& other);
+
+    /** \sa MatrixBase::conjugate() */
+    EIGEN_DEVICE_FUNC
+    inline TriangularView<MatrixConjugateReturnType,Mode> conjugate()
+    { return m_matrix.conjugate(); }
+    /** \sa MatrixBase::conjugate() const */
+    EIGEN_DEVICE_FUNC
+    inline const TriangularView<MatrixConjugateReturnType,Mode> conjugate() const
+    { return m_matrix.conjugate(); }
+
+    /** \sa MatrixBase::adjoint() const */
+    EIGEN_DEVICE_FUNC
+    inline const TriangularView<const typename MatrixType::AdjointReturnType,TransposeMode> adjoint() const
+    { return m_matrix.adjoint(); }
+
+    /** \sa MatrixBase::transpose() */
+    EIGEN_DEVICE_FUNC
+    inline TriangularView<Transpose<MatrixType>,TransposeMode> transpose()
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return m_matrix.const_cast_derived().transpose();
+    }
+    /** \sa MatrixBase::transpose() const */
+    EIGEN_DEVICE_FUNC
+    inline const TriangularView<Transpose<MatrixType>,TransposeMode> transpose() const
+    {
+      return m_matrix.transpose();
+    }
+
+    /** Efficient triangular matrix times vector/matrix product */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    TriangularProduct<Mode,true,MatrixType,false,OtherDerived, OtherDerived::IsVectorAtCompileTime>
+    operator*(const MatrixBase<OtherDerived>& rhs) const
+    {
+      return TriangularProduct
+              <Mode,true,MatrixType,false,OtherDerived,OtherDerived::IsVectorAtCompileTime>
+              (m_matrix, rhs.derived());
+    }
+
+    /** Efficient vector/matrix times triangular matrix product */
+    template<typename OtherDerived> friend
+    EIGEN_DEVICE_FUNC
+    TriangularProduct<Mode,false,OtherDerived,OtherDerived::IsVectorAtCompileTime,MatrixType,false>
+    operator*(const MatrixBase<OtherDerived>& lhs, const TriangularView& rhs)
+    {
+      return TriangularProduct
+              <Mode,false,OtherDerived,OtherDerived::IsVectorAtCompileTime,MatrixType,false>
+              (lhs.derived(),rhs.m_matrix);
+    }
+
+    #ifdef EIGEN2_SUPPORT
+    template<typename OtherDerived>
+    struct eigen2_product_return_type
+    {
+      typedef typename TriangularView<MatrixType,Mode>::DenseMatrixType DenseMatrixType;
+      typedef typename OtherDerived::PlainObject::DenseType OtherPlainObject;
+      typedef typename ProductReturnType<DenseMatrixType, OtherPlainObject>::Type ProdRetType;
+      typedef typename ProdRetType::PlainObject type;
+    };
+    template<typename OtherDerived>
+    const typename eigen2_product_return_type<OtherDerived>::type
+    operator*(const EigenBase<OtherDerived>& rhs) const
+    {
+      typename OtherDerived::PlainObject::DenseType rhsPlainObject;
+      rhs.evalTo(rhsPlainObject);
+      return this->toDenseMatrix() * rhsPlainObject;
+    }
+    template<typename OtherMatrixType>
+    bool isApprox(const TriangularView<OtherMatrixType, Mode>& other, typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision()) const
+    {
+      return this->toDenseMatrix().isApprox(other.toDenseMatrix(), precision);
+    }
+    template<typename OtherDerived>
+    bool isApprox(const MatrixBase<OtherDerived>& other, typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision()) const
+    {
+      return this->toDenseMatrix().isApprox(other, precision);
+    }
+    #endif // EIGEN2_SUPPORT
+
+    template<int Side, typename Other>
+    EIGEN_DEVICE_FUNC
+    inline const internal::triangular_solve_retval<Side,TriangularView, Other>
+    solve(const MatrixBase<Other>& other) const;
+
+    template<int Side, typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void solveInPlace(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename Other>
+    EIGEN_DEVICE_FUNC
+    inline const internal::triangular_solve_retval<OnTheLeft,TriangularView, Other> 
+    solve(const MatrixBase<Other>& other) const
+    { return solve<OnTheLeft>(other); }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void solveInPlace(const MatrixBase<OtherDerived>& other) const
+    { return solveInPlace<OnTheLeft>(other); }
+
+    EIGEN_DEVICE_FUNC
+    const SelfAdjointView<MatrixTypeNestedNonRef,Mode> selfadjointView() const
+    {
+      EIGEN_STATIC_ASSERT((Mode&UnitDiag)==0,PROGRAMMING_ERROR);
+      return SelfAdjointView<MatrixTypeNestedNonRef,Mode>(m_matrix);
+    }
+    EIGEN_DEVICE_FUNC
+    SelfAdjointView<MatrixTypeNestedNonRef,Mode> selfadjointView()
+    {
+      EIGEN_STATIC_ASSERT((Mode&UnitDiag)==0,PROGRAMMING_ERROR);
+      return SelfAdjointView<MatrixTypeNestedNonRef,Mode>(m_matrix);
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void swap(TriangularBase<OtherDerived> const & other)
+    {
+      TriangularView<SwapWrapper<MatrixType>,Mode>(const_cast<MatrixType&>(m_matrix)).lazyAssign(other.derived());
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    void swap(MatrixBase<OtherDerived> const & other)
+    {
+      SwapWrapper<MatrixType> swaper(const_cast<MatrixType&>(m_matrix));
+      TriangularView<SwapWrapper<MatrixType>,Mode>(swaper).lazyAssign(other.derived());
+    }
+
+    EIGEN_DEVICE_FUNC
+    Scalar determinant() const
+    {
+      if (Mode & UnitDiag)
+        return 1;
+      else if (Mode & ZeroDiag)
+        return 0;
+      else
+        return m_matrix.diagonal().prod();
+    }
+    
+    // TODO simplify the following:
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& operator=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
+    {
+      setZero();
+      return assignProduct(other,1);
+    }
+    
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& operator+=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
+    {
+      return assignProduct(other,1);
+    }
+    
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& operator-=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
+    {
+      return assignProduct(other,-1);
+    }
+    
+    
+    template<typename ProductDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& operator=(const ScaledProduct<ProductDerived>& other)
+    {
+      setZero();
+      return assignProduct(other,other.alpha());
+    }
+    
+    template<typename ProductDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& operator+=(const ScaledProduct<ProductDerived>& other)
+    {
+      return assignProduct(other,other.alpha());
+    }
+    
+    template<typename ProductDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& operator-=(const ScaledProduct<ProductDerived>& other)
+    {
+      return assignProduct(other,-other.alpha());
+    }
+    
+  protected:
+    
+    template<typename ProductDerived, typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TriangularView& assignProduct(const ProductBase<ProductDerived, Lhs,Rhs>& prod, const Scalar& alpha);
+
+    MatrixTypeNested m_matrix;
+};
+
+/***************************************************************************
+* Implementation of triangular evaluation/assignment
+***************************************************************************/
+
+namespace internal {
+
+template<typename Derived1, typename Derived2, unsigned int Mode, int UnrollCount, bool ClearOpposite>
+struct triangular_assignment_selector
+{
+  enum {
+    col = (UnrollCount-1) / Derived1::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived1::RowsAtCompileTime
+  };
+  
+  typedef typename Derived1::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    triangular_assignment_selector<Derived1, Derived2, Mode, UnrollCount-1, ClearOpposite>::run(dst, src);
+
+    eigen_assert( Mode == Upper || Mode == Lower
+            || Mode == StrictlyUpper || Mode == StrictlyLower
+            || Mode == UnitUpper || Mode == UnitLower);
+    if((Mode == Upper && row <= col)
+    || (Mode == Lower && row >= col)
+    || (Mode == StrictlyUpper && row < col)
+    || (Mode == StrictlyLower && row > col)
+    || (Mode == UnitUpper && row < col)
+    || (Mode == UnitLower && row > col))
+      dst.copyCoeff(row, col, src);
+    else if(ClearOpposite)
+    {
+      if (Mode&UnitDiag && row==col)
+        dst.coeffRef(row, col) = Scalar(1);
+      else
+        dst.coeffRef(row, col) = Scalar(0);
+    }
+  }
+};
+
+// prevent buggy user code from causing an infinite recursion
+template<typename Derived1, typename Derived2, unsigned int Mode, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, Mode, 0, ClearOpposite>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &, const Derived2 &) {}
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, Upper, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  typedef typename Derived1::Scalar Scalar;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      Index maxi = (std::min)(j, dst.rows()-1);
+      for(Index i = 0; i <= maxi; ++i)
+        dst.copyCoeff(i, j, src);
+      if (ClearOpposite)
+        for(Index i = maxi+1; i < dst.rows(); ++i)
+          dst.coeffRef(i, j) = Scalar(0);
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, Lower, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      for(Index i = j; i < dst.rows(); ++i)
+        dst.copyCoeff(i, j, src);
+      Index maxi = (std::min)(j, dst.rows());
+      if (ClearOpposite)
+        for(Index i = 0; i < maxi; ++i)
+          dst.coeffRef(i, j) = static_cast<typename Derived1::Scalar>(0);
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, StrictlyUpper, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  typedef typename Derived1::Scalar Scalar;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      Index maxi = (std::min)(j, dst.rows());
+      for(Index i = 0; i < maxi; ++i)
+        dst.copyCoeff(i, j, src);
+      if (ClearOpposite)
+        for(Index i = maxi; i < dst.rows(); ++i)
+          dst.coeffRef(i, j) = Scalar(0);
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, StrictlyLower, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      for(Index i = j+1; i < dst.rows(); ++i)
+        dst.copyCoeff(i, j, src);
+      Index maxi = (std::min)(j, dst.rows()-1);
+      if (ClearOpposite)
+        for(Index i = 0; i <= maxi; ++i)
+          dst.coeffRef(i, j) = static_cast<typename Derived1::Scalar>(0);
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, UnitUpper, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      Index maxi = (std::min)(j, dst.rows());
+      for(Index i = 0; i < maxi; ++i)
+        dst.copyCoeff(i, j, src);
+      if (ClearOpposite)
+      {
+        for(Index i = maxi+1; i < dst.rows(); ++i)
+          dst.coeffRef(i, j) = 0;
+      }
+    }
+    dst.diagonal().setOnes();
+  }
+};
+template<typename Derived1, typename Derived2, bool ClearOpposite>
+struct triangular_assignment_selector<Derived1, Derived2, UnitLower, Dynamic, ClearOpposite>
+{
+  typedef typename Derived1::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(Derived1 &dst, const Derived2 &src)
+  {
+    for(Index j = 0; j < dst.cols(); ++j)
+    {
+      Index maxi = (std::min)(j, dst.rows());
+      for(Index i = maxi+1; i < dst.rows(); ++i)
+        dst.copyCoeff(i, j, src);
+      if (ClearOpposite)
+      {
+        for(Index i = 0; i < maxi; ++i)
+          dst.coeffRef(i, j) = 0;
+      }
+    }
+    dst.diagonal().setOnes();
+  }
+};
+
+} // end namespace internal
+
+// FIXME should we keep that possibility
+template<typename MatrixType, unsigned int Mode>
+template<typename OtherDerived>
+inline TriangularView<MatrixType, Mode>&
+TriangularView<MatrixType, Mode>::operator=(const MatrixBase<OtherDerived>& other)
+{
+  if(OtherDerived::Flags & EvalBeforeAssigningBit)
+  {
+    typename internal::plain_matrix_type<OtherDerived>::type other_evaluated(other.rows(), other.cols());
+    other_evaluated.template triangularView<Mode>().lazyAssign(other.derived());
+    lazyAssign(other_evaluated);
+  }
+  else
+    lazyAssign(other.derived());
+  return *this;
+}
+
+// FIXME should we keep that possibility
+template<typename MatrixType, unsigned int Mode>
+template<typename OtherDerived>
+void TriangularView<MatrixType, Mode>::lazyAssign(const MatrixBase<OtherDerived>& other)
+{
+  enum {
+    unroll = MatrixType::SizeAtCompileTime != Dynamic
+          && internal::traits<OtherDerived>::CoeffReadCost != Dynamic
+          && MatrixType::SizeAtCompileTime*internal::traits<OtherDerived>::CoeffReadCost/2 <= EIGEN_UNROLLING_LIMIT
+  };
+  eigen_assert(m_matrix.rows() == other.rows() && m_matrix.cols() == other.cols());
+
+  internal::triangular_assignment_selector
+    <MatrixType, OtherDerived, int(Mode),
+    unroll ? int(MatrixType::SizeAtCompileTime) : Dynamic,
+    false // do not change the opposite triangular part
+    >::run(m_matrix.const_cast_derived(), other.derived());
+}
+
+
+
+template<typename MatrixType, unsigned int Mode>
+template<typename OtherDerived>
+inline TriangularView<MatrixType, Mode>&
+TriangularView<MatrixType, Mode>::operator=(const TriangularBase<OtherDerived>& other)
+{
+  eigen_assert(Mode == int(OtherDerived::Mode));
+  if(internal::traits<OtherDerived>::Flags & EvalBeforeAssigningBit)
+  {
+    typename OtherDerived::DenseMatrixType other_evaluated(other.rows(), other.cols());
+    other_evaluated.template triangularView<Mode>().lazyAssign(other.derived().nestedExpression());
+    lazyAssign(other_evaluated);
+  }
+  else
+    lazyAssign(other.derived().nestedExpression());
+  return *this;
+}
+
+template<typename MatrixType, unsigned int Mode>
+template<typename OtherDerived>
+void TriangularView<MatrixType, Mode>::lazyAssign(const TriangularBase<OtherDerived>& other)
+{
+  enum {
+    unroll = MatrixType::SizeAtCompileTime != Dynamic
+                   && internal::traits<OtherDerived>::CoeffReadCost != Dynamic
+                   && MatrixType::SizeAtCompileTime * internal::traits<OtherDerived>::CoeffReadCost / 2
+                        <= EIGEN_UNROLLING_LIMIT
+  };
+  eigen_assert(m_matrix.rows() == other.rows() && m_matrix.cols() == other.cols());
+
+  internal::triangular_assignment_selector
+    <MatrixType, OtherDerived, int(Mode),
+    unroll ? int(MatrixType::SizeAtCompileTime) : Dynamic,
+    false // preserve the opposite triangular part
+    >::run(m_matrix.const_cast_derived(), other.derived().nestedExpression());
+}
+
+/***************************************************************************
+* Implementation of TriangularBase methods
+***************************************************************************/
+
+/** Assigns a triangular or selfadjoint matrix to a dense matrix.
+  * If the matrix is triangular, the opposite part is set to zero. */
+template<typename Derived>
+template<typename DenseDerived>
+void TriangularBase<Derived>::evalTo(MatrixBase<DenseDerived> &other) const
+{
+  if(internal::traits<Derived>::Flags & EvalBeforeAssigningBit)
+  {
+    typename internal::plain_matrix_type<Derived>::type other_evaluated(rows(), cols());
+    evalToLazy(other_evaluated);
+    other.derived().swap(other_evaluated);
+  }
+  else
+    evalToLazy(other.derived());
+}
+
+/** Assigns a triangular or selfadjoint matrix to a dense matrix.
+  * If the matrix is triangular, the opposite part is set to zero. */
+template<typename Derived>
+template<typename DenseDerived>
+void TriangularBase<Derived>::evalToLazy(MatrixBase<DenseDerived> &other) const
+{
+  enum {
+    unroll = DenseDerived::SizeAtCompileTime != Dynamic
+                   && internal::traits<Derived>::CoeffReadCost != Dynamic
+                   && DenseDerived::SizeAtCompileTime * internal::traits<Derived>::CoeffReadCost / 2
+                        <= EIGEN_UNROLLING_LIMIT
+  };
+  other.derived().resize(this->rows(), this->cols());
+
+  internal::triangular_assignment_selector
+    <DenseDerived, typename internal::traits<Derived>::MatrixTypeNestedCleaned, Derived::Mode,
+    unroll ? int(DenseDerived::SizeAtCompileTime) : Dynamic,
+    true // clear the opposite triangular part
+    >::run(other.derived(), derived().nestedExpression());
+}
+
+/***************************************************************************
+* Implementation of TriangularView methods
+***************************************************************************/
+
+/***************************************************************************
+* Implementation of MatrixBase methods
+***************************************************************************/
+
+#ifdef EIGEN2_SUPPORT
+
+// implementation of part<>(), including the SelfAdjoint case.
+
+namespace internal {
+template<typename MatrixType, unsigned int Mode>
+struct eigen2_part_return_type
+{
+  typedef TriangularView<MatrixType, Mode> type;
+};
+
+template<typename MatrixType>
+struct eigen2_part_return_type<MatrixType, SelfAdjoint>
+{
+  typedef SelfAdjointView<MatrixType, Upper> type;
+};
+}
+
+/** \deprecated use MatrixBase::triangularView() */
+template<typename Derived>
+template<unsigned int Mode>
+const typename internal::eigen2_part_return_type<Derived, Mode>::type MatrixBase<Derived>::part() const
+{
+  return derived();
+}
+
+/** \deprecated use MatrixBase::triangularView() */
+template<typename Derived>
+template<unsigned int Mode>
+typename internal::eigen2_part_return_type<Derived, Mode>::type MatrixBase<Derived>::part()
+{
+  return derived();
+}
+#endif
+
+/**
+  * \returns an expression of a triangular view extracted from the current matrix
+  *
+  * The parameter \a Mode can have the following values: \c #Upper, \c #StrictlyUpper, \c #UnitUpper,
+  * \c #Lower, \c #StrictlyLower, \c #UnitLower.
+  *
+  * Example: \include MatrixBase_extract.cpp
+  * Output: \verbinclude MatrixBase_extract.out
+  *
+  * \sa class TriangularView
+  */
+template<typename Derived>
+template<unsigned int Mode>
+typename MatrixBase<Derived>::template TriangularViewReturnType<Mode>::Type
+MatrixBase<Derived>::triangularView()
+{
+  return derived();
+}
+
+/** This is the const version of MatrixBase::triangularView() */
+template<typename Derived>
+template<unsigned int Mode>
+typename MatrixBase<Derived>::template ConstTriangularViewReturnType<Mode>::Type
+MatrixBase<Derived>::triangularView() const
+{
+  return derived();
+}
+
+/** \returns true if *this is approximately equal to an upper triangular matrix,
+  *          within the precision given by \a prec.
+  *
+  * \sa isLowerTriangular()
+  */
+template<typename Derived>
+bool MatrixBase<Derived>::isUpperTriangular(const RealScalar& prec) const
+{
+  using std::abs;
+  RealScalar maxAbsOnUpperPart = static_cast<RealScalar>(-1);
+  for(Index j = 0; j < cols(); ++j)
+  {
+    Index maxi = (std::min)(j, rows()-1);
+    for(Index i = 0; i <= maxi; ++i)
+    {
+      RealScalar absValue = abs(coeff(i,j));
+      if(absValue > maxAbsOnUpperPart) maxAbsOnUpperPart = absValue;
+    }
+  }
+  RealScalar threshold = maxAbsOnUpperPart * prec;
+  for(Index j = 0; j < cols(); ++j)
+    for(Index i = j+1; i < rows(); ++i)
+      if(abs(coeff(i, j)) > threshold) return false;
+  return true;
+}
+
+/** \returns true if *this is approximately equal to a lower triangular matrix,
+  *          within the precision given by \a prec.
+  *
+  * \sa isUpperTriangular()
+  */
+template<typename Derived>
+bool MatrixBase<Derived>::isLowerTriangular(const RealScalar& prec) const
+{
+  using std::abs;
+  RealScalar maxAbsOnLowerPart = static_cast<RealScalar>(-1);
+  for(Index j = 0; j < cols(); ++j)
+    for(Index i = j; i < rows(); ++i)
+    {
+      RealScalar absValue = abs(coeff(i,j));
+      if(absValue > maxAbsOnLowerPart) maxAbsOnLowerPart = absValue;
+    }
+  RealScalar threshold = maxAbsOnLowerPart * prec;
+  for(Index j = 1; j < cols(); ++j)
+  {
+    Index maxi = (std::min)(j, rows()-1);
+    for(Index i = 0; i < maxi; ++i)
+      if(abs(coeff(i, j)) > threshold) return false;
+  }
+  return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULARMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/VectorBlock.h b/third_party/eigen3/Eigen/src/Core/VectorBlock.h
new file mode 100644
index 0000000000..216c568c4f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/VectorBlock.h
@@ -0,0 +1,97 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_VECTORBLOCK_H
+#define EIGEN_VECTORBLOCK_H
+
+namespace Eigen { 
+
+/** \class VectorBlock
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a fixed-size or dynamic-size sub-vector
+  *
+  * \param VectorType the type of the object in which we are taking a sub-vector
+  * \param Size size of the sub-vector we are taking at compile time (optional)
+  *
+  * This class represents an expression of either a fixed-size or dynamic-size sub-vector.
+  * It is the return type of DenseBase::segment(Index,Index) and DenseBase::segment<int>(Index) and
+  * most of the time this is the only way it is used.
+  *
+  * However, if you want to directly maniputate sub-vector expressions,
+  * for instance if you want to write a function returning such an expression, you
+  * will need to use this class.
+  *
+  * Here is an example illustrating the dynamic case:
+  * \include class_VectorBlock.cpp
+  * Output: \verbinclude class_VectorBlock.out
+  *
+  * \note Even though this expression has dynamic size, in the case where \a VectorType
+  * has fixed size, this expression inherits a fixed maximal size which means that evaluating
+  * it does not cause a dynamic memory allocation.
+  *
+  * Here is an example illustrating the fixed-size case:
+  * \include class_FixedVectorBlock.cpp
+  * Output: \verbinclude class_FixedVectorBlock.out
+  *
+  * \sa class Block, DenseBase::segment(Index,Index,Index,Index), DenseBase::segment(Index,Index)
+  */
+
+namespace internal {
+template<typename VectorType, int Size>
+struct traits<VectorBlock<VectorType, Size> >
+  : public traits<Block<VectorType,
+                     traits<VectorType>::Flags & RowMajorBit ? 1 : Size,
+                     traits<VectorType>::Flags & RowMajorBit ? Size : 1> >
+{
+};
+}
+
+template<typename VectorType, int Size> class VectorBlock
+  : public Block<VectorType,
+                     internal::traits<VectorType>::Flags & RowMajorBit ? 1 : Size,
+                     internal::traits<VectorType>::Flags & RowMajorBit ? Size : 1>
+{
+    typedef Block<VectorType,
+                     internal::traits<VectorType>::Flags & RowMajorBit ? 1 : Size,
+                     internal::traits<VectorType>::Flags & RowMajorBit ? Size : 1> Base;
+    enum {
+      IsColVector = !(internal::traits<VectorType>::Flags & RowMajorBit)
+    };
+  public:
+    EIGEN_DENSE_PUBLIC_INTERFACE(VectorBlock)
+
+    using Base::operator=;
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline VectorBlock(VectorType& vector, Index start, Index size)
+      : Base(vector,
+             IsColVector ? start : 0, IsColVector ? 0 : start,
+             IsColVector ? size  : 1, IsColVector ? 1 : size)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorBlock);
+    }
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline VectorBlock(VectorType& vector, Index start)
+      : Base(vector, IsColVector ? start : 0, IsColVector ? 0 : start)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorBlock);
+    }
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_VECTORBLOCK_H
diff --git a/third_party/eigen3/Eigen/src/Core/VectorwiseOp.h b/third_party/eigen3/Eigen/src/Core/VectorwiseOp.h
new file mode 100644
index 0000000000..f25ddca174
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/VectorwiseOp.h
@@ -0,0 +1,651 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_PARTIAL_REDUX_H
+#define EIGEN_PARTIAL_REDUX_H
+
+namespace Eigen { 
+
+/** \class PartialReduxExpr
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression of a partially reduxed matrix
+  *
+  * \tparam MatrixType the type of the matrix we are applying the redux operation
+  * \tparam MemberOp type of the member functor
+  * \tparam Direction indicates the direction of the redux (#Vertical or #Horizontal)
+  *
+  * This class represents an expression of a partial redux operator of a matrix.
+  * It is the return type of some VectorwiseOp functions,
+  * and most of the time this is the only way it is used.
+  *
+  * \sa class VectorwiseOp
+  */
+
+template< typename MatrixType, typename MemberOp, int Direction>
+class PartialReduxExpr;
+
+namespace internal {
+template<typename MatrixType, typename MemberOp, int Direction>
+struct traits<PartialReduxExpr<MatrixType, MemberOp, Direction> >
+ : traits<MatrixType>
+{
+  typedef typename MemberOp::result_type Scalar;
+  typedef typename traits<MatrixType>::StorageKind StorageKind;
+  typedef typename traits<MatrixType>::XprKind XprKind;
+  typedef typename MatrixType::Scalar InputScalar;
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+  enum {
+    RowsAtCompileTime = Direction==Vertical   ? 1 : MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = Direction==Horizontal ? 1 : MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = Direction==Vertical   ? 1 : MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = Direction==Horizontal ? 1 : MatrixType::MaxColsAtCompileTime,
+    Flags0 = (unsigned int)_MatrixTypeNested::Flags & HereditaryBits,
+    Flags = (Flags0 & ~RowMajorBit) | (RowsAtCompileTime == 1 ? RowMajorBit : 0),
+    TraversalSize = Direction==Vertical ? MatrixType::RowsAtCompileTime :  MatrixType::ColsAtCompileTime
+  };
+  #if EIGEN_GNUC_AT_LEAST(3,4)
+  typedef typename MemberOp::template Cost<InputScalar,int(TraversalSize)> CostOpType;
+  #else
+  typedef typename MemberOp::template Cost<InputScalar,TraversalSize> CostOpType;
+  #endif
+  enum {
+    CoeffReadCost = TraversalSize==Dynamic ? Dynamic
+                  : TraversalSize * traits<_MatrixTypeNested>::CoeffReadCost + int(CostOpType::value)
+  };
+};
+}
+
+template< typename MatrixType, typename MemberOp, int Direction>
+class PartialReduxExpr : internal::no_assignment_operator,
+  public internal::dense_xpr_base< PartialReduxExpr<MatrixType, MemberOp, Direction> >::type
+{
+  public:
+
+    typedef typename internal::dense_xpr_base<PartialReduxExpr>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(PartialReduxExpr)
+    typedef typename internal::traits<PartialReduxExpr>::MatrixTypeNested MatrixTypeNested;
+    typedef typename internal::traits<PartialReduxExpr>::_MatrixTypeNested _MatrixTypeNested;
+
+    PartialReduxExpr(const MatrixType& mat, const MemberOp& func = MemberOp())
+      : m_matrix(mat), m_functor(func) {}
+
+    Index rows() const { return (Direction==Vertical   ? 1 : m_matrix.rows()); }
+    Index cols() const { return (Direction==Horizontal ? 1 : m_matrix.cols()); }
+
+    EIGEN_STRONG_INLINE const Scalar coeff(Index i, Index j) const
+    {
+      if (Direction==Vertical)
+        return m_functor(m_matrix.col(j));
+      else
+        return m_functor(m_matrix.row(i));
+    }
+
+    const Scalar coeff(Index index) const
+    {
+      if (Direction==Vertical)
+        return m_functor(m_matrix.col(index));
+      else
+        return m_functor(m_matrix.row(index));
+    }
+
+  protected:
+    MatrixTypeNested m_matrix;
+    const MemberOp m_functor;
+};
+
+#define EIGEN_MEMBER_FUNCTOR(MEMBER,COST)                               \
+  template <typename ResultType>                                        \
+  struct member_##MEMBER {                                              \
+    EIGEN_EMPTY_STRUCT_CTOR(member_##MEMBER)                            \
+    typedef ResultType result_type;                                     \
+    template<typename Scalar, int Size> struct Cost                     \
+    { enum { value = COST }; };                                         \
+    template<typename XprType>                                          \
+    EIGEN_STRONG_INLINE ResultType operator()(const XprType& mat) const \
+    { return mat.MEMBER(); } \
+  }
+
+namespace internal {
+
+EIGEN_MEMBER_FUNCTOR(squaredNorm, Size * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(norm, (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(stableNorm, (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(blueNorm, (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(hypotNorm, (Size-1) * functor_traits<scalar_hypot_op<Scalar> >::Cost );
+EIGEN_MEMBER_FUNCTOR(sum, (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(mean, (Size-1)*NumTraits<Scalar>::AddCost + NumTraits<Scalar>::MulCost);
+EIGEN_MEMBER_FUNCTOR(minCoeff, (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(maxCoeff, (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(all, (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(any, (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(count, (Size-1)*NumTraits<Scalar>::AddCost);
+EIGEN_MEMBER_FUNCTOR(prod, (Size-1)*NumTraits<Scalar>::MulCost);
+
+
+template <typename BinaryOp, typename Scalar>
+struct member_redux {
+  typedef typename result_of<
+                     BinaryOp(Scalar)
+                   >::type  result_type;
+  template<typename _Scalar, int Size> struct Cost
+  { enum { value = (Size-1) * functor_traits<BinaryOp>::Cost }; };
+  member_redux(const BinaryOp func) : m_functor(func) {}
+  template<typename Derived>
+  inline result_type operator()(const DenseBase<Derived>& mat) const
+  { return mat.redux(m_functor); }
+  const BinaryOp m_functor;
+};
+}
+
+/** \class VectorwiseOp
+  * \ingroup Core_Module
+  *
+  * \brief Pseudo expression providing partial reduction operations
+  *
+  * \param ExpressionType the type of the object on which to do partial reductions
+  * \param Direction indicates the direction of the redux (#Vertical or #Horizontal)
+  *
+  * This class represents a pseudo expression with partial reduction features.
+  * It is the return type of DenseBase::colwise() and DenseBase::rowwise()
+  * and most of the time this is the only way it is used.
+  *
+  * Example: \include MatrixBase_colwise.cpp
+  * Output: \verbinclude MatrixBase_colwise.out
+  *
+  * \sa DenseBase::colwise(), DenseBase::rowwise(), class PartialReduxExpr
+  */
+template<typename ExpressionType, int Direction> class VectorwiseOp
+{
+  public:
+
+    typedef typename ExpressionType::Scalar Scalar;
+    typedef typename ExpressionType::RealScalar RealScalar;
+    typedef typename ExpressionType::Index Index;
+    typedef typename internal::conditional<internal::must_nest_by_value<ExpressionType>::ret,
+        ExpressionType, ExpressionType&>::type ExpressionTypeNested;
+    typedef typename internal::remove_all<ExpressionTypeNested>::type ExpressionTypeNestedCleaned;
+
+    template<template<typename _Scalar> class Functor,
+                      typename Scalar=typename internal::traits<ExpressionType>::Scalar> struct ReturnType
+    {
+      typedef PartialReduxExpr<ExpressionType,
+                               Functor<Scalar>,
+                               Direction
+                              > Type;
+    };
+
+    template<typename BinaryOp> struct ReduxReturnType
+    {
+      typedef PartialReduxExpr<ExpressionType,
+                               internal::member_redux<BinaryOp,typename internal::traits<ExpressionType>::Scalar>,
+                               Direction
+                              > Type;
+    };
+
+    enum {
+      IsVertical   = (Direction==Vertical) ? 1 : 0,
+      IsHorizontal = (Direction==Horizontal) ? 1 : 0
+    };
+
+  protected:
+
+    /** \internal
+      * \returns the i-th subvector according to the \c Direction */
+    typedef typename internal::conditional<Direction==Vertical,
+                               typename ExpressionType::ColXpr,
+                               typename ExpressionType::RowXpr>::type SubVector;
+    SubVector subVector(Index i)
+    {
+      return SubVector(m_matrix.derived(),i);
+    }
+
+    /** \internal
+      * \returns the number of subvectors in the direction \c Direction */
+    Index subVectors() const
+    { return Direction==Vertical?m_matrix.cols():m_matrix.rows(); }
+
+    template<typename OtherDerived> struct ExtendedType {
+      typedef Replicate<OtherDerived,
+                        Direction==Vertical   ? 1 : ExpressionType::RowsAtCompileTime,
+                        Direction==Horizontal ? 1 : ExpressionType::ColsAtCompileTime> Type;
+    };
+
+    /** \internal
+      * Replicates a vector to match the size of \c *this */
+    template<typename OtherDerived>
+    typename ExtendedType<OtherDerived>::Type
+    extendedTo(const DenseBase<OtherDerived>& other) const
+    {
+      EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(Direction==Vertical, OtherDerived::MaxColsAtCompileTime==1),
+                          YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED)
+      EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(Direction==Horizontal, OtherDerived::MaxRowsAtCompileTime==1),
+                          YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED)
+      return typename ExtendedType<OtherDerived>::Type
+                      (other.derived(),
+                       Direction==Vertical   ? 1 : m_matrix.rows(),
+                       Direction==Horizontal ? 1 : m_matrix.cols());
+    }
+    
+    template<typename OtherDerived> struct OppositeExtendedType {
+      typedef Replicate<OtherDerived,
+                        Direction==Horizontal ? 1 : ExpressionType::RowsAtCompileTime,
+                        Direction==Vertical   ? 1 : ExpressionType::ColsAtCompileTime> Type;
+    };
+
+    /** \internal
+      * Replicates a vector in the opposite direction to match the size of \c *this */
+    template<typename OtherDerived>
+    typename OppositeExtendedType<OtherDerived>::Type
+    extendedToOpposite(const DenseBase<OtherDerived>& other) const
+    {
+      EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(Direction==Horizontal, OtherDerived::MaxColsAtCompileTime==1),
+                          YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED)
+      EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(Direction==Vertical, OtherDerived::MaxRowsAtCompileTime==1),
+                          YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED)
+      return typename OppositeExtendedType<OtherDerived>::Type
+                      (other.derived(),
+                       Direction==Horizontal  ? 1 : m_matrix.rows(),
+                       Direction==Vertical    ? 1 : m_matrix.cols());
+    }
+
+  public:
+
+    inline VectorwiseOp(ExpressionType& matrix) : m_matrix(matrix) {}
+
+    /** \internal */
+    inline const ExpressionType& _expression() const { return m_matrix; }
+
+    /** \returns a row or column vector expression of \c *this reduxed by \a func
+      *
+      * The template parameter \a BinaryOp is the type of the functor
+      * of the custom redux operator. Note that func must be an associative operator.
+      *
+      * \sa class VectorwiseOp, DenseBase::colwise(), DenseBase::rowwise()
+      */
+    template<typename BinaryOp>
+    const typename ReduxReturnType<BinaryOp>::Type
+    redux(const BinaryOp& func = BinaryOp()) const
+    { return typename ReduxReturnType<BinaryOp>::Type(_expression(), func); }
+
+    /** \returns a row (or column) vector expression of the smallest coefficient
+      * of each column (or row) of the referenced expression.
+      * 
+      * \warning the result is undefined if \c *this contains NaN.
+      *
+      * Example: \include PartialRedux_minCoeff.cpp
+      * Output: \verbinclude PartialRedux_minCoeff.out
+      *
+      * \sa DenseBase::minCoeff() */
+    const typename ReturnType<internal::member_minCoeff>::Type minCoeff() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression of the largest coefficient
+      * of each column (or row) of the referenced expression.
+      * 
+      * \warning the result is undefined if \c *this contains NaN.
+      *
+      * Example: \include PartialRedux_maxCoeff.cpp
+      * Output: \verbinclude PartialRedux_maxCoeff.out
+      *
+      * \sa DenseBase::maxCoeff() */
+    const typename ReturnType<internal::member_maxCoeff>::Type maxCoeff() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression of the squared norm
+      * of each column (or row) of the referenced expression.
+      * This is a vector with real entries, even if the original matrix has complex entries.
+      *
+      * Example: \include PartialRedux_squaredNorm.cpp
+      * Output: \verbinclude PartialRedux_squaredNorm.out
+      *
+      * \sa DenseBase::squaredNorm() */
+    const typename ReturnType<internal::member_squaredNorm,RealScalar>::Type squaredNorm() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression of the norm
+      * of each column (or row) of the referenced expression.
+      * This is a vector with real entries, even if the original matrix has complex entries.
+      *
+      * Example: \include PartialRedux_norm.cpp
+      * Output: \verbinclude PartialRedux_norm.out
+      *
+      * \sa DenseBase::norm() */
+    const typename ReturnType<internal::member_norm,RealScalar>::Type norm() const
+    { return _expression(); }
+
+
+    /** \returns a row (or column) vector expression of the norm
+      * of each column (or row) of the referenced expression, using
+      * Blue's algorithm. 
+      * This is a vector with real entries, even if the original matrix has complex entries.
+      *
+      * \sa DenseBase::blueNorm() */
+    const typename ReturnType<internal::member_blueNorm,RealScalar>::Type blueNorm() const
+    { return _expression(); }
+
+
+    /** \returns a row (or column) vector expression of the norm
+      * of each column (or row) of the referenced expression, avoiding
+      * underflow and overflow.
+      * This is a vector with real entries, even if the original matrix has complex entries.
+      *
+      * \sa DenseBase::stableNorm() */
+    const typename ReturnType<internal::member_stableNorm,RealScalar>::Type stableNorm() const
+    { return _expression(); }
+
+
+    /** \returns a row (or column) vector expression of the norm
+      * of each column (or row) of the referenced expression, avoiding
+      * underflow and overflow using a concatenation of hypot() calls.
+      * This is a vector with real entries, even if the original matrix has complex entries.
+      *
+      * \sa DenseBase::hypotNorm() */
+    const typename ReturnType<internal::member_hypotNorm,RealScalar>::Type hypotNorm() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression of the sum
+      * of each column (or row) of the referenced expression.
+      *
+      * Example: \include PartialRedux_sum.cpp
+      * Output: \verbinclude PartialRedux_sum.out
+      *
+      * \sa DenseBase::sum() */
+    const typename ReturnType<internal::member_sum>::Type sum() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression of the mean
+    * of each column (or row) of the referenced expression.
+    *
+    * \sa DenseBase::mean() */
+    const typename ReturnType<internal::member_mean>::Type mean() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression representing
+      * whether \b all coefficients of each respective column (or row) are \c true.
+      * This expression can be assigned to a vector with entries of type \c bool.
+      *
+      * \sa DenseBase::all() */
+    const typename ReturnType<internal::member_all>::Type all() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression representing
+      * whether \b at \b least one coefficient of each respective column (or row) is \c true.
+      * This expression can be assigned to a vector with entries of type \c bool.
+      *
+      * \sa DenseBase::any() */
+    const typename ReturnType<internal::member_any>::Type any() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression representing
+      * the number of \c true coefficients of each respective column (or row).
+      * This expression can be assigned to a vector whose entries have the same type as is used to
+      * index entries of the original matrix; for dense matrices, this is \c std::ptrdiff_t .
+      *
+      * Example: \include PartialRedux_count.cpp
+      * Output: \verbinclude PartialRedux_count.out
+      *
+      * \sa DenseBase::count() */
+    const PartialReduxExpr<ExpressionType, internal::member_count<Index>, Direction> count() const
+    { return _expression(); }
+
+    /** \returns a row (or column) vector expression of the product
+      * of each column (or row) of the referenced expression.
+      *
+      * Example: \include PartialRedux_prod.cpp
+      * Output: \verbinclude PartialRedux_prod.out
+      *
+      * \sa DenseBase::prod() */
+    const typename ReturnType<internal::member_prod>::Type prod() const
+    { return _expression(); }
+
+
+    /** \returns a matrix expression
+      * where each column (or row) are reversed.
+      *
+      * Example: \include Vectorwise_reverse.cpp
+      * Output: \verbinclude Vectorwise_reverse.out
+      *
+      * \sa DenseBase::reverse() */
+    const Reverse<ExpressionType, Direction> reverse() const
+    { return Reverse<ExpressionType, Direction>( _expression() ); }
+
+    typedef Replicate<ExpressionType,Direction==Vertical?Dynamic:1,Direction==Horizontal?Dynamic:1> ReplicateReturnType;
+    const ReplicateReturnType replicate(Index factor) const;
+
+    /**
+      * \return an expression of the replication of each column (or row) of \c *this
+      *
+      * Example: \include DirectionWise_replicate.cpp
+      * Output: \verbinclude DirectionWise_replicate.out
+      *
+      * \sa VectorwiseOp::replicate(Index), DenseBase::replicate(), class Replicate
+      */
+    // NOTE implemented here because of sunstudio's compilation errors
+    template<int Factor> const Replicate<ExpressionType,(IsVertical?Factor:1),(IsHorizontal?Factor:1)>
+    replicate(Index factor = Factor) const
+    {
+      return Replicate<ExpressionType,Direction==Vertical?Factor:1,Direction==Horizontal?Factor:1>
+          (_expression(),Direction==Vertical?factor:1,Direction==Horizontal?factor:1);
+    }
+
+/////////// Artithmetic operators ///////////
+
+    /** Copies the vector \a other to each subvector of \c *this */
+    template<typename OtherDerived>
+    ExpressionType& operator=(const DenseBase<OtherDerived>& other)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      //eigen_assert((m_matrix.isNull()) == (other.isNull())); FIXME
+      return const_cast<ExpressionType&>(m_matrix = extendedTo(other.derived()));
+    }
+
+    /** Adds the vector \a other to each subvector of \c *this */
+    template<typename OtherDerived>
+    ExpressionType& operator+=(const DenseBase<OtherDerived>& other)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      return const_cast<ExpressionType&>(m_matrix += extendedTo(other.derived()));
+    }
+
+    /** Substracts the vector \a other to each subvector of \c *this */
+    template<typename OtherDerived>
+    ExpressionType& operator-=(const DenseBase<OtherDerived>& other)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      return const_cast<ExpressionType&>(m_matrix -= extendedTo(other.derived()));
+    }
+
+    /** Multiples each subvector of \c *this by the vector \a other */
+    template<typename OtherDerived>
+    ExpressionType& operator*=(const DenseBase<OtherDerived>& other)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      m_matrix *= extendedTo(other.derived());
+      return const_cast<ExpressionType&>(m_matrix);
+    }
+
+    /** Divides each subvector of \c *this by the vector \a other */
+    template<typename OtherDerived>
+    ExpressionType& operator/=(const DenseBase<OtherDerived>& other)
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      m_matrix /= extendedTo(other.derived());
+      return const_cast<ExpressionType&>(m_matrix);
+    }
+
+    /** Returns the expression of the sum of the vector \a other to each subvector of \c *this */
+    template<typename OtherDerived> EIGEN_STRONG_INLINE
+    CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+                  const ExpressionTypeNestedCleaned,
+                  const typename ExtendedType<OtherDerived>::Type>
+    operator+(const DenseBase<OtherDerived>& other) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      return m_matrix + extendedTo(other.derived());
+    }
+
+    /** Returns the expression of the difference between each subvector of \c *this and the vector \a other */
+    template<typename OtherDerived>
+    CwiseBinaryOp<internal::scalar_difference_op<Scalar>,
+                  const ExpressionTypeNestedCleaned,
+                  const typename ExtendedType<OtherDerived>::Type>
+    operator-(const DenseBase<OtherDerived>& other) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      return m_matrix - extendedTo(other.derived());
+    }
+
+    /** Returns the expression where each subvector is the product of the vector \a other
+      * by the corresponding subvector of \c *this */
+    template<typename OtherDerived> EIGEN_STRONG_INLINE
+    CwiseBinaryOp<internal::scalar_product_op<Scalar>,
+                  const ExpressionTypeNestedCleaned,
+                  const typename ExtendedType<OtherDerived>::Type>
+    operator*(const DenseBase<OtherDerived>& other) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      return m_matrix * extendedTo(other.derived());
+    }
+
+    /** Returns the expression where each subvector is the quotient of the corresponding
+      * subvector of \c *this by the vector \a other */
+    template<typename OtherDerived>
+    CwiseBinaryOp<internal::scalar_quotient_op<Scalar>,
+                  const ExpressionTypeNestedCleaned,
+                  const typename ExtendedType<OtherDerived>::Type>
+    operator/(const DenseBase<OtherDerived>& other) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+      EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType)
+      EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
+      return m_matrix / extendedTo(other.derived());
+    }
+    
+    /** \returns an expression where each column of row of the referenced matrix are normalized.
+      * The referenced matrix is \b not modified.
+      * \sa MatrixBase::normalized(), normalize()
+      */
+    CwiseBinaryOp<internal::scalar_quotient_op<Scalar>,
+                  const ExpressionTypeNestedCleaned,
+                  const typename OppositeExtendedType<typename ReturnType<internal::member_norm,RealScalar>::Type>::Type>
+    normalized() const { return m_matrix.cwiseQuotient(extendedToOpposite(this->norm())); }
+    
+    
+    /** Normalize in-place each row or columns of the referenced matrix.
+      * \sa MatrixBase::normalize(), normalized()
+      */
+    void normalize() {
+      m_matrix = this->normalized();
+    }
+
+/////////// Geometry module ///////////
+
+    #if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+    Homogeneous<ExpressionType,Direction> homogeneous() const;
+    #endif
+
+    typedef typename ExpressionType::PlainObject CrossReturnType;
+    template<typename OtherDerived>
+    const CrossReturnType cross(const MatrixBase<OtherDerived>& other) const;
+
+    enum {
+      HNormalized_Size = Direction==Vertical ? internal::traits<ExpressionType>::RowsAtCompileTime
+                                             : internal::traits<ExpressionType>::ColsAtCompileTime,
+      HNormalized_SizeMinusOne = HNormalized_Size==Dynamic ? Dynamic : HNormalized_Size-1
+    };
+    typedef Block<const ExpressionType,
+                  Direction==Vertical   ? int(HNormalized_SizeMinusOne)
+                                        : int(internal::traits<ExpressionType>::RowsAtCompileTime),
+                  Direction==Horizontal ? int(HNormalized_SizeMinusOne)
+                                        : int(internal::traits<ExpressionType>::ColsAtCompileTime)>
+            HNormalized_Block;
+    typedef Block<const ExpressionType,
+                  Direction==Vertical   ? 1 : int(internal::traits<ExpressionType>::RowsAtCompileTime),
+                  Direction==Horizontal ? 1 : int(internal::traits<ExpressionType>::ColsAtCompileTime)>
+            HNormalized_Factors;
+    typedef CwiseBinaryOp<internal::scalar_quotient_op<typename internal::traits<ExpressionType>::Scalar>,
+                const HNormalized_Block,
+                const Replicate<HNormalized_Factors,
+                  Direction==Vertical   ? HNormalized_SizeMinusOne : 1,
+                  Direction==Horizontal ? HNormalized_SizeMinusOne : 1> >
+            HNormalizedReturnType;
+
+    const HNormalizedReturnType hnormalized() const;
+
+  protected:
+    ExpressionTypeNested m_matrix;
+};
+
+/** \returns a VectorwiseOp wrapper of *this providing additional partial reduction operations
+  *
+  * Example: \include MatrixBase_colwise.cpp
+  * Output: \verbinclude MatrixBase_colwise.out
+  *
+  * \sa rowwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
+  */
+template<typename Derived>
+inline const typename DenseBase<Derived>::ConstColwiseReturnType
+DenseBase<Derived>::colwise() const
+{
+  return derived();
+}
+
+/** \returns a writable VectorwiseOp wrapper of *this providing additional partial reduction operations
+  *
+  * \sa rowwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::ColwiseReturnType
+DenseBase<Derived>::colwise()
+{
+  return derived();
+}
+
+/** \returns a VectorwiseOp wrapper of *this providing additional partial reduction operations
+  *
+  * Example: \include MatrixBase_rowwise.cpp
+  * Output: \verbinclude MatrixBase_rowwise.out
+  *
+  * \sa colwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
+  */
+template<typename Derived>
+inline const typename DenseBase<Derived>::ConstRowwiseReturnType
+DenseBase<Derived>::rowwise() const
+{
+  return derived();
+}
+
+/** \returns a writable VectorwiseOp wrapper of *this providing additional partial reduction operations
+  *
+  * \sa colwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::RowwiseReturnType
+DenseBase<Derived>::rowwise()
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIAL_REDUX_H
diff --git a/third_party/eigen3/Eigen/src/Core/Visitor.h b/third_party/eigen3/Eigen/src/Core/Visitor.h
new file mode 100644
index 0000000000..64867b7a2c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/Visitor.h
@@ -0,0 +1,237 @@
+// 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_VISITOR_H
+#define EIGEN_VISITOR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Visitor, typename Derived, int UnrollCount>
+struct visitor_impl
+{
+  enum {
+    col = (UnrollCount-1) / Derived::RowsAtCompileTime,
+    row = (UnrollCount-1) % Derived::RowsAtCompileTime
+  };
+
+  static inline void run(const Derived &mat, Visitor& visitor)
+  {
+    visitor_impl<Visitor, Derived, UnrollCount-1>::run(mat, visitor);
+    visitor(mat.coeff(row, col), row, col);
+  }
+};
+
+template<typename Visitor, typename Derived>
+struct visitor_impl<Visitor, Derived, 1>
+{
+  static inline void run(const Derived &mat, Visitor& visitor)
+  {
+    return visitor.init(mat.coeff(0, 0), 0, 0);
+  }
+};
+
+template<typename Visitor, typename Derived>
+struct visitor_impl<Visitor, Derived, Dynamic>
+{
+  typedef typename Derived::Index Index;
+  static inline void run(const Derived& mat, Visitor& visitor)
+  {
+    visitor.init(mat.coeff(0,0), 0, 0);
+    for(Index i = 1; i < mat.rows(); ++i)
+      visitor(mat.coeff(i, 0), i, 0);
+    for(Index j = 1; j < mat.cols(); ++j)
+      for(Index i = 0; i < mat.rows(); ++i)
+        visitor(mat.coeff(i, j), i, j);
+  }
+};
+
+} // end namespace internal
+
+/** Applies the visitor \a visitor to the whole coefficients of the matrix or vector.
+  *
+  * The template parameter \a Visitor is the type of the visitor and provides the following interface:
+  * \code
+  * struct MyVisitor {
+  *   // called for the first coefficient
+  *   void init(const Scalar& value, Index i, Index j);
+  *   // called for all other coefficients
+  *   void operator() (const Scalar& value, Index i, Index j);
+  * };
+  * \endcode
+  *
+  * \note compared to one or two \em for \em loops, visitors offer automatic
+  * unrolling for small fixed size matrix.
+  *
+  * \sa minCoeff(Index*,Index*), maxCoeff(Index*,Index*), DenseBase::redux()
+  */
+template<typename Derived>
+template<typename Visitor>
+void DenseBase<Derived>::visit(Visitor& visitor) const
+{
+  enum { unroll = SizeAtCompileTime != Dynamic
+                   && CoeffReadCost != Dynamic
+                   && (SizeAtCompileTime == 1 || internal::functor_traits<Visitor>::Cost != Dynamic)
+                   && SizeAtCompileTime * CoeffReadCost + (SizeAtCompileTime-1) * internal::functor_traits<Visitor>::Cost
+                      <= EIGEN_UNROLLING_LIMIT };
+  return internal::visitor_impl<Visitor, Derived,
+      unroll ? int(SizeAtCompileTime) : Dynamic
+    >::run(derived(), visitor);
+}
+
+namespace internal {
+
+/** \internal
+  * \brief Base class to implement min and max visitors
+  */
+template <typename Derived>
+struct coeff_visitor
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  Index row, col;
+  Scalar res;
+  inline void init(const Scalar& value, Index i, Index j)
+  {
+    res = value;
+    row = i;
+    col = j;
+  }
+};
+
+/** \internal
+  * \brief Visitor computing the min coefficient with its value and coordinates
+  *
+  * \sa DenseBase::minCoeff(Index*, Index*)
+  */
+template <typename Derived>
+struct min_coeff_visitor : coeff_visitor<Derived>
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  void operator() (const Scalar& value, Index i, Index j)
+  {
+    if(value < this->res)
+    {
+      this->res = value;
+      this->row = i;
+      this->col = j;
+    }
+  }
+};
+
+template<typename Scalar>
+struct functor_traits<min_coeff_visitor<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost
+  };
+};
+
+/** \internal
+  * \brief Visitor computing the max coefficient with its value and coordinates
+  *
+  * \sa DenseBase::maxCoeff(Index*, Index*)
+  */
+template <typename Derived>
+struct max_coeff_visitor : coeff_visitor<Derived>
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  void operator() (const Scalar& value, Index i, Index j)
+  {
+    if(value > this->res)
+    {
+      this->res = value;
+      this->row = i;
+      this->col = j;
+    }
+  }
+};
+
+template<typename Scalar>
+struct functor_traits<max_coeff_visitor<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost
+  };
+};
+
+} // end namespace internal
+
+/** \returns the minimum of all coefficients of *this and puts in *row and *col its location.
+  * \warning the result is undefined if \c *this contains NaN.
+  *
+  * \sa DenseBase::minCoeff(Index*), DenseBase::maxCoeff(Index*,Index*), DenseBase::visitor(), DenseBase::minCoeff()
+  */
+template<typename Derived>
+template<typename IndexType>
+typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::minCoeff(IndexType* rowId, IndexType* colId) const
+{
+  internal::min_coeff_visitor<Derived> minVisitor;
+  this->visit(minVisitor);
+  *rowId = minVisitor.row;
+  if (colId) *colId = minVisitor.col;
+  return minVisitor.res;
+}
+
+/** \returns the minimum of all coefficients of *this and puts in *index its location.
+  * \warning the result is undefined if \c *this contains NaN. 
+  *
+  * \sa DenseBase::minCoeff(IndexType*,IndexType*), DenseBase::maxCoeff(IndexType*,IndexType*), DenseBase::visitor(), DenseBase::minCoeff()
+  */
+template<typename Derived>
+template<typename IndexType>
+typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::minCoeff(IndexType* index) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  internal::min_coeff_visitor<Derived> minVisitor;
+  this->visit(minVisitor);
+  *index = (RowsAtCompileTime==1) ? minVisitor.col : minVisitor.row;
+  return minVisitor.res;
+}
+
+/** \returns the maximum of all coefficients of *this and puts in *row and *col its location.
+  * \warning the result is undefined if \c *this contains NaN. 
+  *
+  * \sa DenseBase::minCoeff(IndexType*,IndexType*), DenseBase::visitor(), DenseBase::maxCoeff()
+  */
+template<typename Derived>
+template<typename IndexType>
+typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::maxCoeff(IndexType* rowPtr, IndexType* colPtr) const
+{
+  internal::max_coeff_visitor<Derived> maxVisitor;
+  this->visit(maxVisitor);
+  *rowPtr = maxVisitor.row;
+  if (colPtr) *colPtr = maxVisitor.col;
+  return maxVisitor.res;
+}
+
+/** \returns the maximum of all coefficients of *this and puts in *index its location.
+  * \warning the result is undefined if \c *this contains NaN.
+  *
+  * \sa DenseBase::maxCoeff(IndexType*,IndexType*), DenseBase::minCoeff(IndexType*,IndexType*), DenseBase::visitor(), DenseBase::maxCoeff()
+  */
+template<typename Derived>
+template<typename IndexType>
+typename internal::traits<Derived>::Scalar
+DenseBase<Derived>::maxCoeff(IndexType* index) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  internal::max_coeff_visitor<Derived> maxVisitor;
+  this->visit(maxVisitor);
+  *index = (RowsAtCompileTime==1) ? maxVisitor.col : maxVisitor.row;
+  return maxVisitor.res;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_VISITOR_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AVX/Complex.h b/third_party/eigen3/Eigen/src/Core/arch/AVX/Complex.h
new file mode 100644
index 0000000000..e98c40e1f1
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AVX/Complex.h
@@ -0,0 +1,463 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner (benoit.steiner.goog@gmail.com)
+//
+// 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_COMPLEX_AVX_H
+#define EIGEN_COMPLEX_AVX_H
+
+namespace Eigen {
+
+namespace internal {
+
+//---------- float ----------
+struct Packet4cf
+{
+  EIGEN_STRONG_INLINE Packet4cf() {}
+  EIGEN_STRONG_INLINE explicit Packet4cf(const __m256& a) : v(a) {}
+  __m256  v;
+};
+
+template<> struct packet_traits<std::complex<float> >  : default_packet_traits
+{
+  typedef Packet4cf type;
+  typedef Packet2cf half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 4,
+    HasHalfPacket = 1,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet4cf> { typedef std::complex<float> type; enum {size=4}; typedef Packet2cf half; };
+
+template<> EIGEN_STRONG_INLINE Packet4cf padd<Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_add_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf psub<Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_sub_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf pnegate(const Packet4cf& a)
+{
+  return Packet4cf(pnegate(a.v));
+}
+template<> EIGEN_STRONG_INLINE Packet4cf pconj(const Packet4cf& a)
+{
+  const __m256 mask = _mm256_castsi256_ps(_mm256_setr_epi32(0x00000000,0x80000000,0x00000000,0x80000000,0x00000000,0x80000000,0x00000000,0x80000000));
+  return Packet4cf(_mm256_xor_ps(a.v,mask));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf pmul<Packet4cf>(const Packet4cf& a, const Packet4cf& b)
+{
+  __m256 tmp1 = _mm256_mul_ps(_mm256_moveldup_ps(a.v), b.v);
+  __m256 tmp2 = _mm256_mul_ps(_mm256_movehdup_ps(a.v), _mm256_permute_ps(b.v, _MM_SHUFFLE(2,3,0,1)));
+  __m256 result = _mm256_addsub_ps(tmp1, tmp2);
+  return Packet4cf(result);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf pand   <Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_and_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf por    <Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_or_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf pxor   <Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_xor_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf pandnot<Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_andnot_ps(a.v,b.v)); }
+
+template<> EIGEN_STRONG_INLINE Packet4cf pload <Packet4cf>(const std::complex<float>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet4cf(pload<Packet8f>(&numext::real_ref(*from))); }
+template<> EIGEN_STRONG_INLINE Packet4cf ploadu<Packet4cf>(const std::complex<float>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet4cf(ploadu<Packet8f>(&numext::real_ref(*from))); }
+
+
+template<> EIGEN_STRONG_INLINE Packet4cf pset1<Packet4cf>(const std::complex<float>& from)
+{
+  return Packet4cf(_mm256_castpd_ps(_mm256_broadcast_sd((const double*)(const void*)&from)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf ploaddup<Packet4cf>(const std::complex<float>* from)
+{
+  // FIXME The following might be optimized using _mm256_movedup_pd
+  Packet2cf a = ploaddup<Packet2cf>(from);
+  Packet2cf b = ploaddup<Packet2cf>(from+1);
+  return  Packet4cf(_mm256_insertf128_ps(_mm256_castps128_ps256(a.v), b.v, 1));
+}
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float>* to, const Packet4cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore(&numext::real_ref(*to), from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float>* to, const Packet4cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(&numext::real_ref(*to), from.v); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet4cf pgather<std::complex<float>, Packet4cf>(const std::complex<float>* from, int stride)
+{
+  return Packet4cf(_mm256_set_ps(std::imag(from[3*stride]), std::real(from[3*stride]),
+                                 std::imag(from[2*stride]), std::real(from[2*stride]),
+                                 std::imag(from[1*stride]), std::real(from[1*stride]),
+                                 std::imag(from[0*stride]), std::real(from[0*stride])));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet4cf>(std::complex<float>* to, const Packet4cf& from, int stride)
+{
+  __m128 low = _mm256_extractf128_ps(from.v, 0);
+  to[stride*0] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(low, low, 0)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(low, low, 1)));
+  to[stride*1] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(low, low, 2)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(low, low, 3)));
+
+  __m128 high = _mm256_extractf128_ps(from.v, 1);
+  to[stride*2] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(high, high, 0)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(high, high, 1)));
+  to[stride*3] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(high, high, 2)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(high, high, 3)));
+
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet4cf>(const Packet4cf& a)
+{
+  return pfirst(Packet2cf(_mm256_castps256_ps128(a.v)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf preverse(const Packet4cf& a) {
+  __m128 low  = _mm256_extractf128_ps(a.v, 0);
+  __m128 high = _mm256_extractf128_ps(a.v, 1);
+  __m128d lowd  = _mm_castps_pd(low);
+  __m128d highd = _mm_castps_pd(high);
+  low  = _mm_castpd_ps(_mm_shuffle_pd(lowd,lowd,0x1));
+  high = _mm_castpd_ps(_mm_shuffle_pd(highd,highd,0x1));
+  __m256 result = _mm256_setzero_ps();
+  result = _mm256_insertf128_ps(result, low, 1);
+  result = _mm256_insertf128_ps(result, high, 0);
+  return Packet4cf(result);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux<Packet4cf>(const Packet4cf& a)
+{
+  return predux(padd(Packet2cf(_mm256_extractf128_ps(a.v,0)),
+                     Packet2cf(_mm256_extractf128_ps(a.v,1))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf preduxp<Packet4cf>(const Packet4cf* vecs)
+{
+  Packet8f t0 = _mm256_shuffle_ps(vecs[0].v, vecs[0].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  Packet8f t1 = _mm256_shuffle_ps(vecs[1].v, vecs[1].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  t0 = _mm256_hadd_ps(t0,t1);
+  Packet8f t2 = _mm256_shuffle_ps(vecs[2].v, vecs[2].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  Packet8f t3 = _mm256_shuffle_ps(vecs[3].v, vecs[3].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  t2 = _mm256_hadd_ps(t2,t3);
+  
+  t1 = _mm256_permute2f128_ps(t0,t2, 0 + (2<<4));
+  t3 = _mm256_permute2f128_ps(t0,t2, 1 + (3<<4));
+
+  return Packet4cf(_mm256_add_ps(t1,t3));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet4cf>(const Packet4cf& a)
+{
+  return predux_mul(pmul(Packet2cf(_mm256_extractf128_ps(a.v, 0)),
+                         Packet2cf(_mm256_extractf128_ps(a.v, 1))));
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet4cf>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4cf& first, const Packet4cf& second)
+  {
+    if (Offset==0) return;
+    palign_impl<Offset*2,Packet8f>::run(first.v, second.v);
+  }
+};
+
+template<> struct conj_helper<Packet4cf, Packet4cf, false,true>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& a, const Packet4cf& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet4cf, Packet4cf, true,false>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& a, const Packet4cf& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet4cf, Packet4cf, true,true>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& a, const Packet4cf& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> struct conj_helper<Packet8f, Packet4cf, false,false>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet8f& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet8f& x, const Packet4cf& y) const
+  { return Packet4cf(Eigen::internal::pmul(x, y.v)); }
+};
+
+template<> struct conj_helper<Packet4cf, Packet8f, false,false>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet8f& y, const Packet4cf& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& x, const Packet8f& y) const
+  { return Packet4cf(Eigen::internal::pmul(x.v, y)); }
+};
+
+template<> EIGEN_STRONG_INLINE Packet4cf pdiv<Packet4cf>(const Packet4cf& a, const Packet4cf& b)
+{
+  Packet4cf num = pmul(a, pconj(b));
+  __m256 tmp = _mm256_mul_ps(b.v, b.v);
+  __m256 tmp2    = _mm256_shuffle_ps(tmp,tmp,0xB1);
+  __m256 denom = _mm256_add_ps(tmp, tmp2);
+  return Packet4cf(_mm256_div_ps(num.v, denom));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf pcplxflip<Packet4cf>(const Packet4cf& x)
+{
+  return Packet4cf(_mm256_shuffle_ps(x.v, x.v, _MM_SHUFFLE(2, 3, 0 ,1)));
+}
+
+//---------- double ----------
+struct Packet2cd
+{
+  EIGEN_STRONG_INLINE Packet2cd() {}
+  EIGEN_STRONG_INLINE explicit Packet2cd(const __m256d& a) : v(a) {}
+  __m256d  v;
+};
+
+template<> struct packet_traits<std::complex<double> >  : default_packet_traits
+{
+  typedef Packet2cd type;
+  typedef Packet1cd half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 0,
+    size = 2,
+    HasHalfPacket = 1,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet2cd> { typedef std::complex<double> type; enum {size=2}; typedef Packet1cd half; };
+
+template<> EIGEN_STRONG_INLINE Packet2cd padd<Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_add_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd psub<Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_sub_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pnegate(const Packet2cd& a) { return Packet2cd(pnegate(a.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pconj(const Packet2cd& a)
+{
+  const __m256d mask = _mm256_castsi256_pd(_mm256_set_epi32(0x80000000,0x0,0x0,0x0,0x80000000,0x0,0x0,0x0));
+  return Packet2cd(_mm256_xor_pd(a.v,mask));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd pmul<Packet2cd>(const Packet2cd& a, const Packet2cd& b)
+{
+  __m256d tmp1 = _mm256_shuffle_pd(a.v,a.v,0x0);
+  __m256d even = _mm256_mul_pd(tmp1, b.v);
+  __m256d tmp2 = _mm256_shuffle_pd(a.v,a.v,0xF);
+  __m256d tmp3 = _mm256_shuffle_pd(b.v,b.v,0x5);
+  __m256d odd  = _mm256_mul_pd(tmp2, tmp3);
+  return Packet2cd(_mm256_addsub_pd(even, odd));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd pand   <Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_and_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd por    <Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_or_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pxor   <Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_xor_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pandnot<Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_andnot_pd(a.v,b.v)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cd pload <Packet2cd>(const std::complex<double>* from)
+{ EIGEN_DEBUG_ALIGNED_LOAD return Packet2cd(pload<Packet4d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE Packet2cd ploadu<Packet2cd>(const std::complex<double>* from)
+{ EIGEN_DEBUG_UNALIGNED_LOAD return Packet2cd(ploadu<Packet4d>((const double*)from)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cd pset1<Packet2cd>(const std::complex<double>& from)
+{
+  // in case casting to a __m128d* is really not safe, then we can still fallback to this version: (much slower though)
+//   return Packet2cd(_mm256_loadu2_m128d((const double*)&from,(const double*)&from));
+    return Packet2cd(_mm256_broadcast_pd((const __m128d*)(const void*)&from));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd ploaddup<Packet2cd>(const std::complex<double>* from) { return pset1<Packet2cd>(*from); }
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet2cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet2cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, from.v); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet2cd pgather<std::complex<double>, Packet2cd>(const std::complex<double>* from, int stride)
+{
+  return Packet2cd(_mm256_set_pd(std::imag(from[1*stride]), std::real(from[1*stride]),
+				 std::imag(from[0*stride]), std::real(from[0*stride])));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<double>, Packet2cd>(std::complex<double>* to, const Packet2cd& from, int stride)
+{
+  __m128d low = _mm256_extractf128_pd(from.v, 0);
+  to[stride*0] = std::complex<double>(_mm_cvtsd_f64(low), _mm_cvtsd_f64(_mm_shuffle_pd(low, low, 1)));
+  __m128d high = _mm256_extractf128_pd(from.v, 1);
+  to[stride*1] = std::complex<double>(_mm_cvtsd_f64(high), _mm_cvtsd_f64(_mm_shuffle_pd(high, high, 1)));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> pfirst<Packet2cd>(const Packet2cd& a)
+{
+  __m128d low = _mm256_extractf128_pd(a.v, 0);
+  EIGEN_ALIGN16 double res[2];
+  _mm_store_pd(res, low);
+  return std::complex<double>(res[0],res[1]);
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd preverse(const Packet2cd& a) {
+  __m256d result = _mm256_permute2f128_pd(a.v, a.v, 1);
+  return Packet2cd(result);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux<Packet2cd>(const Packet2cd& a)
+{
+  return predux(padd(Packet1cd(_mm256_extractf128_pd(a.v,0)),
+                     Packet1cd(_mm256_extractf128_pd(a.v,1))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd preduxp<Packet2cd>(const Packet2cd* vecs)
+{
+  Packet4d t0 = _mm256_permute2f128_pd(vecs[0].v,vecs[1].v, 0 + (2<<4));
+  Packet4d t1 = _mm256_permute2f128_pd(vecs[0].v,vecs[1].v, 1 + (3<<4));
+
+  return Packet2cd(_mm256_add_pd(t0,t1));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux_mul<Packet2cd>(const Packet2cd& a)
+{
+  return predux(pmul(Packet1cd(_mm256_extractf128_pd(a.v,0)),
+                     Packet1cd(_mm256_extractf128_pd(a.v,1))));
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet2cd>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2cd& first, const Packet2cd& second)
+  {
+    if (Offset==0) return;
+    palign_impl<Offset*2,Packet4d>::run(first.v, second.v);
+  }
+};
+
+template<> struct conj_helper<Packet2cd, Packet2cd, false,true>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& a, const Packet2cd& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet2cd, Packet2cd, true,false>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& a, const Packet2cd& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet2cd, Packet2cd, true,true>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& a, const Packet2cd& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> struct conj_helper<Packet4d, Packet2cd, false,false>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet4d& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet4d& x, const Packet2cd& y) const
+  { return Packet2cd(Eigen::internal::pmul(x, y.v)); }
+};
+
+template<> struct conj_helper<Packet2cd, Packet4d, false,false>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet4d& y, const Packet2cd& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& x, const Packet4d& y) const
+  { return Packet2cd(Eigen::internal::pmul(x.v, y)); }
+};
+
+template<> EIGEN_STRONG_INLINE Packet2cd pdiv<Packet2cd>(const Packet2cd& a, const Packet2cd& b)
+{
+  Packet2cd num = pmul(a, pconj(b));
+  __m256d tmp = _mm256_mul_pd(b.v, b.v);
+  __m256d denom = _mm256_hadd_pd(tmp, tmp);
+  return Packet2cd(_mm256_div_pd(num.v, denom));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd pcplxflip<Packet2cd>(const Packet2cd& x)
+{
+  return Packet2cd(_mm256_shuffle_pd(x.v, x.v, 0x5));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4cf,4>& kernel) {
+  __m256d P0 = _mm256_castps_pd(kernel.packet[0].v);
+  __m256d P1 = _mm256_castps_pd(kernel.packet[1].v);
+  __m256d P2 = _mm256_castps_pd(kernel.packet[2].v);
+  __m256d P3 = _mm256_castps_pd(kernel.packet[3].v);
+
+  __m256d T0 = _mm256_shuffle_pd(P0, P1, 15);
+  __m256d T1 = _mm256_shuffle_pd(P0, P1, 0);
+  __m256d T2 = _mm256_shuffle_pd(P2, P3, 15);
+  __m256d T3 = _mm256_shuffle_pd(P2, P3, 0);
+
+  kernel.packet[1].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T0, T2, 32));
+  kernel.packet[3].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T0, T2, 49));
+  kernel.packet[0].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T1, T3, 32));
+  kernel.packet[2].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T1, T3, 49));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2cd,2>& kernel) {
+  __m256d tmp = _mm256_permute2f128_pd(kernel.packet[0].v, kernel.packet[1].v, 0+(2<<4));
+  kernel.packet[1].v = _mm256_permute2f128_pd(kernel.packet[0].v, kernel.packet[1].v, 1+(3<<4));
+ kernel.packet[0].v = tmp;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_AVX_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AVX/MathFunctions.h b/third_party/eigen3/Eigen/src/Core/arch/AVX/MathFunctions.h
new file mode 100644
index 0000000000..faa5c79021
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AVX/MathFunctions.h
@@ -0,0 +1,495 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Pedro Gonnet (pedro.gonnet@gmail.com)
+//
+// 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_MATH_FUNCTIONS_AVX_H
+#define EIGEN_MATH_FUNCTIONS_AVX_H
+
+// For some reason, this function didn't make it into the avxintirn.h
+// used by the compiler, so we'll just wrap it.
+#define _mm256_setr_m128(lo, hi) \
+  _mm256_insertf128_si256(_mm256_castsi128_si256(lo), (hi), 1)
+
+/* The sin, cos, exp, and log functions of this file are loosely derived from
+ * Julien Pommier's sse math library: http://gruntthepeon.free.fr/ssemath/
+ */
+
+namespace Eigen {
+
+namespace internal {
+
+// Sine function
+// Computes sin(x) by wrapping x to the interval [-Pi/4,3*Pi/4] and
+// evaluating interpolants in [-Pi/4,Pi/4] or [Pi/4,3*Pi/4]. The interpolants
+// are (anti-)symmetric and thus have only odd/even coefficients
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
+psin<Packet8f>(const Packet8f& _x) {
+  Packet8f x = _x;
+
+  // Some useful values.
+  _EIGEN_DECLARE_CONST_Packet8i(one, 1);
+  _EIGEN_DECLARE_CONST_Packet8f(one, 1.0f);
+  _EIGEN_DECLARE_CONST_Packet8f(two, 2.0f);
+  _EIGEN_DECLARE_CONST_Packet8f(one_over_four, 0.25f);
+  _EIGEN_DECLARE_CONST_Packet8f(one_over_pi, 3.183098861837907e-01f);
+  _EIGEN_DECLARE_CONST_Packet8f(neg_pi_first, -3.140625000000000e+00);
+  _EIGEN_DECLARE_CONST_Packet8f(neg_pi_second, -9.670257568359375e-04);
+  _EIGEN_DECLARE_CONST_Packet8f(neg_pi_third, -6.278329571784980e-07);
+  _EIGEN_DECLARE_CONST_Packet8f(four_over_pi, 1.273239544735163e+00);
+
+  // Map x from [-Pi/4,3*Pi/4] to z in [-1,3] and subtract the shifted period.
+  Packet8f z = pmul(x, p8f_one_over_pi);
+  Packet8f shift = _mm256_floor_ps(padd(z, p8f_one_over_four));
+  x = pmadd(shift, p8f_neg_pi_first, x);
+  x = pmadd(shift, p8f_neg_pi_second, x);
+  x = pmadd(shift, p8f_neg_pi_third, x);
+  z = pmul(x, p8f_four_over_pi);
+
+  // Make a mask for the entries that need flipping, i.e. wherever the shift
+  // is odd.
+  Packet8i shift_ints = _mm256_cvtps_epi32(shift);
+  Packet8i shift_isodd =
+      (__m256i)_mm256_and_ps((__m256)shift_ints, (__m256)p8i_one);
+#ifdef EIGEN_VECTORIZE_AVX2
+  Packet8i sign_flip_mask = _mm256_slli_epi32(shift_isodd, 31);
+#else
+  __m128i lo =
+      _mm_slli_epi32(_mm256_extractf128_si256((__m256i)shift_isodd, 0), 31);
+  __m128i hi =
+      _mm_slli_epi32(_mm256_extractf128_si256((__m256i)shift_isodd, 1), 31);
+  Packet8i sign_flip_mask = _mm256_setr_m128(lo, hi);
+#endif
+
+  // Create a mask for which interpolant to use, i.e. if z > 1, then the mask
+  // is set to ones for that entry.
+  Packet8f ival_mask = _mm256_cmp_ps(z, p8f_one, _CMP_GT_OQ);
+
+  // Evaluate the polynomial for the interval [1,3] in z.
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_right_0, 9.999999724233232e-01f);
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_right_2, -3.084242535619928e-01);
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_right_4, 1.584991525700324e-02);
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_right_6, -3.188805084631342e-04);
+  Packet8f z_minus_two = psub(z, p8f_two);
+  Packet8f z_minus_two2 = pmul(z_minus_two, z_minus_two);
+  Packet8f right = pmadd(p8f_coeff_right_6, z_minus_two2, p8f_coeff_right_4);
+  right = pmadd(right, z_minus_two2, p8f_coeff_right_2);
+  right = pmadd(right, z_minus_two2, p8f_coeff_right_0);
+
+  // Evaluate the polynomial for the interval [-1,1] in z.
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_left_1, 7.853981525427295e-01);
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_left_3, -8.074536727092352e-02);
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_left_5, 2.489871967827018e-03);
+  _EIGEN_DECLARE_CONST_Packet8f(coeff_left_7, -3.587725841214251e-05);
+  Packet8f z2 = pmul(z, z);
+  Packet8f left = pmadd(p8f_coeff_left_7, z2, p8f_coeff_left_5);
+  left = pmadd(left, z2, p8f_coeff_left_3);
+  left = pmadd(left, z2, p8f_coeff_left_1);
+  left = pmul(left, z);
+
+  // Assemble the results, i.e. select the left and right polynomials.
+  left = _mm256_andnot_ps(ival_mask, left);
+  right = _mm256_and_ps(ival_mask, right);
+  Packet8f res = _mm256_or_ps(left, right);
+
+  // Flip the sign on the odd intervals and return the result.
+  res = _mm256_xor_ps(res, (__m256)sign_flip_mask);
+  return res;
+}
+
+// Natural logarithm
+// Computes log(x) as log(2^e * m) = C*e + log(m), where the constant C =log(2)
+// and m is in the range [sqrt(1/2),sqrt(2)). In this range, the logarithm can
+// be easily approximated by a polynomial centered on m=1 for stability.
+// TODO(gonnet): Further reduce the interval allowing for lower-degree
+//               polynomial interpolants -> ... -> profit!
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
+plog<Packet8f>(const Packet8f& _x) {
+  Packet8f x = _x;
+  _EIGEN_DECLARE_CONST_Packet8f(1, 1.0f);
+  _EIGEN_DECLARE_CONST_Packet8f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet8f(126f, 126.0f);
+
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(inv_mant_mask, ~0x7f800000);
+
+  // The smallest non denormalized float number.
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(min_norm_pos, 0x00800000);
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(minus_inf, 0xff800000);
+
+  // Polynomial coefficients.
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_SQRTHF, 0.707106781186547524f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p0, 7.0376836292E-2f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p1, -1.1514610310E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p2, 1.1676998740E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p3, -1.2420140846E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p4, +1.4249322787E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p5, -1.6668057665E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p6, +2.0000714765E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p7, -2.4999993993E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_p8, +3.3333331174E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_q1, -2.12194440e-4f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_log_q2, 0.693359375f);
+
+  // invalid_mask is set to true when x is NaN
+  Packet8f invalid_mask = _mm256_cmp_ps(x, _mm256_setzero_ps(), _CMP_NGE_UQ);
+  Packet8f iszero_mask = _mm256_cmp_ps(x, _mm256_setzero_ps(), _CMP_EQ_OQ);
+
+  // Truncate input values to the minimum positive normal.
+  x = pmax(x, p8f_min_norm_pos);
+
+// Extract the shifted exponents (No bitwise shifting in regular AVX, so
+// convert to SSE and do it there).
+#ifdef EIGEN_VECTORIZE_AVX2
+  Packet8f emm0 = _mm256_cvtepi32_ps(_mm256_srli_epi32((__m256i)x, 23));
+#else
+  __m128i lo = _mm_srli_epi32(_mm256_extractf128_si256((__m256i)x, 0), 23);
+  __m128i hi = _mm_srli_epi32(_mm256_extractf128_si256((__m256i)x, 1), 23);
+  Packet8f emm0 = _mm256_cvtepi32_ps(_mm256_setr_m128(lo, hi));
+#endif
+  Packet8f e = _mm256_sub_ps(emm0, p8f_126f);
+
+  // Set the exponents to -1, i.e. x are in the range [0.5,1).
+  x = _mm256_and_ps(x, p8f_inv_mant_mask);
+  x = _mm256_or_ps(x, p8f_half);
+
+  // part2: Shift the inputs from the range [0.5,1) to [sqrt(1/2),sqrt(2))
+  // and shift by -1. The values are then centered around 0, which improves
+  // the stability of the polynomial evaluation.
+  //   if( x < SQRTHF ) {
+  //     e -= 1;
+  //     x = x + x - 1.0;
+  //   } else { x = x - 1.0; }
+  Packet8f mask = _mm256_cmp_ps(x, p8f_cephes_SQRTHF, _CMP_LT_OQ);
+  Packet8f tmp = _mm256_and_ps(x, mask);
+  x = psub(x, p8f_1);
+  e = psub(e, _mm256_and_ps(p8f_1, mask));
+  x = padd(x, tmp);
+
+  Packet8f x2 = pmul(x, x);
+  Packet8f x3 = pmul(x2, x);
+
+  // Evaluate the polynomial approximant of degree 8 in three parts, probably
+  // to improve instruction-level parallelism.
+  Packet8f y, y1, y2;
+  y = pmadd(p8f_cephes_log_p0, x, p8f_cephes_log_p1);
+  y1 = pmadd(p8f_cephes_log_p3, x, p8f_cephes_log_p4);
+  y2 = pmadd(p8f_cephes_log_p6, x, p8f_cephes_log_p7);
+  y = pmadd(y, x, p8f_cephes_log_p2);
+  y1 = pmadd(y1, x, p8f_cephes_log_p5);
+  y2 = pmadd(y2, x, p8f_cephes_log_p8);
+  y = pmadd(y, x3, y1);
+  y = pmadd(y, x3, y2);
+  y = pmul(y, x3);
+
+  // Add the logarithm of the exponent back to the result of the interpolation.
+  y1 = pmul(e, p8f_cephes_log_q1);
+  tmp = pmul(x2, p8f_half);
+  y = padd(y, y1);
+  x = psub(x, tmp);
+  y2 = pmul(e, p8f_cephes_log_q2);
+  x = padd(x, y);
+  x = padd(x, y2);
+
+  // Filter out invalid inputs, i.e. negative arg will be NAN, 0 will be -INF.
+  return _mm256_or_ps(
+      _mm256_andnot_ps(iszero_mask, _mm256_or_ps(x, invalid_mask)),
+      _mm256_and_ps(iszero_mask, p8f_minus_inf));
+}
+
+// Exponential function. Works by writing "x = m*log(2) + r" where
+// "m = floor(x/log(2)+1/2)" and "r" is the remainder. The result is then
+// "exp(x) = 2^m*exp(r)" where exp(r) is in the range [-1,1).
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
+pexp<Packet8f>(const Packet8f& _x) {
+  _EIGEN_DECLARE_CONST_Packet8f(1, 1.0f);
+  _EIGEN_DECLARE_CONST_Packet8f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet8f(127, 127.0f);
+
+  _EIGEN_DECLARE_CONST_Packet8f(exp_hi, 88.3762626647950f);
+  _EIGEN_DECLARE_CONST_Packet8f(exp_lo, -88.3762626647949f);
+
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_LOG2EF, 1.44269504088896341f);
+
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_p0, 1.9875691500E-4f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_p1, 1.3981999507E-3f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_p2, 8.3334519073E-3f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_p3, 4.1665795894E-2f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_p4, 1.6666665459E-1f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_p5, 5.0000001201E-1f);
+
+  // Clamp x.
+  Packet8f x = pmax(pmin(_x, p8f_exp_hi), p8f_exp_lo);
+
+  // Express exp(x) as exp(m*ln(2) + r), start by extracting
+  // m = floor(x/ln(2) + 0.5).
+  Packet8f m = _mm256_floor_ps(pmadd(x, p8f_cephes_LOG2EF, p8f_half));
+
+// Get r = x - m*ln(2). If no FMA instructions are available, m*ln(2) is
+// subtracted out in two parts, m*C1+m*C2 = m*ln(2), to avoid accumulating
+// truncation errors. Note that we don't use the "pmadd" function here to
+// ensure that a precision-preserving FMA instruction is used.
+#ifdef EIGEN_VECTORIZE_FMA
+  _EIGEN_DECLARE_CONST_Packet8f(nln2, -0.6931471805599453f);
+  Packet8f r = _mm256_fmadd_ps(m, p8f_nln2, x);
+#else
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_C1, 0.693359375f);
+  _EIGEN_DECLARE_CONST_Packet8f(cephes_exp_C2, -2.12194440e-4f);
+  Packet8f r = psub(x, pmul(m, p8f_cephes_exp_C1));
+  r = psub(r, pmul(m, p8f_cephes_exp_C2));
+#endif
+
+  Packet8f r2 = pmul(r, r);
+
+  // TODO(gonnet): Split into odd/even polynomials and try to exploit
+  //               instruction-level parallelism.
+  Packet8f y = p8f_cephes_exp_p0;
+  y = pmadd(y, r, p8f_cephes_exp_p1);
+  y = pmadd(y, r, p8f_cephes_exp_p2);
+  y = pmadd(y, r, p8f_cephes_exp_p3);
+  y = pmadd(y, r, p8f_cephes_exp_p4);
+  y = pmadd(y, r, p8f_cephes_exp_p5);
+  y = pmadd(y, r2, r);
+  y = padd(y, p8f_1);
+
+  // Build emm0 = 2^m.
+  Packet8i emm0 = _mm256_cvttps_epi32(padd(m, p8f_127));
+#ifdef EIGEN_VECTORIZE_AVX2
+  emm0 = _mm256_slli_epi32(emm0, 23);
+#else
+  __m128i lo = _mm_slli_epi32(_mm256_extractf128_si256(emm0, 0), 23);
+  __m128i hi = _mm_slli_epi32(_mm256_extractf128_si256(emm0, 1), 23);
+  emm0 = _mm256_setr_m128(lo, hi);
+#endif
+
+  // Return 2^m * exp(r).
+  return pmax(pmul(y, _mm256_castsi256_ps(emm0)), _x);
+}
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet4d
+pexp<Packet4d>(const Packet4d& _x) {
+  Packet4d x = _x;
+
+  _EIGEN_DECLARE_CONST_Packet4d(1, 1.0);
+  _EIGEN_DECLARE_CONST_Packet4d(2, 2.0);
+  _EIGEN_DECLARE_CONST_Packet4d(half, 0.5);
+
+  _EIGEN_DECLARE_CONST_Packet4d(exp_hi, 709.437);
+  _EIGEN_DECLARE_CONST_Packet4d(exp_lo, -709.436139303);
+
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_LOG2EF, 1.4426950408889634073599);
+
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_p0, 1.26177193074810590878e-4);
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_p1, 3.02994407707441961300e-2);
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_p2, 9.99999999999999999910e-1);
+
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_q0, 3.00198505138664455042e-6);
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_q1, 2.52448340349684104192e-3);
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_q2, 2.27265548208155028766e-1);
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_q3, 2.00000000000000000009e0);
+
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_C1, 0.693145751953125);
+  _EIGEN_DECLARE_CONST_Packet4d(cephes_exp_C2, 1.42860682030941723212e-6);
+  _EIGEN_DECLARE_CONST_Packet4i(1023, 1023);
+
+  Packet4d tmp, fx;
+
+  // clamp x
+  x = pmax(pmin(x, p4d_exp_hi), p4d_exp_lo);
+  // Express exp(x) as exp(g + n*log(2)).
+  fx = pmadd(p4d_cephes_LOG2EF, x, p4d_half);
+
+  // Get the integer modulus of log(2), i.e. the "n" described above.
+  fx = _mm256_floor_pd(fx);
+
+  // Get the remainder modulo log(2), i.e. the "g" described above. Subtract
+  // n*log(2) out in two steps, i.e. n*C1 + n*C2, C1+C2=log2 to get the last
+  // digits right.
+  tmp = pmul(fx, p4d_cephes_exp_C1);
+  Packet4d z = pmul(fx, p4d_cephes_exp_C2);
+  x = psub(x, tmp);
+  x = psub(x, z);
+
+  Packet4d x2 = pmul(x, x);
+
+  // Evaluate the numerator polynomial of the rational interpolant.
+  Packet4d px = p4d_cephes_exp_p0;
+  px = pmadd(px, x2, p4d_cephes_exp_p1);
+  px = pmadd(px, x2, p4d_cephes_exp_p2);
+  px = pmul(px, x);
+
+  // Evaluate the denominator polynomial of the rational interpolant.
+  Packet4d qx = p4d_cephes_exp_q0;
+  qx = pmadd(qx, x2, p4d_cephes_exp_q1);
+  qx = pmadd(qx, x2, p4d_cephes_exp_q2);
+  qx = pmadd(qx, x2, p4d_cephes_exp_q3);
+
+  // I don't really get this bit, copied from the SSE2 routines, so...
+  // TODO(gonnet): Figure out what is going on here, perhaps find a better
+  // rational interpolant?
+  x = _mm256_div_pd(px, psub(qx, px));
+  x = pmadd(p4d_2, x, p4d_1);
+
+  // Build e=2^n by constructing the exponents in a 128-bit vector and
+  // shifting them to where they belong in double-precision values.
+  __m128i emm0 = _mm256_cvtpd_epi32(fx);
+  emm0 = _mm_add_epi32(emm0, p4i_1023);
+  emm0 = _mm_shuffle_epi32(emm0, _MM_SHUFFLE(3, 1, 2, 0));
+  __m128i lo = _mm_slli_epi64(emm0, 52);
+  __m128i hi = _mm_slli_epi64(_mm_srli_epi64(emm0, 32), 52);
+  __m256i e = _mm256_insertf128_si256(_mm256_setzero_si256(), lo, 0);
+  e = _mm256_insertf128_si256(e, hi, 1);
+
+  // Construct the result 2^n * exp(g) = e * x. The max is used to catch
+  // non-finite values in the input.
+  return pmax(pmul(x, Packet4d(e)), _x);
+}
+
+// Functions for sqrt.
+// The EIGEN_FAST_MATH version uses the _mm_rsqrt_ps approximation and one step
+// of Newton's method, at a cost of 1-2 bits of precision as opposed to the
+// exact solution. The main advantage of this approach is not just speed, but
+// also the fact that it can be inlined and pipelined with other computations,
+// further reducing its effective latency.
+#if EIGEN_FAST_MATH
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
+psqrt<Packet8f>(const Packet8f& _x) {
+  _EIGEN_DECLARE_CONST_Packet8f(one_point_five, 1.5f);
+  _EIGEN_DECLARE_CONST_Packet8f(minus_half, -0.5f);
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(flt_min, 0x00800000);
+
+  Packet8f neg_half = pmul(_x, p8f_minus_half);
+
+  // select only the inverse sqrt of positive normal inputs (denormals are
+  // flushed to zero and cause infs as well).
+  Packet8f non_zero_mask = _mm256_cmp_ps(_x, p8f_flt_min, _CMP_GE_OQ);
+  Packet8f x = _mm256_and_ps(non_zero_mask, _mm256_rsqrt_ps(_x));
+
+  // Do a single step of Newton's iteration.
+  x = pmul(x, pmadd(neg_half, pmul(x, x), p8f_one_point_five));
+
+  // Multiply the original _x by it's reciprocal square root to extract the
+  // square root.
+  return pmul(_x, x);
+}
+#else
+template <>
+EIGEN_STRONG_INLINE Packet8f psqrt<Packet8f>(const Packet8f& x) {
+  return _mm256_sqrt_ps(x);
+}
+#endif
+template <>
+EIGEN_STRONG_INLINE Packet4d psqrt<Packet4d>(const Packet4d& x) {
+  return _mm256_sqrt_pd(x);
+}
+
+// Functions for rsqrt.
+// Almost identical to the sqrt routine, just leave out the last multiplication
+// and fill in NaN/Inf where needed. Note that this function only exists as an
+// iterative version since there is no instruction for diretly computing the
+// reciprocal square root in AVX/AVX2 (there will be one in AVX-512).
+#ifdef EIGEN_FAST_MATH
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
+prsqrt<Packet8f>(const Packet8f& _x) {
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(inf, 0x7f800000);
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(nan, 0x7fc00000);
+  _EIGEN_DECLARE_CONST_Packet8f(one_point_five, 1.5f);
+  _EIGEN_DECLARE_CONST_Packet8f(minus_half, -0.5f);
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(flt_min, 0x00800000);
+
+  Packet8f neg_half = pmul(_x, p8f_minus_half);
+
+  // select only the inverse sqrt of positive normal inputs (denormals are
+  // flushed to zero and cause infs as well).
+  Packet8f le_zero_mask = _mm256_cmp_ps(_x, p8f_flt_min, _CMP_LT_OQ);
+  Packet8f x = _mm256_andnot_ps(le_zero_mask, _mm256_rsqrt_ps(_x));
+
+  // Fill in NaNs and Infs for the negative/zero entries.
+  Packet8f neg_mask = _mm256_cmp_ps(_x, _mm256_setzero_ps(), _CMP_LT_OQ);
+  Packet8f zero_mask = _mm256_andnot_ps(neg_mask, le_zero_mask);
+  Packet8f infs_and_nans = _mm256_or_ps(_mm256_and_ps(neg_mask, p8f_nan),
+                                        _mm256_and_ps(zero_mask, p8f_inf));
+
+  // Do a single step of Newton's iteration.
+  x = pmul(x, pmadd(neg_half, pmul(x, x), p8f_one_point_five));
+
+  // Insert NaNs and Infs in all the right places.
+  return _mm256_or_ps(x, infs_and_nans);
+}
+#else
+template <>
+EIGEN_STRONG_INLINE Packet8f prsqrt<Packet8f>(const Packet8f& x) {
+  _EIGEN_DECLARE_CONST_Packet8f(one, 1.0f);
+  return _mm256_div_ps(p8f_one, _mm256_sqrt_ps(x));
+}
+#endif
+template <>
+EIGEN_STRONG_INLINE Packet4d prsqrt<Packet4d>(const Packet4d& x) {
+  _EIGEN_DECLARE_CONST_Packet4d(one, 1.0);
+  return _mm256_div_pd(p4d_one, _mm256_sqrt_pd(x));
+}
+
+// Functions for division.
+// The EIGEN_FAST_MATH version uses the _mm_rcp_ps approximation and one step of
+// Newton's method, at a cost of 1-2 bits of precision as opposed to the exact
+// solution. The main advantage of this approach is not just speed, but also the
+// fact that it can be inlined and pipelined with other computations, further
+// reducing its effective latency.
+#if EIGEN_FAST_DIV
+template <>
+EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
+pdiv<Packet8f>(const Packet8f& a, const Packet8f& b) {
+  _EIGEN_DECLARE_CONST_Packet8f(two, 2.0f);
+  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(inf, 0x7f800000);
+
+  Packet8f neg_b = pnegate(b);
+
+  /* select only the inverse of non-zero b */
+  Packet8f non_zero_mask = _mm256_cmp_ps(b, _mm256_setzero_ps(), _CMP_NEQ_OQ);
+  Packet8f x = _mm256_and_ps(non_zero_mask, _mm256_rcp_ps(b));
+
+  /* One step of Newton's method on b - x^-1 == 0. */
+  x = pmul(x, pmadd(neg_b, x, p8f_two));
+
+  /* Return Infs wherever there were zeros. */
+  return pmul(a, _mm256_or_ps(_mm256_and_ps(non_zero_mask, x),
+                              _mm256_andnot_ps(non_zero_mask, p8f_inf)));
+}
+#else
+template <>
+EIGEN_STRONG_INLINE Packet8f
+pdiv<Packet8f>(const Packet8f& a, const Packet8f& b) {
+  return _mm256_div_ps(a, b);
+}
+#endif
+template <>
+EIGEN_STRONG_INLINE Packet4d
+pdiv<Packet4d>(const Packet4d& a, const Packet4d& b) {
+  return _mm256_div_pd(a, b);
+}
+template <>
+EIGEN_STRONG_INLINE Packet8i
+pdiv<Packet8i>(const Packet8i& /*a*/, const Packet8i& /*b*/) {
+  eigen_assert(false && "packet integer division are not supported by AVX");
+  return pset1<Packet8i>(0);
+}
+
+// Identical to the ptanh in GenericPacketMath.h, but for doubles use
+// a small/medium approximation threshold of 0.001.
+template<> EIGEN_STRONG_INLINE Packet4d ptanh_approx_threshold() {
+  return pset1<Packet4d>(0.001);
+}
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_MATH_FUNCTIONS_AVX_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AVX/PacketMath.h b/third_party/eigen3/Eigen/src/Core/arch/AVX/PacketMath.h
new file mode 100644
index 0000000000..6369a836ab
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AVX/PacketMath.h
@@ -0,0 +1,650 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner (benoit.steiner.goog@gmail.com)
+//
+// 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_PACKET_MATH_AVX_H
+#define EIGEN_PACKET_MATH_AVX_H
+
+namespace Eigen {
+
+namespace internal {
+
+#ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
+#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8
+#endif
+
+#ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS
+#define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS (2*sizeof(void*))
+#endif
+
+#ifdef __FMA__
+#ifndef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#define EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#endif
+#endif
+
+typedef __m256  Packet8f;
+typedef __m256i Packet8i;
+typedef __m256d Packet4d;
+
+template<> struct is_arithmetic<__m256>  { enum { value = true }; };
+template<> struct is_arithmetic<__m256i> { enum { value = true }; };
+template<> struct is_arithmetic<__m256d> { enum { value = true }; };
+
+#define _EIGEN_DECLARE_CONST_Packet8f(NAME,X) \
+  const Packet8f p8f_##NAME = pset1<Packet8f>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(NAME,X) \
+  const Packet8f p8f_##NAME = (__m256)pset1<Packet8i>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet8i(NAME,X) \
+  const Packet8i p8i_##NAME = pset1<Packet8i>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4d(NAME,X) \
+  const Packet4d p4d_##NAME = pset1<Packet4d>(X)
+
+
+template<> struct packet_traits<float>  : default_packet_traits
+{
+  typedef Packet8f type;
+  typedef Packet4f half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=8,
+    HasHalfPacket = 1,
+
+    HasDiv  = 1,
+    HasSin  = 1,
+    HasCos  = 0,
+    HasTanH = 1,
+    HasBlend = 1,
+    HasLog  = 1,
+    HasExp  = 1,
+    HasSqrt = 1,
+    HasRsqrt = 1,
+    HasSelect = 1,
+    HasEq = 1,
+  };
+ };
+template<> struct packet_traits<double> : default_packet_traits
+{
+  typedef Packet4d type;
+  typedef Packet2d half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 4,
+    HasHalfPacket = 1,
+
+    HasDiv = 1,
+    HasBlend = 1,
+    HasExp = 1,
+    HasSqrt = 1,
+    HasRsqrt = 1,
+    HasSelect = 1,
+    HasEq = 1,
+  };
+};
+
+/* Proper support for integers is only provided by AVX2. In the meantime, we'll
+   use SSE instructions and packets to deal with integers.
+template<> struct packet_traits<int>    : default_packet_traits
+{
+  typedef Packet8i type;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=8
+  };
+};
+*/
+
+template<> struct unpacket_traits<Packet8f> { typedef float  type; typedef Packet4f half; enum {size=8}; };
+template<> struct unpacket_traits<Packet4d> { typedef double type; typedef Packet2d half; enum {size=4}; };
+template<> struct unpacket_traits<Packet8i> { typedef int    type; typedef Packet4i half; enum {size=8}; };
+
+template<> EIGEN_STRONG_INLINE Packet8f pset1<Packet8f>(const float&  from) { return _mm256_set1_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4d pset1<Packet4d>(const double& from) { return _mm256_set1_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet8i pset1<Packet8i>(const int&    from) { return _mm256_set1_epi32(from); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pload1<Packet8f>(const float*  from) { return _mm256_broadcast_ss(from); }
+template<> EIGEN_STRONG_INLINE Packet4d pload1<Packet4d>(const double* from) { return _mm256_broadcast_sd(from); }
+
+template<> EIGEN_STRONG_INLINE Packet8f plset<float>(const float& a) { return _mm256_add_ps(_mm256_set1_ps(a), _mm256_set_ps(7.0,6.0,5.0,4.0,3.0,2.0,1.0,0.0)); }
+template<> EIGEN_STRONG_INLINE Packet4d plset<double>(const double& a) { return _mm256_add_pd(_mm256_set1_pd(a), _mm256_set_pd(3.0,2.0,1.0,0.0)); }
+
+template<> EIGEN_STRONG_INLINE Packet8f padd<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_add_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d padd<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_add_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f psub<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_sub_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d psub<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_sub_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f ple<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a,b,_CMP_NGT_UQ); }
+template<> EIGEN_STRONG_INLINE Packet4d ple<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a,b,_CMP_NGT_UQ); }
+
+template<> EIGEN_STRONG_INLINE Packet8f plt<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a,b,_CMP_NGE_UQ); }
+template<> EIGEN_STRONG_INLINE Packet4d plt<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a,b,_CMP_NGE_UQ); }
+
+template<> EIGEN_STRONG_INLINE Packet8f peq<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a,b,_CMP_EQ_UQ); }
+template<> EIGEN_STRONG_INLINE Packet4d peq<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a,b,_CMP_EQ_UQ); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pselect<Packet8f>(const Packet8f& a, const Packet8f& b, const Packet8f& false_mask) { return _mm256_blendv_ps(a,b,false_mask); }
+template<> EIGEN_STRONG_INLINE Packet4d pselect<Packet4d>(const Packet4d& a, const Packet4d& b, const Packet4d& false_mask) { return _mm256_blendv_pd(a,b,false_mask); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pnegate(const Packet8f& a)
+{
+  return _mm256_sub_ps(_mm256_set1_ps(0.0),a);
+}
+template<> EIGEN_STRONG_INLINE Packet4d pnegate(const Packet4d& a)
+{
+  return _mm256_sub_pd(_mm256_set1_pd(0.0),a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet8f pconj(const Packet8f& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet4d pconj(const Packet4d& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet8i pconj(const Packet8i& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet8f pmul<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_mul_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pmul<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_mul_pd(a,b); }
+
+#ifdef __FMA__
+template<> EIGEN_STRONG_INLINE Packet8f pmadd(const Packet8f& a, const Packet8f& b, const Packet8f& c) {
+#if EIGEN_COMP_GNUC || EIGEN_COMP_CLANG
+  // clang stupidly generates a vfmadd213ps instruction plus some vmovaps on registers,
+  // and gcc stupidly generates a vfmadd132ps instruction,
+  // so let's enforce it to generate a vfmadd231ps instruction since the most common use case is to accumulate
+  // the result of the product.
+  Packet8f res = c;
+  asm("vfmadd231ps %[a], %[b], %[c]" : [c] "+x" (res) : [a] "x" (a), [b] "x" (b));
+  return res;
+#else
+  return _mm256_fmadd_ps(a,b,c);
+#endif
+}
+template<> EIGEN_STRONG_INLINE Packet4d pmadd(const Packet4d& a, const Packet4d& b, const Packet4d& c) {
+#if EIGEN_COMP_GNUC || EIGEN_COMP_CLANG
+  // see above
+  Packet4d res = c;
+  asm("vfmadd231pd %[a], %[b], %[c]" : [c] "+x" (res) : [a] "x" (a), [b] "x" (b));
+  return res;
+#else
+  return _mm256_fmadd_pd(a,b,c);
+#endif
+}
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet8f pmin<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_min_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pmin<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_min_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pmax<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_max_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pmax<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_max_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pand<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_and_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pand<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_and_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f por<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_or_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d por<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_or_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pxor<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_xor_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pxor<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_xor_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pandnot<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_andnot_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pandnot<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_andnot_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pload<Packet8f>(const float*   from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4d pload<Packet4d>(const double*  from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet8i pload<Packet8i>(const int*     from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_si256(reinterpret_cast<const __m256i*>(from)); }
+
+template<> EIGEN_STRONG_INLINE Packet8f ploadu<Packet8f>(const float* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4d ploadu<Packet4d>(const double* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet8i ploadu<Packet8i>(const int* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_si256(reinterpret_cast<const __m256i*>(from)); }
+
+// Loads 4 floats from memory a returns the packet {a0, a0  a1, a1, a2, a2, a3, a3}
+template<> EIGEN_STRONG_INLINE Packet8f ploaddup<Packet8f>(const float* from)
+{
+  // TODO try to find a way to avoid the need of a temporary register
+//   Packet8f tmp  = _mm256_castps128_ps256(_mm_loadu_ps(from));
+//   tmp = _mm256_insertf128_ps(tmp, _mm_movehl_ps(_mm256_castps256_ps128(tmp),_mm256_castps256_ps128(tmp)), 1);
+//   return _mm256_unpacklo_ps(tmp,tmp);
+
+  // _mm256_insertf128_ps is very slow on Haswell, thus:
+  Packet8f tmp = _mm256_broadcast_ps((const __m128*)(const void*)from);
+  // mimic an "inplace" permutation of the lower 128bits using a blend
+  tmp = _mm256_blend_ps(tmp,_mm256_castps128_ps256(_mm_permute_ps( _mm256_castps256_ps128(tmp), _MM_SHUFFLE(1,0,1,0))), 15);
+  // then we can perform a consistent permutation on the global register to get everything in shape:
+  return  _mm256_permute_ps(tmp, _MM_SHUFFLE(3,3,2,2));
+}
+// Loads 2 doubles from memory a returns the packet {a0, a0  a1, a1}
+template<> EIGEN_STRONG_INLINE Packet4d ploaddup<Packet4d>(const double* from)
+{
+  Packet4d tmp = _mm256_broadcast_pd((const __m128d*)(const void*)from);
+  return  _mm256_permute_pd(tmp, 3<<2);
+}
+
+// Loads 2 floats from memory a returns the packet {a0, a0  a0, a0, a1, a1, a1, a1}
+template<> EIGEN_STRONG_INLINE Packet8f ploadquad<Packet8f>(const float* from)
+{
+  Packet8f tmp = _mm256_castps128_ps256(_mm_broadcast_ss(from));
+  return _mm256_insertf128_ps(tmp, _mm_broadcast_ss(from+1), 1);
+}
+
+template<> EIGEN_STRONG_INLINE void pstore<float>(float*   to, const Packet8f& from) { EIGEN_DEBUG_ALIGNED_STORE _mm256_store_ps(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<double>(double* to, const Packet4d& from) { EIGEN_DEBUG_ALIGNED_STORE _mm256_store_pd(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet8i& from) { EIGEN_DEBUG_ALIGNED_STORE _mm256_storeu_si256(reinterpret_cast<__m256i*>(to), from); }
+
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*   to, const Packet8f& from) { EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_ps(to, from); }
+template<> EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const Packet4d& from) { EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_pd(to, from); }
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*       to, const Packet8i& from) { EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_si256(reinterpret_cast<__m256i*>(to), from); }
+
+// NOTE: leverage _mm256_i32gather_ps and _mm256_i32gather_pd if AVX2 instructions are available
+template<> EIGEN_DEVICE_FUNC inline Packet8f pgather<float, Packet8f>(const float* from, int stride)
+{
+#ifdef EIGEN_VECTORIZE_AVX2
+  return _mm256_i32gather_ps(from, _mm256_set1_epi32(stride), 4);
+#else
+  return _mm256_set_ps(from[7*stride], from[6*stride], from[5*stride], from[4*stride],
+                       from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+#endif
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4d pgather<double, Packet4d>(const double* from, int stride)
+{
+#ifdef EIGEN_VECTORIZE_AVX2
+  return _mm256_i32gather_pd(from, _mm_set1_epi32(stride), 8);
+#else
+  return _mm256_set_pd(from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+#endif
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet8f>(float* to, const Packet8f& from, int stride)
+{
+  __m128 low = _mm256_extractf128_ps(from, 0);
+  to[stride*0] = _mm_cvtss_f32(low);
+  to[stride*1] = _mm_cvtss_f32(_mm_shuffle_ps(low, low, 1));
+  to[stride*2] = _mm_cvtss_f32(_mm_shuffle_ps(low, low, 2));
+  to[stride*3] = _mm_cvtss_f32(_mm_shuffle_ps(low, low, 3));
+
+  __m128 high = _mm256_extractf128_ps(from, 1);
+  to[stride*4] = _mm_cvtss_f32(high);
+  to[stride*5] = _mm_cvtss_f32(_mm_shuffle_ps(high, high, 1));
+  to[stride*6] = _mm_cvtss_f32(_mm_shuffle_ps(high, high, 2));
+  to[stride*7] = _mm_cvtss_f32(_mm_shuffle_ps(high, high, 3));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, Packet4d>(double* to, const Packet4d& from, int stride)
+{
+  __m128d low = _mm256_extractf128_pd(from, 0);
+  to[stride*0] = _mm_cvtsd_f64(low);
+  to[stride*1] = _mm_cvtsd_f64(_mm_shuffle_pd(low, low, 1));
+  __m128d high = _mm256_extractf128_pd(from, 1);
+  to[stride*2] = _mm_cvtsd_f64(high);
+  to[stride*3] = _mm_cvtsd_f64(_mm_shuffle_pd(high, high, 1));
+}
+
+template<> EIGEN_STRONG_INLINE void pstore1<Packet8f>(float* to, const float& a)
+{
+  Packet8f pa = pset1<Packet8f>(a);
+  pstore(to, pa);
+}
+template<> EIGEN_STRONG_INLINE void pstore1<Packet4d>(double* to, const double& a)
+{
+  Packet4d pa = pset1<Packet4d>(a);
+  pstore(to, pa);
+}
+template<> EIGEN_STRONG_INLINE void pstore1<Packet8i>(int* to, const int& a)
+{
+  Packet8i pa = pset1<Packet8i>(a);
+  pstore(to, pa);
+}
+
+template<> EIGEN_STRONG_INLINE void prefetch<float>(const float*   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+template<> EIGEN_STRONG_INLINE void prefetch<double>(const double* addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*       addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet8f>(const Packet8f& a) {
+  return _mm_cvtss_f32(_mm256_castps256_ps128(a));
+}
+template<> EIGEN_STRONG_INLINE double pfirst<Packet4d>(const Packet4d& a) {
+  return _mm_cvtsd_f64(_mm256_castpd256_pd128(a));
+}
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet8i>(const Packet8i& a) {
+  return _mm_cvtsi128_si32(_mm256_castsi256_si128(a));
+}
+
+
+template<> EIGEN_STRONG_INLINE Packet8f preverse(const Packet8f& a)
+{
+  __m256 tmp = _mm256_shuffle_ps(a,a,0x1b);
+  return _mm256_permute2f128_ps(tmp, tmp, 1);
+}
+template<> EIGEN_STRONG_INLINE Packet4d preverse(const Packet4d& a)
+{
+   __m256d tmp = _mm256_shuffle_pd(a,a,5);
+  return _mm256_permute2f128_pd(tmp, tmp, 1);
+
+  __m256d swap_halves = _mm256_permute2f128_pd(a,a,1);
+    return _mm256_permute_pd(swap_halves,5);
+}
+
+// pabs should be ok
+template<> EIGEN_STRONG_INLINE Packet8f pabs(const Packet8f& a)
+{
+  const Packet8f mask = _mm256_castsi256_ps(_mm256_setr_epi32(0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF));
+  return _mm256_and_ps(a,mask);
+}
+template<> EIGEN_STRONG_INLINE Packet4d pabs(const Packet4d& a)
+{
+  const Packet4d mask = _mm256_castsi256_pd(_mm256_setr_epi32(0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF));
+  return _mm256_and_pd(a,mask);
+}
+
+// preduxp should be ok
+// FIXME: why is this ok? why isn't the simply implementation working as expected?
+template<> EIGEN_STRONG_INLINE Packet8f preduxp<Packet8f>(const Packet8f* vecs)
+{
+    __m256 hsum1 = _mm256_hadd_ps(vecs[0], vecs[1]);
+    __m256 hsum2 = _mm256_hadd_ps(vecs[2], vecs[3]);
+    __m256 hsum3 = _mm256_hadd_ps(vecs[4], vecs[5]);
+    __m256 hsum4 = _mm256_hadd_ps(vecs[6], vecs[7]);
+
+    __m256 hsum5 = _mm256_hadd_ps(hsum1, hsum1);
+    __m256 hsum6 = _mm256_hadd_ps(hsum2, hsum2);
+    __m256 hsum7 = _mm256_hadd_ps(hsum3, hsum3);
+    __m256 hsum8 = _mm256_hadd_ps(hsum4, hsum4);
+
+    __m256 perm1 =  _mm256_permute2f128_ps(hsum5, hsum5, 0x23);
+    __m256 perm2 =  _mm256_permute2f128_ps(hsum6, hsum6, 0x23);
+    __m256 perm3 =  _mm256_permute2f128_ps(hsum7, hsum7, 0x23);
+    __m256 perm4 =  _mm256_permute2f128_ps(hsum8, hsum8, 0x23);
+
+    __m256 sum1 = _mm256_add_ps(perm1, hsum5);
+    __m256 sum2 = _mm256_add_ps(perm2, hsum6);
+    __m256 sum3 = _mm256_add_ps(perm3, hsum7);
+    __m256 sum4 = _mm256_add_ps(perm4, hsum8);
+
+    __m256 blend1 = _mm256_blend_ps(sum1, sum2, 0xcc);
+    __m256 blend2 = _mm256_blend_ps(sum3, sum4, 0xcc);
+
+    __m256 final = _mm256_blend_ps(blend1, blend2, 0xf0);
+    return final;
+}
+template<> EIGEN_STRONG_INLINE Packet4d preduxp<Packet4d>(const Packet4d* vecs)
+{
+ Packet4d tmp0, tmp1;
+
+  tmp0 = _mm256_hadd_pd(vecs[0], vecs[1]);
+  tmp0 = _mm256_add_pd(tmp0, _mm256_permute2f128_pd(tmp0, tmp0, 1));
+
+  tmp1 = _mm256_hadd_pd(vecs[2], vecs[3]);
+  tmp1 = _mm256_add_pd(tmp1, _mm256_permute2f128_pd(tmp1, tmp1, 1));
+
+  return _mm256_blend_pd(tmp0, tmp1, 0xC);
+}
+
+template<> EIGEN_STRONG_INLINE float predux<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp0 = _mm256_hadd_ps(a,_mm256_permute2f128_ps(a,a,1));
+  tmp0 = _mm256_hadd_ps(tmp0,tmp0);
+  return pfirst(_mm256_hadd_ps(tmp0, tmp0));
+}
+template<> EIGEN_STRONG_INLINE double predux<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp0 = _mm256_hadd_pd(a,_mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_hadd_pd(tmp0,tmp0));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f predux4<Packet8f>(const Packet8f& a)
+{
+  return _mm_add_ps(_mm256_castps256_ps128(a),_mm256_extractf128_ps(a,1));
+}
+
+template<> EIGEN_STRONG_INLINE float predux_mul<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp;
+  tmp = _mm256_mul_ps(a, _mm256_permute2f128_ps(a,a,1));
+  tmp = _mm256_mul_ps(tmp, _mm256_shuffle_ps(tmp,tmp,_MM_SHUFFLE(1,0,3,2)));
+  return pfirst(_mm256_mul_ps(tmp, _mm256_shuffle_ps(tmp,tmp,1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_mul<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp;
+  tmp = _mm256_mul_pd(a, _mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_mul_pd(tmp, _mm256_shuffle_pd(tmp,tmp,1)));
+}
+
+template<> EIGEN_STRONG_INLINE float predux_min<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp = _mm256_min_ps(a, _mm256_permute2f128_ps(a,a,1));
+  tmp = _mm256_min_ps(tmp, _mm256_shuffle_ps(tmp,tmp,_MM_SHUFFLE(1,0,3,2)));
+  return pfirst(_mm256_min_ps(tmp, _mm256_shuffle_ps(tmp,tmp,1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_min<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp = _mm256_min_pd(a, _mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_min_pd(tmp, _mm256_shuffle_pd(tmp, tmp, 1)));
+}
+
+template<> EIGEN_STRONG_INLINE float predux_max<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp = _mm256_max_ps(a, _mm256_permute2f128_ps(a,a,1));
+  tmp = _mm256_max_ps(tmp, _mm256_shuffle_ps(tmp,tmp,_MM_SHUFFLE(1,0,3,2)));
+  return pfirst(_mm256_max_ps(tmp, _mm256_shuffle_ps(tmp,tmp,1)));
+}
+
+template<> EIGEN_STRONG_INLINE double predux_max<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp = _mm256_max_pd(a, _mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_max_pd(tmp, _mm256_shuffle_pd(tmp, tmp, 1)));
+}
+
+
+template<int Offset>
+struct palign_impl<Offset,Packet8f>
+{
+  static EIGEN_STRONG_INLINE void run(Packet8f& first, const Packet8f& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm256_blend_ps(first, second, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(0,3,2,1));
+      first = _mm256_blend_ps(tmp, _mm256_permute2f128_ps (tmp, tmp, 1), 0x88);
+    }
+    else if (Offset==2)
+    {
+      first = _mm256_blend_ps(first, second, 3);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(1,0,3,2));
+      first = _mm256_blend_ps(tmp, _mm256_permute2f128_ps (tmp, tmp, 1), 0xcc);
+    }
+    else if (Offset==3)
+    {
+      first = _mm256_blend_ps(first, second, 7);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(2,1,0,3));
+      first = _mm256_blend_ps(tmp, _mm256_permute2f128_ps (tmp, tmp, 1), 0xee);
+    }
+    else if (Offset==4)
+    {
+      first = _mm256_blend_ps(first, second, 15);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(3,2,1,0));
+      first = _mm256_permute_ps(_mm256_permute2f128_ps (tmp, tmp, 1), _MM_SHUFFLE(3,2,1,0));
+    }
+    else if (Offset==5)
+    {
+      first = _mm256_blend_ps(first, second, 31);
+      first = _mm256_permute2f128_ps(first, first, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(0,3,2,1));
+      first = _mm256_permute2f128_ps(tmp, tmp, 1);
+      first = _mm256_blend_ps(tmp, first, 0x88);
+    }
+    else if (Offset==6)
+    {
+      first = _mm256_blend_ps(first, second, 63);
+      first = _mm256_permute2f128_ps(first, first, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(1,0,3,2));
+      first = _mm256_permute2f128_ps(tmp, tmp, 1);
+      first = _mm256_blend_ps(tmp, first, 0xcc);
+    }
+    else if (Offset==7)
+    {
+      first = _mm256_blend_ps(first, second, 127);
+      first = _mm256_permute2f128_ps(first, first, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(2,1,0,3));
+      first = _mm256_permute2f128_ps(tmp, tmp, 1);
+      first = _mm256_blend_ps(tmp, first, 0xee);
+    }
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet4d>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4d& first, const Packet4d& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm256_blend_pd(first, second, 1);
+      __m256d tmp = _mm256_permute_pd(first, 5);
+      first = _mm256_permute2f128_pd(tmp, tmp, 1);
+      first = _mm256_blend_pd(tmp, first, 0xA);
+    }
+    else if (Offset==2)
+    {
+      first = _mm256_blend_pd(first, second, 3);
+      first = _mm256_permute2f128_pd(first, first, 1);
+    }
+    else if (Offset==3)
+    {
+      first = _mm256_blend_pd(first, second, 7);
+      __m256d tmp = _mm256_permute_pd(first, 5);
+      first = _mm256_permute2f128_pd(tmp, tmp, 1);
+      first = _mm256_blend_pd(tmp, first, 5);
+    }
+  }
+};
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet8f,8>& kernel) {
+  __m256 T0 = _mm256_unpacklo_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T1 = _mm256_unpackhi_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T2 = _mm256_unpacklo_ps(kernel.packet[2], kernel.packet[3]);
+  __m256 T3 = _mm256_unpackhi_ps(kernel.packet[2], kernel.packet[3]);
+  __m256 T4 = _mm256_unpacklo_ps(kernel.packet[4], kernel.packet[5]);
+  __m256 T5 = _mm256_unpackhi_ps(kernel.packet[4], kernel.packet[5]);
+  __m256 T6 = _mm256_unpacklo_ps(kernel.packet[6], kernel.packet[7]);
+  __m256 T7 = _mm256_unpackhi_ps(kernel.packet[6], kernel.packet[7]);
+  __m256 S0 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(1,0,1,0));
+  __m256 S1 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(3,2,3,2));
+  __m256 S2 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(1,0,1,0));
+  __m256 S3 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(3,2,3,2));
+  __m256 S4 = _mm256_shuffle_ps(T4,T6,_MM_SHUFFLE(1,0,1,0));
+  __m256 S5 = _mm256_shuffle_ps(T4,T6,_MM_SHUFFLE(3,2,3,2));
+  __m256 S6 = _mm256_shuffle_ps(T5,T7,_MM_SHUFFLE(1,0,1,0));
+  __m256 S7 = _mm256_shuffle_ps(T5,T7,_MM_SHUFFLE(3,2,3,2));
+  kernel.packet[0] = _mm256_permute2f128_ps(S0, S4, 0x20);
+  kernel.packet[1] = _mm256_permute2f128_ps(S1, S5, 0x20);
+  kernel.packet[2] = _mm256_permute2f128_ps(S2, S6, 0x20);
+  kernel.packet[3] = _mm256_permute2f128_ps(S3, S7, 0x20);
+  kernel.packet[4] = _mm256_permute2f128_ps(S0, S4, 0x31);
+  kernel.packet[5] = _mm256_permute2f128_ps(S1, S5, 0x31);
+  kernel.packet[6] = _mm256_permute2f128_ps(S2, S6, 0x31);
+  kernel.packet[7] = _mm256_permute2f128_ps(S3, S7, 0x31);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet8f,4>& kernel) {
+  __m256 T0 = _mm256_unpacklo_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T1 = _mm256_unpackhi_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T2 = _mm256_unpacklo_ps(kernel.packet[2], kernel.packet[3]);
+  __m256 T3 = _mm256_unpackhi_ps(kernel.packet[2], kernel.packet[3]);
+
+  __m256 S0 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(1,0,1,0));
+  __m256 S1 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(3,2,3,2));
+  __m256 S2 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(1,0,1,0));
+  __m256 S3 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(3,2,3,2));
+
+  kernel.packet[0] = _mm256_permute2f128_ps(S0, S1, 0x20);
+  kernel.packet[1] = _mm256_permute2f128_ps(S2, S3, 0x20);
+  kernel.packet[2] = _mm256_permute2f128_ps(S0, S1, 0x31);
+  kernel.packet[3] = _mm256_permute2f128_ps(S2, S3, 0x31);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4d,4>& kernel) {
+  __m256d T0 = _mm256_shuffle_pd(kernel.packet[0], kernel.packet[1], 15);
+  __m256d T1 = _mm256_shuffle_pd(kernel.packet[0], kernel.packet[1], 0);
+  __m256d T2 = _mm256_shuffle_pd(kernel.packet[2], kernel.packet[3], 15);
+  __m256d T3 = _mm256_shuffle_pd(kernel.packet[2], kernel.packet[3], 0);
+
+  kernel.packet[1] = _mm256_permute2f128_pd(T0, T2, 32);
+  kernel.packet[3] = _mm256_permute2f128_pd(T0, T2, 49);
+  kernel.packet[0] = _mm256_permute2f128_pd(T1, T3, 32);
+  kernel.packet[2] = _mm256_permute2f128_pd(T1, T3, 49);
+}
+
+template<> EIGEN_STRONG_INLINE Packet8f pblend(const Selector<8>& ifPacket, const Packet8f& thenPacket, const Packet8f& elsePacket) {
+  const __m256 zero = _mm256_setzero_ps();
+  const __m256 select = _mm256_set_ps(ifPacket.select[7], ifPacket.select[6], ifPacket.select[5], ifPacket.select[4], ifPacket.select[3], ifPacket.select[2], ifPacket.select[1], ifPacket.select[0]);
+  __m256 false_mask = _mm256_cmp_ps(select, zero, _CMP_EQ_UQ);
+  return _mm256_blendv_ps(thenPacket, elsePacket, false_mask);
+}
+template<> EIGEN_STRONG_INLINE Packet4d pblend(const Selector<4>& ifPacket, const Packet4d& thenPacket, const Packet4d& elsePacket) {
+  const __m256d zero = _mm256_setzero_pd();
+  const __m256d select = _mm256_set_pd(ifPacket.select[3], ifPacket.select[2], ifPacket.select[1], ifPacket.select[0]);
+  __m256d false_mask = _mm256_cmp_pd(select, zero, _CMP_EQ_UQ);
+  return _mm256_blendv_pd(thenPacket, elsePacket, false_mask);
+}
+
+// Functions to print vectors of different types, makes debugging much easier.
+namespace{
+void print4f(char* name, __m128 val) {
+  float temp[4] __attribute__((aligned(32)));
+  _mm_store_ps(temp, val);
+  printf("%s: ", name);
+  for (int k = 0; k < 4; k++) printf("%.8e ", temp[k]);
+  printf("\n");
+}
+void print8f(char* name, __m256 val) {
+  float temp[8] __attribute__((aligned(32)));
+  _mm256_store_ps(temp, val);
+  printf("%s: ", name);
+  for (int k = 0; k < 8; k++) printf("%.8e ", temp[k]);
+  printf("\n");
+}
+void print4i(char* name, __m128i val) {
+  int temp[4] __attribute__((aligned(32)));
+  _mm_store_si128((__m128i*)temp, val);
+  printf("%s: ", name);
+  for (int k = 0; k < 4; k++) printf("%i ", temp[k]);
+  printf("\n");
+}
+void print8i(char* name, __m256i val) {
+  int temp[8] __attribute__((aligned(32)));
+  _mm256_store_si256((__m256i*)temp, val);
+  printf("%s: ", name);
+  for (int k = 0; k < 8; k++) printf("%i ", temp[k]);
+  printf("\n");
+}
+void print8b(char* name, __m256i val) {
+  int temp[8] __attribute__((aligned(32)));
+  _mm256_store_si256((__m256i*)temp, val);
+  printf("%s: ", name);
+  for (int k = 0; k < 8; k++) printf("0x%08x ", temp[k]);
+  printf("\n");
+}
+void print4d(char* name, __m256d val) {
+  double temp[4] __attribute__((aligned(32)));
+  _mm256_store_pd(temp, val);
+  printf("%s: ", name);
+  for (int k = 0; k < 4; k++) printf("%.16e ", temp[k]);
+  printf("\n");
+}
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PACKET_MATH_AVX_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AVX/TypeCasting.h b/third_party/eigen3/Eigen/src/Core/arch/AVX/TypeCasting.h
new file mode 100644
index 0000000000..83bfdc604b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AVX/TypeCasting.h
@@ -0,0 +1,51 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_TYPE_CASTING_AVX_H
+#define EIGEN_TYPE_CASTING_AVX_H
+
+namespace Eigen {
+
+namespace internal {
+
+// For now we use SSE to handle integers, so we can't use AVX instructions to cast
+// from int to float
+template <>
+struct type_casting_traits<float, int> {
+  enum {
+    VectorizedCast = 0,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 1
+  };
+};
+
+template <>
+struct type_casting_traits<int, float> {
+  enum {
+    VectorizedCast = 0,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 1
+  };
+};
+
+
+
+template<> EIGEN_STRONG_INLINE Packet8i pcast<Packet8f, Packet8i>(const Packet8f& a) {
+  return _mm256_cvtps_epi32(a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet8f pcast<Packet8i, Packet8f>(const Packet8i& a) {
+  return _mm256_cvtepi32_ps(a);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TYPE_CASTING_AVX_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AltiVec/Complex.h b/third_party/eigen3/Eigen/src/Core/arch/AltiVec/Complex.h
new file mode 100644
index 0000000000..57df9508b3
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AltiVec/Complex.h
@@ -0,0 +1,439 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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_COMPLEX32_ALTIVEC_H
+#define EIGEN_COMPLEX32_ALTIVEC_H
+
+
+namespace Eigen {
+
+namespace internal {
+
+static Packet4ui  p4ui_CONJ_XOR = vec_mergeh((Packet4ui)p4i_ZERO, (Packet4ui)p4f_ZERO_);//{ 0x00000000, 0x80000000, 0x00000000, 0x80000000 };
+#ifdef EIGEN_VECTORIZE_VSX
+#ifdef _BIG_ENDIAN
+static Packet2ul  p2ul_CONJ_XOR1 = (Packet2ul) vec_sld((Packet4ui) p2d_ZERO_, (Packet4ui) p2l_ZERO, 8);//{ 0x8000000000000000, 0x0000000000000000 };
+static Packet2ul  p2ul_CONJ_XOR2 = (Packet2ul) vec_sld((Packet4ui) p2l_ZERO,  (Packet4ui) p2d_ZERO_, 8);//{ 0x8000000000000000, 0x0000000000000000 };
+#else
+static Packet2ul  p2ul_CONJ_XOR1 = (Packet2ul) vec_sld((Packet4ui) p2l_ZERO,  (Packet4ui) p2d_ZERO_, 8);//{ 0x8000000000000000, 0x0000000000000000 };
+static Packet2ul  p2ul_CONJ_XOR2 = (Packet2ul) vec_sld((Packet4ui) p2d_ZERO_, (Packet4ui) p2l_ZERO, 8);//{ 0x8000000000000000, 0x0000000000000000 };
+#endif
+#endif  // EIGEN_VECTORIZE_VSX
+
+//---------- float ----------
+struct Packet2cf
+{
+  EIGEN_STRONG_INLINE Packet2cf() {}
+  EIGEN_STRONG_INLINE explicit Packet2cf(const Packet4f& a) : v(a) {}
+  Packet4f  v;
+};
+
+template<> struct packet_traits<std::complex<float> >  : default_packet_traits
+{
+  typedef Packet2cf type;
+  typedef Packet2cf half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 2,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; typedef Packet2cf half; };
+
+template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<float>&  from)
+{
+  Packet2cf res;
+  /* On AltiVec we cannot load 64-bit registers, so wa have to take care of alignment */
+  if((ptrdiff_t(&from) % 16) == 0)
+    res.v = pload<Packet4f>((const float *)&from);
+  else
+    res.v = ploadu<Packet4f>((const float *)&from);
+  res.v = vec_perm(res.v, res.v, p16uc_PSET64_HI);
+  return res;
+}
+
+template<> EIGEN_DEVICE_FUNC inline Packet2cf pgather<std::complex<float>, Packet2cf>(const std::complex<float>* from, int stride)
+{
+  std::complex<float> EIGEN_ALIGN16 af[2];
+  af[0] = from[0*stride];
+  af[1] = from[1*stride];
+  return Packet2cf(vec_ld(0, (const float*)af));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet2cf>(std::complex<float>* to, const Packet2cf& from, int stride)
+{
+  std::complex<float> EIGEN_ALIGN16 af[2];
+  vec_st(from.v, 0, (float*)af);
+  to[0*stride] = af[0];
+  to[1*stride] = af[1];
+}
+
+
+template<> EIGEN_STRONG_INLINE Packet2cf padd<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_add(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf psub<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_sub(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pnegate(const Packet2cf& a) { return Packet2cf(pnegate(a.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pconj(const Packet2cf& a) { return Packet2cf((Packet4f)vec_xor((Packet4ui)a.v, p4ui_CONJ_XOR)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cf pmul<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  Packet4f v1, v2;
+
+  // Permute and multiply the real parts of a and b
+  v1 = vec_perm(a.v, a.v, p16uc_PSET32_WODD);
+  // Get the imaginary parts of a
+  v2 = vec_perm(a.v, a.v, p16uc_PSET32_WEVEN);
+  // multiply a_re * b 
+  v1 = vec_madd(v1, b.v, p4f_ZERO);
+  // multiply a_im * b and get the conjugate result
+  v2 = vec_madd(v2, b.v, p4f_ZERO);
+  v2 = (Packet4f) vec_xor((Packet4ui)v2, p4ui_CONJ_XOR);
+  // permute back to a proper order
+  v2 = vec_perm(v2, v2, p16uc_COMPLEX32_REV);
+  
+  return Packet2cf(vec_add(v1, v2));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pand   <Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_and(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf por    <Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_or(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pxor   <Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_xor(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pandnot<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_and(a.v, vec_nor(b.v,b.v))); }
+
+template<> EIGEN_STRONG_INLINE Packet2cf pload <Packet2cf>(const std::complex<float>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet2cf(pload<Packet4f>((const float*)from)); }
+template<> EIGEN_STRONG_INLINE Packet2cf ploadu<Packet2cf>(const std::complex<float>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet2cf(ploadu<Packet4f>((const float*)from)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cf ploaddup<Packet2cf>(const std::complex<float>*     from)
+{
+  return pset1<Packet2cf>(*from);
+}
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((float*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((float*)to, from.v); }
+
+#ifndef __VSX__
+template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> *   addr) { vec_dstt((float *)addr, DST_CTRL(2,2,32), DST_CHAN); }
+#endif
+
+template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet2cf>(const Packet2cf& a)
+{
+  std::complex<float> EIGEN_ALIGN16 res[2];
+  pstore((float *)&res, a.v);
+
+  return res[0];
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf preverse(const Packet2cf& a)
+{
+  Packet4f rev_a;
+  rev_a = vec_perm(a.v, a.v, p16uc_COMPLEX32_REV2);
+  return Packet2cf(rev_a);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux<Packet2cf>(const Packet2cf& a)
+{
+  Packet4f b;
+  b = (Packet4f) vec_sld(a.v, a.v, 8);
+  b = padd(a.v, b);
+  return pfirst(Packet2cf(b));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf preduxp<Packet2cf>(const Packet2cf* vecs)
+{
+  Packet4f b1, b2;
+#ifdef _BIG_ENDIAN  
+  b1 = (Packet4f) vec_sld(vecs[0].v, vecs[1].v, 8);
+  b2 = (Packet4f) vec_sld(vecs[1].v, vecs[0].v, 8);
+#else
+  b1 = (Packet4f) vec_sld(vecs[1].v, vecs[0].v, 8);
+  b2 = (Packet4f) vec_sld(vecs[0].v, vecs[1].v, 8);
+#endif
+  b2 = (Packet4f) vec_sld(b2, b2, 8);
+  b2 = padd(b1, b2);
+
+  return Packet2cf(b2);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet2cf>(const Packet2cf& a)
+{
+  Packet4f b;
+  Packet2cf prod;
+  b = (Packet4f) vec_sld(a.v, a.v, 8);
+  prod = pmul(a, Packet2cf(b));
+
+  return pfirst(prod);
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet2cf>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2cf& first, const Packet2cf& second)
+  {
+    if (Offset==1)
+    {
+#ifdef _BIG_ENDIAN
+      first.v = vec_sld(first.v, second.v, 8);
+#else
+      first.v = vec_sld(second.v, first.v, 8);
+#endif
+    }
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, false,true>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, true,false>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, true,true>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet2cf pdiv<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  // TODO optimize it for AltiVec
+  Packet2cf res = conj_helper<Packet2cf,Packet2cf,false,true>().pmul(a,b);
+  Packet4f s = vec_madd(b.v, b.v, p4f_ZERO);
+  return Packet2cf(pdiv(res.v, vec_add(s,vec_perm(s, s, p16uc_COMPLEX32_REV))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pcplxflip<Packet2cf>(const Packet2cf& x)
+{
+  return Packet2cf(vec_perm(x.v, x.v, p16uc_COMPLEX32_REV));
+}
+
+template<> EIGEN_STRONG_INLINE void ptranspose(PacketBlock<Packet2cf,2>& kernel)
+{
+  Packet4f tmp = vec_perm(kernel.packet[0].v, kernel.packet[1].v, p16uc_TRANSPOSE64_HI);
+  kernel.packet[1].v = vec_perm(kernel.packet[0].v, kernel.packet[1].v, p16uc_TRANSPOSE64_LO);
+  kernel.packet[0].v = tmp;
+}
+
+//---------- double ----------
+#if defined(EIGEN_VECTORIZE_VSX)
+struct Packet1cd
+{
+  EIGEN_STRONG_INLINE Packet1cd() {}
+  EIGEN_STRONG_INLINE explicit Packet1cd(const Packet2d& a) : v(a) {}
+  Packet2d v;
+};
+
+template<> struct packet_traits<std::complex<double> >  : default_packet_traits
+{
+  typedef Packet1cd type;
+  typedef Packet1cd half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 0,
+    size = 1,
+    HasHalfPacket = 0,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet1cd> { typedef std::complex<double> type; enum {size=1}; typedef Packet1cd half; };
+
+template<> EIGEN_STRONG_INLINE Packet1cd pload <Packet1cd>(const std::complex<double>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet1cd(pload<Packet2d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE Packet1cd ploadu<Packet1cd>(const std::complex<double>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet1cd(ploadu<Packet2d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, from.v); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd pset1<Packet1cd>(const std::complex<double>&  from)
+{ /* here we really have to use unaligned loads :( */ return ploadu<Packet1cd>(&from); }
+
+// Google-local: Change type from DenseIndex to int in patch.
+template<> EIGEN_DEVICE_FUNC inline Packet1cd pgather<std::complex<double>, Packet1cd>(const std::complex<double>* from, int/*DenseIndex*/ stride)
+{
+  std::complex<double> EIGEN_ALIGN16 af[2];
+  af[0] = from[0*stride];
+  af[1] = from[1*stride];
+  return pload<Packet1cd>(af);
+}
+// Google-local: Change type from DenseIndex to int in patch.
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<double>, Packet1cd>(std::complex<double>* to, const Packet1cd& from, int/*DenseIndex*/ stride)
+{
+  std::complex<double> EIGEN_ALIGN16 af[2];
+  pstore<std::complex<double> >(af, from);
+  to[0*stride] = af[0];
+  to[1*stride] = af[1];
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd padd<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(vec_add(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd psub<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(vec_sub(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pnegate(const Packet1cd& a) { return Packet1cd(pnegate(Packet2d(a.v))); }
+template<> EIGEN_STRONG_INLINE Packet1cd pconj(const Packet1cd& a) { return Packet1cd((Packet2d)vec_xor((Packet2d)a.v, (Packet2d)p2ul_CONJ_XOR2)); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd pmul<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  Packet2d a_re, a_im, v1, v2;
+
+  // Permute and multiply the real parts of a and b
+  a_re = vec_perm(a.v, a.v, p16uc_PSET64_HI);
+  // Get the imaginary parts of a
+  a_im = vec_perm(a.v, a.v, p16uc_PSET64_LO);
+  // multiply a_re * b
+  v1 = vec_madd(a_re, b.v, p2d_ZERO);
+  // multiply a_im * b and get the conjugate result
+  v2 = vec_madd(a_im, b.v, p2d_ZERO);
+  v2 = (Packet2d) vec_sld((Packet4ui)v2, (Packet4ui)v2, 8);
+  v2 = (Packet2d) vec_xor((Packet2d)v2, (Packet2d) p2ul_CONJ_XOR1);
+
+  return Packet1cd(vec_add(v1, v2));
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd pand   <Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(vec_and(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd por    <Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(vec_or(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pxor   <Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(vec_xor(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pandnot<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(vec_and(a.v, vec_nor(b.v,b.v))); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd ploaddup<Packet1cd>(const std::complex<double>*     from)
+{
+  return pset1<Packet1cd>(*from);
+}
+
+#ifndef __VSX__
+template<> EIGEN_STRONG_INLINE void prefetch<std::complex<double> >(const std::complex<double> *   addr) { vec_dstt((long *)addr, DST_CTRL(2,2,32), DST_CHAN); }
+#endif
+
+template<> EIGEN_STRONG_INLINE std::complex<double>  pfirst<Packet1cd>(const Packet1cd& a)
+{
+  std::complex<double> EIGEN_ALIGN16 res[2];
+  pstore<std::complex<double> >(res, a);
+
+  return res[0];
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd preverse(const Packet1cd& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux<Packet1cd>(const Packet1cd& a)
+{
+  return pfirst(a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd preduxp<Packet1cd>(const Packet1cd* vecs)
+{
+  return vecs[0];
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux_mul<Packet1cd>(const Packet1cd& a)
+{
+  return pfirst(a);
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet1cd>
+{
+  static EIGEN_STRONG_INLINE void run(Packet1cd& /*first*/, const Packet1cd& /*second*/)
+  {
+    // FIXME is it sure we never have to align a Packet1cd?
+    // Even though a std::complex<double> has 16 bytes, it is not necessarily aligned on a 16 bytes boundary...
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, false,true>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, true,false>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, true,true>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet1cd pdiv<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  // TODO optimize it for AltiVec
+  Packet1cd res = conj_helper<Packet1cd,Packet1cd,false,true>().pmul(a,b);
+  Packet2d s = vec_madd(b.v, b.v, p2d_ZERO_);
+  return Packet1cd(pdiv(res.v, vec_add(s,vec_perm(s, s, p16uc_REVERSE64))));
+}
+
+EIGEN_STRONG_INLINE Packet1cd pcplxflip/*<Packet1cd>*/(const Packet1cd& x)
+{
+  return Packet1cd(preverse(Packet2d(x.v)));
+}
+
+EIGEN_STRONG_INLINE void ptranspose(PacketBlock<Packet1cd,2>& kernel)
+{
+  Packet2d tmp = vec_perm(kernel.packet[0].v, kernel.packet[1].v, p16uc_TRANSPOSE64_HI);
+  kernel.packet[1].v = vec_perm(kernel.packet[0].v, kernel.packet[1].v, p16uc_TRANSPOSE64_LO);
+  kernel.packet[0].v = tmp;
+}
+#endif // EIGEN_VECTORIZE_VSX
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX32_ALTIVEC_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AltiVec/MathFunctions.h b/third_party/eigen3/Eigen/src/Core/arch/AltiVec/MathFunctions.h
new file mode 100644
index 0000000000..e3545b4abc
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AltiVec/MathFunctions.h
@@ -0,0 +1,299 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007 Julien Pommier
+// Copyright (C) 2009 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/.
+
+/* The sin, cos, exp, and log functions of this file come from
+ * Julien Pommier's sse math library: http://gruntthepeon.free.fr/ssemath/
+ */
+
+#ifndef EIGEN_MATH_FUNCTIONS_ALTIVEC_H
+#define EIGEN_MATH_FUNCTIONS_ALTIVEC_H
+
+#include <iostream>
+
+#define DUMP(v) do { std::cout << #v " = " << (v) << std::endl; } while(0)
+
+namespace Eigen {
+
+namespace internal {
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f plog<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet4i(0x7f, 0x7f);
+  _EIGEN_DECLARE_CONST_Packet4i(23, 23);
+
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(inv_mant_mask, ~0x7f800000);
+
+  /* the smallest non denormalized float number */
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(min_norm_pos,  0x00800000);
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(minus_inf,     0xff800000); // -1.f/0.f
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(minus_nan,     0xffffffff);
+
+  /* natural logarithm computed for 4 simultaneous float
+    return NaN for x <= 0
+  */
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_SQRTHF, 0.707106781186547524f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p0, 7.0376836292E-2f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p1, - 1.1514610310E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p2, 1.1676998740E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p3, - 1.2420140846E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p4, + 1.4249322787E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p5, - 1.6668057665E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p6, + 2.0000714765E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p7, - 2.4999993993E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p8, + 3.3333331174E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_q1, -2.12194440e-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_q2, 0.693359375f);
+
+
+  Packet4i emm0;
+
+  /* isvalid_mask is 0 if x < 0 or x is NaN. */
+  Packet4ui isvalid_mask = reinterpret_cast<Packet4ui>(vec_cmpge(x, p4f_ZERO));
+  Packet4ui iszero_mask = reinterpret_cast<Packet4ui>(vec_cmpeq(x, p4f_ZERO));
+
+  x = pmax(x, p4f_min_norm_pos);  /* cut off denormalized stuff */
+  emm0 = vec_sr(reinterpret_cast<Packet4i>(x),
+                reinterpret_cast<Packet4ui>(p4i_23));
+
+  /* keep only the fractional part */
+  x = pand(x, p4f_inv_mant_mask);
+  x = por(x, p4f_half);
+
+  emm0 = psub(emm0, p4i_0x7f);
+  Packet4f e = padd(vec_ctf(emm0, 0), p4f_1);
+
+  /* part2:
+     if( x < SQRTHF ) {
+       e -= 1;
+       x = x + x - 1.0;
+     } else { x = x - 1.0; }
+  */
+  Packet4f mask = reinterpret_cast<Packet4f>(vec_cmplt(x, p4f_cephes_SQRTHF));
+  Packet4f tmp = pand(x, mask);
+  x = psub(x, p4f_1);
+  e = psub(e, pand(p4f_1, mask));
+  x = padd(x, tmp);
+
+  Packet4f x2 = pmul(x,x);
+  Packet4f x3 = pmul(x2,x);
+
+  Packet4f y, y1, y2;
+  y  = pmadd(p4f_cephes_log_p0, x, p4f_cephes_log_p1);
+  y1 = pmadd(p4f_cephes_log_p3, x, p4f_cephes_log_p4);
+  y2 = pmadd(p4f_cephes_log_p6, x, p4f_cephes_log_p7);
+  y  = pmadd(y , x, p4f_cephes_log_p2);
+  y1 = pmadd(y1, x, p4f_cephes_log_p5);
+  y2 = pmadd(y2, x, p4f_cephes_log_p8);
+  y = pmadd(y, x3, y1);
+  y = pmadd(y, x3, y2);
+  y = pmul(y, x3);
+
+  y1 = pmul(e, p4f_cephes_log_q1);
+  tmp = pmul(x2, p4f_half);
+  y = padd(y, y1);
+  x = psub(x, tmp);
+  y2 = pmul(e, p4f_cephes_log_q2);
+  x = padd(x, y);
+  x = padd(x, y2);
+  // negative arg will be NAN, 0 will be -INF
+  x = vec_sel(x, p4f_minus_inf, iszero_mask);
+  x = vec_sel(p4f_minus_nan, x, isvalid_mask);
+  return x;
+}
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f pexp<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet4i(0x7f, 0x7f);
+  _EIGEN_DECLARE_CONST_Packet4i(23, 23);
+
+
+  _EIGEN_DECLARE_CONST_Packet4f(exp_hi,  88.3762626647950f);
+  _EIGEN_DECLARE_CONST_Packet4f(exp_lo, -88.3762626647949f);
+
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_LOG2EF, 1.44269504088896341f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_C1, 0.693359375f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_C2, -2.12194440e-4f);
+
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p0, 1.9875691500E-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p1, 1.3981999507E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p2, 8.3334519073E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p3, 4.1665795894E-2f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p4, 1.6666665459E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p5, 5.0000001201E-1f);
+
+  Packet4f tmp, fx;
+  Packet4i emm0;
+
+  // clamp x
+  x = vec_max(vec_min(x, p4f_exp_hi), p4f_exp_lo);
+
+  /* express exp(x) as exp(g + n*log(2)) */
+  fx = pmadd(x, p4f_cephes_LOG2EF, p4f_half);
+
+  fx = vec_floor(fx);
+
+  tmp = pmul(fx, p4f_cephes_exp_C1);
+  Packet4f z = pmul(fx, p4f_cephes_exp_C2);
+  x = psub(x, tmp);
+  x = psub(x, z);
+
+  z = pmul(x,x);
+
+  Packet4f y = p4f_cephes_exp_p0;
+  y = pmadd(y, x, p4f_cephes_exp_p1);
+  y = pmadd(y, x, p4f_cephes_exp_p2);
+  y = pmadd(y, x, p4f_cephes_exp_p3);
+  y = pmadd(y, x, p4f_cephes_exp_p4);
+  y = pmadd(y, x, p4f_cephes_exp_p5);
+  y = pmadd(y, z, x);
+  y = padd(y, p4f_1);
+
+  // build 2^n
+  emm0 = vec_cts(fx, 0);
+  emm0 = vec_add(emm0, p4i_0x7f);
+  emm0 = vec_sl(emm0, reinterpret_cast<Packet4ui>(p4i_23));
+
+  // Altivec's max & min operators just drop silent NaNs. Check NaNs in
+  // inputs and return them unmodified.
+  Packet4ui isnumber_mask = reinterpret_cast<Packet4ui>(vec_cmpeq(_x, _x));
+  return vec_sel(_x, pmax(pmul(y, reinterpret_cast<Packet4f>(emm0)), _x),
+                 isnumber_mask);
+}
+
+#ifdef __VSX__
+
+#undef GCC_VERSION
+#define GCC_VERSION (__GNUC__ * 10000 \
+                     + __GNUC_MINOR__ * 100 \
+                     + __GNUC_PATCHLEVEL__)
+
+// VSX support varies between different compilers and even different
+// versions of the same compiler.  For gcc version >= 4.9.3, we can use
+// vec_cts to efficiently convert Packet2d to Packet2l.  Otherwise, use
+// a slow version that works with older compilers.
+static inline Packet2l ConvertToPacket2l(const Packet2d& x) {
+#if GCC_VERSION >= 40903 || defined(__clang__)
+  return vec_cts(x, 0);
+#else
+  double tmp[2];
+  memcpy(tmp, &x, sizeof(tmp));
+  Packet2l l = { static_cast<long long>(tmp[0]),
+                 static_cast<long long>(tmp[1]) };
+  return l;
+#endif
+}
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet2d pexp<Packet2d>(const Packet2d& _x)
+{
+  Packet2d x = _x;
+
+  _EIGEN_DECLARE_CONST_Packet2d(1 , 1.0);
+  _EIGEN_DECLARE_CONST_Packet2d(2 , 2.0);
+  _EIGEN_DECLARE_CONST_Packet2d(half, 0.5);
+
+  _EIGEN_DECLARE_CONST_Packet2d(exp_hi,  709.437);
+  _EIGEN_DECLARE_CONST_Packet2d(exp_lo, -709.436139303);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_LOG2EF, 1.4426950408889634073599);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_p0, 1.26177193074810590878e-4);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_p1, 3.02994407707441961300e-2);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_p2, 9.99999999999999999910e-1);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q0, 3.00198505138664455042e-6);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q1, 2.52448340349684104192e-3);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q2, 2.27265548208155028766e-1);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q3, 2.00000000000000000009e0);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_C1, 0.693145751953125);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_C2, 1.42860682030941723212e-6);
+
+  Packet2d tmp, fx;
+  Packet2l emm0;
+
+  // clamp x
+  x = pmax(pmin(x, p2d_exp_hi), p2d_exp_lo);
+  /* express exp(x) as exp(g + n*log(2)) */
+  fx = pmadd(p2d_cephes_LOG2EF, x, p2d_half);
+
+  fx = vec_floor(fx);
+
+  tmp = pmul(fx, p2d_cephes_exp_C1);
+  Packet2d z = pmul(fx, p2d_cephes_exp_C2);
+  x = psub(x, tmp);
+  x = psub(x, z);
+
+  Packet2d x2 = pmul(x,x);
+
+  Packet2d px = p2d_cephes_exp_p0;
+  px = pmadd(px, x2, p2d_cephes_exp_p1);
+  px = pmadd(px, x2, p2d_cephes_exp_p2);
+  px = pmul (px, x);
+
+  Packet2d qx = p2d_cephes_exp_q0;
+  qx = pmadd(qx, x2, p2d_cephes_exp_q1);
+  qx = pmadd(qx, x2, p2d_cephes_exp_q2);
+  qx = pmadd(qx, x2, p2d_cephes_exp_q3);
+
+  x = pdiv(px,psub(qx,px));
+  x = pmadd(p2d_2,x,p2d_1);
+
+  // build 2^n
+  emm0 = ConvertToPacket2l(fx);
+
+#ifdef __POWER8_VECTOR__
+  static const Packet2l p2l_1023 = { 1023, 1023 };
+  static const Packet2ul p2ul_52 = { 52, 52 };
+
+  emm0 = vec_add(emm0, p2l_1023);
+  emm0 = vec_sl(emm0, p2ul_52);
+#else
+  // Code is a bit complex for POWER7.  There is actually a
+  // vec_xxsldi intrinsic but it is not supported by some gcc versions.
+  // So we shift (52-32) bits and do a word swap with zeros.
+  _EIGEN_DECLARE_CONST_Packet4i(1023, 1023);
+  _EIGEN_DECLARE_CONST_Packet4i(20, 20);    // 52 - 32
+
+  Packet4i emm04i = reinterpret_cast<Packet4i>(emm0);
+  emm04i = vec_add(emm04i, p4i_1023);
+  emm04i = vec_sl(emm04i, reinterpret_cast<Packet4ui>(p4i_20));
+  static const Packet16uc perm = {
+    0x14, 0x15, 0x16, 0x17, 0x00, 0x01, 0x02, 0x03,
+    0x1c, 0x1d, 0x1e, 0x1f, 0x08, 0x09, 0x0a, 0x0b };
+#ifdef  _BIG_ENDIAN
+  emm0 = reinterpret_cast<Packet2l>(vec_perm(p4i_ZERO, emm04i, perm));
+#else
+  emm0 = reinterpret_cast<Packet2l>(vec_perm(emm04i, p4i_ZERO, perm));
+#endif
+
+#endif
+
+  // Altivec's max & min operators just drop silent NaNs. Check NaNs in
+  // inputs and return them unmodified.
+  Packet2ul isnumber_mask = reinterpret_cast<Packet2ul>(vec_cmpeq(_x, _x));
+  return vec_sel(_x, pmax(pmul(x, reinterpret_cast<Packet2d>(emm0)), _x),
+                 isnumber_mask);
+}
+#endif
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_MATH_FUNCTIONS_ALTIVEC_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h b/third_party/eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h
new file mode 100644
index 0000000000..640488e92b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/AltiVec/PacketMath.h
@@ -0,0 +1,943 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Konstantinos Margaritis <markos@codex.gr>
+//
+// 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_PACKET_MATH_ALTIVEC_H
+#define EIGEN_PACKET_MATH_ALTIVEC_H
+
+namespace Eigen {
+
+namespace internal {
+
+#ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
+#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 4
+#endif
+
+#ifndef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#define EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#endif
+
+#ifndef EIGEN_HAS_SINGLE_INSTRUCTION_CJMADD
+#define EIGEN_HAS_SINGLE_INSTRUCTION_CJMADD
+#endif
+
+// NOTE Altivec has 32 registers, but Eigen only accepts a value of 8 or 16
+#ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS
+#define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS  32
+#endif
+
+typedef __vector float          Packet4f;
+typedef __vector int            Packet4i;
+typedef __vector unsigned int   Packet4ui;
+typedef __vector __bool int     Packet4bi;
+typedef __vector short int      Packet8i;
+typedef __vector unsigned char  Packet16uc;
+
+// We don't want to write the same code all the time, but we need to reuse the constants
+// and it doesn't really work to declare them global, so we define macros instead
+
+#define _EIGEN_DECLARE_CONST_FAST_Packet4f(NAME,X) \
+  Packet4f p4f_##NAME = (Packet4f) vec_splat_s32(X)
+
+#define _EIGEN_DECLARE_CONST_FAST_Packet4i(NAME,X) \
+  Packet4i p4i_##NAME = vec_splat_s32(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4f(NAME,X) \
+  Packet4f p4f_##NAME = pset1<Packet4f>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4i(NAME,X) \
+  Packet4i p4i_##NAME = pset1<Packet4i>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet2d(NAME,X) \
+  Packet2d p2d_##NAME = pset1<Packet2d>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet2l(NAME,X) \
+  Packet2l p2l_##NAME = pset1<Packet2l>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(NAME,X) \
+  const Packet4f p4f_##NAME = reinterpret_cast<Packet4f>(pset1<Packet4i>(X))
+
+#define DST_CHAN 1
+#define DST_CTRL(size, count, stride) (((size) << 24) | ((count) << 16) | (stride))
+
+// These constants are endian-agnostic
+static _EIGEN_DECLARE_CONST_FAST_Packet4f(ZERO, 0);
+static _EIGEN_DECLARE_CONST_FAST_Packet4i(ZERO, 0);
+#ifndef __VSX__
+static _EIGEN_DECLARE_CONST_FAST_Packet4i(ONE,1);
+static Packet4f p4f_ONE = vec_ctf(p4i_ONE, 0);
+#endif
+static _EIGEN_DECLARE_CONST_FAST_Packet4i(MINUS16,-16);
+static _EIGEN_DECLARE_CONST_FAST_Packet4i(MINUS1,-1);
+static Packet4f p4f_ZERO_ = (Packet4f) vec_sl((Packet4ui)p4i_MINUS1, (Packet4ui)p4i_MINUS1);
+
+static Packet4f p4f_COUNTDOWN = { 0.0, 1.0, 2.0, 3.0 };
+static Packet4i p4i_COUNTDOWN = { 0, 1, 2, 3 };
+
+static Packet16uc p16uc_REVERSE32 = { 12,13,14,15, 8,9,10,11, 4,5,6,7, 0,1,2,3 };
+static Packet16uc p16uc_DUPLICATE32_HI = { 0,1,2,3, 0,1,2,3, 4,5,6,7, 4,5,6,7 };
+
+// Mask alignment
+#ifdef __PPC64__
+#define _EIGEN_MASK_ALIGNMENT	0xfffffffffffffff0
+#else
+#define _EIGEN_MASK_ALIGNMENT	0xfffffff0
+#endif
+
+#define _EIGEN_ALIGNED_PTR(x)	((ptrdiff_t)(x) & _EIGEN_MASK_ALIGNMENT)
+
+// Handle endianness properly while loading constants
+// Define global static constants:
+#ifdef _BIG_ENDIAN
+static Packet16uc p16uc_FORWARD = vec_lvsl(0, (float*)0); 
+static Packet16uc p16uc_REVERSE64 = { 8,9,10,11, 12,13,14,15, 0,1,2,3, 4,5,6,7 };
+static Packet16uc p16uc_PSET32_WODD   = vec_sld((Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 0), (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 2), 8);//{ 0,1,2,3, 0,1,2,3, 8,9,10,11, 8,9,10,11 };
+static Packet16uc p16uc_PSET32_WEVEN  = vec_sld(p16uc_DUPLICATE32_HI, (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 3), 8);//{ 4,5,6,7, 4,5,6,7, 12,13,14,15, 12,13,14,15 };
+static Packet16uc p16uc_HALF64_0_16 = vec_sld((Packet16uc)p4i_ZERO, vec_splat((Packet16uc) vec_abs(p4i_MINUS16), 3), 8);      //{ 0,0,0,0, 0,0,0,0, 16,16,16,16, 16,16,16,16};
+#else
+static Packet16uc p16uc_FORWARD = p16uc_REVERSE32; 
+static Packet16uc p16uc_REVERSE64 = { 8,9,10,11, 12,13,14,15, 0,1,2,3, 4,5,6,7 };
+static Packet16uc p16uc_PSET32_WODD = vec_sld((Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 1), (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 3), 8);//{ 0,1,2,3, 0,1,2,3, 8,9,10,11, 8,9,10,11 };
+static Packet16uc p16uc_PSET32_WEVEN = vec_sld((Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 0), (Packet16uc) vec_splat((Packet4ui)p16uc_FORWARD, 2), 8);//{ 4,5,6,7, 4,5,6,7, 12,13,14,15, 12,13,14,15 };
+static Packet16uc p16uc_HALF64_0_16 = vec_sld(vec_splat((Packet16uc) vec_abs(p4i_MINUS16), 0), (Packet16uc)p4i_ZERO, 8);      //{ 0,0,0,0, 0,0,0,0, 16,16,16,16, 16,16,16,16};
+#endif // _BIG_ENDIAN
+
+static Packet16uc p16uc_PSET64_HI = (Packet16uc) vec_mergeh((Packet4ui)p16uc_PSET32_WODD, (Packet4ui)p16uc_PSET32_WEVEN);     //{ 0,1,2,3, 4,5,6,7, 0,1,2,3, 4,5,6,7 };
+static Packet16uc p16uc_PSET64_LO = (Packet16uc) vec_mergel((Packet4ui)p16uc_PSET32_WODD, (Packet4ui)p16uc_PSET32_WEVEN);     //{ 8,9,10,11, 12,13,14,15, 8,9,10,11, 12,13,14,15 };
+static Packet16uc p16uc_TRANSPOSE64_HI = vec_add(p16uc_PSET64_HI, p16uc_HALF64_0_16);                                         //{ 0,1,2,3, 4,5,6,7, 16,17,18,19, 20,21,22,23};
+static Packet16uc p16uc_TRANSPOSE64_LO = vec_add(p16uc_PSET64_LO, p16uc_HALF64_0_16);                                         //{ 8,9,10,11, 12,13,14,15, 24,25,26,27, 28,29,30,31};
+
+static Packet16uc p16uc_COMPLEX32_REV = vec_sld(p16uc_REVERSE32, p16uc_REVERSE32, 8);                                         //{ 4,5,6,7, 0,1,2,3, 12,13,14,15, 8,9,10,11 };
+
+#ifdef _BIG_ENDIAN
+static Packet16uc p16uc_COMPLEX32_REV2 = vec_sld(p16uc_FORWARD, p16uc_FORWARD, 8);                                            //{ 8,9,10,11, 12,13,14,15, 0,1,2,3, 4,5,6,7 };
+#else
+static Packet16uc p16uc_COMPLEX32_REV2 = vec_sld(p16uc_PSET64_HI, p16uc_PSET64_LO, 8);                                            //{ 8,9,10,11, 12,13,14,15, 0,1,2,3, 4,5,6,7 };
+#endif // _BIG_ENDIAN
+
+template<> struct packet_traits<float>  : default_packet_traits
+{
+  typedef Packet4f type;
+  typedef Packet4f half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4,
+
+    // FIXME check the Has*
+#if defined(__VSX__)
+    HasDiv  = 1,
+#endif
+    HasSin  = 0,
+    HasCos  = 0,
+    HasLog  = 1,
+    HasExp  = 1,
+    HasSqrt = 0
+  };
+};
+template<> struct packet_traits<int>    : default_packet_traits
+{
+  typedef Packet4i type;
+  typedef Packet4i half;
+  enum {
+    // FIXME check the Has*
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4
+  };
+};
+
+
+template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; typedef Packet4f half; };
+template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; typedef Packet4i half; };
+
+inline std::ostream & operator <<(std::ostream & s, const Packet16uc & v)
+{
+  union {
+    Packet16uc   v;
+    unsigned char n[16];
+  } vt;
+  vt.v = v;
+  for (int i=0; i< 16; i++)
+    s << (int)vt.n[i] << ", ";
+  return s;
+}
+
+inline std::ostream & operator <<(std::ostream & s, const Packet4f & v)
+{
+  union {
+    Packet4f   v;
+    float n[4];
+  } vt;
+  vt.v = v;
+  s << vt.n[0] << ", " << vt.n[1] << ", " << vt.n[2] << ", " << vt.n[3];
+  return s;
+}
+
+inline std::ostream & operator <<(std::ostream & s, const Packet4i & v)
+{
+  union {
+    Packet4i   v;
+    int n[4];
+  } vt;
+  vt.v = v;
+  s << vt.n[0] << ", " << vt.n[1] << ", " << vt.n[2] << ", " << vt.n[3];
+  return s;
+}
+
+inline std::ostream & operator <<(std::ostream & s, const Packet4ui & v)
+{
+  union {
+    Packet4ui   v;
+    unsigned int n[4];
+  } vt;
+  vt.v = v;
+  s << vt.n[0] << ", " << vt.n[1] << ", " << vt.n[2] << ", " << vt.n[3];
+  return s;
+}
+/*
+inline std::ostream & operator <<(std::ostream & s, const Packetbi & v)
+{
+  union {
+    Packet4bi v;
+    unsigned int n[4];
+  } vt;
+  vt.v = v;
+  s << vt.n[0] << ", " << vt.n[1] << ", " << vt.n[2] << ", " << vt.n[3];
+  return s;
+}*/
+
+
+// Need to define them first or we get specialization after instantiation errors
+template<> EIGEN_STRONG_INLINE Packet4f pload<Packet4f>(const float* from) { EIGEN_DEBUG_ALIGNED_LOAD return vec_ld(0, from); }
+template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*     from) { EIGEN_DEBUG_ALIGNED_LOAD return vec_ld(0, from); }
+
+template<> EIGEN_STRONG_INLINE void pstore<float>(float*   to, const Packet4f& from) { EIGEN_DEBUG_ALIGNED_STORE vec_st(from, 0, to); }
+template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet4i& from) { EIGEN_DEBUG_ALIGNED_STORE vec_st(from, 0, to); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) {
+  // Taken from http://developer.apple.com/hardwaredrivers/ve/alignment.html
+  float EIGEN_ALIGN16 af[4];
+  af[0] = from;
+  Packet4f vc = pload<Packet4f>(af);
+  vc = vec_splat(vc, 0);
+  return vc;
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from)   {
+  int EIGEN_ALIGN16 ai[4];
+  ai[0] = from;
+  Packet4i vc = pload<Packet4i>(ai);
+  vc = vec_splat(vc, 0);
+  return vc;
+}
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet4f>(const float *a,
+                      Packet4f& a0, Packet4f& a1, Packet4f& a2, Packet4f& a3)
+{
+  a3 = pload<Packet4f>(a);
+  a0 = vec_splat(a3, 0);
+  a1 = vec_splat(a3, 1);
+  a2 = vec_splat(a3, 2);
+  a3 = vec_splat(a3, 3);
+}
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet4i>(const int *a,
+                      Packet4i& a0, Packet4i& a1, Packet4i& a2, Packet4i& a3)
+{
+  a3 = pload<Packet4i>(a);
+  a0 = vec_splat(a3, 0);
+  a1 = vec_splat(a3, 1);
+  a2 = vec_splat(a3, 2);
+  a3 = vec_splat(a3, 3);
+}
+
+template<> EIGEN_DEVICE_FUNC inline Packet4f pgather<float, Packet4f>(const float* from, int stride)
+{
+  float EIGEN_ALIGN16 af[4];
+  af[0] = from[0*stride];
+  af[1] = from[1*stride];
+  af[2] = from[2*stride];
+  af[3] = from[3*stride];
+ return pload<Packet4f>(af);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4i pgather<int, Packet4i>(const int* from, int stride)
+{
+  int EIGEN_ALIGN16 ai[4];
+  ai[0] = from[0*stride];
+  ai[1] = from[1*stride];
+  ai[2] = from[2*stride];
+  ai[3] = from[3*stride];
+ return pload<Packet4i>(ai);
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet4f>(float* to, const Packet4f& from, int stride)
+{
+  float EIGEN_ALIGN16 af[4];
+  pstore<float>(af, from);
+  to[0*stride] = af[0];
+  to[1*stride] = af[1];
+  to[2*stride] = af[2];
+  to[3*stride] = af[3];
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<int, Packet4i>(int* to, const Packet4i& from, int stride)
+{
+  int EIGEN_ALIGN16 ai[4];
+  pstore<int>((int *)ai, from);
+  to[0*stride] = ai[0];
+  to[1*stride] = ai[1];
+  to[2*stride] = ai[2];
+  to[3*stride] = ai[3];
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f plset<float>(const float& a) { return vec_add(pset1<Packet4f>(a), p4f_COUNTDOWN); }
+template<> EIGEN_STRONG_INLINE Packet4i plset<int>(const int& a)     { return vec_add(pset1<Packet4i>(a), p4i_COUNTDOWN); }
+
+template<> EIGEN_STRONG_INLINE Packet4f padd<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_add(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i padd<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_add(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f psub<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_sub(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i psub<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_sub(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pnegate(const Packet4f& a) { return psub<Packet4f>(p4f_ZERO, a); }
+template<> EIGEN_STRONG_INLINE Packet4i pnegate(const Packet4i& a) { return psub<Packet4i>(p4i_ZERO, a); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pconj(const Packet4f& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet4i pconj(const Packet4i& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmul<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_madd(a,b,p4f_ZERO); }
+/* Commented out: it's actually slower than processing it scalar
+ *
+template<> EIGEN_STRONG_INLINE Packet4i pmul<Packet4i>(const Packet4i& a, const Packet4i& b)
+{
+  // Detailed in: http://freevec.org/content/32bit_signed_integer_multiplication_altivec
+  //Set up constants, variables
+  Packet4i a1, b1, bswap, low_prod, high_prod, prod, prod_, v1sel;
+
+  // Get the absolute values
+  a1  = vec_abs(a);
+  b1  = vec_abs(b);
+
+  // Get the signs using xor
+  Packet4bi sgn = (Packet4bi) vec_cmplt(vec_xor(a, b), p4i_ZERO);
+
+  // Do the multiplication for the asbolute values.
+  bswap = (Packet4i) vec_rl((Packet4ui) b1, (Packet4ui) p4i_MINUS16 );
+  low_prod = vec_mulo((Packet8i) a1, (Packet8i)b1);
+  high_prod = vec_msum((Packet8i) a1, (Packet8i) bswap, p4i_ZERO);
+  high_prod = (Packet4i) vec_sl((Packet4ui) high_prod, (Packet4ui) p4i_MINUS16);
+  prod = vec_add( low_prod, high_prod );
+
+  // NOR the product and select only the negative elements according to the sign mask
+  prod_ = vec_nor(prod, prod);
+  prod_ = vec_sel(p4i_ZERO, prod_, sgn);
+
+  // Add 1 to the result to get the negative numbers
+  v1sel = vec_sel(p4i_ZERO, p4i_ONE, sgn);
+  prod_ = vec_add(prod_, v1sel);
+
+  // Merge the results back to the final vector.
+  prod = vec_sel(prod, prod_, sgn);
+
+  return prod;
+}
+*/
+template<> EIGEN_STRONG_INLINE Packet4f pdiv<Packet4f>(const Packet4f& a, const Packet4f& b)
+{
+#if !defined(__VSX__) // VSX actually provides a div instruction
+  Packet4f t, y_0, y_1;
+
+  // Altivec does not offer a divide instruction, we have to do a reciprocal approximation
+  y_0 = vec_re(b);
+
+  // Do one Newton-Raphson iteration to get the needed accuracy
+  t   = vec_nmsub(y_0, b, p4f_ONE);
+  y_1 = vec_madd(y_0, t, y_0);
+
+  return vec_madd(a, y_1, p4f_ZERO);
+#else
+  return vec_div(a, b);
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i pdiv<Packet4i>(const Packet4i& /*a*/, const Packet4i& /*b*/)
+{ eigen_assert(false && "packet integer division are not supported by AltiVec");
+  return pset1<Packet4i>(0);
+}
+
+// for some weird raisons, it has to be overloaded for packet of integers
+template<> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f& a, const Packet4f& b, const Packet4f& c) { return vec_madd(a, b, c); }
+template<> EIGEN_STRONG_INLINE Packet4i pmadd(const Packet4i& a, const Packet4i& b, const Packet4i& c) { return padd(pmul(a,b), c); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmin<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_min(a, b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmin<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_min(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmax<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_max(a, b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmax<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_max(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pand<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_and(a, b); }
+template<> EIGEN_STRONG_INLINE Packet4i pand<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_and(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f por<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_or(a, b); }
+template<> EIGEN_STRONG_INLINE Packet4i por<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_or(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pxor<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_xor(a, b); }
+template<> EIGEN_STRONG_INLINE Packet4i pxor<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_xor(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pandnot<Packet4f>(const Packet4f& a, const Packet4f& b) { return vec_and(a, vec_nor(b, b)); }
+template<> EIGEN_STRONG_INLINE Packet4i pandnot<Packet4i>(const Packet4i& a, const Packet4i& b) { return vec_and(a, vec_nor(b, b)); }
+
+#ifdef _BIG_ENDIAN
+template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float* from)
+{
+  EIGEN_DEBUG_ALIGNED_LOAD
+  Packet16uc MSQ, LSQ;
+  Packet16uc mask;
+  MSQ = vec_ld(0, (unsigned char *)from);          // most significant quadword
+  LSQ = vec_ld(15, (unsigned char *)from);         // least significant quadword
+  mask = vec_lvsl(0, from);                        // create the permute mask
+  return (Packet4f) vec_perm(MSQ, LSQ, mask);           // align the data
+
+}
+template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int* from)
+{
+  EIGEN_DEBUG_ALIGNED_LOAD
+  // Taken from http://developer.apple.com/hardwaredrivers/ve/alignment.html
+  Packet16uc MSQ, LSQ;
+  Packet16uc mask;
+  MSQ = vec_ld(0, (unsigned char *)from);          // most significant quadword
+  LSQ = vec_ld(15, (unsigned char *)from);         // least significant quadword
+  mask = vec_lvsl(0, from);                        // create the permute mask
+  return (Packet4i) vec_perm(MSQ, LSQ, mask);    // align the data
+}
+#else
+// We also need ot redefine little endian loading of Packet4i/Packet4f using VSX
+template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int* from)
+{
+  EIGEN_DEBUG_ALIGNED_LOAD
+  return (Packet4i) vec_vsx_ld((long)from & 15, (const Packet4i*) _EIGEN_ALIGNED_PTR(from));
+}
+template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float* from)
+{
+  EIGEN_DEBUG_ALIGNED_LOAD
+  return (Packet4f) vec_vsx_ld((long)from & 15, (const Packet4f*) _EIGEN_ALIGNED_PTR(from));
+}
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet4f ploaddup<Packet4f>(const float*   from)
+{
+  Packet4f p;
+  if((ptrdiff_t(from) % 16) == 0)  p = pload<Packet4f>(from);
+  else                             p = ploadu<Packet4f>(from);
+  return vec_perm(p, p, p16uc_DUPLICATE32_HI);
+}
+template<> EIGEN_STRONG_INLINE Packet4i ploaddup<Packet4i>(const int*     from)
+{
+  Packet4i p;
+  if((ptrdiff_t(from) % 16) == 0)  p = pload<Packet4i>(from);
+  else                             p = ploadu<Packet4i>(from);
+  return vec_perm(p, p, p16uc_DUPLICATE32_HI);
+}
+
+#ifdef _BIG_ENDIAN
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const Packet4f& from)
+{
+  EIGEN_DEBUG_UNALIGNED_STORE
+  // Taken from http://developer.apple.com/hardwaredrivers/ve/alignment.html
+  // Warning: not thread safe!
+  Packet16uc MSQ, LSQ, edges;
+  Packet16uc edgeAlign, align;
+
+  MSQ = vec_ld(0, (unsigned char *)to);                     // most significant quadword
+  LSQ = vec_ld(15, (unsigned char *)to);                    // least significant quadword
+  edgeAlign = vec_lvsl(0, to);                              // permute map to extract edges
+  edges=vec_perm(LSQ,MSQ,edgeAlign);                        // extract the edges
+  align = vec_lvsr( 0, to );                                // permute map to misalign data
+  MSQ = vec_perm(edges,(Packet16uc)from,align);             // misalign the data (MSQ)
+  LSQ = vec_perm((Packet16uc)from,edges,align);             // misalign the data (LSQ)
+  vec_st( LSQ, 15, (unsigned char *)to );                   // Store the LSQ part first
+  vec_st( MSQ, 0, (unsigned char *)to );                    // Store the MSQ part
+}
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*      to, const Packet4i& from)
+{
+  EIGEN_DEBUG_UNALIGNED_STORE
+  // Taken from http://developer.apple.com/hardwaredrivers/ve/alignment.html
+  // Warning: not thread safe!
+  Packet16uc MSQ, LSQ, edges;
+  Packet16uc edgeAlign, align;
+
+  MSQ = vec_ld(0, (unsigned char *)to);                     // most significant quadword
+  LSQ = vec_ld(15, (unsigned char *)to);                    // least significant quadword
+  edgeAlign = vec_lvsl(0, to);                              // permute map to extract edges
+  edges=vec_perm(LSQ, MSQ, edgeAlign);                      // extract the edges
+  align = vec_lvsr( 0, to );                                // permute map to misalign data
+  MSQ = vec_perm(edges, (Packet16uc) from, align);          // misalign the data (MSQ)
+  LSQ = vec_perm((Packet16uc) from, edges, align);          // misalign the data (LSQ)
+  vec_st( LSQ, 15, (unsigned char *)to );                   // Store the LSQ part first
+  vec_st( MSQ, 0, (unsigned char *)to );                    // Store the MSQ part
+}
+#else
+// We also need to redefine little endian loading of Packet4i/Packet4f using VSX
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*       to, const Packet4i& from)
+{
+  EIGEN_DEBUG_ALIGNED_STORE
+  vec_vsx_st(from, (long)to & 15, (Packet4i*) _EIGEN_ALIGNED_PTR(to));
+}
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*   to, const Packet4f& from)
+{
+  EIGEN_DEBUG_ALIGNED_STORE
+  vec_vsx_st(from, (long)to & 15, (Packet4f*) _EIGEN_ALIGNED_PTR(to));
+}
+#endif
+
+#ifndef __VSX__
+template<> EIGEN_STRONG_INLINE void prefetch<float>(const float* addr) { vec_dstt(addr, DST_CTRL(2,2,32), DST_CHAN); }
+template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*     addr) { vec_dstt(addr, DST_CTRL(2,2,32), DST_CHAN); }
+#endif
+
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet4f>(const Packet4f& a) { float EIGEN_ALIGN16 x[4]; vec_st(a, 0, x); return x[0]; }
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet4i>(const Packet4i& a) { int   EIGEN_ALIGN16 x[4]; vec_st(a, 0, x); return x[0]; }
+
+template<> EIGEN_STRONG_INLINE Packet4f preverse(const Packet4f& a) { return (Packet4f)vec_perm((Packet16uc)a,(Packet16uc)a, p16uc_REVERSE32); }
+template<> EIGEN_STRONG_INLINE Packet4i preverse(const Packet4i& a) { return (Packet4i)vec_perm((Packet16uc)a,(Packet16uc)a, p16uc_REVERSE32); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pabs(const Packet4f& a) { return vec_abs(a); }
+template<> EIGEN_STRONG_INLINE Packet4i pabs(const Packet4i& a) { return vec_abs(a); }
+
+template<> EIGEN_STRONG_INLINE float predux<Packet4f>(const Packet4f& a)
+{
+  Packet4f b, sum;
+  b   = (Packet4f) vec_sld(a, a, 8);
+  sum = vec_add(a, b);
+  b   = (Packet4f) vec_sld(sum, sum, 4);
+  sum = vec_add(sum, b);
+  return pfirst(sum);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f preduxp<Packet4f>(const Packet4f* vecs)
+{
+  Packet4f v[4], sum[4];
+
+  // It's easier and faster to transpose then add as columns
+  // Check: http://www.freevec.org/function/matrix_4x4_transpose_floats for explanation
+  // Do the transpose, first set of moves
+  v[0] = vec_mergeh(vecs[0], vecs[2]);
+  v[1] = vec_mergel(vecs[0], vecs[2]);
+  v[2] = vec_mergeh(vecs[1], vecs[3]);
+  v[3] = vec_mergel(vecs[1], vecs[3]);
+  // Get the resulting vectors
+  sum[0] = vec_mergeh(v[0], v[2]);
+  sum[1] = vec_mergel(v[0], v[2]);
+  sum[2] = vec_mergeh(v[1], v[3]);
+  sum[3] = vec_mergel(v[1], v[3]);
+
+  // Now do the summation:
+  // Lines 0+1
+  sum[0] = vec_add(sum[0], sum[1]);
+  // Lines 2+3
+  sum[1] = vec_add(sum[2], sum[3]);
+  // Add the results
+  sum[0] = vec_add(sum[0], sum[1]);
+
+  return sum[0];
+}
+
+template<> EIGEN_STRONG_INLINE int predux<Packet4i>(const Packet4i& a)
+{
+  Packet4i sum;
+  sum = vec_sums(a, p4i_ZERO);
+#ifdef _BIG_ENDIAN
+  sum = vec_sld(sum, p4i_ZERO, 12);
+#else
+  sum = vec_sld(p4i_ZERO, sum, 4);
+#endif
+  return pfirst(sum);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i preduxp<Packet4i>(const Packet4i* vecs)
+{
+  Packet4i v[4], sum[4];
+
+  // It's easier and faster to transpose then add as columns
+  // Check: http://www.freevec.org/function/matrix_4x4_transpose_floats for explanation
+  // Do the transpose, first set of moves
+  v[0] = vec_mergeh(vecs[0], vecs[2]);
+  v[1] = vec_mergel(vecs[0], vecs[2]);
+  v[2] = vec_mergeh(vecs[1], vecs[3]);
+  v[3] = vec_mergel(vecs[1], vecs[3]);
+  // Get the resulting vectors
+  sum[0] = vec_mergeh(v[0], v[2]);
+  sum[1] = vec_mergel(v[0], v[2]);
+  sum[2] = vec_mergeh(v[1], v[3]);
+  sum[3] = vec_mergel(v[1], v[3]);
+
+  // Now do the summation:
+  // Lines 0+1
+  sum[0] = vec_add(sum[0], sum[1]);
+  // Lines 2+3
+  sum[1] = vec_add(sum[2], sum[3]);
+  // Add the results
+  sum[0] = vec_add(sum[0], sum[1]);
+
+  return sum[0];
+}
+
+// Other reduction functions:
+// mul
+template<> EIGEN_STRONG_INLINE float predux_mul<Packet4f>(const Packet4f& a)
+{
+  Packet4f prod;
+  prod = pmul(a, (Packet4f)vec_sld(a, a, 8));
+  return pfirst(pmul(prod, (Packet4f)vec_sld(prod, prod, 4)));
+}
+
+template<> EIGEN_STRONG_INLINE int predux_mul<Packet4i>(const Packet4i& a)
+{
+  EIGEN_ALIGN16 int aux[4];
+  pstore(aux, a);
+  return aux[0] * aux[1] * aux[2] * aux[3];
+}
+
+// min
+template<> EIGEN_STRONG_INLINE float predux_min<Packet4f>(const Packet4f& a)
+{
+  Packet4f b, res;
+  b = vec_min(a, vec_sld(a, a, 8));
+  res = vec_min(b, vec_sld(b, b, 4));
+  return pfirst(res);
+}
+
+template<> EIGEN_STRONG_INLINE int predux_min<Packet4i>(const Packet4i& a)
+{
+  Packet4i b, res;
+  b = vec_min(a, vec_sld(a, a, 8));
+  res = vec_min(b, vec_sld(b, b, 4));
+  return pfirst(res);
+}
+
+// max
+template<> EIGEN_STRONG_INLINE float predux_max<Packet4f>(const Packet4f& a)
+{
+  Packet4f b, res;
+  b = vec_max(a, vec_sld(a, a, 8));
+  res = vec_max(b, vec_sld(b, b, 4));
+  return pfirst(res);
+}
+
+template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a)
+{
+  Packet4i b, res;
+  b = vec_max(a, vec_sld(a, a, 8));
+  res = vec_max(b, vec_sld(b, b, 4));
+  return pfirst(res);
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet4f>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4f& first, const Packet4f& second)
+  {
+#ifdef _BIG_ENDIAN
+    switch (Offset % 4) {
+    case 1:
+      first = vec_sld(first, second, 4); break;
+    case 2:
+      first = vec_sld(first, second, 8); break;
+    case 3:
+      first = vec_sld(first, second, 12); break;
+    }
+#else
+    switch (Offset % 4) {
+    case 1:
+      first = vec_sld(second, first, 12); break;
+    case 2:
+      first = vec_sld(second, first, 8); break;
+    case 3:
+      first = vec_sld(second, first, 4); break;
+    }
+#endif
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet4i>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4i& first, const Packet4i& second)
+  {
+#ifdef _BIG_ENDIAN
+    switch (Offset % 4) {
+    case 1:
+      first = vec_sld(first, second, 4); break;
+    case 2:
+      first = vec_sld(first, second, 8); break;
+    case 3:
+      first = vec_sld(first, second, 12); break;
+    }
+#else
+    switch (Offset % 4) {
+    case 1:
+      first = vec_sld(second, first, 12); break;
+    case 2:
+      first = vec_sld(second, first, 8); break;
+    case 3:
+      first = vec_sld(second, first, 4); break;
+    }
+#endif
+  }
+};
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4f,4>& kernel) {
+  Packet4f t0, t1, t2, t3;
+  t0 = vec_mergeh(kernel.packet[0], kernel.packet[2]);
+  t1 = vec_mergel(kernel.packet[0], kernel.packet[2]);
+  t2 = vec_mergeh(kernel.packet[1], kernel.packet[3]);
+  t3 = vec_mergel(kernel.packet[1], kernel.packet[3]);
+  kernel.packet[0] = vec_mergeh(t0, t2);
+  kernel.packet[1] = vec_mergel(t0, t2);
+  kernel.packet[2] = vec_mergeh(t1, t3);
+  kernel.packet[3] = vec_mergel(t1, t3);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4i,4>& kernel) {
+  Packet4i t0, t1, t2, t3;
+  t0 = vec_mergeh(kernel.packet[0], kernel.packet[2]);
+  t1 = vec_mergel(kernel.packet[0], kernel.packet[2]);
+  t2 = vec_mergeh(kernel.packet[1], kernel.packet[3]);
+  t3 = vec_mergel(kernel.packet[1], kernel.packet[3]);
+  kernel.packet[0] = vec_mergeh(t0, t2);
+  kernel.packet[1] = vec_mergel(t0, t2);
+  kernel.packet[2] = vec_mergeh(t1, t3);
+  kernel.packet[3] = vec_mergel(t1, t3);
+}
+
+
+//---------- double ----------
+#if defined(__VSX__)
+typedef __vector double              Packet2d;
+typedef __vector unsigned long long  Packet2ul;
+typedef __vector long long           Packet2l;
+
+static Packet2l p2l_ZERO = (Packet2l) p4i_ZERO;
+static Packet2d p2d_ONE = { 1.0, 1.0 }; 
+static Packet2d p2d_ZERO = (Packet2d) p4f_ZERO;
+static Packet2d p2d_ZERO_ = { -0.0, -0.0 };
+
+#ifdef _BIG_ENDIAN
+static Packet2d p2d_COUNTDOWN = (Packet2d) vec_sld((Packet16uc) p2d_ZERO, (Packet16uc) p2d_ONE, 8);
+#else
+static Packet2d p2d_COUNTDOWN = (Packet2d) vec_sld((Packet16uc) p2d_ONE, (Packet16uc) p2d_ZERO, 8);
+#endif
+
+static EIGEN_STRONG_INLINE Packet2d vec_splat_dbl(Packet2d& a, int index)
+{
+  switch (index) {
+  case 0:
+    return (Packet2d) vec_perm(a, a, p16uc_PSET64_HI);
+  case 1:
+    return (Packet2d) vec_perm(a, a, p16uc_PSET64_LO);
+  }
+  return a;
+}
+
+template<> struct packet_traits<double> : default_packet_traits
+{
+  typedef Packet2d type;
+  typedef Packet2d half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=2,
+    HasHalfPacket = 0,
+
+    HasDiv  = 1,
+    HasExp  = 1,
+    HasSqrt = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet2d> { typedef double type; enum {size=2}; typedef Packet2d half; };
+
+
+inline std::ostream & operator <<(std::ostream & s, const Packet2d & v)
+{
+  union {
+    Packet2d   v;
+    double n[2];
+  } vt;
+  vt.v = v;
+  s << vt.n[0] << ", " << vt.n[1];
+  return s;
+}
+
+// Need to define them first or we get specialization after instantiation errors
+template<> EIGEN_STRONG_INLINE Packet2d pload<Packet2d>(const double* from) { EIGEN_DEBUG_ALIGNED_LOAD return (Packet2d) vec_ld(0, (const float *) from); } //FIXME
+
+template<> EIGEN_STRONG_INLINE void pstore<double>(double*   to, const Packet2d& from) { EIGEN_DEBUG_ALIGNED_STORE vec_st((Packet4f)from, 0, (float *)to); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double&  from) {
+  double EIGEN_ALIGN16 af[2];
+  af[0] = from;
+  Packet2d vc = pload<Packet2d>(af);
+  vc = vec_splat_dbl(vc, 0);
+  return vc;
+}
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet2d>(const double *a,
+                      Packet2d& a0, Packet2d& a1, Packet2d& a2, Packet2d& a3)
+{
+  a1 = pload<Packet2d>(a);
+  a0 = vec_splat_dbl(a1, 0);
+  a1 = vec_splat_dbl(a1, 1);
+  a3 = pload<Packet2d>(a+2);
+  a2 = vec_splat_dbl(a3, 0);
+  a3 = vec_splat_dbl(a3, 1);
+}
+// Google-local: Change type from DenseIndex to int in patch.
+template<> EIGEN_DEVICE_FUNC inline Packet2d pgather<double, Packet2d>(const double* from, int/*DenseIndex*/ stride)
+{
+  double EIGEN_ALIGN16 af[2];
+  af[0] = from[0*stride];
+  af[1] = from[1*stride];
+ return pload<Packet2d>(af);
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, Packet2d>(double* to, const Packet2d& from, /*DenseIndex*/int stride)
+{
+  double EIGEN_ALIGN16 af[2];
+  pstore<double>(af, from);
+  to[0*stride] = af[0];
+  to[1*stride] = af[1];
+}
+template<> EIGEN_STRONG_INLINE Packet2d plset<double>(const double& a) { return vec_add(pset1<Packet2d>(a), p2d_COUNTDOWN); }
+
+template<> EIGEN_STRONG_INLINE Packet2d padd<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_add(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d psub<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_sub(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pnegate(const Packet2d& a) { return psub<Packet2d>(p2d_ZERO, a); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pconj(const Packet2d& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet2d pmul<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_madd(a,b,p2d_ZERO); }
+template<> EIGEN_STRONG_INLINE Packet2d pdiv<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_div(a,b); }
+
+// for some weird raisons, it has to be overloaded for packet of integers
+template<> EIGEN_STRONG_INLINE Packet2d pmadd(const Packet2d& a, const Packet2d& b, const Packet2d& c) { return vec_madd(a, b, c); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pmin<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_min(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pmax<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_max(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pand<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_and(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d por<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_or(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pxor<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_xor(a, b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pandnot<Packet2d>(const Packet2d& a, const Packet2d& b) { return vec_and(a, vec_nor(b, b)); }
+
+template<> EIGEN_STRONG_INLINE Packet2d ploadu<Packet2d>(const double* from)
+{
+  EIGEN_DEBUG_ALIGNED_LOAD
+  return (Packet2d) vec_vsx_ld((long)from & 15, (const Packet2d*) _EIGEN_ALIGNED_PTR(from));
+}
+template<> EIGEN_STRONG_INLINE Packet2d ploaddup<Packet2d>(const double*   from)
+{
+  Packet2d p;
+  if((ptrdiff_t(from) % 16) == 0)  p = pload<Packet2d>(from);
+  else                             p = ploadu<Packet2d>(from);
+  return vec_perm(p, p, p16uc_PSET64_HI);
+}
+
+template<> EIGEN_STRONG_INLINE void pstoreu<double>(double*  to, const Packet2d& from)
+{
+  EIGEN_DEBUG_ALIGNED_STORE
+  vec_vsx_st((Packet4f)from, (long)to & 15, (Packet4f*) _EIGEN_ALIGNED_PTR(to));
+}
+
+#ifndef __VSX__
+template<> EIGEN_STRONG_INLINE void prefetch<double>(const double* addr) { vec_dstt((const float *) addr, DST_CTRL(2,2,32), DST_CHAN); }
+#endif
+
+template<> EIGEN_STRONG_INLINE double  pfirst<Packet2d>(const Packet2d& a) { double EIGEN_ALIGN16 x[2]; pstore(x, a); return x[0]; }
+
+template<> EIGEN_STRONG_INLINE Packet2d preverse(const Packet2d& a) { return (Packet2d)vec_perm((Packet16uc)a,(Packet16uc)a, p16uc_REVERSE64); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pabs(const Packet2d& a) { return vec_abs(a); }
+
+template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a)
+{
+  Packet2d b, sum;
+  b   = (Packet2d) vec_sld((Packet4ui) a, (Packet4ui)a, 8);
+  sum = vec_add(a, b);
+  return pfirst(sum);
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d preduxp<Packet2d>(const Packet2d* vecs)
+{
+  Packet2d v[2], sum;
+  v[0] = vec_add(vecs[0], (Packet2d) vec_sld((Packet4ui) vecs[0], (Packet4ui) vecs[0], 8));
+  v[1] = vec_add(vecs[1], (Packet2d) vec_sld((Packet4ui) vecs[1], (Packet4ui) vecs[1], 8));
+ 
+#ifdef _BIG_ENDIAN
+ sum = (Packet2d) vec_sld((Packet4ui) v[0], (Packet4ui) v[1], 8);
+#else
+  sum = (Packet2d) vec_sld((Packet4ui) v[1], (Packet4ui) v[0], 8);
+#endif
+
+  return sum;
+}
+// Other reduction functions:
+// mul
+template<> EIGEN_STRONG_INLINE double predux_mul<Packet2d>(const Packet2d& a)
+{
+  return pfirst(pmul(a, (Packet2d)vec_sld((Packet4ui) a, (Packet4ui) a, 8)));
+}
+
+// min
+template<> EIGEN_STRONG_INLINE double predux_min<Packet2d>(const Packet2d& a)
+{
+  return pfirst(vec_min(a, (Packet2d) vec_sld((Packet4ui) a, (Packet4ui) a, 8)));
+}
+
+// max
+template<> EIGEN_STRONG_INLINE double predux_max<Packet2d>(const Packet2d& a)
+{
+  return pfirst(vec_max(a, (Packet2d) vec_sld((Packet4ui) a, (Packet4ui) a, 8)));
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet2d>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2d& first, const Packet2d& second)
+  {
+    if (Offset == 1)
+#ifdef _BIG_ENDIAN
+      first = (Packet2d) vec_sld((Packet4ui) first, (Packet4ui) second, 8);
+#else
+      first = (Packet2d) vec_sld((Packet4ui) second, (Packet4ui) first, 8);
+#endif
+  }
+};
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2d,2>& kernel) {
+  Packet2d t0, t1;
+  t0 = vec_perm(kernel.packet[0], kernel.packet[1], p16uc_TRANSPOSE64_HI);
+  t1 = vec_perm(kernel.packet[0], kernel.packet[1], p16uc_TRANSPOSE64_LO);
+  kernel.packet[0] = t0;
+  kernel.packet[1] = t1;
+}
+
+#endif  // defined(__VSX__)
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PACKET_MATH_ALTIVEC_H
+
diff --git a/third_party/eigen3/Eigen/src/Core/arch/CUDA/MathFunctions.h b/third_party/eigen3/Eigen/src/Core/arch/CUDA/MathFunctions.h
new file mode 100644
index 0000000000..675daae8f0
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/CUDA/MathFunctions.h
@@ -0,0 +1,75 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_MATH_FUNCTIONS_CUDA_H
+#define EIGEN_MATH_FUNCTIONS_CUDA_H
+
+namespace Eigen {
+
+namespace internal {
+
+// Make sure this is only available when targeting a GPU: we don't want to
+// introduce conflicts between these packet_traits definitions and the ones
+// we'll use on the host side (SSE, AVX, ...)
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 plog<float4>(const float4& a)
+{
+  return make_float4(logf(a.x), logf(a.y), logf(a.z), logf(a.w));
+}
+
+template<>  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 plog<double2>(const double2& a)
+{
+  return make_double2(log(a.x), log(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pexp<float4>(const float4& a)
+{
+  return make_float4(expf(a.x), expf(a.y), expf(a.z), expf(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pexp<double2>(const double2& a)
+{
+  return make_double2(exp(a.x), exp(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 psqrt<float4>(const float4& a)
+{
+  return make_float4(sqrtf(a.x), sqrtf(a.y), sqrtf(a.z), sqrtf(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 psqrt<double2>(const double2& a)
+{
+  return make_double2(sqrt(a.x), sqrt(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 prsqrt<float4>(const float4& a)
+{
+  return make_float4(rsqrtf(a.x), rsqrtf(a.y), rsqrtf(a.z), rsqrtf(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 prsqrt<double2>(const double2& a)
+{
+  return make_double2(rsqrt(a.x), rsqrt(a.y));
+}
+
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATH_FUNCTIONS_CUDA_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/CUDA/PacketMath.h b/third_party/eigen3/Eigen/src/Core/arch/CUDA/PacketMath.h
new file mode 100644
index 0000000000..d11f5ba411
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/CUDA/PacketMath.h
@@ -0,0 +1,336 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_PACKET_MATH_CUDA_H
+#define EIGEN_PACKET_MATH_CUDA_H
+
+namespace Eigen {
+
+namespace internal {
+// Make sure this is only available when targeting a GPU: we don't want to
+// introduce conflicts between these packet_traits definitions and the ones
+// we'll use on the host side (SSE, AVX, ...)
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+template<> struct is_arithmetic<float4>  { enum { value = true }; };
+template<> struct is_arithmetic<double2> { enum { value = true }; };
+
+
+template<> struct packet_traits<float> : default_packet_traits
+{
+  typedef float4 type;
+  typedef float4 half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4,
+    HasHalfPacket = 0,
+
+    HasDiv  = 1,
+    HasSin  = 0,
+    HasCos  = 0,
+    HasLog  = 1,
+    HasExp  = 1,
+    HasSqrt = 1,
+    HasRsqrt = 1,
+
+    HasBlend = 0,
+    HasSelect = 1,
+    HasEq = 1,
+  };
+};
+
+template<> struct packet_traits<double> : default_packet_traits
+{
+  typedef double2 type;
+  typedef double2 half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=2,
+    HasHalfPacket = 0,
+
+    HasDiv  = 1,
+    HasLog  = 1,
+    HasExp  = 1,
+    HasSqrt = 1,
+    HasRsqrt = 1,
+
+    HasBlend = 0,
+    HasSelect = 1,
+    HasEq = 1,
+  };
+};
+
+
+template<> struct unpacket_traits<float4> { typedef float  type; enum {size=4}; typedef float4 half; };
+template<> struct unpacket_traits<double2> { typedef double type; enum {size=2}; typedef double2 half; };
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pset1<float4>(const float&  from) {
+  return make_float4(from, from, from, from);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pset1<double2>(const double& from) {
+  return make_double2(from, from);
+}
+
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 plset<float>(const float& a) {
+  return make_float4(a, a+1, a+2, a+3);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 plset<double>(const double& a) {
+  return make_double2(a, a+1);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 padd<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x+b.x, a.y+b.y, a.z+b.z, a.w+b.w);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 padd<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x+b.x, a.y+b.y);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 psub<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x-b.x, a.y-b.y, a.z-b.z, a.w-b.w);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 psub<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x-b.x, a.y-b.y);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 peq<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x == b.x ? 1.f : 0, a.y == b.y ? 1.f : 0, a.z == b.z ? 1.f : 0, a.w == b.w ? 1.f : 0);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 peq<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x == b.x ? 1. : 0, a.y == b.y ? 1. : 0);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 ple<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x <= b.x ? 1.f : 0, a.y <= b.y ? 1.f : 0, a.z <= b.z ? 1.f : 0, a.w <= b.w ? 1.f : 0);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 ple<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x <= b.x ? 1. : 0, a.y <= b.y ? 1. : 0);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 plt<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x < b.x ? 1.f : 0, a.y < b.y ? 1.f : 0, a.z < b.z ? 1.f : 0, a.w < b.w ? 1.f : 0);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 plt<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x < b.x ? 1. : 0, a.y < b.y ? 1. : 0);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pselect<float4>(const float4& a, const float4& b, const float4& c) {
+  return make_float4(c.x ? b.x : a.x, c.y ? b.y : a.y, c.z ? b.z : a.z, c.w ? b.w : a.w);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pselect<double2>(const double2& a, const double2& b, const double2& c) {
+  return make_double2(c.x ? b.x : a.x, c.y ? b.y : a.y);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pnegate(const float4& a) {
+  return make_float4(-a.x, -a.y, -a.z, -a.w);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pnegate(const double2& a) {
+  return make_double2(-a.x, -a.y);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pconj(const float4& a) { return a; }
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pconj(const double2& a) { return a; }
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pmul<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x*b.x, a.y*b.y, a.z*b.z, a.w*b.w);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pmul<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x*b.x, a.y*b.y);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pdiv<float4>(const float4& a, const float4& b) {
+  return make_float4(a.x/b.x, a.y/b.y, a.z/b.z, a.w/b.w);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pdiv<double2>(const double2& a, const double2& b) {
+  return make_double2(a.x/b.x, a.y/b.y);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pmin<float4>(const float4& a, const float4& b) {
+  return make_float4(fminf(a.x, b.x), fminf(a.y, b.y), fminf(a.z, b.z), fminf(a.w, b.w));
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pmin<double2>(const double2& a, const double2& b) {
+  return make_double2(fmin(a.x, b.x), fmin(a.y, b.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pmax<float4>(const float4& a, const float4& b) {
+  return make_float4(fmaxf(a.x, b.x), fmaxf(a.y, b.y), fmaxf(a.z, b.z), fmaxf(a.w, b.w));
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pmax<double2>(const double2& a, const double2& b) {
+  return make_double2(fmax(a.x, b.x), fmax(a.y, b.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pload<float4>(const float* from) {
+  return *reinterpret_cast<const float4*>(from);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 pload<double2>(const double* from) {
+  return *reinterpret_cast<const double2*>(from);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 ploadu<float4>(const float* from) {
+  return make_float4(from[0], from[1], from[2], from[3]);
+}
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2 ploadu<double2>(const double* from) {
+  return make_double2(from[0], from[1]);
+}
+
+template<> EIGEN_STRONG_INLINE float4 ploaddup<float4>(const float*   from) {
+  return make_float4(from[0], from[0], from[1], from[1]);
+}
+template<> EIGEN_STRONG_INLINE double2 ploaddup<double2>(const double*  from) {
+  return make_double2(from[0], from[0]);
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstore<float>(float*   to, const float4& from) {
+  *reinterpret_cast<float4*>(to) = from;
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstore<double>(double* to, const double2& from) {
+  *reinterpret_cast<double2*>(to) = from;
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const float4& from) {
+  to[0] = from.x;
+  to[1] = from.y;
+  to[2] = from.z;
+  to[3] = from.w;
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const double2& from) {
+  to[0] = from.x;
+  to[1] = from.y;
+}
+
+#if defined(__CUDA_ARCH__) && __CUDA_ARCH__ >= 350
+template<>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float4 ploadt_ro<float4, Aligned>(const float* from) {
+  return __ldg((const float4*)from);
+}
+template<>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE double2 ploadt_ro<double2, Aligned>(const double* from) {
+  return __ldg((const double2*)from);
+}
+
+template<>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE float4 ploadt_ro<float4, Unaligned>(const float* from) {
+  return make_float4(__ldg(from+0), __ldg(from+1), __ldg(from+2), __ldg(from+3));
+}
+template<>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE double2 ploadt_ro<double2, Unaligned>(const double* from) {
+  return make_double2(__ldg(from+0), __ldg(from+1));
+}
+#endif
+
+template<> EIGEN_DEVICE_FUNC inline float4 pgather<float, float4>(const float* from, int stride) {
+  return make_float4(from[0*stride], from[1*stride], from[2*stride], from[3*stride]);
+}
+
+template<> EIGEN_DEVICE_FUNC inline double2 pgather<double, double2>(const double* from, int stride) {
+  return make_double2(from[0*stride], from[1*stride]);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, float4>(float* to, const float4& from, int stride) {
+  to[stride*0] = from.x;
+  to[stride*1] = from.y;
+  to[stride*2] = from.z;
+  to[stride*3] = from.w;
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, double2>(double* to, const double2& from, int stride) {
+  to[stride*0] = from.x;
+  to[stride*1] = from.y;
+}
+
+template<> EIGEN_DEVICE_FUNC inline float  pfirst<float4>(const float4& a) {
+  return a.x;
+}
+template<> EIGEN_DEVICE_FUNC inline double pfirst<double2>(const double2& a) {
+  return a.x;
+}
+
+template<> EIGEN_DEVICE_FUNC inline float  predux<float4>(const float4& a) {
+  return a.x + a.y + a.z + a.w;
+}
+template<> EIGEN_DEVICE_FUNC inline double predux<double2>(const double2& a) {
+  return a.x + a.y;
+}
+
+template<> EIGEN_DEVICE_FUNC inline float  predux_max<float4>(const float4& a) {
+  return fmaxf(fmaxf(a.x, a.y), fmaxf(a.z, a.w));
+}
+template<> EIGEN_DEVICE_FUNC inline double predux_max<double2>(const double2& a) {
+  return fmax(a.x, a.y);
+}
+
+template<> EIGEN_DEVICE_FUNC inline float  predux_min<float4>(const float4& a) {
+  return fminf(fminf(a.x, a.y), fminf(a.z, a.w));
+}
+template<> EIGEN_DEVICE_FUNC inline double predux_min<double2>(const double2& a) {
+  return fmin(a.x, a.y);
+}
+
+template <>
+EIGEN_DEVICE_FUNC inline float predux_mul<float4>(const float4& a) {
+  return a.x * a.y * a.z * a.w;
+}
+template <>
+EIGEN_DEVICE_FUNC inline double predux_mul<double2>(const double2& a) {
+  return a.x * a.y;
+}
+
+template<> EIGEN_DEVICE_FUNC inline float4  pabs<float4>(const float4& a) {
+  return make_float4(fabsf(a.x), fabsf(a.y), fabsf(a.z), fabsf(a.w));
+}
+template<> EIGEN_DEVICE_FUNC inline double2 pabs<double2>(const double2& a) {
+  return make_double2(fabs(a.x), fabs(a.y));
+}
+
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<float4,4>& kernel) {
+  double tmp = kernel.packet[0].y;
+  kernel.packet[0].y = kernel.packet[1].x;
+  kernel.packet[1].x = tmp;
+
+  tmp = kernel.packet[0].z;
+  kernel.packet[0].z = kernel.packet[2].x;
+  kernel.packet[2].x = tmp;
+
+  tmp = kernel.packet[0].w;
+  kernel.packet[0].w = kernel.packet[3].x;
+  kernel.packet[3].x = tmp;
+
+  tmp = kernel.packet[1].z;
+  kernel.packet[1].z = kernel.packet[2].y;
+  kernel.packet[2].y = tmp;
+
+  tmp = kernel.packet[1].w;
+  kernel.packet[1].w = kernel.packet[3].y;
+  kernel.packet[3].y = tmp;
+
+  tmp = kernel.packet[2].w;
+  kernel.packet[2].w = kernel.packet[3].z;
+  kernel.packet[3].z = tmp;
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<double2,2>& kernel) {
+  double tmp = kernel.packet[0].y;
+  kernel.packet[0].y = kernel.packet[1].x;
+  kernel.packet[1].x = tmp;
+}
+
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+
+#endif // EIGEN_PACKET_MATH_CUDA_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/Default/Settings.h b/third_party/eigen3/Eigen/src/Core/arch/Default/Settings.h
new file mode 100644
index 0000000000..097373c84d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/Default/Settings.h
@@ -0,0 +1,49 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+
+/* All the parameters defined in this file can be specialized in the
+ * architecture specific files, and/or by the user.
+ * More to come... */
+
+#ifndef EIGEN_DEFAULT_SETTINGS_H
+#define EIGEN_DEFAULT_SETTINGS_H
+
+/** Defines the maximal loop size to enable meta unrolling of loops.
+  * Note that the value here is expressed in Eigen's own notion of "number of FLOPS",
+  * it does not correspond to the number of iterations or the number of instructions
+  */
+#ifndef EIGEN_UNROLLING_LIMIT
+#define EIGEN_UNROLLING_LIMIT 100
+#endif
+
+/** Defines the threshold between a "small" and a "large" matrix.
+  * This threshold is mainly used to select the proper product implementation.
+  */
+#ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
+#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8
+#endif
+
+/** Defines the maximal width of the blocks used in the triangular product and solver
+  * for vectors (level 2 blas xTRMV and xTRSV). The default is 8.
+  */
+#ifndef EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH
+#define EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH 8
+#endif
+
+
+/** Defines the default number of registers available for that architecture.
+  * Currently it must be 8 or 16. Other values will fail.
+  */
+#ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS
+#define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS 8
+#endif
+
+#endif // EIGEN_DEFAULT_SETTINGS_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/NEON/Complex.h b/third_party/eigen3/Eigen/src/Core/arch/NEON/Complex.h
new file mode 100644
index 0000000000..49e3fa1b02
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/NEON/Complex.h
@@ -0,0 +1,467 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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_COMPLEX_NEON_H
+#define EIGEN_COMPLEX_NEON_H
+
+namespace Eigen {
+
+namespace internal {
+
+static uint32x4_t p4ui_CONJ_XOR = EIGEN_INIT_NEON_PACKET4(0x00000000, 0x80000000, 0x00000000, 0x80000000);
+static uint32x2_t p2ui_CONJ_XOR = EIGEN_INIT_NEON_PACKET2(0x00000000, 0x80000000);
+
+//---------- float ----------
+struct Packet2cf
+{
+  EIGEN_STRONG_INLINE Packet2cf() {}
+  EIGEN_STRONG_INLINE explicit Packet2cf(const Packet4f& a) : v(a) {}
+  Packet4f  v;
+};
+
+template<> struct packet_traits<std::complex<float> >  : default_packet_traits
+{
+  typedef Packet2cf type;
+  typedef Packet2cf half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 2,
+    HasHalfPacket = 0,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; typedef Packet2cf half; };
+
+template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<float>&  from)
+{
+  float32x2_t r64;
+  r64 = vld1_f32((float *)&from);
+
+  return Packet2cf(vcombine_f32(r64, r64));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf padd<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(padd<Packet4f>(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf psub<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(psub<Packet4f>(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pnegate(const Packet2cf& a) { return Packet2cf(pnegate<Packet4f>(a.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pconj(const Packet2cf& a)
+{
+  Packet4ui b = vreinterpretq_u32_f32(a.v);
+  return Packet2cf(vreinterpretq_f32_u32(veorq_u32(b, p4ui_CONJ_XOR)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pmul<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  Packet4f v1, v2;
+
+  // Get the real values of a | a1_re | a1_re | a2_re | a2_re |
+  v1 = vcombine_f32(vdup_lane_f32(vget_low_f32(a.v), 0), vdup_lane_f32(vget_high_f32(a.v), 0));
+  // Get the real values of a | a1_im | a1_im | a2_im | a2_im |
+  v2 = vcombine_f32(vdup_lane_f32(vget_low_f32(a.v), 1), vdup_lane_f32(vget_high_f32(a.v), 1));
+  // Multiply the real a with b
+  v1 = vmulq_f32(v1, b.v);
+  // Multiply the imag a with b
+  v2 = vmulq_f32(v2, b.v);
+  // Conjugate v2 
+  v2 = vreinterpretq_f32_u32(veorq_u32(vreinterpretq_u32_f32(v2), p4ui_CONJ_XOR));
+  // Swap real/imag elements in v2.
+  v2 = vrev64q_f32(v2);
+  // Add and return the result
+  return Packet2cf(vaddq_f32(v1, v2));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pand   <Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  return Packet2cf(vreinterpretq_f32_u32(vandq_u32(vreinterpretq_u32_f32(a.v),vreinterpretq_u32_f32(b.v))));
+}
+template<> EIGEN_STRONG_INLINE Packet2cf por    <Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  return Packet2cf(vreinterpretq_f32_u32(vorrq_u32(vreinterpretq_u32_f32(a.v),vreinterpretq_u32_f32(b.v))));
+}
+template<> EIGEN_STRONG_INLINE Packet2cf pxor   <Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  return Packet2cf(vreinterpretq_f32_u32(veorq_u32(vreinterpretq_u32_f32(a.v),vreinterpretq_u32_f32(b.v))));
+}
+template<> EIGEN_STRONG_INLINE Packet2cf pandnot<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  return Packet2cf(vreinterpretq_f32_u32(vbicq_u32(vreinterpretq_u32_f32(a.v),vreinterpretq_u32_f32(b.v))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pload<Packet2cf>(const std::complex<float>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet2cf(pload<Packet4f>((const float*)from)); }
+template<> EIGEN_STRONG_INLINE Packet2cf ploadu<Packet2cf>(const std::complex<float>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet2cf(ploadu<Packet4f>((const float*)from)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cf ploaddup<Packet2cf>(const std::complex<float>* from) { return pset1<Packet2cf>(*from); }
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((float*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((float*)to, from.v); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet2cf pgather<std::complex<float>, Packet2cf>(const std::complex<float>* from, int stride)
+{
+  Packet4f res = pset1<Packet4f>(0.f);
+  res = vsetq_lane_f32(std::real(from[0*stride]), res, 0);
+  res = vsetq_lane_f32(std::imag(from[0*stride]), res, 1);
+  res = vsetq_lane_f32(std::real(from[1*stride]), res, 2);
+  res = vsetq_lane_f32(std::imag(from[1*stride]), res, 3);
+  return Packet2cf(res);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet2cf>(std::complex<float>* to, const Packet2cf& from, int stride)
+{
+  to[stride*0] = std::complex<float>(vgetq_lane_f32(from.v, 0), vgetq_lane_f32(from.v, 1));
+  to[stride*1] = std::complex<float>(vgetq_lane_f32(from.v, 2), vgetq_lane_f32(from.v, 3));
+}
+
+template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> *   addr) { EIGEN_ARM_PREFETCH((float *)addr); }
+
+template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet2cf>(const Packet2cf& a)
+{
+  std::complex<float> EIGEN_ALIGN16 x[2];
+  vst1q_f32((float *)x, a.v);
+  return x[0];
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf preverse(const Packet2cf& a)
+{
+  float32x2_t a_lo, a_hi;
+  Packet4f a_r128;
+
+  a_lo = vget_low_f32(a.v);
+  a_hi = vget_high_f32(a.v);
+  a_r128 = vcombine_f32(a_hi, a_lo);
+
+  return Packet2cf(a_r128);
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pcplxflip<Packet2cf>(const Packet2cf& a)
+{
+  return Packet2cf(vrev64q_f32(a.v));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux<Packet2cf>(const Packet2cf& a)
+{
+  float32x2_t a1, a2;
+  std::complex<float> s;
+
+  a1 = vget_low_f32(a.v);
+  a2 = vget_high_f32(a.v);
+  a2 = vadd_f32(a1, a2);
+  vst1_f32((float *)&s, a2);
+
+  return s;
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf preduxp<Packet2cf>(const Packet2cf* vecs)
+{
+  Packet4f sum1, sum2, sum;
+
+  // Add the first two 64-bit float32x2_t of vecs[0]
+  sum1 = vcombine_f32(vget_low_f32(vecs[0].v), vget_low_f32(vecs[1].v));
+  sum2 = vcombine_f32(vget_high_f32(vecs[0].v), vget_high_f32(vecs[1].v));
+  sum = vaddq_f32(sum1, sum2);
+
+  return Packet2cf(sum);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet2cf>(const Packet2cf& a)
+{
+  float32x2_t a1, a2, v1, v2, prod;
+  std::complex<float> s;
+
+  a1 = vget_low_f32(a.v);
+  a2 = vget_high_f32(a.v);
+   // Get the real values of a | a1_re | a1_re | a2_re | a2_re |
+  v1 = vdup_lane_f32(a1, 0);
+  // Get the real values of a | a1_im | a1_im | a2_im | a2_im |
+  v2 = vdup_lane_f32(a1, 1);
+  // Multiply the real a with b
+  v1 = vmul_f32(v1, a2);
+  // Multiply the imag a with b
+  v2 = vmul_f32(v2, a2);
+  // Conjugate v2 
+  v2 = vreinterpret_f32_u32(veor_u32(vreinterpret_u32_f32(v2), p2ui_CONJ_XOR));
+  // Swap real/imag elements in v2.
+  v2 = vrev64_f32(v2);
+  // Add v1, v2
+  prod = vadd_f32(v1, v2);
+
+  vst1_f32((float *)&s, prod);
+
+  return s;
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet2cf>
+{
+  EIGEN_STRONG_INLINE static void run(Packet2cf& first, const Packet2cf& second)
+  {
+    if (Offset==1)
+    {
+      first.v = vextq_f32(first.v, second.v, 2);
+    }
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, false,true>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, true,false>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, true,true>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet2cf pdiv<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  // TODO optimize it for NEON
+  Packet2cf res = conj_helper<Packet2cf,Packet2cf,false,true>().pmul(a,b);
+  Packet4f s, rev_s;
+
+  // this computes the norm
+  s = vmulq_f32(b.v, b.v);
+  rev_s = vrev64q_f32(s);
+
+  return Packet2cf(pdiv(res.v, vaddq_f32(s,rev_s)));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2cf,2>& kernel) {
+  Packet4f tmp = vcombine_f32(vget_high_f32(kernel.packet[0].v), vget_high_f32(kernel.packet[1].v));
+  kernel.packet[0].v = vcombine_f32(vget_low_f32(kernel.packet[0].v), vget_low_f32(kernel.packet[1].v));
+  kernel.packet[1].v = tmp;
+}
+
+//---------- double ----------
+#if EIGEN_ARCH_ARM64 && !EIGEN_APPLE_DOUBLE_NEON_BUG
+
+static uint64x2_t p2ul_CONJ_XOR = EIGEN_INIT_NEON_PACKET2(0x0, 0x8000000000000000);
+
+struct Packet1cd
+{
+  EIGEN_STRONG_INLINE Packet1cd() {}
+  EIGEN_STRONG_INLINE explicit Packet1cd(const Packet2d& a) : v(a) {}
+  Packet2d v;
+};
+
+template<> struct packet_traits<std::complex<double> >  : default_packet_traits
+{
+  typedef Packet1cd type;
+  typedef Packet1cd half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 0,
+    size = 1,
+    HasHalfPacket = 0,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet1cd> { typedef std::complex<double> type; enum {size=1}; typedef Packet1cd half; };
+
+template<> EIGEN_STRONG_INLINE Packet1cd pload<Packet1cd>(const std::complex<double>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet1cd(pload<Packet2d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE Packet1cd ploadu<Packet1cd>(const std::complex<double>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet1cd(ploadu<Packet2d>((const double*)from)); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd pset1<Packet1cd>(const std::complex<double>&  from)
+{ /* here we really have to use unaligned loads :( */ return ploadu<Packet1cd>(&from); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd padd<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(padd<Packet2d>(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd psub<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(psub<Packet2d>(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pnegate(const Packet1cd& a) { return Packet1cd(pnegate<Packet2d>(a.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pconj(const Packet1cd& a) { return Packet1cd(vreinterpretq_f64_u64(veorq_u64(vreinterpretq_u64_f64(a.v), p2ul_CONJ_XOR))); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd pmul<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  Packet2d v1, v2;
+
+  // Get the real values of a 
+  v1 = vdupq_lane_f64(vget_low_f64(a.v), 0);
+  // Get the real values of a 
+  v2 = vdupq_lane_f64(vget_high_f64(a.v), 1);
+  // Multiply the real a with b
+  v1 = vmulq_f64(v1, b.v);
+  // Multiply the imag a with b
+  v2 = vmulq_f64(v2, b.v);
+  // Conjugate v2 
+  v2 = vreinterpretq_f64_u64(veorq_u64(vreinterpretq_u64_f64(v2), p2ul_CONJ_XOR));
+  // Swap real/imag elements in v2.
+  v2 = preverse<Packet2d>(v2);
+  // Add and return the result
+  return Packet1cd(vaddq_f64(v1, v2));
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd pand   <Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  return Packet1cd(vreinterpretq_f64_u64(vandq_u64(vreinterpretq_u64_f64(a.v),vreinterpretq_u64_f64(b.v))));
+}
+template<> EIGEN_STRONG_INLINE Packet1cd por    <Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  return Packet1cd(vreinterpretq_f64_u64(vorrq_u64(vreinterpretq_u64_f64(a.v),vreinterpretq_u64_f64(b.v))));
+}
+template<> EIGEN_STRONG_INLINE Packet1cd pxor   <Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  return Packet1cd(vreinterpretq_f64_u64(veorq_u64(vreinterpretq_u64_f64(a.v),vreinterpretq_u64_f64(b.v))));
+}
+template<> EIGEN_STRONG_INLINE Packet1cd pandnot<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  return Packet1cd(vreinterpretq_f64_u64(vbicq_u64(vreinterpretq_u64_f64(a.v),vreinterpretq_u64_f64(b.v))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd ploaddup<Packet1cd>(const std::complex<double>* from) { return pset1<Packet1cd>(*from); }
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, from.v); }
+
+template<> EIGEN_STRONG_INLINE void prefetch<std::complex<double> >(const std::complex<double> *   addr) { EIGEN_ARM_PREFETCH((double *)addr); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet1cd pgather<std::complex<double>, Packet1cd>(const std::complex<double>* from, int stride)
+{
+  Packet2d res = pset1<Packet2d>(0.0);
+  res = vsetq_lane_f64(std::real(from[0*stride]), res, 0);
+  res = vsetq_lane_f64(std::imag(from[0*stride]), res, 1);
+  return Packet1cd(res);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<double>, Packet1cd>(std::complex<double>* to, const Packet1cd& from, int stride)
+{
+  to[stride*0] = std::complex<double>(vgetq_lane_f64(from.v, 0), vgetq_lane_f64(from.v, 1));
+}
+
+
+template<> EIGEN_STRONG_INLINE std::complex<double>  pfirst<Packet1cd>(const Packet1cd& a)
+{
+  std::complex<double> EIGEN_ALIGN16 res;
+  pstore<std::complex<double> >(&res, a);
+
+  return res;
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd preverse(const Packet1cd& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux<Packet1cd>(const Packet1cd& a) { return pfirst(a); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd preduxp<Packet1cd>(const Packet1cd* vecs) { return vecs[0]; }
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux_mul<Packet1cd>(const Packet1cd& a) { return pfirst(a); }
+
+template<int Offset>
+struct palign_impl<Offset,Packet1cd>
+{
+  static EIGEN_STRONG_INLINE void run(Packet1cd& /*first*/, const Packet1cd& /*second*/)
+  {
+    // FIXME is it sure we never have to align a Packet1cd?
+    // Even though a std::complex<double> has 16 bytes, it is not necessarily aligned on a 16 bytes boundary...
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, false,true>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, true,false>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, true,true>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet1cd pdiv<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  // TODO optimize it for NEON
+  Packet1cd res = conj_helper<Packet1cd,Packet1cd,false,true>().pmul(a,b);
+  Packet2d s = pmul<Packet2d>(b.v, b.v);
+  Packet2d rev_s = preverse<Packet2d>(s);
+
+  return Packet1cd(pdiv(res.v, padd<Packet2d>(s,rev_s)));
+}
+
+EIGEN_STRONG_INLINE Packet1cd pcplxflip/*<Packet1cd>*/(const Packet1cd& x)
+{
+  return Packet1cd(preverse(Packet2d(x.v)));
+}
+
+EIGEN_STRONG_INLINE void ptranspose(PacketBlock<Packet1cd,2>& kernel)
+{
+  Packet2d tmp = vcombine_f64(vget_high_f64(kernel.packet[0].v), vget_high_f64(kernel.packet[1].v));
+  kernel.packet[0].v = vcombine_f64(vget_low_f64(kernel.packet[0].v), vget_low_f64(kernel.packet[1].v));
+  kernel.packet[1].v = tmp;
+}
+#endif // EIGEN_ARCH_ARM64
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_NEON_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/NEON/MathFunctions.h b/third_party/eigen3/Eigen/src/Core/arch/NEON/MathFunctions.h
new file mode 100644
index 0000000000..6bb05bb922
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/NEON/MathFunctions.h
@@ -0,0 +1,91 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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/.
+
+/* The sin, cos, exp, and log functions of this file come from
+ * Julien Pommier's sse math library: http://gruntthepeon.free.fr/ssemath/
+ */
+
+#ifndef EIGEN_MATH_FUNCTIONS_NEON_H
+#define EIGEN_MATH_FUNCTIONS_NEON_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f pexp<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  Packet4f tmp, fx;
+
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet4i(0x7f, 0x7f);
+  _EIGEN_DECLARE_CONST_Packet4f(exp_hi,  88.3762626647950f);
+  _EIGEN_DECLARE_CONST_Packet4f(exp_lo, -88.3762626647949f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_LOG2EF, 1.44269504088896341f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_C1, 0.693359375f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_C2, -2.12194440e-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p0, 1.9875691500E-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p1, 1.3981999507E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p2, 8.3334519073E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p3, 4.1665795894E-2f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p4, 1.6666665459E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p5, 5.0000001201E-1f);
+
+  x = vminq_f32(x, p4f_exp_hi);
+  x = vmaxq_f32(x, p4f_exp_lo);
+
+  /* express exp(x) as exp(g + n*log(2)) */
+  fx = vmlaq_f32(p4f_half, x, p4f_cephes_LOG2EF);
+
+  /* perform a floorf */
+  tmp = vcvtq_f32_s32(vcvtq_s32_f32(fx));
+
+  /* if greater, substract 1 */
+  Packet4ui mask = vcgtq_f32(tmp, fx);
+  mask = vandq_u32(mask, vreinterpretq_u32_f32(p4f_1));
+
+  fx = vsubq_f32(tmp, vreinterpretq_f32_u32(mask));
+
+  tmp = vmulq_f32(fx, p4f_cephes_exp_C1);
+  Packet4f z = vmulq_f32(fx, p4f_cephes_exp_C2);
+  x = vsubq_f32(x, tmp);
+  x = vsubq_f32(x, z);
+
+  Packet4f y = vmulq_f32(p4f_cephes_exp_p0, x);
+  z = vmulq_f32(x, x);
+  y = vaddq_f32(y, p4f_cephes_exp_p1);
+  y = vmulq_f32(y, x);
+  y = vaddq_f32(y, p4f_cephes_exp_p2);
+  y = vmulq_f32(y, x);
+  y = vaddq_f32(y, p4f_cephes_exp_p3);
+  y = vmulq_f32(y, x);
+  y = vaddq_f32(y, p4f_cephes_exp_p4);
+  y = vmulq_f32(y, x);
+  y = vaddq_f32(y, p4f_cephes_exp_p5);
+
+  y = vmulq_f32(y, z);
+  y = vaddq_f32(y, x);
+  y = vaddq_f32(y, p4f_1);
+
+  /* build 2^n */
+  int32x4_t mm;
+  mm = vcvtq_s32_f32(fx);
+  mm = vaddq_s32(mm, p4i_0x7f);
+  mm = vshlq_n_s32(mm, 23);
+  Packet4f pow2n = vreinterpretq_f32_s32(mm);
+
+  y = vmulq_f32(y, pow2n);
+  return y;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATH_FUNCTIONS_NEON_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/NEON/PacketMath.h b/third_party/eigen3/Eigen/src/Core/arch/NEON/PacketMath.h
new file mode 100644
index 0000000000..856a65ad7b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/NEON/PacketMath.h
@@ -0,0 +1,745 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Konstantinos Margaritis <markos@codex.gr>
+// Heavily based on Gael's SSE version.
+//
+// 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_PACKET_MATH_NEON_H
+#define EIGEN_PACKET_MATH_NEON_H
+
+namespace Eigen {
+
+namespace internal {
+
+#ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
+#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 16
+#endif
+
+// FIXME NEON has 16 quad registers, but since the current register allocator
+// is so bad, it is much better to reduce it to 8
+#ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS
+#define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS 16
+#endif
+
+#ifndef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#define EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#endif
+
+#ifndef EIGEN_HAS_SINGLE_INSTRUCTION_CJMADD
+#define EIGEN_HAS_SINGLE_INSTRUCTION_CJMADD
+#endif
+
+typedef float32x2_t Packet2f;
+typedef float32x4_t Packet4f;
+typedef int32x4_t   Packet4i;
+typedef int32x2_t   Packet2i;
+typedef uint32x4_t  Packet4ui;
+
+#define _EIGEN_DECLARE_CONST_Packet4f(NAME,X) \
+  const Packet4f p4f_##NAME = pset1<Packet4f>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(NAME,X) \
+  const Packet4f p4f_##NAME = vreinterpretq_f32_u32(pset1<int>(X))
+
+#define _EIGEN_DECLARE_CONST_Packet4i(NAME,X) \
+  const Packet4i p4i_##NAME = pset1<Packet4i>(X)
+
+#if EIGEN_COMP_LLVM && !EIGEN_COMP_CLANG
+  //Special treatment for Apple's llvm-gcc, its NEON packet types are unions
+  #define EIGEN_INIT_NEON_PACKET2(X, Y)       {{X, Y}}
+  #define EIGEN_INIT_NEON_PACKET4(X, Y, Z, W) {{X, Y, Z, W}}
+#else
+  //Default initializer for packets
+  #define EIGEN_INIT_NEON_PACKET2(X, Y)       {X, Y}
+  #define EIGEN_INIT_NEON_PACKET4(X, Y, Z, W) {X, Y, Z, W}
+#endif
+
+// arm64 does have the pld instruction. If available, let's trust the __builtin_prefetch built-in function
+// which available on LLVM and GCC (at least)
+#if EIGEN_HAS_BUILTIN(__builtin_prefetch) || EIGEN_COMP_GNUC
+  #define EIGEN_ARM_PREFETCH(ADDR) __builtin_prefetch(ADDR);
+#elif defined __pld
+  #define EIGEN_ARM_PREFETCH(ADDR) __pld(ADDR)
+#elif !EIGEN_ARCH_ARM64
+  #define EIGEN_ARM_PREFETCH(ADDR) asm volatile ( "   pld [%[addr]]\n" :: [addr] "r" (ADDR) : "cc" );
+#else
+  // by default no explicit prefetching
+  #define EIGEN_ARM_PREFETCH(ADDR)
+#endif
+
+template<> struct packet_traits<float>  : default_packet_traits
+{
+  typedef Packet4f type;
+  typedef Packet4f half; // Packet2f intrinsics not implemented yet
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 4,
+    HasHalfPacket=0, // Packet2f intrinsics not implemented yet
+
+    HasDiv  = 1,
+    // FIXME check the Has*
+    HasSin  = 0,
+    HasCos  = 0,
+    HasTanH = 1,
+    HasLog  = 0,
+    HasExp  = 1,
+    HasSqrt = 0
+  };
+};
+template<> struct packet_traits<int>    : default_packet_traits
+{
+  typedef Packet4i type;
+  typedef Packet4i half; // Packet2i intrinsics not implemented yet
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4,
+    HasHalfPacket=0 // Packet2i intrinsics not implemented yet
+    // FIXME check the Has*
+  };
+};
+
+#if EIGEN_GNUC_AT_MOST(4,4) && !EIGEN_COMP_LLVM
+// workaround gcc 4.2, 4.3 and 4.4 compilatin issue
+EIGEN_STRONG_INLINE float32x4_t vld1q_f32(const float* x) { return ::vld1q_f32((const float32_t*)x); }
+EIGEN_STRONG_INLINE float32x2_t vld1_f32 (const float* x) { return ::vld1_f32 ((const float32_t*)x); }
+EIGEN_STRONG_INLINE float32x2_t vld1_dup_f32 (const float* x) { return ::vld1_dup_f32 ((const float32_t*)x); }
+EIGEN_STRONG_INLINE void        vst1q_f32(float* to, float32x4_t from) { ::vst1q_f32((float32_t*)to,from); }
+EIGEN_STRONG_INLINE void        vst1_f32 (float* to, float32x2_t from) { ::vst1_f32 ((float32_t*)to,from); }
+#endif
+
+template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; typedef Packet4f half; };
+template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; typedef Packet4i half; };
+
+template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { return vdupq_n_f32(from); }
+template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from)   { return vdupq_n_s32(from); }
+
+template<> EIGEN_STRONG_INLINE Packet4f plset<float>(const float& a)
+{
+  Packet4f countdown = EIGEN_INIT_NEON_PACKET4(0, 1, 2, 3);
+  return vaddq_f32(pset1<Packet4f>(a), countdown);
+}
+template<> EIGEN_STRONG_INLINE Packet4i plset<int>(const int& a)
+{
+  Packet4i countdown = EIGEN_INIT_NEON_PACKET4(0, 1, 2, 3);
+  return vaddq_s32(pset1<Packet4i>(a), countdown);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f padd<Packet4f>(const Packet4f& a, const Packet4f& b) { return vaddq_f32(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i padd<Packet4i>(const Packet4i& a, const Packet4i& b) { return vaddq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f psub<Packet4f>(const Packet4f& a, const Packet4f& b) { return vsubq_f32(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i psub<Packet4i>(const Packet4i& a, const Packet4i& b) { return vsubq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pnegate(const Packet4f& a) { return vnegq_f32(a); }
+template<> EIGEN_STRONG_INLINE Packet4i pnegate(const Packet4i& a) { return vnegq_s32(a); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pconj(const Packet4f& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet4i pconj(const Packet4i& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmul<Packet4f>(const Packet4f& a, const Packet4f& b) { return vmulq_f32(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmul<Packet4i>(const Packet4i& a, const Packet4i& b) { return vmulq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pselect<Packet4f>(const Packet4f& a, const Packet4f& b, const Packet4f& false_mask) {
+  return vbslq_f32(vreinterpretq_u32_f32(false_mask), b, a);
+}
+template<> EIGEN_STRONG_INLINE Packet4i pselect<Packet4i>(const Packet4i& a, const Packet4i& b, const Packet4i& false_mask) {
+  return vbslq_s32(vreinterpretq_u32_s32(false_mask), b, a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f pdiv<Packet4f>(const Packet4f& a, const Packet4f& b)
+{
+#if EIGEN_ARCH_ARM64
+  return vdivq_f32(a,b);
+#else
+  Packet4f inv, restep, div;
+
+  // NEON does not offer a divide instruction, we have to do a reciprocal approximation
+  // However NEON in contrast to other SIMD engines (AltiVec/SSE), offers
+  // a reciprocal estimate AND a reciprocal step -which saves a few instructions
+  // vrecpeq_f32() returns an estimate to 1/b, which we will finetune with
+  // Newton-Raphson and vrecpsq_f32()
+  inv = vrecpeq_f32(b);
+
+  // This returns a differential, by which we will have to multiply inv to get a better
+  // approximation of 1/b.
+  restep = vrecpsq_f32(b, inv);
+  inv = vmulq_f32(restep, inv);
+
+  // Finally, multiply a by 1/b and get the wanted result of the division.
+  div = vmulq_f32(a, inv);
+
+  return div;
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i pdiv<Packet4i>(const Packet4i& /*a*/, const Packet4i& /*b*/)
+{ eigen_assert(false && "packet integer division are not supported by NEON");
+  return pset1<Packet4i>(0);
+}
+
+#ifdef __ARM_FEATURE_FMA
+// See bug 936.
+// FMA is available on VFPv4 i.e. when compiling with -mfpu=neon-vfpv4.
+// FMA is a true fused multiply-add i.e. only 1 rounding at the end, no intermediate rounding.
+// MLA is not fused i.e. does 2 roundings.
+// In addition to giving better accuracy, FMA also gives better performance here on a Krait (Nexus 4):
+// MLA: 10 GFlop/s ; FMA: 12 GFlops/s.
+template<> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f& a, const Packet4f& b, const Packet4f& c) { return vfmaq_f32(c,a,b); }
+#else
+template<> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f& a, const Packet4f& b, const Packet4f& c) { return vmlaq_f32(c,a,b); }
+#endif
+
+// No FMA instruction for int, so use MLA unconditionally.
+template<> EIGEN_STRONG_INLINE Packet4i pmadd(const Packet4i& a, const Packet4i& b, const Packet4i& c) { return vmlaq_s32(c,a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmin<Packet4f>(const Packet4f& a, const Packet4f& b) { return vminq_f32(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmin<Packet4i>(const Packet4i& a, const Packet4i& b) { return vminq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmax<Packet4f>(const Packet4f& a, const Packet4f& b) { return vmaxq_f32(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmax<Packet4i>(const Packet4i& a, const Packet4i& b) { return vmaxq_s32(a,b); }
+
+// TODO(ebrevdo): add support for ple, plt, peq using vcle_f32/s32 or
+// vcleq_f32/s32, and their ilk, respectively, once it's clear which condition code to use.
+
+// Logical Operations are not supported for float, so we have to reinterpret casts using NEON intrinsics
+template<> EIGEN_STRONG_INLINE Packet4f pand<Packet4f>(const Packet4f& a, const Packet4f& b)
+{
+  return vreinterpretq_f32_u32(vandq_u32(vreinterpretq_u32_f32(a),vreinterpretq_u32_f32(b)));
+}
+template<> EIGEN_STRONG_INLINE Packet4i pand<Packet4i>(const Packet4i& a, const Packet4i& b) { return vandq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f por<Packet4f>(const Packet4f& a, const Packet4f& b)
+{
+  return vreinterpretq_f32_u32(vorrq_u32(vreinterpretq_u32_f32(a),vreinterpretq_u32_f32(b)));
+}
+template<> EIGEN_STRONG_INLINE Packet4i por<Packet4i>(const Packet4i& a, const Packet4i& b) { return vorrq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pxor<Packet4f>(const Packet4f& a, const Packet4f& b)
+{
+  return vreinterpretq_f32_u32(veorq_u32(vreinterpretq_u32_f32(a),vreinterpretq_u32_f32(b)));
+}
+template<> EIGEN_STRONG_INLINE Packet4i pxor<Packet4i>(const Packet4i& a, const Packet4i& b) { return veorq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pandnot<Packet4f>(const Packet4f& a, const Packet4f& b)
+{
+  return vreinterpretq_f32_u32(vbicq_u32(vreinterpretq_u32_f32(a),vreinterpretq_u32_f32(b)));
+}
+template<> EIGEN_STRONG_INLINE Packet4i pandnot<Packet4i>(const Packet4i& a, const Packet4i& b) { return vbicq_s32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pload<Packet4f>(const float* from) { EIGEN_DEBUG_ALIGNED_LOAD return vld1q_f32(from); }
+template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*   from) { EIGEN_DEBUG_ALIGNED_LOAD return vld1q_s32(from); }
+
+template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float* from) { EIGEN_DEBUG_UNALIGNED_LOAD return vld1q_f32(from); }
+template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int* from)   { EIGEN_DEBUG_UNALIGNED_LOAD return vld1q_s32(from); }
+
+template<> EIGEN_STRONG_INLINE Packet4f ploaddup<Packet4f>(const float*   from)
+{
+  float32x2_t lo, hi;
+  lo = vld1_dup_f32(from);
+  hi = vld1_dup_f32(from+1);
+  return vcombine_f32(lo, hi);
+}
+template<> EIGEN_STRONG_INLINE Packet4i ploaddup<Packet4i>(const int*     from)
+{
+  int32x2_t lo, hi;
+  lo = vld1_dup_s32(from);
+  hi = vld1_dup_s32(from+1);
+  return vcombine_s32(lo, hi);
+}
+
+template<> EIGEN_STRONG_INLINE void pstore<float>(float*   to, const Packet4f& from) { EIGEN_DEBUG_ALIGNED_STORE vst1q_f32(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet4i& from) { EIGEN_DEBUG_ALIGNED_STORE vst1q_s32(to, from); }
+
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_f32(to, from); }
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*      to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_s32(to, from); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet4f pgather<float, Packet4f>(const float* from, int stride)
+{
+  Packet4f res = pset1<Packet4f>(0);
+  res = vsetq_lane_f32(from[0*stride], res, 0);
+  res = vsetq_lane_f32(from[1*stride], res, 1);
+  res = vsetq_lane_f32(from[2*stride], res, 2);
+  res = vsetq_lane_f32(from[3*stride], res, 3);
+  return res;
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4i pgather<int, Packet4i>(const int* from, int stride)
+{
+  Packet4i res = pset1<Packet4i>(0);
+  res = vsetq_lane_s32(from[0*stride], res, 0);
+  res = vsetq_lane_s32(from[1*stride], res, 1);
+  res = vsetq_lane_s32(from[2*stride], res, 2);
+  res = vsetq_lane_s32(from[3*stride], res, 3);
+  return res;
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet4f>(float* to, const Packet4f& from, int stride)
+{
+  to[stride*0] = vgetq_lane_f32(from, 0);
+  to[stride*1] = vgetq_lane_f32(from, 1);
+  to[stride*2] = vgetq_lane_f32(from, 2);
+  to[stride*3] = vgetq_lane_f32(from, 3);
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<int, Packet4i>(int* to, const Packet4i& from, int stride)
+{
+  to[stride*0] = vgetq_lane_s32(from, 0);
+  to[stride*1] = vgetq_lane_s32(from, 1);
+  to[stride*2] = vgetq_lane_s32(from, 2);
+  to[stride*3] = vgetq_lane_s32(from, 3);
+}
+
+template<> EIGEN_STRONG_INLINE void prefetch<float>(const float* addr) { EIGEN_ARM_PREFETCH(addr); }
+template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*     addr) { EIGEN_ARM_PREFETCH(addr); }
+
+// FIXME only store the 2 first elements ?
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet4f>(const Packet4f& a) { float EIGEN_ALIGN16 x[4]; vst1q_f32(x, a); return x[0]; }
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet4i>(const Packet4i& a) { int   EIGEN_ALIGN16 x[4]; vst1q_s32(x, a); return x[0]; }
+
+template<> EIGEN_STRONG_INLINE Packet4f preverse(const Packet4f& a) {
+  float32x2_t a_lo, a_hi;
+  Packet4f a_r64;
+
+  a_r64 = vrev64q_f32(a);
+  a_lo = vget_low_f32(a_r64);
+  a_hi = vget_high_f32(a_r64);
+  return vcombine_f32(a_hi, a_lo);
+}
+template<> EIGEN_STRONG_INLINE Packet4i preverse(const Packet4i& a) {
+  int32x2_t a_lo, a_hi;
+  Packet4i a_r64;
+
+  a_r64 = vrev64q_s32(a);
+  a_lo = vget_low_s32(a_r64);
+  a_hi = vget_high_s32(a_r64);
+  return vcombine_s32(a_hi, a_lo);
+}
+
+template<size_t offset>
+struct protate_impl<offset, Packet4f>
+{
+  static Packet4f run(const Packet4f& a) {
+    return vextq_f32(a, a, offset);
+  }
+};
+
+template<size_t offset>
+struct protate_impl<offset, Packet4i>
+{
+  static Packet4i run(const Packet4i& a) {
+    return vextq_s32(a, a, offset);
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet4f pabs(const Packet4f& a) { return vabsq_f32(a); }
+template<> EIGEN_STRONG_INLINE Packet4i pabs(const Packet4i& a) { return vabsq_s32(a); }
+
+template<> EIGEN_STRONG_INLINE float predux<Packet4f>(const Packet4f& a)
+{
+  float32x2_t a_lo, a_hi, sum;
+
+  a_lo = vget_low_f32(a);
+  a_hi = vget_high_f32(a);
+  sum = vpadd_f32(a_lo, a_hi);
+  sum = vpadd_f32(sum, sum);
+  return vget_lane_f32(sum, 0);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f preduxp<Packet4f>(const Packet4f* vecs)
+{
+  float32x4x2_t vtrn1, vtrn2, res1, res2;
+  Packet4f sum1, sum2, sum;
+
+  // NEON zip performs interleaving of the supplied vectors.
+  // We perform two interleaves in a row to acquire the transposed vector
+  vtrn1 = vzipq_f32(vecs[0], vecs[2]);
+  vtrn2 = vzipq_f32(vecs[1], vecs[3]);
+  res1 = vzipq_f32(vtrn1.val[0], vtrn2.val[0]);
+  res2 = vzipq_f32(vtrn1.val[1], vtrn2.val[1]);
+
+  // Do the addition of the resulting vectors
+  sum1 = vaddq_f32(res1.val[0], res1.val[1]);
+  sum2 = vaddq_f32(res2.val[0], res2.val[1]);
+  sum = vaddq_f32(sum1, sum2);
+
+  return sum;
+}
+
+template<> EIGEN_STRONG_INLINE int predux<Packet4i>(const Packet4i& a)
+{
+  int32x2_t a_lo, a_hi, sum;
+
+  a_lo = vget_low_s32(a);
+  a_hi = vget_high_s32(a);
+  sum = vpadd_s32(a_lo, a_hi);
+  sum = vpadd_s32(sum, sum);
+  return vget_lane_s32(sum, 0);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i preduxp<Packet4i>(const Packet4i* vecs)
+{
+  int32x4x2_t vtrn1, vtrn2, res1, res2;
+  Packet4i sum1, sum2, sum;
+
+  // NEON zip performs interleaving of the supplied vectors.
+  // We perform two interleaves in a row to acquire the transposed vector
+  vtrn1 = vzipq_s32(vecs[0], vecs[2]);
+  vtrn2 = vzipq_s32(vecs[1], vecs[3]);
+  res1 = vzipq_s32(vtrn1.val[0], vtrn2.val[0]);
+  res2 = vzipq_s32(vtrn1.val[1], vtrn2.val[1]);
+
+  // Do the addition of the resulting vectors
+  sum1 = vaddq_s32(res1.val[0], res1.val[1]);
+  sum2 = vaddq_s32(res2.val[0], res2.val[1]);
+  sum = vaddq_s32(sum1, sum2);
+
+  return sum;
+}
+
+// Other reduction functions:
+// mul
+template<> EIGEN_STRONG_INLINE float predux_mul<Packet4f>(const Packet4f& a)
+{
+  float32x2_t a_lo, a_hi, prod;
+
+  // Get a_lo = |a1|a2| and a_hi = |a3|a4|
+  a_lo = vget_low_f32(a);
+  a_hi = vget_high_f32(a);
+  // Get the product of a_lo * a_hi -> |a1*a3|a2*a4|
+  prod = vmul_f32(a_lo, a_hi);
+  // Multiply prod with its swapped value |a2*a4|a1*a3|
+  prod = vmul_f32(prod, vrev64_f32(prod));
+
+  return vget_lane_f32(prod, 0);
+}
+template<> EIGEN_STRONG_INLINE int predux_mul<Packet4i>(const Packet4i& a)
+{
+  int32x2_t a_lo, a_hi, prod;
+
+  // Get a_lo = |a1|a2| and a_hi = |a3|a4|
+  a_lo = vget_low_s32(a);
+  a_hi = vget_high_s32(a);
+  // Get the product of a_lo * a_hi -> |a1*a3|a2*a4|
+  prod = vmul_s32(a_lo, a_hi);
+  // Multiply prod with its swapped value |a2*a4|a1*a3|
+  prod = vmul_s32(prod, vrev64_s32(prod));
+
+  return vget_lane_s32(prod, 0);
+}
+
+// min
+template<> EIGEN_STRONG_INLINE float predux_min<Packet4f>(const Packet4f& a)
+{
+  float32x2_t a_lo, a_hi, min;
+
+  a_lo = vget_low_f32(a);
+  a_hi = vget_high_f32(a);
+  min = vpmin_f32(a_lo, a_hi);
+  min = vpmin_f32(min, min);
+
+  return vget_lane_f32(min, 0);
+}
+
+template<> EIGEN_STRONG_INLINE int predux_min<Packet4i>(const Packet4i& a)
+{
+  int32x2_t a_lo, a_hi, min;
+
+  a_lo = vget_low_s32(a);
+  a_hi = vget_high_s32(a);
+  min = vpmin_s32(a_lo, a_hi);
+  min = vpmin_s32(min, min);
+
+  return vget_lane_s32(min, 0);
+}
+
+// max
+template<> EIGEN_STRONG_INLINE float predux_max<Packet4f>(const Packet4f& a)
+{
+  float32x2_t a_lo, a_hi, max;
+
+  a_lo = vget_low_f32(a);
+  a_hi = vget_high_f32(a);
+  max = vpmax_f32(a_lo, a_hi);
+  max = vpmax_f32(max, max);
+
+  return vget_lane_f32(max, 0);
+}
+
+template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a)
+{
+  int32x2_t a_lo, a_hi, max;
+
+  a_lo = vget_low_s32(a);
+  a_hi = vget_high_s32(a);
+  max = vpmax_s32(a_lo, a_hi);
+  max = vpmax_s32(max, max);
+
+  return vget_lane_s32(max, 0);
+}
+
+// this PALIGN_NEON business is to work around a bug in LLVM Clang 3.0 causing incorrect compilation errors,
+// see bug 347 and this LLVM bug: http://llvm.org/bugs/show_bug.cgi?id=11074
+#define PALIGN_NEON(Offset,Type,Command) \
+template<>\
+struct palign_impl<Offset,Type>\
+{\
+    EIGEN_STRONG_INLINE static void run(Type& first, const Type& second)\
+    {\
+        if (Offset!=0)\
+            first = Command(first, second, Offset);\
+    }\
+};\
+
+PALIGN_NEON(0,Packet4f,vextq_f32)
+PALIGN_NEON(1,Packet4f,vextq_f32)
+PALIGN_NEON(2,Packet4f,vextq_f32)
+PALIGN_NEON(3,Packet4f,vextq_f32)
+PALIGN_NEON(0,Packet4i,vextq_s32)
+PALIGN_NEON(1,Packet4i,vextq_s32)
+PALIGN_NEON(2,Packet4i,vextq_s32)
+PALIGN_NEON(3,Packet4i,vextq_s32)
+
+#undef PALIGN_NEON
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4f,4>& kernel) {
+  float32x4x2_t tmp1 = vzipq_f32(kernel.packet[0], kernel.packet[1]);
+  float32x4x2_t tmp2 = vzipq_f32(kernel.packet[2], kernel.packet[3]);
+
+  kernel.packet[0] = vcombine_f32(vget_low_f32(tmp1.val[0]), vget_low_f32(tmp2.val[0]));
+  kernel.packet[1] = vcombine_f32(vget_high_f32(tmp1.val[0]), vget_high_f32(tmp2.val[0]));
+  kernel.packet[2] = vcombine_f32(vget_low_f32(tmp1.val[1]), vget_low_f32(tmp2.val[1]));
+  kernel.packet[3] = vcombine_f32(vget_high_f32(tmp1.val[1]), vget_high_f32(tmp2.val[1]));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4i,4>& kernel) {
+  int32x4x2_t tmp1 = vzipq_s32(kernel.packet[0], kernel.packet[1]);
+  int32x4x2_t tmp2 = vzipq_s32(kernel.packet[2], kernel.packet[3]);
+  kernel.packet[0] = vcombine_s32(vget_low_s32(tmp1.val[0]), vget_low_s32(tmp2.val[0]));
+  kernel.packet[1] = vcombine_s32(vget_high_s32(tmp1.val[0]), vget_high_s32(tmp2.val[0]));
+  kernel.packet[2] = vcombine_s32(vget_low_s32(tmp1.val[1]), vget_low_s32(tmp2.val[1]));
+  kernel.packet[3] = vcombine_s32(vget_high_s32(tmp1.val[1]), vget_high_s32(tmp2.val[1]));
+}
+
+//---------- double ----------
+
+// Clang 3.5 in the iOS toolchain has an ICE triggered by NEON intrisics for double.
+// Confirmed at least with __apple_build_version__ = 6000054.
+#ifdef __apple_build_version__
+// Let's hope that by the time __apple_build_version__ hits the 601* range, the bug will be fixed.
+// https://gist.github.com/yamaya/2924292 suggests that the 3 first digits are only updated with
+// major toolchain updates.
+#define EIGEN_APPLE_DOUBLE_NEON_BUG (__apple_build_version__ < 6010000)
+#else
+#define EIGEN_APPLE_DOUBLE_NEON_BUG 0
+#endif
+
+#if EIGEN_ARCH_ARM64 && !EIGEN_APPLE_DOUBLE_NEON_BUG
+
+#if (EIGEN_COMP_GNUC_STRICT && defined(__ANDROID__)) || defined(__apple_build_version__)
+// Bug 907: workaround missing declarations of the following two functions in the ADK
+__extension__ static __inline uint64x2_t __attribute__ ((__always_inline__))
+vreinterpretq_u64_f64 (float64x2_t __a)
+{
+  return (uint64x2_t) __a;
+}
+
+__extension__ static __inline float64x2_t __attribute__ ((__always_inline__))
+vreinterpretq_f64_u64 (uint64x2_t __a)
+{
+  return (float64x2_t) __a;
+}
+#endif
+
+typedef float64x2_t Packet2d;
+typedef float64x1_t Packet1d;
+
+template<> struct packet_traits<double>  : default_packet_traits
+{
+  typedef Packet2d type;
+  typedef Packet2d half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 2,
+    HasHalfPacket=0,
+   
+    HasDiv  = 1,
+    // FIXME check the Has*
+    HasSin  = 0,
+    HasCos  = 0,
+    HasLog  = 0,
+    HasExp  = 0,
+    HasSqrt = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet2d> { typedef double  type; enum {size=2}; typedef Packet2d half; };
+
+template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double&  from) { return vdupq_n_f64(from); }
+
+template<> EIGEN_STRONG_INLINE Packet2d plset<double>(const double& a)
+{
+  Packet2d countdown = EIGEN_INIT_NEON_PACKET2(0, 1);
+  return vaddq_f64(pset1<Packet2d>(a), countdown);
+}
+template<> EIGEN_STRONG_INLINE Packet2d padd<Packet2d>(const Packet2d& a, const Packet2d& b) { return vaddq_f64(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d psub<Packet2d>(const Packet2d& a, const Packet2d& b) { return vsubq_f64(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pnegate(const Packet2d& a) { return vnegq_f64(a); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pconj(const Packet2d& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet2d pselect<Packet2d>(const Packet2d& a, const Packet2d& b, const Packet2d& false_mask) {
+  return vbslq_f64(vreinterpretq_u64_f64(false_mask), b, a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d pmul<Packet2d>(const Packet2d& a, const Packet2d& b) { return vmulq_f64(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pdiv<Packet2d>(const Packet2d& a, const Packet2d& b) { return vdivq_f64(a,b); }
+
+#ifdef __ARM_FEATURE_FMA
+// See bug 936. See above comment about FMA for float.
+template<> EIGEN_STRONG_INLINE Packet2d pmadd(const Packet2d& a, const Packet2d& b, const Packet2d& c) { return vfmaq_f64(c,a,b); }
+#else
+template<> EIGEN_STRONG_INLINE Packet2d pmadd(const Packet2d& a, const Packet2d& b, const Packet2d& c) { return vmlaq_f64(c,a,b); }
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet2d pmin<Packet2d>(const Packet2d& a, const Packet2d& b) { return vminq_f64(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet2d pmax<Packet2d>(const Packet2d& a, const Packet2d& b) { return vmaxq_f64(a,b); }
+
+// Logical Operations are not supported for float, so we have to reinterpret casts using NEON intrinsics
+template<> EIGEN_STRONG_INLINE Packet2d pand<Packet2d>(const Packet2d& a, const Packet2d& b)
+{
+  return vreinterpretq_f64_u64(vandq_u64(vreinterpretq_u64_f64(a),vreinterpretq_u64_f64(b)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d por<Packet2d>(const Packet2d& a, const Packet2d& b)
+{
+  return vreinterpretq_f64_u64(vorrq_u64(vreinterpretq_u64_f64(a),vreinterpretq_u64_f64(b)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d pxor<Packet2d>(const Packet2d& a, const Packet2d& b)
+{
+  return vreinterpretq_f64_u64(veorq_u64(vreinterpretq_u64_f64(a),vreinterpretq_u64_f64(b)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d pandnot<Packet2d>(const Packet2d& a, const Packet2d& b)
+{
+  return vreinterpretq_f64_u64(vbicq_u64(vreinterpretq_u64_f64(a),vreinterpretq_u64_f64(b)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d pload<Packet2d>(const double* from) { EIGEN_DEBUG_ALIGNED_LOAD return vld1q_f64(from); }
+
+template<> EIGEN_STRONG_INLINE Packet2d ploadu<Packet2d>(const double* from) { EIGEN_DEBUG_UNALIGNED_LOAD return vld1q_f64(from); }
+
+template<> EIGEN_STRONG_INLINE Packet2d ploaddup<Packet2d>(const double*   from)
+{
+  return vld1q_dup_f64(from);
+}
+template<> EIGEN_STRONG_INLINE void pstore<double>(double*   to, const Packet2d& from) { EIGEN_DEBUG_ALIGNED_STORE vst1q_f64(to, from); }
+
+template<> EIGEN_STRONG_INLINE void pstoreu<double>(double*  to, const Packet2d& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_f64(to, from); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet2d pgather<double, Packet2d>(const double* from, int stride)
+{
+  Packet2d res = pset1<Packet2d>(0.0);
+  res = vsetq_lane_f64(from[0*stride], res, 0);
+  res = vsetq_lane_f64(from[1*stride], res, 1);
+  return res;
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, Packet2d>(double* to, const Packet2d& from, int stride)
+{
+  to[stride*0] = vgetq_lane_f64(from, 0);
+  to[stride*1] = vgetq_lane_f64(from, 1);
+}
+template<> EIGEN_STRONG_INLINE void prefetch<double>(const double* addr) { EIGEN_ARM_PREFETCH(addr); }
+
+// FIXME only store the 2 first elements ?
+template<> EIGEN_STRONG_INLINE double pfirst<Packet2d>(const Packet2d& a) { return vgetq_lane_f64(a, 0); }
+
+template<> EIGEN_STRONG_INLINE Packet2d preverse(const Packet2d& a) { return vcombine_f64(vget_high_f64(a), vget_low_f64(a)); }
+
+template<size_t offset>
+struct protate_impl<offset, Packet2d>
+{
+  static Packet2d run(const Packet2d& a) {
+    return vextq_f64(a, a, offset);
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet2d pabs(const Packet2d& a) { return vabsq_f64(a); }
+
+#if EIGEN_COMP_CLANG && defined(__apple_build_version__)
+// workaround ICE, see bug 907
+template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a) { return (vget_low_f64(a) + vget_high_f64(a))[0]; }
+#else
+template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a) { return vget_lane_f64(vget_low_f64(a) + vget_high_f64(a), 0); }
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet2d preduxp<Packet2d>(const Packet2d* vecs)
+{
+  float64x2_t trn1, trn2;
+
+  // NEON zip performs interleaving of the supplied vectors.
+  // We perform two interleaves in a row to acquire the transposed vector
+  trn1 = vzip1q_f64(vecs[0], vecs[1]);
+  trn2 = vzip2q_f64(vecs[0], vecs[1]);
+
+  // Do the addition of the resulting vectors
+  return vaddq_f64(trn1, trn2);
+}
+// Other reduction functions:
+// mul
+#if EIGEN_COMP_CLANG && defined(__apple_build_version__)
+template<> EIGEN_STRONG_INLINE double predux_mul<Packet2d>(const Packet2d& a) { return (vget_low_f64(a) * vget_high_f64(a))[0]; }
+#else
+template<> EIGEN_STRONG_INLINE double predux_mul<Packet2d>(const Packet2d& a) { return vget_lane_f64(vget_low_f64(a) * vget_high_f64(a), 0); }
+#endif
+
+// min
+template<> EIGEN_STRONG_INLINE double predux_min<Packet2d>(const Packet2d& a) { return vgetq_lane_f64(vpminq_f64(a, a), 0); }
+
+// max
+template<> EIGEN_STRONG_INLINE double predux_max<Packet2d>(const Packet2d& a) { return vgetq_lane_f64(vpmaxq_f64(a, a), 0); }
+
+// this PALIGN_NEON business is to work around a bug in LLVM Clang 3.0 causing incorrect compilation errors,
+// see bug 347 and this LLVM bug: http://llvm.org/bugs/show_bug.cgi?id=11074
+#define PALIGN_NEON(Offset,Type,Command) \
+template<>\
+struct palign_impl<Offset,Type>\
+{\
+    EIGEN_STRONG_INLINE static void run(Type& first, const Type& second)\
+    {\
+        if (Offset!=0)\
+            first = Command(first, second, Offset);\
+    }\
+};\
+
+PALIGN_NEON(0,Packet2d,vextq_f64)
+PALIGN_NEON(1,Packet2d,vextq_f64)
+#undef PALIGN_NEON
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2d,2>& kernel) {
+  float64x2_t trn1 = vzip1q_f64(kernel.packet[0], kernel.packet[1]);
+  float64x2_t trn2 = vzip2q_f64(kernel.packet[0], kernel.packet[1]);
+
+  kernel.packet[0] = trn1;
+  kernel.packet[1] = trn2;
+}
+#endif // EIGEN_ARCH_ARM64 
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PACKET_MATH_NEON_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/SSE/Complex.h b/third_party/eigen3/Eigen/src/Core/arch/SSE/Complex.h
new file mode 100644
index 0000000000..2722893dcf
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/SSE/Complex.h
@@ -0,0 +1,486 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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_COMPLEX_SSE_H
+#define EIGEN_COMPLEX_SSE_H
+
+namespace Eigen {
+
+namespace internal {
+
+//---------- float ----------
+struct Packet2cf
+{
+  EIGEN_STRONG_INLINE Packet2cf() {}
+  EIGEN_STRONG_INLINE explicit Packet2cf(const __m128& a) : v(a) {}
+  __m128  v;
+};
+
+// Use the packet_traits defined in AVX/PacketMath.h instead if we're going
+// to leverage AVX instructions.
+#ifndef EIGEN_VECTORIZE_AVX
+template<> struct packet_traits<std::complex<float> >  : default_packet_traits
+{
+  typedef Packet2cf type;
+  typedef Packet2cf half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 2,
+    HasHalfPacket = 0,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0,
+    HasBlend = 1,
+  };
+};
+#endif
+
+template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; typedef Packet2cf half; };
+
+template<> EIGEN_STRONG_INLINE Packet2cf padd<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_add_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf psub<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_sub_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pnegate(const Packet2cf& a)
+{
+  const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0x80000000,0x80000000,0x80000000,0x80000000));
+  return Packet2cf(_mm_xor_ps(a.v,mask));
+}
+template<> EIGEN_STRONG_INLINE Packet2cf pconj(const Packet2cf& a)
+{
+  const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0x00000000,0x80000000,0x00000000,0x80000000));
+  return Packet2cf(_mm_xor_ps(a.v,mask));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pmul<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  // TODO optimize it for SSE3 and 4
+  #ifdef EIGEN_VECTORIZE_SSE3
+  return Packet2cf(_mm_addsub_ps(_mm_mul_ps(_mm_moveldup_ps(a.v), b.v),
+                                 _mm_mul_ps(_mm_movehdup_ps(a.v),
+                                            vec4f_swizzle1(b.v, 1, 0, 3, 2))));
+//   return Packet2cf(_mm_addsub_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 0, 0, 2, 2), b.v),
+//                                  _mm_mul_ps(vec4f_swizzle1(a.v, 1, 1, 3, 3),
+//                                             vec4f_swizzle1(b.v, 1, 0, 3, 2))));
+  #else
+  const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0x80000000,0x00000000,0x80000000,0x00000000));
+  return Packet2cf(_mm_add_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 0, 0, 2, 2), b.v),
+                              _mm_xor_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 1, 1, 3, 3),
+                                                    vec4f_swizzle1(b.v, 1, 0, 3, 2)), mask)));
+  #endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf pand   <Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_and_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf por    <Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_or_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pxor   <Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_xor_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cf pandnot<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_andnot_ps(a.v,b.v)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cf pload <Packet2cf>(const std::complex<float>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet2cf(pload<Packet4f>(&numext::real_ref(*from))); }
+template<> EIGEN_STRONG_INLINE Packet2cf ploadu<Packet2cf>(const std::complex<float>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet2cf(ploadu<Packet4f>(&numext::real_ref(*from))); }
+
+template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<float>&  from)
+{
+  Packet2cf res;
+#if EIGEN_GNUC_AT_MOST(4,2)
+  // Workaround annoying "may be used uninitialized in this function" warning with gcc 4.2
+  res.v = _mm_loadl_pi(_mm_set1_ps(0.0f), reinterpret_cast<const __m64*>(&from));
+#elif EIGEN_GNUC_AT_LEAST(4,6)
+  // Suppress annoying "may be used uninitialized in this function" warning with gcc >= 4.6
+  #pragma GCC diagnostic push
+  #pragma GCC diagnostic ignored "-Wuninitialized"
+  res.v = _mm_loadl_pi(res.v, (const __m64*)&from);
+  #pragma GCC diagnostic pop
+#else
+  res.v = _mm_loadl_pi(res.v, (const __m64*)&from);
+#endif
+  return Packet2cf(_mm_movelh_ps(res.v,res.v));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf ploaddup<Packet2cf>(const std::complex<float>* from) { return pset1<Packet2cf>(*from); }
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore(&numext::real_ref(*to), Packet4f(from.v)); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(&numext::real_ref(*to), Packet4f(from.v)); }
+
+
+template<> EIGEN_DEVICE_FUNC inline Packet2cf pgather<std::complex<float>, Packet2cf>(const std::complex<float>* from, int stride)
+{
+  return Packet2cf(_mm_set_ps(std::imag(from[1*stride]), std::real(from[1*stride]),
+                              std::imag(from[0*stride]), std::real(from[0*stride])));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet2cf>(std::complex<float>* to, const Packet2cf& from, int stride)
+{
+  to[stride*0] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 0)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 1)));
+  to[stride*1] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 2)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 3)));
+}
+
+template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> *   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+
+template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet2cf>(const Packet2cf& a)
+{
+  #if EIGEN_GNUC_AT_MOST(4,3)
+  // Workaround gcc 4.2 ICE - this is not performance wise ideal, but who cares...
+  // This workaround also fix invalid code generation with gcc 4.3
+  EIGEN_ALIGN16 std::complex<float> res[2];
+  _mm_store_ps((float*)res, a.v);
+  return res[0];
+  #else
+  std::complex<float> res;
+  _mm_storel_pi((__m64*)&res, a.v);
+  return res;
+  #endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf preverse(const Packet2cf& a) { return Packet2cf(_mm_castpd_ps(preverse(Packet2d(_mm_castps_pd(a.v))))); }
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux<Packet2cf>(const Packet2cf& a)
+{
+  return pfirst(Packet2cf(_mm_add_ps(a.v, _mm_movehl_ps(a.v,a.v))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cf preduxp<Packet2cf>(const Packet2cf* vecs)
+{
+  return Packet2cf(_mm_add_ps(_mm_movelh_ps(vecs[0].v,vecs[1].v), _mm_movehl_ps(vecs[1].v,vecs[0].v)));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet2cf>(const Packet2cf& a)
+{
+  return pfirst(pmul(a, Packet2cf(_mm_movehl_ps(a.v,a.v))));
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet2cf>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2cf& first, const Packet2cf& second)
+  {
+    if (Offset==1)
+    {
+      first.v = _mm_movehl_ps(first.v, first.v);
+      first.v = _mm_movelh_ps(first.v, second.v);
+    }
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, false,true>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    #ifdef EIGEN_VECTORIZE_SSE3
+    return internal::pmul(a, pconj(b));
+    #else
+    const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0x00000000,0x80000000,0x00000000,0x80000000));
+    return Packet2cf(_mm_add_ps(_mm_xor_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 0, 0, 2, 2), b.v), mask),
+                                _mm_mul_ps(vec4f_swizzle1(a.v, 1, 1, 3, 3),
+                                           vec4f_swizzle1(b.v, 1, 0, 3, 2))));
+    #endif
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, true,false>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    #ifdef EIGEN_VECTORIZE_SSE3
+    return internal::pmul(pconj(a), b);
+    #else
+    const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0x00000000,0x80000000,0x00000000,0x80000000));
+    return Packet2cf(_mm_add_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 0, 0, 2, 2), b.v),
+                                _mm_xor_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 1, 1, 3, 3),
+                                                      vec4f_swizzle1(b.v, 1, 0, 3, 2)), mask)));
+    #endif
+  }
+};
+
+template<> struct conj_helper<Packet2cf, Packet2cf, true,true>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& a, const Packet2cf& b) const
+  {
+    #ifdef EIGEN_VECTORIZE_SSE3
+    return pconj(internal::pmul(a, b));
+    #else
+    const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0x00000000,0x80000000,0x00000000,0x80000000));
+    return Packet2cf(_mm_sub_ps(_mm_xor_ps(_mm_mul_ps(vec4f_swizzle1(a.v, 0, 0, 2, 2), b.v), mask),
+                                _mm_mul_ps(vec4f_swizzle1(a.v, 1, 1, 3, 3),
+                                           vec4f_swizzle1(b.v, 1, 0, 3, 2))));
+    #endif
+  }
+};
+
+template<> struct conj_helper<Packet4f, Packet2cf, false,false>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet4f& x, const Packet2cf& y, const Packet2cf& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet4f& x, const Packet2cf& y) const
+  { return Packet2cf(Eigen::internal::pmul<Packet4f>(x, y.v)); }
+};
+
+template<> struct conj_helper<Packet2cf, Packet4f, false,false>
+{
+  EIGEN_STRONG_INLINE Packet2cf pmadd(const Packet2cf& x, const Packet4f& y, const Packet2cf& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& x, const Packet4f& y) const
+  { return Packet2cf(Eigen::internal::pmul<Packet4f>(x.v, y)); }
+};
+
+template<> EIGEN_STRONG_INLINE Packet2cf pdiv<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
+{
+  // TODO optimize it for SSE3 and 4
+  Packet2cf res = conj_helper<Packet2cf,Packet2cf,false,true>().pmul(a,b);
+  __m128 s = _mm_mul_ps(b.v,b.v);
+  return Packet2cf(_mm_div_ps(res.v,_mm_add_ps(s,_mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(s), 0xb1)))));
+}
+
+EIGEN_STRONG_INLINE Packet2cf pcplxflip/*<Packet2cf>*/(const Packet2cf& x)
+{
+  return Packet2cf(vec4f_swizzle1(x.v, 1, 0, 3, 2));
+}
+
+
+//---------- double ----------
+struct Packet1cd
+{
+  EIGEN_STRONG_INLINE Packet1cd() {}
+  EIGEN_STRONG_INLINE explicit Packet1cd(const __m128d& a) : v(a) {}
+  __m128d  v;
+};
+
+// Use the packet_traits defined in AVX/PacketMath.h instead if we're going
+// to leverage AVX instructions.
+#ifndef EIGEN_VECTORIZE_AVX
+template<> struct packet_traits<std::complex<double> >  : default_packet_traits
+{
+  typedef Packet1cd type;
+  typedef Packet1cd half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 0,
+    size = 1,
+    HasHalfPacket = 0,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+#endif
+
+template<> struct unpacket_traits<Packet1cd> { typedef std::complex<double> type; enum {size=1}; typedef Packet1cd half; };
+
+template<> EIGEN_STRONG_INLINE Packet1cd padd<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_add_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd psub<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_sub_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pnegate(const Packet1cd& a) { return Packet1cd(pnegate(Packet2d(a.v))); }
+template<> EIGEN_STRONG_INLINE Packet1cd pconj(const Packet1cd& a)
+{
+  const __m128d mask = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
+  return Packet1cd(_mm_xor_pd(a.v,mask));
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd pmul<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  // TODO optimize it for SSE3 and 4
+  #ifdef EIGEN_VECTORIZE_SSE3
+  return Packet1cd(_mm_addsub_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 0, 0), b.v),
+                                 _mm_mul_pd(vec2d_swizzle1(a.v, 1, 1),
+                                            vec2d_swizzle1(b.v, 1, 0))));
+  #else
+  const __m128d mask = _mm_castsi128_pd(_mm_set_epi32(0x0,0x0,0x80000000,0x0));
+  return Packet1cd(_mm_add_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 0, 0), b.v),
+                              _mm_xor_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 1, 1),
+                                                    vec2d_swizzle1(b.v, 1, 0)), mask)));
+  #endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd pand   <Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_and_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd por    <Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_or_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pxor   <Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_xor_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pandnot<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_andnot_pd(a.v,b.v)); }
+
+// FIXME force unaligned load, this is a temporary fix
+template<> EIGEN_STRONG_INLINE Packet1cd pload <Packet1cd>(const std::complex<double>* from)
+{ EIGEN_DEBUG_ALIGNED_LOAD return Packet1cd(pload<Packet2d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE Packet1cd ploadu<Packet1cd>(const std::complex<double>* from)
+{ EIGEN_DEBUG_UNALIGNED_LOAD return Packet1cd(ploadu<Packet2d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pset1<Packet1cd>(const std::complex<double>&  from)
+{ /* here we really have to use unaligned loads :( */ return ploadu<Packet1cd>(&from); }
+
+template<> EIGEN_STRONG_INLINE Packet1cd ploaddup<Packet1cd>(const std::complex<double>* from) { return pset1<Packet1cd>(*from); }
+
+// FIXME force unaligned store, this is a temporary fix
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, Packet2d(from.v)); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, Packet2d(from.v)); }
+
+template<> EIGEN_STRONG_INLINE void prefetch<std::complex<double> >(const std::complex<double> *   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+
+template<> EIGEN_STRONG_INLINE std::complex<double>  pfirst<Packet1cd>(const Packet1cd& a)
+{
+  EIGEN_ALIGN16 double res[2];
+  _mm_store_pd(res, a.v);
+  return std::complex<double>(res[0],res[1]);
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd preverse(const Packet1cd& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux<Packet1cd>(const Packet1cd& a)
+{
+  return pfirst(a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet1cd preduxp<Packet1cd>(const Packet1cd* vecs)
+{
+  return vecs[0];
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux_mul<Packet1cd>(const Packet1cd& a)
+{
+  return pfirst(a);
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet1cd>
+{
+  static EIGEN_STRONG_INLINE void run(Packet1cd& /*first*/, const Packet1cd& /*second*/)
+  {
+    // FIXME is it sure we never have to align a Packet1cd?
+    // Even though a std::complex<double> has 16 bytes, it is not necessarily aligned on a 16 bytes boundary...
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, false,true>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    #ifdef EIGEN_VECTORIZE_SSE3
+    return internal::pmul(a, pconj(b));
+    #else
+    const __m128d mask = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
+    return Packet1cd(_mm_add_pd(_mm_xor_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 0, 0), b.v), mask),
+                                _mm_mul_pd(vec2d_swizzle1(a.v, 1, 1),
+                                           vec2d_swizzle1(b.v, 1, 0))));
+    #endif
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, true,false>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    #ifdef EIGEN_VECTORIZE_SSE3
+    return internal::pmul(pconj(a), b);
+    #else
+    const __m128d mask = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
+    return Packet1cd(_mm_add_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 0, 0), b.v),
+                                _mm_xor_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 1, 1),
+                                                      vec2d_swizzle1(b.v, 1, 0)), mask)));
+    #endif
+  }
+};
+
+template<> struct conj_helper<Packet1cd, Packet1cd, true,true>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& a, const Packet1cd& b) const
+  {
+    #ifdef EIGEN_VECTORIZE_SSE3
+    return pconj(internal::pmul(a, b));
+    #else
+    const __m128d mask = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
+    return Packet1cd(_mm_sub_pd(_mm_xor_pd(_mm_mul_pd(vec2d_swizzle1(a.v, 0, 0), b.v), mask),
+                                _mm_mul_pd(vec2d_swizzle1(a.v, 1, 1),
+                                           vec2d_swizzle1(b.v, 1, 0))));
+    #endif
+  }
+};
+
+template<> struct conj_helper<Packet2d, Packet1cd, false,false>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet2d& x, const Packet1cd& y, const Packet1cd& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet2d& x, const Packet1cd& y) const
+  { return Packet1cd(Eigen::internal::pmul<Packet2d>(x, y.v)); }
+};
+
+template<> struct conj_helper<Packet1cd, Packet2d, false,false>
+{
+  EIGEN_STRONG_INLINE Packet1cd pmadd(const Packet1cd& x, const Packet2d& y, const Packet1cd& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& x, const Packet2d& y) const
+  { return Packet1cd(Eigen::internal::pmul<Packet2d>(x.v, y)); }
+};
+
+template<> EIGEN_STRONG_INLINE Packet1cd pdiv<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
+{
+  // TODO optimize it for SSE3 and 4
+  Packet1cd res = conj_helper<Packet1cd,Packet1cd,false,true>().pmul(a,b);
+  __m128d s = _mm_mul_pd(b.v,b.v);
+  return Packet1cd(_mm_div_pd(res.v, _mm_add_pd(s,_mm_shuffle_pd(s, s, 0x1))));
+}
+
+EIGEN_STRONG_INLINE Packet1cd pcplxflip/*<Packet1cd>*/(const Packet1cd& x)
+{
+  return Packet1cd(preverse(Packet2d(x.v)));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2cf,2>& kernel) {
+  __m128d w1 = _mm_castps_pd(kernel.packet[0].v);
+  __m128d w2 = _mm_castps_pd(kernel.packet[1].v);
+
+  __m128 tmp = _mm_castpd_ps(_mm_unpackhi_pd(w1, w2));
+  kernel.packet[0].v = _mm_castpd_ps(_mm_unpacklo_pd(w1, w2));
+  kernel.packet[1].v = tmp;
+}
+
+template<>  EIGEN_STRONG_INLINE Packet2cf pblend(const Selector<2>& ifPacket, const Packet2cf& thenPacket, const Packet2cf& elsePacket) {
+  __m128d result = pblend(ifPacket, _mm_castps_pd(thenPacket.v), _mm_castps_pd(elsePacket.v));
+  return Packet2cf(_mm_castpd_ps(result));
+}
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_SSE_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h b/third_party/eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h
new file mode 100644
index 0000000000..0baa7b4b58
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/SSE/MathFunctions.h
@@ -0,0 +1,529 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007 Julien Pommier
+// Copyright (C) 2009 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/.
+
+/* The sin, cos, exp, and log functions of this file come from
+ * Julien Pommier's sse math library: http://gruntthepeon.free.fr/ssemath/
+ */
+
+#ifndef EIGEN_MATH_FUNCTIONS_SSE_H
+#define EIGEN_MATH_FUNCTIONS_SSE_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f plog<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet4i(0x7f, 0x7f);
+
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(inv_mant_mask, ~0x7f800000);
+
+  /* the smallest non denormalized float number */
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(min_norm_pos,  0x00800000);
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(minus_inf,     0xff800000);//-1.f/0.f);
+
+  /* natural logarithm computed for 4 simultaneous float
+    return NaN for x <= 0
+  */
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_SQRTHF, 0.707106781186547524f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p0, 7.0376836292E-2f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p1, - 1.1514610310E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p2, 1.1676998740E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p3, - 1.2420140846E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p4, + 1.4249322787E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p5, - 1.6668057665E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p6, + 2.0000714765E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p7, - 2.4999993993E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_p8, + 3.3333331174E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_q1, -2.12194440e-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_log_q2, 0.693359375f);
+
+
+  Packet4i emm0;
+
+  // invalid_mask is set to true when x is NaN
+  Packet4f invalid_mask = _mm_cmpnge_ps(x, _mm_setzero_ps());
+  Packet4f iszero_mask = _mm_cmpeq_ps(x, _mm_setzero_ps());
+
+  x = pmax(x, p4f_min_norm_pos);  /* cut off denormalized stuff */
+  emm0 = _mm_srli_epi32(_mm_castps_si128(x), 23);
+
+  /* keep only the fractional part */
+  x = _mm_and_ps(x, p4f_inv_mant_mask);
+  x = _mm_or_ps(x, p4f_half);
+
+  emm0 = _mm_sub_epi32(emm0, p4i_0x7f);
+  Packet4f e = padd(Packet4f(_mm_cvtepi32_ps(emm0)), p4f_1);
+
+  /* part2:
+     if( x < SQRTHF ) {
+       e -= 1;
+       x = x + x - 1.0;
+     } else { x = x - 1.0; }
+  */
+  Packet4f mask = _mm_cmplt_ps(x, p4f_cephes_SQRTHF);
+  Packet4f tmp = pand(x, mask);
+  x = psub(x, p4f_1);
+  e = psub(e, pand(p4f_1, mask));
+  x = padd(x, tmp);
+
+  Packet4f x2 = pmul(x,x);
+  Packet4f x3 = pmul(x2,x);
+
+  Packet4f y, y1, y2;
+  y  = pmadd(p4f_cephes_log_p0, x, p4f_cephes_log_p1);
+  y1 = pmadd(p4f_cephes_log_p3, x, p4f_cephes_log_p4);
+  y2 = pmadd(p4f_cephes_log_p6, x, p4f_cephes_log_p7);
+  y  = pmadd(y , x, p4f_cephes_log_p2);
+  y1 = pmadd(y1, x, p4f_cephes_log_p5);
+  y2 = pmadd(y2, x, p4f_cephes_log_p8);
+  y = pmadd(y, x3, y1);
+  y = pmadd(y, x3, y2);
+  y = pmul(y, x3);
+
+  y1 = pmul(e, p4f_cephes_log_q1);
+  tmp = pmul(x2, p4f_half);
+  y = padd(y, y1);
+  x = psub(x, tmp);
+  y2 = pmul(e, p4f_cephes_log_q2);
+  x = padd(x, y);
+  x = padd(x, y2);
+  // negative arg will be NAN, 0 will be -INF
+  return _mm_or_ps(_mm_andnot_ps(iszero_mask, _mm_or_ps(x, invalid_mask)),
+                   _mm_and_ps(iszero_mask, p4f_minus_inf));
+}
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f pexp<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+  _EIGEN_DECLARE_CONST_Packet4i(0x7f, 0x7f);
+
+
+  _EIGEN_DECLARE_CONST_Packet4f(exp_hi,  88.3762626647950f);
+  _EIGEN_DECLARE_CONST_Packet4f(exp_lo, -88.3762626647949f);
+
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_LOG2EF, 1.44269504088896341f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_C1, 0.693359375f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_C2, -2.12194440e-4f);
+
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p0, 1.9875691500E-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p1, 1.3981999507E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p2, 8.3334519073E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p3, 4.1665795894E-2f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p4, 1.6666665459E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_exp_p5, 5.0000001201E-1f);
+
+  Packet4f tmp, fx;
+  Packet4i emm0;
+
+  // clamp x
+  x = pmax(pmin(x, p4f_exp_hi), p4f_exp_lo);
+
+  /* express exp(x) as exp(g + n*log(2)) */
+  fx = pmadd(x, p4f_cephes_LOG2EF, p4f_half);
+
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  fx = _mm_floor_ps(fx);
+#else
+  emm0 = _mm_cvttps_epi32(fx);
+  tmp  = _mm_cvtepi32_ps(emm0);
+  /* if greater, substract 1 */
+  Packet4f mask = _mm_cmpgt_ps(tmp, fx);
+  mask = _mm_and_ps(mask, p4f_1);
+  fx = psub(tmp, mask);
+#endif
+
+  tmp = pmul(fx, p4f_cephes_exp_C1);
+  Packet4f z = pmul(fx, p4f_cephes_exp_C2);
+  x = psub(x, tmp);
+  x = psub(x, z);
+
+  z = pmul(x,x);
+
+  Packet4f y = p4f_cephes_exp_p0;
+  y = pmadd(y, x, p4f_cephes_exp_p1);
+  y = pmadd(y, x, p4f_cephes_exp_p2);
+  y = pmadd(y, x, p4f_cephes_exp_p3);
+  y = pmadd(y, x, p4f_cephes_exp_p4);
+  y = pmadd(y, x, p4f_cephes_exp_p5);
+  y = pmadd(y, z, x);
+  y = padd(y, p4f_1);
+
+  // build 2^n
+  emm0 = _mm_cvttps_epi32(fx);
+  emm0 = _mm_add_epi32(emm0, p4i_0x7f);
+  emm0 = _mm_slli_epi32(emm0, 23);
+  return pmax(pmul(y, Packet4f(_mm_castsi128_ps(emm0))), _x);
+}
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet2d pexp<Packet2d>(const Packet2d& _x)
+{
+  Packet2d x = _x;
+
+  _EIGEN_DECLARE_CONST_Packet2d(1 , 1.0);
+  _EIGEN_DECLARE_CONST_Packet2d(2 , 2.0);
+  _EIGEN_DECLARE_CONST_Packet2d(half, 0.5);
+
+  _EIGEN_DECLARE_CONST_Packet2d(exp_hi,  709.437);
+  _EIGEN_DECLARE_CONST_Packet2d(exp_lo, -709.436139303);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_LOG2EF, 1.4426950408889634073599);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_p0, 1.26177193074810590878e-4);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_p1, 3.02994407707441961300e-2);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_p2, 9.99999999999999999910e-1);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q0, 3.00198505138664455042e-6);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q1, 2.52448340349684104192e-3);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q2, 2.27265548208155028766e-1);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_q3, 2.00000000000000000009e0);
+
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_C1, 0.693145751953125);
+  _EIGEN_DECLARE_CONST_Packet2d(cephes_exp_C2, 1.42860682030941723212e-6);
+  static const __m128i p4i_1023_0 = _mm_setr_epi32(1023, 1023, 0, 0);
+
+  Packet2d tmp, fx;
+  Packet4i emm0;
+
+  // clamp x
+  x = pmax(pmin(x, p2d_exp_hi), p2d_exp_lo);
+  /* express exp(x) as exp(g + n*log(2)) */
+  fx = pmadd(p2d_cephes_LOG2EF, x, p2d_half);
+
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  fx = _mm_floor_pd(fx);
+#else
+  emm0 = _mm_cvttpd_epi32(fx);
+  tmp  = _mm_cvtepi32_pd(emm0);
+  /* if greater, substract 1 */
+  Packet2d mask = _mm_cmpgt_pd(tmp, fx);
+  mask = _mm_and_pd(mask, p2d_1);
+  fx = psub(tmp, mask);
+#endif
+
+  tmp = pmul(fx, p2d_cephes_exp_C1);
+  Packet2d z = pmul(fx, p2d_cephes_exp_C2);
+  x = psub(x, tmp);
+  x = psub(x, z);
+
+  Packet2d x2 = pmul(x,x);
+
+  Packet2d px = p2d_cephes_exp_p0;
+  px = pmadd(px, x2, p2d_cephes_exp_p1);
+  px = pmadd(px, x2, p2d_cephes_exp_p2);
+  px = pmul (px, x);
+
+  Packet2d qx = p2d_cephes_exp_q0;
+  qx = pmadd(qx, x2, p2d_cephes_exp_q1);
+  qx = pmadd(qx, x2, p2d_cephes_exp_q2);
+  qx = pmadd(qx, x2, p2d_cephes_exp_q3);
+
+  x = pdiv(px,psub(qx,px));
+  x = pmadd(p2d_2,x,p2d_1);
+
+  // build 2^n
+  emm0 = _mm_cvttpd_epi32(fx);
+  emm0 = _mm_add_epi32(emm0, p4i_1023_0);
+  emm0 = _mm_slli_epi32(emm0, 20);
+  emm0 = _mm_shuffle_epi32(emm0, _MM_SHUFFLE(1,2,0,3));
+  return pmax(pmul(x, Packet2d(_mm_castsi128_pd(emm0))), _x);
+}
+
+/* evaluation of 4 sines at onces, using SSE2 intrinsics.
+
+   The code is the exact rewriting of the cephes sinf function.
+   Precision is excellent as long as x < 8192 (I did not bother to
+   take into account the special handling they have for greater values
+   -- it does not return garbage for arguments over 8192, though, but
+   the extra precision is missing).
+
+   Note that it is such that sinf((float)M_PI) = 8.74e-8, which is the
+   surprising but correct result.
+*/
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f psin<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+
+  _EIGEN_DECLARE_CONST_Packet4i(1, 1);
+  _EIGEN_DECLARE_CONST_Packet4i(not1, ~1);
+  _EIGEN_DECLARE_CONST_Packet4i(2, 2);
+  _EIGEN_DECLARE_CONST_Packet4i(4, 4);
+
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(sign_mask, 0x80000000);
+
+  _EIGEN_DECLARE_CONST_Packet4f(minus_cephes_DP1,-0.78515625f);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_cephes_DP2, -2.4187564849853515625e-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_cephes_DP3, -3.77489497744594108e-8f);
+  _EIGEN_DECLARE_CONST_Packet4f(sincof_p0, -1.9515295891E-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(sincof_p1,  8.3321608736E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(sincof_p2, -1.6666654611E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(coscof_p0,  2.443315711809948E-005f);
+  _EIGEN_DECLARE_CONST_Packet4f(coscof_p1, -1.388731625493765E-003f);
+  _EIGEN_DECLARE_CONST_Packet4f(coscof_p2,  4.166664568298827E-002f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_FOPI, 1.27323954473516f); // 4 / M_PI
+
+  Packet4f xmm1, xmm2, xmm3, sign_bit, y;
+
+  Packet4i emm0, emm2;
+  sign_bit = x;
+  /* take the absolute value */
+  x = pabs(x);
+
+  /* take the modulo */
+
+  /* extract the sign bit (upper one) */
+  sign_bit = _mm_and_ps(sign_bit, p4f_sign_mask);
+
+  /* scale by 4/Pi */
+  y = pmul(x, p4f_cephes_FOPI);
+
+  /* store the integer part of y in mm0 */
+  emm2 = _mm_cvttps_epi32(y);
+  /* j=(j+1) & (~1) (see the cephes sources) */
+  emm2 = _mm_add_epi32(emm2, p4i_1);
+  emm2 = _mm_and_si128(emm2, p4i_not1);
+  y = _mm_cvtepi32_ps(emm2);
+  /* get the swap sign flag */
+  emm0 = _mm_and_si128(emm2, p4i_4);
+  emm0 = _mm_slli_epi32(emm0, 29);
+  /* get the polynom selection mask
+     there is one polynom for 0 <= x <= Pi/4
+     and another one for Pi/4<x<=Pi/2
+
+     Both branches will be computed.
+  */
+  emm2 = _mm_and_si128(emm2, p4i_2);
+  emm2 = _mm_cmpeq_epi32(emm2, _mm_setzero_si128());
+
+  Packet4f swap_sign_bit = _mm_castsi128_ps(emm0);
+  Packet4f poly_mask = _mm_castsi128_ps(emm2);
+  sign_bit = _mm_xor_ps(sign_bit, swap_sign_bit);
+
+  /* The magic pass: "Extended precision modular arithmetic"
+     x = ((x - y * DP1) - y * DP2) - y * DP3; */
+  xmm1 = pmul(y, p4f_minus_cephes_DP1);
+  xmm2 = pmul(y, p4f_minus_cephes_DP2);
+  xmm3 = pmul(y, p4f_minus_cephes_DP3);
+  x = padd(x, xmm1);
+  x = padd(x, xmm2);
+  x = padd(x, xmm3);
+
+  /* Evaluate the first polynom  (0 <= x <= Pi/4) */
+  y = p4f_coscof_p0;
+  Packet4f z = _mm_mul_ps(x,x);
+
+  y = pmadd(y, z, p4f_coscof_p1);
+  y = pmadd(y, z, p4f_coscof_p2);
+  y = pmul(y, z);
+  y = pmul(y, z);
+  Packet4f tmp = pmul(z, p4f_half);
+  y = psub(y, tmp);
+  y = padd(y, p4f_1);
+
+  /* Evaluate the second polynom  (Pi/4 <= x <= 0) */
+
+  Packet4f y2 = p4f_sincof_p0;
+  y2 = pmadd(y2, z, p4f_sincof_p1);
+  y2 = pmadd(y2, z, p4f_sincof_p2);
+  y2 = pmul(y2, z);
+  y2 = pmul(y2, x);
+  y2 = padd(y2, x);
+
+  /* select the correct result from the two polynoms */
+  y2 = _mm_and_ps(poly_mask, y2);
+  y = _mm_andnot_ps(poly_mask, y);
+  y = _mm_or_ps(y,y2);
+  /* update the sign */
+  return _mm_xor_ps(y, sign_bit);
+}
+
+/* almost the same as psin */
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f pcos<Packet4f>(const Packet4f& _x)
+{
+  Packet4f x = _x;
+  _EIGEN_DECLARE_CONST_Packet4f(1 , 1.0f);
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5f);
+
+  _EIGEN_DECLARE_CONST_Packet4i(1, 1);
+  _EIGEN_DECLARE_CONST_Packet4i(not1, ~1);
+  _EIGEN_DECLARE_CONST_Packet4i(2, 2);
+  _EIGEN_DECLARE_CONST_Packet4i(4, 4);
+
+  _EIGEN_DECLARE_CONST_Packet4f(minus_cephes_DP1,-0.78515625f);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_cephes_DP2, -2.4187564849853515625e-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_cephes_DP3, -3.77489497744594108e-8f);
+  _EIGEN_DECLARE_CONST_Packet4f(sincof_p0, -1.9515295891E-4f);
+  _EIGEN_DECLARE_CONST_Packet4f(sincof_p1,  8.3321608736E-3f);
+  _EIGEN_DECLARE_CONST_Packet4f(sincof_p2, -1.6666654611E-1f);
+  _EIGEN_DECLARE_CONST_Packet4f(coscof_p0,  2.443315711809948E-005f);
+  _EIGEN_DECLARE_CONST_Packet4f(coscof_p1, -1.388731625493765E-003f);
+  _EIGEN_DECLARE_CONST_Packet4f(coscof_p2,  4.166664568298827E-002f);
+  _EIGEN_DECLARE_CONST_Packet4f(cephes_FOPI, 1.27323954473516f); // 4 / M_PI
+
+  Packet4f xmm1, xmm2, xmm3, y;
+  Packet4i emm0, emm2;
+
+  x = pabs(x);
+
+  /* scale by 4/Pi */
+  y = pmul(x, p4f_cephes_FOPI);
+
+  /* get the integer part of y */
+  emm2 = _mm_cvttps_epi32(y);
+  /* j=(j+1) & (~1) (see the cephes sources) */
+  emm2 = _mm_add_epi32(emm2, p4i_1);
+  emm2 = _mm_and_si128(emm2, p4i_not1);
+  y = _mm_cvtepi32_ps(emm2);
+
+  emm2 = _mm_sub_epi32(emm2, p4i_2);
+
+  /* get the swap sign flag */
+  emm0 = _mm_andnot_si128(emm2, p4i_4);
+  emm0 = _mm_slli_epi32(emm0, 29);
+  /* get the polynom selection mask */
+  emm2 = _mm_and_si128(emm2, p4i_2);
+  emm2 = _mm_cmpeq_epi32(emm2, _mm_setzero_si128());
+
+  Packet4f sign_bit = _mm_castsi128_ps(emm0);
+  Packet4f poly_mask = _mm_castsi128_ps(emm2);
+
+  /* The magic pass: "Extended precision modular arithmetic"
+     x = ((x - y * DP1) - y * DP2) - y * DP3; */
+  xmm1 = pmul(y, p4f_minus_cephes_DP1);
+  xmm2 = pmul(y, p4f_minus_cephes_DP2);
+  xmm3 = pmul(y, p4f_minus_cephes_DP3);
+  x = padd(x, xmm1);
+  x = padd(x, xmm2);
+  x = padd(x, xmm3);
+
+  /* Evaluate the first polynom  (0 <= x <= Pi/4) */
+  y = p4f_coscof_p0;
+  Packet4f z = pmul(x,x);
+
+  y = pmadd(y,z,p4f_coscof_p1);
+  y = pmadd(y,z,p4f_coscof_p2);
+  y = pmul(y, z);
+  y = pmul(y, z);
+  Packet4f tmp = _mm_mul_ps(z, p4f_half);
+  y = psub(y, tmp);
+  y = padd(y, p4f_1);
+
+  /* Evaluate the second polynom  (Pi/4 <= x <= 0) */
+  Packet4f y2 = p4f_sincof_p0;
+  y2 = pmadd(y2, z, p4f_sincof_p1);
+  y2 = pmadd(y2, z, p4f_sincof_p2);
+  y2 = pmul(y2, z);
+  y2 = pmadd(y2, x, x);
+
+  /* select the correct result from the two polynoms */
+  y2 = _mm_and_ps(poly_mask, y2);
+  y  = _mm_andnot_ps(poly_mask, y);
+  y  = _mm_or_ps(y,y2);
+
+  /* update the sign */
+  return _mm_xor_ps(y, sign_bit);
+}
+
+#if EIGEN_FAST_MATH
+
+// This is based on Quake3's fast inverse square root.
+// For detail see here: http://www.beyond3d.com/content/articles/8/
+// It lacks 1 (or 2 bits in some rare cases) of precision, and does not handle negative, +inf, or denormalized numbers correctly.
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f psqrt<Packet4f>(const Packet4f& _x)
+{
+  Packet4f half = pmul(_x, pset1<Packet4f>(.5f));
+
+  /* select only the inverse sqrt of non-zero inputs */
+  Packet4f non_zero_mask = _mm_cmpge_ps(_x, pset1<Packet4f>((std::numeric_limits<float>::min)()));
+  Packet4f x = _mm_and_ps(non_zero_mask, _mm_rsqrt_ps(_x));
+
+  x = pmul(x, psub(pset1<Packet4f>(1.5f), pmul(half, pmul(x,x))));
+  return pmul(_x,x);
+}
+
+#else
+
+template<> EIGEN_STRONG_INLINE Packet4f psqrt<Packet4f>(const Packet4f& x) { return _mm_sqrt_ps(x); }
+
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet2d psqrt<Packet2d>(const Packet2d& x) { return _mm_sqrt_pd(x); }
+
+
+#if EIGEN_FAST_MATH
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f prsqrt<Packet4f>(const Packet4f& _x) {
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(inf, 0x7f800000);
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(nan, 0x7fc00000);
+  _EIGEN_DECLARE_CONST_Packet4f(one_point_five, 1.5f);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_half, -0.5f);
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(flt_min, 0x00800000);
+
+  Packet4f neg_half = pmul(_x, p4f_minus_half);
+
+  // select only the inverse sqrt of positive normal inputs (denormals are
+  // flushed to zero and cause infs as well).
+  Packet4f le_zero_mask = _mm_cmple_ps(_x, p4f_flt_min);
+  Packet4f x = _mm_andnot_ps(le_zero_mask, _mm_rsqrt_ps(_x));
+
+  // Fill in NaNs and Infs for the negative/zero entries.
+  Packet4f neg_mask = _mm_cmplt_ps(_x, _mm_setzero_ps());
+  Packet4f zero_mask = _mm_andnot_ps(neg_mask, le_zero_mask);
+  Packet4f infs_and_nans = _mm_or_ps(_mm_and_ps(neg_mask, p4f_nan),
+                                        _mm_and_ps(zero_mask, p4f_inf));
+
+  // Do a single step of Newton's iteration.
+  x = pmul(x, pmadd(neg_half, pmul(x, x), p4f_one_point_five));
+
+  // Insert NaNs and Infs in all the right places.
+  return _mm_or_ps(x, infs_and_nans);
+}
+
+#else
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet4f prsqrt<Packet4f>(const Packet4f& x) {
+  // Unfortunately we can't use the much faster mm_rqsrt_ps since it only provides an approximation.
+  return _mm_div_ps(pset1<Packet4f>(1.0f), _mm_sqrt_ps(x));
+}
+
+#endif
+
+template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
+Packet2d prsqrt<Packet2d>(const Packet2d& x) {
+  // Unfortunately we can't use the much faster mm_rqsrt_pd since it only provides an approximation.
+  return _mm_div_pd(pset1<Packet2d>(1.0), _mm_sqrt_pd(x));
+}
+
+// Identical to the ptanh in GenericPacketMath.h, but for doubles use
+// a small/medium approximation threshold of 0.001.
+template<> EIGEN_STRONG_INLINE Packet2d ptanh_approx_threshold() {
+  return pset1<Packet2d>(0.001);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATH_FUNCTIONS_SSE_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/SSE/PacketMath.h b/third_party/eigen3/Eigen/src/Core/arch/SSE/PacketMath.h
new file mode 100644
index 0000000000..7f4274fd99
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/SSE/PacketMath.h
@@ -0,0 +1,883 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_PACKET_MATH_SSE_H
+#define EIGEN_PACKET_MATH_SSE_H
+
+namespace Eigen {
+
+namespace internal {
+
+#ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
+#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8
+#endif
+
+#ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS
+#define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS (2*sizeof(void*))
+#endif
+
+#ifdef __FMA__
+#ifndef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+#define EIGEN_HAS_SINGLE_INSTRUCTION_MADD 1
+#endif
+#endif
+
+typedef __m128  Packet4f;
+typedef __m128i Packet4i;
+typedef __m128d Packet2d;
+
+template<> struct is_arithmetic<__m128>  { enum { value = true }; };
+template<> struct is_arithmetic<__m128i> { enum { value = true }; };
+template<> struct is_arithmetic<__m128d> { enum { value = true }; };
+
+#define vec4f_swizzle1(v,p,q,r,s) \
+  (_mm_castsi128_ps(_mm_shuffle_epi32( _mm_castps_si128(v), ((s)<<6|(r)<<4|(q)<<2|(p)))))
+
+#define vec4i_swizzle1(v,p,q,r,s) \
+  (_mm_shuffle_epi32( v, ((s)<<6|(r)<<4|(q)<<2|(p))))
+
+#define vec2d_swizzle1(v,p,q) \
+  (_mm_castsi128_pd(_mm_shuffle_epi32( _mm_castpd_si128(v), ((q*2+1)<<6|(q*2)<<4|(p*2+1)<<2|(p*2)))))
+
+#define vec4f_swizzle2(a,b,p,q,r,s) \
+  (_mm_shuffle_ps( (a), (b), ((s)<<6|(r)<<4|(q)<<2|(p))))
+
+#define vec4i_swizzle2(a,b,p,q,r,s) \
+  (_mm_castps_si128( (_mm_shuffle_ps( _mm_castsi128_ps(a), _mm_castsi128_ps(b), ((s)<<6|(r)<<4|(q)<<2|(p))))))
+
+#define _EIGEN_DECLARE_CONST_Packet4f(NAME,X) \
+  const Packet4f p4f_##NAME = pset1<Packet4f>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet2d(NAME,X) \
+  const Packet2d p2d_##NAME = pset1<Packet2d>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(NAME,X) \
+  const Packet4f p4f_##NAME = _mm_castsi128_ps(pset1<Packet4i>(X))
+
+#define _EIGEN_DECLARE_CONST_Packet4i(NAME,X) \
+  const Packet4i p4i_##NAME = pset1<Packet4i>(X)
+
+
+// Use the packet_traits defined in AVX/PacketMath.h instead if we're going
+// to leverage AVX instructions.
+#ifndef EIGEN_VECTORIZE_AVX
+template<> struct packet_traits<float>  : default_packet_traits
+{
+  typedef Packet4f type;
+  typedef Packet4f half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4,
+    HasHalfPacket = 0,
+
+    HasDiv  = 1,
+    HasSin  = EIGEN_FAST_MATH,
+    HasCos  = EIGEN_FAST_MATH,
+    HasTanH = 1,
+    HasLog  = 1,
+    HasExp  = 1,
+    HasSqrt = 1,
+    HasRsqrt = 1,
+
+    HasBlend = 1,
+    HasSelect = 1,
+    HasEq = 1,
+  };
+};
+template<> struct packet_traits<double> : default_packet_traits
+{
+  typedef Packet2d type;
+  typedef Packet2d half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=2,
+    HasHalfPacket = 0,
+
+    HasDiv  = 1,
+    HasTanH = 1,
+    HasExp  = 1,
+    HasSqrt = 1,
+    HasRsqrt = 1,
+
+    HasBlend = 1,
+    HasSelect = 1,
+    HasEq = 1,
+  };
+};
+#endif
+template<> struct packet_traits<int>    : default_packet_traits
+{
+  typedef Packet4i type;
+  typedef Packet4i half;
+  enum {
+    // FIXME check the Has*
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4,
+
+    HasBlend = 1,
+  };
+};
+
+template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; typedef Packet4f half; };
+template<> struct unpacket_traits<Packet2d> { typedef double type; enum {size=2}; typedef Packet2d half; };
+template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; typedef Packet4i half; };
+
+#if EIGEN_COMP_MSVC==1500
+// Workaround MSVC 9 internal compiler error.
+// TODO: It has been detected with win64 builds (amd64), so let's check whether it also happens in 32bits+SSE mode
+// TODO: let's check whether there does not exist a better fix, like adding a pset0() function. (it crashed on pset1(0)).
+template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { return _mm_set_ps(from,from,from,from); }
+template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { return _mm_set_pd(from,from); }
+template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from) { return _mm_set_epi32(from,from,from,from); }
+#else
+template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { return _mm_set_ps1(from); }
+template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { return _mm_set1_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from) { return _mm_set1_epi32(from); }
+#endif
+
+// GCC generates a shufps instruction for _mm_set1_ps/_mm_load1_ps instead of the more efficient pshufd instruction.
+// However, using inrinsics for pset1 makes gcc to generate crappy code in some cases (see bug 203)
+// Using inline assembly is also not an option because then gcc fails to reorder properly the instructions.
+// Therefore, we introduced the pload1 functions to be used in product kernels for which bug 203 does not apply.
+// Also note that with AVX, we want it to generate a vbroadcastss.
+#if EIGEN_COMP_GNUC_STRICT && (!defined __AVX__)
+template<> EIGEN_STRONG_INLINE Packet4f pload1<Packet4f>(const float *from) {
+  return vec4f_swizzle1(_mm_load_ss(from),0,0,0,0);
+}
+#endif
+
+#ifndef EIGEN_VECTORIZE_AVX
+template<> EIGEN_STRONG_INLINE Packet4f plset<float>(const float& a) { return _mm_add_ps(pset1<Packet4f>(a), _mm_set_ps(3,2,1,0)); }
+template<> EIGEN_STRONG_INLINE Packet2d plset<double>(const double& a) { return _mm_add_pd(pset1<Packet2d>(a),_mm_set_pd(1,0)); }
+#endif
+template<> EIGEN_STRONG_INLINE Packet4i plset<int>(const int& a) { return _mm_add_epi32(pset1<Packet4i>(a),_mm_set_epi32(3,2,1,0)); }
+
+template<> EIGEN_STRONG_INLINE Packet4f padd<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_add_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d padd<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_add_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i padd<Packet4i>(const Packet4i& a, const Packet4i& b) { return _mm_add_epi32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f psub<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_sub_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d psub<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_sub_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i psub<Packet4i>(const Packet4i& a, const Packet4i& b) { return _mm_sub_epi32(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f ple<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_cmple_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d ple<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_cmple_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f plt<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_cmplt_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d plt<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_cmplt_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f peq<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_cmpeq_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d peq<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_cmpeq_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pselect<Packet4f>(const Packet4f& a, const Packet4f& b, const Packet4f& false_mask) {
+#if defined(EIGEN_VECTORIZE_SSE4_1)
+  return _mm_blendv_ps(a, b, false_mask);
+#else
+  return _mm_or_ps(_mm_andnot_ps(false_mask, a), _mm_and_ps(false_mask, b));
+#endif
+}
+template<> EIGEN_STRONG_INLINE Packet2d pselect<Packet2d>(const Packet2d& a, const Packet2d& b, const Packet2d& false_mask) {
+#if defined(EIGEN_VECTORIZE_SSE4_1)
+  return _mm_blendv_pd(a, b, false_mask);
+#else
+  return _mm_or_pd(_mm_andnot_pd(false_mask, a), _mm_and_pd(false_mask, b));
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f pnegate(const Packet4f& a)
+{
+  const Packet4f mask = _mm_castsi128_ps(_mm_setr_epi32(0x80000000,0x80000000,0x80000000,0x80000000));
+  return _mm_xor_ps(a,mask);
+}
+template<> EIGEN_STRONG_INLINE Packet2d pnegate(const Packet2d& a)
+{
+  const Packet2d mask = _mm_castsi128_pd(_mm_setr_epi32(0x0,0x80000000,0x0,0x80000000));
+  return _mm_xor_pd(a,mask);
+}
+template<> EIGEN_STRONG_INLINE Packet4i pnegate(const Packet4i& a)
+{
+  return psub(Packet4i(_mm_setr_epi32(0,0,0,0)), a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f pconj(const Packet4f& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet2d pconj(const Packet2d& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet4i pconj(const Packet4i& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet4f pmul<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_mul_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pmul<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_mul_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmul<Packet4i>(const Packet4i& a, const Packet4i& b)
+{
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  return _mm_mullo_epi32(a,b);
+#else
+  // this version is slightly faster than 4 scalar products
+  return vec4i_swizzle1(
+            vec4i_swizzle2(
+              _mm_mul_epu32(a,b),
+              _mm_mul_epu32(vec4i_swizzle1(a,1,0,3,2),
+                            vec4i_swizzle1(b,1,0,3,2)),
+              0,2,0,2),
+            0,2,1,3);
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f pdiv<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_div_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pdiv<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_div_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pdiv<Packet4i>(const Packet4i& /*a*/, const Packet4i& /*b*/)
+{ eigen_assert(false && "packet integer division are not supported by SSE");
+  return pset1<Packet4i>(0);
+}
+
+// for some weird raisons, it has to be overloaded for packet of integers
+template<> EIGEN_STRONG_INLINE Packet4i pmadd(const Packet4i& a, const Packet4i& b, const Packet4i& c) { return padd(pmul(a,b), c); }
+#ifdef __FMA__
+template<> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f& a, const Packet4f& b, const Packet4f& c) { return _mm_fmadd_ps(a,b,c); }
+template<> EIGEN_STRONG_INLINE Packet2d pmadd(const Packet2d& a, const Packet2d& b, const Packet2d& c) { return _mm_fmadd_pd(a,b,c); }
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet4f pmin<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_min_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pmin<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_min_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmin<Packet4i>(const Packet4i& a, const Packet4i& b)
+{
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  return _mm_min_epi32(a,b);
+#else
+  // after some bench, this version *is* faster than a scalar implementation
+  Packet4i mask = _mm_cmplt_epi32(a,b);
+  return _mm_or_si128(_mm_and_si128(mask,a),_mm_andnot_si128(mask,b));
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f pmax<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_max_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pmax<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_max_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pmax<Packet4i>(const Packet4i& a, const Packet4i& b)
+{
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  return _mm_max_epi32(a,b);
+#else
+  // after some bench, this version *is* faster than a scalar implementation
+  Packet4i mask = _mm_cmpgt_epi32(a,b);
+  return _mm_or_si128(_mm_and_si128(mask,a),_mm_andnot_si128(mask,b));
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f pand<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_and_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pand<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_and_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pand<Packet4i>(const Packet4i& a, const Packet4i& b) { return _mm_and_si128(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f por<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_or_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d por<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_or_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i por<Packet4i>(const Packet4i& a, const Packet4i& b) { return _mm_or_si128(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pxor<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_xor_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pxor<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_xor_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pxor<Packet4i>(const Packet4i& a, const Packet4i& b) { return _mm_xor_si128(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pandnot<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_andnot_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet2d pandnot<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_andnot_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4i pandnot<Packet4i>(const Packet4i& a, const Packet4i& b) { return _mm_andnot_si128(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet4f pload<Packet4f>(const float*   from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet2d pload<Packet2d>(const double*  from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*     from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_si128(reinterpret_cast<const __m128i*>(from)); }
+
+#if EIGEN_COMP_MSVC
+  template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float*  from) {
+    EIGEN_DEBUG_UNALIGNED_LOAD
+    #if (EIGEN_COMP_MSVC==1600)
+    // NOTE Some version of MSVC10 generates bad code when using _mm_loadu_ps
+    // (i.e., it does not generate an unaligned load!!
+    // TODO On most architectures this version should also be faster than a single _mm_loadu_ps
+    // so we could also enable it for MSVC08 but first we have to make this later does not generate crap when doing so...
+    __m128 res = _mm_loadl_pi(_mm_set1_ps(0.0f), (const __m64*)(from));
+    res = _mm_loadh_pi(res, (const __m64*)(from+2));
+    return res;
+    #else
+    return _mm_loadu_ps(from);
+    #endif
+  }
+  template<> EIGEN_STRONG_INLINE Packet2d ploadu<Packet2d>(const double* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm_loadu_pd(from); }
+  template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int*    from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm_loadu_si128(reinterpret_cast<const __m128i*>(from)); }
+#else
+// Fast unaligned loads. Note that here we cannot directly use intrinsics: this would
+// require pointer casting to incompatible pointer types and leads to invalid code
+// because of the strict aliasing rule. The "dummy" stuff are required to enforce
+// a correct instruction dependency.
+// TODO: do the same for MSVC (ICC is compatible)
+// NOTE: with the code below, MSVC's compiler crashes!
+
+#if EIGEN_COMP_GNUC && (EIGEN_ARCH_i386 || (EIGEN_ARCH_x86_64 && EIGEN_GNUC_AT_LEAST(4, 8)))
+  // bug 195: gcc/i386 emits weird x87 fldl/fstpl instructions for _mm_load_sd
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS 1
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_STORES 1
+#elif EIGEN_COMP_CLANG
+  // bug 201: Segfaults in __mm_loadh_pd with clang 2.8
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS 1
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_STORES 0
+#else
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS 0
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_STORES 0
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float* from)
+{
+  EIGEN_DEBUG_UNALIGNED_LOAD
+#if EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS
+  return _mm_loadu_ps(from);
+#else
+  __m128d res;
+  res =  _mm_load_sd((const double*)(from)) ;
+  res =  _mm_loadh_pd(res, (const double*)(from+2)) ;
+  return _mm_castpd_ps(res);
+#endif
+}
+template<> EIGEN_STRONG_INLINE Packet2d ploadu<Packet2d>(const double* from)
+{
+  EIGEN_DEBUG_UNALIGNED_LOAD
+#if EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS
+  return _mm_loadu_pd(from);
+#else
+  __m128d res;
+  res = _mm_load_sd(from) ;
+  res = _mm_loadh_pd(res,from+1);
+  return res;
+#endif
+}
+template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int* from)
+{
+  EIGEN_DEBUG_UNALIGNED_LOAD
+#if EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS
+  return _mm_loadu_si128(reinterpret_cast<const __m128i*>(from));
+#else
+  __m128d res;
+  res =  _mm_load_sd((const double*)(from)) ;
+  res =  _mm_loadh_pd(res, (const double*)(from+2)) ;
+  return _mm_castpd_si128(res);
+#endif
+}
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet4f ploaddup<Packet4f>(const float*   from)
+{
+  return vec4f_swizzle1(_mm_castpd_ps(_mm_load_sd(reinterpret_cast<const double*>(from))), 0, 0, 1, 1);
+}
+template<> EIGEN_STRONG_INLINE Packet2d ploaddup<Packet2d>(const double*  from)
+{ return pset1<Packet2d>(from[0]); }
+template<> EIGEN_STRONG_INLINE Packet4i ploaddup<Packet4i>(const int*     from)
+{
+  Packet4i tmp;
+  tmp = _mm_loadl_epi64(reinterpret_cast<const __m128i*>(from));
+  return vec4i_swizzle1(tmp, 0, 0, 1, 1);
+}
+
+template<> EIGEN_STRONG_INLINE void pstore<float>(float*   to, const Packet4f& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_ps(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<double>(double* to, const Packet2d& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_pd(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet4i& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_si128(reinterpret_cast<__m128i*>(to), from); }
+
+template<> EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const Packet2d& from) {
+  EIGEN_DEBUG_UNALIGNED_STORE
+#if EIGEN_AVOID_CUSTOM_UNALIGNED_STORES
+  _mm_storeu_pd(to, from);
+#else
+  _mm_storel_pd((to), from);
+  _mm_storeh_pd((to+1), from);
+#endif
+}
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), Packet2d(_mm_castps_pd(from))); }
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*      to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), Packet2d(_mm_castsi128_pd(from))); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet4f pgather<float, Packet4f>(const float* from, int stride)
+{
+ return _mm_set_ps(from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet2d pgather<double, Packet2d>(const double* from, int stride)
+{
+ return _mm_set_pd(from[1*stride], from[0*stride]);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4i pgather<int, Packet4i>(const int* from, int stride)
+{
+ return _mm_set_epi32(from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+ }
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet4f>(float* to, const Packet4f& from, int stride)
+{
+  to[stride*0] = _mm_cvtss_f32(from);
+  to[stride*1] = _mm_cvtss_f32(_mm_shuffle_ps(from, from, 1));
+  to[stride*2] = _mm_cvtss_f32(_mm_shuffle_ps(from, from, 2));
+  to[stride*3] = _mm_cvtss_f32(_mm_shuffle_ps(from, from, 3));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, Packet2d>(double* to, const Packet2d& from, int stride)
+{
+  to[stride*0] = _mm_cvtsd_f64(from);
+  to[stride*1] = _mm_cvtsd_f64(_mm_shuffle_pd(from, from, 1));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<int, Packet4i>(int* to, const Packet4i& from, int stride)
+{
+  to[stride*0] = _mm_cvtsi128_si32(from);
+  to[stride*1] = _mm_cvtsi128_si32(_mm_shuffle_epi32(from, 1));
+  to[stride*2] = _mm_cvtsi128_si32(_mm_shuffle_epi32(from, 2));
+  to[stride*3] = _mm_cvtsi128_si32(_mm_shuffle_epi32(from, 3));
+}
+
+// some compilers might be tempted to perform multiple moves instead of using a vector path.
+template<> EIGEN_STRONG_INLINE void pstore1<Packet4f>(float* to, const float& a)
+{
+  Packet4f pa = _mm_set_ss(a);
+  pstore(to, Packet4f(vec4f_swizzle1(pa,0,0,0,0)));
+}
+// some compilers might be tempted to perform multiple moves instead of using a vector path.
+template<> EIGEN_STRONG_INLINE void pstore1<Packet2d>(double* to, const double& a)
+{
+  Packet2d pa = _mm_set_sd(a);
+  pstore(to, Packet2d(vec2d_swizzle1(pa,0,0)));
+}
+
+#ifndef EIGEN_VECTORIZE_AVX
+template<> EIGEN_STRONG_INLINE void prefetch<float>(const float*   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+template<> EIGEN_STRONG_INLINE void prefetch<double>(const double* addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*       addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+#endif
+
+#if EIGEN_COMP_MSVC_STRICT && EIGEN_OS_WIN64
+// The temporary variable fixes an internal compilation error in vs <= 2008 and a wrong-result bug in vs 2010
+// Direct of the struct members fixed bug #62.
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet4f>(const Packet4f& a) { return a.m128_f32[0]; }
+template<> EIGEN_STRONG_INLINE double pfirst<Packet2d>(const Packet2d& a) { return a.m128d_f64[0]; }
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet4i>(const Packet4i& a) { int x = _mm_cvtsi128_si32(a); return x; }
+#elif EIGEN_COMP_MSVC_STRICT
+// The temporary variable fixes an internal compilation error in vs <= 2008 and a wrong-result bug in vs 2010
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet4f>(const Packet4f& a) { float x = _mm_cvtss_f32(a); return x; }
+template<> EIGEN_STRONG_INLINE double pfirst<Packet2d>(const Packet2d& a) { double x = _mm_cvtsd_f64(a); return x; }
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet4i>(const Packet4i& a) { int x = _mm_cvtsi128_si32(a); return x; }
+#else
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet4f>(const Packet4f& a) { return _mm_cvtss_f32(a); }
+template<> EIGEN_STRONG_INLINE double pfirst<Packet2d>(const Packet2d& a) { return _mm_cvtsd_f64(a); }
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet4i>(const Packet4i& a) { return _mm_cvtsi128_si32(a); }
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet4f preverse(const Packet4f& a)
+{ return _mm_shuffle_ps(a,a,0x1B); }
+template<> EIGEN_STRONG_INLINE Packet2d preverse(const Packet2d& a)
+{ return _mm_shuffle_pd(a,a,0x1); }
+template<> EIGEN_STRONG_INLINE Packet4i preverse(const Packet4i& a)
+{ return _mm_shuffle_epi32(a,0x1B); }
+
+template<size_t offset>
+struct protate_impl<offset, Packet4f>
+{
+  static Packet4f run(const Packet4f& a) {
+    return vec4f_swizzle1(a, offset, (offset + 1) % 4, (offset + 2) % 4, (offset + 3) % 4);
+  }
+};
+
+template<size_t offset>
+struct protate_impl<offset, Packet4i>
+{
+  static Packet4i run(const Packet4i& a) {
+    return vec4i_swizzle1(a, offset, (offset + 1) % 4, (offset + 2) % 4, (offset + 3) % 4);
+  }
+};
+
+template<size_t offset>
+struct protate_impl<offset, Packet2d>
+{
+  static Packet2d run(const Packet2d& a) {
+    return vec2d_swizzle1(a, offset, (offset + 1) % 2);
+  }
+};
+
+template<> EIGEN_STRONG_INLINE Packet4f pabs(const Packet4f& a)
+{
+  const Packet4f mask = _mm_castsi128_ps(_mm_setr_epi32(0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF));
+  return _mm_and_ps(a,mask);
+}
+template<> EIGEN_STRONG_INLINE Packet2d pabs(const Packet2d& a)
+{
+  const Packet2d mask = _mm_castsi128_pd(_mm_setr_epi32(0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF));
+  return _mm_and_pd(a,mask);
+}
+template<> EIGEN_STRONG_INLINE Packet4i pabs(const Packet4i& a)
+{
+  #ifdef EIGEN_VECTORIZE_SSSE3
+  return _mm_abs_epi32(a);
+  #else
+  Packet4i aux = _mm_srai_epi32(a,31);
+  return _mm_sub_epi32(_mm_xor_si128(a,aux),aux);
+  #endif
+}
+
+// with AVX, the default implementations based on pload1 are faster
+#ifndef __AVX__
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet4f>(const float *a,
+                      Packet4f& a0, Packet4f& a1, Packet4f& a2, Packet4f& a3)
+{
+  a3 = pload<Packet4f>(a);
+  a0 = vec4f_swizzle1(a3, 0,0,0,0);
+  a1 = vec4f_swizzle1(a3, 1,1,1,1);
+  a2 = vec4f_swizzle1(a3, 2,2,2,2);
+  a3 = vec4f_swizzle1(a3, 3,3,3,3);
+}
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet2d>(const double *a,
+                      Packet2d& a0, Packet2d& a1, Packet2d& a2, Packet2d& a3)
+{
+#ifdef EIGEN_VECTORIZE_SSE3
+  a0 = _mm_loaddup_pd(a+0);
+  a1 = _mm_loaddup_pd(a+1);
+  a2 = _mm_loaddup_pd(a+2);
+  a3 = _mm_loaddup_pd(a+3);
+#else
+  a1 = pload<Packet2d>(a);
+  a0 = vec2d_swizzle1(a1, 0,0);
+  a1 = vec2d_swizzle1(a1, 1,1);
+  a3 = pload<Packet2d>(a+2);
+  a2 = vec2d_swizzle1(a3, 0,0);
+  a3 = vec2d_swizzle1(a3, 1,1);
+#endif
+}
+#endif
+
+EIGEN_STRONG_INLINE void punpackp(Packet4f* vecs)
+{
+  vecs[1] = _mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(vecs[0]), 0x55));
+  vecs[2] = _mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(vecs[0]), 0xAA));
+  vecs[3] = _mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(vecs[0]), 0xFF));
+  vecs[0] = _mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(vecs[0]), 0x00));
+}
+
+#ifdef EIGEN_VECTORIZE_SSE3
+// TODO implement SSE2 versions as well as integer versions
+template<> EIGEN_STRONG_INLINE Packet4f preduxp<Packet4f>(const Packet4f* vecs)
+{
+  return _mm_hadd_ps(_mm_hadd_ps(vecs[0], vecs[1]),_mm_hadd_ps(vecs[2], vecs[3]));
+}
+template<> EIGEN_STRONG_INLINE Packet2d preduxp<Packet2d>(const Packet2d* vecs)
+{
+  return _mm_hadd_pd(vecs[0], vecs[1]);
+}
+// SSSE3 version:
+// EIGEN_STRONG_INLINE Packet4i preduxp(const Packet4i* vecs)
+// {
+//   return _mm_hadd_epi32(_mm_hadd_epi32(vecs[0], vecs[1]),_mm_hadd_epi32(vecs[2], vecs[3]));
+// }
+
+template<> EIGEN_STRONG_INLINE float predux<Packet4f>(const Packet4f& a)
+{
+  Packet4f tmp0 = _mm_hadd_ps(a,a);
+  return pfirst<Packet4f>(_mm_hadd_ps(tmp0, tmp0));
+}
+
+template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a) { return pfirst<Packet2d>(_mm_hadd_pd(a, a)); }
+
+// SSSE3 version:
+// EIGEN_STRONG_INLINE float predux(const Packet4i& a)
+// {
+//   Packet4i tmp0 = _mm_hadd_epi32(a,a);
+//   return pfirst(_mm_hadd_epi32(tmp0, tmp0));
+// }
+#else
+// SSE2 versions
+template<> EIGEN_STRONG_INLINE float predux<Packet4f>(const Packet4f& a)
+{
+  Packet4f tmp = _mm_add_ps(a, _mm_movehl_ps(a,a));
+  return pfirst(_mm_add_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+}
+template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a)
+{
+  return pfirst(_mm_add_sd(a, _mm_unpackhi_pd(a,a)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f preduxp<Packet4f>(const Packet4f* vecs)
+{
+  Packet4f tmp0, tmp1, tmp2;
+  tmp0 = _mm_unpacklo_ps(vecs[0], vecs[1]);
+  tmp1 = _mm_unpackhi_ps(vecs[0], vecs[1]);
+  tmp2 = _mm_unpackhi_ps(vecs[2], vecs[3]);
+  tmp0 = _mm_add_ps(tmp0, tmp1);
+  tmp1 = _mm_unpacklo_ps(vecs[2], vecs[3]);
+  tmp1 = _mm_add_ps(tmp1, tmp2);
+  tmp2 = _mm_movehl_ps(tmp1, tmp0);
+  tmp0 = _mm_movelh_ps(tmp0, tmp1);
+  return _mm_add_ps(tmp0, tmp2);
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d preduxp<Packet2d>(const Packet2d* vecs)
+{
+  return _mm_add_pd(_mm_unpacklo_pd(vecs[0], vecs[1]), _mm_unpackhi_pd(vecs[0], vecs[1]));
+}
+#endif  // SSE3
+
+template<> EIGEN_STRONG_INLINE int predux<Packet4i>(const Packet4i& a)
+{
+  Packet4i tmp = _mm_add_epi32(a, _mm_unpackhi_epi64(a,a));
+  return pfirst(tmp) + pfirst<Packet4i>(_mm_shuffle_epi32(tmp, 1));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i preduxp<Packet4i>(const Packet4i* vecs)
+{
+  Packet4i tmp0, tmp1, tmp2;
+  tmp0 = _mm_unpacklo_epi32(vecs[0], vecs[1]);
+  tmp1 = _mm_unpackhi_epi32(vecs[0], vecs[1]);
+  tmp2 = _mm_unpackhi_epi32(vecs[2], vecs[3]);
+  tmp0 = _mm_add_epi32(tmp0, tmp1);
+  tmp1 = _mm_unpacklo_epi32(vecs[2], vecs[3]);
+  tmp1 = _mm_add_epi32(tmp1, tmp2);
+  tmp2 = _mm_unpacklo_epi64(tmp0, tmp1);
+  tmp0 = _mm_unpackhi_epi64(tmp0, tmp1);
+  return _mm_add_epi32(tmp0, tmp2);
+}
+
+// Other reduction functions:
+
+// mul
+template<> EIGEN_STRONG_INLINE float predux_mul<Packet4f>(const Packet4f& a)
+{
+  Packet4f tmp = _mm_mul_ps(a, _mm_movehl_ps(a,a));
+  return pfirst<Packet4f>(_mm_mul_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_mul<Packet2d>(const Packet2d& a)
+{
+  return pfirst<Packet2d>(_mm_mul_sd(a, _mm_unpackhi_pd(a,a)));
+}
+template<> EIGEN_STRONG_INLINE int predux_mul<Packet4i>(const Packet4i& a)
+{
+  // after some experiments, it is seems this is the fastest way to implement it
+  // for GCC (eg., reusing pmul is very slow !)
+  // TODO try to call _mm_mul_epu32 directly
+  EIGEN_ALIGN16 int aux[4];
+  pstore(aux, a);
+  return  (aux[0] * aux[1]) * (aux[2] * aux[3]);;
+}
+
+// min
+template<> EIGEN_STRONG_INLINE float predux_min<Packet4f>(const Packet4f& a)
+{
+  Packet4f tmp = _mm_min_ps(a, _mm_movehl_ps(a,a));
+  return pfirst<Packet4f>(_mm_min_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_min<Packet2d>(const Packet2d& a)
+{
+  return pfirst<Packet2d>(_mm_min_sd(a, _mm_unpackhi_pd(a,a)));
+}
+template<> EIGEN_STRONG_INLINE int predux_min<Packet4i>(const Packet4i& a)
+{
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  Packet4i tmp = _mm_min_epi32(a, _mm_shuffle_epi32(a, _MM_SHUFFLE(0,0,3,2)));
+  return pfirst<Packet4i>(_mm_min_epi32(tmp,_mm_shuffle_epi32(tmp, 1)));
+#else
+  // after some experiments, it is seems this is the fastest way to implement it
+  // for GCC (eg., it does not like using std::min after the pstore !!)
+  EIGEN_ALIGN16 int aux[4];
+  pstore(aux, a);
+  int aux0 = aux[0]<aux[1] ? aux[0] : aux[1];
+  int aux2 = aux[2]<aux[3] ? aux[2] : aux[3];
+  return aux0<aux2 ? aux0 : aux2;
+#endif // EIGEN_VECTORIZE_SSE4_1
+}
+
+// max
+template<> EIGEN_STRONG_INLINE float predux_max<Packet4f>(const Packet4f& a)
+{
+  Packet4f tmp = _mm_max_ps(a, _mm_movehl_ps(a,a));
+  return pfirst<Packet4f>(_mm_max_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_max<Packet2d>(const Packet2d& a)
+{
+  return pfirst<Packet2d>(_mm_max_sd(a, _mm_unpackhi_pd(a,a)));
+}
+template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a)
+{
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  Packet4i tmp = _mm_max_epi32(a, _mm_shuffle_epi32(a, _MM_SHUFFLE(0,0,3,2)));
+  return pfirst<Packet4i>(_mm_max_epi32(tmp,_mm_shuffle_epi32(tmp, 1)));
+#else
+  // after some experiments, it is seems this is the fastest way to implement it
+  // for GCC (eg., it does not like using std::min after the pstore !!)
+  EIGEN_ALIGN16 int aux[4];
+  pstore(aux, a);
+  int aux0 = aux[0]>aux[1] ? aux[0] : aux[1];
+  int aux2 = aux[2]>aux[3] ? aux[2] : aux[3];
+  return aux0>aux2 ? aux0 : aux2;
+#endif // EIGEN_VECTORIZE_SSE4_1
+}
+
+#if EIGEN_COMP_GNUC
+// template <> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f&  a, const Packet4f&  b, const Packet4f&  c)
+// {
+//   Packet4f res = b;
+//   asm("mulps %[a], %[b] \n\taddps %[c], %[b]" : [b] "+x" (res) : [a] "x" (a), [c] "x" (c));
+//   return res;
+// }
+// EIGEN_STRONG_INLINE Packet4i _mm_alignr_epi8(const Packet4i&  a, const Packet4i&  b, const int i)
+// {
+//   Packet4i res = a;
+//   asm("palignr %[i], %[a], %[b] " : [b] "+x" (res) : [a] "x" (a), [i] "i" (i));
+//   return res;
+// }
+#endif
+
+#ifdef EIGEN_VECTORIZE_SSSE3
+// SSSE3 versions
+template<int Offset>
+struct palign_impl<Offset,Packet4f>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4f& first, const Packet4f& second)
+  {
+    if (Offset!=0)
+      first = _mm_castsi128_ps(_mm_alignr_epi8(_mm_castps_si128(second), _mm_castps_si128(first), Offset*4));
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet4i>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4i& first, const Packet4i& second)
+  {
+    if (Offset!=0)
+      first = _mm_alignr_epi8(second,first, Offset*4);
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet2d>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2d& first, const Packet2d& second)
+  {
+    if (Offset==1)
+      first = _mm_castsi128_pd(_mm_alignr_epi8(_mm_castpd_si128(second), _mm_castpd_si128(first), 8));
+  }
+};
+#else
+// SSE2 versions
+template<int Offset>
+struct palign_impl<Offset,Packet4f>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4f& first, const Packet4f& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm_move_ss(first,second);
+      first = _mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(first),0x39));
+    }
+    else if (Offset==2)
+    {
+      first = _mm_movehl_ps(first,first);
+      first = _mm_movelh_ps(first,second);
+    }
+    else if (Offset==3)
+    {
+      first = _mm_move_ss(first,second);
+      first = _mm_shuffle_ps(first,second,0x93);
+    }
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet4i>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4i& first, const Packet4i& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm_castps_si128(_mm_move_ss(_mm_castsi128_ps(first),_mm_castsi128_ps(second)));
+      first = _mm_shuffle_epi32(first,0x39);
+    }
+    else if (Offset==2)
+    {
+      first = _mm_castps_si128(_mm_movehl_ps(_mm_castsi128_ps(first),_mm_castsi128_ps(first)));
+      first = _mm_castps_si128(_mm_movelh_ps(_mm_castsi128_ps(first),_mm_castsi128_ps(second)));
+    }
+    else if (Offset==3)
+    {
+      first = _mm_castps_si128(_mm_move_ss(_mm_castsi128_ps(first),_mm_castsi128_ps(second)));
+      first = _mm_castps_si128(_mm_shuffle_ps(_mm_castsi128_ps(first),_mm_castsi128_ps(second),0x93));
+    }
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet2d>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2d& first, const Packet2d& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm_castps_pd(_mm_movehl_ps(_mm_castpd_ps(first),_mm_castpd_ps(first)));
+      first = _mm_castps_pd(_mm_movelh_ps(_mm_castpd_ps(first),_mm_castpd_ps(second)));
+    }
+  }
+};
+#endif
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4f,4>& kernel) {
+  _MM_TRANSPOSE4_PS(kernel.packet[0], kernel.packet[1], kernel.packet[2], kernel.packet[3]);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2d,2>& kernel) {
+  __m128d tmp = _mm_unpackhi_pd(kernel.packet[0], kernel.packet[1]);
+  kernel.packet[0] = _mm_unpacklo_pd(kernel.packet[0], kernel.packet[1]);
+  kernel.packet[1] = tmp;
+}
+
+template<> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4i,4>& kernel) {
+  __m128i T0 = _mm_unpacklo_epi32(kernel.packet[0], kernel.packet[1]);
+  __m128i T1 = _mm_unpacklo_epi32(kernel.packet[2], kernel.packet[3]);
+  __m128i T2 = _mm_unpackhi_epi32(kernel.packet[0], kernel.packet[1]);
+  __m128i T3 = _mm_unpackhi_epi32(kernel.packet[2], kernel.packet[3]);
+
+  kernel.packet[0] = _mm_unpacklo_epi64(T0, T1);
+  kernel.packet[1] = _mm_unpackhi_epi64(T0, T1);
+  kernel.packet[2] = _mm_unpacklo_epi64(T2, T3);
+  kernel.packet[3] = _mm_unpackhi_epi64(T2, T3);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4i pblend(const Selector<4>& ifPacket, const Packet4i& thenPacket, const Packet4i& elsePacket) {
+  const __m128i zero = _mm_setzero_si128();
+  const __m128i select = _mm_set_epi32(ifPacket.select[3], ifPacket.select[2], ifPacket.select[1], ifPacket.select[0]);
+  __m128i false_mask = _mm_cmpeq_epi32(select, zero);
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  return _mm_blendv_epi8(thenPacket, elsePacket, false_mask);
+#else
+  return _mm_or_si128(_mm_andnot_si128(false_mask, thenPacket), _mm_and_si128(false_mask, elsePacket));
+#endif
+}
+template<> EIGEN_STRONG_INLINE Packet4f pblend(const Selector<4>& ifPacket, const Packet4f& thenPacket, const Packet4f& elsePacket) {
+  const __m128 zero = _mm_setzero_ps();
+  const __m128 select = _mm_set_ps(ifPacket.select[3], ifPacket.select[2], ifPacket.select[1], ifPacket.select[0]);
+  __m128 false_mask = _mm_cmpeq_ps(select, zero);
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  return _mm_blendv_ps(thenPacket, elsePacket, false_mask);
+#else
+  return _mm_or_ps(_mm_andnot_ps(false_mask, thenPacket), _mm_and_ps(false_mask, elsePacket));
+#endif
+}
+
+template<> EIGEN_STRONG_INLINE Packet2d pblend(const Selector<2>& ifPacket, const Packet2d& thenPacket, const Packet2d& elsePacket) {
+  const __m128d zero = _mm_setzero_pd();
+  const __m128d select = _mm_set_pd(ifPacket.select[1], ifPacket.select[0]);
+  __m128d false_mask = _mm_cmpeq_pd(select, zero);
+#ifdef EIGEN_VECTORIZE_SSE4_1
+  return _mm_blendv_pd(thenPacket, elsePacket, false_mask);
+#else
+  return _mm_or_pd(_mm_andnot_pd(false_mask, thenPacket), _mm_and_pd(false_mask, elsePacket));
+#endif
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PACKET_MATH_SSE_H
diff --git a/third_party/eigen3/Eigen/src/Core/arch/SSE/TypeCasting.h b/third_party/eigen3/Eigen/src/Core/arch/SSE/TypeCasting.h
new file mode 100644
index 0000000000..c848932306
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/arch/SSE/TypeCasting.h
@@ -0,0 +1,77 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_TYPE_CASTING_SSE_H
+#define EIGEN_TYPE_CASTING_SSE_H
+
+namespace Eigen {
+
+namespace internal {
+
+template <>
+struct type_casting_traits<float, int> {
+  enum {
+    VectorizedCast = 1,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 1
+  };
+};
+
+template<> EIGEN_STRONG_INLINE Packet4i pcast<Packet4f, Packet4i>(const Packet4f& a) {
+  return _mm_cvttps_epi32(a);
+}
+
+
+template <>
+struct type_casting_traits<int, float> {
+  enum {
+    VectorizedCast = 1,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 1
+  };
+};
+
+template<> EIGEN_STRONG_INLINE Packet4f pcast<Packet4i, Packet4f>(const Packet4i& a) {
+  return _mm_cvtepi32_ps(a);
+}
+
+
+template <>
+struct type_casting_traits<double, float> {
+  enum {
+    VectorizedCast = 1,
+    SrcCoeffRatio = 2,
+    TgtCoeffRatio = 1
+  };
+};
+
+template<> EIGEN_STRONG_INLINE Packet4f pcast<Packet2d, Packet4f>(const Packet2d& a, const Packet2d& b) {
+  return _mm_shuffle_ps(_mm_cvtpd_ps(a), _mm_cvtpd_ps(b), (1 << 2) | (1 << 6));
+}
+
+template <>
+struct type_casting_traits<float, double> {
+  enum {
+    VectorizedCast = 1,
+    SrcCoeffRatio = 1,
+    TgtCoeffRatio = 2
+  };
+};
+
+template<> EIGEN_STRONG_INLINE Packet2d pcast<Packet4f, Packet2d>(const Packet4f& a) {
+  // Simply discard the second half of the input
+  return _mm_cvtps_pd(a);
+}
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TYPE_CASTING_SSE_H
diff --git a/third_party/eigen3/Eigen/src/Core/functors/AssignmentFunctors.h b/third_party/eigen3/Eigen/src/Core/functors/AssignmentFunctors.h
new file mode 100644
index 0000000000..ae264aa640
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/functors/AssignmentFunctors.h
@@ -0,0 +1,167 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_ASSIGNMENT_FUNCTORS_H
+#define EIGEN_ASSIGNMENT_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+  
+/** \internal
+  * \brief Template functor for scalar/packet assignment
+  *
+  */
+template<typename Scalar> struct assign_op {
+
+  EIGEN_EMPTY_STRUCT_CTOR(assign_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Scalar& a, const Scalar& b) const { a = b; }
+  
+  template<int Alignment, typename Packet>
+  EIGEN_STRONG_INLINE void assignPacket(Scalar* a, const Packet& b) const
+  { internal::pstoret<Scalar,Packet,Alignment>(a,b); }
+};
+template<typename Scalar>
+struct functor_traits<assign_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::ReadCost,
+    PacketAccess = packet_traits<Scalar>::IsVectorized
+  };
+};
+
+/** \internal
+  * \brief Template functor for scalar/packet assignment with addition
+  *
+  */
+template<typename Scalar> struct add_assign_op {
+
+  EIGEN_EMPTY_STRUCT_CTOR(add_assign_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Scalar& a, const Scalar& b) const { a += b; }
+  
+  template<int Alignment, typename Packet>
+  EIGEN_STRONG_INLINE void assignPacket(Scalar* a, const Packet& b) const
+  { internal::pstoret<Scalar,Packet,Alignment>(a,internal::padd(internal::ploadt<Packet,Alignment>(a),b)); }
+};
+template<typename Scalar>
+struct functor_traits<add_assign_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::ReadCost + NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasAdd
+  };
+};
+
+/** \internal
+  * \brief Template functor for scalar/packet assignment with subtraction
+  *
+  */
+template<typename Scalar> struct sub_assign_op {
+
+  EIGEN_EMPTY_STRUCT_CTOR(sub_assign_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Scalar& a, const Scalar& b) const { a -= b; }
+  
+  template<int Alignment, typename Packet>
+  EIGEN_STRONG_INLINE void assignPacket(Scalar* a, const Packet& b) const
+  { internal::pstoret<Scalar,Packet,Alignment>(a,internal::psub(internal::ploadt<Packet,Alignment>(a),b)); }
+};
+template<typename Scalar>
+struct functor_traits<sub_assign_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::ReadCost + NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasAdd
+  };
+};
+
+/** \internal
+  * \brief Template functor for scalar/packet assignment with multiplication
+  *
+  */
+template<typename Scalar> struct mul_assign_op {
+
+  EIGEN_EMPTY_STRUCT_CTOR(mul_assign_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Scalar& a, const Scalar& b) const { a *= b; }
+  
+  template<int Alignment, typename Packet>
+  EIGEN_STRONG_INLINE void assignPacket(Scalar* a, const Packet& b) const
+  { internal::pstoret<Scalar,Packet,Alignment>(a,internal::pmul(internal::ploadt<Packet,Alignment>(a),b)); }
+};
+template<typename Scalar>
+struct functor_traits<mul_assign_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::ReadCost + NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasMul
+  };
+};
+
+/** \internal
+  * \brief Template functor for scalar/packet assignment with diviving
+  *
+  */
+template<typename Scalar> struct div_assign_op {
+
+  EIGEN_EMPTY_STRUCT_CTOR(div_assign_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Scalar& a, const Scalar& b) const { a /= b; }
+  
+  template<int Alignment, typename Packet>
+  EIGEN_STRONG_INLINE void assignPacket(Scalar* a, const Packet& b) const
+  { internal::pstoret<Scalar,Packet,Alignment>(a,internal::pdiv(internal::ploadt<Packet,Alignment>(a),b)); }
+};
+template<typename Scalar>
+struct functor_traits<div_assign_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::ReadCost + NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasMul
+  };
+};
+
+
+/** \internal
+  * \brief Template functor for scalar/packet assignment with swaping
+  *
+  * It works as follow. For a non-vectorized evaluation loop, we have:
+  *   for(i) func(A.coeffRef(i), B.coeff(i));
+  * where B is a SwapWrapper expression. The trick is to make SwapWrapper::coeff behaves like a non-const coeffRef.
+  * Actually, SwapWrapper might not even be needed since even if B is a plain expression, since it has to be writable
+  * B.coeff already returns a const reference to the underlying scalar value.
+  * 
+  * The case of a vectorized loop is more tricky:
+  *   for(i,j) func.assignPacket<A_Align>(&A.coeffRef(i,j), B.packet<B_Align>(i,j));
+  * Here, B must be a SwapWrapper whose packet function actually returns a proxy object holding a Scalar*,
+  * the actual alignment and Packet type.
+  *
+  */
+template<typename Scalar> struct swap_assign_op {
+
+  EIGEN_EMPTY_STRUCT_CTOR(swap_assign_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Scalar& a, const Scalar& b) const
+  {
+    using std::swap;
+    swap(a,const_cast<Scalar&>(b));
+  }
+  
+  template<int LhsAlignment, int RhsAlignment, typename Packet>
+  EIGEN_STRONG_INLINE void swapPacket(Scalar* a, Scalar* b) const
+  {
+    Packet tmp = internal::ploadt<Packet,RhsAlignment>(b);
+    internal::pstoret<Scalar,Packet,RhsAlignment>(b, internal::ploadt<Packet,LhsAlignment>(a));
+    internal::pstoret<Scalar,Packet,LhsAlignment>(a, tmp);
+  }
+};
+template<typename Scalar>
+struct functor_traits<swap_assign_op<Scalar> > {
+  enum {
+    Cost = 3 * NumTraits<Scalar>::ReadCost,
+    PacketAccess = packet_traits<Scalar>::IsVectorized
+  };
+};
+
+} // namespace internal
+
+} // namespace Eigen
+
+#endif // EIGEN_ASSIGNMENT_FUNCTORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/functors/BinaryFunctors.h b/third_party/eigen3/Eigen/src/Core/functors/BinaryFunctors.h
new file mode 100644
index 0000000000..d8ea058431
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/functors/BinaryFunctors.h
@@ -0,0 +1,498 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_BINARY_FUNCTORS_H
+#define EIGEN_BINARY_FUNCTORS_H
+
+// clang-format off
+
+namespace Eigen {
+
+namespace internal {
+
+//---------- associative binary functors ----------
+
+/** \internal
+  * \brief Template functor to compute the sum of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::operator+, class VectorwiseOp, DenseBase::sum()
+  */
+template<typename Scalar> struct scalar_sum_op {
+//   typedef Scalar result_type;
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sum_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { return a + b; }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::padd(a,b); }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar predux(const Packet& a) const
+  { return internal::predux(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_sum_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasAdd
+  };
+};
+
+/** \internal
+  * \brief Template specialization to deprecate the summation of boolean expressions.
+  * This is required to solve Bug 426.
+  * \sa DenseBase::count(), DenseBase::any(), ArrayBase::cast(), MatrixBase::cast()
+  */
+template<> struct scalar_sum_op<bool> : scalar_sum_op<int> {
+  EIGEN_DEPRECATED
+  scalar_sum_op() {}
+};
+
+
+/** \internal
+  * \brief Template functor to compute the product of two scalars
+  *
+  * \sa class CwiseBinaryOp, Cwise::operator*(), class VectorwiseOp, MatrixBase::redux()
+  */
+template<typename LhsScalar,typename RhsScalar> struct scalar_product_op {
+  enum {
+    // TODO vectorize mixed product
+    Vectorizable = is_same<LhsScalar,RhsScalar>::value && packet_traits<LhsScalar>::HasMul && packet_traits<RhsScalar>::HasMul
+  };
+  typedef typename scalar_product_traits<LhsScalar,RhsScalar>::ReturnType result_type;
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_product_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type operator() (const LhsScalar& a, const RhsScalar& b) const { return a * b; }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pmul(a,b); }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type predux(const Packet& a) const
+  { return internal::predux_mul(a); }
+};
+template<typename LhsScalar,typename RhsScalar>
+struct functor_traits<scalar_product_op<LhsScalar,RhsScalar> > {
+  enum {
+    Cost = (NumTraits<LhsScalar>::MulCost + NumTraits<RhsScalar>::MulCost)/2, // rough estimate!
+    PacketAccess = scalar_product_op<LhsScalar,RhsScalar>::Vectorizable
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the conjugate product of two scalars
+  *
+  * This is a short cut for conj(x) * y which is needed for optimization purpose; in Eigen2 support mode, this becomes x * conj(y)
+  */
+template<typename LhsScalar,typename RhsScalar> struct scalar_conj_product_op {
+
+  enum {
+    Conj = NumTraits<LhsScalar>::IsComplex
+  };
+
+  typedef typename scalar_product_traits<LhsScalar,RhsScalar>::ReturnType result_type;
+
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_conj_product_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type operator() (const LhsScalar& a, const RhsScalar& b) const
+  { return conj_helper<LhsScalar,RhsScalar,Conj,false>().pmul(a,b); }
+
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return conj_helper<Packet,Packet,Conj,false>().pmul(a,b); }
+};
+template<typename LhsScalar,typename RhsScalar>
+struct functor_traits<scalar_conj_product_op<LhsScalar,RhsScalar> > {
+  enum {
+    Cost = NumTraits<LhsScalar>::MulCost,
+    PacketAccess = internal::is_same<LhsScalar, RhsScalar>::value && packet_traits<LhsScalar>::HasMul
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the min of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::cwiseMin, class VectorwiseOp, MatrixBase::minCoeff()
+  */
+template<typename Scalar> struct scalar_min_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_min_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { return numext::mini(a, b); }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pmin(a,b); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Scalar predux(const Packet& a) const
+  { return internal::predux_min(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_min_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasMin
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the max of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::cwiseMax, class VectorwiseOp, MatrixBase::maxCoeff()
+  */
+template<typename Scalar> struct scalar_max_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_max_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const  { return numext::maxi(a, b); }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pmax(a,b); }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar predux(const Packet& a) const
+  { return internal::predux_max(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_max_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasMax
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the hypot of two scalars
+  *
+  * \sa MatrixBase::stableNorm(), class Redux
+  */
+template<typename Scalar> struct scalar_hypot_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_hypot_op)
+//   typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& _x, const Scalar& _y) const
+  {
+    using std::sqrt;
+    Scalar p = numext::maxi(_x, _y);
+    Scalar q = numext::mini(_x, _y);
+    Scalar qp = q/p;
+    return p * sqrt(Scalar(1) + qp*qp);
+  }
+};
+template<typename Scalar>
+struct functor_traits<scalar_hypot_op<Scalar> > {
+  enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess=0 };
+};
+
+/** \internal
+  * \brief Template functor to compute the pow of two scalars
+  */
+template<typename Scalar, typename OtherScalar> struct scalar_binary_pow_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_binary_pow_op)
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a, const OtherScalar& b) const { return numext::pow(a, b); }
+};
+template<typename Scalar, typename OtherScalar>
+struct functor_traits<scalar_binary_pow_op<Scalar,OtherScalar> > {
+  enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false };
+};
+
+
+
+//---------- non associative binary functors ----------
+
+/** \internal
+  * \brief Template functor to compute the difference of two scalars
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::operator-
+  */
+template<typename Scalar> struct scalar_difference_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_difference_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& b) const { return a - b; }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::psub(a,b); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_difference_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasSub
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the quotient of two scalars
+  *
+  * \sa class CwiseBinaryOp, Cwise::operator/()
+  */
+template<typename LhsScalar,typename RhsScalar> struct scalar_quotient_op {
+  enum {
+    // TODO vectorize mixed product
+    Vectorizable = is_same<LhsScalar,RhsScalar>::value && packet_traits<LhsScalar>::HasDiv && packet_traits<RhsScalar>::HasDiv
+  };
+  typedef typename scalar_product_traits<LhsScalar,RhsScalar>::ReturnType result_type;
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_quotient_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type operator() (const LhsScalar& a, const RhsScalar& b) const { return a / b; }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& b) const
+  { return internal::pdiv(a,b); }
+};
+template<typename LhsScalar,typename RhsScalar>
+struct functor_traits<scalar_quotient_op<LhsScalar,RhsScalar> > {
+  enum {
+    Cost = (NumTraits<LhsScalar>::MulCost + NumTraits<RhsScalar>::MulCost), // rough estimate!
+    PacketAccess = scalar_quotient_op<LhsScalar,RhsScalar>::Vectorizable
+  };
+};
+
+
+
+/** \internal
+  * \brief Template functor to compute the and of two booleans
+  *
+  * \sa class CwiseBinaryOp, ArrayBase::operator&&
+  */
+struct scalar_boolean_and_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_and_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a && b; }
+};
+template<> struct functor_traits<scalar_boolean_and_op> {
+  enum {
+    Cost = NumTraits<bool>::AddCost,
+    PacketAccess = false
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the or of two booleans
+  *
+  * \sa class CwiseBinaryOp, ArrayBase::operator||
+  */
+struct scalar_boolean_or_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_or_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a || b; }
+};
+template<> struct functor_traits<scalar_boolean_or_op> {
+  enum {
+    Cost = NumTraits<bool>::AddCost,
+    PacketAccess = false
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the xor of two booleans
+  *
+  * \sa class CwiseBinaryOp, ArrayBase::operator^
+  */
+struct scalar_boolean_xor_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_boolean_xor_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool operator() (const bool& a, const bool& b) const { return a ^ b; }
+};
+template<> struct functor_traits<scalar_boolean_xor_op> {
+  enum {
+    Cost = NumTraits<bool>::AddCost,
+    PacketAccess = false
+  };
+};
+
+
+
+//---------- binary functors bound to a constant, thus appearing as a unary functor ----------
+
+/** \internal
+  * \brief Template functor to multiply a scalar by a fixed other one
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::operator*, MatrixBase::operator/
+  */
+/* NOTE why doing the pset1() in packetOp *is* an optimization ?
+ * indeed it seems better to declare m_other as a Packet and do the pset1() once
+ * in the constructor. However, in practice:
+ *  - GCC does not like m_other as a Packet and generate a load every time it needs it
+ *  - on the other hand GCC is able to moves the pset1() outside the loop :)
+ *  - simpler code ;)
+ * (ICC and gcc 4.4 seems to perform well in both cases, the issue is visible with y = a*x + b*y)
+ */
+template<typename Scalar>
+struct scalar_multiple_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  // FIXME default copy constructors seems bugged with std::complex<>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_multiple_op(const scalar_multiple_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_multiple_op(const Scalar& other) : m_other(other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar operator() (const Scalar& a) const { return a * m_other; }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a, pset1<Packet>(m_other)); }
+  typename add_const_on_value_type<typename NumTraits<Scalar>::Nested>::type m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_multiple_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasMul }; };
+
+template<typename Scalar1, typename Scalar2>
+struct scalar_multiple2_op {
+  typedef typename packet_traits<Scalar1>::type Packet1;
+  typedef typename scalar_product_traits<Scalar1,Scalar2>::ReturnType result_type;
+  typedef typename packet_traits<result_type>::type packet_result_type;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_multiple2_op(const scalar_multiple2_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_multiple2_op(const Scalar2& other) : m_other(other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE result_type operator() (const Scalar1& a) const { return a * m_other; }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const packet_result_type packetOp(const Packet1& a) const
+  { eigen_assert("packetOp is not defined"); }
+  typename add_const_on_value_type<typename NumTraits<Scalar2>::Nested>::type m_other;
+};
+template<typename Scalar1,typename Scalar2>
+struct functor_traits<scalar_multiple2_op<Scalar1,Scalar2> >
+{ enum { Cost = NumTraits<Scalar1>::MulCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to divide a scalar by a fixed other one
+  *
+  * This functor is used to implement the quotient of a matrix by
+  * a scalar where the scalar type is not necessarily a floating point type.
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::operator/
+  */
+template<typename Scalar>
+struct scalar_quotient1_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  // FIXME default copy constructors seems bugged with std::complex<>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_quotient1_op(const scalar_quotient1_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_quotient1_op(const Scalar& other) : m_other(other) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar operator() (const Scalar& a) const { return a / m_other; }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pdiv(a, pset1<Packet>(m_other)); }
+  typename add_const_on_value_type<typename NumTraits<Scalar>::Nested>::type m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_quotient1_op<Scalar> >
+{ enum { Cost = 2 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasDiv }; };
+
+// In Eigen, any binary op (Product, CwiseBinaryOp) require the Lhs and Rhs to have the same scalar type, except for multiplication
+// where the mixing of different types is handled by scalar_product_traits
+// In particular, real * complex<real> is allowed.
+// FIXME move this to functor_traits adding a functor_default
+template<typename Functor> struct functor_is_product_like { enum { ret = 0 }; };
+template<typename LhsScalar,typename RhsScalar> struct functor_is_product_like<scalar_product_op<LhsScalar,RhsScalar> > { enum { ret = 1 }; };
+template<typename LhsScalar,typename RhsScalar> struct functor_is_product_like<scalar_conj_product_op<LhsScalar,RhsScalar> > { enum { ret = 1 }; };
+template<typename LhsScalar,typename RhsScalar> struct functor_is_product_like<scalar_quotient_op<LhsScalar,RhsScalar> > { enum { ret = 1 }; };
+
+
+/** \internal
+  * \brief Template functor to add a scalar to a fixed other one
+  * \sa class CwiseUnaryOp, Array::operator+
+  */
+/* If you wonder why doing the pset1() in packetOp() is an optimization check scalar_multiple_op */
+template<typename Scalar>
+struct scalar_add_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  // FIXME default copy constructors seems bugged with std::complex<>
+  EIGEN_DEVICE_FUNC inline scalar_add_op(const scalar_add_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC inline scalar_add_op(const Scalar& other) : m_other(other) { }
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return a + m_other; }
+  EIGEN_DEVICE_FUNC inline const Packet packetOp(const Packet& a) const
+  { return internal::padd(a, pset1<Packet>(m_other)); }
+  const Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_add_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::AddCost, PacketAccess = packet_traits<Scalar>::HasAdd }; };
+
+/** \internal
+  * \brief Template functor to subtract a fixed scalar to another one
+  * \sa class CwiseUnaryOp, Array::operator-, struct scalar_add_op, struct scalar_rsub_op
+  */
+template<typename Scalar>
+struct scalar_sub_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC inline scalar_sub_op(const scalar_sub_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC inline scalar_sub_op(const Scalar& other) : m_other(other) { }
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return a - m_other; }
+  EIGEN_DEVICE_FUNC inline const Packet packetOp(const Packet& a) const
+  { return internal::psub(a, pset1<Packet>(m_other)); }
+  const Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_sub_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::AddCost, PacketAccess = packet_traits<Scalar>::HasAdd }; };
+
+/** \internal
+  * \brief Template functor to subtract a scalar to fixed another one
+  * \sa class CwiseUnaryOp, Array::operator-, struct scalar_add_op, struct scalar_sub_op
+  */
+template<typename Scalar>
+struct scalar_rsub_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC inline scalar_rsub_op(const scalar_rsub_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC inline scalar_rsub_op(const Scalar& other) : m_other(other) { }
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return m_other - a; }
+  EIGEN_DEVICE_FUNC inline const Packet packetOp(const Packet& a) const
+  { return internal::psub(pset1<Packet>(m_other), a); }
+  const Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_rsub_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::AddCost, PacketAccess = packet_traits<Scalar>::HasAdd }; };
+
+/** \internal
+  * \brief Template functor to raise a scalar to a power
+  * \sa class CwiseUnaryOp, Cwise::pow
+  */
+template<typename Scalar>
+struct scalar_pow_op {
+  // FIXME default copy constructors seems bugged with std::complex<>
+  EIGEN_DEVICE_FUNC inline scalar_pow_op(const scalar_pow_op& other) : m_exponent(other.m_exponent) { }
+  EIGEN_DEVICE_FUNC inline scalar_pow_op(const Scalar& exponent) : m_exponent(exponent) {}
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return numext::pow(a, m_exponent); }
+  const Scalar m_exponent;
+};
+template<typename Scalar>
+struct functor_traits<scalar_pow_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to compute the quotient between a scalar and array entries.
+  * \sa class CwiseUnaryOp, Cwise::inverse()
+  */
+template<typename Scalar>
+struct scalar_inverse_mult_op {
+  EIGEN_DEVICE_FUNC scalar_inverse_mult_op(const Scalar& other) : m_other(other) {}
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return m_other / a; }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC inline const Packet packetOp(const Packet& a) const
+  { return internal::pdiv(pset1<Packet>(m_other),a); }
+  Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_inverse_mult_op<Scalar> >
+{ enum { Cost = 2 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasDiv }; };
+
+/** \internal
+ * \brief Template functor to compute the modulo between an array and a scalar.
+ */
+template <typename Scalar>
+struct scalar_mod_op {
+  EIGEN_DEVICE_FUNC scalar_mod_op(const Scalar& divisor) : m_divisor(divisor) {}
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return a % m_divisor; }
+  const Scalar m_divisor;
+};
+template <typename Scalar>
+struct functor_traits<scalar_mod_op<Scalar> >
+{ enum { Cost = 2 * NumTraits<Scalar>::MulCost, PacketAccess = false }; };
+
+/** \internal
+ * \brief Template functor to compute the float modulo between an array and a scalar.
+ */
+template <typename Scalar>
+struct scalar_fmod_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_fmod_op);
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar
+  operator()(const Scalar& a, const Scalar& b) const {
+    EIGEN_USING_STD_MATH(fmod);
+    return (fmod)(a, b);
+  }
+};
+
+template <typename Scalar>
+struct functor_traits<scalar_fmod_op<Scalar> > {
+  enum { Cost = 2 * NumTraits<Scalar>::MulCost, PacketAccess = false };
+};
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BINARY_FUNCTORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/functors/NullaryFunctors.h b/third_party/eigen3/Eigen/src/Core/functors/NullaryFunctors.h
new file mode 100644
index 0000000000..6e464b2b8a
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/functors/NullaryFunctors.h
@@ -0,0 +1,158 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_NULLARY_FUNCTORS_H
+#define EIGEN_NULLARY_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Scalar>
+struct scalar_constant_op {
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_constant_op(const scalar_constant_op& other) : m_other(other.m_other) { }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE scalar_constant_op(const Scalar& other) : m_other(other) { }
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index, Index = 0) const { return m_other; }
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(Index, Index = 0) const { return internal::pset1<Packet>(m_other); }
+  const Scalar m_other;
+};
+template<typename Scalar>
+struct functor_traits<scalar_constant_op<Scalar> >
+// FIXME replace this packet test by a safe one
+{ enum { Cost = 1, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = true }; };
+
+template<typename Scalar> struct scalar_identity_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_identity_op)
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index row, Index col) const { return row==col ? Scalar(1) : Scalar(0); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_identity_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::AddCost, PacketAccess = false, IsRepeatable = true }; };
+
+template <typename Scalar, bool RandomAccess> struct linspaced_op_impl;
+
+// linear access for packet ops:
+// 1) initialization
+//   base = [low, ..., low] + ([step, ..., step] * [-size, ..., 0])
+// 2) each step (where size is 1 for coeff access or PacketSize for packet access)
+//   base += [size*step, ..., size*step]
+//
+// TODO: Perhaps it's better to initialize lazily (so not in the constructor but in packetOp)
+//       in order to avoid the padd() in operator() ?
+template <typename Scalar>
+struct linspaced_op_impl<Scalar,false>
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+
+  linspaced_op_impl(const Scalar& low, const Scalar& step) :
+  m_low(low), m_step(step),
+  m_packetStep(pset1<Packet>(packet_traits<Scalar>::size*step)),
+  m_base(padd(pset1<Packet>(low), pmul(pset1<Packet>(step),plset<Scalar>(-packet_traits<Scalar>::size)))) {}
+
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index i) const
+  {
+    m_base = padd(m_base, pset1<Packet>(m_step));
+    return m_low+Scalar(i)*m_step;
+  }
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index) const { return m_base = padd(m_base,m_packetStep); }
+
+  const Scalar m_low;
+  const Scalar m_step;
+  const Packet m_packetStep;
+  mutable Packet m_base;
+};
+
+// random access for packet ops:
+// 1) each step
+//   [low, ..., low] + ( [step, ..., step] * ( [i, ..., i] + [0, ..., size] ) )
+template <typename Scalar>
+struct linspaced_op_impl<Scalar,true>
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+
+  linspaced_op_impl(const Scalar& low, const Scalar& step) :
+  m_low(low), m_step(step),
+  m_lowPacket(pset1<Packet>(m_low)), m_stepPacket(pset1<Packet>(m_step)), m_interPacket(plset<Scalar>(0)) {}
+
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return m_low+i*m_step; }
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index i) const
+  { return internal::padd(m_lowPacket, pmul(m_stepPacket, padd(pset1<Packet>(i),m_interPacket))); }
+
+  const Scalar m_low;
+  const Scalar m_step;
+  const Packet m_lowPacket;
+  const Packet m_stepPacket;
+  const Packet m_interPacket;
+};
+
+// ----- Linspace functor ----------------------------------------------------------------
+
+// Forward declaration (we default to random access which does not really give
+// us a speed gain when using packet access but it allows to use the functor in
+// nested expressions).
+template <typename Scalar, bool RandomAccess = true> struct linspaced_op;
+template <typename Scalar, bool RandomAccess> struct functor_traits< linspaced_op<Scalar,RandomAccess> >
+{ enum { Cost = 1, PacketAccess = packet_traits<Scalar>::HasSetLinear, IsRepeatable = true }; };
+template <typename Scalar, bool RandomAccess> struct linspaced_op
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  linspaced_op(const Scalar& low, const Scalar& high, DenseIndex num_steps) : impl((num_steps==1 ? high : low), (num_steps==1 ? Scalar() : (high-low)/(num_steps-1))) {}
+
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return impl(i); }
+
+  // We need this function when assigning e.g. a RowVectorXd to a MatrixXd since
+  // there row==0 and col is used for the actual iteration.
+  template<typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (Index row, Index col) const
+  {
+    eigen_assert(col==0 || row==0);
+    return impl(col + row);
+  }
+
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index i) const { return impl.packetOp(i); }
+
+  // We need this function when assigning e.g. a RowVectorXd to a MatrixXd since
+  // there row==0 and col is used for the actual iteration.
+  template<typename Index>
+  EIGEN_STRONG_INLINE const Packet packetOp(Index row, Index col) const
+  {
+    eigen_assert(col==0 || row==0);
+    return impl.packetOp(col + row);
+  }
+
+  // This proxy object handles the actual required temporaries, the different
+  // implementations (random vs. sequential access) as well as the
+  // correct piping to size 2/4 packet operations.
+  const linspaced_op_impl<Scalar,RandomAccess> impl;
+};
+
+// all functors allow linear access, except scalar_identity_op. So we fix here a quick meta
+// to indicate whether a functor allows linear access, just always answering 'yes' except for
+// scalar_identity_op.
+// FIXME move this to functor_traits adding a functor_default
+template<typename Functor> struct functor_has_linear_access { enum { ret = 1 }; };
+template<typename Scalar> struct functor_has_linear_access<scalar_identity_op<Scalar> > { enum { ret = 0 }; };
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_NULLARY_FUNCTORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/functors/StlFunctors.h b/third_party/eigen3/Eigen/src/Core/functors/StlFunctors.h
new file mode 100644
index 0000000000..863fd451d3
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/functors/StlFunctors.h
@@ -0,0 +1,129 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_STL_FUNCTORS_H
+#define EIGEN_STL_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// default functor traits for STL functors:
+
+template<typename T>
+struct functor_traits<std::multiplies<T> >
+{ enum { Cost = NumTraits<T>::MulCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::divides<T> >
+{ enum { Cost = NumTraits<T>::MulCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::plus<T> >
+{ enum { Cost = NumTraits<T>::AddCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::minus<T> >
+{ enum { Cost = NumTraits<T>::AddCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::negate<T> >
+{ enum { Cost = NumTraits<T>::AddCost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::logical_or<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::logical_and<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::logical_not<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::greater<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::less<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::greater_equal<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::less_equal<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::equal_to<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::not_equal_to<T> >
+{ enum { Cost = 1, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::binder2nd<T> >
+{ enum { Cost = functor_traits<T>::Cost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::binder1st<T> >
+{ enum { Cost = functor_traits<T>::Cost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::unary_negate<T> >
+{ enum { Cost = 1 + functor_traits<T>::Cost, PacketAccess = false }; };
+
+template<typename T>
+struct functor_traits<std::binary_negate<T> >
+{ enum { Cost = 1 + functor_traits<T>::Cost, PacketAccess = false }; };
+
+#ifdef EIGEN_STDEXT_SUPPORT
+
+template<typename T0,typename T1>
+struct functor_traits<std::project1st<T0,T1> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::project2nd<T0,T1> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::select2nd<std::pair<T0,T1> > >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::select1st<std::pair<T0,T1> > >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+template<typename T0,typename T1>
+struct functor_traits<std::unary_compose<T0,T1> >
+{ enum { Cost = functor_traits<T0>::Cost + functor_traits<T1>::Cost, PacketAccess = false }; };
+
+template<typename T0,typename T1,typename T2>
+struct functor_traits<std::binary_compose<T0,T1,T2> >
+{ enum { Cost = functor_traits<T0>::Cost + functor_traits<T1>::Cost + functor_traits<T2>::Cost, PacketAccess = false }; };
+
+#endif // EIGEN_STDEXT_SUPPORT
+
+// allow to add new functors and specializations of functor_traits from outside Eigen.
+// this macro is really needed because functor_traits must be specialized after it is declared but before it is used...
+#ifdef EIGEN_FUNCTORS_PLUGIN
+#include EIGEN_FUNCTORS_PLUGIN
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_STL_FUNCTORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/functors/UnaryFunctors.h b/third_party/eigen3/Eigen/src/Core/functors/UnaryFunctors.h
new file mode 100644
index 0000000000..2a22e5bc19
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/functors/UnaryFunctors.h
@@ -0,0 +1,493 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_UNARY_FUNCTORS_H
+#define EIGEN_UNARY_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+#if defined(__NVCC__) || !defined(__CUDA_ARCH__)
+using std::abs;
+using std::exp;
+using std::log;
+using std::min;
+using std::sqrt;
+using std::cos;
+using std::sin;
+using std::tan;
+using std::acos;
+using std::asin;
+using std::atan;
+#endif
+
+/** \internal
+  * \brief Template functor to compute the opposite of a scalar
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::operator-
+  */
+template<typename Scalar> struct scalar_opposite_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_opposite_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { return -a; }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pnegate(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_opposite_op<Scalar> >
+{ enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasNegate };
+};
+
+/** \internal
+  * \brief Template functor to compute the absolute value of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::abs
+  */
+template<typename Scalar> struct scalar_abs_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_abs_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return abs(a); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pabs(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_abs_op<Scalar> >
+{
+  enum {
+    Cost = NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasAbs
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the squared absolute value of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::abs2
+  */
+template<typename Scalar> struct scalar_abs2_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_abs2_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const result_type operator() (const Scalar& a) const { return numext::abs2(a); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a,a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_abs2_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasAbs2 }; };
+
+/** \internal
+  * \brief Template functor to compute the conjugate of a complex value
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::conjugate()
+  */
+template<typename Scalar> struct scalar_conjugate_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_conjugate_op)
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { using numext::conj; return conj(a); }
+  template<typename Packet>
+  EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a) const { return internal::pconj(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_conjugate_op<Scalar> >
+{
+  enum {
+    Cost = NumTraits<Scalar>::IsComplex ? NumTraits<Scalar>::AddCost : 0,
+    PacketAccess = packet_traits<Scalar>::HasConj
+  };
+};
+
+/** \internal
+  * \brief Template functor to cast a scalar to another type
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::cast()
+  */
+template<typename Scalar, typename NewType>
+struct scalar_cast_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_cast_op)
+  typedef NewType result_type;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const NewType operator() (const Scalar& a) const { return cast<Scalar, NewType>(a); }
+};
+template<typename Scalar, typename NewType>
+struct functor_traits<scalar_cast_op<Scalar,NewType> >
+{ enum { Cost = is_same<Scalar, NewType>::value ? 0 : NumTraits<NewType>::AddCost, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to convert a scalar to another type using a custom functor.
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::convert()
+  */
+template<typename Scalar, typename NewType, typename ConvertOp>
+struct scalar_convert_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_convert_op)
+  typedef NewType result_type;
+  EIGEN_STRONG_INLINE const NewType operator() (const Scalar& a) const { return ConvertOp()(a); }
+};
+template<typename Scalar, typename NewType, typename ConvertOp>
+struct functor_traits<scalar_convert_op<Scalar,NewType,ConvertOp> >
+{ enum { Cost = is_same<Scalar, NewType>::value ? 0 : NumTraits<NewType>::AddCost, PacketAccess = false }; };
+
+
+/** \internal
+  * \brief Template functor to extract the real part of a complex
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::real()
+  */
+template<typename Scalar>
+struct scalar_real_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_real_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return numext::real(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_real_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the imaginary part of a complex
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::imag()
+  */
+template<typename Scalar>
+struct scalar_imag_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_imag_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE result_type operator() (const Scalar& a) const { return numext::imag(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_imag_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the real part of a complex as a reference
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::real()
+  */
+template<typename Scalar>
+struct scalar_real_ref_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_real_ref_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return numext::real_ref(*const_cast<Scalar*>(&a)); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_real_ref_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  * \brief Template functor to extract the imaginary part of a complex as a reference
+  *
+  * \sa class CwiseUnaryOp, MatrixBase::imag()
+  */
+template<typename Scalar>
+struct scalar_imag_ref_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_imag_ref_op)
+  typedef typename NumTraits<Scalar>::Real result_type;
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE result_type& operator() (const Scalar& a) const { return numext::imag_ref(*const_cast<Scalar*>(&a)); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_imag_ref_op<Scalar> >
+{ enum { Cost = 0, PacketAccess = false }; };
+
+/** \internal
+  *
+  * \brief Template functor to compute the exponential of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::exp()
+  */
+template<typename Scalar> struct scalar_exp_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_exp_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return exp(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pexp(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_exp_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasExp }; };
+
+/** \internal
+  *
+  * \brief Template functor to compute the logarithm of a scalar
+  *
+  * \sa class CwiseUnaryOp, Cwise::log()
+  */
+template<typename Scalar> struct scalar_log_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_log_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return log(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::plog(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_log_op<Scalar> >
+{ enum { Cost = 5 * NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasLog }; };
+
+
+/** \internal
+  * \brief Template functor to compute the square root of a scalar
+  * \sa class CwiseUnaryOp, Cwise::sqrt()
+  */
+template<typename Scalar> struct scalar_sqrt_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sqrt_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return sqrt(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::psqrt(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_sqrt_op<Scalar> >
+{ enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasSqrt
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the reciprocal square root of a scalar
+  * \sa class CwiseUnaryOp, Cwise::rsqrt()
+  */
+template<typename Scalar> struct scalar_rsqrt_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_rsqrt_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return Scalar(1)/sqrt(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::prsqrt(a); }
+};
+
+template<typename Scalar>
+struct functor_traits<scalar_rsqrt_op<Scalar> >
+{ enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasRsqrt
+  };
+};
+
+
+/** \internal
+  * \brief Template functor to compute the cosine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::cos()
+  */
+template<typename Scalar> struct scalar_cos_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_cos_op)
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return cos(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pcos(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_cos_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasCos
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the sine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::sin()
+  */
+template<typename Scalar> struct scalar_sin_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sin_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return sin(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::psin(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_sin_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasSin
+  };
+};
+
+
+/** \internal
+  * \brief Template functor to compute the tan of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::tan()
+  */
+template<typename Scalar> struct scalar_tan_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_tan_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return tan(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::ptan(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_tan_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasTan
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the arc cosine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::acos()
+  */
+template<typename Scalar> struct scalar_acos_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_acos_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return acos(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pacos(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_acos_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasACos
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the arc sine of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::asin()
+  */
+template<typename Scalar> struct scalar_asin_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_asin_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { return asin(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::pasin(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_asin_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasASin
+  };
+};
+
+
+/** \internal
+  * \brief Template functor to compute the atan of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::atan()
+  */
+template<typename Scalar> struct scalar_atan_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_atan_op)
+  inline const Scalar operator() (const Scalar& a) const { return atan(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::patan(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_atan_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasATan
+  };
+};
+
+ /** \internal
+  * \brief Template functor to compute the tanh of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::tanh()
+  */
+template<typename Scalar> struct scalar_tanh_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_tanh_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { using std::tanh; return tanh(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::ptanh(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_tanh_op<Scalar> >
+{
+  enum {
+    Cost = 6 * NumTraits<Scalar>::MulCost + 4 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasTanH
+  };
+};
+
+ /** \internal
+  * \brief Template functor to compute the sigmoid of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::sigmoid()
+  */
+template <typename T>
+struct scalar_sigmoid_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sigmoid_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator()(const T& x) const {
+    const T one = T(1);
+    return one / (one + std::exp(-x));
+  }
+
+  template <typename Packet>
+  inline Packet packetOp(const Packet& x) const {
+    const Packet one = pset1<Packet>(1);
+    return pdiv(one, padd(one, pexp(pnegate(x))));
+  }
+};
+
+template <typename T>
+struct functor_traits<scalar_sigmoid_op<T> > {
+  enum {
+    Cost = NumTraits<T>::AddCost * 2 + NumTraits<T>::MulCost * 6,
+    PacketAccess = packet_traits<T>::HasAdd && packet_traits<T>::HasDiv &&
+                   packet_traits<T>::HasNegate && packet_traits<T>::HasExp
+  };
+};
+
+/** \internal
+  * \brief Template functor to compute the inverse of a scalar
+  * \sa class CwiseUnaryOp, Cwise::inverse()
+  */
+template<typename Scalar>
+struct scalar_inverse_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_inverse_op)
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return Scalar(1)/a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pdiv(pset1<Packet>(Scalar(1)),a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_inverse_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasDiv }; };
+
+/** \internal
+  * \brief Template functor to compute the square of a scalar
+  * \sa class CwiseUnaryOp, Cwise::square()
+  */
+template<typename Scalar>
+struct scalar_square_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_square_op)
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return a*a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a,a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_square_op<Scalar> >
+{ enum { Cost = NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasMul }; };
+
+/** \internal
+  * \brief Template functor to compute the cube of a scalar
+  * \sa class CwiseUnaryOp, Cwise::cube()
+  */
+template<typename Scalar>
+struct scalar_cube_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_cube_op)
+  EIGEN_DEVICE_FUNC inline Scalar operator() (const Scalar& a) const { return a*a*a; }
+  template<typename Packet>
+  inline const Packet packetOp(const Packet& a) const
+  { return internal::pmul(a,pmul(a,a)); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_cube_op<Scalar> >
+{ enum { Cost = 2*NumTraits<Scalar>::MulCost, PacketAccess = packet_traits<Scalar>::HasMul }; };
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_FUNCTORS_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/CoeffBasedProduct.h b/third_party/eigen3/Eigen/src/Core/products/CoeffBasedProduct.h
new file mode 100644
index 0000000000..35a6e36e81
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/CoeffBasedProduct.h
@@ -0,0 +1,454 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2010 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_COEFFBASED_PRODUCT_H
+#define EIGEN_COEFFBASED_PRODUCT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/*********************************************************************************
+*  Coefficient based product implementation.
+*  It is designed for the following use cases:
+*  - small fixed sizes
+*  - lazy products
+*********************************************************************************/
+
+/* Since the all the dimensions of the product are small, here we can rely
+ * on the generic Assign mechanism to evaluate the product per coeff (or packet).
+ *
+ * Note that here the inner-loops should always be unrolled.
+ */
+
+template<int Traversal, int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
+struct product_coeff_impl;
+
+template<int StorageOrder, int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl;
+
+template<typename LhsNested, typename RhsNested, int NestingFlags>
+struct traits<CoeffBasedProduct<LhsNested,RhsNested,NestingFlags> >
+{
+  typedef MatrixXpr XprKind;
+  typedef typename remove_all<LhsNested>::type _LhsNested;
+  typedef typename remove_all<RhsNested>::type _RhsNested;
+  typedef typename scalar_product_traits<typename _LhsNested::Scalar, typename _RhsNested::Scalar>::ReturnType Scalar;
+  typedef typename promote_storage_type<typename traits<_LhsNested>::StorageKind,
+                                           typename traits<_RhsNested>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<_LhsNested>::Index,
+                                         typename traits<_RhsNested>::Index>::type Index;
+
+  enum {
+      LhsCoeffReadCost = _LhsNested::CoeffReadCost,
+      RhsCoeffReadCost = _RhsNested::CoeffReadCost,
+      LhsFlags = _LhsNested::Flags,
+      RhsFlags = _RhsNested::Flags,
+
+      RowsAtCompileTime = _LhsNested::RowsAtCompileTime,
+      ColsAtCompileTime = _RhsNested::ColsAtCompileTime,
+      InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime),
+
+      MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime,
+
+      LhsRowMajor = LhsFlags & RowMajorBit,
+      RhsRowMajor = RhsFlags & RowMajorBit,
+
+      SameType = is_same<typename _LhsNested::Scalar,typename _RhsNested::Scalar>::value,
+
+      CanVectorizeRhs = RhsRowMajor && (RhsFlags & PacketAccessBit)
+                      && (ColsAtCompileTime == Dynamic
+                          || ( (ColsAtCompileTime % packet_traits<Scalar>::size) == 0
+                              && (RhsFlags&AlignedBit)
+                             )
+                         ),
+
+      CanVectorizeLhs = (!LhsRowMajor) && (LhsFlags & PacketAccessBit)
+                      && (RowsAtCompileTime == Dynamic
+                          || ( (RowsAtCompileTime % packet_traits<Scalar>::size) == 0
+                              && (LhsFlags&AlignedBit)
+                             )
+                         ),
+
+      EvalToRowMajor = (MaxRowsAtCompileTime==1&&MaxColsAtCompileTime!=1) ? 1
+                     : (MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
+                     : (RhsRowMajor && !CanVectorizeLhs),
+
+      Flags = ((unsigned int)(LhsFlags | RhsFlags) & HereditaryBits & ~RowMajorBit)
+            | (EvalToRowMajor ? RowMajorBit : 0)
+            | NestingFlags
+            | (CanVectorizeLhs ? (LhsFlags & AlignedBit) : 0)
+            | (CanVectorizeRhs ? (RhsFlags & AlignedBit) : 0)
+            // TODO enable vectorization for mixed types
+            | (SameType && (CanVectorizeLhs || CanVectorizeRhs) ? PacketAccessBit : 0),
+
+      CoeffReadCost = InnerSize == Dynamic ? Dynamic
+                    : InnerSize * (NumTraits<Scalar>::MulCost + LhsCoeffReadCost + RhsCoeffReadCost)
+                      + (InnerSize - 1) * NumTraits<Scalar>::AddCost,
+
+      /* CanVectorizeInner deserves special explanation. It does not affect the product flags. It is not used outside
+      * of Product. If the Product itself is not a packet-access expression, there is still a chance that the inner
+      * loop of the product might be vectorized. This is the meaning of CanVectorizeInner. Since it doesn't affect
+      * the Flags, it is safe to make this value depend on ActualPacketAccessBit, that doesn't affect the ABI.
+      */
+      CanVectorizeInner =    SameType
+                          && LhsRowMajor
+                          && (!RhsRowMajor)
+                          && (LhsFlags & RhsFlags & ActualPacketAccessBit)
+                          && (LhsFlags & RhsFlags & AlignedBit)
+                          && (InnerSize % packet_traits<Scalar>::size == 0)
+    };
+};
+
+} // end namespace internal
+
+template<typename LhsNested, typename RhsNested, int NestingFlags>
+class CoeffBasedProduct
+  : internal::no_assignment_operator,
+    public MatrixBase<CoeffBasedProduct<LhsNested, RhsNested, NestingFlags> >
+{
+  public:
+
+    typedef MatrixBase<CoeffBasedProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(CoeffBasedProduct)
+    typedef typename Base::PlainObject PlainObject;
+
+  private:
+
+    typedef typename internal::traits<CoeffBasedProduct>::_LhsNested _LhsNested;
+    typedef typename internal::traits<CoeffBasedProduct>::_RhsNested _RhsNested;
+
+    enum {
+      PacketSize = internal::packet_traits<Scalar>::size,
+      InnerSize  = internal::traits<CoeffBasedProduct>::InnerSize,
+      Unroll = CoeffReadCost != Dynamic && CoeffReadCost <= EIGEN_UNROLLING_LIMIT,
+      CanVectorizeInner = internal::traits<CoeffBasedProduct>::CanVectorizeInner
+    };
+
+    typedef internal::product_coeff_impl<CanVectorizeInner ? InnerVectorizedTraversal : DefaultTraversal,
+                                   Unroll ? InnerSize-1 : Dynamic,
+                                   _LhsNested, _RhsNested, Scalar> ScalarCoeffImpl;
+
+    typedef CoeffBasedProduct<LhsNested,RhsNested,NestByRefBit> LazyCoeffBasedProductType;
+
+  public:
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffBasedProduct(const CoeffBasedProduct& other)
+      : Base(), m_lhs(other.m_lhs), m_rhs(other.m_rhs)
+    {}
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_DEVICE_FUNC 
+    inline CoeffBasedProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      // we don't allow taking products of matrices of different real types, as that wouldn't be vectorizable.
+      // We still allow to mix T and complex<T>.
+      EIGEN_STATIC_ASSERT((internal::scalar_product_traits<typename Lhs::RealScalar, typename Rhs::RealScalar>::Defined),
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+      eigen_assert(lhs.cols() == rhs.rows()
+        && "invalid matrix product"
+        && "if you wanted a coeff-wise or a dot product use the respective explicit functions");
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index row, Index col) const
+    {
+      Scalar res;
+      ScalarCoeffImpl::run(row, col, m_lhs, m_rhs, res);
+      return res;
+    }
+
+    /* Allow index-based non-packet access. It is impossible though to allow index-based packed access,
+     * which is why we don't set the LinearAccessBit.
+     */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index index) const
+    {
+      Scalar res;
+      const Index row = RowsAtCompileTime == 1 ? 0 : index;
+      const Index col = RowsAtCompileTime == 1 ? index : 0;
+      ScalarCoeffImpl::run(row, col, m_lhs, m_rhs, res);
+      return res;
+    }
+
+    template<int LoadMode>
+    EIGEN_STRONG_INLINE const PacketScalar packet(Index row, Index col) const
+    {
+      PacketScalar res;
+      internal::product_packet_impl<Flags&RowMajorBit ? RowMajor : ColMajor,
+                              Unroll ? InnerSize-1 : Dynamic,
+                              _LhsNested, _RhsNested, PacketScalar, LoadMode>
+        ::run(row, col, m_lhs, m_rhs, res);
+      return res;
+    }
+
+    // Implicit conversion to the nested type (trigger the evaluation of the product)
+    EIGEN_DEVICE_FUNC 
+    EIGEN_STRONG_INLINE operator const PlainObject& () const
+    {
+      m_result.lazyAssign(*this);
+      return m_result;
+    }
+
+    EIGEN_DEVICE_FUNC const _LhsNested& lhs() const { return m_lhs; }
+    EIGEN_DEVICE_FUNC const _RhsNested& rhs() const { return m_rhs; }
+
+    EIGEN_DEVICE_FUNC
+    const Diagonal<const LazyCoeffBasedProductType,0> diagonal() const
+    { return reinterpret_cast<const LazyCoeffBasedProductType&>(*this); }
+
+    template<int DiagonalIndex>
+    EIGEN_DEVICE_FUNC 
+    const Diagonal<const LazyCoeffBasedProductType,DiagonalIndex> diagonal() const
+    { return reinterpret_cast<const LazyCoeffBasedProductType&>(*this); }
+
+    EIGEN_DEVICE_FUNC
+    const Diagonal<const LazyCoeffBasedProductType, DynamicIndex> diagonal(Index index) const {
+      return Diagonal<const LazyCoeffBasedProductType, DynamicIndex>(
+          reinterpret_cast<const LazyCoeffBasedProductType&>(*this), index);
+    }
+
+  protected:
+    typename internal::add_const_on_value_type<LhsNested>::type m_lhs;
+    typename internal::add_const_on_value_type<RhsNested>::type m_rhs;
+
+    mutable PlainObject m_result;
+};
+
+namespace internal {
+
+// here we need to overload the nested rule for products
+// such that the nested type is a const reference to a plain matrix
+template<typename Lhs, typename Rhs, int N, typename PlainObject>
+struct nested<CoeffBasedProduct<Lhs,Rhs,EvalBeforeNestingBit|EvalBeforeAssigningBit>, N, PlainObject>
+{
+  typedef PlainObject const& type;
+};
+
+/***************************************************************************
+* Normal product .coeff() implementation (with meta-unrolling)
+***************************************************************************/
+
+/**************************************
+*** Scalar path  - no vectorization ***
+**************************************/
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
+struct product_coeff_impl<DefaultTraversal, UnrollingIndex, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res)
+  {
+    product_coeff_impl<DefaultTraversal, UnrollingIndex-1, Lhs, Rhs, RetScalar>::run(row, col, lhs, rhs, res);
+    res += lhs.coeff(row, UnrollingIndex) * rhs.coeff(UnrollingIndex, col);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename RetScalar>
+struct product_coeff_impl<DefaultTraversal, 0, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res)
+  {
+    res = lhs.coeff(row, 0) * rhs.coeff(0, col);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename RetScalar>
+struct product_coeff_impl<DefaultTraversal, Dynamic, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  EIGEN_DEVICE_FUNC 
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar& res)
+  {
+    eigen_assert(lhs.cols()>0 && "you are using a non initialized matrix");
+    res = lhs.coeff(row, 0) * rhs.coeff(0, col);
+      for(Index i = 1; i < lhs.cols(); ++i)
+        res += lhs.coeff(row, i) * rhs.coeff(i, col);
+  }
+};
+
+/*******************************************
+*** Scalar path with inner vectorization ***
+*******************************************/
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet>
+struct product_coeff_vectorized_unroller
+{
+  typedef typename Lhs::Index Index;
+  enum { PacketSize = packet_traits<typename Lhs::Scalar>::size };
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::PacketScalar &pres)
+  {
+    product_coeff_vectorized_unroller<UnrollingIndex-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, pres);
+    pres = padd(pres, pmul( lhs.template packet<Aligned>(row, UnrollingIndex) , rhs.template packet<Aligned>(UnrollingIndex, col) ));
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet>
+struct product_coeff_vectorized_unroller<0, Lhs, Rhs, Packet>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::PacketScalar &pres)
+  {
+    pres = pmul(lhs.template packet<Aligned>(row, 0) , rhs.template packet<Aligned>(0, col));
+  }
+};
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename RetScalar>
+struct product_coeff_impl<InnerVectorizedTraversal, UnrollingIndex, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::PacketScalar Packet;
+  typedef typename Lhs::Index Index;
+  enum { PacketSize = packet_traits<typename Lhs::Scalar>::size };
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, RetScalar &res)
+  {
+    Packet pres;
+    product_coeff_vectorized_unroller<UnrollingIndex+1-PacketSize, Lhs, Rhs, Packet>::run(row, col, lhs, rhs, pres);
+    res = predux(pres);
+  }
+};
+
+template<typename Lhs, typename Rhs, int LhsRows = Lhs::RowsAtCompileTime, int RhsCols = Rhs::ColsAtCompileTime>
+struct product_coeff_vectorized_dyn_selector
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res)
+  {
+    res = lhs.row(row).transpose().cwiseProduct(rhs.col(col)).sum();
+  }
+};
+
+// NOTE the 3 following specializations are because taking .col(0) on a vector is a bit slower
+// NOTE maybe they are now useless since we have a specialization for Block<Matrix>
+template<typename Lhs, typename Rhs, int RhsCols>
+struct product_coeff_vectorized_dyn_selector<Lhs,Rhs,1,RhsCols>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index /*row*/, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res)
+  {
+    res = lhs.transpose().cwiseProduct(rhs.col(col)).sum();
+  }
+};
+
+template<typename Lhs, typename Rhs, int LhsRows>
+struct product_coeff_vectorized_dyn_selector<Lhs,Rhs,LhsRows,1>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index /*col*/, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res)
+  {
+    res = lhs.row(row).transpose().cwiseProduct(rhs).sum();
+  }
+};
+
+template<typename Lhs, typename Rhs>
+struct product_coeff_vectorized_dyn_selector<Lhs,Rhs,1,1>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res)
+  {
+    res = lhs.transpose().cwiseProduct(rhs).sum();
+  }
+};
+
+template<typename Lhs, typename Rhs, typename RetScalar>
+struct product_coeff_impl<InnerVectorizedTraversal, Dynamic, Lhs, Rhs, RetScalar>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, typename Lhs::Scalar &res)
+  {
+    product_coeff_vectorized_dyn_selector<Lhs,Rhs>::run(row, col, lhs, rhs, res);
+  }
+};
+
+/*******************
+*** Packet path  ***
+*******************/
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl<RowMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res)
+  {
+    product_packet_impl<RowMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, res);
+    res =  pmadd(pset1<Packet>(lhs.coeff(row, UnrollingIndex)), rhs.template packet<LoadMode>(UnrollingIndex, col), res);
+  }
+};
+
+template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl<ColMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res)
+  {
+    product_packet_impl<ColMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, res);
+    res =  pmadd(lhs.template packet<LoadMode>(row, UnrollingIndex), pset1<Packet>(rhs.coeff(UnrollingIndex, col)), res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res)
+  {
+    res = pmul(pset1<Packet>(lhs.coeff(row, 0)),rhs.template packet<LoadMode>(0, col));
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet &res)
+  {
+    res = pmul(lhs.template packet<LoadMode>(row, 0), pset1<Packet>(rhs.coeff(0, col)));
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl<RowMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet& res)
+  {
+    eigen_assert(lhs.cols()>0 && "you are using a non initialized matrix");
+    res = pmul(pset1<Packet>(lhs.coeff(row, 0)),rhs.template packet<LoadMode>(0, col));
+      for(Index i = 1; i < lhs.cols(); ++i)
+        res =  pmadd(pset1<Packet>(lhs.coeff(row, i)), rhs.template packet<LoadMode>(i, col), res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
+struct product_packet_impl<ColMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
+{
+  typedef typename Lhs::Index Index;
+  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Packet& res)
+  {
+    eigen_assert(lhs.cols()>0 && "you are using a non initialized matrix");
+    res = pmul(lhs.template packet<LoadMode>(row, 0), pset1<Packet>(rhs.coeff(0, col)));
+      for(Index i = 1; i < lhs.cols(); ++i)
+        res =  pmadd(lhs.template packet<LoadMode>(row, i), pset1<Packet>(rhs.coeff(i, col)), res);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COEFFBASED_PRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h b/third_party/eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h
new file mode 100644
index 0000000000..80bd6aa0e6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralBlockPanelKernel.h
@@ -0,0 +1,2197 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_GENERAL_BLOCK_PANEL_H
+#define EIGEN_GENERAL_BLOCK_PANEL_H
+
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename _LhsScalar, typename _RhsScalar, bool _ConjLhs=false, bool _ConjRhs=false>
+class gebp_traits;
+
+
+/** \internal \returns b if a<=0, and returns a otherwise. */
+inline std::ptrdiff_t manage_caching_sizes_helper(std::ptrdiff_t a, std::ptrdiff_t b)
+{
+  return a<=0 ? b : a;
+}
+
+#if EIGEN_ARCH_i386_OR_x86_64
+const std::ptrdiff_t defaultL1CacheSize = 32*1024;
+const std::ptrdiff_t defaultL2CacheSize = 256*1024;
+const std::ptrdiff_t defaultL3CacheSize = 2*1024*1024;
+#else
+const std::ptrdiff_t defaultL1CacheSize = 16*1024;
+const std::ptrdiff_t defaultL2CacheSize = 512*1024;
+const std::ptrdiff_t defaultL3CacheSize = 512*1024;
+#endif
+
+/** \internal */
+inline void manage_caching_sizes(Action action, std::ptrdiff_t* l1, std::ptrdiff_t* l2, std::ptrdiff_t* l3)
+{
+  static bool m_cache_sizes_initialized = false;
+  static std::ptrdiff_t m_l1CacheSize = 0;
+  static std::ptrdiff_t m_l2CacheSize = 0;
+  static std::ptrdiff_t m_l3CacheSize = 0;
+
+  if(EIGEN_UNLIKELY(!m_cache_sizes_initialized))
+  {
+    int l1CacheSize, l2CacheSize, l3CacheSize;
+    queryCacheSizes(l1CacheSize, l2CacheSize, l3CacheSize);
+    m_l1CacheSize = manage_caching_sizes_helper(l1CacheSize, defaultL1CacheSize);
+    m_l2CacheSize = manage_caching_sizes_helper(l2CacheSize, defaultL2CacheSize);
+    m_l3CacheSize = manage_caching_sizes_helper(l3CacheSize, defaultL3CacheSize);
+    m_cache_sizes_initialized = true;
+  }
+
+  if(EIGEN_UNLIKELY(action==SetAction))
+  {
+    // set the cpu cache size and cache all block sizes from a global cache size in byte
+    eigen_internal_assert(l1!=0 && l2!=0);
+    m_l1CacheSize = *l1;
+    m_l2CacheSize = *l2;
+    m_l3CacheSize = *l3;
+  }
+  else if(EIGEN_LIKELY(action==GetAction))
+  {
+    eigen_internal_assert(l1!=0 && l2!=0);
+    *l1 = m_l1CacheSize;
+    *l2 = m_l2CacheSize;
+    *l3 = m_l3CacheSize;
+  }
+  else
+  {
+    eigen_internal_assert(false);
+  }
+}
+
+#define CEIL(a, b) ((a)+(b)-1)/(b)
+
+/* Helper for computeProductBlockingSizes.
+ *
+ * Given a m x k times k x n matrix product of scalar types \c LhsScalar and \c RhsScalar,
+ * this function computes the blocking size parameters along the respective dimensions
+ * for matrix products and related algorithms. The blocking sizes depends on various
+ * parameters:
+ * - the L1 and L2 cache sizes,
+ * - the register level blocking sizes defined by gebp_traits,
+ * - the number of scalars that fit into a packet (when vectorization is enabled).
+ *
+ * \sa setCpuCacheSizes */
+template<typename LhsScalar, typename RhsScalar, int KcFactor, typename Index>
+void evaluateProductBlockingSizesHeuristic(Index& k, Index& m, Index& n, Index num_threads = 1)
+{
+  // Explanations:
+  // Let's recall the product algorithms form kc x nc horizontal panels B' on the rhs and
+  // mc x kc blocks A' on the lhs. A' has to fit into L2 cache. Moreover, B' is processed
+  // per kc x nr vertical small panels where nr is the blocking size along the n dimension
+  // at the register level. For vectorization purpose, these small vertical panels are unpacked,
+  // e.g., each coefficient is replicated to fit a packet. This small vertical panel has to
+  // stay in L1 cache.
+  typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+  typedef typename Traits::ResScalar ResScalar;
+  enum {
+    kdiv = KcFactor * (Traits::mr * sizeof(LhsScalar) + Traits::nr * sizeof(RhsScalar)),
+    ksub = Traits::mr * Traits::nr * sizeof(ResScalar),
+    k_mask = (0xffffffff/8)*8,
+
+    mr = Traits::mr,
+    mr_mask = (0xffffffff/mr)*mr,
+
+    nr = Traits::nr,
+    nr_mask = (0xffffffff/nr)*nr
+  };
+
+  std::ptrdiff_t l1, l2, l3;
+  manage_caching_sizes(GetAction, &l1, &l2, &l3);
+
+  // Increasing k gives us more time to prefetch the content of the "C"
+  // registers. However once the latency is hidden there is no point in
+  // increasing the value of k, so we'll cap it at 320 (value determined
+  // experimentally).
+  const Index k_cache = (std::min<Index>)((l1-ksub)/kdiv, 320);
+  if (k_cache < k) {
+    k = k_cache & k_mask;
+    eigen_assert(k > 0);
+  }
+
+  const Index n_cache = (l2-l1) / (nr * sizeof(RhsScalar) * k);
+  Index n_per_thread = CEIL(n, num_threads);
+  if (n_cache <= n_per_thread) {
+    // Don't exceed the capacity of the l2 cache.
+    if (n_cache < nr) {
+      n = nr;
+    } else {
+      n = n_cache & nr_mask;
+      eigen_assert(n > 0);
+    }
+  } else {
+    n = (std::min<Index>)(n, (n_per_thread + nr - 1) & nr_mask);
+  }
+
+  if (l3 > l2) {
+    // l3 is shared between all cores, so we'll give each thread its own chunk of l3.
+    const Index m_cache = (l3-l2) / (sizeof(LhsScalar) * k * num_threads);
+    const Index m_per_thread = CEIL(m, num_threads);
+    if(m_cache < m_per_thread && m_cache >= static_cast<Index>(mr)) {
+      m = m_cache & mr_mask;
+      eigen_assert(m > 0);
+    } else {
+      m = (std::min<Index>)(m, (m_per_thread + mr - 1) & mr_mask);
+    }
+  }
+}
+
+template <typename Index>
+bool useSpecificBlockingSizes(Index& k, Index& m, Index& n)
+{
+#ifdef EIGEN_TEST_SPECIFIC_BLOCKING_SIZES
+  if (EIGEN_TEST_SPECIFIC_BLOCKING_SIZES) {
+    k = std::min<Index>(k, EIGEN_TEST_SPECIFIC_BLOCKING_SIZE_K);
+    m = std::min<Index>(m, EIGEN_TEST_SPECIFIC_BLOCKING_SIZE_M);
+    n = std::min<Index>(n, EIGEN_TEST_SPECIFIC_BLOCKING_SIZE_N);
+    return true;
+  }
+#else
+  EIGEN_UNUSED_VARIABLE(k)
+  EIGEN_UNUSED_VARIABLE(m)
+  EIGEN_UNUSED_VARIABLE(n)
+#endif
+  return false;
+}
+
+/** \brief Computes the blocking parameters for a m x k times k x n matrix product
+  *
+  * \param[in,out] k Input: the third dimension of the product. Output: the blocking size along the same dimension.
+  * \param[in,out] m Input: the number of rows of the left hand side. Output: the blocking size along the same dimension.
+  * \param[in,out] n Input: the number of columns of the right hand side. Output: the blocking size along the same dimension.
+  *
+  * Given a m x k times k x n matrix product of scalar types \c LhsScalar and \c RhsScalar,
+  * this function computes the blocking size parameters along the respective dimensions
+  * for matrix products and related algorithms.
+  *
+  * The blocking size parameters may be evaluated:
+  *   - either by a heuristic based on cache sizes;
+  *   - or using fixed prescribed values (for testing purposes).
+  *
+  * \sa setCpuCacheSizes */
+
+template<typename LhsScalar, typename RhsScalar, int KcFactor, typename Index>
+void computeProductBlockingSizes(Index& k, Index& m, Index& n, Index num_threads = 1)
+{
+  if (!k || !m || !n) {
+    return;
+  }
+
+  if (!useSpecificBlockingSizes(k, m, n)) {
+    evaluateProductBlockingSizesHeuristic<LhsScalar, RhsScalar, KcFactor>(k, m, n, num_threads);
+  }
+
+#if !EIGEN_ARCH_i386_OR_x86_64
+  // The following code rounds k,m,n down to the nearest multiple of register-level blocking sizes.
+  // We should always do that, and in upstream Eigen we always do that.
+  // Unfortunately, we can't do that in Google3 on x86[-64] because this makes tiny differences in results and
+  // we have some unfortunate tests require very specific relative errors which fail because of that,
+  // at least //learning/laser/algorithms/wals:wals_batch_solver_test.
+  // Note that this wouldn't make any difference if we had been using only correctly rounded values,
+  // but we've not! See how in evaluateProductBlockingSizesHeuristic, we do the rounding down by
+  // bit-masking, e.g. mr_mask = (0xffffffff/mr)*mr, implicitly assuming that mr is always a power of
+  // two, which is not the case with the 3px4 kernel.
+  typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+  enum {
+    kr = 8,
+    mr = Traits::mr,
+    nr = Traits::nr
+  };
+  if (k > kr) k -= k % kr;
+  if (m > mr) m -= m % mr;
+  if (n > nr) n -= n % nr;
+#endif
+}
+
+template<typename LhsScalar, typename RhsScalar, typename Index>
+inline void computeProductBlockingSizes(Index& k, Index& m, Index& n, Index num_threads)
+{
+  computeProductBlockingSizes<LhsScalar,RhsScalar,1>(k, m, n, num_threads);
+}
+
+#ifdef EIGEN_HAS_SINGLE_INSTRUCTION_CJMADD
+  #define CJMADD(CJ,A,B,C,T)  C = CJ.pmadd(A,B,C);
+#else
+
+  // FIXME (a bit overkill maybe ?)
+
+  template<typename CJ, typename A, typename B, typename C, typename T> struct gebp_madd_selector {
+    EIGEN_ALWAYS_INLINE static void run(const CJ& cj, A& a, B& b, C& c, T& /*t*/)
+    {
+      c = cj.pmadd(a,b,c);
+    }
+  };
+
+  template<typename CJ, typename T> struct gebp_madd_selector<CJ,T,T,T,T> {
+    EIGEN_ALWAYS_INLINE static void run(const CJ& cj, T& a, T& b, T& c, T& t)
+    {
+      t = b; t = cj.pmul(a,t); c = padd(c,t);
+    }
+  };
+
+  template<typename CJ, typename A, typename B, typename C, typename T>
+  EIGEN_STRONG_INLINE void gebp_madd(const CJ& cj, A& a, B& b, C& c, T& t)
+  {
+    gebp_madd_selector<CJ,A,B,C,T>::run(cj,a,b,c,t);
+  }
+
+  #define CJMADD(CJ,A,B,C,T)  gebp_madd(CJ,A,B,C,T);
+//   #define CJMADD(CJ,A,B,C,T)  T = B; T = CJ.pmul(A,T); C = padd(C,T);
+#endif
+
+/* Vectorization logic
+ *  real*real: unpack rhs to constant packets, ...
+ *
+ *  cd*cd : unpack rhs to (b_r,b_r), (b_i,b_i), mul to get (a_r b_r,a_i b_r) (a_r b_i,a_i b_i),
+ *          storing each res packet into two packets (2x2),
+ *          at the end combine them: swap the second and addsub them
+ *  cf*cf : same but with 2x4 blocks
+ *  cplx*real : unpack rhs to constant packets, ...
+ *  real*cplx : load lhs as (a0,a0,a1,a1), and mul as usual
+ */
+template<typename _LhsScalar, typename _RhsScalar, bool _ConjLhs, bool _ConjRhs>
+class gebp_traits
+{
+public:
+  typedef _LhsScalar LhsScalar;
+  typedef _RhsScalar RhsScalar;
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+
+  enum {
+    ConjLhs = _ConjLhs,
+    ConjRhs = _ConjRhs,
+    Vectorizable = packet_traits<LhsScalar>::Vectorizable && packet_traits<RhsScalar>::Vectorizable,
+    LhsPacketSize = Vectorizable ? packet_traits<LhsScalar>::size : 1,
+    RhsPacketSize = Vectorizable ? packet_traits<RhsScalar>::size : 1,
+    ResPacketSize = Vectorizable ? packet_traits<ResScalar>::size : 1,
+
+    NumberOfRegisters = EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS,
+
+    // register block size along the N direction must be 1 or 4
+    nr = 4,
+
+    // register block size along the M direction (currently, this one cannot be modified)
+    default_mr = (EIGEN_PLAIN_ENUM_MIN(16,NumberOfRegisters)/2/nr)*LhsPacketSize,
+#if defined(EIGEN_HAS_SINGLE_INSTRUCTION_MADD) && !defined(EIGEN_VECTORIZE_ALTIVEC) && !defined(EIGEN_VECTORIZE_VSX)
+    // we assume 16 registers
+    mr = Vectorizable ? 3*LhsPacketSize : default_mr,
+#else
+    mr = default_mr,
+#endif
+
+    LhsProgress = LhsPacketSize,
+    RhsProgress = 1
+  };
+
+  typedef typename packet_traits<LhsScalar>::type  _LhsPacket;
+  typedef typename packet_traits<RhsScalar>::type  _RhsPacket;
+  typedef typename packet_traits<ResScalar>::type  _ResPacket;
+
+  typedef typename conditional<Vectorizable,_LhsPacket,LhsScalar>::type LhsPacket;
+  typedef typename conditional<Vectorizable,_RhsPacket,RhsScalar>::type RhsPacket;
+  typedef typename conditional<Vectorizable,_ResPacket,ResScalar>::type ResPacket;
+
+  typedef ResPacket AccPacket;
+
+  EIGEN_STRONG_INLINE void initAcc(AccPacket& p)
+  {
+    p = pset1<ResPacket>(ResScalar(0));
+  }
+
+  EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1, RhsPacket& b2, RhsPacket& b3)
+  {
+    pbroadcast4(b, b0, b1, b2, b3);
+  }
+
+//   EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1)
+//   {
+//     pbroadcast2(b, b0, b1);
+//   }
+
+  template<typename RhsPacketType>
+  EIGEN_STRONG_INLINE void loadRhs(const RhsScalar* b, RhsPacketType& dest) const
+  {
+    dest = pset1<RhsPacketType>(*b);
+  }
+
+  EIGEN_STRONG_INLINE void loadRhsQuad(const RhsScalar* b, RhsPacket& dest) const
+  {
+    dest = ploadquad<RhsPacket>(b);
+  }
+
+  template<typename LhsPacketType>
+  EIGEN_STRONG_INLINE void loadLhs(const LhsScalar* a, LhsPacketType& dest) const
+  {
+    dest = pload<LhsPacketType>(a);
+  }
+
+  template<typename LhsPacketType>
+  EIGEN_STRONG_INLINE void loadLhsUnaligned(const LhsScalar* a, LhsPacketType& dest) const
+  {
+    dest = ploadu<LhsPacketType>(a);
+  }
+
+  template<typename LhsPacketType, typename RhsPacketType, typename AccPacketType>
+  EIGEN_STRONG_INLINE void madd(const LhsPacketType& a, const RhsPacketType& b, AccPacketType& c, AccPacketType& tmp) const
+  {
+    // It would be a lot cleaner to call pmadd all the time. Unfortunately if we
+    // let gcc allocate the register in which to store the result of the pmul
+    // (in the case where there is no FMA) gcc fails to figure out how to avoid
+    // spilling register.
+#ifdef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+    EIGEN_UNUSED_VARIABLE(tmp);
+    c = pmadd(a,b,c);
+#else
+    tmp = b; tmp = pmul(a,tmp); c = padd(c,tmp);
+#endif
+  }
+
+  EIGEN_STRONG_INLINE void acc(const AccPacket& c, const ResPacket& alpha, ResPacket& r) const
+  {
+    r = pmadd(c,alpha,r);
+  }
+
+  template<typename ResPacketHalf>
+  EIGEN_STRONG_INLINE void acc(const ResPacketHalf& c, const ResPacketHalf& alpha, ResPacketHalf& r) const
+  {
+    r = pmadd(c,alpha,r);
+  }
+
+protected:
+//   conj_helper<LhsScalar,RhsScalar,ConjLhs,ConjRhs> cj;
+//   conj_helper<LhsPacket,RhsPacket,ConjLhs,ConjRhs> pcj;
+};
+
+template<typename RealScalar, bool _ConjLhs>
+class gebp_traits<std::complex<RealScalar>, RealScalar, _ConjLhs, false>
+{
+public:
+  typedef std::complex<RealScalar> LhsScalar;
+  typedef RealScalar RhsScalar;
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+
+  enum {
+    ConjLhs = _ConjLhs,
+    ConjRhs = false,
+    Vectorizable = packet_traits<LhsScalar>::Vectorizable && packet_traits<RhsScalar>::Vectorizable,
+    LhsPacketSize = Vectorizable ? packet_traits<LhsScalar>::size : 1,
+    RhsPacketSize = Vectorizable ? packet_traits<RhsScalar>::size : 1,
+    ResPacketSize = Vectorizable ? packet_traits<ResScalar>::size : 1,
+
+    NumberOfRegisters = EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS,
+    nr = 4,
+#if defined(EIGEN_HAS_SINGLE_INSTRUCTION_MADD) && !defined(EIGEN_VECTORIZE_ALTIVEC) && !defined(EIGEN_VECTORIZE_VSX)
+    // we assume 16 registers
+    mr = 3*LhsPacketSize,
+#else
+    mr = (EIGEN_PLAIN_ENUM_MIN(16,NumberOfRegisters)/2/nr)*LhsPacketSize,
+#endif
+
+    LhsProgress = LhsPacketSize,
+    RhsProgress = 1
+  };
+
+  typedef typename packet_traits<LhsScalar>::type  _LhsPacket;
+  typedef typename packet_traits<RhsScalar>::type  _RhsPacket;
+  typedef typename packet_traits<ResScalar>::type  _ResPacket;
+
+  typedef typename conditional<Vectorizable,_LhsPacket,LhsScalar>::type LhsPacket;
+  typedef typename conditional<Vectorizable,_RhsPacket,RhsScalar>::type RhsPacket;
+  typedef typename conditional<Vectorizable,_ResPacket,ResScalar>::type ResPacket;
+
+  typedef ResPacket AccPacket;
+
+  EIGEN_STRONG_INLINE void initAcc(AccPacket& p)
+  {
+    p = pset1<ResPacket>(ResScalar(0));
+  }
+
+  EIGEN_STRONG_INLINE void loadRhs(const RhsScalar* b, RhsPacket& dest) const
+  {
+    dest = pset1<RhsPacket>(*b);
+  }
+
+  EIGEN_STRONG_INLINE void loadRhsQuad(const RhsScalar* b, RhsPacket& dest) const
+  {
+    dest = pset1<RhsPacket>(*b);
+  }
+
+  EIGEN_STRONG_INLINE void loadLhs(const LhsScalar* a, LhsPacket& dest) const
+  {
+    dest = pload<LhsPacket>(a);
+  }
+
+  EIGEN_STRONG_INLINE void loadLhsUnaligned(const LhsScalar* a, LhsPacket& dest) const
+  {
+    dest = ploadu<LhsPacket>(a);
+  }
+
+  EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1, RhsPacket& b2, RhsPacket& b3)
+  {
+    pbroadcast4(b, b0, b1, b2, b3);
+  }
+
+//   EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1)
+//   {
+//     pbroadcast2(b, b0, b1);
+//   }
+
+  EIGEN_STRONG_INLINE void madd(const LhsPacket& a, const RhsPacket& b, AccPacket& c, RhsPacket& tmp) const
+  {
+    madd_impl(a, b, c, tmp, typename conditional<Vectorizable,true_type,false_type>::type());
+  }
+
+  EIGEN_STRONG_INLINE void madd_impl(const LhsPacket& a, const RhsPacket& b, AccPacket& c, RhsPacket& tmp, const true_type&) const
+  {
+#ifdef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+    EIGEN_UNUSED_VARIABLE(tmp);
+    c.v = pmadd(a.v,b,c.v);
+#else
+    tmp = b; tmp = pmul(a.v,tmp); c.v = padd(c.v,tmp);
+#endif
+  }
+
+  EIGEN_STRONG_INLINE void madd_impl(const LhsScalar& a, const RhsScalar& b, ResScalar& c, RhsScalar& /*tmp*/, const false_type&) const
+  {
+    c += a * b;
+  }
+
+  EIGEN_STRONG_INLINE void acc(const AccPacket& c, const ResPacket& alpha, ResPacket& r) const
+  {
+    r = cj.pmadd(c,alpha,r);
+  }
+
+protected:
+  conj_helper<ResPacket,ResPacket,ConjLhs,false> cj;
+};
+
+template<typename Packet>
+struct DoublePacket
+{
+  Packet first;
+  Packet second;
+};
+
+template<typename Packet>
+DoublePacket<Packet> padd(const DoublePacket<Packet> &a, const DoublePacket<Packet> &b)
+{
+  DoublePacket<Packet> res;
+  res.first  = padd(a.first, b.first);
+  res.second = padd(a.second,b.second);
+  return res;
+}
+
+template<typename Packet>
+const DoublePacket<Packet>& predux4(const DoublePacket<Packet> &a)
+{
+  return a;
+}
+
+template<typename Packet> struct unpacket_traits<DoublePacket<Packet> > { typedef DoublePacket<Packet> half; };
+// template<typename Packet>
+// DoublePacket<Packet> pmadd(const DoublePacket<Packet> &a, const DoublePacket<Packet> &b)
+// {
+//   DoublePacket<Packet> res;
+//   res.first  = padd(a.first, b.first);
+//   res.second = padd(a.second,b.second);
+//   return res;
+// }
+
+template<typename RealScalar, bool _ConjLhs, bool _ConjRhs>
+class gebp_traits<std::complex<RealScalar>, std::complex<RealScalar>, _ConjLhs, _ConjRhs >
+{
+public:
+  typedef std::complex<RealScalar>  Scalar;
+  typedef std::complex<RealScalar>  LhsScalar;
+  typedef std::complex<RealScalar>  RhsScalar;
+  typedef std::complex<RealScalar>  ResScalar;
+
+  enum {
+    ConjLhs = _ConjLhs,
+    ConjRhs = _ConjRhs,
+    Vectorizable = packet_traits<RealScalar>::Vectorizable
+                && packet_traits<Scalar>::Vectorizable,
+    RealPacketSize  = Vectorizable ? packet_traits<RealScalar>::size : 1,
+    ResPacketSize   = Vectorizable ? packet_traits<ResScalar>::size : 1,
+    LhsPacketSize = Vectorizable ? packet_traits<LhsScalar>::size : 1,
+    RhsPacketSize = Vectorizable ? packet_traits<RhsScalar>::size : 1,
+
+    // FIXME: should depend on NumberOfRegisters
+    nr = 4,
+    mr = ResPacketSize,
+
+    LhsProgress = ResPacketSize,
+    RhsProgress = 1
+  };
+
+  typedef typename packet_traits<RealScalar>::type RealPacket;
+  typedef typename packet_traits<Scalar>::type     ScalarPacket;
+  typedef DoublePacket<RealPacket> DoublePacketType;
+
+  typedef typename conditional<Vectorizable,RealPacket,  Scalar>::type LhsPacket;
+  typedef typename conditional<Vectorizable,DoublePacketType,Scalar>::type RhsPacket;
+  typedef typename conditional<Vectorizable,ScalarPacket,Scalar>::type ResPacket;
+  typedef typename conditional<Vectorizable,DoublePacketType,Scalar>::type AccPacket;
+
+  EIGEN_STRONG_INLINE void initAcc(Scalar& p) { p = Scalar(0); }
+
+  EIGEN_STRONG_INLINE void initAcc(DoublePacketType& p)
+  {
+    p.first   = pset1<RealPacket>(RealScalar(0));
+    p.second  = pset1<RealPacket>(RealScalar(0));
+  }
+
+  // Scalar path
+  EIGEN_STRONG_INLINE void loadRhs(const RhsScalar* b, ResPacket& dest) const
+  {
+    dest = pset1<ResPacket>(*b);
+  }
+
+  // Vectorized path
+  EIGEN_STRONG_INLINE void loadRhs(const RhsScalar* b, DoublePacketType& dest) const
+  {
+    dest.first  = pset1<RealPacket>(real(*b));
+    dest.second = pset1<RealPacket>(imag(*b));
+  }
+
+  EIGEN_STRONG_INLINE void loadRhsQuad(const RhsScalar* b, ResPacket& dest) const
+  {
+    loadRhs(b,dest);
+  }
+  EIGEN_STRONG_INLINE void loadRhsQuad(const RhsScalar* b, DoublePacketType& dest) const
+  {
+    eigen_internal_assert(unpacket_traits<ScalarPacket>::size<=4);
+    loadRhs(b,dest);
+  }
+
+  EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1, RhsPacket& b2, RhsPacket& b3)
+  {
+    // FIXME not sure that's the best way to implement it!
+    loadRhs(b+0, b0);
+    loadRhs(b+1, b1);
+    loadRhs(b+2, b2);
+    loadRhs(b+3, b3);
+  }
+
+  // Vectorized path
+  EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, DoublePacketType& b0, DoublePacketType& b1)
+  {
+    // FIXME not sure that's the best way to implement it!
+    loadRhs(b+0, b0);
+    loadRhs(b+1, b1);
+  }
+
+  // Scalar path
+  EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsScalar& b0, RhsScalar& b1)
+  {
+    // FIXME not sure that's the best way to implement it!
+    loadRhs(b+0, b0);
+    loadRhs(b+1, b1);
+  }
+
+  // nothing special here
+  EIGEN_STRONG_INLINE void loadLhs(const LhsScalar* a, LhsPacket& dest) const
+  {
+    dest = pload<LhsPacket>((const typename unpacket_traits<LhsPacket>::type*)(a));
+  }
+
+  EIGEN_STRONG_INLINE void loadLhsUnaligned(const LhsScalar* a, LhsPacket& dest) const
+  {
+    dest = ploadu<LhsPacket>((const typename unpacket_traits<LhsPacket>::type*)(a));
+  }
+
+  EIGEN_STRONG_INLINE void madd(const LhsPacket& a, const RhsPacket& b, DoublePacketType& c, RhsPacket& /*tmp*/) const
+  {
+    c.first   = padd(pmul(a,b.first), c.first);
+    c.second  = padd(pmul(a,b.second),c.second);
+  }
+
+  EIGEN_STRONG_INLINE void madd(const LhsPacket& a, const RhsPacket& b, ResPacket& c, RhsPacket& /*tmp*/) const
+  {
+    c = cj.pmadd(a,b,c);
+  }
+
+  EIGEN_STRONG_INLINE void acc(const Scalar& c, const Scalar& alpha, Scalar& r) const { r += alpha * c; }
+
+  EIGEN_STRONG_INLINE void acc(const DoublePacketType& c, const ResPacket& alpha, ResPacket& r) const
+  {
+    // assemble c
+    ResPacket tmp;
+    if((!ConjLhs)&&(!ConjRhs))
+    {
+      tmp = pcplxflip(pconj(ResPacket(c.second)));
+      tmp = padd(ResPacket(c.first),tmp);
+    }
+    else if((!ConjLhs)&&(ConjRhs))
+    {
+      tmp = pconj(pcplxflip(ResPacket(c.second)));
+      tmp = padd(ResPacket(c.first),tmp);
+    }
+    else if((ConjLhs)&&(!ConjRhs))
+    {
+      tmp = pcplxflip(ResPacket(c.second));
+      tmp = padd(pconj(ResPacket(c.first)),tmp);
+    }
+    else if((ConjLhs)&&(ConjRhs))
+    {
+      tmp = pcplxflip(ResPacket(c.second));
+      tmp = psub(pconj(ResPacket(c.first)),tmp);
+    }
+
+    r = pmadd(tmp,alpha,r);
+  }
+
+protected:
+  conj_helper<LhsScalar,RhsScalar,ConjLhs,ConjRhs> cj;
+};
+
+template<typename RealScalar, bool _ConjRhs>
+class gebp_traits<RealScalar, std::complex<RealScalar>, false, _ConjRhs >
+{
+public:
+  typedef std::complex<RealScalar>  Scalar;
+  typedef RealScalar  LhsScalar;
+  typedef Scalar      RhsScalar;
+  typedef Scalar      ResScalar;
+
+  enum {
+    ConjLhs = false,
+    ConjRhs = _ConjRhs,
+    Vectorizable = packet_traits<RealScalar>::Vectorizable
+                && packet_traits<Scalar>::Vectorizable,
+    LhsPacketSize = Vectorizable ? packet_traits<LhsScalar>::size : 1,
+    RhsPacketSize = Vectorizable ? packet_traits<RhsScalar>::size : 1,
+    ResPacketSize = Vectorizable ? packet_traits<ResScalar>::size : 1,
+
+    NumberOfRegisters = EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS,
+    // FIXME: should depend on NumberOfRegisters
+    nr = 4,
+    mr = (EIGEN_PLAIN_ENUM_MIN(16,NumberOfRegisters)/2/nr)*ResPacketSize,
+
+    LhsProgress = ResPacketSize,
+    RhsProgress = 1
+  };
+
+  typedef typename packet_traits<LhsScalar>::type  _LhsPacket;
+  typedef typename packet_traits<RhsScalar>::type  _RhsPacket;
+  typedef typename packet_traits<ResScalar>::type  _ResPacket;
+
+  typedef typename conditional<Vectorizable,_LhsPacket,LhsScalar>::type LhsPacket;
+  typedef typename conditional<Vectorizable,_RhsPacket,RhsScalar>::type RhsPacket;
+  typedef typename conditional<Vectorizable,_ResPacket,ResScalar>::type ResPacket;
+
+  typedef ResPacket AccPacket;
+
+  EIGEN_STRONG_INLINE void initAcc(AccPacket& p)
+  {
+    p = pset1<ResPacket>(ResScalar(0));
+  }
+
+  EIGEN_STRONG_INLINE void loadRhs(const RhsScalar* b, RhsPacket& dest) const
+  {
+    dest = pset1<RhsPacket>(*b);
+  }
+
+  void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1, RhsPacket& b2, RhsPacket& b3)
+  {
+    pbroadcast4(b, b0, b1, b2, b3);
+  }
+
+//   EIGEN_STRONG_INLINE void broadcastRhs(const RhsScalar* b, RhsPacket& b0, RhsPacket& b1)
+//   {
+//     // FIXME not sure that's the best way to implement it!
+//     b0 = pload1<RhsPacket>(b+0);
+//     b1 = pload1<RhsPacket>(b+1);
+//   }
+
+  EIGEN_STRONG_INLINE void loadLhs(const LhsScalar* a, LhsPacket& dest) const
+  {
+    dest = ploaddup<LhsPacket>(a);
+  }
+
+  EIGEN_STRONG_INLINE void loadRhsQuad(const RhsScalar* b, RhsPacket& dest) const
+  {
+    eigen_internal_assert(unpacket_traits<RhsPacket>::size<=4);
+    loadRhs(b,dest);
+  }
+
+  EIGEN_STRONG_INLINE void loadLhsUnaligned(const LhsScalar* a, LhsPacket& dest) const
+  {
+    dest = ploaddup<LhsPacket>(a);
+  }
+
+  EIGEN_STRONG_INLINE void madd(const LhsPacket& a, const RhsPacket& b, AccPacket& c, RhsPacket& tmp) const
+  {
+    madd_impl(a, b, c, tmp, typename conditional<Vectorizable,true_type,false_type>::type());
+  }
+
+  EIGEN_STRONG_INLINE void madd_impl(const LhsPacket& a, const RhsPacket& b, AccPacket& c, RhsPacket& tmp, const true_type&) const
+  {
+#ifdef EIGEN_HAS_SINGLE_INSTRUCTION_MADD
+    EIGEN_UNUSED_VARIABLE(tmp);
+    c.v = pmadd(a,b.v,c.v);
+#else
+    tmp = b; tmp.v = pmul(a,tmp.v); c = padd(c,tmp);
+#endif
+
+  }
+
+  EIGEN_STRONG_INLINE void madd_impl(const LhsScalar& a, const RhsScalar& b, ResScalar& c, RhsScalar& /*tmp*/, const false_type&) const
+  {
+    c += a * b;
+  }
+
+  EIGEN_STRONG_INLINE void acc(const AccPacket& c, const ResPacket& alpha, ResPacket& r) const
+  {
+    r = cj.pmadd(alpha,c,r);
+  }
+
+protected:
+  conj_helper<ResPacket,ResPacket,false,ConjRhs> cj;
+};
+
+// helper for the rotating kernel below
+template <typename GebpKernel, bool UseRotatingKernel = GebpKernel::UseRotatingKernel>
+struct PossiblyRotatingKernelHelper
+{
+  // default implementation, not rotating
+
+  typedef typename GebpKernel::Traits Traits;
+  typedef typename Traits::RhsScalar RhsScalar;
+  typedef typename Traits::RhsPacket RhsPacket;
+  typedef typename Traits::AccPacket AccPacket;
+
+  const Traits& traits;
+  EIGEN_ALWAYS_INLINE PossiblyRotatingKernelHelper(const Traits& t) : traits(t) {}
+
+
+  template <size_t K, size_t Index> EIGEN_ALWAYS_INLINE
+  void loadOrRotateRhs(RhsPacket& to, const RhsScalar* from) const
+  {
+    traits.loadRhs(from + (Index+4*K)*Traits::RhsProgress, to);
+  }
+
+  EIGEN_ALWAYS_INLINE void unrotateResult(AccPacket&,
+                                          AccPacket&,
+                                          AccPacket&,
+                                          AccPacket&)
+  {
+  }
+};
+
+// rotating implementation
+template <typename GebpKernel>
+struct PossiblyRotatingKernelHelper<GebpKernel, true>
+{
+  typedef typename GebpKernel::Traits Traits;
+  typedef typename Traits::RhsScalar RhsScalar;
+  typedef typename Traits::RhsPacket RhsPacket;
+  typedef typename Traits::AccPacket AccPacket;
+
+  const Traits& traits;
+  EIGEN_ALWAYS_INLINE PossiblyRotatingKernelHelper(const Traits& t) : traits(t) {}
+
+  template <size_t K, size_t Index> EIGEN_ALWAYS_INLINE
+  void loadOrRotateRhs(RhsPacket& to, const RhsScalar* from) const
+  {
+    if (Index == 0) {
+      to = pload<RhsPacket>(from + 4*K*Traits::RhsProgress);
+    } else {
+      EIGEN_ASM_COMMENT("Do not reorder code, we're very tight on registers");
+      to = protate<1>(to);
+    }
+  }
+
+  EIGEN_ALWAYS_INLINE void unrotateResult(AccPacket& res0,
+                                          AccPacket& res1,
+                                          AccPacket& res2,
+                                          AccPacket& res3)
+  {
+    PacketBlock<AccPacket> resblock;
+    resblock.packet[0] = res0;
+    resblock.packet[1] = res1;
+    resblock.packet[2] = res2;
+    resblock.packet[3] = res3;
+    ptranspose(resblock);
+    resblock.packet[3] = protate<1>(resblock.packet[3]);
+    resblock.packet[2] = protate<2>(resblock.packet[2]);
+    resblock.packet[1] = protate<3>(resblock.packet[1]);
+    ptranspose(resblock);
+    res0 = resblock.packet[0];
+    res1 = resblock.packet[1];
+    res2 = resblock.packet[2];
+    res3 = resblock.packet[3];
+  }
+};
+
+/* optimized GEneral packed Block * packed Panel product kernel
+ *
+ * Mixing type logic: C += A * B
+ *  |  A  |  B  | comments
+ *  |real |cplx | no vectorization yet, would require to pack A with duplication
+ *  |cplx |real | easy vectorization
+ */
+template<typename LhsScalar, typename RhsScalar, typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel
+{
+  typedef gebp_traits<LhsScalar,RhsScalar,ConjugateLhs,ConjugateRhs> Traits;
+  typedef typename Traits::ResScalar ResScalar;
+  typedef typename Traits::LhsPacket LhsPacket;
+  typedef typename Traits::RhsPacket RhsPacket;
+  typedef typename Traits::ResPacket ResPacket;
+  typedef typename Traits::AccPacket AccPacket;
+
+  typedef gebp_traits<RhsScalar,LhsScalar,ConjugateRhs,ConjugateLhs> SwappedTraits;
+  typedef typename SwappedTraits::ResScalar SResScalar;
+  typedef typename SwappedTraits::LhsPacket SLhsPacket;
+  typedef typename SwappedTraits::RhsPacket SRhsPacket;
+  typedef typename SwappedTraits::ResPacket SResPacket;
+  typedef typename SwappedTraits::AccPacket SAccPacket;
+
+  typedef typename DataMapper::LinearMapper LinearMapper;
+
+  enum {
+    Vectorizable  = Traits::Vectorizable,
+    LhsProgress   = Traits::LhsProgress,
+    RhsProgress   = Traits::RhsProgress,
+    ResPacketSize = Traits::ResPacketSize
+  };
+
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const LhsScalar* blockA, const RhsScalar* blockB,
+                  Index rows, Index depth, Index cols, ResScalar alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+
+  static const bool UseRotatingKernel =
+    EIGEN_ARCH_ARM &&
+    internal::is_same<LhsScalar, float>::value &&
+    internal::is_same<RhsScalar, float>::value &&
+    internal::is_same<ResScalar, float>::value &&
+    Traits::LhsPacketSize == 4 &&
+    Traits::RhsPacketSize == 4 &&
+    Traits::ResPacketSize == 4;
+};
+
+template<typename LhsScalar, typename RhsScalar, typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel<LhsScalar, RhsScalar, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+  ::operator()(const DataMapper& res, const LhsScalar* blockA, const RhsScalar* blockB,
+               Index rows, Index depth, Index cols, ResScalar alpha,
+               Index strideA, Index strideB, Index offsetA, Index offsetB)
+  {
+    Traits traits;
+    SwappedTraits straits;
+
+    if(strideA==-1) strideA = depth;
+    if(strideB==-1) strideB = depth;
+    conj_helper<LhsScalar,RhsScalar,ConjugateLhs,ConjugateRhs> cj;
+    Index packet_cols4 = nr>=4 ? (cols/4) * 4 : 0;
+    const Index peeled_mc3 = mr>=3*Traits::LhsProgress ? (rows/(3*LhsProgress))*(3*LhsProgress) : 0;
+    const Index peeled_mc2 = mr>=2*Traits::LhsProgress ? peeled_mc3+((rows-peeled_mc3)/(2*LhsProgress))*(2*LhsProgress) : 0;
+    const Index peeled_mc1 = mr>=1*Traits::LhsProgress ? (rows/(1*LhsProgress))*(1*LhsProgress) : 0;
+    enum { pk = 8 }; // NOTE Such a large peeling factor is important for large matrices (~ +5% when >1000 on Haswell)
+    const Index peeled_kc  = depth & ~(pk-1);
+    const Index prefetch_res_offset = 0;
+//     const Index depth2     = depth & ~1;
+
+    //---------- Process 3 * LhsProgress rows at once ----------
+    // This corresponds to 3*LhsProgress x nr register blocks.
+    // Usually, make sense only with FMA
+    if(mr>=3*Traits::LhsProgress)
+    {
+      PossiblyRotatingKernelHelper<gebp_kernel> possiblyRotatingKernelHelper(traits);
+
+      // loops on each largest micro horizontal panel of lhs (3*Traits::LhsProgress x depth)
+      for(Index i=0; i<peeled_mc3; i+=3*Traits::LhsProgress)
+      {
+        // loops on each largest micro vertical panel of rhs (depth * nr)
+        for(Index j2=0; j2<packet_cols4; j2+=nr)
+        {
+          // We select a 3*Traits::LhsProgress x nr micro block of res which is entirely
+          // stored into 3 x nr registers.
+
+          const LhsScalar* blA = &blockA[i*strideA+offsetA*(3*Traits::LhsProgress)];
+          prefetch(&blA[0]);
+          const RhsScalar* blB = &blockB[j2*strideB+offsetB*nr];
+          prefetch(&blB[0]);
+          LhsPacket A0, A1;
+
+          // gets res block as register
+          AccPacket C0, C1, C2,  C3,
+                    C4, C5, C6,  C7,
+                    C8, C9, C10, C11;
+          traits.initAcc(C0);  traits.initAcc(C1);  traits.initAcc(C2);  traits.initAcc(C3);
+          traits.initAcc(C4);  traits.initAcc(C5);  traits.initAcc(C6);  traits.initAcc(C7);
+          traits.initAcc(C8);  traits.initAcc(C9);  traits.initAcc(C10); traits.initAcc(C11);
+
+          LinearMapper r0 = res.getLinearMapper(i, j2 + 0);
+          LinearMapper r1 = res.getLinearMapper(i, j2 + 1);
+          LinearMapper r2 = res.getLinearMapper(i, j2 + 2);
+          LinearMapper r3 = res.getLinearMapper(i, j2 + 3);
+
+          r0.prefetch(0);
+          r1.prefetch(0);
+          r2.prefetch(0);
+          r3.prefetch(0);
+
+          // performs "inner" products
+          for(Index k=0; k<peeled_kc; k+=pk)
+          {
+            EIGEN_ASM_COMMENT("begin gebp micro kernel 3pX4");
+            RhsPacket B_0, T0;
+            LhsPacket A2;
+
+#define EIGEN_GEBP_ONESTEP(K) \
+            do { \
+              EIGEN_ASM_COMMENT("begin step of gebp micro kernel 3pX4"); \
+              EIGEN_ASM_COMMENT("Note: these asm comments work around bug 935!"); \
+              internal::prefetch(blA+(3*K+16)*LhsProgress); \
+              if (EIGEN_ARCH_ARM) internal::prefetch(blB+(4*K+16)*RhsProgress); /* Bug 953 */ \
+              traits.loadLhs(&blA[(0+3*K)*LhsProgress], A0);  \
+              traits.loadLhs(&blA[(1+3*K)*LhsProgress], A1);  \
+              traits.loadLhs(&blA[(2+3*K)*LhsProgress], A2);  \
+              possiblyRotatingKernelHelper.template loadOrRotateRhs<K, 0>(B_0, blB); \
+              traits.madd(A0, B_0, C0, T0); \
+              traits.madd(A1, B_0, C4, T0); \
+              traits.madd(A2, B_0, C8, B_0); \
+              possiblyRotatingKernelHelper.template loadOrRotateRhs<K, 1>(B_0, blB); \
+              traits.madd(A0, B_0, C1, T0); \
+              traits.madd(A1, B_0, C5, T0); \
+              traits.madd(A2, B_0, C9, B_0); \
+              possiblyRotatingKernelHelper.template loadOrRotateRhs<K, 2>(B_0, blB); \
+              traits.madd(A0, B_0, C2,  T0); \
+              traits.madd(A1, B_0, C6,  T0); \
+              traits.madd(A2, B_0, C10, B_0); \
+              possiblyRotatingKernelHelper.template loadOrRotateRhs<K, 3>(B_0, blB); \
+              traits.madd(A0, B_0, C3 , T0); \
+              traits.madd(A1, B_0, C7,  T0); \
+              traits.madd(A2, B_0, C11, B_0); \
+              EIGEN_ASM_COMMENT("end step of gebp micro kernel 3pX4"); \
+            } while(false)
+
+            internal::prefetch(blB);
+            EIGEN_GEBP_ONESTEP(0);
+            EIGEN_GEBP_ONESTEP(1);
+            EIGEN_GEBP_ONESTEP(2);
+            EIGEN_GEBP_ONESTEP(3);
+            EIGEN_GEBP_ONESTEP(4);
+            EIGEN_GEBP_ONESTEP(5);
+            EIGEN_GEBP_ONESTEP(6);
+            EIGEN_GEBP_ONESTEP(7);
+
+            blB += pk*4*RhsProgress;
+            blA += pk*3*Traits::LhsProgress;
+
+            EIGEN_ASM_COMMENT("end gebp micro kernel 3pX4");
+          }
+          // process remaining peeled loop
+          for(Index k=peeled_kc; k<depth; k++)
+          {
+            RhsPacket B_0, T0;
+            LhsPacket A2;
+            EIGEN_GEBP_ONESTEP(0);
+            blB += 4*RhsProgress;
+            blA += 3*Traits::LhsProgress;
+          }
+#undef EIGEN_GEBP_ONESTEP
+
+          possiblyRotatingKernelHelper.unrotateResult(C0, C1, C2, C3);
+          possiblyRotatingKernelHelper.unrotateResult(C4, C5, C6, C7);
+          possiblyRotatingKernelHelper.unrotateResult(C8, C9, C10, C11);
+
+          ResPacket R0, R1, R2;
+          ResPacket alphav = pset1<ResPacket>(alpha);
+
+          R0 = r0.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r0.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r0.loadPacket(2 * Traits::ResPacketSize);
+          traits.acc(C0, alphav, R0);
+          traits.acc(C4, alphav, R1);
+          traits.acc(C8, alphav, R2);
+          r0.storePacket(0 * Traits::ResPacketSize, R0);
+          r0.storePacket(1 * Traits::ResPacketSize, R1);
+          r0.storePacket(2 * Traits::ResPacketSize, R2);
+
+          R0 = r1.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r1.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r1.loadPacket(2 * Traits::ResPacketSize);
+          traits.acc(C1, alphav, R0);
+          traits.acc(C5, alphav, R1);
+          traits.acc(C9, alphav, R2);
+          r1.storePacket(0 * Traits::ResPacketSize, R0);
+          r1.storePacket(1 * Traits::ResPacketSize, R1);
+          r1.storePacket(2 * Traits::ResPacketSize, R2);
+
+          R0 = r2.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r2.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r2.loadPacket(2 * Traits::ResPacketSize);
+          traits.acc(C2, alphav, R0);
+          traits.acc(C6, alphav, R1);
+          traits.acc(C10, alphav, R2);
+          r2.storePacket(0 * Traits::ResPacketSize, R0);
+          r2.storePacket(1 * Traits::ResPacketSize, R1);
+          r2.storePacket(2 * Traits::ResPacketSize, R2);
+
+          R0 = r3.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r3.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r3.loadPacket(2 * Traits::ResPacketSize);
+          traits.acc(C3, alphav, R0);
+          traits.acc(C7, alphav, R1);
+          traits.acc(C11, alphav, R2);
+          r3.storePacket(0 * Traits::ResPacketSize, R0);
+          r3.storePacket(1 * Traits::ResPacketSize, R1);
+          r3.storePacket(2 * Traits::ResPacketSize, R2);
+        }
+
+        // Deal with remaining columns of the rhs
+        for(Index j2=packet_cols4; j2<cols; j2++)
+        {
+          // One column at a time
+          const LhsScalar* blA = &blockA[i*strideA+offsetA*(3*Traits::LhsProgress)];
+          prefetch(&blA[0]);
+          const RhsScalar* blB = &blockB[j2*strideB+offsetB];
+          prefetch(&blB[0]);
+          // gets res block as register
+          AccPacket C0, C4, C8;
+          traits.initAcc(C0);
+          traits.initAcc(C4);
+          traits.initAcc(C8);
+
+          LinearMapper r0 = res.getLinearMapper(i, j2);
+          r0.prefetch(0);
+          LhsPacket A0, A1, A2;
+
+          // performs "inner" products
+          for(Index k=0; k<peeled_kc; k+=pk)
+          {
+            EIGEN_ASM_COMMENT("begin gebp micro kernel 3pX1");
+            RhsPacket B_0;
+#define EIGEN_GEBGP_ONESTEP(K) \
+            do { \
+              EIGEN_ASM_COMMENT("begin step of gebp micro kernel 3pX1"); \
+              EIGEN_ASM_COMMENT("Note: these asm comments work around bug 935!"); \
+              traits.loadLhs(&blA[(0+3*K)*LhsProgress], A0);  \
+              traits.loadLhs(&blA[(1+3*K)*LhsProgress], A1);  \
+              traits.loadLhs(&blA[(2+3*K)*LhsProgress], A2);  \
+              traits.loadRhs(&blB[(0+K)*RhsProgress], B_0);   \
+              traits.madd(A0, B_0, C0, B_0); \
+              traits.madd(A1, B_0, C4, B_0); \
+              traits.madd(A2, B_0, C8, B_0); \
+              EIGEN_ASM_COMMENT("end step of gebp micro kernel 3pX1"); \
+            } while(false)
+
+            EIGEN_GEBGP_ONESTEP(0);
+            EIGEN_GEBGP_ONESTEP(1);
+            EIGEN_GEBGP_ONESTEP(2);
+            EIGEN_GEBGP_ONESTEP(3);
+            EIGEN_GEBGP_ONESTEP(4);
+            EIGEN_GEBGP_ONESTEP(5);
+            EIGEN_GEBGP_ONESTEP(6);
+            EIGEN_GEBGP_ONESTEP(7);
+
+            blB += pk*RhsProgress;
+            blA += pk*3*Traits::LhsProgress;
+
+            EIGEN_ASM_COMMENT("end gebp micro kernel 3pX1");
+          }
+
+          // process remaining peeled loop
+          for(Index k=peeled_kc; k<depth; k++)
+          {
+            RhsPacket B_0;
+            EIGEN_GEBGP_ONESTEP(0);
+            blB += RhsProgress;
+            blA += 3*Traits::LhsProgress;
+          }
+#undef EIGEN_GEBGP_ONESTEP
+          ResPacket R0, R1, R2;
+          ResPacket alphav = pset1<ResPacket>(alpha);
+
+          R0 = r0.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r0.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r0.loadPacket(2 * Traits::ResPacketSize);
+          traits.acc(C0, alphav, R0);
+          traits.acc(C4, alphav, R1);
+          traits.acc(C8, alphav, R2);
+          r0.storePacket(0 * Traits::ResPacketSize, R0);
+          r0.storePacket(1 * Traits::ResPacketSize, R1);
+          r0.storePacket(2 * Traits::ResPacketSize, R2);
+        }
+      }
+    }
+
+    //---------- Process 2 * LhsProgress rows at once ----------
+    if(mr>=2*Traits::LhsProgress)
+    {
+      // loops on each largest micro horizontal panel of lhs (2*LhsProgress x depth)
+      for(Index i=peeled_mc3; i<peeled_mc2; i+=2*LhsProgress)
+      {
+        // loops on each largest micro vertical panel of rhs (depth * nr)
+        for(Index j2=0; j2<packet_cols4; j2+=nr)
+        {
+          // We select a 2*Traits::LhsProgress x nr micro block of res which is entirely
+          // stored into 2 x nr registers.
+
+          const LhsScalar* blA = &blockA[i*strideA+offsetA*(2*Traits::LhsProgress)];
+          prefetch(&blA[0]);
+          const RhsScalar* blB = &blockB[j2*strideB+offsetB*nr];
+          prefetch(&blB[0]);
+
+          // gets res block as register
+          AccPacket C0, C1, C2, C3,
+                    C4, C5, C6, C7;
+          traits.initAcc(C0); traits.initAcc(C1); traits.initAcc(C2); traits.initAcc(C3);
+          traits.initAcc(C4); traits.initAcc(C5); traits.initAcc(C6); traits.initAcc(C7);
+
+          LinearMapper r0 = res.getLinearMapper(i, j2 + 0);
+          LinearMapper r1 = res.getLinearMapper(i, j2 + 1);
+          LinearMapper r2 = res.getLinearMapper(i, j2 + 2);
+          LinearMapper r3 = res.getLinearMapper(i, j2 + 3);
+
+          r0.prefetch(prefetch_res_offset);
+          r1.prefetch(prefetch_res_offset);
+          r2.prefetch(prefetch_res_offset);
+          r3.prefetch(prefetch_res_offset);
+
+          LhsPacket A0, A1;
+
+          // performs "inner" products
+          for(Index k=0; k<peeled_kc; k+=pk)
+          {
+            EIGEN_ASM_COMMENT("begin gebp micro kernel 2pX4");
+            RhsPacket B_0, B1, B2, B3, T0;
+
+            // The 2 ASM comments in the #define are intended to prevent gcc
+            // from optimizing the code accross steps since it ends up spilling
+            // registers in this case.
+   #define EIGEN_GEBGP_ONESTEP(K) \
+            do {                                                                \
+              EIGEN_ASM_COMMENT("begin step of gebp micro kernel 2pX4");        \
+              EIGEN_ASM_COMMENT("Note: these asm comments work around bug 935!"); \
+              traits.loadLhs(&blA[(0+2*K)*LhsProgress], A0);                    \
+              traits.loadLhs(&blA[(1+2*K)*LhsProgress], A1);                    \
+              traits.broadcastRhs(&blB[(0+4*K)*RhsProgress], B_0, B1, B2, B3);  \
+              traits.madd(A0, B_0, C0, T0);                                     \
+              traits.madd(A1, B_0, C4, B_0);                                    \
+              traits.madd(A0, B1,  C1, T0);                                     \
+              traits.madd(A1, B1,  C5, B1);                                     \
+              traits.madd(A0, B2,  C2, T0);                                     \
+              traits.madd(A1, B2,  C6, B2);                                     \
+              traits.madd(A0, B3,  C3, T0);                                     \
+              traits.madd(A1, B3,  C7, B3);                                     \
+              EIGEN_ASM_COMMENT("end step of gebp micro kernel 2pX4");          \
+            } while(false)
+
+            prefetch(&blB[pk*4*RhsProgress]);
+            EIGEN_GEBGP_ONESTEP(0);
+            EIGEN_GEBGP_ONESTEP(1);
+            EIGEN_GEBGP_ONESTEP(2);
+            EIGEN_GEBGP_ONESTEP(3);
+            EIGEN_GEBGP_ONESTEP(4);
+            EIGEN_GEBGP_ONESTEP(5);
+            EIGEN_GEBGP_ONESTEP(6);
+            EIGEN_GEBGP_ONESTEP(7);
+
+            blB += pk*4*RhsProgress;
+            blA += pk*(2*Traits::LhsProgress);
+
+            EIGEN_ASM_COMMENT("end gebp micro kernel 2pX4");
+          }
+          // process remaining peeled loop
+          for(Index k=peeled_kc; k<depth; k++)
+          {
+            RhsPacket B_0, B1, B2, B3, T0;
+            EIGEN_GEBGP_ONESTEP(0);
+            blB += 4*RhsProgress;
+            blA += 2*Traits::LhsProgress;
+          }
+#undef EIGEN_GEBGP_ONESTEP
+
+          ResPacket R0, R1, R2, R3;
+          ResPacket alphav = pset1<ResPacket>(alpha);
+
+          R0 = r0.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r0.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r1.loadPacket(0 * Traits::ResPacketSize);
+          R3 = r1.loadPacket(1 * Traits::ResPacketSize);
+          traits.acc(C0, alphav, R0);
+          traits.acc(C4, alphav, R1);
+          traits.acc(C1, alphav, R2);
+          traits.acc(C5, alphav, R3);
+          r0.storePacket(0 * Traits::ResPacketSize, R0);
+          r0.storePacket(1 * Traits::ResPacketSize, R1);
+          r1.storePacket(0 * Traits::ResPacketSize, R2);
+          r1.storePacket(1 * Traits::ResPacketSize, R3);
+
+          R0 = r2.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r2.loadPacket(1 * Traits::ResPacketSize);
+          R2 = r3.loadPacket(0 * Traits::ResPacketSize);
+          R3 = r3.loadPacket(1 * Traits::ResPacketSize);
+          traits.acc(C2,  alphav, R0);
+          traits.acc(C6,  alphav, R1);
+          traits.acc(C3,  alphav, R2);
+          traits.acc(C7,  alphav, R3);
+          r2.storePacket(0 * Traits::ResPacketSize, R0);
+          r2.storePacket(1 * Traits::ResPacketSize, R1);
+          r3.storePacket(0 * Traits::ResPacketSize, R2);
+          r3.storePacket(1 * Traits::ResPacketSize, R3);
+        }
+
+        // Deal with remaining columns of the rhs
+        for(Index j2=packet_cols4; j2<cols; j2++)
+        {
+          // One column at a time
+          const LhsScalar* blA = &blockA[i*strideA+offsetA*(2*Traits::LhsProgress)];
+          prefetch(&blA[0]);
+          const RhsScalar* blB = &blockB[j2*strideB+offsetB];
+          prefetch(&blB[0]);
+
+          // gets res block as register
+          AccPacket C0, C4;
+          traits.initAcc(C0);
+          traits.initAcc(C4);
+
+          LinearMapper r0 = res.getLinearMapper(i, j2);
+          r0.prefetch(prefetch_res_offset);
+          LhsPacket A0, A1;
+
+          // performs "inner" products
+          for(Index k=0; k<peeled_kc; k+=pk)
+          {
+            EIGEN_ASM_COMMENT("begin gebp micro kernel 2pX1");
+            RhsPacket B_0, B1;
+
+#define EIGEN_GEBGP_ONESTEP(K) \
+            do {                                                                  \
+              EIGEN_ASM_COMMENT("begin step of gebp micro kernel 2pX1");          \
+              EIGEN_ASM_COMMENT("Note: these asm comments work around bug 935!"); \
+              traits.loadLhs(&blA[(0+2*K)*LhsProgress], A0);                      \
+              traits.loadLhs(&blA[(1+2*K)*LhsProgress], A1);                      \
+              traits.loadRhs(&blB[(0+K)*RhsProgress], B_0);                       \
+              traits.madd(A0, B_0, C0, B1);                                       \
+              traits.madd(A1, B_0, C4, B_0);                                      \
+              EIGEN_ASM_COMMENT("end step of gebp micro kernel 2pX1");            \
+            } while(false)
+
+            EIGEN_GEBGP_ONESTEP(0);
+            EIGEN_GEBGP_ONESTEP(1);
+            EIGEN_GEBGP_ONESTEP(2);
+            EIGEN_GEBGP_ONESTEP(3);
+            EIGEN_GEBGP_ONESTEP(4);
+            EIGEN_GEBGP_ONESTEP(5);
+            EIGEN_GEBGP_ONESTEP(6);
+            EIGEN_GEBGP_ONESTEP(7);
+
+            blB += pk*RhsProgress;
+            blA += pk*2*Traits::LhsProgress;
+
+            EIGEN_ASM_COMMENT("end gebp micro kernel 2pX1");
+          }
+
+          // process remaining peeled loop
+          for(Index k=peeled_kc; k<depth; k++)
+          {
+            RhsPacket B_0, B1;
+            EIGEN_GEBGP_ONESTEP(0);
+            blB += RhsProgress;
+            blA += 2*Traits::LhsProgress;
+          }
+#undef EIGEN_GEBGP_ONESTEP
+          ResPacket R0, R1;
+          ResPacket alphav = pset1<ResPacket>(alpha);
+
+          R0 = r0.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r0.loadPacket(1 * Traits::ResPacketSize);
+          traits.acc(C0, alphav, R0);
+          traits.acc(C4, alphav, R1);
+          r0.storePacket(0 * Traits::ResPacketSize, R0);
+          r0.storePacket(1 * Traits::ResPacketSize, R1);
+        }
+      }
+    }
+    //---------- Process 1 * LhsProgress rows at once ----------
+    if(mr>=1*Traits::LhsProgress)
+    {
+      // loops on each largest micro horizontal panel of lhs (1*LhsProgress x depth)
+      for(Index i=peeled_mc2; i<peeled_mc1; i+=1*LhsProgress)
+      {
+        // loops on each largest micro vertical panel of rhs (depth * nr)
+        for(Index j2=0; j2<packet_cols4; j2+=nr)
+        {
+          // We select a 1*Traits::LhsProgress x nr micro block of res which is entirely
+          // stored into 1 x nr registers.
+
+          const LhsScalar* blA = &blockA[i*strideA+offsetA*(1*Traits::LhsProgress)];
+          prefetch(&blA[0]);
+          const RhsScalar* blB = &blockB[j2*strideB+offsetB*nr];
+          prefetch(&blB[0]);
+
+          // gets res block as register
+          AccPacket C0, C1, C2, C3;
+          traits.initAcc(C0);
+          traits.initAcc(C1);
+          traits.initAcc(C2);
+          traits.initAcc(C3);
+
+          LinearMapper r0 = res.getLinearMapper(i, j2 + 0);
+          LinearMapper r1 = res.getLinearMapper(i, j2 + 1);
+          LinearMapper r2 = res.getLinearMapper(i, j2 + 2);
+          LinearMapper r3 = res.getLinearMapper(i, j2 + 3);
+
+          r0.prefetch(prefetch_res_offset);
+          r1.prefetch(prefetch_res_offset);
+          r2.prefetch(prefetch_res_offset);
+          r3.prefetch(prefetch_res_offset);
+          LhsPacket A0;
+
+          // performs "inner" products
+          for(Index k=0; k<peeled_kc; k+=pk)
+          {
+            EIGEN_ASM_COMMENT("begin gebp micro kernel 1pX4");
+            RhsPacket B_0, B1, B2, B3;
+
+#define EIGEN_GEBGP_ONESTEP(K) \
+            do {                                                                \
+              EIGEN_ASM_COMMENT("begin step of gebp micro kernel 1pX4");        \
+              EIGEN_ASM_COMMENT("Note: these asm comments work around bug 935!"); \
+              traits.loadLhs(&blA[(0+1*K)*LhsProgress], A0);                    \
+              traits.broadcastRhs(&blB[(0+4*K)*RhsProgress], B_0, B1, B2, B3);  \
+              traits.madd(A0, B_0, C0, B_0);                                    \
+              traits.madd(A0, B1,  C1, B1);                                     \
+              traits.madd(A0, B2,  C2, B2);                                     \
+              traits.madd(A0, B3,  C3, B3);                                     \
+              EIGEN_ASM_COMMENT("end step of gebp micro kernel 1pX4");          \
+            } while(false)
+
+            EIGEN_GEBGP_ONESTEP(0);
+            EIGEN_GEBGP_ONESTEP(1);
+            EIGEN_GEBGP_ONESTEP(2);
+            EIGEN_GEBGP_ONESTEP(3);
+            EIGEN_GEBGP_ONESTEP(4);
+            EIGEN_GEBGP_ONESTEP(5);
+            EIGEN_GEBGP_ONESTEP(6);
+            EIGEN_GEBGP_ONESTEP(7);
+
+            blB += pk*4*RhsProgress;
+            blA += pk*1*LhsProgress;
+
+            EIGEN_ASM_COMMENT("end gebp micro kernel 1pX4");
+          }
+          // process remaining peeled loop
+          for(Index k=peeled_kc; k<depth; k++)
+          {
+            RhsPacket B_0, B1, B2, B3;
+            EIGEN_GEBGP_ONESTEP(0);
+            blB += 4*RhsProgress;
+            blA += 1*LhsProgress;
+          }
+#undef EIGEN_GEBGP_ONESTEP
+
+          ResPacket R0, R1;
+          ResPacket alphav = pset1<ResPacket>(alpha);
+
+          R0 = r0.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r1.loadPacket(0 * Traits::ResPacketSize);
+          traits.acc(C0, alphav, R0);
+          traits.acc(C1,  alphav, R1);
+          r0.storePacket(0 * Traits::ResPacketSize, R0);
+          r1.storePacket(0 * Traits::ResPacketSize, R1);
+
+          R0 = r2.loadPacket(0 * Traits::ResPacketSize);
+          R1 = r3.loadPacket(0 * Traits::ResPacketSize);
+          traits.acc(C2,  alphav, R0);
+          traits.acc(C3,  alphav, R1);
+          r2.storePacket(0 * Traits::ResPacketSize, R0);
+          r3.storePacket(0 * Traits::ResPacketSize, R1);
+        }
+
+        // Deal with remaining columns of the rhs
+        for(Index j2=packet_cols4; j2<cols; j2++)
+        {
+          // One column at a time
+          const LhsScalar* blA = &blockA[i*strideA+offsetA*(1*Traits::LhsProgress)];
+          prefetch(&blA[0]);
+          const RhsScalar* blB = &blockB[j2*strideB+offsetB];
+          prefetch(&blB[0]);
+
+          // gets res block as register
+          AccPacket C0;
+          traits.initAcc(C0);
+
+          LinearMapper r0 = res.getLinearMapper(i, j2);
+          LhsPacket A0;
+
+          // performs "inner" products
+          for(Index k=0; k<peeled_kc; k+=pk)
+          {
+            EIGEN_ASM_COMMENT("begin gebp micro kernel 2pX1");
+            RhsPacket B_0;
+
+#define EIGEN_GEBGP_ONESTEP(K) \
+            do {                                                                \
+              EIGEN_ASM_COMMENT("begin step of gebp micro kernel 2pX1");        \
+              EIGEN_ASM_COMMENT("Note: these asm comments work around bug 935!"); \
+              traits.loadLhs(&blA[(0+1*K)*LhsProgress], A0);                    \
+              traits.loadRhs(&blB[(0+K)*RhsProgress], B_0);                     \
+              traits.madd(A0, B_0, C0, B_0);                                    \
+              EIGEN_ASM_COMMENT("end step of gebp micro kernel 2pX1");          \
+            } while(false)
+
+            EIGEN_GEBGP_ONESTEP(0);
+            EIGEN_GEBGP_ONESTEP(1);
+            EIGEN_GEBGP_ONESTEP(2);
+            EIGEN_GEBGP_ONESTEP(3);
+            EIGEN_GEBGP_ONESTEP(4);
+            EIGEN_GEBGP_ONESTEP(5);
+            EIGEN_GEBGP_ONESTEP(6);
+            EIGEN_GEBGP_ONESTEP(7);
+
+            blB += pk*RhsProgress;
+            blA += pk*1*Traits::LhsProgress;
+
+            EIGEN_ASM_COMMENT("end gebp micro kernel 2pX1");
+          }
+
+          // process remaining peeled loop
+          for(Index k=peeled_kc; k<depth; k++)
+          {
+            RhsPacket B_0;
+            EIGEN_GEBGP_ONESTEP(0);
+            blB += RhsProgress;
+            blA += 1*Traits::LhsProgress;
+          }
+#undef EIGEN_GEBGP_ONESTEP
+          ResPacket R0;
+          ResPacket alphav = pset1<ResPacket>(alpha);
+          R0 = r0.loadPacket(0 * Traits::ResPacketSize);
+          traits.acc(C0, alphav, R0);
+          r0.storePacket(0 * Traits::ResPacketSize, R0);
+        }
+      }
+    }
+    //---------- Process remaining rows, 1 by 1 ----------
+    for(Index i=peeled_mc1; i<rows; i+=1)
+    {
+      // loop on each panel of the rhs
+      for(Index j2=0; j2<packet_cols4; j2+=nr)
+      {
+        const LhsScalar* blA = &blockA[i*strideA+offsetA];
+        prefetch(&blA[0]);
+        const RhsScalar* blB = &blockB[j2*strideB+offsetB*nr];
+        prefetch(&blB[0]);
+
+        if( (SwappedTraits::LhsProgress % 4)==0 )
+        {
+          // NOTE The following piece of code wont work for 512 bit registers
+          SAccPacket C0, C1, C2, C3;
+          straits.initAcc(C0);
+          straits.initAcc(C1);
+          straits.initAcc(C2);
+          straits.initAcc(C3);
+
+          const Index spk   = (std::max)(1,SwappedTraits::LhsProgress/4);
+          const Index endk  = (depth/spk)*spk;
+          const Index endk4 = (depth/(spk*4))*(spk*4);
+
+          Index k=0;
+          for(; k<endk4; k+=4*spk)
+          {
+            prefetch(&blB[4*SwappedTraits::LhsProgress]);
+
+            SLhsPacket A0,A1,A2,A3;
+            SRhsPacket B_0,B_1,B_2,B_3;
+
+            straits.loadLhsUnaligned(blB+0*SwappedTraits::LhsProgress, A0);
+            straits.loadLhsUnaligned(blB+1*SwappedTraits::LhsProgress, A1);
+            straits.loadRhsQuad(blA+0*spk, B_0);
+            straits.loadRhsQuad(blA+1*spk, B_1);
+            straits.madd(A0,B_0,C0,B_0);
+            straits.madd(A1,B_1,C1,B_1);
+
+            straits.loadLhsUnaligned(blB+2*SwappedTraits::LhsProgress, A2);
+            straits.loadLhsUnaligned(blB+3*SwappedTraits::LhsProgress, A3);
+            straits.loadRhsQuad(blA+2*spk, B_2);
+            straits.loadRhsQuad(blA+3*spk, B_3);
+            straits.madd(A2,B_2,C2,B_2);
+            straits.madd(A3,B_3,C3,B_3);
+
+            blB += 4*SwappedTraits::LhsProgress;
+            blA += 4*spk;
+          }
+          C0 = padd(padd(C0,C1),padd(C2,C3));
+          for(; k<endk; k+=spk)
+          {
+            SLhsPacket A0;
+            SRhsPacket B_0;
+
+            straits.loadLhsUnaligned(blB, A0);
+            straits.loadRhsQuad(blA, B_0);
+            straits.madd(A0,B_0,C0,B_0);
+
+            blB += SwappedTraits::LhsProgress;
+            blA += spk;
+          }
+          if(SwappedTraits::LhsProgress==8)
+          {
+            // Special case where we have to first reduce the accumulation register C0
+            typedef typename conditional<SwappedTraits::LhsProgress==8,typename unpacket_traits<SResPacket>::half,SResPacket>::type SResPacketHalf;
+            typedef typename conditional<SwappedTraits::LhsProgress==8,typename unpacket_traits<SLhsPacket>::half,SLhsPacket>::type SLhsPacketHalf;
+            typedef typename conditional<SwappedTraits::LhsProgress==8,typename unpacket_traits<SLhsPacket>::half,SRhsPacket>::type SRhsPacketHalf;
+            typedef typename conditional<SwappedTraits::LhsProgress==8,typename unpacket_traits<SAccPacket>::half,SAccPacket>::type SAccPacketHalf;
+
+            SResPacketHalf R = res.template gatherPacket<SResPacketHalf>(i, j2);
+            SResPacketHalf alphav = pset1<SResPacketHalf>(alpha);
+
+            if(depth-endk>0)
+            {
+              // We have to handle the last row of the rhs which corresponds to a half-packet
+              SLhsPacketHalf a0;
+              SRhsPacketHalf b0;
+              straits.loadLhsUnaligned(blB, a0);
+              straits.loadRhs(blA, b0);
+              SAccPacketHalf c0 = predux4(C0);
+              straits.madd(a0,b0,c0,b0);
+              straits.acc(c0, alphav, R);
+            }
+            else
+            {
+                straits.acc(predux4(C0), alphav, R);
+            }
+            res.scatterPacket(i, j2, R);
+          }
+          else
+          {
+            SResPacket R = res.template gatherPacket<SResPacket>(i, j2);
+            SResPacket alphav = pset1<SResPacket>(alpha);
+            straits.acc(C0, alphav, R);
+            res.scatterPacket(i, j2, R);
+          }
+        }
+        else // scalar path
+        {
+          // get a 1 x 4 res block as registers
+          ResScalar C0(0), C1(0), C2(0), C3(0);
+
+          for(Index k=0; k<depth; k++)
+          {
+            LhsScalar A0 = blA[k];
+            RhsScalar B_0 = blB[0];
+            RhsScalar B_1 = blB[1];
+            CJMADD(cj,A0,B_0,C0, B_0);
+            CJMADD(cj,A0,B_1,C1, B_1);
+            RhsScalar B_2 = blB[2];
+            RhsScalar B_3 = blB[3];
+            CJMADD(cj,A0,B_2,C2, B_2);
+            CJMADD(cj,A0,B_3,C3, B_3);
+
+            blB += 4;
+          }
+          res(i, j2 + 0) += alpha * C0;
+          res(i, j2 + 1) += alpha * C1;
+          res(i, j2 + 2) += alpha * C2;
+          res(i, j2 + 3) += alpha * C3;
+        }
+      }
+
+      // remaining columns
+      for(Index j2=packet_cols4; j2<cols; j2++)
+      {
+        const LhsScalar* blA = &blockA[i*strideA+offsetA];
+        //          prefetch(blA);
+        // gets a 1 x 1 res block as registers
+        ResScalar C0(0);
+        const RhsScalar* blB = &blockB[j2*strideB+offsetB];
+        for(Index k=0; k<depth; k++)
+        {
+          LhsScalar A0 = blA[k];
+          RhsScalar B_0 = blB[k];
+          CJMADD(cj, A0, B_0, C0, B_0);
+        }
+        res(i, j2) += alpha * C0;
+      }
+    }
+  }
+
+
+#undef CJMADD
+
+// pack a block of the lhs
+// The traversal is as follow (mr==4):
+//   0  4  8 12 ...
+//   1  5  9 13 ...
+//   2  6 10 14 ...
+//   3  7 11 15 ...
+//
+//  16 20 24 28 ...
+//  17 21 25 29 ...
+//  18 22 26 30 ...
+//  19 23 27 31 ...
+//
+//  32 33 34 35 ...
+//  36 36 38 39 ...
+template<typename Scalar, typename Index, typename DataMapper, int Pack1, int Pack2, bool Conjugate, bool PanelMode>
+struct gemm_pack_lhs<Scalar, Index, DataMapper, Pack1, Pack2, ColMajor, Conjugate, PanelMode>
+{
+  typedef typename DataMapper::LinearMapper LinearMapper;
+  EIGEN_DONT_INLINE void operator()(Scalar* blockA, const DataMapper& lhs, Index depth, Index rows, Index stride=0, Index offset=0);
+};
+
+template<typename Scalar, typename Index, typename DataMapper, int Pack1, int Pack2, bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_lhs<Scalar, Index, DataMapper, Pack1, Pack2, ColMajor, Conjugate, PanelMode>
+  ::operator()(Scalar* blockA, const DataMapper& lhs, Index depth, Index rows, Index stride, Index offset)
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  enum { PacketSize = packet_traits<Scalar>::size };
+
+  EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK LHS");
+  EIGEN_UNUSED_VARIABLE(stride);
+  EIGEN_UNUSED_VARIABLE(offset);
+  eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride));
+  eigen_assert( ((Pack1%PacketSize)==0 && Pack1<=4*PacketSize) || (Pack1<=4) );
+  conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
+
+  const Index peeled_mc3 = Pack1>=3*PacketSize ? (rows/(3*PacketSize))*(3*PacketSize) : 0;
+  const Index peeled_mc2 = Pack1>=2*PacketSize ? peeled_mc3+((rows-peeled_mc3)/(2*PacketSize))*(2*PacketSize) : 0;
+  const Index peeled_mc1 = Pack1>=1*PacketSize ? (rows/(1*PacketSize))*(1*PacketSize) : 0;
+  const Index peeled_mc0 = Pack2>=1*PacketSize ? peeled_mc1
+                         : Pack2>1             ? (rows/Pack2)*Pack2 : 0;
+
+  Index i=0;
+
+  // Pack 3 packets
+  if(Pack1>=3*PacketSize)
+  {
+    if(PanelMode)
+    {
+      for(; i<peeled_mc3; i+=3*PacketSize)
+      {
+        blockA += (3*PacketSize) * offset;
+
+        for(Index k=0; k<depth; k++)
+        {
+          Packet A, B, C;
+          A = lhs.loadPacket(i+0*PacketSize, k);
+          B = lhs.loadPacket(i+1*PacketSize, k);
+          C = lhs.loadPacket(i+2*PacketSize, k);
+          pstore(blockA+0*PacketSize, cj.pconj(A));
+          pstore(blockA+1*PacketSize, cj.pconj(B));
+          pstore(blockA+2*PacketSize, cj.pconj(C));
+          blockA += 3*PacketSize;
+        }
+        blockA += (3*PacketSize) * (stride-offset-depth);
+      }
+    }
+    else
+    {
+      // Read the data from DRAM as sequentially as possible. We're writing to
+      // SRAM so the order of the writes shouldn't impact performance.
+      for(Index k=0; k<depth; k++)
+      {
+        Scalar* localBlockA = blockA + 3*PacketSize*k;
+        for(Index local_i = i; local_i<peeled_mc3; local_i+=3*PacketSize)
+        {
+          Packet A, B, C;
+          A = lhs.loadPacket(local_i+0*PacketSize, k);
+          B = lhs.loadPacket(local_i+1*PacketSize, k);
+          C = lhs.loadPacket(local_i+2*PacketSize, k);
+          pstore(localBlockA+0*PacketSize, cj.pconj(A));
+          pstore(localBlockA+1*PacketSize, cj.pconj(B));
+          pstore(localBlockA+2*PacketSize, cj.pconj(C));
+          localBlockA += 3*PacketSize*depth;
+        }
+      }
+      blockA += depth*peeled_mc3;
+      i = peeled_mc3;
+    }
+  }
+  // Pack 2 packets
+  if(Pack1>=2*PacketSize)
+  {
+    if(PanelMode)
+    {
+      for(; i<peeled_mc2; i+=2*PacketSize)
+      {
+        blockA += (2*PacketSize) * offset;
+
+        for(Index k=0; k<depth; k++)
+        {
+          Packet A, B;
+          A = lhs.loadPacket(i+0*PacketSize, k);
+          B = lhs.loadPacket(i+1*PacketSize, k);
+          pstore(blockA+0*PacketSize, cj.pconj(A));
+          pstore(blockA+1*PacketSize, cj.pconj(B));
+          blockA += 2*PacketSize;
+        }
+        blockA += (2*PacketSize) * (stride-offset-depth);
+      }
+    }
+    else
+    {
+      // Read the data from RAM as sequentially as possible.
+      for(Index k=0; k<depth; k++)
+      {
+        Scalar* localBlockA = blockA + 2*PacketSize*k;
+        for(Index local_i = i; local_i<peeled_mc2; local_i+=2*PacketSize)
+        {
+          Packet A, B;
+          A = lhs.loadPacket(local_i+0*PacketSize, k);
+          B = lhs.loadPacket(local_i+1*PacketSize, k);
+          pstore(localBlockA+0*PacketSize, cj.pconj(A));
+          pstore(localBlockA+1*PacketSize, cj.pconj(B));
+          localBlockA += 2*PacketSize*depth;
+        }
+      }
+      blockA += depth*(peeled_mc2-i);
+      i = peeled_mc2;
+    }
+  }
+  // Pack 1 packets
+  if(Pack1>=1*PacketSize)
+  {
+    if(PanelMode)
+    {
+      for(; i<peeled_mc1; i+=1*PacketSize)
+      {
+        blockA += (1*PacketSize) * offset;
+
+        for(Index k=0; k<depth; k++)
+        {
+          Packet A;
+          A = lhs.loadPacket(i+0*PacketSize, k);
+          pstore(blockA, cj.pconj(A));
+          blockA+=PacketSize;
+        }
+        blockA += (1*PacketSize) * (stride-offset-depth);
+      }
+    }
+    else
+    {
+      // Read the data from RAM as sequentially as possible.
+      for(Index k=0; k<depth; k++)
+      {
+        Scalar* localBlockA = blockA + PacketSize*k;
+        for(Index local_i = i; local_i<peeled_mc1; local_i+=1*PacketSize)
+        {
+          Packet A;
+          A = lhs.loadPacket(local_i+0*PacketSize, k);
+          pstore(localBlockA, cj.pconj(A));
+          localBlockA += PacketSize*depth;
+        }
+      }
+      blockA += depth*(peeled_mc1-i);
+      i = peeled_mc1;
+    }
+  }
+  // Pack scalars
+  if(Pack2<PacketSize && Pack2>1)
+  {
+    for(; i<peeled_mc0; i+=Pack2)
+    {
+      if (PanelMode) {
+        blockA += Pack2 * offset;
+      }
+
+      for(Index k=0; k<depth; k++) {
+        const LinearMapper dm0 = lhs.getLinearMapper(i, k);
+        for(Index w=0; w<Pack2; w++) {
+          *blockA = cj(dm0(w));
+          blockA += 1;
+        }
+      }
+
+      if(PanelMode) blockA += Pack2 * (stride-offset-depth);
+    }
+  }
+  for(; i<rows; i++)
+  {
+    if(PanelMode) blockA += offset;
+    for(Index k=0; k<depth; k++) {
+      *blockA = cj(lhs(i, k));
+      blockA += 1;
+    }
+    if(PanelMode) blockA += (stride-offset-depth);
+  }
+}
+
+template<typename Scalar, typename Index, typename DataMapper, int Pack1, int Pack2, bool Conjugate, bool PanelMode>
+struct gemm_pack_lhs<Scalar, Index, DataMapper, Pack1, Pack2, RowMajor, Conjugate, PanelMode>
+{
+  typedef typename DataMapper::LinearMapper LinearMapper;
+  EIGEN_DONT_INLINE void operator()(Scalar* blockA, const DataMapper& lhs, Index depth, Index rows, Index stride=0, Index offset=0);
+};
+
+template<typename Scalar, typename Index, typename DataMapper, int Pack1, int Pack2, bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_lhs<Scalar, Index, DataMapper, Pack1, Pack2, RowMajor, Conjugate, PanelMode>
+  ::operator()(Scalar* blockA, const DataMapper& lhs, Index depth, Index rows, Index stride, Index offset)
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  enum { PacketSize = packet_traits<Scalar>::size };
+
+  EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK LHS");
+  EIGEN_UNUSED_VARIABLE(stride);
+  EIGEN_UNUSED_VARIABLE(offset);
+  eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride));
+  conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
+
+//   const Index peeled_mc3 = Pack1>=3*PacketSize ? (rows/(3*PacketSize))*(3*PacketSize) : 0;
+//   const Index peeled_mc2 = Pack1>=2*PacketSize ? peeled_mc3+((rows-peeled_mc3)/(2*PacketSize))*(2*PacketSize) : 0;
+//   const Index peeled_mc1 = Pack1>=1*PacketSize ? (rows/(1*PacketSize))*(1*PacketSize) : 0;
+
+  int pack = Pack1;
+  Index i = 0;
+  while(pack>0)
+  {
+    Index remaining_rows = rows-i;
+    Index peeled_mc = i+(remaining_rows/pack)*pack;
+    for(; i<peeled_mc; i+=pack)
+    {
+      if(PanelMode) blockA += pack * offset;
+
+      const Index peeled_k = (depth/PacketSize)*PacketSize;
+      Index k=0;
+      if(pack>=PacketSize)
+      {
+        for(; k<peeled_k; k+=PacketSize)
+        {
+          for (Index m = 0; m < pack; m += PacketSize)
+          {
+            PacketBlock<Packet> kernel;
+            for (int p = 0; p < PacketSize; ++p) kernel.packet[p] = lhs.loadPacket(i+p+m, k);
+            ptranspose(kernel);
+            for (int p = 0; p < PacketSize; ++p) pstore(blockA+m+(pack)*p, cj.pconj(kernel.packet[p]));
+          }
+          blockA += PacketSize*pack;
+        }
+      }
+      for(; k<depth; k++)
+      {
+        Index w=0;
+        for(; w<pack-3; w+=4)
+        {
+          Scalar a(cj(lhs(i+w+0, k))),
+                 b(cj(lhs(i+w+1, k))),
+                 c(cj(lhs(i+w+2, k))),
+                 d(cj(lhs(i+w+3, k)));
+          blockA[0] = a;
+          blockA[1] = b;
+          blockA[2] = c;
+          blockA[3] = d;
+          blockA += 4;
+        }
+        if(pack%4)
+          for(;w<pack;++w) {
+            *blockA = cj(lhs(i+w, k));
+            blockA += 1;
+          }
+      }
+
+      if(PanelMode) blockA += pack * (stride-offset-depth);
+    }
+
+    pack -= PacketSize;
+    if(pack<Pack2 && (pack+PacketSize)!=Pack2)
+      pack = Pack2;
+  }
+
+  for(; i<rows; i++)
+  {
+    if(PanelMode) blockA += offset;
+    for(Index k=0; k<depth; k++) {
+      *blockA = cj(lhs(i, k));
+      blockA += 1;
+    }
+    if(PanelMode) blockA += (stride-offset-depth);
+  }
+}
+
+// copy a complete panel of the rhs
+// this version is optimized for column major matrices
+// The traversal order is as follow: (nr==4):
+//  0  1  2  3   12 13 14 15   24 27
+//  4  5  6  7   16 17 18 19   25 28
+//  8  9 10 11   20 21 22 23   26 29
+//  .  .  .  .    .  .  .  .    .  .
+template<typename Scalar, typename Index, typename DataMapper, int nr, bool Conjugate, bool PanelMode>
+struct gemm_pack_rhs<Scalar, Index, DataMapper, nr, ColMajor, Conjugate, PanelMode>
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename DataMapper::LinearMapper LinearMapper;
+  enum { PacketSize = packet_traits<Scalar>::size };
+  EIGEN_DONT_INLINE void operator()(Scalar* blockB, const DataMapper& rhs, Index depth, Index cols, Index stride=0, Index offset=0);
+};
+
+template<typename Scalar, typename Index, typename DataMapper, int nr, bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_rhs<Scalar, Index, DataMapper, nr, ColMajor, Conjugate, PanelMode>
+::operator()(Scalar* blockB, const DataMapper& rhs, Index depth, Index cols, Index stride, Index offset)
+{
+  EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK RHS COLMAJOR");
+  EIGEN_UNUSED_VARIABLE(stride);
+  EIGEN_UNUSED_VARIABLE(offset);
+  eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride));
+  conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
+  Index packet_cols8 = nr>=8 ? (cols/8) * 8 : 0;
+  Index packet_cols4 = nr>=4 ? (cols/4) * 4 : 0;
+  const Index peeled_k = (depth/PacketSize)*PacketSize;
+//   if(nr>=8)
+//   {
+//     for(Index j2=0; j2<packet_cols8; j2+=8)
+//     {
+//       // skip what we have before
+//       if(PanelMode) count += 8 * offset;
+//       const Scalar* b0 = &rhs[(j2+0)*rhsStride];
+//       const Scalar* b1 = &rhs[(j2+1)*rhsStride];
+//       const Scalar* b2 = &rhs[(j2+2)*rhsStride];
+//       const Scalar* b3 = &rhs[(j2+3)*rhsStride];
+//       const Scalar* b4 = &rhs[(j2+4)*rhsStride];
+//       const Scalar* b5 = &rhs[(j2+5)*rhsStride];
+//       const Scalar* b6 = &rhs[(j2+6)*rhsStride];
+//       const Scalar* b7 = &rhs[(j2+7)*rhsStride];
+//       Index k=0;
+//       if(PacketSize==8) // TODO enbale vectorized transposition for PacketSize==4
+//       {
+//         for(; k<peeled_k; k+=PacketSize) {
+//           PacketBlock<Packet> kernel;
+//           for (int p = 0; p < PacketSize; ++p) {
+//             kernel.packet[p] = ploadu<Packet>(&rhs[(j2+p)*rhsStride+k]);
+//           }
+//           ptranspose(kernel);
+//           for (int p = 0; p < PacketSize; ++p) {
+//             pstoreu(blockB+count, cj.pconj(kernel.packet[p]));
+//             count+=PacketSize;
+//           }
+//         }
+//       }
+//       for(; k<depth; k++)
+//       {
+//         blockB[count+0] = cj(b0[k]);
+//         blockB[count+1] = cj(b1[k]);
+//         blockB[count+2] = cj(b2[k]);
+//         blockB[count+3] = cj(b3[k]);
+//         blockB[count+4] = cj(b4[k]);
+//         blockB[count+5] = cj(b5[k]);
+//         blockB[count+6] = cj(b6[k]);
+//         blockB[count+7] = cj(b7[k]);
+//         count += 8;
+//       }
+//       // skip what we have after
+//       if(PanelMode) count += 8 * (stride-offset-depth);
+//     }
+//   }
+
+  if(nr>=4)
+  {
+    for(Index j2=packet_cols8; j2<packet_cols4; j2+=4)
+    {
+      // skip what we have before
+      if(PanelMode) blockB += 4 * offset;
+
+      // TODO: each of these makes a copy of the stride :(
+      const LinearMapper dm0 = rhs.getLinearMapper(0, j2 + 0);
+      const LinearMapper dm1 = rhs.getLinearMapper(0, j2 + 1);
+      const LinearMapper dm2 = rhs.getLinearMapper(0, j2 + 2);
+      const LinearMapper dm3 = rhs.getLinearMapper(0, j2 + 3);
+
+      Index k=0;
+      if((PacketSize%4)==0) // TODO enable vectorized transposition for PacketSize==2 ??
+      {
+        for(; k<peeled_k; k+=PacketSize) {
+          PacketBlock<Packet, 4> kernel;
+          kernel.packet[0] = dm0.loadPacket(k);
+          kernel.packet[1] = dm1.loadPacket(k);
+          kernel.packet[2] = dm2.loadPacket(k);
+          kernel.packet[3] = dm3.loadPacket(k);
+          ptranspose(kernel);
+          pstoreu(blockB+0*PacketSize, cj.pconj(kernel.packet[0]));
+          pstoreu(blockB+1*PacketSize, cj.pconj(kernel.packet[1]));
+          pstoreu(blockB+2*PacketSize, cj.pconj(kernel.packet[2]));
+          pstoreu(blockB+3*PacketSize, cj.pconj(kernel.packet[3]));
+          blockB+=4*PacketSize;
+        }
+      }
+      for(; k<depth; k++)
+      {
+        blockB[0] = cj(dm0(k));
+        blockB[1] = cj(dm1(k));
+        blockB[2] = cj(dm2(k));
+        blockB[3] = cj(dm3(k));
+        blockB += 4;
+      }
+      // skip what we have after
+      if(PanelMode) blockB += 4 * (stride-offset-depth);
+    }
+  }
+
+  // copy the remaining columns one at a time (nr==1)
+  for(Index j2=packet_cols4; j2<cols; ++j2)
+  {
+    const LinearMapper dm0 = rhs.getLinearMapper(0, j2);
+    if(PanelMode) blockB += offset;
+    for(Index k=0; k<depth; k++)
+    {
+      *blockB = cj(dm0(k));
+      blockB += 1;
+    }
+    if(PanelMode) blockB += (stride-offset-depth);
+  }
+}
+
+// this version is optimized for row major matrices
+template<typename Scalar, typename Index, typename DataMapper, int nr, bool Conjugate, bool PanelMode>
+struct gemm_pack_rhs<Scalar, Index, DataMapper, nr, RowMajor, Conjugate, PanelMode>
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename packet_traits<Scalar>::half HalfPacket;
+  typedef typename DataMapper::LinearMapper LinearMapper;
+  enum {
+    PacketSize = packet_traits<Scalar>::size,
+    HalfPacketSize = packet_traits<Scalar>::HasHalfPacket ? unpacket_traits<typename packet_traits<Scalar>::half>::size : 0
+  };
+  EIGEN_DONT_INLINE void operator()(Scalar* blockB, const DataMapper& rhs, Index depth, Index cols, Index stride=0, Index offset=0);
+};
+
+template<typename Scalar, typename Index, typename DataMapper, int nr, bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_rhs<Scalar, Index, DataMapper, nr, RowMajor, Conjugate, PanelMode>
+  ::operator()(Scalar* blockB, const DataMapper& rhs, Index depth, Index cols, Index stride, Index offset)
+{
+  EIGEN_ASM_COMMENT("EIGEN PRODUCT PACK RHS ROWMAJOR");
+  EIGEN_UNUSED_VARIABLE(stride);
+  EIGEN_UNUSED_VARIABLE(offset);
+  eigen_assert(((!PanelMode) && stride==0 && offset==0) || (PanelMode && stride>=depth && offset<=stride));
+  conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
+  Index packet_cols8 = nr>=8 ? (cols/8) * 8 : 0;
+  Index packet_cols4 = nr>=4 ? (cols/4) * 4 : 0;
+
+//   if(nr>=8)
+//   {
+//     for(Index j2=0; j2<packet_cols8; j2+=8)
+//     {
+//       // skip what we have before
+//       if(PanelMode) count += 8 * offset;
+//       for(Index k=0; k<depth; k++)
+//       {
+//         if (PacketSize==8) {
+//           Packet A = ploadu<Packet>(&rhs[k*rhsStride + j2]);
+//           pstoreu(blockB+count, cj.pconj(A));
+//         } else if (PacketSize==4) {
+//           Packet A = ploadu<Packet>(&rhs[k*rhsStride + j2]);
+//           Packet B = ploadu<Packet>(&rhs[k*rhsStride + j2 + PacketSize]);
+//           pstoreu(blockB+count, cj.pconj(A));
+//           pstoreu(blockB+count+PacketSize, cj.pconj(B));
+//         } else {
+//           const Scalar* b0 = &rhs[k*rhsStride + j2];
+//           blockB[count+0] = cj(b0[0]);
+//           blockB[count+1] = cj(b0[1]);
+//           blockB[count+2] = cj(b0[2]);
+//           blockB[count+3] = cj(b0[3]);
+//           blockB[count+4] = cj(b0[4]);
+//           blockB[count+5] = cj(b0[5]);
+//           blockB[count+6] = cj(b0[6]);
+//           blockB[count+7] = cj(b0[7]);
+//         }
+//         count += 8;
+//       }
+//       // skip what we have after
+//       if(PanelMode) count += 8 * (stride-offset-depth);
+//     }
+//   }
+  if(nr>=4)
+  {
+    for(Index j2=packet_cols8; j2<packet_cols4; j2+=4)
+    {
+      // skip what we have before
+      if(PanelMode) blockB += 4 * offset;
+      for(Index k=0; k<depth; k++)
+      {
+        if (PacketSize==4) {
+          Packet A = rhs.loadPacket(k, j2);
+          pstore(blockB, cj.pconj(A));
+          blockB += PacketSize;
+        }
+        else if (HalfPacketSize==4) {
+          HalfPacket A = rhs.loadHalfPacket(k, j2);
+          pstore<Scalar, HalfPacket>(blockB, cj.pconj(A));
+          blockB += HalfPacketSize;
+        }
+        else {
+          const LinearMapper dm0 = rhs.getLinearMapper(k, j2);
+          blockB[0] = cj(dm0(0));
+          blockB[1] = cj(dm0(1));
+          blockB[2] = cj(dm0(2));
+          blockB[3] = cj(dm0(3));
+          blockB += 4;
+        }
+      }
+      // skip what we have after
+      if(PanelMode) blockB += 4 * (stride-offset-depth);
+    }
+  }
+  // copy the remaining columns one at a time (nr==1)
+  for(Index j2=packet_cols4; j2<cols; ++j2)
+  {
+    if(PanelMode) blockB += offset;
+    for(Index k=0; k<depth; k++)
+    {
+      *blockB = cj(rhs(k, j2));
+      blockB += 1;
+    }
+    if(PanelMode) blockB += stride-offset-depth;
+  }
+}
+
+} // end namespace internal
+
+/** \returns the currently set level 1 cpu cache size (in bytes) used to estimate the ideal blocking size parameters.
+  * \sa setCpuCacheSize */
+inline std::ptrdiff_t l1CacheSize()
+{
+  std::ptrdiff_t l1, l2, l3;
+  internal::manage_caching_sizes(GetAction, &l1, &l2, &l3);
+  return l1;
+}
+
+/** \returns the currently set level 2 cpu cache size (in bytes) used to estimate the ideal blocking size parameters.
+  * \sa setCpuCacheSize */
+inline std::ptrdiff_t l2CacheSize()
+{
+  std::ptrdiff_t l1, l2, l3;
+  internal::manage_caching_sizes(GetAction, &l1, &l2, &l3);
+  return l2;
+}
+
+/** \returns the currently set level 3 cpu cache size (in bytes) used to estimate the ideal blocking size parameters.
+  * \sa setCpuCacheSize */
+inline std::ptrdiff_t l3CacheSize()
+{
+  std::ptrdiff_t l1, l2, l3;
+  internal::manage_caching_sizes(GetAction, &l1, &l2, &l3);
+  return l3;
+}
+
+/** Set the cpu L1 and L2 cache sizes (in bytes).
+  * These values are use to adjust the size of the blocks
+  * for the algorithms working per blocks.
+  *
+  * \sa computeProductBlockingSizes */
+inline void setCpuCacheSizes(std::ptrdiff_t l1, std::ptrdiff_t l2, std::ptrdiff_t l3)
+{
+  internal::manage_caching_sizes(SetAction, &l1, &l2, &l3);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_BLOCK_PANEL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h
new file mode 100644
index 0000000000..c3715b1a39
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix.h
@@ -0,0 +1,465 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_GENERAL_MATRIX_MATRIX_H
+#define EIGEN_GENERAL_MATRIX_MATRIX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename _LhsScalar, typename _RhsScalar> class level3_blocking;
+
+/* Specialization for a row-major destination matrix => simple transposition of the product */
+template<
+  typename Index,
+  typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+  typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs>
+struct general_matrix_matrix_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor>
+{
+  typedef gebp_traits<RhsScalar,LhsScalar> Traits;
+  
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  static EIGEN_STRONG_INLINE void run(
+    Index rows, Index cols, Index depth,
+    const LhsScalar* lhs, Index lhsStride,
+    const RhsScalar* rhs, Index rhsStride,
+    ResScalar* res, Index resStride,
+    ResScalar alpha,
+    level3_blocking<RhsScalar,LhsScalar>& blocking,
+    GemmParallelInfo<Index>* info = 0)
+  {
+    // transpose the product such that the result is column major
+    general_matrix_matrix_product<Index,
+      RhsScalar, RhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateRhs,
+      LhsScalar, LhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateLhs,
+      ColMajor>
+    ::run(cols,rows,depth,rhs,rhsStride,lhs,lhsStride,res,resStride,alpha,blocking,info);
+  }
+};
+
+/*  Specialization for a col-major destination matrix
+ *    => Blocking algorithm following Goto's paper */
+template<
+  typename Index,
+  typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+  typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs>
+struct general_matrix_matrix_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor>
+{
+
+typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+  
+typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+static void run(Index rows, Index cols, Index depth,
+  const LhsScalar* _lhs, Index lhsStride,
+  const RhsScalar* _rhs, Index rhsStride,
+  ResScalar* _res, Index resStride,
+  ResScalar alpha,
+  level3_blocking<LhsScalar,RhsScalar>& blocking,
+  GemmParallelInfo<Index>* info = 0)
+{
+  typedef const_blas_data_mapper<LhsScalar, Index, LhsStorageOrder> LhsMapper;
+  typedef const_blas_data_mapper<RhsScalar, Index, RhsStorageOrder> RhsMapper;
+  typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+  LhsMapper lhs(_lhs,lhsStride);
+  RhsMapper rhs(_rhs,rhsStride);
+  ResMapper res(_res, resStride);
+
+  Index kc = blocking.kc();                   // cache block size along the K direction
+  Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
+  Index nc = (std::min)(cols,blocking.nc());  // cache block size along the N direction
+
+  gemm_pack_lhs<LhsScalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+  gemm_pack_rhs<RhsScalar, Index, RhsMapper, Traits::nr, RhsStorageOrder> pack_rhs;
+  gebp_kernel<LhsScalar, RhsScalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp;
+
+#ifdef EIGEN_HAS_OPENMP
+  if(info)
+  {
+    // this is the parallel version!
+    Index tid = omp_get_thread_num();
+    Index threads = omp_get_num_threads();
+    
+    LhsScalar* blockA = blocking.blockA();
+    eigen_internal_assert(blockA!=0);
+    
+    std::size_t sizeB = kc*nc;
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, sizeB, 0);
+      
+    // For each horizontal panel of the rhs, and corresponding vertical panel of the lhs...
+    for(Index k=0; k<depth; k+=kc)
+    {
+      const Index actual_kc = (std::min)(k+kc,depth)-k; // => rows of B', and cols of the A'
+
+      // In order to reduce the chance that a thread has to wait for the other,
+      // let's start by packing B'.
+      pack_rhs(blockB, rhs.getSubMapper(k,0), actual_kc, nc);
+
+      // Pack A_k to A' in a parallel fashion:
+      // each thread packs the sub block A_k,i to A'_i where i is the thread id.
+
+      // However, before copying to A'_i, we have to make sure that no other thread is still using it,
+      // i.e., we test that info[tid].users equals 0.
+      // Then, we set info[tid].users to the number of threads to mark that all other threads are going to use it.
+      while(info[tid].users!=0) {}
+      info[tid].users += threads;
+
+      pack_lhs(blockA+info[tid].lhs_start*actual_kc, lhs.getSubMapper(info[tid].lhs_start,k), actual_kc, info[tid].lhs_length);
+
+      // Notify the other threads that the part A'_i is ready to go.
+      info[tid].sync = k;
+      
+      // Computes C_i += A' * B' per A'_i
+      for(Index shift=0; shift<threads; ++shift)
+      {
+        Index i = (tid+shift)%threads;
+
+        // At this point we have to make sure that A'_i has been updated by the thread i,
+        // we use testAndSetOrdered to mimic a volatile access.
+        // However, no need to wait for the B' part which has been updated by the current thread!
+        if (shift>0) {
+          while(info[i].sync!=k) {
+          }
+        }
+
+        gebp(res.getSubMapper(info[i].lhs_start, 0), blockA+info[i].lhs_start*actual_kc, blockB, info[i].lhs_length, actual_kc, nc, alpha);
+      }
+
+      // Then keep going as usual with the remaining B'
+      for(Index j=nc; j<cols; j+=nc)
+      {
+        const Index actual_nc = (std::min)(j+nc,cols)-j;
+
+        // pack B_k,j to B'
+        pack_rhs(blockB, rhs.getSubMapper(k,j), actual_kc, actual_nc);
+
+        // C_j += A' * B'
+        gebp(res.getSubMapper(0, j), blockA, blockB, rows, actual_kc, actual_nc, alpha);
+      }
+
+      // Release all the sub blocks A'_i of A' for the current thread,
+      // i.e., we simply decrement the number of users by 1
+      #pragma omp critical
+      {
+      for(Index i=0; i<threads; ++i)
+        #pragma omp atomic
+        --(info[i].users);
+      }
+    }
+  }
+  else
+#endif // EIGEN_HAS_OPENMP
+  {
+    EIGEN_UNUSED_VARIABLE(info);
+
+    // this is the sequential version!
+    std::size_t sizeA = kc*mc;
+    std::size_t sizeB = kc*nc;
+
+    ei_declare_aligned_stack_constructed_variable(LhsScalar, blockA, sizeA, blocking.blockA());
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, sizeB, blocking.blockB());
+    
+    const bool pack_rhs_once = mc!=rows && kc==depth && nc==cols;
+
+    // For each horizontal panel of the rhs, and corresponding panel of the lhs...
+    for(Index i2=0; i2<rows; i2+=mc)
+    {
+      const Index actual_mc = (std::min)(i2+mc,rows)-i2;
+
+      for(Index k2=0; k2<depth; k2+=kc)
+      {
+        const Index actual_kc = (std::min)(k2+kc,depth)-k2;
+        
+        // OK, here we have selected one horizontal panel of rhs and one vertical panel of lhs.
+        // => Pack lhs's panel into a sequential chunk of memory (L2/L3 caching)
+        // Note that this panel will be read as many times as the number of blocks in the rhs's
+        // horizontal panel which is, in practice, a very low number.
+        pack_lhs(blockA, lhs.getSubMapper(i2,k2), actual_kc, actual_mc);
+        
+        // For each kc x nc block of the rhs's horizontal panel...
+        for(Index j2=0; j2<cols; j2+=nc)
+        {
+          const Index actual_nc = (std::min)(j2+nc,cols)-j2;
+          
+          // We pack the rhs's block into a sequential chunk of memory (L2 caching)
+          // Note that this block will be read a very high number of times, which is equal to the number of
+          // micro horizontal panel of the large rhs's panel (e.g., rows/12 times).
+          if((!pack_rhs_once) || i2==0)
+            pack_rhs(blockB, rhs.getSubMapper(k2,j2), actual_kc, actual_nc);
+          
+          // Everything is packed, we can now call the panel * block kernel:
+          gebp(res.getSubMapper(i2, j2), blockA, blockB, actual_mc, actual_kc, actual_nc, alpha);
+        }
+      }
+    }
+  }
+}
+
+};
+
+/*********************************************************************************
+*  Specialization of GeneralProduct<> for "large" GEMM, i.e.,
+*  implementation of the high level wrapper to general_matrix_matrix_product
+**********************************************************************************/
+
+template<typename Lhs, typename Rhs>
+struct traits<GeneralProduct<Lhs,Rhs,GemmProduct> >
+ : traits<ProductBase<GeneralProduct<Lhs,Rhs,GemmProduct>, Lhs, Rhs> >
+{};
+
+template<typename Scalar, typename Index, typename Gemm, typename Lhs, typename Rhs, typename Dest, typename BlockingType>
+struct gemm_functor
+{
+  gemm_functor(const Lhs& lhs, const Rhs& rhs, Dest& dest, const Scalar& actualAlpha, BlockingType& blocking)
+    : m_lhs(lhs), m_rhs(rhs), m_dest(dest), m_actualAlpha(actualAlpha), m_blocking(blocking)
+  {}
+
+  void initParallelSession() const
+  {
+    m_blocking.allocateA();
+  }
+
+  void operator() (Index row, Index rows, Index col=0, Index cols=-1, GemmParallelInfo<Index>* info=0) const
+  {
+    if(cols==-1)
+      cols = m_rhs.cols();
+
+    Gemm::run(rows, cols, m_lhs.cols(),
+              /*(const Scalar*)*/&m_lhs.coeffRef(row,0), m_lhs.outerStride(),
+              /*(const Scalar*)*/&m_rhs.coeffRef(0,col), m_rhs.outerStride(),
+              (Scalar*)&(m_dest.coeffRef(row,col)), m_dest.outerStride(),
+              m_actualAlpha, m_blocking, info);
+  }
+  
+  typedef typename Gemm::Traits Traits;
+
+  protected:
+    const Lhs& m_lhs;
+    const Rhs& m_rhs;
+    Dest& m_dest;
+    Scalar m_actualAlpha;
+    BlockingType& m_blocking;
+};
+
+template<int StorageOrder, typename LhsScalar, typename RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor=1,
+bool FiniteAtCompileTime = MaxRows!=Dynamic && MaxCols!=Dynamic && MaxDepth != Dynamic> class gemm_blocking_space;
+
+template<typename _LhsScalar, typename _RhsScalar>
+class level3_blocking
+{
+    typedef _LhsScalar LhsScalar;
+    typedef _RhsScalar RhsScalar;
+
+  protected:
+    LhsScalar* m_blockA;
+    RhsScalar* m_blockB;
+
+    DenseIndex m_mc;
+    DenseIndex m_nc;
+    DenseIndex m_kc;
+
+  public:
+
+    level3_blocking()
+      : m_blockA(0), m_blockB(0), m_mc(0), m_nc(0), m_kc(0)
+    {}
+
+    inline DenseIndex mc() const { return m_mc; }
+    inline DenseIndex nc() const { return m_nc; }
+    inline DenseIndex kc() const { return m_kc; }
+
+    inline LhsScalar* blockA() { return m_blockA; }
+    inline RhsScalar* blockB() { return m_blockB; }
+};
+
+template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
+class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, KcFactor, true>
+  : public level3_blocking<
+      typename conditional<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::type,
+      typename conditional<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::type>
+{
+    enum {
+      Transpose = StorageOrder==RowMajor,
+      ActualRows = Transpose ? MaxCols : MaxRows,
+      ActualCols = Transpose ? MaxRows : MaxCols
+    };
+    typedef typename conditional<Transpose,_RhsScalar,_LhsScalar>::type LhsScalar;
+    typedef typename conditional<Transpose,_LhsScalar,_RhsScalar>::type RhsScalar;
+    typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+    enum {
+      SizeA = ActualRows * MaxDepth,
+      SizeB = ActualCols * MaxDepth
+    };
+
+    EIGEN_ALIGN_DEFAULT LhsScalar m_staticA[SizeA];
+    EIGEN_ALIGN_DEFAULT RhsScalar m_staticB[SizeB];
+
+  public:
+
+    gemm_blocking_space(DenseIndex /*rows*/, DenseIndex /*cols*/, DenseIndex /*depth*/, int /*num_threads*/, bool /*full_rows = false*/)
+    {
+      this->m_mc = ActualRows;
+      this->m_nc = ActualCols;
+      this->m_kc = MaxDepth;
+      this->m_blockA = m_staticA;
+      this->m_blockB = m_staticB;
+    }
+
+    inline void allocateA() {}
+    inline void allocateB() {}
+    inline void allocateAll() {}
+};
+
+template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
+class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, KcFactor, false>
+  : public level3_blocking<
+      typename conditional<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::type,
+      typename conditional<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::type>
+{
+    enum {
+      Transpose = StorageOrder==RowMajor
+    };
+    typedef typename conditional<Transpose,_RhsScalar,_LhsScalar>::type LhsScalar;
+    typedef typename conditional<Transpose,_LhsScalar,_RhsScalar>::type RhsScalar;
+    typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+
+    DenseIndex m_sizeA;
+    DenseIndex m_sizeB;
+
+  public:
+
+    gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth, DenseIndex num_threads, bool l3_blocking)
+    {
+      this->m_mc = Transpose ? cols : rows;
+      this->m_nc = Transpose ? rows : cols;
+      this->m_kc = depth;
+
+      if(l3_blocking)
+      {
+        computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, this->m_mc, this->m_nc, num_threads);
+      }
+      else // no l3 blocking
+      {
+        DenseIndex m = this->m_mc;
+        DenseIndex n = this->m_nc;
+        computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, m, n, num_threads);
+      }
+      
+      m_sizeA = this->m_mc * this->m_kc;
+      m_sizeB = this->m_kc * this->m_nc;
+    }
+
+    void allocateA()
+    {
+      if(this->m_blockA==0)
+        this->m_blockA = aligned_new<LhsScalar>(m_sizeA);
+    }
+
+    void allocateB()
+    {
+      if(this->m_blockB==0)
+        this->m_blockB = aligned_new<RhsScalar>(m_sizeB);
+    }
+
+    void allocateAll()
+    {
+      allocateA();
+      allocateB();
+    }
+
+    ~gemm_blocking_space()
+    {
+      aligned_delete(this->m_blockA, m_sizeA);
+      aligned_delete(this->m_blockB, m_sizeB);
+    }
+};
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class GeneralProduct<Lhs, Rhs, GemmProduct>
+  : public ProductBase<GeneralProduct<Lhs,Rhs,GemmProduct>, Lhs, Rhs>
+{
+    enum {
+      MaxDepthAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(Lhs::MaxColsAtCompileTime,Rhs::MaxRowsAtCompileTime)
+    };
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct)
+    
+    typedef typename  Lhs::Scalar LhsScalar;
+    typedef typename  Rhs::Scalar RhsScalar;
+    typedef           Scalar      ResScalar;
+
+    GeneralProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {
+      typedef internal::scalar_product_op<LhsScalar,RhsScalar> BinOp;
+      EIGEN_CHECK_BINARY_COMPATIBILIY(BinOp,LhsScalar,RhsScalar);
+    }
+    
+    template<typename Dest>
+    inline void evalTo(Dest& dst) const
+    {
+      if((m_rhs.rows()+dst.rows()+dst.cols())<20 && m_rhs.rows()>0)
+        dst.noalias() = m_lhs .lazyProduct( m_rhs );
+      else
+      {
+        dst.setZero();
+        scaleAndAddTo(dst,Scalar(1));
+      }
+    }
+
+    template<typename Dest>
+    inline void addTo(Dest& dst) const
+    {
+      if((m_rhs.rows()+dst.rows()+dst.cols())<20 && m_rhs.rows()>0)
+        dst.noalias() += m_lhs .lazyProduct( m_rhs );
+      else
+        scaleAndAddTo(dst,Scalar(1));
+    }
+
+    template<typename Dest>
+    inline void subTo(Dest& dst) const
+    {
+      if((m_rhs.rows()+dst.rows()+dst.cols())<20 && m_rhs.rows()>0)
+        dst.noalias() -= m_lhs .lazyProduct( m_rhs );
+      else
+        scaleAndAddTo(dst,Scalar(-1));
+    }
+    
+    template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
+    {
+      eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());
+
+      typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
+      typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
+
+      Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
+                                 * RhsBlasTraits::extractScalarFactor(m_rhs);
+
+      typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,LhsScalar,RhsScalar,
+              Dest::MaxRowsAtCompileTime,Dest::MaxColsAtCompileTime,MaxDepthAtCompileTime> BlockingType;
+
+      typedef internal::gemm_functor<
+        Scalar, Index,
+        internal::general_matrix_matrix_product<
+          Index,
+          LhsScalar, (_ActualLhsType::Flags&RowMajorBit) ? RowMajor : ColMajor, bool(LhsBlasTraits::NeedToConjugate),
+          RhsScalar, (_ActualRhsType::Flags&RowMajorBit) ? RowMajor : ColMajor, bool(RhsBlasTraits::NeedToConjugate),
+          (Dest::Flags&RowMajorBit) ? RowMajor : ColMajor>,
+        _ActualLhsType, _ActualRhsType, Dest, BlockingType> GemmFunctor;
+
+      BlockingType blocking(dst.rows(), dst.cols(), lhs.cols(), 1, true);
+
+      internal::parallelize_gemm<(Dest::MaxRowsAtCompileTime>32 || Dest::MaxRowsAtCompileTime==Dynamic)>(GemmFunctor(lhs, rhs, dst, actualAlpha, blocking), this->rows(), this->cols(), Dest::Flags&RowMajorBit);
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h
new file mode 100644
index 0000000000..e4c10e88d1
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h
@@ -0,0 +1,285 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_GENERAL_MATRIX_MATRIX_TRIANGULAR_H
+#define EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_H
+
+namespace Eigen { 
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjLhs, bool ConjRhs>
+struct selfadjoint_rank1_update;
+
+namespace internal {
+
+/**********************************************************************
+* This file implements a general A * B product while
+* evaluating only one triangular part of the product.
+* This is more general version of self adjoint product (C += A A^T)
+* as the level 3 SYRK Blas routine.
+**********************************************************************/
+
+// forward declarations (defined at the end of this file)
+template<typename LhsScalar, typename RhsScalar, typename Index, int mr, int nr, bool ConjLhs, bool ConjRhs, int UpLo>
+struct tribb_kernel;
+  
+/* Optimized matrix-matrix product evaluating only one triangular half */
+template <typename Index,
+          typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+          typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs,
+                              int ResStorageOrder, int  UpLo, int Version = Specialized>
+struct general_matrix_matrix_triangular_product;
+
+// as usual if the result is row major => we transpose the product
+template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+                          typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int  UpLo, int Version>
+struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor,UpLo,Version>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const LhsScalar* lhs, Index lhsStride,
+                                      const RhsScalar* rhs, Index rhsStride, ResScalar* res, Index resStride, const ResScalar& alpha)
+  {
+    general_matrix_matrix_triangular_product<Index,
+        RhsScalar, RhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateRhs,
+        LhsScalar, LhsStorageOrder==RowMajor ? ColMajor : RowMajor, ConjugateLhs,
+        ColMajor, UpLo==Lower?Upper:Lower>
+      ::run(size,depth,rhs,rhsStride,lhs,lhsStride,res,resStride,alpha);
+  }
+};
+
+template <typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+                          typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs, int  UpLo, int Version>
+struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Version>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const LhsScalar* _lhs, Index lhsStride,
+                                      const RhsScalar* _rhs, Index rhsStride, ResScalar* _res, Index resStride, const ResScalar& alpha)
+  {
+    typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+
+    typedef const_blas_data_mapper<LhsScalar, Index, LhsStorageOrder> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar, Index, RhsStorageOrder> RhsMapper;
+    typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+    LhsMapper lhs(_lhs,lhsStride);
+    RhsMapper rhs(_rhs,rhsStride);
+    ResMapper res(_res, resStride);
+
+    Index kc = depth; // cache block size along the K direction
+    Index mc = size;  // cache block size along the M direction
+    Index nc = size;  // cache block size along the N direction
+    computeProductBlockingSizes<LhsScalar,RhsScalar>(kc, mc, nc, Index(1));
+    // !!! mc must be a multiple of nr:
+    if(mc > Traits::nr)
+      mc = (mc/Traits::nr)*Traits::nr;
+
+    ei_declare_aligned_stack_constructed_variable(LhsScalar, blockA, kc*mc, 0);
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, kc*size, 0);
+
+    gemm_pack_lhs<LhsScalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+    gemm_pack_rhs<RhsScalar, Index, RhsMapper, Traits::nr, RhsStorageOrder> pack_rhs;
+    gebp_kernel<LhsScalar, RhsScalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp;
+    tribb_kernel<LhsScalar, RhsScalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs, UpLo> sybb;
+
+    for(Index k2=0; k2<depth; k2+=kc)
+    {
+      const Index actual_kc = (std::min)(k2+kc,depth)-k2;
+
+      // note that the actual rhs is the transpose/adjoint of mat
+      pack_rhs(blockB, rhs.getSubMapper(k2,0), actual_kc, size);
+
+      for(Index i2=0; i2<size; i2+=mc)
+      {
+        const Index actual_mc = (std::min)(i2+mc,size)-i2;
+
+        pack_lhs(blockA, lhs.getSubMapper(i2, k2), actual_kc, actual_mc);
+
+        // the selected actual_mc * size panel of res is split into three different part:
+        //  1 - before the diagonal => processed with gebp or skipped
+        //  2 - the actual_mc x actual_mc symmetric block => processed with a special kernel
+        //  3 - after the diagonal => processed with gebp or skipped
+        if (UpLo==Lower)
+          gebp(res.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc,
+               (std::min)(size,i2), alpha, -1, -1, 0, 0);
+
+
+        sybb(_res+resStride*i2 + i2, resStride, blockA, blockB + actual_kc*i2, actual_mc, actual_kc, alpha);
+
+        if (UpLo==Upper)
+        {
+          Index j2 = i2+actual_mc;
+          gebp(res.getSubMapper(i2, j2), blockA, blockB+actual_kc*j2, actual_mc,
+               actual_kc, (std::max)(Index(0), size-j2), alpha, -1, -1, 0, 0);
+        }
+      }
+    }
+  }
+};
+
+// Optimized packed Block * packed Block product kernel evaluating only one given triangular part
+// This kernel is built on top of the gebp kernel:
+// - the current destination block is processed per panel of actual_mc x BlockSize
+//   where BlockSize is set to the minimal value allowing gebp to be as fast as possible
+// - then, as usual, each panel is split into three parts along the diagonal,
+//   the sub blocks above and below the diagonal are processed as usual,
+//   while the triangular block overlapping the diagonal is evaluated into a
+//   small temporary buffer which is then accumulated into the result using a
+//   triangular traversal.
+template<typename LhsScalar, typename RhsScalar, typename Index, int mr, int nr, bool ConjLhs, bool ConjRhs, int UpLo>
+struct tribb_kernel
+{
+  typedef gebp_traits<LhsScalar,RhsScalar,ConjLhs,ConjRhs> Traits;
+  typedef typename Traits::ResScalar ResScalar;
+
+  enum {
+    BlockSize  = EIGEN_PLAIN_ENUM_MAX(mr,nr)
+  };
+  void operator()(ResScalar* _res, Index resStride, const LhsScalar* blockA, const RhsScalar* blockB, Index size, Index depth, const ResScalar& alpha)
+  {
+    typedef blas_data_mapper<ResScalar, Index, ColMajor> ResMapper;
+    ResMapper res(_res, resStride);
+    gebp_kernel<LhsScalar, RhsScalar, Index, ResMapper, mr, nr, ConjLhs, ConjRhs> gebp_kernel;
+
+    Matrix<ResScalar,BlockSize,BlockSize,ColMajor> buffer;
+
+    // let's process the block per panel of actual_mc x BlockSize,
+    // again, each is split into three parts, etc.
+    for (Index j=0; j<size; j+=BlockSize)
+    {
+      Index actualBlockSize = std::min<Index>(BlockSize,size - j);
+      const RhsScalar* actual_b = blockB+j*depth;
+
+      if(UpLo==Upper)
+        gebp_kernel(res.getSubMapper(0, j), blockA, actual_b, j, depth, actualBlockSize, alpha,
+                    -1, -1, 0, 0);
+
+      // selfadjoint micro block
+      {
+        Index i = j;
+        buffer.setZero();
+        // 1 - apply the kernel on the temporary buffer
+        gebp_kernel(ResMapper(buffer.data(), BlockSize), blockA+depth*i, actual_b, actualBlockSize, depth, actualBlockSize, alpha,
+                    -1, -1, 0, 0);
+        // 2 - triangular accumulation
+        for(Index j1=0; j1<actualBlockSize; ++j1)
+        {
+          ResScalar* r = &res(i, j + j1);
+          for(Index i1=UpLo==Lower ? j1 : 0;
+              UpLo==Lower ? i1<actualBlockSize : i1<=j1; ++i1)
+            r[i1] += buffer(i1,j1);
+        }
+      }
+
+      if(UpLo==Lower)
+      {
+        Index i = j+actualBlockSize;
+        gebp_kernel(res.getSubMapper(i, j), blockA+depth*i, actual_b, size-i, 
+                    depth, actualBlockSize, alpha, -1, -1, 0, 0);
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+// high level API
+
+template<typename MatrixType, typename ProductType, int UpLo, bool IsOuterProduct>
+struct general_product_to_triangular_selector;
+
+
+template<typename MatrixType, typename ProductType, int UpLo>
+struct general_product_to_triangular_selector<MatrixType,ProductType,UpLo,true>
+{
+  static void run(MatrixType& mat, const ProductType& prod, const typename MatrixType::Scalar& alpha)
+  {
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+    typedef typename internal::remove_all<typename ProductType::LhsNested>::type Lhs;
+    typedef internal::blas_traits<Lhs> LhsBlasTraits;
+    typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhs;
+    typedef typename internal::remove_all<ActualLhs>::type _ActualLhs;
+    typename internal::add_const_on_value_type<ActualLhs>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
+    
+    typedef typename internal::remove_all<typename ProductType::RhsNested>::type Rhs;
+    typedef internal::blas_traits<Rhs> RhsBlasTraits;
+    typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhs;
+    typedef typename internal::remove_all<ActualRhs>::type _ActualRhs;
+    typename internal::add_const_on_value_type<ActualRhs>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
+
+    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs().derived()) * RhsBlasTraits::extractScalarFactor(prod.rhs().derived());
+
+    enum {
+      StorageOrder = (internal::traits<MatrixType>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+      UseLhsDirectly = _ActualLhs::InnerStrideAtCompileTime==1,
+      UseRhsDirectly = _ActualRhs::InnerStrideAtCompileTime==1
+    };
+    
+    internal::gemv_static_vector_if<Scalar,Lhs::SizeAtCompileTime,Lhs::MaxSizeAtCompileTime,!UseLhsDirectly> static_lhs;
+    ei_declare_aligned_stack_constructed_variable(Scalar, actualLhsPtr, actualLhs.size(),
+      (UseLhsDirectly ? const_cast<Scalar*>(actualLhs.data()) : static_lhs.data()));
+    if(!UseLhsDirectly) Map<typename _ActualLhs::PlainObject>(actualLhsPtr, actualLhs.size()) = actualLhs;
+    
+    internal::gemv_static_vector_if<Scalar,Rhs::SizeAtCompileTime,Rhs::MaxSizeAtCompileTime,!UseRhsDirectly> static_rhs;
+    ei_declare_aligned_stack_constructed_variable(Scalar, actualRhsPtr, actualRhs.size(),
+      (UseRhsDirectly ? const_cast<Scalar*>(actualRhs.data()) : static_rhs.data()));
+    if(!UseRhsDirectly) Map<typename _ActualRhs::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs;
+    
+    
+    selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
+                              LhsBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex,
+                              RhsBlasTraits::NeedToConjugate && NumTraits<Scalar>::IsComplex>
+          ::run(actualLhs.size(), mat.data(), mat.outerStride(), actualLhsPtr, actualRhsPtr, actualAlpha);
+  }
+};
+
+template<typename MatrixType, typename ProductType, int UpLo>
+struct general_product_to_triangular_selector<MatrixType,ProductType,UpLo,false>
+{
+  static void run(MatrixType& mat, const ProductType& prod, const typename MatrixType::Scalar& alpha)
+  {
+    typedef typename MatrixType::Index Index;
+    
+    typedef typename internal::remove_all<typename ProductType::LhsNested>::type Lhs;
+    typedef internal::blas_traits<Lhs> LhsBlasTraits;
+    typedef typename LhsBlasTraits::DirectLinearAccessType ActualLhs;
+    typedef typename internal::remove_all<ActualLhs>::type _ActualLhs;
+    typename internal::add_const_on_value_type<ActualLhs>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
+    
+    typedef typename internal::remove_all<typename ProductType::RhsNested>::type Rhs;
+    typedef internal::blas_traits<Rhs> RhsBlasTraits;
+    typedef typename RhsBlasTraits::DirectLinearAccessType ActualRhs;
+    typedef typename internal::remove_all<ActualRhs>::type _ActualRhs;
+    typename internal::add_const_on_value_type<ActualRhs>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
+
+    typename ProductType::Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs().derived()) * RhsBlasTraits::extractScalarFactor(prod.rhs().derived());
+
+    internal::general_matrix_matrix_triangular_product<Index,
+      typename Lhs::Scalar, _ActualLhs::Flags&RowMajorBit ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
+      typename Rhs::Scalar, _ActualRhs::Flags&RowMajorBit ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
+      MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor, UpLo>
+      ::run(mat.cols(), actualLhs.cols(),
+            &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &actualRhs.coeffRef(0,0), actualRhs.outerStride(),
+            mat.data(), mat.outerStride(), actualAlpha);
+  }
+};
+
+template<typename MatrixType, unsigned int UpLo>
+template<typename ProductDerived, typename _Lhs, typename _Rhs>
+TriangularView<MatrixType,UpLo>& TriangularView<MatrixType,UpLo>::assignProduct(const ProductBase<ProductDerived, _Lhs,_Rhs>& prod, const Scalar& alpha)
+{
+  eigen_assert(m_matrix.rows() == prod.rows() && m_matrix.cols() == prod.cols());
+
+  general_product_to_triangular_selector<MatrixType, ProductDerived, UpLo, (_Lhs::ColsAtCompileTime==1) || (_Rhs::RowsAtCompileTime==1)>::run(m_matrix.const_cast_derived(), prod.derived(), alpha);
+  
+  return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h
new file mode 100644
index 0000000000..3deed068e3
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h
@@ -0,0 +1,146 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Level 3 BLAS SYRK/HERK implementation.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
+#define EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Index, typename Scalar, int AStorageOrder, bool ConjugateA, int ResStorageOrder, int  UpLo>
+struct general_matrix_matrix_rankupdate :
+       general_matrix_matrix_triangular_product<
+         Index,Scalar,AStorageOrder,ConjugateA,Scalar,AStorageOrder,ConjugateA,ResStorageOrder,UpLo,BuiltIn> {};
+
+
+// try to go to BLAS specialization
+#define EIGEN_MKL_RANKUPDATE_SPECIALIZE(Scalar) \
+template <typename Index, int LhsStorageOrder, bool ConjugateLhs, \
+                          int RhsStorageOrder, bool ConjugateRhs, int  UpLo> \
+struct general_matrix_matrix_triangular_product<Index,Scalar,LhsStorageOrder,ConjugateLhs, \
+               Scalar,RhsStorageOrder,ConjugateRhs,ColMajor,UpLo,Specialized> { \
+  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const Scalar* lhs, Index lhsStride, \
+                          const Scalar* rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha) \
+  { \
+    if (lhs==rhs) { \
+      general_matrix_matrix_rankupdate<Index,Scalar,LhsStorageOrder,ConjugateLhs,ColMajor,UpLo> \
+      ::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \
+    } else { \
+      general_matrix_matrix_triangular_product<Index, \
+        Scalar, LhsStorageOrder, ConjugateLhs, \
+        Scalar, RhsStorageOrder, ConjugateRhs, \
+        ColMajor, UpLo, BuiltIn> \
+      ::run(size,depth,lhs,lhsStride,rhs,rhsStride,res,resStride,alpha); \
+    } \
+  } \
+};
+
+EIGEN_MKL_RANKUPDATE_SPECIALIZE(double)
+//EIGEN_MKL_RANKUPDATE_SPECIALIZE(dcomplex)
+EIGEN_MKL_RANKUPDATE_SPECIALIZE(float)
+//EIGEN_MKL_RANKUPDATE_SPECIALIZE(scomplex)
+
+// SYRK for float/double
+#define EIGEN_MKL_RANKUPDATE_R(EIGTYPE, MKLTYPE, MKLFUNC) \
+template <typename Index, int AStorageOrder, bool ConjugateA, int  UpLo> \
+struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \
+  enum { \
+    IsLower = (UpLo&Lower) == Lower, \
+    LowUp = IsLower ? Lower : Upper, \
+    conjA = ((AStorageOrder==ColMajor) && ConjugateA) ? 1 : 0 \
+  }; \
+  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \
+                          const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \
+  { \
+  /* typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs;*/ \
+\
+   MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \
+   char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'T':'N'; \
+   MKLTYPE alpha_, beta_; \
+\
+/* Set alpha_ & beta_ */ \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
+   MKLFUNC(&uplo, &trans, &n, &k, &alpha_, lhs, &lda, &beta_, res, &ldc); \
+  } \
+};
+
+// HERK for complex data
+#define EIGEN_MKL_RANKUPDATE_C(EIGTYPE, MKLTYPE, RTYPE, MKLFUNC) \
+template <typename Index, int AStorageOrder, bool ConjugateA, int  UpLo> \
+struct general_matrix_matrix_rankupdate<Index,EIGTYPE,AStorageOrder,ConjugateA,ColMajor,UpLo> { \
+  enum { \
+    IsLower = (UpLo&Lower) == Lower, \
+    LowUp = IsLower ? Lower : Upper, \
+    conjA = (((AStorageOrder==ColMajor) && ConjugateA) || ((AStorageOrder==RowMajor) && !ConjugateA)) ? 1 : 0 \
+  }; \
+  static EIGEN_STRONG_INLINE void run(Index size, Index depth,const EIGTYPE* lhs, Index lhsStride, \
+                          const EIGTYPE* rhs, Index rhsStride, EIGTYPE* res, Index resStride, EIGTYPE alpha) \
+  { \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, AStorageOrder> MatrixType; \
+\
+   MKL_INT lda=lhsStride, ldc=resStride, n=size, k=depth; \
+   char uplo=(IsLower) ? 'L' : 'U', trans=(AStorageOrder==RowMajor) ? 'C':'N'; \
+   RTYPE alpha_, beta_; \
+   const EIGTYPE* a_ptr; \
+\
+/* Set alpha_ & beta_ */ \
+/*   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); */\
+/*   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1));*/ \
+   alpha_ = alpha.real(); \
+   beta_ = 1.0; \
+/* Copy with conjugation in some cases*/ \
+   MatrixType a; \
+   if (conjA) { \
+     Map<const MatrixType, 0, OuterStride<> > mapA(lhs,n,k,OuterStride<>(lhsStride)); \
+     a = mapA.conjugate(); \
+     lda = a.outerStride(); \
+     a_ptr = a.data(); \
+   } else a_ptr=lhs; \
+   MKLFUNC(&uplo, &trans, &n, &k, &alpha_, (MKLTYPE*)a_ptr, &lda, &beta_, (MKLTYPE*)res, &ldc); \
+  } \
+};
+
+
+EIGEN_MKL_RANKUPDATE_R(double, double, dsyrk)
+EIGEN_MKL_RANKUPDATE_R(float,  float,  ssyrk)
+
+//EIGEN_MKL_RANKUPDATE_C(dcomplex, MKL_Complex16, double, zherk)
+//EIGEN_MKL_RANKUPDATE_C(scomplex, MKL_Complex8,  double, cherk)
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_MATRIX_TRIANGULAR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h
new file mode 100644
index 0000000000..060af328eb
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h
@@ -0,0 +1,118 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   General matrix-matrix product functionality based on ?GEMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
+#define EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************************************************
+* This file implements general matrix-matrix multiplication using BLAS
+* gemm function via partial specialization of
+* general_matrix_matrix_product::run(..) method for float, double,
+* std::complex<float> and std::complex<double> types
+**********************************************************************/
+
+// gemm specialization
+
+#define GEMM_SPECIALIZATION(EIGTYPE, EIGPREFIX, MKLTYPE, MKLPREFIX) \
+template< \
+  typename Index, \
+  int LhsStorageOrder, bool ConjugateLhs, \
+  int RhsStorageOrder, bool ConjugateRhs> \
+struct general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor> \
+{ \
+static void run(Index rows, Index cols, Index depth, \
+  const EIGTYPE* _lhs, Index lhsStride, \
+  const EIGTYPE* _rhs, Index rhsStride, \
+  EIGTYPE* res, Index resStride, \
+  EIGTYPE alpha, \
+  level3_blocking<EIGTYPE, EIGTYPE>& /*blocking*/, \
+  GemmParallelInfo<Index>* /*info = 0*/) \
+{ \
+  using std::conj; \
+\
+  char transa, transb; \
+  MKL_INT m, n, k, lda, ldb, ldc; \
+  const EIGTYPE *a, *b; \
+  MKLTYPE alpha_, beta_; \
+  MatrixX##EIGPREFIX a_tmp, b_tmp; \
+  EIGTYPE myone(1);\
+\
+/* Set transpose options */ \
+  transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
+  transb = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
+\
+/* Set m, n, k */ \
+  m = (MKL_INT)rows;  \
+  n = (MKL_INT)cols;  \
+  k = (MKL_INT)depth; \
+\
+/* Set alpha_ & beta_ */ \
+  assign_scalar_eig2mkl(alpha_, alpha); \
+  assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+  lda = (MKL_INT)lhsStride; \
+  ldb = (MKL_INT)rhsStride; \
+  ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+  if ((LhsStorageOrder==ColMajor) && (ConjugateLhs)) { \
+    Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,k,OuterStride<>(lhsStride)); \
+    a_tmp = lhs.conjugate(); \
+    a = a_tmp.data(); \
+    lda = a_tmp.outerStride(); \
+  } else a = _lhs; \
+\
+  if ((RhsStorageOrder==ColMajor) && (ConjugateRhs)) { \
+    Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,k,n,OuterStride<>(rhsStride)); \
+    b_tmp = rhs.conjugate(); \
+    b = b_tmp.data(); \
+    ldb = b_tmp.outerStride(); \
+  } else b = _rhs; \
+\
+  MKLPREFIX##gemm(&transa, &transb, &m, &n, &k, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+}};
+
+GEMM_SPECIALIZATION(double,   d,  double,        d)
+GEMM_SPECIALIZATION(float,    f,  float,         s)
+GEMM_SPECIALIZATION(dcomplex, cd, MKL_Complex16, z)
+GEMM_SPECIALIZATION(scomplex, cf, MKL_Complex8,  c)
+
+} // end namespase internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_MATRIX_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixVector.h b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixVector.h
new file mode 100644
index 0000000000..cb67d5d0a9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixVector.h
@@ -0,0 +1,618 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_GENERAL_MATRIX_VECTOR_H
+#define EIGEN_GENERAL_MATRIX_VECTOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+/* Optimized col-major matrix * vector product:
+ * This algorithm processes 4 columns at onces that allows to both reduce
+ * the number of load/stores of the result by a factor 4 and to reduce
+ * the instruction dependency. Moreover, we know that all bands have the
+ * same alignment pattern.
+ *
+ * Mixing type logic: C += alpha * A * B
+ *  |  A  |  B  |alpha| comments
+ *  |real |cplx |cplx | no vectorization
+ *  |real |cplx |real | alpha is converted to a cplx when calling the run function, no vectorization
+ *  |cplx |real |cplx | invalid, the caller has to do tmp: = A * B; C += alpha*tmp
+ *  |cplx |real |real | optimal case, vectorization possible via real-cplx mul
+ *
+ * Accesses to the matrix coefficients follow the following logic:
+ *
+ * - if all columns have the same alignment then
+ *   - if the columns have the same alignment as the result vector, then easy! (-> AllAligned case)
+ *   - otherwise perform unaligned loads only (-> NoneAligned case)
+ * - otherwise
+ *   - if even columns have the same alignment then
+ *     // odd columns are guaranteed to have the same alignment too
+ *     - if even or odd columns have the same alignment as the result, then
+ *       // for a register size of 2 scalars, this is guarantee to be the case (e.g., SSE with double)
+ *       - perform half aligned and half unaligned loads (-> EvenAligned case)
+ *     - otherwise perform unaligned loads only (-> NoneAligned case)
+ *   - otherwise, if the register size is 4 scalars (e.g., SSE with float) then
+ *     - one over 4 consecutive columns is guaranteed to be aligned with the result vector,
+ *       perform simple aligned loads for this column and aligned loads plus re-alignment for the other. (-> FirstAligned case)
+ *       // this re-alignment is done by the palign function implemented for SSE in Eigen/src/Core/arch/SSE/PacketMath.h
+ *   - otherwise,
+ *     // if we get here, this means the register size is greater than 4 (e.g., AVX with floats),
+ *     // we currently fall back to the NoneAligned case
+ *
+ * The same reasoning apply for the transposed case.
+ *
+ * The last case (PacketSize>4) could probably be improved by generalizing the FirstAligned case, but since we do not support AVX yet...
+ * One might also wonder why in the EvenAligned case we perform unaligned loads instead of using the aligned-loads plus re-alignment
+ * strategy as in the FirstAligned case. The reason is that we observed that unaligned loads on a 8 byte boundary are not too slow
+ * compared to unaligned loads on a 4 byte boundary.
+ *
+ */
+template<typename Index, typename LhsScalar, typename LhsMapper, bool ConjugateLhs, typename RhsScalar, typename RhsMapper, bool ConjugateRhs, int Version>
+struct general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,ConjugateLhs,RhsScalar,RhsMapper,ConjugateRhs,Version>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+
+enum {
+  Vectorizable = packet_traits<LhsScalar>::Vectorizable && packet_traits<RhsScalar>::Vectorizable
+              && int(packet_traits<LhsScalar>::size)==int(packet_traits<RhsScalar>::size),
+  LhsPacketSize = Vectorizable ? packet_traits<LhsScalar>::size : 1,
+  RhsPacketSize = Vectorizable ? packet_traits<RhsScalar>::size : 1,
+  ResPacketSize = Vectorizable ? packet_traits<ResScalar>::size : 1
+};
+
+typedef typename packet_traits<LhsScalar>::type  _LhsPacket;
+typedef typename packet_traits<RhsScalar>::type  _RhsPacket;
+typedef typename packet_traits<ResScalar>::type  _ResPacket;
+
+typedef typename conditional<Vectorizable,_LhsPacket,LhsScalar>::type LhsPacket;
+typedef typename conditional<Vectorizable,_RhsPacket,RhsScalar>::type RhsPacket;
+typedef typename conditional<Vectorizable,_ResPacket,ResScalar>::type ResPacket;
+
+EIGEN_DONT_INLINE static void run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+        ResScalar* res, Index resIncr,
+  RhsScalar alpha);
+};
+
+template<typename Index, typename LhsScalar, typename LhsMapper, bool ConjugateLhs, typename RhsScalar, typename RhsMapper, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,ConjugateLhs,RhsScalar,RhsMapper,ConjugateRhs,Version>::run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+        ResScalar* res, Index resIncr,
+  RhsScalar alpha)
+{
+  EIGEN_UNUSED_VARIABLE(resIncr);
+  eigen_internal_assert(resIncr==1);
+  #ifdef _EIGEN_ACCUMULATE_PACKETS
+  #error _EIGEN_ACCUMULATE_PACKETS has already been defined
+  #endif
+  #define _EIGEN_ACCUMULATE_PACKETS(Alignment0,Alignment13,Alignment2) \
+    pstore(&res[j], \
+      padd(pload<ResPacket>(&res[j]), \
+        padd( \
+      padd(pcj.pmul(lhs0.template load<LhsPacket, Alignment0>(j),    ptmp0), \
+      pcj.pmul(lhs1.template load<LhsPacket, Alignment13>(j),   ptmp1)),   \
+      padd(pcj.pmul(lhs2.template load<LhsPacket, Alignment2>(j),    ptmp2), \
+      pcj.pmul(lhs3.template load<LhsPacket, Alignment13>(j),   ptmp3)) )))
+
+  typedef typename LhsMapper::VectorMapper LhsScalars;
+
+  conj_helper<LhsScalar,RhsScalar,ConjugateLhs,ConjugateRhs> cj;
+  conj_helper<LhsPacket,RhsPacket,ConjugateLhs,ConjugateRhs> pcj;
+  if(ConjugateRhs)
+    alpha = numext::conj(alpha);
+
+  enum { AllAligned = 0, EvenAligned, FirstAligned, NoneAligned };
+  const Index columnsAtOnce = 4;
+  const Index peels = 2;
+  const Index LhsPacketAlignedMask = LhsPacketSize-1;
+  const Index ResPacketAlignedMask = ResPacketSize-1;
+//  const Index PeelAlignedMask = ResPacketSize*peels-1;
+  const Index size = rows;
+
+  const Index lhsStride = lhs.stride();
+
+  // How many coeffs of the result do we have to skip to be aligned.
+  // Here we assume data are at least aligned on the base scalar type.
+  Index alignedStart = internal::first_aligned(res,size);
+  Index alignedSize = ResPacketSize>1 ? alignedStart + ((size-alignedStart) & ~ResPacketAlignedMask) : 0;
+  const Index peeledSize = alignedSize - RhsPacketSize*peels - RhsPacketSize + 1;
+
+  const Index alignmentStep = LhsPacketSize>1 ? (LhsPacketSize - lhsStride % LhsPacketSize) & LhsPacketAlignedMask : 0;
+  Index alignmentPattern = alignmentStep==0 ? AllAligned
+                       : alignmentStep==(LhsPacketSize/2) ? EvenAligned
+                       : FirstAligned;
+
+  // we cannot assume the first element is aligned because of sub-matrices
+  const Index lhsAlignmentOffset = lhs.firstAligned(size);
+
+  // find how many columns do we have to skip to be aligned with the result (if possible)
+  Index skipColumns = 0;
+  // if the data cannot be aligned (TODO add some compile time tests when possible, e.g. for floats)
+  if( (lhsAlignmentOffset < 0) || (lhsAlignmentOffset == size) || (size_t(res)%sizeof(ResScalar)) )
+  {
+    alignedSize = 0;
+    alignedStart = 0;
+    alignmentPattern = NoneAligned;
+  }
+  else if(LhsPacketSize > 4)
+  {
+    // TODO: extend the code to support aligned loads whenever possible when LhsPacketSize > 4.
+    // Currently, it seems to be better to perform unaligned loads anyway
+    alignmentPattern = NoneAligned;
+  }
+  else if (LhsPacketSize>1)
+  {
+  //    eigen_internal_assert(size_t(firstLhs+lhsAlignmentOffset)%sizeof(LhsPacket)==0 || size<LhsPacketSize);
+
+    while (skipColumns<LhsPacketSize &&
+          alignedStart != ((lhsAlignmentOffset + alignmentStep*skipColumns)%LhsPacketSize))
+      ++skipColumns;
+    if (skipColumns==LhsPacketSize)
+    {
+      // nothing can be aligned, no need to skip any column
+      alignmentPattern = NoneAligned;
+      skipColumns = 0;
+    }
+    else
+    {
+      skipColumns = (std::min)(skipColumns,cols);
+      // note that the skiped columns are processed later.
+    }
+
+    /*    eigen_internal_assert(  (alignmentPattern==NoneAligned)
+                      || (skipColumns + columnsAtOnce >= cols)
+                      || LhsPacketSize > size
+                      || (size_t(firstLhs+alignedStart+lhsStride*skipColumns)%sizeof(LhsPacket))==0);*/
+  }
+  else if(Vectorizable)
+  {
+    alignedStart = 0;
+    alignedSize = size;
+    alignmentPattern = AllAligned;
+  }
+
+  const Index offset1 = (FirstAligned && alignmentStep==1?3:1);
+  const Index offset3 = (FirstAligned && alignmentStep==1?1:3);
+
+  Index columnBound = ((cols-skipColumns)/columnsAtOnce)*columnsAtOnce + skipColumns;
+  for (Index i=skipColumns; i<columnBound; i+=columnsAtOnce)
+  {
+    RhsPacket ptmp0 = pset1<RhsPacket>(alpha*rhs(i, 0)),
+              ptmp1 = pset1<RhsPacket>(alpha*rhs(i+offset1, 0)),
+              ptmp2 = pset1<RhsPacket>(alpha*rhs(i+2, 0)),
+              ptmp3 = pset1<RhsPacket>(alpha*rhs(i+offset3, 0));
+
+    // this helps a lot generating better binary code
+    const LhsScalars lhs0 = lhs.getVectorMapper(0, i+0),   lhs1 = lhs.getVectorMapper(0, i+offset1),
+                     lhs2 = lhs.getVectorMapper(0, i+2),   lhs3 = lhs.getVectorMapper(0, i+offset3);
+
+    if (Vectorizable)
+    {
+      /* explicit vectorization */
+      // process initial unaligned coeffs
+      for (Index j=0; j<alignedStart; ++j)
+      {
+        res[j] = cj.pmadd(lhs0(j), pfirst(ptmp0), res[j]);
+        res[j] = cj.pmadd(lhs1(j), pfirst(ptmp1), res[j]);
+        res[j] = cj.pmadd(lhs2(j), pfirst(ptmp2), res[j]);
+        res[j] = cj.pmadd(lhs3(j), pfirst(ptmp3), res[j]);
+      }
+
+      if (alignedSize>alignedStart)
+      {
+        switch(alignmentPattern)
+        {
+          case AllAligned:
+            for (Index j = alignedStart; j<alignedSize; j+=ResPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Aligned,Aligned,Aligned);
+            break;
+          case EvenAligned:
+            for (Index j = alignedStart; j<alignedSize; j+=ResPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Aligned,Unaligned,Aligned);
+            break;
+          case FirstAligned:
+          {
+            Index j = alignedStart;
+            if(peels>1)
+            {
+              LhsPacket A00, A01, A02, A03, A10, A11, A12, A13;
+              ResPacket T0, T1;
+
+              A01 = lhs1.template load<LhsPacket, Aligned>(alignedStart-1);
+              A02 = lhs2.template load<LhsPacket, Aligned>(alignedStart-2);
+              A03 = lhs3.template load<LhsPacket, Aligned>(alignedStart-3);
+
+              for (; j<peeledSize; j+=peels*ResPacketSize)
+              {
+                A11 = lhs1.template load<LhsPacket, Aligned>(j-1+LhsPacketSize);  palign<1>(A01,A11);
+                A12 = lhs2.template load<LhsPacket, Aligned>(j-2+LhsPacketSize);  palign<2>(A02,A12);
+                A13 = lhs3.template load<LhsPacket, Aligned>(j-3+LhsPacketSize);  palign<3>(A03,A13);
+
+                A00 = lhs0.template load<LhsPacket, Aligned>(j);
+                A10 = lhs0.template load<LhsPacket, Aligned>(j+LhsPacketSize);
+                T0  = pcj.pmadd(A00, ptmp0, pload<ResPacket>(&res[j]));
+                T1  = pcj.pmadd(A10, ptmp0, pload<ResPacket>(&res[j+ResPacketSize]));
+
+                T0  = pcj.pmadd(A01, ptmp1, T0);
+                A01 = lhs1.template load<LhsPacket, Aligned>(j-1+2*LhsPacketSize);  palign<1>(A11,A01);
+                T0  = pcj.pmadd(A02, ptmp2, T0);
+                A02 = lhs2.template load<LhsPacket, Aligned>(j-2+2*LhsPacketSize);  palign<2>(A12,A02);
+                T0  = pcj.pmadd(A03, ptmp3, T0);
+                pstore(&res[j],T0);
+                A03 = lhs3.template load<LhsPacket, Aligned>(j-3+2*LhsPacketSize);  palign<3>(A13,A03);
+                T1  = pcj.pmadd(A11, ptmp1, T1);
+                T1  = pcj.pmadd(A12, ptmp2, T1);
+                T1  = pcj.pmadd(A13, ptmp3, T1);
+                pstore(&res[j+ResPacketSize],T1);
+              }
+            }
+            for (; j<alignedSize; j+=ResPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Aligned,Unaligned,Unaligned);
+            break;
+          }
+          default:
+            for (Index j = alignedStart; j<alignedSize; j+=ResPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Unaligned,Unaligned,Unaligned);
+            break;
+        }
+      }
+    } // end explicit vectorization
+
+    /* process remaining coeffs (or all if there is no explicit vectorization) */
+    for (Index j=alignedSize; j<size; ++j)
+    {
+      res[j] = cj.pmadd(lhs0(j), pfirst(ptmp0), res[j]);
+      res[j] = cj.pmadd(lhs1(j), pfirst(ptmp1), res[j]);
+      res[j] = cj.pmadd(lhs2(j), pfirst(ptmp2), res[j]);
+      res[j] = cj.pmadd(lhs3(j), pfirst(ptmp3), res[j]);
+    }
+  }
+
+  // process remaining first and last columns (at most columnsAtOnce-1)
+  Index end = cols;
+  Index start = columnBound;
+  do
+  {
+    for (Index k=start; k<end; ++k)
+    {
+      RhsPacket ptmp0 = pset1<RhsPacket>(alpha*rhs(k, 0));
+      const LhsScalars lhs0 = lhs.getVectorMapper(0, k);
+
+      if (Vectorizable)
+      {
+        /* explicit vectorization */
+        // process first unaligned result's coeffs
+        for (Index j=0; j<alignedStart; ++j)
+          res[j] += cj.pmul(lhs0(j), pfirst(ptmp0));
+        // process aligned result's coeffs
+        if (lhs0.template aligned<LhsPacket>(alignedStart))
+          for (Index i = alignedStart;i<alignedSize;i+=ResPacketSize)
+            pstore(&res[i], pcj.pmadd(lhs0.template load<LhsPacket, Aligned>(i), ptmp0, pload<ResPacket>(&res[i])));
+        else
+          for (Index i = alignedStart;i<alignedSize;i+=ResPacketSize)
+            pstore(&res[i], pcj.pmadd(lhs0.template load<LhsPacket, Unaligned>(i), ptmp0, pload<ResPacket>(&res[i])));
+      }
+
+      // process remaining scalars (or all if no explicit vectorization)
+      for (Index i=alignedSize; i<size; ++i)
+        res[i] += cj.pmul(lhs0(i), pfirst(ptmp0));
+    }
+    if (skipColumns)
+    {
+      start = 0;
+      end = skipColumns;
+      skipColumns = 0;
+    }
+    else
+      break;
+  } while(Vectorizable);
+  #undef _EIGEN_ACCUMULATE_PACKETS
+}
+
+/* Optimized row-major matrix * vector product:
+ * This algorithm processes 4 rows at onces that allows to both reduce
+ * the number of load/stores of the result by a factor 4 and to reduce
+ * the instruction dependency. Moreover, we know that all bands have the
+ * same alignment pattern.
+ *
+ * Mixing type logic:
+ *  - alpha is always a complex (or converted to a complex)
+ *  - no vectorization
+ */
+template<typename Index, typename LhsScalar, typename LhsMapper, bool ConjugateLhs, typename RhsScalar, typename RhsMapper, bool ConjugateRhs, int Version>
+struct general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,ConjugateLhs,RhsScalar,RhsMapper,ConjugateRhs,Version>
+{
+typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+
+enum {
+  Vectorizable = packet_traits<LhsScalar>::Vectorizable && packet_traits<RhsScalar>::Vectorizable
+              && int(packet_traits<LhsScalar>::size)==int(packet_traits<RhsScalar>::size),
+  LhsPacketSize = Vectorizable ? packet_traits<LhsScalar>::size : 1,
+  RhsPacketSize = Vectorizable ? packet_traits<RhsScalar>::size : 1,
+  ResPacketSize = Vectorizable ? packet_traits<ResScalar>::size : 1
+};
+
+typedef typename packet_traits<LhsScalar>::type  _LhsPacket;
+typedef typename packet_traits<RhsScalar>::type  _RhsPacket;
+typedef typename packet_traits<ResScalar>::type  _ResPacket;
+
+typedef typename conditional<Vectorizable,_LhsPacket,LhsScalar>::type LhsPacket;
+typedef typename conditional<Vectorizable,_RhsPacket,RhsScalar>::type RhsPacket;
+typedef typename conditional<Vectorizable,_ResPacket,ResScalar>::type ResPacket;
+
+EIGEN_DONT_INLINE static void run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+        ResScalar* res, Index resIncr,
+  ResScalar alpha);
+};
+
+template<typename Index, typename LhsScalar, typename LhsMapper, bool ConjugateLhs, typename RhsScalar, typename RhsMapper, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,ConjugateLhs,RhsScalar,RhsMapper,ConjugateRhs,Version>::run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+  ResScalar* res, Index resIncr,
+  ResScalar alpha)
+{
+  eigen_internal_assert(rhs.stride()==1);
+
+  #ifdef _EIGEN_ACCUMULATE_PACKETS
+  #error _EIGEN_ACCUMULATE_PACKETS has already been defined
+  #endif
+
+  #define _EIGEN_ACCUMULATE_PACKETS(Alignment0,Alignment13,Alignment2) {\
+    RhsPacket b = rhs.getVectorMapper(j, 0).template load<RhsPacket, Aligned>(0);  \
+    ptmp0 = pcj.pmadd(lhs0.template load<LhsPacket, Alignment0>(j), b, ptmp0); \
+    ptmp1 = pcj.pmadd(lhs1.template load<LhsPacket, Alignment13>(j), b, ptmp1); \
+    ptmp2 = pcj.pmadd(lhs2.template load<LhsPacket, Alignment2>(j), b, ptmp2); \
+    ptmp3 = pcj.pmadd(lhs3.template load<LhsPacket, Alignment13>(j), b, ptmp3); }
+
+  conj_helper<LhsScalar,RhsScalar,ConjugateLhs,ConjugateRhs> cj;
+  conj_helper<LhsPacket,RhsPacket,ConjugateLhs,ConjugateRhs> pcj;
+
+  typedef typename LhsMapper::VectorMapper LhsScalars;
+
+  enum { AllAligned=0, EvenAligned=1, FirstAligned=2, NoneAligned=3 };
+  const Index rowsAtOnce = 4;
+  const Index peels = 2;
+  const Index RhsPacketAlignedMask = RhsPacketSize-1;
+  const Index LhsPacketAlignedMask = LhsPacketSize-1;
+  const Index depth = cols;
+  const Index lhsStride = lhs.stride();
+
+  // How many coeffs of the result do we have to skip to be aligned.
+  // Here we assume data are at least aligned on the base scalar type
+  // if that's not the case then vectorization is discarded, see below.
+  Index alignedStart = rhs.firstAligned(depth);
+  Index alignedSize = RhsPacketSize>1 ? alignedStart + ((depth-alignedStart) & ~RhsPacketAlignedMask) : 0;
+  const Index peeledSize = alignedSize - RhsPacketSize*peels - RhsPacketSize + 1;
+
+  const Index alignmentStep = LhsPacketSize>1 ? (LhsPacketSize - lhsStride % LhsPacketSize) & LhsPacketAlignedMask : 0;
+  Index alignmentPattern = alignmentStep==0 ? AllAligned
+                           : alignmentStep==(LhsPacketSize/2) ? EvenAligned
+                           : FirstAligned;
+
+  // we cannot assume the first element is aligned because of sub-matrices
+  const Index lhsAlignmentOffset = lhs.firstAligned(depth);
+  const Index rhsAlignmentOffset = rhs.firstAligned(rows);
+
+  // find how many rows do we have to skip to be aligned with rhs (if possible)
+  Index skipRows = 0;
+  // if the data cannot be aligned (TODO add some compile time tests when possible, e.g. for floats)
+  if( (sizeof(LhsScalar)!=sizeof(RhsScalar))
+      || (lhsAlignmentOffset < 0) || (lhsAlignmentOffset == depth)
+      || (rhsAlignmentOffset < 0) || (rhsAlignmentOffset == rows))
+  {
+    alignedSize = 0;
+    alignedStart = 0;
+    alignmentPattern = NoneAligned;
+  }
+  else if(LhsPacketSize > 4)
+  {
+    // TODO: extend the code to support aligned loads whenever possible when LhsPacketSize > 4.
+    alignmentPattern = NoneAligned;
+  }
+  else if (LhsPacketSize>1)
+  {
+  //    eigen_internal_assert(size_t(firstLhs+lhsAlignmentOffset)%sizeof(LhsPacket)==0  || depth<LhsPacketSize);
+
+    while (skipRows<LhsPacketSize &&
+           alignedStart != ((lhsAlignmentOffset + alignmentStep*skipRows)%LhsPacketSize))
+      ++skipRows;
+    if (skipRows==LhsPacketSize)
+    {
+      // nothing can be aligned, no need to skip any column
+      alignmentPattern = NoneAligned;
+      skipRows = 0;
+    }
+    else
+    {
+      skipRows = (std::min)(skipRows,Index(rows));
+      // note that the skiped columns are processed later.
+    }
+    /*    eigen_internal_assert(  alignmentPattern==NoneAligned
+                      || LhsPacketSize==1
+                      || (skipRows + rowsAtOnce >= rows)
+                      || LhsPacketSize > depth
+                      || (size_t(firstLhs+alignedStart+lhsStride*skipRows)%sizeof(LhsPacket))==0);*/
+  }
+  else if(Vectorizable)
+  {
+    alignedStart = 0;
+    alignedSize = depth;
+    alignmentPattern = AllAligned;
+  }
+
+  const Index offset1 = (FirstAligned && alignmentStep==1?3:1);
+  const Index offset3 = (FirstAligned && alignmentStep==1?1:3);
+
+  Index rowBound = ((rows-skipRows)/rowsAtOnce)*rowsAtOnce + skipRows;
+  for (Index i=skipRows; i<rowBound; i+=rowsAtOnce)
+  {
+    EIGEN_ALIGN_DEFAULT ResScalar tmp0 = ResScalar(0);
+    ResScalar tmp1 = ResScalar(0), tmp2 = ResScalar(0), tmp3 = ResScalar(0);
+
+    // this helps the compiler generating good binary code
+    const LhsScalars lhs0 = lhs.getVectorMapper(i+0, 0),    lhs1 = lhs.getVectorMapper(i+offset1, 0),
+                     lhs2 = lhs.getVectorMapper(i+2, 0),    lhs3 = lhs.getVectorMapper(i+offset3, 0);
+
+    if (Vectorizable)
+    {
+      /* explicit vectorization */
+      ResPacket ptmp0 = pset1<ResPacket>(ResScalar(0)), ptmp1 = pset1<ResPacket>(ResScalar(0)),
+                ptmp2 = pset1<ResPacket>(ResScalar(0)), ptmp3 = pset1<ResPacket>(ResScalar(0));
+
+      // process initial unaligned coeffs
+      // FIXME this loop get vectorized by the compiler !
+      for (Index j=0; j<alignedStart; ++j)
+      {
+        RhsScalar b = rhs(j, 0);
+        tmp0 += cj.pmul(lhs0(j),b); tmp1 += cj.pmul(lhs1(j),b);
+        tmp2 += cj.pmul(lhs2(j),b); tmp3 += cj.pmul(lhs3(j),b);
+      }
+
+      if (alignedSize>alignedStart)
+      {
+        switch(alignmentPattern)
+        {
+          case AllAligned:
+            for (Index j = alignedStart; j<alignedSize; j+=RhsPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Aligned,Aligned,Aligned);
+            break;
+          case EvenAligned:
+            for (Index j = alignedStart; j<alignedSize; j+=RhsPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Aligned,Unaligned,Aligned);
+            break;
+          case FirstAligned:
+          {
+            Index j = alignedStart;
+            if (peels>1)
+            {
+              /* Here we proccess 4 rows with with two peeled iterations to hide
+               * the overhead of unaligned loads. Moreover unaligned loads are handled
+               * using special shift/move operations between the two aligned packets
+               * overlaping the desired unaligned packet. This is *much* more efficient
+               * than basic unaligned loads.
+               */
+              LhsPacket A01, A02, A03, A11, A12, A13;
+              A01 = lhs1.template load<LhsPacket, Aligned>(alignedStart-1);
+              A02 = lhs2.template load<LhsPacket, Aligned>(alignedStart-2);
+              A03 = lhs3.template load<LhsPacket, Aligned>(alignedStart-3);
+
+              for (; j<peeledSize; j+=peels*RhsPacketSize)
+              {
+                RhsPacket b = rhs.getVectorMapper(j, 0).template load<RhsPacket, Aligned>(0);
+                A11 = lhs1.template load<LhsPacket, Aligned>(j-1+LhsPacketSize);  palign<1>(A01,A11);
+                A12 = lhs2.template load<LhsPacket, Aligned>(j-2+LhsPacketSize);  palign<2>(A02,A12);
+                A13 = lhs3.template load<LhsPacket, Aligned>(j-3+LhsPacketSize);  palign<3>(A03,A13);
+
+                ptmp0 = pcj.pmadd(lhs0.template load<LhsPacket, Aligned>(j), b, ptmp0);
+                ptmp1 = pcj.pmadd(A01, b, ptmp1);
+                A01 = lhs1.template load<LhsPacket, Aligned>(j-1+2*LhsPacketSize);  palign<1>(A11,A01);
+                ptmp2 = pcj.pmadd(A02, b, ptmp2);
+                A02 = lhs2.template load<LhsPacket, Aligned>(j-2+2*LhsPacketSize);  palign<2>(A12,A02);
+                ptmp3 = pcj.pmadd(A03, b, ptmp3);
+                A03 = lhs3.template load<LhsPacket, Aligned>(j-3+2*LhsPacketSize);  palign<3>(A13,A03);
+
+                b = rhs.getVectorMapper(j+RhsPacketSize, 0).template load<RhsPacket, Aligned>(0);
+                ptmp0 = pcj.pmadd(lhs0.template load<LhsPacket, Aligned>(j+LhsPacketSize), b, ptmp0);
+                ptmp1 = pcj.pmadd(A11, b, ptmp1);
+                ptmp2 = pcj.pmadd(A12, b, ptmp2);
+                ptmp3 = pcj.pmadd(A13, b, ptmp3);
+              }
+            }
+            for (; j<alignedSize; j+=RhsPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Aligned,Unaligned,Unaligned);
+            break;
+          }
+          default:
+            for (Index j = alignedStart; j<alignedSize; j+=RhsPacketSize)
+              _EIGEN_ACCUMULATE_PACKETS(Unaligned,Unaligned,Unaligned);
+            break;
+        }
+        tmp0 += predux(ptmp0);
+        tmp1 += predux(ptmp1);
+        tmp2 += predux(ptmp2);
+        tmp3 += predux(ptmp3);
+      }
+    } // end explicit vectorization
+
+    // process remaining coeffs (or all if no explicit vectorization)
+    // FIXME this loop get vectorized by the compiler !
+    for (Index j=alignedSize; j<depth; ++j)
+    {
+      RhsScalar b = rhs(j, 0);
+      tmp0 += cj.pmul(lhs0(j),b); tmp1 += cj.pmul(lhs1(j),b);
+      tmp2 += cj.pmul(lhs2(j),b); tmp3 += cj.pmul(lhs3(j),b);
+    }
+    res[i*resIncr]            += alpha*tmp0;
+    res[(i+offset1)*resIncr]  += alpha*tmp1;
+    res[(i+2)*resIncr]        += alpha*tmp2;
+    res[(i+offset3)*resIncr]  += alpha*tmp3;
+  }
+
+  // process remaining first and last rows (at most columnsAtOnce-1)
+  Index end = rows;
+  Index start = rowBound;
+  do
+  {
+    for (Index i=start; i<end; ++i)
+    {
+      EIGEN_ALIGN_DEFAULT ResScalar tmp0 = ResScalar(0);
+      ResPacket ptmp0 = pset1<ResPacket>(tmp0);
+      const LhsScalars lhs0 = lhs.getVectorMapper(i, 0);
+      // process first unaligned result's coeffs
+      // FIXME this loop get vectorized by the compiler !
+      for (Index j=0; j<alignedStart; ++j)
+        tmp0 += cj.pmul(lhs0(j), rhs(j, 0));
+
+      if (alignedSize>alignedStart)
+      {
+        // process aligned rhs coeffs
+        if (lhs0.template aligned<LhsPacket>(alignedStart))
+          for (Index j = alignedStart;j<alignedSize;j+=RhsPacketSize)
+            ptmp0 = pcj.pmadd(lhs0.template load<LhsPacket, Aligned>(j), rhs.getVectorMapper(j, 0).template load<RhsPacket, Aligned>(0), ptmp0);
+        else
+          for (Index j = alignedStart;j<alignedSize;j+=RhsPacketSize)
+            ptmp0 = pcj.pmadd(lhs0.template load<LhsPacket, Unaligned>(j), rhs.getVectorMapper(j, 0).template load<RhsPacket, Aligned>(0), ptmp0);
+        tmp0 += predux(ptmp0);
+      }
+
+      // process remaining scalars
+      // FIXME this loop get vectorized by the compiler !
+      for (Index j=alignedSize; j<depth; ++j)
+        tmp0 += cj.pmul(lhs0(j), rhs(j, 0));
+      res[i*resIncr] += alpha*tmp0;
+    }
+    if (skipRows)
+    {
+      start = 0;
+      end = skipRows;
+      skipRows = 0;
+    }
+    else
+      break;
+  } while(Vectorizable);
+
+  #undef _EIGEN_ACCUMULATE_PACKETS
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_VECTOR_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h
new file mode 100644
index 0000000000..1cb9fe6b5a
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/GeneralMatrixVector_MKL.h
@@ -0,0 +1,131 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   General matrix-vector product functionality based on ?GEMV.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
+#define EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************************************************
+* This file implements general matrix-vector multiplication using BLAS
+* gemv function via partial specialization of
+* general_matrix_vector_product::run(..) method for float, double,
+* std::complex<float> and std::complex<double> types
+**********************************************************************/
+
+// gemv specialization
+
+template<typename Index, typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, bool ConjugateRhs>
+struct general_matrix_vector_product_gemv :
+  general_matrix_vector_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,ConjugateRhs,BuiltIn> {};
+
+#define EIGEN_MKL_GEMV_SPECIALIZE(Scalar) \
+template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \
+struct general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \
+static void run( \
+  Index rows, Index cols, \
+  const Scalar* lhs, Index lhsStride, \
+  const Scalar* rhs, Index rhsIncr, \
+  Scalar* res, Index resIncr, Scalar alpha) \
+{ \
+  if (ConjugateLhs) { \
+    general_matrix_vector_product<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs,BuiltIn>::run( \
+      rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
+  } else { \
+    general_matrix_vector_product_gemv<Index,Scalar,ColMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \
+      rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
+  } \
+} \
+}; \
+template<typename Index, bool ConjugateLhs, bool ConjugateRhs> \
+struct general_matrix_vector_product<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs,Specialized> { \
+static void run( \
+  Index rows, Index cols, \
+  const Scalar* lhs, Index lhsStride, \
+  const Scalar* rhs, Index rhsIncr, \
+  Scalar* res, Index resIncr, Scalar alpha) \
+{ \
+    general_matrix_vector_product_gemv<Index,Scalar,RowMajor,ConjugateLhs,Scalar,ConjugateRhs>::run( \
+      rows, cols, lhs, lhsStride, rhs, rhsIncr, res, resIncr, alpha); \
+} \
+}; \
+
+EIGEN_MKL_GEMV_SPECIALIZE(double)
+EIGEN_MKL_GEMV_SPECIALIZE(float)
+EIGEN_MKL_GEMV_SPECIALIZE(dcomplex)
+EIGEN_MKL_GEMV_SPECIALIZE(scomplex)
+
+#define EIGEN_MKL_GEMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLPREFIX) \
+template<typename Index, int LhsStorageOrder, bool ConjugateLhs, bool ConjugateRhs> \
+struct general_matrix_vector_product_gemv<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,ConjugateRhs> \
+{ \
+typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> GEMVVector;\
+\
+static void run( \
+  Index rows, Index cols, \
+  const EIGTYPE* lhs, Index lhsStride, \
+  const EIGTYPE* rhs, Index rhsIncr, \
+  EIGTYPE* res, Index resIncr, EIGTYPE alpha) \
+{ \
+  MKL_INT m=rows, n=cols, lda=lhsStride, incx=rhsIncr, incy=resIncr; \
+  MKLTYPE alpha_, beta_; \
+  const EIGTYPE *x_ptr, myone(1); \
+  char trans=(LhsStorageOrder==ColMajor) ? 'N' : (ConjugateLhs) ? 'C' : 'T'; \
+  if (LhsStorageOrder==RowMajor) { \
+    m=cols; \
+    n=rows; \
+  }\
+  assign_scalar_eig2mkl(alpha_, alpha); \
+  assign_scalar_eig2mkl(beta_, myone); \
+  GEMVVector x_tmp; \
+  if (ConjugateRhs) { \
+    Map<const GEMVVector, 0, InnerStride<> > map_x(rhs,cols,1,InnerStride<>(incx)); \
+    x_tmp=map_x.conjugate(); \
+    x_ptr=x_tmp.data(); \
+    incx=1; \
+  } else x_ptr=rhs; \
+  MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \
+}\
+};
+
+EIGEN_MKL_GEMV_SPECIALIZATION(double,   double,        d)
+EIGEN_MKL_GEMV_SPECIALIZATION(float,    float,         s)
+EIGEN_MKL_GEMV_SPECIALIZATION(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_GEMV_SPECIALIZATION(scomplex, MKL_Complex8,  c)
+
+} // end namespase internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERAL_MATRIX_VECTOR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/Parallelizer.h b/third_party/eigen3/Eigen/src/Core/products/Parallelizer.h
new file mode 100644
index 0000000000..837e69415b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/Parallelizer.h
@@ -0,0 +1,158 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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_PARALLELIZER_H
+#define EIGEN_PARALLELIZER_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal */
+inline void manage_multi_threading(Action action, int* v)
+{
+  static EIGEN_UNUSED int m_maxThreads = -1;
+
+  if(action==SetAction)
+  {
+    eigen_internal_assert(v!=0);
+    m_maxThreads = *v;
+  }
+  else if(action==GetAction)
+  {
+    eigen_internal_assert(v!=0);
+    #ifdef EIGEN_HAS_OPENMP
+    if(m_maxThreads>0)
+      *v = m_maxThreads;
+    else
+      *v = omp_get_max_threads();
+    #else
+    *v = 1;
+    #endif
+  }
+  else
+  {
+    eigen_internal_assert(false);
+  }
+}
+
+}
+
+/** Must be call first when calling Eigen from multiple threads */
+inline void initParallel()
+{
+  int nbt;
+  internal::manage_multi_threading(GetAction, &nbt);
+  std::ptrdiff_t l1, l2, l3;
+  internal::manage_caching_sizes(GetAction, &l1, &l2, &l3);
+}
+
+/** \returns the max number of threads reserved for Eigen
+  * \sa setNbThreads */
+inline int nbThreads()
+{
+  int ret;
+  internal::manage_multi_threading(GetAction, &ret);
+  return ret;
+}
+
+/** Sets the max number of threads reserved for Eigen
+  * \sa nbThreads */
+inline void setNbThreads(int v)
+{
+  internal::manage_multi_threading(SetAction, &v);
+}
+
+namespace internal {
+
+template<typename Index> struct GemmParallelInfo
+{
+  GemmParallelInfo() : sync(-1), users(0), lhs_start(0), lhs_length(0) {}
+
+  int volatile sync;
+  int volatile users;
+
+  Index lhs_start;
+  Index lhs_length;
+};
+
+template<bool Condition, typename Functor, typename Index>
+void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpose)
+{
+  // TODO when EIGEN_USE_BLAS is defined,
+  // we should still enable OMP for other scalar types
+#if !(defined (EIGEN_HAS_OPENMP)) || defined (EIGEN_USE_BLAS)
+  // FIXME the transpose variable is only needed to properly split
+  // the matrix product when multithreading is enabled. This is a temporary
+  // fix to support row-major destination matrices. This whole
+  // parallelizer mechanism has to be redisigned anyway.
+  EIGEN_UNUSED_VARIABLE(transpose);
+  func(0,rows, 0,cols);
+#else
+
+  // Dynamically check whether we should enable or disable OpenMP.
+  // The conditions are:
+  // - the max number of threads we can create is greater than 1
+  // - we are not already in a parallel code
+  // - the sizes are large enough
+
+  // 1- are we already in a parallel session?
+  // FIXME omp_get_num_threads()>1 only works for openmp, what if the user does not use openmp?
+  if((!Condition) || (omp_get_num_threads()>1))
+    return func(0,rows, 0,cols);
+
+  Index size = transpose ? rows : cols;
+
+  // 2- compute the maximal number of threads from the size of the product:
+  // FIXME this has to be fine tuned
+  Index max_threads = std::max<Index>(1,size / 32);
+
+  // 3 - compute the number of threads we are going to use
+  Index threads = std::min<Index>(nbThreads(), max_threads);
+
+  if(threads==1)
+    return func(0,rows, 0,cols);
+
+  Eigen::initParallel();
+  func.initParallelSession();
+
+  if(transpose)
+    std::swap(rows,cols);
+
+  Index blockCols = (cols / threads) & ~Index(0x3);
+  Index blockRows = (rows / threads);
+  blockRows = (blockRows/Functor::Traits::mr)*Functor::Traits::mr;
+  
+  GemmParallelInfo<Index>* info = new GemmParallelInfo<Index>[threads];
+
+  #pragma omp parallel num_threads(threads)
+  {
+    Index i = omp_get_thread_num();
+    Index r0 = i*blockRows;
+    Index actualBlockRows = (i+1==threads) ? rows-r0 : blockRows;
+
+    Index c0 = i*blockCols;
+    Index actualBlockCols = (i+1==threads) ? cols-c0 : blockCols;
+
+    info[i].lhs_start = r0;
+    info[i].lhs_length = actualBlockRows;
+
+    if(transpose) func(c0, actualBlockCols, 0, rows, info);
+    else          func(0, rows, c0, actualBlockCols, info);
+  }
+
+  delete[] info;
+#endif
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARALLELIZER_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h
new file mode 100644
index 0000000000..4a60ef7dc5
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix.h
@@ -0,0 +1,523 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_SELFADJOINT_MATRIX_MATRIX_H
+#define EIGEN_SELFADJOINT_MATRIX_MATRIX_H
+
+namespace Eigen {
+
+namespace internal {
+
+// pack a selfadjoint block diagonal for use with the gebp_kernel
+template<typename Scalar, typename Index, int Pack1, int Pack2_dummy, int StorageOrder>
+struct symm_pack_lhs
+{
+  template<int BlockRows> inline
+  void pack(Scalar* blockA, const const_blas_data_mapper<Scalar,Index,StorageOrder>& lhs, Index cols, Index i, Index& count)
+  {
+    // normal copy
+    for(Index k=0; k<i; k++)
+      for(Index w=0; w<BlockRows; w++)
+        blockA[count++] = lhs(i+w,k);           // normal
+    // symmetric copy
+    Index h = 0;
+    for(Index k=i; k<i+BlockRows; k++)
+    {
+      for(Index w=0; w<h; w++)
+        blockA[count++] = numext::conj(lhs(k, i+w)); // transposed
+
+      blockA[count++] = numext::real(lhs(k,k));   // real (diagonal)
+
+      for(Index w=h+1; w<BlockRows; w++)
+        blockA[count++] = lhs(i+w, k);          // normal
+      ++h;
+    }
+    // transposed copy
+    for(Index k=i+BlockRows; k<cols; k++)
+      for(Index w=0; w<BlockRows; w++)
+        blockA[count++] = numext::conj(lhs(k, i+w)); // transposed
+  }
+  void operator()(Scalar* blockA, const Scalar* _lhs, Index lhsStride, Index cols, Index rows)
+  {
+    enum { PacketSize = packet_traits<Scalar>::size };
+    const_blas_data_mapper<Scalar,Index,StorageOrder> lhs(_lhs,lhsStride);
+    Index count = 0;
+    //Index peeled_mc3 = (rows/Pack1)*Pack1;
+
+    const Index peeled_mc3 = Pack1>=3*PacketSize ? (rows/(3*PacketSize))*(3*PacketSize) : 0;
+    const Index peeled_mc2 = Pack1>=2*PacketSize ? peeled_mc3+((rows-peeled_mc3)/(2*PacketSize))*(2*PacketSize) : 0;
+    const Index peeled_mc1 = Pack1>=1*PacketSize ? (rows/(1*PacketSize))*(1*PacketSize) : 0;
+
+    if(Pack1>=3*PacketSize)
+      for(Index i=0; i<peeled_mc3; i+=3*PacketSize)
+        pack<3*PacketSize>(blockA, lhs, cols, i, count);
+
+    if(Pack1>=2*PacketSize)
+      for(Index i=peeled_mc3; i<peeled_mc2; i+=2*PacketSize)
+        pack<2*PacketSize>(blockA, lhs, cols, i, count);
+
+    if(Pack1>=1*PacketSize)
+      for(Index i=peeled_mc2; i<peeled_mc1; i+=1*PacketSize)
+        pack<1*PacketSize>(blockA, lhs, cols, i, count);
+
+    // do the same with mr==1
+    for(Index i=peeled_mc1; i<rows; i++)
+    {
+      for(Index k=0; k<i; k++)
+        blockA[count++] = lhs(i, k);                   // normal
+
+      blockA[count++] = numext::real(lhs(i, i));       // real (diagonal)
+
+      for(Index k=i+1; k<cols; k++)
+        blockA[count++] = numext::conj(lhs(k, i));     // transposed
+    }
+  }
+};
+
+template<typename Scalar, typename Index, int nr, int StorageOrder>
+struct symm_pack_rhs
+{
+  enum { PacketSize = packet_traits<Scalar>::size };
+  void operator()(Scalar* blockB, const Scalar* _rhs, Index rhsStride, Index rows, Index cols, Index k2)
+  {
+    Index end_k = k2 + rows;
+    Index count = 0;
+    const_blas_data_mapper<Scalar,Index,StorageOrder> rhs(_rhs,rhsStride);
+    Index packet_cols8 = nr>=8 ? (cols/8) * 8 : 0;
+    Index packet_cols4 = nr>=4 ? (cols/4) * 4 : 0;
+
+    // first part: normal case
+    for(Index j2=0; j2<k2; j2+=nr)
+    {
+      for(Index k=k2; k<end_k; k++)
+      {
+        blockB[count+0] = rhs(k,j2+0);
+        blockB[count+1] = rhs(k,j2+1);
+        if (nr>=4)
+        {
+          blockB[count+2] = rhs(k,j2+2);
+          blockB[count+3] = rhs(k,j2+3);
+        }
+        if (nr>=8)
+        {
+          blockB[count+4] = rhs(k,j2+4);
+          blockB[count+5] = rhs(k,j2+5);
+          blockB[count+6] = rhs(k,j2+6);
+          blockB[count+7] = rhs(k,j2+7);
+        }
+        count += nr;
+      }
+    }
+
+    // second part: diagonal block
+    Index end8 = nr>=8 ? (std::min)(k2+rows,packet_cols8) : k2;
+    if(nr>=8)
+    {
+      for(Index j2=k2; j2<end8; j2+=8)
+      {
+        // again we can split vertically in three different parts (transpose, symmetric, normal)
+        // transpose
+        for(Index k=k2; k<j2; k++)
+        {
+          blockB[count+0] = numext::conj(rhs(j2+0,k));
+          blockB[count+1] = numext::conj(rhs(j2+1,k));
+          blockB[count+2] = numext::conj(rhs(j2+2,k));
+          blockB[count+3] = numext::conj(rhs(j2+3,k));
+          blockB[count+4] = numext::conj(rhs(j2+4,k));
+          blockB[count+5] = numext::conj(rhs(j2+5,k));
+          blockB[count+6] = numext::conj(rhs(j2+6,k));
+          blockB[count+7] = numext::conj(rhs(j2+7,k));
+          count += 8;
+        }
+        // symmetric
+        Index h = 0;
+        for(Index k=j2; k<j2+8; k++)
+        {
+          // normal
+          for (Index w=0 ; w<h; ++w)
+            blockB[count+w] = rhs(k,j2+w);
+
+          blockB[count+h] = numext::real(rhs(k,k));
+
+          // transpose
+          for (Index w=h+1 ; w<8; ++w)
+            blockB[count+w] = numext::conj(rhs(j2+w,k));
+          count += 8;
+          ++h;
+        }
+        // normal
+        for(Index k=j2+8; k<end_k; k++)
+        {
+          blockB[count+0] = rhs(k,j2+0);
+          blockB[count+1] = rhs(k,j2+1);
+          blockB[count+2] = rhs(k,j2+2);
+          blockB[count+3] = rhs(k,j2+3);
+          blockB[count+4] = rhs(k,j2+4);
+          blockB[count+5] = rhs(k,j2+5);
+          blockB[count+6] = rhs(k,j2+6);
+          blockB[count+7] = rhs(k,j2+7);
+          count += 8;
+        }
+      }
+    }
+    if(nr>=4)
+    {
+      for(Index j2=end8; j2<(std::min)(k2+rows,packet_cols4); j2+=4)
+      {
+        // again we can split vertically in three different parts (transpose, symmetric, normal)
+        // transpose
+        for(Index k=k2; k<j2; k++)
+        {
+          blockB[count+0] = numext::conj(rhs(j2+0,k));
+          blockB[count+1] = numext::conj(rhs(j2+1,k));
+          blockB[count+2] = numext::conj(rhs(j2+2,k));
+          blockB[count+3] = numext::conj(rhs(j2+3,k));
+          count += 4;
+        }
+        // symmetric
+        Index h = 0;
+        for(Index k=j2; k<j2+4; k++)
+        {
+          // normal
+          for (Index w=0 ; w<h; ++w)
+            blockB[count+w] = rhs(k,j2+w);
+
+          blockB[count+h] = numext::real(rhs(k,k));
+
+          // transpose
+          for (Index w=h+1 ; w<4; ++w)
+            blockB[count+w] = numext::conj(rhs(j2+w,k));
+          count += 4;
+          ++h;
+        }
+        // normal
+        for(Index k=j2+4; k<end_k; k++)
+        {
+          blockB[count+0] = rhs(k,j2+0);
+          blockB[count+1] = rhs(k,j2+1);
+          blockB[count+2] = rhs(k,j2+2);
+          blockB[count+3] = rhs(k,j2+3);
+          count += 4;
+        }
+      }
+    }
+
+    // third part: transposed
+    if(nr>=8)
+    {
+      for(Index j2=k2+rows; j2<packet_cols8; j2+=8)
+      {
+        for(Index k=k2; k<end_k; k++)
+        {
+          blockB[count+0] = numext::conj(rhs(j2+0,k));
+          blockB[count+1] = numext::conj(rhs(j2+1,k));
+          blockB[count+2] = numext::conj(rhs(j2+2,k));
+          blockB[count+3] = numext::conj(rhs(j2+3,k));
+          blockB[count+4] = numext::conj(rhs(j2+4,k));
+          blockB[count+5] = numext::conj(rhs(j2+5,k));
+          blockB[count+6] = numext::conj(rhs(j2+6,k));
+          blockB[count+7] = numext::conj(rhs(j2+7,k));
+          count += 8;
+        }
+      }
+    }
+    if(nr>=4)
+    {
+      for(Index j2=(std::max)(packet_cols8,k2+rows); j2<packet_cols4; j2+=4)
+      {
+        for(Index k=k2; k<end_k; k++)
+        {
+          blockB[count+0] = numext::conj(rhs(j2+0,k));
+          blockB[count+1] = numext::conj(rhs(j2+1,k));
+          blockB[count+2] = numext::conj(rhs(j2+2,k));
+          blockB[count+3] = numext::conj(rhs(j2+3,k));
+          count += 4;
+        }
+      }
+    }
+
+    // copy the remaining columns one at a time (=> the same with nr==1)
+    for(Index j2=packet_cols4; j2<cols; ++j2)
+    {
+      // transpose
+      Index half = (std::min)(end_k,j2);
+      for(Index k=k2; k<half; k++)
+      {
+        blockB[count] = numext::conj(rhs(j2,k));
+        count += 1;
+      }
+
+      if(half==j2 && half<k2+rows)
+      {
+        blockB[count] = numext::real(rhs(j2,j2));
+        count += 1;
+      }
+      else
+        half--;
+
+      // normal
+      for(Index k=half+1; k<k2+rows; k++)
+      {
+        blockB[count] = rhs(k,j2);
+        count += 1;
+      }
+    }
+  }
+};
+
+/* Optimized selfadjoint matrix * matrix (_SYMM) product built on top of
+ * the general matrix matrix product.
+ */
+template <typename Scalar, typename Index,
+          int LhsStorageOrder, bool LhsSelfAdjoint, bool ConjugateLhs,
+          int RhsStorageOrder, bool RhsSelfAdjoint, bool ConjugateRhs,
+          int ResStorageOrder>
+struct product_selfadjoint_matrix;
+
+template <typename Scalar, typename Index,
+          int LhsStorageOrder, bool LhsSelfAdjoint, bool ConjugateLhs,
+          int RhsStorageOrder, bool RhsSelfAdjoint, bool ConjugateRhs>
+struct product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,LhsSelfAdjoint,ConjugateLhs, RhsStorageOrder,RhsSelfAdjoint,ConjugateRhs,RowMajor>
+{
+
+  static EIGEN_STRONG_INLINE void run(
+    Index rows, Index cols,
+    const Scalar* lhs, Index lhsStride,
+    const Scalar* rhs, Index rhsStride,
+    Scalar* res,       Index resStride,
+    const Scalar& alpha)
+  {
+    product_selfadjoint_matrix<Scalar, Index,
+      EIGEN_LOGICAL_XOR(RhsSelfAdjoint,RhsStorageOrder==RowMajor) ? ColMajor : RowMajor,
+      RhsSelfAdjoint, NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(RhsSelfAdjoint,ConjugateRhs),
+      EIGEN_LOGICAL_XOR(LhsSelfAdjoint,LhsStorageOrder==RowMajor) ? ColMajor : RowMajor,
+      LhsSelfAdjoint, NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(LhsSelfAdjoint,ConjugateLhs),
+      ColMajor>
+      ::run(cols, rows,  rhs, rhsStride,  lhs, lhsStride,  res, resStride,  alpha);
+  }
+};
+
+template <typename Scalar, typename Index,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs>
+struct product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,true,ConjugateLhs, RhsStorageOrder,false,ConjugateRhs,ColMajor>
+{
+
+  static EIGEN_DONT_INLINE void run(
+    Index rows, Index cols,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* res,        Index resStride,
+    const Scalar& alpha);
+};
+
+template <typename Scalar, typename Index,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs>
+EIGEN_DONT_INLINE void product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,true,ConjugateLhs, RhsStorageOrder,false,ConjugateRhs,ColMajor>::run(
+    Index rows, Index cols,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* _res,        Index resStride,
+    const Scalar& alpha)
+  {
+    Index size = rows;
+
+    typedef gebp_traits<Scalar,Scalar> Traits;
+
+    typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
+    typedef const_blas_data_mapper<Scalar, Index, (LhsStorageOrder == RowMajor) ? ColMajor : RowMajor> LhsTransposeMapper;
+    typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
+    typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+    LhsMapper lhs(_lhs,lhsStride);
+    LhsTransposeMapper lhs_transpose(_lhs,lhsStride);
+    RhsMapper rhs(_rhs,rhsStride);
+    ResMapper res(_res, resStride);
+
+    Index kc = size;  // cache block size along the K direction
+    Index mc = rows;  // cache block size along the M direction
+    Index nc = cols;  // cache block size along the N direction
+    computeProductBlockingSizes<Scalar,Scalar>(kc, mc, nc, Index(1));
+    // kc must smaller than mc
+    kc = (std::min)(kc,mc);
+
+    std::size_t sizeB = kc*cols;
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0);
+    ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0);
+    Scalar* blockB = allocatedBlockB;
+
+    gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
+    symm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+    gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
+    gemm_pack_lhs<Scalar, Index, LhsTransposeMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder==RowMajor?ColMajor:RowMajor, true> pack_lhs_transposed;
+
+    for(Index k2=0; k2<size; k2+=kc)
+    {
+      const Index actual_kc = (std::min)(k2+kc,size)-k2;
+
+      // we have selected one row panel of rhs and one column panel of lhs
+      // pack rhs's panel into a sequential chunk of memory
+      // and expand each coeff to a constant packet for further reuse
+      pack_rhs(blockB, rhs.getSubMapper(k2,0), actual_kc, cols);
+
+      // the select lhs's panel has to be split in three different parts:
+      //  1 - the transposed panel above the diagonal block => transposed packed copy
+      //  2 - the diagonal block => special packed copy
+      //  3 - the panel below the diagonal block => generic packed copy
+      for(Index i2=0; i2<k2; i2+=mc)
+      {
+        const Index actual_mc = (std::min)(i2+mc,k2)-i2;
+        // transposed packed copy
+        pack_lhs_transposed(blockA, lhs_transpose.getSubMapper(i2, k2), actual_kc, actual_mc);
+
+        gebp_kernel(res.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, alpha);
+      }
+      // the block diagonal
+      {
+        const Index actual_mc = (std::min)(k2+kc,size)-k2;
+        // symmetric packed copy
+        pack_lhs(blockA, &lhs(k2,k2), lhsStride, actual_kc, actual_mc);
+
+        gebp_kernel(res.getSubMapper(k2, 0), blockA, blockB, actual_mc, actual_kc, cols, alpha);
+      }
+
+      for(Index i2=k2+kc; i2<size; i2+=mc)
+      {
+        const Index actual_mc = (std::min)(i2+mc,size)-i2;
+        gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder,false>()
+          (blockA, lhs.getSubMapper(i2, k2), actual_kc, actual_mc);
+
+        gebp_kernel(res.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, alpha);
+      }
+    }
+  }
+
+// matrix * selfadjoint product
+template <typename Scalar, typename Index,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs>
+struct product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,false,ConjugateLhs, RhsStorageOrder,true,ConjugateRhs,ColMajor>
+{
+
+  static EIGEN_DONT_INLINE void run(
+    Index rows, Index cols,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* res,        Index resStride,
+    const Scalar& alpha);
+};
+
+template <typename Scalar, typename Index,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs>
+EIGEN_DONT_INLINE void product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,false,ConjugateLhs, RhsStorageOrder,true,ConjugateRhs,ColMajor>::run(
+    Index rows, Index cols,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* _res,        Index resStride,
+    const Scalar& alpha)
+  {
+    Index size = cols;
+
+    typedef gebp_traits<Scalar,Scalar> Traits;
+
+    typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
+    typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+    LhsMapper lhs(_lhs,lhsStride);
+    ResMapper res(_res,resStride);
+
+    Index kc = size; // cache block size along the K direction
+    Index mc = rows;  // cache block size along the M direction
+    Index nc = cols;  // cache block size along the N direction
+    computeProductBlockingSizes<Scalar,Scalar>(kc, mc, nc, Index(1));
+    std::size_t sizeB = kc*cols;
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0);
+    ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0);
+    Scalar* blockB = allocatedBlockB;
+
+    gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
+    gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+    symm_pack_rhs<Scalar, Index, Traits::nr,RhsStorageOrder> pack_rhs;
+
+    for(Index k2=0; k2<size; k2+=kc)
+    {
+      const Index actual_kc = (std::min)(k2+kc,size)-k2;
+
+      pack_rhs(blockB, _rhs, rhsStride, actual_kc, cols, k2);
+
+      // => GEPP
+      for(Index i2=0; i2<rows; i2+=mc)
+      {
+        const Index actual_mc = (std::min)(i2+mc,rows)-i2;
+        pack_lhs(blockA, lhs.getSubMapper(i2, k2), actual_kc, actual_mc);
+
+        gebp_kernel(res.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, alpha);
+      }
+    }
+  }
+
+} // end namespace internal
+
+/***************************************************************************
+* Wrapper to product_selfadjoint_matrix
+***************************************************************************/
+
+namespace internal {
+template<typename Lhs, int LhsMode, typename Rhs, int RhsMode>
+struct traits<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false> >
+  : traits<ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false>, Lhs, Rhs> >
+{};
+}
+
+template<typename Lhs, int LhsMode, typename Rhs, int RhsMode>
+struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false>
+  : public ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,RhsMode,false>, Lhs, Rhs >
+{
+  EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
+
+  SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
+
+  enum {
+    LhsIsUpper = (LhsMode&(Upper|Lower))==Upper,
+    LhsIsSelfAdjoint = (LhsMode&SelfAdjoint)==SelfAdjoint,
+    RhsIsUpper = (RhsMode&(Upper|Lower))==Upper,
+    RhsIsSelfAdjoint = (RhsMode&SelfAdjoint)==SelfAdjoint
+  };
+
+  template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
+  {
+    eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());
+
+    typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
+    typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
+
+    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
+                               * RhsBlasTraits::extractScalarFactor(m_rhs);
+
+    internal::product_selfadjoint_matrix<Scalar, Index,
+      EIGEN_LOGICAL_XOR(LhsIsUpper,
+                        internal::traits<Lhs>::Flags &RowMajorBit) ? RowMajor : ColMajor, LhsIsSelfAdjoint,
+      NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(LhsIsUpper,bool(LhsBlasTraits::NeedToConjugate)),
+      EIGEN_LOGICAL_XOR(RhsIsUpper,
+                        internal::traits<Rhs>::Flags &RowMajorBit) ? RowMajor : ColMajor, RhsIsSelfAdjoint,
+      NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(RhsIsUpper,bool(RhsBlasTraits::NeedToConjugate)),
+      internal::traits<Dest>::Flags&RowMajorBit  ? RowMajor : ColMajor>
+      ::run(
+        lhs.rows(), rhs.cols(),                     // sizes
+        &lhs.coeffRef(0,0),    lhs.outerStride(),   // lhs info
+        &rhs.coeffRef(0,0),    rhs.outerStride(),   // rhs info
+        &dst.coeffRef(0,0), dst.outerStride(),      // result info
+        actualAlpha                                 // alpha
+      );
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h
new file mode 100644
index 0000000000..dfa687fefe
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h
@@ -0,0 +1,295 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+//
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Self adjoint matrix * matrix product functionality based on ?SYMM/?HEMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
+#define EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+
+/* Optimized selfadjoint matrix * matrix (?SYMM/?HEMM) product */
+
+#define EIGEN_MKL_SYMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
+{\
+\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='L', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    EIGTYPE myone(1);\
+\
+/* Set transpose options */ \
+/* Set m, n, k */ \
+    m = (MKL_INT)rows;  \
+    n = (MKL_INT)cols;  \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)lhsStride; \
+    ldb = (MKL_INT)rhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (LhsStorageOrder==RowMajor) uplo='U'; \
+    a = _lhs; \
+\
+    if (RhsStorageOrder==RowMajor) { \
+      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+      b_tmp = rhs.adjoint(); \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } else b = _rhs; \
+\
+    MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+\
+  } \
+};
+
+
+#define EIGEN_MKL_HEMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,true,ConjugateLhs,RhsStorageOrder,false,ConjugateRhs,ColMajor> \
+{\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='L', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> a_tmp; \
+    EIGTYPE myone(1); \
+\
+/* Set transpose options */ \
+/* Set m, n, k */ \
+    m = (MKL_INT)rows; \
+    n = (MKL_INT)cols; \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)lhsStride; \
+    ldb = (MKL_INT)rhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (((LhsStorageOrder==ColMajor) && ConjugateLhs) || ((LhsStorageOrder==RowMajor) && (!ConjugateLhs))) { \
+      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder>, 0, OuterStride<> > lhs(_lhs,m,m,OuterStride<>(lhsStride)); \
+      a_tmp = lhs.conjugate(); \
+      a = a_tmp.data(); \
+      lda = a_tmp.outerStride(); \
+    } else a = _lhs; \
+    if (LhsStorageOrder==RowMajor) uplo='U'; \
+\
+    if (RhsStorageOrder==ColMajor && (!ConjugateRhs)) { \
+       b = _rhs; } \
+    else { \
+      if (RhsStorageOrder==ColMajor && ConjugateRhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,m,n,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.conjugate(); \
+      } else \
+      if (ConjugateRhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.adjoint(); \
+      } else { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > rhs(_rhs,n,m,OuterStride<>(rhsStride)); \
+        b_tmp = rhs.transpose(); \
+      } \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } \
+\
+    MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+\
+  } \
+};
+
+EIGEN_MKL_SYMM_L(double, double, d, d)
+EIGEN_MKL_SYMM_L(float, float, f, s)
+EIGEN_MKL_HEMM_L(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_HEMM_L(scomplex, MKL_Complex8, cf, c)
+
+
+/* Optimized matrix * selfadjoint matrix (?SYMM/?HEMM) product */
+
+#define EIGEN_MKL_SYMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
+{\
+\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='R', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    EIGTYPE myone(1);\
+\
+/* Set m, n, k */ \
+    m = (MKL_INT)rows;  \
+    n = (MKL_INT)cols;  \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)rhsStride; \
+    ldb = (MKL_INT)lhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (RhsStorageOrder==RowMajor) uplo='U'; \
+    a = _rhs; \
+\
+    if (LhsStorageOrder==RowMajor) { \
+      Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(rhsStride)); \
+      b_tmp = lhs.adjoint(); \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } else b = _lhs; \
+\
+    MKLPREFIX##symm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+\
+  } \
+};
+
+
+#define EIGEN_MKL_HEMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_selfadjoint_matrix<EIGTYPE,Index,LhsStorageOrder,false,ConjugateLhs,RhsStorageOrder,true,ConjugateRhs,ColMajor> \
+{\
+  static void run( \
+    Index rows, Index cols, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha) \
+  { \
+    char side='R', uplo='L'; \
+    MKL_INT m, n, lda, ldb, ldc; \
+    const EIGTYPE *a, *b; \
+    MKLTYPE alpha_, beta_; \
+    MatrixX##EIGPREFIX b_tmp; \
+    Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> a_tmp; \
+    EIGTYPE myone(1); \
+\
+/* Set m, n, k */ \
+    m = (MKL_INT)rows; \
+    n = (MKL_INT)cols; \
+\
+/* Set alpha_ & beta_ */ \
+    assign_scalar_eig2mkl(alpha_, alpha); \
+    assign_scalar_eig2mkl(beta_, myone); \
+\
+/* Set lda, ldb, ldc */ \
+    lda = (MKL_INT)rhsStride; \
+    ldb = (MKL_INT)lhsStride; \
+    ldc = (MKL_INT)resStride; \
+\
+/* Set a, b, c */ \
+    if (((RhsStorageOrder==ColMajor) && ConjugateRhs) || ((RhsStorageOrder==RowMajor) && (!ConjugateRhs))) { \
+      Map<const Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder>, 0, OuterStride<> > rhs(_rhs,n,n,OuterStride<>(rhsStride)); \
+      a_tmp = rhs.conjugate(); \
+      a = a_tmp.data(); \
+      lda = a_tmp.outerStride(); \
+    } else a = _rhs; \
+    if (RhsStorageOrder==RowMajor) uplo='U'; \
+\
+    if (LhsStorageOrder==ColMajor && (!ConjugateLhs)) { \
+       b = _lhs; } \
+    else { \
+      if (LhsStorageOrder==ColMajor && ConjugateLhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,m,n,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.conjugate(); \
+      } else \
+      if (ConjugateLhs) { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.adjoint(); \
+      } else { \
+        Map<const MatrixX##EIGPREFIX, 0, OuterStride<> > lhs(_lhs,n,m,OuterStride<>(lhsStride)); \
+        b_tmp = lhs.transpose(); \
+      } \
+      b = b_tmp.data(); \
+      ldb = b_tmp.outerStride(); \
+    } \
+\
+    MKLPREFIX##hemm(&side, &uplo, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)b, &ldb, &beta_, (MKLTYPE*)res, &ldc); \
+  } \
+};
+
+EIGEN_MKL_SYMM_R(double, double, d, d)
+EIGEN_MKL_SYMM_R(float, float, f, s)
+EIGEN_MKL_HEMM_R(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_HEMM_R(scomplex, MKL_Complex8, cf, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_MATRIX_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h
new file mode 100644
index 0000000000..fdc81205ab
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector.h
@@ -0,0 +1,281 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_SELFADJOINT_MATRIX_VECTOR_H
+#define EIGEN_SELFADJOINT_MATRIX_VECTOR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/* Optimized selfadjoint matrix * vector product:
+ * This algorithm processes 2 columns at onces that allows to both reduce
+ * the number of load/stores of the result by a factor 2 and to reduce
+ * the instruction dependency.
+ */
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version=Specialized>
+struct selfadjoint_matrix_vector_product;
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
+struct selfadjoint_matrix_vector_product
+
+{
+static EIGEN_DONT_INLINE void run(
+  Index size,
+  const Scalar*  lhs, Index lhsStride,
+  const Scalar* _rhs, Index rhsIncr,
+  Scalar* res,
+  Scalar alpha);
+};
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Version>::run(
+  Index size,
+  const Scalar*  lhs, Index lhsStride,
+  const Scalar* _rhs, Index rhsIncr,
+  Scalar* res,
+  Scalar alpha)
+{
+  typedef typename packet_traits<Scalar>::type Packet;
+  const Index PacketSize = sizeof(Packet)/sizeof(Scalar);
+
+  enum {
+    IsRowMajor = StorageOrder==RowMajor ? 1 : 0,
+    IsLower = UpLo == Lower ? 1 : 0,
+    FirstTriangular = IsRowMajor == IsLower
+  };
+
+  conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs,  IsRowMajor), ConjugateRhs> cj0;
+  conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> cj1;
+  conj_helper<Scalar,Scalar,NumTraits<Scalar>::IsComplex, ConjugateRhs> cjd;
+
+  conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs,  IsRowMajor), ConjugateRhs> pcj0;
+  conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex && EIGEN_LOGICAL_XOR(ConjugateLhs, !IsRowMajor), ConjugateRhs> pcj1;
+
+  Scalar cjAlpha = ConjugateRhs ? numext::conj(alpha) : alpha;
+
+  // FIXME this copy is now handled outside product_selfadjoint_vector, so it could probably be removed.
+  // if the rhs is not sequentially stored in memory we copy it to a temporary buffer,
+  // this is because we need to extract packets
+  ei_declare_aligned_stack_constructed_variable(Scalar,rhs,size,rhsIncr==1 ? const_cast<Scalar*>(_rhs) : 0);  
+  if (rhsIncr!=1)
+  {
+    const Scalar* it = _rhs;
+    for (Index i=0; i<size; ++i, it+=rhsIncr)
+      rhs[i] = *it;
+  }
+
+  Index bound = (std::max)(Index(0),size-8) & 0xfffffffe;
+  if (FirstTriangular)
+    bound = size - bound;
+
+  for (Index j=FirstTriangular ? bound : 0;
+       j<(FirstTriangular ? size : bound);j+=2)
+  {
+    const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
+    const Scalar* EIGEN_RESTRICT A1 = lhs + (j+1)*lhsStride;
+
+    Scalar t0 = cjAlpha * rhs[j];
+    Packet ptmp0 = pset1<Packet>(t0);
+    Scalar t1 = cjAlpha * rhs[j+1];
+    Packet ptmp1 = pset1<Packet>(t1);
+
+    Scalar t2(0);
+    Packet ptmp2 = pset1<Packet>(t2);
+    Scalar t3(0);
+    Packet ptmp3 = pset1<Packet>(t3);
+
+    size_t starti = FirstTriangular ? 0 : j+2;
+    size_t endi   = FirstTriangular ? j : size;
+    size_t alignedStart = (starti) + internal::first_aligned(&res[starti], endi-starti);
+    size_t alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize);
+
+    // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed
+    res[j]   += cjd.pmul(numext::real(A0[j]), t0);
+    res[j+1] += cjd.pmul(numext::real(A1[j+1]), t1);
+    if(FirstTriangular)
+    {
+      res[j]   += cj0.pmul(A1[j],   t1);
+      t3       += cj1.pmul(A1[j],   rhs[j]);
+    }
+    else
+    {
+      res[j+1] += cj0.pmul(A0[j+1],t0);
+      t2 += cj1.pmul(A0[j+1], rhs[j+1]);
+    }
+
+    for (size_t i=starti; i<alignedStart; ++i)
+    {
+      res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
+      t2 += cj1.pmul(A0[i], rhs[i]);
+      t3 += cj1.pmul(A1[i], rhs[i]);
+    }
+    // Yes this an optimization for gcc 4.3 and 4.4 (=> huge speed up)
+    // gcc 4.2 does this optimization automatically.
+    const Scalar* EIGEN_RESTRICT a0It  = A0  + alignedStart;
+    const Scalar* EIGEN_RESTRICT a1It  = A1  + alignedStart;
+    const Scalar* EIGEN_RESTRICT rhsIt = rhs + alignedStart;
+          Scalar* EIGEN_RESTRICT resIt = res + alignedStart;
+    for (size_t i=alignedStart; i<alignedEnd; i+=PacketSize)
+    {
+      Packet A0i = ploadu<Packet>(a0It);  a0It  += PacketSize;
+      Packet A1i = ploadu<Packet>(a1It);  a1It  += PacketSize;
+      Packet Bi  = ploadu<Packet>(rhsIt); rhsIt += PacketSize; // FIXME should be aligned in most cases
+      Packet Xi  = pload <Packet>(resIt);
+
+      Xi    = pcj0.pmadd(A0i,ptmp0, pcj0.pmadd(A1i,ptmp1,Xi));
+      ptmp2 = pcj1.pmadd(A0i,  Bi, ptmp2);
+      ptmp3 = pcj1.pmadd(A1i,  Bi, ptmp3);
+      pstore(resIt,Xi); resIt += PacketSize;
+    }
+    for (size_t i=alignedEnd; i<endi; i++)
+    {
+      res[i] += cj0.pmul(A0[i], t0) + cj0.pmul(A1[i],t1);
+      t2 += cj1.pmul(A0[i], rhs[i]);
+      t3 += cj1.pmul(A1[i], rhs[i]);
+    }
+
+    res[j]   += alpha * (t2 + predux(ptmp2));
+    res[j+1] += alpha * (t3 + predux(ptmp3));
+  }
+  for (Index j=FirstTriangular ? 0 : bound;j<(FirstTriangular ? bound : size);j++)
+  {
+    const Scalar* EIGEN_RESTRICT A0 = lhs + j*lhsStride;
+
+    Scalar t1 = cjAlpha * rhs[j];
+    Scalar t2(0);
+    // TODO make sure this product is a real * complex and that the rhs is properly conjugated if needed
+    res[j] += cjd.pmul(numext::real(A0[j]), t1);
+    for (Index i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++)
+    {
+      res[i] += cj0.pmul(A0[i], t1);
+      t2 += cj1.pmul(A0[i], rhs[i]);
+    }
+    res[j] += alpha * t2;
+  }
+}
+
+} // end namespace internal 
+
+/***************************************************************************
+* Wrapper to product_selfadjoint_vector
+***************************************************************************/
+
+namespace internal {
+template<typename Lhs, int LhsMode, typename Rhs>
+struct traits<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true> >
+  : traits<ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>, Lhs, Rhs> >
+{};
+}
+
+template<typename Lhs, int LhsMode, typename Rhs>
+struct SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>
+  : public ProductBase<SelfadjointProductMatrix<Lhs,LhsMode,false,Rhs,0,true>, Lhs, Rhs >
+{
+  EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
+
+  enum {
+    LhsUpLo = LhsMode&(Upper|Lower)
+  };
+
+  SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
+
+  template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+  {
+    typedef typename Dest::Scalar ResScalar;
+    typedef typename Base::RhsScalar RhsScalar;
+    typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest;
+    
+    eigen_assert(dest.rows()==m_lhs.rows() && dest.cols()==m_rhs.cols());
+
+    typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
+    typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
+
+    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
+                               * RhsBlasTraits::extractScalarFactor(m_rhs);
+
+    enum {
+      EvalToDest = (Dest::InnerStrideAtCompileTime==1),
+      UseRhs = (_ActualRhsType::InnerStrideAtCompileTime==1)
+    };
+    
+    internal::gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,!EvalToDest> static_dest;
+    internal::gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!UseRhs> static_rhs;
+
+    ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
+                                                  EvalToDest ? dest.data() : static_dest.data());
+                                                  
+    ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,rhs.size(),
+        UseRhs ? const_cast<RhsScalar*>(rhs.data()) : static_rhs.data());
+    
+    if(!EvalToDest)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      int size = dest.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      MappedDest(actualDestPtr, dest.size()) = dest;
+    }
+      
+    if(!UseRhs)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      int size = rhs.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, rhs.size()) = rhs;
+    }
+      
+      
+    internal::selfadjoint_matrix_vector_product<Scalar, Index, (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, int(LhsUpLo), bool(LhsBlasTraits::NeedToConjugate), bool(RhsBlasTraits::NeedToConjugate)>::run
+      (
+        lhs.rows(),                             // size
+        &lhs.coeffRef(0,0),  lhs.outerStride(), // lhs info
+        actualRhsPtr, 1,                        // rhs info
+        actualDestPtr,                          // result info
+        actualAlpha                             // scale factor
+      );
+    
+    if(!EvalToDest)
+      dest = MappedDest(actualDestPtr, dest.size());
+  }
+};
+
+namespace internal {
+template<typename Lhs, typename Rhs, int RhsMode>
+struct traits<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false> >
+  : traits<ProductBase<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>, Lhs, Rhs> >
+{};
+}
+
+template<typename Lhs, typename Rhs, int RhsMode>
+struct SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>
+  : public ProductBase<SelfadjointProductMatrix<Lhs,0,true,Rhs,RhsMode,false>, Lhs, Rhs >
+{
+  EIGEN_PRODUCT_PUBLIC_INTERFACE(SelfadjointProductMatrix)
+
+  enum {
+    RhsUpLo = RhsMode&(Upper|Lower)
+  };
+
+  SelfadjointProductMatrix(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
+
+  template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+  {
+    // let's simply transpose the product
+    Transpose<Dest> destT(dest);
+    SelfadjointProductMatrix<Transpose<const Rhs>, int(RhsUpLo)==Upper ? Lower : Upper, false,
+                             Transpose<const Lhs>, 0, true>(m_rhs.transpose(), m_lhs.transpose()).scaleAndAddTo(destT, alpha);
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h
new file mode 100644
index 0000000000..86684b66d9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h
@@ -0,0 +1,114 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Selfadjoint matrix-vector product functionality based on ?SYMV/HEMV.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H
+#define EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************************************************
+* This file implements selfadjoint matrix-vector multiplication using BLAS
+**********************************************************************/
+
+// symv/hemv specialization
+
+template<typename Scalar, typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs>
+struct selfadjoint_matrix_vector_product_symv :
+  selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn> {};
+
+#define EIGEN_MKL_SYMV_SPECIALIZE(Scalar) \
+template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
+struct selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Specialized> { \
+static void run( \
+  Index size, const Scalar*  lhs, Index lhsStride, \
+  const Scalar* _rhs, Index rhsIncr, Scalar* res, Scalar alpha) { \
+    enum {\
+      IsColMajor = StorageOrder==ColMajor \
+    }; \
+    if (IsColMajor == ConjugateLhs) {\
+      selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,BuiltIn>::run( \
+        size, lhs, lhsStride, _rhs, rhsIncr, res, alpha);  \
+    } else {\
+      selfadjoint_matrix_vector_product_symv<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs>::run( \
+        size, lhs, lhsStride, _rhs, rhsIncr, res, alpha);  \
+    }\
+  } \
+}; \
+
+EIGEN_MKL_SYMV_SPECIALIZE(double)
+EIGEN_MKL_SYMV_SPECIALIZE(float)
+EIGEN_MKL_SYMV_SPECIALIZE(dcomplex)
+EIGEN_MKL_SYMV_SPECIALIZE(scomplex)
+
+#define EIGEN_MKL_SYMV_SPECIALIZATION(EIGTYPE,MKLTYPE,MKLFUNC) \
+template<typename Index, int StorageOrder, int UpLo, bool ConjugateLhs, bool ConjugateRhs> \
+struct selfadjoint_matrix_vector_product_symv<EIGTYPE,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs> \
+{ \
+typedef Matrix<EIGTYPE,Dynamic,1,ColMajor> SYMVVector;\
+\
+static void run( \
+Index size, const EIGTYPE*  lhs, Index lhsStride, \
+const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* res, EIGTYPE alpha) \
+{ \
+  enum {\
+    IsRowMajor = StorageOrder==RowMajor ? 1 : 0, \
+    IsLower = UpLo == Lower ? 1 : 0 \
+  }; \
+  MKL_INT n=size, lda=lhsStride, incx=rhsIncr, incy=1; \
+  MKLTYPE alpha_, beta_; \
+  const EIGTYPE *x_ptr, myone(1); \
+  char uplo=(IsRowMajor) ? (IsLower ? 'U' : 'L') : (IsLower ? 'L' : 'U'); \
+  assign_scalar_eig2mkl(alpha_, alpha); \
+  assign_scalar_eig2mkl(beta_, myone); \
+  SYMVVector x_tmp; \
+  if (ConjugateRhs) { \
+    Map<const SYMVVector, 0, InnerStride<> > map_x(_rhs,size,1,InnerStride<>(incx)); \
+    x_tmp=map_x.conjugate(); \
+    x_ptr=x_tmp.data(); \
+    incx=1; \
+  } else x_ptr=_rhs; \
+  MKLFUNC(&uplo, &n, &alpha_, (const MKLTYPE*)lhs, &lda, (const MKLTYPE*)x_ptr, &incx, &beta_, (MKLTYPE*)res, &incy); \
+}\
+};
+
+EIGEN_MKL_SYMV_SPECIALIZATION(double,   double,        dsymv)
+EIGEN_MKL_SYMV_SPECIALIZATION(float,    float,         ssymv)
+EIGEN_MKL_SYMV_SPECIALIZATION(dcomplex, MKL_Complex16, zhemv)
+EIGEN_MKL_SYMV_SPECIALIZATION(scomplex, MKL_Complex8,  chemv)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointProduct.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointProduct.h
new file mode 100644
index 0000000000..6ca4ae6c0f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointProduct.h
@@ -0,0 +1,123 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_SELFADJOINT_PRODUCT_H
+#define EIGEN_SELFADJOINT_PRODUCT_H
+
+/**********************************************************************
+* This file implements a self adjoint product: C += A A^T updating only
+* half of the selfadjoint matrix C.
+* It corresponds to the level 3 SYRK and level 2 SYR Blas routines.
+**********************************************************************/
+
+namespace Eigen { 
+
+
+template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
+struct selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo,ConjLhs,ConjRhs>
+{
+  static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
+  {
+    internal::conj_if<ConjRhs> cj;
+    typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+    typedef typename internal::conditional<ConjLhs,typename OtherMap::ConjugateReturnType,const OtherMap&>::type ConjLhsType;
+    for (Index i=0; i<size; ++i)
+    {
+      Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+(UpLo==Lower ? i : 0), (UpLo==Lower ? size-i : (i+1)))
+          += (alpha * cj(vecY[i])) * ConjLhsType(OtherMap(vecX+(UpLo==Lower ? i : 0),UpLo==Lower ? size-i : (i+1)));
+    }
+  }
+};
+
+template<typename Scalar, typename Index, int UpLo, bool ConjLhs, bool ConjRhs>
+struct selfadjoint_rank1_update<Scalar,Index,RowMajor,UpLo,ConjLhs,ConjRhs>
+{
+  static void run(Index size, Scalar* mat, Index stride, const Scalar* vecX, const Scalar* vecY, const Scalar& alpha)
+  {
+    selfadjoint_rank1_update<Scalar,Index,ColMajor,UpLo==Lower?Upper:Lower,ConjRhs,ConjLhs>::run(size,mat,stride,vecY,vecX,alpha);
+  }
+};
+
+template<typename MatrixType, typename OtherType, int UpLo, bool OtherIsVector = OtherType::IsVectorAtCompileTime>
+struct selfadjoint_product_selector;
+
+template<typename MatrixType, typename OtherType, int UpLo>
+struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,true>
+{
+  static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
+  {
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    typedef internal::blas_traits<OtherType> OtherBlasTraits;
+    typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
+    typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
+    typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
+
+    Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
+
+    enum {
+      StorageOrder = (internal::traits<MatrixType>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+      UseOtherDirectly = _ActualOtherType::InnerStrideAtCompileTime==1
+    };
+    internal::gemv_static_vector_if<Scalar,OtherType::SizeAtCompileTime,OtherType::MaxSizeAtCompileTime,!UseOtherDirectly> static_other;
+
+    ei_declare_aligned_stack_constructed_variable(Scalar, actualOtherPtr, other.size(),
+      (UseOtherDirectly ? const_cast<Scalar*>(actualOther.data()) : static_other.data()));
+      
+    if(!UseOtherDirectly)
+      Map<typename _ActualOtherType::PlainObject>(actualOtherPtr, actualOther.size()) = actualOther;
+    
+    selfadjoint_rank1_update<Scalar,Index,StorageOrder,UpLo,
+                              OtherBlasTraits::NeedToConjugate  && NumTraits<Scalar>::IsComplex,
+                            (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex>
+          ::run(other.size(), mat.data(), mat.outerStride(), actualOtherPtr, actualOtherPtr, actualAlpha);
+  }
+};
+
+template<typename MatrixType, typename OtherType, int UpLo>
+struct selfadjoint_product_selector<MatrixType,OtherType,UpLo,false>
+{
+  static void run(MatrixType& mat, const OtherType& other, const typename MatrixType::Scalar& alpha)
+  {
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    typedef internal::blas_traits<OtherType> OtherBlasTraits;
+    typedef typename OtherBlasTraits::DirectLinearAccessType ActualOtherType;
+    typedef typename internal::remove_all<ActualOtherType>::type _ActualOtherType;
+    typename internal::add_const_on_value_type<ActualOtherType>::type actualOther = OtherBlasTraits::extract(other.derived());
+
+    Scalar actualAlpha = alpha * OtherBlasTraits::extractScalarFactor(other.derived());
+
+    enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
+
+    internal::general_matrix_matrix_triangular_product<Index,
+      Scalar, _ActualOtherType::Flags&RowMajorBit ? RowMajor : ColMajor,   OtherBlasTraits::NeedToConjugate  && NumTraits<Scalar>::IsComplex,
+      Scalar, _ActualOtherType::Flags&RowMajorBit ? ColMajor : RowMajor, (!OtherBlasTraits::NeedToConjugate) && NumTraits<Scalar>::IsComplex,
+      MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor, UpLo>
+      ::run(mat.cols(), actualOther.cols(),
+            &actualOther.coeffRef(0,0), actualOther.outerStride(), &actualOther.coeffRef(0,0), actualOther.outerStride(),
+            mat.data(), mat.outerStride(), actualAlpha);
+  }
+};
+
+// high level API
+
+template<typename MatrixType, unsigned int UpLo>
+template<typename DerivedU>
+SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
+::rankUpdate(const MatrixBase<DerivedU>& u, const Scalar& alpha)
+{
+  selfadjoint_product_selector<MatrixType,DerivedU,UpLo>::run(_expression().const_cast_derived(), u.derived(), alpha);
+
+  return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINT_PRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h b/third_party/eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h
new file mode 100644
index 0000000000..8594a97cea
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/SelfadjointRank2Update.h
@@ -0,0 +1,93 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_SELFADJOINTRANK2UPTADE_H
+#define EIGEN_SELFADJOINTRANK2UPTADE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/* Optimized selfadjoint matrix += alpha * uv' + conj(alpha)*vu'
+ * It corresponds to the Level2 syr2 BLAS routine
+ */
+
+template<typename Scalar, typename Index, typename UType, typename VType, int UpLo>
+struct selfadjoint_rank2_update_selector;
+
+template<typename Scalar, typename Index, typename UType, typename VType>
+struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Lower>
+{
+  static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
+  {
+    const Index size = u.size();
+    for (Index i=0; i<size; ++i)
+    {
+      Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i+i, size-i) +=
+                        (numext::conj(alpha) * numext::conj(u.coeff(i))) * v.tail(size-i)
+                      + (alpha * numext::conj(v.coeff(i))) * u.tail(size-i);
+    }
+  }
+};
+
+template<typename Scalar, typename Index, typename UType, typename VType>
+struct selfadjoint_rank2_update_selector<Scalar,Index,UType,VType,Upper>
+{
+  static void run(Scalar* mat, Index stride, const UType& u, const VType& v, const Scalar& alpha)
+  {
+    const Index size = u.size();
+    for (Index i=0; i<size; ++i)
+      Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i, i+1) +=
+                        (numext::conj(alpha)  * numext::conj(u.coeff(i))) * v.head(i+1)
+                      + (alpha * numext::conj(v.coeff(i))) * u.head(i+1);
+  }
+};
+
+template<bool Cond, typename T> struct conj_expr_if
+  : conditional<!Cond, const T&,
+      CwiseUnaryOp<scalar_conjugate_op<typename traits<T>::Scalar>,T> > {};
+
+} // end namespace internal
+
+template<typename MatrixType, unsigned int UpLo>
+template<typename DerivedU, typename DerivedV>
+SelfAdjointView<MatrixType,UpLo>& SelfAdjointView<MatrixType,UpLo>
+::rankUpdate(const MatrixBase<DerivedU>& u, const MatrixBase<DerivedV>& v, const Scalar& alpha)
+{
+  typedef internal::blas_traits<DerivedU> UBlasTraits;
+  typedef typename UBlasTraits::DirectLinearAccessType ActualUType;
+  typedef typename internal::remove_all<ActualUType>::type _ActualUType;
+  typename internal::add_const_on_value_type<ActualUType>::type actualU = UBlasTraits::extract(u.derived());
+
+  typedef internal::blas_traits<DerivedV> VBlasTraits;
+  typedef typename VBlasTraits::DirectLinearAccessType ActualVType;
+  typedef typename internal::remove_all<ActualVType>::type _ActualVType;
+  typename internal::add_const_on_value_type<ActualVType>::type actualV = VBlasTraits::extract(v.derived());
+
+  // If MatrixType is row major, then we use the routine for lower triangular in the upper triangular case and
+  // vice versa, and take the complex conjugate of all coefficients and vector entries.
+
+  enum { IsRowMajor = (internal::traits<MatrixType>::Flags&RowMajorBit) ? 1 : 0 };
+  Scalar actualAlpha = alpha * UBlasTraits::extractScalarFactor(u.derived())
+                             * numext::conj(VBlasTraits::extractScalarFactor(v.derived()));
+  if (IsRowMajor)
+    actualAlpha = numext::conj(actualAlpha);
+
+  internal::selfadjoint_rank2_update_selector<Scalar, Index,
+    typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ UBlasTraits::NeedToConjugate,_ActualUType>::type>::type,
+    typename internal::remove_all<typename internal::conj_expr_if<IsRowMajor ^ VBlasTraits::NeedToConjugate,_ActualVType>::type>::type,
+    (IsRowMajor ? int(UpLo==Upper ? Lower : Upper) : UpLo)>
+    ::run(_expression().const_cast_derived().data(),_expression().outerStride(),actualU,actualV,actualAlpha);
+
+  return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINTRANK2UPTADE_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h
new file mode 100644
index 0000000000..4cbb79da0c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix.h
@@ -0,0 +1,434 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_TRIANGULAR_MATRIX_MATRIX_H
+#define EIGEN_TRIANGULAR_MATRIX_MATRIX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+// template<typename Scalar, int mr, int StorageOrder, bool Conjugate, int Mode>
+// struct gemm_pack_lhs_triangular
+// {
+//   Matrix<Scalar,mr,mr,
+//   void operator()(Scalar* blockA, const EIGEN_RESTRICT Scalar* _lhs, int lhsStride, int depth, int rows)
+//   {
+//     conj_if<NumTraits<Scalar>::IsComplex && Conjugate> cj;
+//     const_blas_data_mapper<Scalar, StorageOrder> lhs(_lhs,lhsStride);
+//     int count = 0;
+//     const int peeled_mc = (rows/mr)*mr;
+//     for(int i=0; i<peeled_mc; i+=mr)
+//     {
+//       for(int k=0; k<depth; k++)
+//         for(int w=0; w<mr; w++)
+//           blockA[count++] = cj(lhs(i+w, k));
+//     }
+//     for(int i=peeled_mc; i<rows; i++)
+//     {
+//       for(int k=0; k<depth; k++)
+//         blockA[count++] = cj(lhs(i, k));
+//     }
+//   }
+// };
+
+/* Optimized triangular matrix * matrix (_TRMM++) product built on top of
+ * the general matrix matrix product.
+ */
+template <typename Scalar, typename Index,
+          int Mode, bool LhsIsTriangular,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs,
+          int ResStorageOrder, int Version = Specialized>
+struct product_triangular_matrix_matrix;
+
+template <typename Scalar, typename Index,
+          int Mode, bool LhsIsTriangular,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs, int Version>
+struct product_triangular_matrix_matrix<Scalar,Index,Mode,LhsIsTriangular,
+                                           LhsStorageOrder,ConjugateLhs,
+                                           RhsStorageOrder,ConjugateRhs,RowMajor,Version>
+{
+  static EIGEN_STRONG_INLINE void run(
+    Index rows, Index cols, Index depth,
+    const Scalar* lhs, Index lhsStride,
+    const Scalar* rhs, Index rhsStride,
+    Scalar* res,       Index resStride,
+    const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
+  {
+    product_triangular_matrix_matrix<Scalar, Index,
+      (Mode&(UnitDiag|ZeroDiag)) | ((Mode&Upper) ? Lower : Upper),
+      (!LhsIsTriangular),
+      RhsStorageOrder==RowMajor ? ColMajor : RowMajor,
+      ConjugateRhs,
+      LhsStorageOrder==RowMajor ? ColMajor : RowMajor,
+      ConjugateLhs,
+      ColMajor>
+      ::run(cols, rows, depth, rhs, rhsStride, lhs, lhsStride, res, resStride, alpha, blocking);
+  }
+};
+
+// implements col-major += alpha * op(triangular) * op(general)
+template <typename Scalar, typename Index, int Mode,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs, int Version>
+struct product_triangular_matrix_matrix<Scalar,Index,Mode,true,
+                                           LhsStorageOrder,ConjugateLhs,
+                                           RhsStorageOrder,ConjugateRhs,ColMajor,Version>
+{
+  
+  typedef gebp_traits<Scalar,Scalar> Traits;
+  enum {
+    SmallPanelWidth   = 2 * EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
+    IsLower = (Mode&Lower) == Lower,
+    SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
+  };
+
+  static EIGEN_DONT_INLINE void run(
+    Index _rows, Index _cols, Index _depth,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* res,        Index resStride,
+    const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
+};
+
+template <typename Scalar, typename Index, int Mode,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
+                                                        LhsStorageOrder,ConjugateLhs,
+                                                        RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
+    Index _rows, Index _cols, Index _depth,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* _res,        Index resStride,
+    const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
+  {
+    // strip zeros
+    Index diagSize  = (std::min)(_rows,_depth);
+    Index rows      = IsLower ? _rows : diagSize;
+    Index depth     = IsLower ? diagSize : _depth;
+    Index cols      = _cols;
+    
+    typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
+    typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
+    typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+    LhsMapper lhs(_lhs,lhsStride);
+    RhsMapper rhs(_rhs,rhsStride);
+    ResMapper res(_res, resStride);
+
+    Index kc = blocking.kc();                   // cache block size along the K direction
+    Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
+
+    std::size_t sizeA = kc*mc;
+    std::size_t sizeB = kc*cols;
+
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
+
+    Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer;
+    triangularBuffer.setZero();
+    if((Mode&ZeroDiag)==ZeroDiag)
+      triangularBuffer.diagonal().setZero();
+    else
+      triangularBuffer.diagonal().setOnes();
+
+    gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
+    gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+    gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
+
+    for(Index k2=IsLower ? depth : 0;
+        IsLower ? k2>0 : k2<depth;
+        IsLower ? k2-=kc : k2+=kc)
+    {
+      Index actual_kc = (std::min)(IsLower ? k2 : depth-k2, kc);
+      Index actual_k2 = IsLower ? k2-actual_kc : k2;
+
+      // align blocks with the end of the triangular part for trapezoidal lhs
+      if((!IsLower)&&(k2<rows)&&(k2+actual_kc>rows))
+      {
+        actual_kc = rows-k2;
+        k2 = k2+actual_kc-kc;
+      }
+
+      pack_rhs(blockB, rhs.getSubMapper(actual_k2,0), actual_kc, cols);
+
+      // the selected lhs's panel has to be split in three different parts:
+      //  1 - the part which is zero => skip it
+      //  2 - the diagonal block => special kernel
+      //  3 - the dense panel below (lower case) or above (upper case) the diagonal block => GEPP
+
+      // the block diagonal, if any:
+      if(IsLower || actual_k2<rows)
+      {
+        // for each small vertical panels of lhs
+        for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth)
+        {
+          Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth);
+          Index lengthTarget = IsLower ? actual_kc-k1-actualPanelWidth : k1;
+          Index startBlock   = actual_k2+k1;
+          Index blockBOffset = k1;
+
+          // => GEBP with the micro triangular block
+          // The trick is to pack this micro block while filling the opposite triangular part with zeros.
+          // To this end we do an extra triangular copy to a small temporary buffer
+          for (Index k=0;k<actualPanelWidth;++k)
+          {
+            if (SetDiag)
+              triangularBuffer.coeffRef(k,k) = lhs(startBlock+k,startBlock+k);
+            for (Index i=IsLower ? k+1 : 0; IsLower ? i<actualPanelWidth : i<k; ++i)
+              triangularBuffer.coeffRef(i,k) = lhs(startBlock+i,startBlock+k);
+          }
+          pack_lhs(blockA, LhsMapper(triangularBuffer.data(), triangularBuffer.outerStride()), actualPanelWidth, actualPanelWidth);
+
+          gebp_kernel(res.getSubMapper(startBlock, 0), blockA, blockB,
+                      actualPanelWidth, actualPanelWidth, cols, alpha,
+                      actualPanelWidth, actual_kc, 0, blockBOffset);
+
+          // GEBP with remaining micro panel
+          if (lengthTarget>0)
+          {
+            Index startTarget  = IsLower ? actual_k2+k1+actualPanelWidth : actual_k2;
+
+            pack_lhs(blockA, lhs.getSubMapper(startTarget,startBlock), actualPanelWidth, lengthTarget);
+
+            gebp_kernel(res.getSubMapper(startTarget, 0), blockA, blockB,
+                        lengthTarget, actualPanelWidth, cols, alpha,
+                        actualPanelWidth, actual_kc, 0, blockBOffset);
+          }
+        }
+      }
+      // the part below (lower case) or above (upper case) the diagonal => GEPP
+      {
+        Index start = IsLower ? k2 : 0;
+        Index end   = IsLower ? rows : (std::min)(actual_k2,rows);
+        for(Index i2=start; i2<end; i2+=mc)
+        {
+          const Index actual_mc = (std::min)(i2+mc,end)-i2;
+          gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>()
+            (blockA, lhs.getSubMapper(i2, actual_k2), actual_kc, actual_mc);
+
+          gebp_kernel(res.getSubMapper(i2, 0), blockA, blockB, actual_mc,
+                      actual_kc, cols, alpha, -1, -1, 0, 0);
+        }
+      }
+    }
+  }
+
+// implements col-major += alpha * op(general) * op(triangular)
+template <typename Scalar, typename Index, int Mode,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs, int Version>
+struct product_triangular_matrix_matrix<Scalar,Index,Mode,false,
+                                        LhsStorageOrder,ConjugateLhs,
+                                        RhsStorageOrder,ConjugateRhs,ColMajor,Version>
+{
+  typedef gebp_traits<Scalar,Scalar> Traits;
+  enum {
+    SmallPanelWidth   = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
+    IsLower = (Mode&Lower) == Lower,
+    SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1
+  };
+
+  static EIGEN_DONT_INLINE void run(
+    Index _rows, Index _cols, Index _depth,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* res,        Index resStride,
+    const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking);
+};
+
+template <typename Scalar, typename Index, int Mode,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
+                                                        LhsStorageOrder,ConjugateLhs,
+                                                        RhsStorageOrder,ConjugateRhs,ColMajor,Version>::run(
+    Index _rows, Index _cols, Index _depth,
+    const Scalar* _lhs, Index lhsStride,
+    const Scalar* _rhs, Index rhsStride,
+    Scalar* _res,        Index resStride,
+    const Scalar& alpha, level3_blocking<Scalar,Scalar>& blocking)
+  {
+    // strip zeros
+    Index diagSize  = (std::min)(_cols,_depth);
+    Index rows      = _rows;
+    Index depth     = IsLower ? _depth : diagSize;
+    Index cols      = IsLower ? diagSize : _cols;
+    
+    typedef const_blas_data_mapper<Scalar, Index, LhsStorageOrder> LhsMapper;
+    typedef const_blas_data_mapper<Scalar, Index, RhsStorageOrder> RhsMapper;
+    typedef blas_data_mapper<typename Traits::ResScalar, Index, ColMajor> ResMapper;
+    LhsMapper lhs(_lhs,lhsStride);
+    RhsMapper rhs(_rhs,rhsStride);
+    ResMapper res(_res, resStride);
+
+    Index kc = blocking.kc();                   // cache block size along the K direction
+    Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
+
+    std::size_t sizeA = kc*mc;
+    std::size_t sizeB = kc*cols+EIGEN_ALIGN_BYTES/sizeof(Scalar);
+
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
+
+    Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer;
+    triangularBuffer.setZero();
+    if((Mode&ZeroDiag)==ZeroDiag)
+      triangularBuffer.diagonal().setZero();
+    else
+      triangularBuffer.diagonal().setOnes();
+
+    gebp_kernel<Scalar, Scalar, Index, ResMapper, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
+    gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
+    gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder> pack_rhs;
+    gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr,RhsStorageOrder,false,true> pack_rhs_panel;
+
+    for(Index k2=IsLower ? 0 : depth;
+        IsLower ? k2<depth  : k2>0;
+        IsLower ? k2+=kc   : k2-=kc)
+    {
+      Index actual_kc = (std::min)(IsLower ? depth-k2 : k2, kc);
+      Index actual_k2 = IsLower ? k2 : k2-actual_kc;
+
+      // align blocks with the end of the triangular part for trapezoidal rhs
+      if(IsLower && (k2<cols) && (actual_k2+actual_kc>cols))
+      {
+        actual_kc = cols-k2;
+        k2 = actual_k2 + actual_kc - kc;
+      }
+
+      // remaining size
+      Index rs = IsLower ? (std::min)(cols,actual_k2) : cols - k2;
+      // size of the triangular part
+      Index ts = (IsLower && actual_k2>=cols) ? 0 : actual_kc;
+
+      Scalar* geb = blockB+ts*ts;
+      geb = geb + internal::first_aligned(geb,EIGEN_ALIGN_BYTES/sizeof(Scalar));
+
+      pack_rhs(geb, rhs.getSubMapper(actual_k2,IsLower ? 0 : k2), actual_kc, rs);
+
+      // pack the triangular part of the rhs padding the unrolled blocks with zeros
+      if(ts>0)
+      {
+        for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
+        {
+          Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
+          Index actual_j2 = actual_k2 + j2;
+          Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
+          Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
+          // general part
+          pack_rhs_panel(blockB+j2*actual_kc,
+                         rhs.getSubMapper(actual_k2+panelOffset, actual_j2),
+                         panelLength, actualPanelWidth,
+                         actual_kc, panelOffset);
+
+          // append the triangular part via a temporary buffer
+          for (Index j=0;j<actualPanelWidth;++j)
+          {
+            if (SetDiag)
+              triangularBuffer.coeffRef(j,j) = rhs(actual_j2+j,actual_j2+j);
+            for (Index k=IsLower ? j+1 : 0; IsLower ? k<actualPanelWidth : k<j; ++k)
+              triangularBuffer.coeffRef(k,j) = rhs(actual_j2+k,actual_j2+j);
+          }
+
+          pack_rhs_panel(blockB+j2*actual_kc,
+                         RhsMapper(triangularBuffer.data(), triangularBuffer.outerStride()),
+                         actualPanelWidth, actualPanelWidth,
+                         actual_kc, j2);
+        }
+      }
+
+      for (Index i2=0; i2<rows; i2+=mc)
+      {
+        const Index actual_mc = (std::min)(mc,rows-i2);
+        pack_lhs(blockA, lhs.getSubMapper(i2, actual_k2), actual_kc, actual_mc);
+
+        // triangular kernel
+        if(ts>0)
+        {
+          for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
+          {
+            Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
+            Index panelLength = IsLower ? actual_kc-j2 : j2+actualPanelWidth;
+            Index blockOffset = IsLower ? j2 : 0;
+
+            gebp_kernel(res.getSubMapper(i2, actual_k2 + j2),
+                        blockA, blockB+j2*actual_kc,
+                        actual_mc, panelLength, actualPanelWidth,
+                        alpha,
+                        actual_kc, actual_kc,  // strides
+                        blockOffset, blockOffset);// offsets
+          }
+        }
+        gebp_kernel(res.getSubMapper(i2, IsLower ? 0 : k2),
+                    blockA, geb, actual_mc, actual_kc, rs,
+                    alpha,
+                    -1, -1, 0, 0);
+      }
+    }
+  }
+
+/***************************************************************************
+* Wrapper to product_triangular_matrix_matrix
+***************************************************************************/
+
+template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
+struct traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false> >
+  : traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>, Lhs, Rhs> >
+{};
+
+} // end namespace internal
+
+template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
+struct TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>
+  : public ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,false>, Lhs, Rhs >
+{
+  EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)
+
+  TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
+
+  template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
+  {
+    typename internal::add_const_on_value_type<ActualLhsType>::type lhs = LhsBlasTraits::extract(m_lhs);
+    typename internal::add_const_on_value_type<ActualRhsType>::type rhs = RhsBlasTraits::extract(m_rhs);
+
+    Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
+                               * RhsBlasTraits::extractScalarFactor(m_rhs);
+
+    typedef internal::gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
+              Lhs::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime, Lhs::MaxColsAtCompileTime,4> BlockingType;
+
+    enum { IsLower = (Mode&Lower) == Lower };
+    Index stripedRows  = ((!LhsIsTriangular) || (IsLower))  ? lhs.rows() : (std::min)(lhs.rows(),lhs.cols());
+    Index stripedCols  = ((LhsIsTriangular)  || (!IsLower)) ? rhs.cols() : (std::min)(rhs.cols(),rhs.rows());
+    Index stripedDepth = LhsIsTriangular ? ((!IsLower) ? lhs.cols() : (std::min)(lhs.cols(),lhs.rows()))
+                                         : ((IsLower)  ? rhs.rows() : (std::min)(rhs.rows(),rhs.cols()));
+
+    BlockingType blocking(stripedRows, stripedCols, stripedDepth, 1, false);
+
+    internal::product_triangular_matrix_matrix<Scalar, Index,
+      Mode, LhsIsTriangular,
+      (internal::traits<_ActualLhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, LhsBlasTraits::NeedToConjugate,
+      (internal::traits<_ActualRhsType>::Flags&RowMajorBit) ? RowMajor : ColMajor, RhsBlasTraits::NeedToConjugate,
+      (internal::traits<Dest          >::Flags&RowMajorBit) ? RowMajor : ColMajor>
+      ::run(
+        stripedRows, stripedCols, stripedDepth,   // sizes
+        &lhs.coeffRef(0,0),    lhs.outerStride(), // lhs info
+        &rhs.coeffRef(0,0),    rhs.outerStride(), // rhs info
+        &dst.coeffRef(0,0), dst.outerStride(),    // result info
+        actualAlpha, blocking
+      );
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h
new file mode 100644
index 0000000000..ba41a1c99f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h
@@ -0,0 +1,309 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Triangular matrix * matrix product functionality based on ?TRMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H
+#define EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+
+template <typename Scalar, typename Index,
+          int Mode, bool LhsIsTriangular,
+          int LhsStorageOrder, bool ConjugateLhs,
+          int RhsStorageOrder, bool ConjugateRhs,
+          int ResStorageOrder>
+struct product_triangular_matrix_matrix_trmm :
+       product_triangular_matrix_matrix<Scalar,Index,Mode,
+          LhsIsTriangular,LhsStorageOrder,ConjugateLhs,
+          RhsStorageOrder, ConjugateRhs, ResStorageOrder, BuiltIn> {};
+
+
+// try to go to BLAS specialization
+#define EIGEN_MKL_TRMM_SPECIALIZE(Scalar, LhsIsTriangular) \
+template <typename Index, int Mode, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_triangular_matrix_matrix<Scalar,Index, Mode, LhsIsTriangular, \
+           LhsStorageOrder,ConjugateLhs, RhsStorageOrder,ConjugateRhs,ColMajor,Specialized> { \
+  static inline void run(Index _rows, Index _cols, Index _depth, const Scalar* _lhs, Index lhsStride,\
+    const Scalar* _rhs, Index rhsStride, Scalar* res, Index resStride, Scalar alpha, level3_blocking<Scalar,Scalar>& blocking) { \
+      product_triangular_matrix_matrix_trmm<Scalar,Index,Mode, \
+        LhsIsTriangular,LhsStorageOrder,ConjugateLhs, \
+        RhsStorageOrder, ConjugateRhs, ColMajor>::run( \
+        _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
+  } \
+};
+
+EIGEN_MKL_TRMM_SPECIALIZE(double, true)
+EIGEN_MKL_TRMM_SPECIALIZE(double, false)
+EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, true)
+EIGEN_MKL_TRMM_SPECIALIZE(dcomplex, false)
+EIGEN_MKL_TRMM_SPECIALIZE(float, true)
+EIGEN_MKL_TRMM_SPECIALIZE(float, false)
+EIGEN_MKL_TRMM_SPECIALIZE(scomplex, true)
+EIGEN_MKL_TRMM_SPECIALIZE(scomplex, false)
+
+// implements col-major += alpha * op(triangular) * op(general)
+#define EIGEN_MKL_TRMM_L(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, int Mode, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,true, \
+         LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \
+{ \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    LowUp = IsLower ? Lower : Upper, \
+    conjA = ((LhsStorageOrder==ColMajor) && ConjugateLhs) ? 1 : 0 \
+  }; \
+\
+  static void run( \
+    Index _rows, Index _cols, Index _depth, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha, level3_blocking<EIGTYPE,EIGTYPE>& blocking) \
+  { \
+   Index diagSize  = (std::min)(_rows,_depth); \
+   Index rows      = IsLower ? _rows : diagSize; \
+   Index depth     = IsLower ? diagSize : _depth; \
+   Index cols      = _cols; \
+\
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
+\
+/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \
+   if (rows != depth) { \
+\
+     int nthr = mkl_domain_get_max_threads(MKL_BLAS); \
+\
+     if (((nthr==1) && (((std::max)(rows,depth)-diagSize)/(double)diagSize < 0.5))) { \
+     /* Most likely no benefit to call TRMM or GEMM from MKL*/ \
+       product_triangular_matrix_matrix<EIGTYPE,Index,Mode,true, \
+       LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \
+           _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
+     /*std::cout << "TRMM_L: A is not square! Go to Eigen TRMM implementation!\n";*/ \
+     } else { \
+     /* Make sense to call GEMM */ \
+       Map<const MatrixLhs, 0, OuterStride<> > lhsMap(_lhs,rows,depth,OuterStride<>(lhsStride)); \
+       MatrixLhs aa_tmp=lhsMap.template triangularView<Mode>(); \
+       MKL_INT aStride = aa_tmp.outerStride(); \
+       gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> gemm_blocking(_rows,_cols,_depth); \
+       general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \
+       rows, cols, depth, aa_tmp.data(), aStride, _rhs, rhsStride, res, resStride, alpha, gemm_blocking, 0); \
+\
+     /*std::cout << "TRMM_L: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \
+     } \
+     return; \
+   } \
+   char side = 'L', transa, uplo, diag = 'N'; \
+   EIGTYPE *b; \
+   const EIGTYPE *a; \
+   MKL_INT m, n, lda, ldb; \
+   MKLTYPE alpha_; \
+\
+/* Set alpha_*/ \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
+\
+/* Set m, n */ \
+   m = (MKL_INT)diagSize; \
+   n = (MKL_INT)cols; \
+\
+/* Set trans */ \
+   transa = (LhsStorageOrder==RowMajor) ? ((ConjugateLhs) ? 'C' : 'T') : 'N'; \
+\
+/* Set b, ldb */ \
+   Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols,OuterStride<>(rhsStride)); \
+   MatrixX##EIGPREFIX b_tmp; \
+\
+   if (ConjugateRhs) b_tmp = rhs.conjugate(); else b_tmp = rhs; \
+   b = b_tmp.data(); \
+   ldb = b_tmp.outerStride(); \
+\
+/* Set uplo */ \
+   uplo = IsLower ? 'L' : 'U'; \
+   if (LhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
+/* Set a, lda */ \
+   Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \
+   MatrixLhs a_tmp; \
+\
+   if ((conjA!=0) || (SetDiag==0)) { \
+     if (conjA) a_tmp = lhs.conjugate(); else a_tmp = lhs; \
+     if (IsZeroDiag) \
+       a_tmp.diagonal().setZero(); \
+     else if (IsUnitDiag) \
+       a_tmp.diagonal().setOnes();\
+     a = a_tmp.data(); \
+     lda = a_tmp.outerStride(); \
+   } else { \
+     a = _lhs; \
+     lda = lhsStride; \
+   } \
+   /*std::cout << "TRMM_L: A is square! Go to MKL TRMM implementation! \n";*/ \
+/* call ?trmm*/ \
+   MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \
+\
+/* Add op(a_triangular)*b into res*/ \
+   Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
+   res_tmp=res_tmp+b_tmp; \
+  } \
+};
+
+EIGEN_MKL_TRMM_L(double, double, d, d)
+EIGEN_MKL_TRMM_L(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_TRMM_L(float, float, f, s)
+EIGEN_MKL_TRMM_L(scomplex, MKL_Complex8, cf, c)
+
+// implements col-major += alpha * op(general) * op(triangular)
+#define EIGEN_MKL_TRMM_R(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template <typename Index, int Mode, \
+          int LhsStorageOrder, bool ConjugateLhs, \
+          int RhsStorageOrder, bool ConjugateRhs> \
+struct product_triangular_matrix_matrix_trmm<EIGTYPE,Index,Mode,false, \
+         LhsStorageOrder,ConjugateLhs,RhsStorageOrder,ConjugateRhs,ColMajor> \
+{ \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    LowUp = IsLower ? Lower : Upper, \
+    conjA = ((RhsStorageOrder==ColMajor) && ConjugateRhs) ? 1 : 0 \
+  }; \
+\
+  static void run( \
+    Index _rows, Index _cols, Index _depth, \
+    const EIGTYPE* _lhs, Index lhsStride, \
+    const EIGTYPE* _rhs, Index rhsStride, \
+    EIGTYPE* res,        Index resStride, \
+    EIGTYPE alpha, level3_blocking<EIGTYPE,EIGTYPE>& blocking) \
+  { \
+   Index diagSize  = (std::min)(_cols,_depth); \
+   Index rows      = _rows; \
+   Index depth     = IsLower ? _depth : diagSize; \
+   Index cols      = IsLower ? diagSize : _cols; \
+\
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, LhsStorageOrder> MatrixLhs; \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, RhsStorageOrder> MatrixRhs; \
+\
+/* Non-square case - doesn't fit to MKL ?TRMM. Fall to default triangular product or call MKL ?GEMM*/ \
+   if (cols != depth) { \
+\
+     int nthr = mkl_domain_get_max_threads(MKL_BLAS); \
+\
+     if ((nthr==1) && (((std::max)(cols,depth)-diagSize)/(double)diagSize < 0.5)) { \
+     /* Most likely no benefit to call TRMM or GEMM from MKL*/ \
+       product_triangular_matrix_matrix<EIGTYPE,Index,Mode,false, \
+       LhsStorageOrder,ConjugateLhs, RhsStorageOrder, ConjugateRhs, ColMajor, BuiltIn>::run( \
+           _rows, _cols, _depth, _lhs, lhsStride, _rhs, rhsStride, res, resStride, alpha, blocking); \
+       /*std::cout << "TRMM_R: A is not square! Go to Eigen TRMM implementation!\n";*/ \
+     } else { \
+     /* Make sense to call GEMM */ \
+       Map<const MatrixRhs, 0, OuterStride<> > rhsMap(_rhs,depth,cols, OuterStride<>(rhsStride)); \
+       MatrixRhs aa_tmp=rhsMap.template triangularView<Mode>(); \
+       MKL_INT aStride = aa_tmp.outerStride(); \
+       gemm_blocking_space<ColMajor,EIGTYPE,EIGTYPE,Dynamic,Dynamic,Dynamic> gemm_blocking(_rows,_cols,_depth); \
+       general_matrix_matrix_product<Index,EIGTYPE,LhsStorageOrder,ConjugateLhs,EIGTYPE,RhsStorageOrder,ConjugateRhs,ColMajor>::run( \
+       rows, cols, depth, _lhs, lhsStride, aa_tmp.data(), aStride, res, resStride, alpha, gemm_blocking, 0); \
+\
+     /*std::cout << "TRMM_R: A is not square! Go to MKL GEMM implementation! " << nthr<<" \n";*/ \
+     } \
+     return; \
+   } \
+   char side = 'R', transa, uplo, diag = 'N'; \
+   EIGTYPE *b; \
+   const EIGTYPE *a; \
+   MKL_INT m, n, lda, ldb; \
+   MKLTYPE alpha_; \
+\
+/* Set alpha_*/ \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
+\
+/* Set m, n */ \
+   m = (MKL_INT)rows; \
+   n = (MKL_INT)diagSize; \
+\
+/* Set trans */ \
+   transa = (RhsStorageOrder==RowMajor) ? ((ConjugateRhs) ? 'C' : 'T') : 'N'; \
+\
+/* Set b, ldb */ \
+   Map<const MatrixLhs, 0, OuterStride<> > lhs(_lhs,rows,depth,OuterStride<>(lhsStride)); \
+   MatrixX##EIGPREFIX b_tmp; \
+\
+   if (ConjugateLhs) b_tmp = lhs.conjugate(); else b_tmp = lhs; \
+   b = b_tmp.data(); \
+   ldb = b_tmp.outerStride(); \
+\
+/* Set uplo */ \
+   uplo = IsLower ? 'L' : 'U'; \
+   if (RhsStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
+/* Set a, lda */ \
+   Map<const MatrixRhs, 0, OuterStride<> > rhs(_rhs,depth,cols, OuterStride<>(rhsStride)); \
+   MatrixRhs a_tmp; \
+\
+   if ((conjA!=0) || (SetDiag==0)) { \
+     if (conjA) a_tmp = rhs.conjugate(); else a_tmp = rhs; \
+     if (IsZeroDiag) \
+       a_tmp.diagonal().setZero(); \
+     else if (IsUnitDiag) \
+       a_tmp.diagonal().setOnes();\
+     a = a_tmp.data(); \
+     lda = a_tmp.outerStride(); \
+   } else { \
+     a = _rhs; \
+     lda = rhsStride; \
+   } \
+   /*std::cout << "TRMM_R: A is square! Go to MKL TRMM implementation! \n";*/ \
+/* call ?trmm*/ \
+   MKLPREFIX##trmm(&side, &uplo, &transa, &diag, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (MKLTYPE*)b, &ldb); \
+\
+/* Add op(a_triangular)*b into res*/ \
+   Map<MatrixX##EIGPREFIX, 0, OuterStride<> > res_tmp(res,rows,cols,OuterStride<>(resStride)); \
+   res_tmp=res_tmp+b_tmp; \
+  } \
+};
+
+EIGEN_MKL_TRMM_R(double, double, d, d)
+EIGEN_MKL_TRMM_R(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_TRMM_R(float, float, f, s)
+EIGEN_MKL_TRMM_R(scomplex, MKL_Complex8, cf, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_MATRIX_MATRIX_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixVector.h b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixVector.h
new file mode 100644
index 0000000000..9863076958
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixVector.h
@@ -0,0 +1,354 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_TRIANGULARMATRIXVECTOR_H
+#define EIGEN_TRIANGULARMATRIXVECTOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder, int Version=Specialized>
+struct triangular_matrix_vector_product;
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int Version>
+struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor,Version>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  enum {
+    IsLower = ((Mode&Lower)==Lower),
+    HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
+    HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
+  };
+  static EIGEN_DONT_INLINE  void run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
+                                     const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const ResScalar& alpha);
+};
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int Version>
+EIGEN_DONT_INLINE void triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,ColMajor,Version>
+  ::run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
+        const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const ResScalar& alpha)
+  {
+    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+    Index size = (std::min)(_rows,_cols);
+    Index rows = IsLower ? _rows : (std::min)(_rows,_cols);
+    Index cols = IsLower ? (std::min)(_rows,_cols) : _cols;
+
+    typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap;
+    const LhsMap lhs(_lhs,rows,cols,OuterStride<>(lhsStride));
+    typename conj_expr_if<ConjLhs,LhsMap>::type cjLhs(lhs);
+
+    typedef Map<const Matrix<RhsScalar,Dynamic,1>, 0, InnerStride<> > RhsMap;
+    const RhsMap rhs(_rhs,cols,InnerStride<>(rhsIncr));
+    typename conj_expr_if<ConjRhs,RhsMap>::type cjRhs(rhs);
+
+    typedef Map<Matrix<ResScalar,Dynamic,1> > ResMap;
+    ResMap res(_res,rows);
+
+    typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,RowMajor> RhsMapper;
+
+    for (Index pi=0; pi<size; pi+=PanelWidth)
+    {
+      Index actualPanelWidth = (std::min)(PanelWidth, size-pi);
+      for (Index k=0; k<actualPanelWidth; ++k)
+      {
+        Index i = pi + k;
+        Index s = IsLower ? ((HasUnitDiag||HasZeroDiag) ? i+1 : i ) : pi;
+        Index r = IsLower ? actualPanelWidth-k : k+1;
+        if ((!(HasUnitDiag||HasZeroDiag)) || (--r)>0)
+          res.segment(s,r) += (alpha * cjRhs.coeff(i)) * cjLhs.col(i).segment(s,r);
+        if (HasUnitDiag)
+          res.coeffRef(i) += alpha * cjRhs.coeff(i);
+      }
+      Index r = IsLower ? rows - pi - actualPanelWidth : pi;
+      if (r>0)
+      {
+        Index s = IsLower ? pi+actualPanelWidth : 0;
+        general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs,BuiltIn>::run(
+            r, actualPanelWidth,
+            LhsMapper(&lhs.coeffRef(s,pi), lhsStride),
+            RhsMapper(&rhs.coeffRef(pi), rhsIncr),
+            &res.coeffRef(s), resIncr, alpha);
+      }
+    }
+    if((!IsLower) && cols>size)
+    {
+      general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs>::run(
+          rows, cols-size,
+          LhsMapper(&lhs.coeffRef(0,size), lhsStride),
+          RhsMapper(&rhs.coeffRef(size), rhsIncr),
+          _res, resIncr, alpha);
+    }
+  }
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs,int Version>
+struct triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor,Version>
+{
+  typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
+  enum {
+    IsLower = ((Mode&Lower)==Lower),
+    HasUnitDiag = (Mode & UnitDiag)==UnitDiag,
+    HasZeroDiag = (Mode & ZeroDiag)==ZeroDiag
+  };
+  static EIGEN_DONT_INLINE void run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
+                                    const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const ResScalar& alpha);
+};
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs,int Version>
+EIGEN_DONT_INLINE void triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,RowMajor,Version>
+  ::run(Index _rows, Index _cols, const LhsScalar* _lhs, Index lhsStride,
+        const RhsScalar* _rhs, Index rhsIncr, ResScalar* _res, Index resIncr, const ResScalar& alpha)
+  {
+    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+    Index diagSize = (std::min)(_rows,_cols);
+    Index rows = IsLower ? _rows : diagSize;
+    Index cols = IsLower ? diagSize : _cols;
+
+    typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap;
+    const LhsMap lhs(_lhs,rows,cols,OuterStride<>(lhsStride));
+    typename conj_expr_if<ConjLhs,LhsMap>::type cjLhs(lhs);
+
+    typedef Map<const Matrix<RhsScalar,Dynamic,1> > RhsMap;
+    const RhsMap rhs(_rhs,cols);
+    typename conj_expr_if<ConjRhs,RhsMap>::type cjRhs(rhs);
+
+    typedef Map<Matrix<ResScalar,Dynamic,1>, 0, InnerStride<> > ResMap;
+    ResMap res(_res,rows,InnerStride<>(resIncr));
+
+    typedef const_blas_data_mapper<LhsScalar,Index,RowMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,RowMajor> RhsMapper;
+
+    for (Index pi=0; pi<diagSize; pi+=PanelWidth)
+    {
+      Index actualPanelWidth = (std::min)(PanelWidth, diagSize-pi);
+      for (Index k=0; k<actualPanelWidth; ++k)
+      {
+        Index i = pi + k;
+        Index s = IsLower ? pi  : ((HasUnitDiag||HasZeroDiag) ? i+1 : i);
+        Index r = IsLower ? k+1 : actualPanelWidth-k;
+        if ((!(HasUnitDiag||HasZeroDiag)) || (--r)>0)
+          res.coeffRef(i) += alpha * (cjLhs.row(i).segment(s,r).cwiseProduct(cjRhs.segment(s,r).transpose())).sum();
+        if (HasUnitDiag)
+          res.coeffRef(i) += alpha * cjRhs.coeff(i);
+      }
+      Index r = IsLower ? pi : cols - pi - actualPanelWidth;
+      if (r>0)
+      {
+        Index s = IsLower ? 0 : pi + actualPanelWidth;
+        general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs,BuiltIn>::run(
+            actualPanelWidth, r,
+            LhsMapper(&lhs.coeffRef(pi,s), lhsStride),
+            RhsMapper(&rhs.coeffRef(s), rhsIncr),
+            &res.coeffRef(pi), resIncr, alpha);
+      }
+    }
+    if(IsLower && rows>diagSize)
+    {
+      general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,ConjLhs,RhsScalar,RhsMapper,ConjRhs>::run(
+            rows-diagSize, cols,
+            LhsMapper(&lhs.coeffRef(diagSize,0), lhsStride),
+            RhsMapper(&rhs.coeffRef(0), rhsIncr),
+            &res.coeffRef(diagSize), resIncr, alpha);
+    }
+  }
+
+/***************************************************************************
+* Wrapper to product_triangular_vector
+***************************************************************************/
+
+template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
+struct traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,true> >
+ : traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,false,Rhs,true>, Lhs, Rhs> >
+{};
+
+template<int Mode, bool LhsIsTriangular, typename Lhs, typename Rhs>
+struct traits<TriangularProduct<Mode,LhsIsTriangular,Lhs,true,Rhs,false> >
+ : traits<ProductBase<TriangularProduct<Mode,LhsIsTriangular,Lhs,true,Rhs,false>, Lhs, Rhs> >
+{};
+
+
+template<int StorageOrder>
+struct trmv_selector;
+
+} // end namespace internal
+
+template<int Mode, typename Lhs, typename Rhs>
+struct TriangularProduct<Mode,true,Lhs,false,Rhs,true>
+  : public ProductBase<TriangularProduct<Mode,true,Lhs,false,Rhs,true>, Lhs, Rhs >
+{
+  EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)
+
+  TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
+
+  template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
+  {
+    eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());
+
+    internal::trmv_selector<(int(internal::traits<Lhs>::Flags)&RowMajorBit) ? RowMajor : ColMajor>::run(*this, dst, alpha);
+  }
+};
+
+template<int Mode, typename Lhs, typename Rhs>
+struct TriangularProduct<Mode,false,Lhs,true,Rhs,false>
+  : public ProductBase<TriangularProduct<Mode,false,Lhs,true,Rhs,false>, Lhs, Rhs >
+{
+  EIGEN_PRODUCT_PUBLIC_INTERFACE(TriangularProduct)
+
+  TriangularProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs) {}
+
+  template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
+  {
+    eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());
+
+    typedef TriangularProduct<(Mode & (UnitDiag|ZeroDiag)) | ((Mode & Lower) ? Upper : Lower),true,Transpose<const Rhs>,false,Transpose<const Lhs>,true> TriangularProductTranspose;
+    Transpose<Dest> dstT(dst);
+    internal::trmv_selector<(int(internal::traits<Rhs>::Flags)&RowMajorBit) ? ColMajor : RowMajor>::run(
+      TriangularProductTranspose(m_rhs.transpose(),m_lhs.transpose()), dstT, alpha);
+  }
+};
+
+namespace internal {
+
+// TODO: find a way to factorize this piece of code with gemv_selector since the logic is exactly the same.
+
+template<> struct trmv_selector<ColMajor>
+{
+  template<int Mode, typename Lhs, typename Rhs, typename Dest>
+  static void run(const TriangularProduct<Mode,true,Lhs,false,Rhs,true>& prod, Dest& dest, const typename TriangularProduct<Mode,true,Lhs,false,Rhs,true>::Scalar& alpha)
+  {
+    typedef TriangularProduct<Mode,true,Lhs,false,Rhs,true> ProductType;
+    typedef typename ProductType::Index Index;
+    typedef typename ProductType::LhsScalar   LhsScalar;
+    typedef typename ProductType::RhsScalar   RhsScalar;
+    typedef typename ProductType::Scalar      ResScalar;
+    typedef typename ProductType::RealScalar  RealScalar;
+    typedef typename ProductType::ActualLhsType ActualLhsType;
+    typedef typename ProductType::ActualRhsType ActualRhsType;
+    typedef typename ProductType::LhsBlasTraits LhsBlasTraits;
+    typedef typename ProductType::RhsBlasTraits RhsBlasTraits;
+    typedef Map<Matrix<ResScalar,Dynamic,1>, Aligned> MappedDest;
+
+    typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
+    typename internal::add_const_on_value_type<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
+
+    ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs())
+                                  * RhsBlasTraits::extractScalarFactor(prod.rhs());
+
+    enum {
+      // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1
+      // on, the other hand it is good for the cache to pack the vector anyways...
+      EvalToDestAtCompileTime = Dest::InnerStrideAtCompileTime==1,
+      ComplexByReal = (NumTraits<LhsScalar>::IsComplex) && (!NumTraits<RhsScalar>::IsComplex),
+      MightCannotUseDest = (Dest::InnerStrideAtCompileTime!=1) || ComplexByReal
+    };
+
+    gemv_static_vector_if<ResScalar,Dest::SizeAtCompileTime,Dest::MaxSizeAtCompileTime,MightCannotUseDest> static_dest;
+
+    bool alphaIsCompatible = (!ComplexByReal) || (numext::imag(actualAlpha)==RealScalar(0));
+    bool evalToDest = EvalToDestAtCompileTime && alphaIsCompatible;
+
+    RhsScalar compatibleAlpha = get_factor<ResScalar,RhsScalar>::run(actualAlpha);
+
+    ei_declare_aligned_stack_constructed_variable(ResScalar,actualDestPtr,dest.size(),
+                                                  evalToDest ? dest.data() : static_dest.data());
+
+    if(!evalToDest)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      Index size = dest.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      if(!alphaIsCompatible)
+      {
+        MappedDest(actualDestPtr, dest.size()).setZero();
+        compatibleAlpha = RhsScalar(1);
+      }
+      else
+        MappedDest(actualDestPtr, dest.size()) = dest;
+    }
+
+    internal::triangular_matrix_vector_product
+      <Index,Mode,
+       LhsScalar, LhsBlasTraits::NeedToConjugate,
+       RhsScalar, RhsBlasTraits::NeedToConjugate,
+       ColMajor>
+      ::run(actualLhs.rows(),actualLhs.cols(),
+            actualLhs.data(),actualLhs.outerStride(),
+            actualRhs.data(),actualRhs.innerStride(),
+            actualDestPtr,1,compatibleAlpha);
+
+    if (!evalToDest)
+    {
+      if(!alphaIsCompatible)
+        dest += actualAlpha * MappedDest(actualDestPtr, dest.size());
+      else
+        dest = MappedDest(actualDestPtr, dest.size());
+    }
+  }
+};
+
+template<> struct trmv_selector<RowMajor>
+{
+  template<int Mode, typename Lhs, typename Rhs, typename Dest>
+  static void run(const TriangularProduct<Mode,true,Lhs,false,Rhs,true>& prod, Dest& dest, const typename TriangularProduct<Mode,true,Lhs,false,Rhs,true>::Scalar& alpha)
+  {
+    typedef TriangularProduct<Mode,true,Lhs,false,Rhs,true> ProductType;
+    typedef typename ProductType::LhsScalar LhsScalar;
+    typedef typename ProductType::RhsScalar RhsScalar;
+    typedef typename ProductType::Scalar    ResScalar;
+    typedef typename ProductType::Index Index;
+    typedef typename ProductType::ActualLhsType ActualLhsType;
+    typedef typename ProductType::ActualRhsType ActualRhsType;
+    typedef typename ProductType::_ActualRhsType _ActualRhsType;
+    typedef typename ProductType::LhsBlasTraits LhsBlasTraits;
+    typedef typename ProductType::RhsBlasTraits RhsBlasTraits;
+
+    typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(prod.lhs());
+    typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(prod.rhs());
+
+    ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(prod.lhs())
+                                  * RhsBlasTraits::extractScalarFactor(prod.rhs());
+
+    enum {
+      DirectlyUseRhs = _ActualRhsType::InnerStrideAtCompileTime==1
+    };
+
+    gemv_static_vector_if<RhsScalar,_ActualRhsType::SizeAtCompileTime,_ActualRhsType::MaxSizeAtCompileTime,!DirectlyUseRhs> static_rhs;
+
+    ei_declare_aligned_stack_constructed_variable(RhsScalar,actualRhsPtr,actualRhs.size(),
+        DirectlyUseRhs ? const_cast<RhsScalar*>(actualRhs.data()) : static_rhs.data());
+
+    if(!DirectlyUseRhs)
+    {
+      #ifdef EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      int size = actualRhs.size();
+      EIGEN_DENSE_STORAGE_CTOR_PLUGIN
+      #endif
+      Map<typename _ActualRhsType::PlainObject>(actualRhsPtr, actualRhs.size()) = actualRhs;
+    }
+
+    internal::triangular_matrix_vector_product
+      <Index,Mode,
+       LhsScalar, LhsBlasTraits::NeedToConjugate,
+       RhsScalar, RhsBlasTraits::NeedToConjugate,
+       RowMajor>
+      ::run(actualLhs.rows(),actualLhs.cols(),
+            actualLhs.data(),actualLhs.outerStride(),
+            actualRhsPtr,1,
+            dest.data(),dest.innerStride(),
+            actualAlpha);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULARMATRIXVECTOR_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h
new file mode 100644
index 0000000000..09f110da71
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularMatrixVector_MKL.h
@@ -0,0 +1,247 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Triangular matrix-vector product functionality based on ?TRMV.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
+#define EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************************************************
+* This file implements triangular matrix-vector multiplication using BLAS
+**********************************************************************/
+
+// trmv/hemv specialization
+
+template<typename Index, int Mode, typename LhsScalar, bool ConjLhs, typename RhsScalar, bool ConjRhs, int StorageOrder>
+struct triangular_matrix_vector_product_trmv :
+  triangular_matrix_vector_product<Index,Mode,LhsScalar,ConjLhs,RhsScalar,ConjRhs,StorageOrder,BuiltIn> {};
+
+#define EIGEN_MKL_TRMV_SPECIALIZE(Scalar) \
+template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
+struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor,Specialized> { \
+ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
+                                     const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
+      triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,ColMajor>::run( \
+        _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
+  } \
+}; \
+template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
+struct triangular_matrix_vector_product<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor,Specialized> { \
+ static void run(Index _rows, Index _cols, const Scalar* _lhs, Index lhsStride, \
+                                     const Scalar* _rhs, Index rhsIncr, Scalar* _res, Index resIncr, Scalar alpha) { \
+      triangular_matrix_vector_product_trmv<Index,Mode,Scalar,ConjLhs,Scalar,ConjRhs,RowMajor>::run( \
+        _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
+  } \
+};
+
+EIGEN_MKL_TRMV_SPECIALIZE(double)
+EIGEN_MKL_TRMV_SPECIALIZE(float)
+EIGEN_MKL_TRMV_SPECIALIZE(dcomplex)
+EIGEN_MKL_TRMV_SPECIALIZE(scomplex)
+
+// implements col-major: res += alpha * op(triangular) * vector
+#define EIGEN_MKL_TRMV_CM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
+struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor> { \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    LowUp = IsLower ? Lower : Upper \
+  }; \
+ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
+                 const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
+ { \
+   if (ConjLhs || IsZeroDiag) { \
+     triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,ColMajor,BuiltIn>::run( \
+       _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
+     return; \
+   }\
+   Index size = (std::min)(_rows,_cols); \
+   Index rows = IsLower ? _rows : size; \
+   Index cols = IsLower ? size : _cols; \
+\
+   typedef VectorX##EIGPREFIX VectorRhs; \
+   EIGTYPE *x, *y;\
+\
+/* Set x*/ \
+   Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
+   VectorRhs x_tmp; \
+   if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
+   x = x_tmp.data(); \
+\
+/* Square part handling */\
+\
+   char trans, uplo, diag; \
+   MKL_INT m, n, lda, incx, incy; \
+   EIGTYPE const *a; \
+   MKLTYPE alpha_, beta_; \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
+\
+/* Set m, n */ \
+   n = (MKL_INT)size; \
+   lda = lhsStride; \
+   incx = 1; \
+   incy = resIncr; \
+\
+/* Set uplo, trans and diag*/ \
+   trans = 'N'; \
+   uplo = IsLower ? 'L' : 'U'; \
+   diag = IsUnitDiag ? 'U' : 'N'; \
+\
+/* call ?TRMV*/ \
+   MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \
+\
+/* Add op(a_tr)rhs into res*/ \
+   MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
+/* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
+   if (size<(std::max)(rows,cols)) { \
+     typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
+     if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
+     x = x_tmp.data(); \
+     if (size<rows) { \
+       y = _res + size*resIncr; \
+       a = _lhs + size; \
+       m = rows-size; \
+       n = size; \
+     } \
+     else { \
+       x += size; \
+       y = _res; \
+       a = _lhs + size*lda; \
+       m = size; \
+       n = cols-size; \
+     } \
+     MKLPREFIX##gemv(&trans, &m, &n, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \
+   } \
+  } \
+};
+
+EIGEN_MKL_TRMV_CM(double, double, d, d)
+EIGEN_MKL_TRMV_CM(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_TRMV_CM(float, float, f, s)
+EIGEN_MKL_TRMV_CM(scomplex, MKL_Complex8, cf, c)
+
+// implements row-major: res += alpha * op(triangular) * vector
+#define EIGEN_MKL_TRMV_RM(EIGTYPE, MKLTYPE, EIGPREFIX, MKLPREFIX) \
+template<typename Index, int Mode, bool ConjLhs, bool ConjRhs> \
+struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor> { \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    SetDiag = (Mode&(ZeroDiag|UnitDiag)) ? 0 : 1, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    LowUp = IsLower ? Lower : Upper \
+  }; \
+ static void run(Index _rows, Index _cols, const EIGTYPE* _lhs, Index lhsStride, \
+                 const EIGTYPE* _rhs, Index rhsIncr, EIGTYPE* _res, Index resIncr, EIGTYPE alpha) \
+ { \
+   if (IsZeroDiag) { \
+     triangular_matrix_vector_product<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,ConjRhs,RowMajor,BuiltIn>::run( \
+       _rows, _cols, _lhs, lhsStride, _rhs, rhsIncr, _res, resIncr, alpha); \
+     return; \
+   }\
+   Index size = (std::min)(_rows,_cols); \
+   Index rows = IsLower ? _rows : size; \
+   Index cols = IsLower ? size : _cols; \
+\
+   typedef VectorX##EIGPREFIX VectorRhs; \
+   EIGTYPE *x, *y;\
+\
+/* Set x*/ \
+   Map<const VectorRhs, 0, InnerStride<> > rhs(_rhs,cols,InnerStride<>(rhsIncr)); \
+   VectorRhs x_tmp; \
+   if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
+   x = x_tmp.data(); \
+\
+/* Square part handling */\
+\
+   char trans, uplo, diag; \
+   MKL_INT m, n, lda, incx, incy; \
+   EIGTYPE const *a; \
+   MKLTYPE alpha_, beta_; \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(alpha_, alpha); \
+   assign_scalar_eig2mkl<MKLTYPE, EIGTYPE>(beta_, EIGTYPE(1)); \
+\
+/* Set m, n */ \
+   n = (MKL_INT)size; \
+   lda = lhsStride; \
+   incx = 1; \
+   incy = resIncr; \
+\
+/* Set uplo, trans and diag*/ \
+   trans = ConjLhs ? 'C' : 'T'; \
+   uplo = IsLower ? 'U' : 'L'; \
+   diag = IsUnitDiag ? 'U' : 'N'; \
+\
+/* call ?TRMV*/ \
+   MKLPREFIX##trmv(&uplo, &trans, &diag, &n, (const MKLTYPE*)_lhs, &lda, (MKLTYPE*)x, &incx); \
+\
+/* Add op(a_tr)rhs into res*/ \
+   MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
+/* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
+   if (size<(std::max)(rows,cols)) { \
+     typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
+     if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
+     x = x_tmp.data(); \
+     if (size<rows) { \
+       y = _res + size*resIncr; \
+       a = _lhs + size*lda; \
+       m = rows-size; \
+       n = size; \
+     } \
+     else { \
+       x += size; \
+       y = _res; \
+       a = _lhs + size; \
+       m = size; \
+       n = cols-size; \
+     } \
+     MKLPREFIX##gemv(&trans, &n, &m, &alpha_, (const MKLTYPE*)a, &lda, (const MKLTYPE*)x, &incx, &beta_, (MKLTYPE*)y, &incy); \
+   } \
+  } \
+};
+
+EIGEN_MKL_TRMV_RM(double, double, d, d)
+EIGEN_MKL_TRMV_RM(dcomplex, MKL_Complex16, cd, z)
+EIGEN_MKL_TRMV_RM(float, float, f, s)
+EIGEN_MKL_TRMV_RM(scomplex, MKL_Complex8, cf, c)
+
+} // end namespase internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_MATRIX_VECTOR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h
new file mode 100644
index 0000000000..f5de67c59f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverMatrix.h
@@ -0,0 +1,331 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_TRIANGULAR_SOLVER_MATRIX_H
+#define EIGEN_TRIANGULAR_SOLVER_MATRIX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+// if the rhs is row major, let's transpose the product
+template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder>
+struct triangular_solve_matrix<Scalar,Index,Side,Mode,Conjugate,TriStorageOrder,RowMajor>
+{
+  static void run(
+    Index size, Index cols,
+    const Scalar*  tri, Index triStride,
+    Scalar* _other, Index otherStride,
+    level3_blocking<Scalar,Scalar>& blocking)
+  {
+    triangular_solve_matrix<
+      Scalar, Index, Side==OnTheLeft?OnTheRight:OnTheLeft,
+      (Mode&UnitDiag) | ((Mode&Upper) ? Lower : Upper),
+      NumTraits<Scalar>::IsComplex && Conjugate,
+      TriStorageOrder==RowMajor ? ColMajor : RowMajor, ColMajor>
+      ::run(size, cols, tri, triStride, _other, otherStride, blocking);
+  }
+};
+
+/* Optimized triangular solver with multiple right hand side and the triangular matrix on the left
+ */
+template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
+struct triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>
+{
+  static EIGEN_DONT_INLINE void run(
+    Index size, Index otherSize,
+    const Scalar* _tri, Index triStride,
+    Scalar* _other, Index otherStride,
+    level3_blocking<Scalar,Scalar>& blocking);
+};
+template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
+EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor>::run(
+    Index size, Index otherSize,
+    const Scalar* _tri, Index triStride,
+    Scalar* _other, Index otherStride,
+    level3_blocking<Scalar,Scalar>& blocking)
+  {
+    Index cols = otherSize;
+
+    typedef const_blas_data_mapper<Scalar, Index, TriStorageOrder> TriMapper;
+    typedef blas_data_mapper<Scalar, Index, ColMajor> OtherMapper;
+    TriMapper tri(_tri, triStride);
+    OtherMapper other(_other, otherStride);
+
+    typedef gebp_traits<Scalar,Scalar> Traits;
+
+    enum {
+      SmallPanelWidth   = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
+      IsLower = (Mode&Lower) == Lower
+    };
+
+    Index kc = blocking.kc();                   // cache block size along the K direction
+    Index mc = (std::min)(size,blocking.mc());  // cache block size along the M direction
+
+    std::size_t sizeA = kc*mc;
+    std::size_t sizeB = kc*cols;
+
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
+
+    conj_if<Conjugate> conj;
+    gebp_kernel<Scalar, Scalar, Index, OtherMapper, Traits::mr, Traits::nr, Conjugate, false> gebp_kernel;
+    gemm_pack_lhs<Scalar, Index, TriMapper, Traits::mr, Traits::LhsProgress, TriStorageOrder> pack_lhs;
+    gemm_pack_rhs<Scalar, Index, OtherMapper, Traits::nr, ColMajor, false, true> pack_rhs;
+
+    // the goal here is to subdivise the Rhs panels such that we keep some cache
+    // coherence when accessing the rhs elements
+    std::ptrdiff_t l1, l2, l3;
+    manage_caching_sizes(GetAction, &l1, &l2, &l3);
+    Index subcols = cols>0 ? l2/(4 * sizeof(Scalar) * otherStride) : 0;
+    subcols = std::max<Index>((subcols/Traits::nr)*Traits::nr, Traits::nr);
+
+    for(Index k2=IsLower ? 0 : size;
+        IsLower ? k2<size : k2>0;
+        IsLower ? k2+=kc : k2-=kc)
+    {
+      const Index actual_kc = (std::min)(IsLower ? size-k2 : k2, kc);
+
+      // We have selected and packed a big horizontal panel R1 of rhs. Let B be the packed copy of this panel,
+      // and R2 the remaining part of rhs. The corresponding vertical panel of lhs is split into
+      // A11 (the triangular part) and A21 the remaining rectangular part.
+      // Then the high level algorithm is:
+      //  - B = R1                    => general block copy (done during the next step)
+      //  - R1 = A11^-1 B             => tricky part
+      //  - update B from the new R1  => actually this has to be performed continuously during the above step
+      //  - R2 -= A21 * B             => GEPP
+
+      // The tricky part: compute R1 = A11^-1 B while updating B from R1
+      // The idea is to split A11 into multiple small vertical panels.
+      // Each panel can be split into a small triangular part T1k which is processed without optimization,
+      // and the remaining small part T2k which is processed using gebp with appropriate block strides
+      for(Index j2=0; j2<cols; j2+=subcols)
+      {
+        Index actual_cols = (std::min)(cols-j2,subcols);
+        // for each small vertical panels [T1k^T, T2k^T]^T of lhs
+        for (Index k1=0; k1<actual_kc; k1+=SmallPanelWidth)
+        {
+          Index actualPanelWidth = std::min<Index>(actual_kc-k1, SmallPanelWidth);
+          // tr solve
+          for (Index k=0; k<actualPanelWidth; ++k)
+          {
+            // TODO write a small kernel handling this (can be shared with trsv)
+            Index i  = IsLower ? k2+k1+k : k2-k1-k-1;
+            Index s  = IsLower ? k2+k1 : i+1;
+            Index rs = actualPanelWidth - k - 1; // remaining size
+
+            Scalar a = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(tri(i,i));
+            for (Index j=j2; j<j2+actual_cols; ++j)
+            {
+              if (TriStorageOrder==RowMajor)
+              {
+                Scalar b(0);
+                const Scalar* l = &tri(i,s);
+                Scalar* r = &other(s,j);
+                for (Index i3=0; i3<k; ++i3)
+                  b += conj(l[i3]) * r[i3];
+
+                other(i,j) = (other(i,j) - b)*a;
+              }
+              else
+              {
+                Index s = IsLower ? i+1 : i-rs;
+                Scalar b = (other(i,j) *= a);
+                Scalar* r = &other(s,j);
+                const Scalar* l = &tri(s,i);
+                for (Index i3=0;i3<rs;++i3)
+                  r[i3] -= b * conj(l[i3]);
+              }
+            }
+          }
+
+          Index lengthTarget = actual_kc-k1-actualPanelWidth;
+          Index startBlock   = IsLower ? k2+k1 : k2-k1-actualPanelWidth;
+          Index blockBOffset = IsLower ? k1 : lengthTarget;
+
+          // update the respective rows of B from other
+          pack_rhs(blockB+actual_kc*j2, other.getSubMapper(startBlock,j2), actualPanelWidth, actual_cols, actual_kc, blockBOffset);
+
+          // GEBP
+          if (lengthTarget>0)
+          {
+            Index startTarget  = IsLower ? k2+k1+actualPanelWidth : k2-actual_kc;
+
+            pack_lhs(blockA, tri.getSubMapper(startTarget,startBlock), actualPanelWidth, lengthTarget);
+
+            gebp_kernel(other.getSubMapper(startTarget,j2), blockA, blockB+actual_kc*j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1),
+                        actualPanelWidth, actual_kc, 0, blockBOffset);
+          }
+        }
+      }
+      
+      // R2 -= A21 * B => GEPP
+      {
+        Index start = IsLower ? k2+kc : 0;
+        Index end   = IsLower ? size : k2-kc;
+        for(Index i2=start; i2<end; i2+=mc)
+        {
+          const Index actual_mc = (std::min)(mc,end-i2);
+          if (actual_mc>0)
+          {
+            pack_lhs(blockA, tri.getSubMapper(i2, IsLower ? k2 : k2-kc), actual_kc, actual_mc);
+
+            gebp_kernel(other.getSubMapper(i2, 0), blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0);
+          }
+        }
+      }
+    }
+  }
+
+/* Optimized triangular solver with multiple left hand sides and the trinagular matrix on the right
+ */
+template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
+struct triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>
+{
+  static EIGEN_DONT_INLINE void run(
+    Index size, Index otherSize,
+    const Scalar* _tri, Index triStride,
+    Scalar* _other, Index otherStride,
+    level3_blocking<Scalar,Scalar>& blocking);
+};
+template <typename Scalar, typename Index, int Mode, bool Conjugate, int TriStorageOrder>
+EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor>::run(
+    Index size, Index otherSize,
+    const Scalar* _tri, Index triStride,
+    Scalar* _other, Index otherStride,
+    level3_blocking<Scalar,Scalar>& blocking)
+  {
+    Index rows = otherSize;
+
+    typedef blas_data_mapper<Scalar, Index, ColMajor> LhsMapper;
+    typedef const_blas_data_mapper<Scalar, Index, TriStorageOrder> RhsMapper;
+    LhsMapper lhs(_other, otherStride);
+    RhsMapper rhs(_tri, triStride);
+
+    typedef gebp_traits<Scalar,Scalar> Traits;
+    enum {
+      RhsStorageOrder   = TriStorageOrder,
+      SmallPanelWidth   = EIGEN_PLAIN_ENUM_MAX(Traits::mr,Traits::nr),
+      IsLower = (Mode&Lower) == Lower
+    };
+
+    Index kc = blocking.kc();                   // cache block size along the K direction
+    Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
+
+    std::size_t sizeA = kc*mc;
+    std::size_t sizeB = kc*size;
+
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
+    ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
+
+    conj_if<Conjugate> conj;
+    gebp_kernel<Scalar, Scalar, Index, LhsMapper, Traits::mr, Traits::nr, false, Conjugate> gebp_kernel;
+    gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr, RhsStorageOrder> pack_rhs;
+    gemm_pack_rhs<Scalar, Index, RhsMapper, Traits::nr, RhsStorageOrder,false,true> pack_rhs_panel;
+    gemm_pack_lhs<Scalar, Index, LhsMapper, Traits::mr, Traits::LhsProgress, ColMajor, false, true> pack_lhs_panel;
+
+    for(Index k2=IsLower ? size : 0;
+        IsLower ? k2>0 : k2<size;
+        IsLower ? k2-=kc : k2+=kc)
+    {
+      const Index actual_kc = (std::min)(IsLower ? k2 : size-k2, kc);
+      Index actual_k2 = IsLower ? k2-actual_kc : k2 ;
+
+      Index startPanel = IsLower ? 0 : k2+actual_kc;
+      Index rs = IsLower ? actual_k2 : size - actual_k2 - actual_kc;
+      Scalar* geb = blockB+actual_kc*actual_kc;
+
+      if (rs>0) pack_rhs(geb, rhs.getSubMapper(actual_k2,startPanel), actual_kc, rs);
+
+      // triangular packing (we only pack the panels off the diagonal,
+      // neglecting the blocks overlapping the diagonal
+      {
+        for (Index j2=0; j2<actual_kc; j2+=SmallPanelWidth)
+        {
+          Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
+          Index actual_j2 = actual_k2 + j2;
+          Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
+          Index panelLength = IsLower ? actual_kc-j2-actualPanelWidth : j2;
+
+          if (panelLength>0)
+          pack_rhs_panel(blockB+j2*actual_kc,
+                         rhs.getSubMapper(actual_k2+panelOffset, actual_j2),
+                         panelLength, actualPanelWidth,
+                         actual_kc, panelOffset);
+        }
+      }
+
+      for(Index i2=0; i2<rows; i2+=mc)
+      {
+        const Index actual_mc = (std::min)(mc,rows-i2);
+
+        // triangular solver kernel
+        {
+          // for each small block of the diagonal (=> vertical panels of rhs)
+          for (Index j2 = IsLower
+                      ? (actual_kc - ((actual_kc%SmallPanelWidth) ? Index(actual_kc%SmallPanelWidth)
+                                                                  : Index(SmallPanelWidth)))
+                      : 0;
+               IsLower ? j2>=0 : j2<actual_kc;
+               IsLower ? j2-=SmallPanelWidth : j2+=SmallPanelWidth)
+          {
+            Index actualPanelWidth = std::min<Index>(actual_kc-j2, SmallPanelWidth);
+            Index absolute_j2 = actual_k2 + j2;
+            Index panelOffset = IsLower ? j2+actualPanelWidth : 0;
+            Index panelLength = IsLower ? actual_kc - j2 - actualPanelWidth : j2;
+
+            // GEBP
+            if(panelLength>0)
+            {
+              gebp_kernel(lhs.getSubMapper(i2,absolute_j2),
+                          blockA, blockB+j2*actual_kc,
+                          actual_mc, panelLength, actualPanelWidth,
+                          Scalar(-1),
+                          actual_kc, actual_kc, // strides
+                          panelOffset, panelOffset); // offsets
+            }
+
+            // unblocked triangular solve
+            for (Index k=0; k<actualPanelWidth; ++k)
+            {
+              Index j = IsLower ? absolute_j2+actualPanelWidth-k-1 : absolute_j2+k;
+
+              Scalar* r = &lhs(i2,j);
+              for (Index k3=0; k3<k; ++k3)
+              {
+                Scalar b = conj(rhs(IsLower ? j+1+k3 : absolute_j2+k3,j));
+                Scalar* a = &lhs(i2,IsLower ? j+1+k3 : absolute_j2+k3);
+                for (Index i=0; i<actual_mc; ++i)
+                  r[i] -= a[i] * b;
+              }
+              Scalar b = (Mode & UnitDiag) ? Scalar(1) : Scalar(1)/conj(rhs(j,j));
+              for (Index i=0; i<actual_mc; ++i)
+                r[i] *= b;
+            }
+
+            // pack the just computed part of lhs to A
+            pack_lhs_panel(blockA, LhsMapper(_other+absolute_j2*otherStride+i2, otherStride),
+                           actualPanelWidth, actual_mc,
+                           actual_kc, j2);
+          }
+        }
+
+        if (rs>0)
+          gebp_kernel(lhs.getSubMapper(i2, startPanel), blockA, geb,
+                      actual_mc, actual_kc, rs, Scalar(-1),
+                      -1, -1, 0, 0);
+      }
+    }
+  }
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h
new file mode 100644
index 0000000000..6a0bb83393
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverMatrix_MKL.h
@@ -0,0 +1,155 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Triangular matrix * matrix product functionality based on ?TRMM.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H
+#define EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H
+
+namespace Eigen {
+
+namespace internal {
+
+// implements LeftSide op(triangular)^-1 * general
+#define EIGEN_MKL_TRSM_L(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
+struct triangular_solve_matrix<EIGTYPE,Index,OnTheLeft,Mode,Conjugate,TriStorageOrder,ColMajor> \
+{ \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \
+  }; \
+  static void run( \
+      Index size, Index otherSize, \
+      const EIGTYPE* _tri, Index triStride, \
+      EIGTYPE* _other, Index otherStride, level3_blocking<EIGTYPE,EIGTYPE>& /*blocking*/) \
+  { \
+   MKL_INT m = size, n = otherSize, lda, ldb; \
+   char side = 'L', uplo, diag='N', transa; \
+   /* Set alpha_ */ \
+   MKLTYPE alpha; \
+   EIGTYPE myone(1); \
+   assign_scalar_eig2mkl(alpha, myone); \
+   ldb = otherStride;\
+\
+   const EIGTYPE *a; \
+/* Set trans */ \
+   transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \
+/* Set uplo */ \
+   uplo = IsLower ? 'L' : 'U'; \
+   if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
+/* Set a, lda */ \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \
+   Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \
+   MatrixTri a_tmp; \
+\
+   if (conjA) { \
+     a_tmp = tri.conjugate(); \
+     a = a_tmp.data(); \
+     lda = a_tmp.outerStride(); \
+   } else { \
+     a = _tri; \
+     lda = triStride; \
+   } \
+   if (IsUnitDiag) diag='U'; \
+/* call ?trsm*/ \
+   MKLPREFIX##trsm(&side, &uplo, &transa, &diag, &m, &n, &alpha, (const MKLTYPE*)a, &lda, (MKLTYPE*)_other, &ldb); \
+ } \
+};
+
+EIGEN_MKL_TRSM_L(double, double, d)
+EIGEN_MKL_TRSM_L(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_TRSM_L(float, float, s)
+EIGEN_MKL_TRSM_L(scomplex, MKL_Complex8, c)
+
+
+// implements RightSide general * op(triangular)^-1
+#define EIGEN_MKL_TRSM_R(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template <typename Index, int Mode, bool Conjugate, int TriStorageOrder> \
+struct triangular_solve_matrix<EIGTYPE,Index,OnTheRight,Mode,Conjugate,TriStorageOrder,ColMajor> \
+{ \
+  enum { \
+    IsLower = (Mode&Lower) == Lower, \
+    IsUnitDiag  = (Mode&UnitDiag) ? 1 : 0, \
+    IsZeroDiag  = (Mode&ZeroDiag) ? 1 : 0, \
+    conjA = ((TriStorageOrder==ColMajor) && Conjugate) ? 1 : 0 \
+  }; \
+  static void run( \
+      Index size, Index otherSize, \
+      const EIGTYPE* _tri, Index triStride, \
+      EIGTYPE* _other, Index otherStride, level3_blocking<EIGTYPE,EIGTYPE>& /*blocking*/) \
+  { \
+   MKL_INT m = otherSize, n = size, lda, ldb; \
+   char side = 'R', uplo, diag='N', transa; \
+   /* Set alpha_ */ \
+   MKLTYPE alpha; \
+   EIGTYPE myone(1); \
+   assign_scalar_eig2mkl(alpha, myone); \
+   ldb = otherStride;\
+\
+   const EIGTYPE *a; \
+/* Set trans */ \
+   transa = (TriStorageOrder==RowMajor) ? ((Conjugate) ? 'C' : 'T') : 'N'; \
+/* Set uplo */ \
+   uplo = IsLower ? 'L' : 'U'; \
+   if (TriStorageOrder==RowMajor) uplo = (uplo == 'L') ? 'U' : 'L'; \
+/* Set a, lda */ \
+   typedef Matrix<EIGTYPE, Dynamic, Dynamic, TriStorageOrder> MatrixTri; \
+   Map<const MatrixTri, 0, OuterStride<> > tri(_tri,size,size,OuterStride<>(triStride)); \
+   MatrixTri a_tmp; \
+\
+   if (conjA) { \
+     a_tmp = tri.conjugate(); \
+     a = a_tmp.data(); \
+     lda = a_tmp.outerStride(); \
+   } else { \
+     a = _tri; \
+     lda = triStride; \
+   } \
+   if (IsUnitDiag) diag='U'; \
+/* call ?trsm*/ \
+   MKLPREFIX##trsm(&side, &uplo, &transa, &diag, &m, &n, &alpha, (const MKLTYPE*)a, &lda, (MKLTYPE*)_other, &ldb); \
+   /*std::cout << "TRMS_L specialization!\n";*/ \
+ } \
+};
+
+EIGEN_MKL_TRSM_R(double, double, d)
+EIGEN_MKL_TRSM_R(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_TRSM_R(float, float, s)
+EIGEN_MKL_TRSM_R(scomplex, MKL_Complex8, c)
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_SOLVER_MATRIX_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h
new file mode 100644
index 0000000000..b994759b26
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/products/TriangularSolverVector.h
@@ -0,0 +1,145 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_TRIANGULAR_SOLVER_VECTOR_H
+#define EIGEN_TRIANGULAR_SOLVER_VECTOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate, int StorageOrder>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheRight, Mode, Conjugate, StorageOrder>
+{
+  static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+  {
+    triangular_solve_vector<LhsScalar,RhsScalar,Index,OnTheLeft,
+        ((Mode&Upper)==Upper ? Lower : Upper) | (Mode&UnitDiag),
+        Conjugate,StorageOrder==RowMajor?ColMajor:RowMajor
+      >::run(size, _lhs, lhsStride, rhs);
+  }
+};
+
+// forward and backward substitution, row-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, RowMajor>
+{
+  enum {
+    IsLower = ((Mode&Lower)==Lower)
+  };
+  static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+  {
+    typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,RowMajor>, 0, OuterStride<> > LhsMap;
+    const LhsMap lhs(_lhs,size,size,OuterStride<>(lhsStride));
+
+    typedef const_blas_data_mapper<LhsScalar,Index,RowMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+
+    typename internal::conditional<
+                          Conjugate,
+                          const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
+                          const LhsMap&>
+                        ::type cjLhs(lhs);
+    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+    for(Index pi=IsLower ? 0 : size;
+        IsLower ? pi<size : pi>0;
+        IsLower ? pi+=PanelWidth : pi-=PanelWidth)
+    {
+      Index actualPanelWidth = (std::min)(IsLower ? size - pi : pi, PanelWidth);
+
+      Index r = IsLower ? pi : size - pi; // remaining size
+      if (r > 0)
+      {
+        // let's directly call the low level product function because:
+        // 1 - it is faster to compile
+        // 2 - it is slighlty faster at runtime
+        Index startRow = IsLower ? pi : pi-actualPanelWidth;
+        Index startCol = IsLower ? 0 : pi;
+
+        general_matrix_vector_product<Index,LhsScalar,LhsMapper,RowMajor,Conjugate,RhsScalar,RhsMapper,false>::run(
+          actualPanelWidth, r,
+          LhsMapper(&lhs.coeffRef(startRow,startCol), lhsStride),
+          RhsMapper(rhs + startCol, 1),
+          rhs + startRow, 1,
+          RhsScalar(-1));
+      }
+
+      for(Index k=0; k<actualPanelWidth; ++k)
+      {
+        Index i = IsLower ? pi+k : pi-k-1;
+        Index s = IsLower ? pi   : i+1;
+        if (k>0)
+          rhs[i] -= (cjLhs.row(i).segment(s,k).transpose().cwiseProduct(Map<const Matrix<RhsScalar,Dynamic,1> >(rhs+s,k))).sum();
+
+        if(!(Mode & UnitDiag))
+          rhs[i] /= cjLhs(i,i);
+      }
+    }
+  }
+};
+
+// forward and backward substitution, column-major, rhs is a vector
+template<typename LhsScalar, typename RhsScalar, typename Index, int Mode, bool Conjugate>
+struct triangular_solve_vector<LhsScalar, RhsScalar, Index, OnTheLeft, Mode, Conjugate, ColMajor>
+{
+  enum {
+    IsLower = ((Mode&Lower)==Lower)
+  };
+  static void run(Index size, const LhsScalar* _lhs, Index lhsStride, RhsScalar* rhs)
+  {
+    typedef Map<const Matrix<LhsScalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > LhsMap;
+    const LhsMap lhs(_lhs,size,size,OuterStride<>(lhsStride));
+    typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
+    typedef const_blas_data_mapper<RhsScalar,Index,ColMajor> RhsMapper;
+    typename internal::conditional<Conjugate,
+                                   const CwiseUnaryOp<typename internal::scalar_conjugate_op<LhsScalar>,LhsMap>,
+                                   const LhsMap&
+                                  >::type cjLhs(lhs);
+    static const Index PanelWidth = EIGEN_TUNE_TRIANGULAR_PANEL_WIDTH;
+
+    for(Index pi=IsLower ? 0 : size;
+        IsLower ? pi<size : pi>0;
+        IsLower ? pi+=PanelWidth : pi-=PanelWidth)
+    {
+      Index actualPanelWidth = (std::min)(IsLower ? size - pi : pi, PanelWidth);
+      Index startBlock = IsLower ? pi : pi-actualPanelWidth;
+      Index endBlock = IsLower ? pi + actualPanelWidth : 0;
+
+      for(Index k=0; k<actualPanelWidth; ++k)
+      {
+        Index i = IsLower ? pi+k : pi-k-1;
+        if(!(Mode & UnitDiag))
+          rhs[i] /= cjLhs.coeff(i,i);
+
+        Index r = actualPanelWidth - k - 1; // remaining size
+        Index s = IsLower ? i+1 : i-r;
+        if (r>0)
+          Map<Matrix<RhsScalar,Dynamic,1> >(rhs+s,r) -= rhs[i] * cjLhs.col(i).segment(s,r);
+      }
+      Index r = IsLower ? size - endBlock : startBlock; // remaining size
+      if (r > 0)
+      {
+        // let's directly call the low level product function because:
+        // 1 - it is faster to compile
+        // 2 - it is slighlty faster at runtime
+        general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,Conjugate,RhsScalar,RhsMapper,false>::run(
+            r, actualPanelWidth,
+            LhsMapper(&lhs.coeffRef(endBlock,startBlock), lhsStride),
+            RhsMapper(rhs+startBlock, 1),
+            rhs+endBlock, 1, RhsScalar(-1));
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIANGULAR_SOLVER_VECTOR_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/BlasUtil.h b/third_party/eigen3/Eigen/src/Core/util/BlasUtil.h
new file mode 100644
index 0000000000..bbaff8dd0e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/BlasUtil.h
@@ -0,0 +1,237 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_BLASUTIL_H
+#define EIGEN_BLASUTIL_H
+
+// This file contains many lightweight helper classes used to
+// implement and control fast level 2 and level 3 BLAS-like routines.
+
+namespace Eigen {
+
+namespace internal {
+
+// forward declarations
+template<typename LhsScalar, typename RhsScalar, typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs=false, bool ConjugateRhs=false>
+struct gebp_kernel;
+
+template<typename Scalar, typename Index, typename DataMapper, int nr, int StorageOrder, bool Conjugate = false, bool PanelMode=false>
+struct gemm_pack_rhs;
+
+template<typename Scalar, typename Index, typename DataMapper, int Pack1, int Pack2, int StorageOrder, bool Conjugate = false, bool PanelMode = false>
+struct gemm_pack_lhs;
+
+template<
+  typename Index,
+  typename LhsScalar, int LhsStorageOrder, bool ConjugateLhs,
+  typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs,
+  int ResStorageOrder>
+struct general_matrix_matrix_product;
+
+template<typename Index, typename LhsScalar, typename LhsMapper, int LhsStorageOrder, bool ConjugateLhs, typename RhsScalar, typename RhsMapper, bool ConjugateRhs, int Version=Specialized>
+struct general_matrix_vector_product;
+
+
+template<bool Conjugate> struct conj_if;
+
+template<> struct conj_if<true> {
+  template<typename T>
+  inline T operator()(const T& x) { return numext::conj(x); }
+  template<typename T>
+  inline T pconj(const T& x) { return internal::pconj(x); }
+};
+
+template<> struct conj_if<false> {
+  template<typename T>
+  inline const T& operator()(const T& x) { return x; }
+  template<typename T>
+  inline const T& pconj(const T& x) { return x; }
+};
+
+template<typename Scalar> struct conj_helper<Scalar,Scalar,false,false>
+{
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar pmadd(const Scalar& x, const Scalar& y, const Scalar& c) const { return internal::pmadd(x,y,c); }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar pmul(const Scalar& x, const Scalar& y) const { return internal::pmul(x,y); }
+};
+
+template<typename RealScalar> struct conj_helper<std::complex<RealScalar>, std::complex<RealScalar>, false,true>
+{
+  typedef std::complex<RealScalar> Scalar;
+  EIGEN_STRONG_INLINE Scalar pmadd(const Scalar& x, const Scalar& y, const Scalar& c) const
+  { return c + pmul(x,y); }
+
+  EIGEN_STRONG_INLINE Scalar pmul(const Scalar& x, const Scalar& y) const
+  { return Scalar(numext::real(x)*numext::real(y) + numext::imag(x)*numext::imag(y), numext::imag(x)*numext::real(y) - numext::real(x)*numext::imag(y)); }
+};
+
+template<typename RealScalar> struct conj_helper<std::complex<RealScalar>, std::complex<RealScalar>, true,false>
+{
+  typedef std::complex<RealScalar> Scalar;
+  EIGEN_STRONG_INLINE Scalar pmadd(const Scalar& x, const Scalar& y, const Scalar& c) const
+  { return c + pmul(x,y); }
+
+  EIGEN_STRONG_INLINE Scalar pmul(const Scalar& x, const Scalar& y) const
+  { return Scalar(numext::real(x)*numext::real(y) + numext::imag(x)*numext::imag(y), numext::real(x)*numext::imag(y) - numext::imag(x)*numext::real(y)); }
+};
+
+template<typename RealScalar> struct conj_helper<std::complex<RealScalar>, std::complex<RealScalar>, true,true>
+{
+  typedef std::complex<RealScalar> Scalar;
+  EIGEN_STRONG_INLINE Scalar pmadd(const Scalar& x, const Scalar& y, const Scalar& c) const
+  { return c + pmul(x,y); }
+
+  EIGEN_STRONG_INLINE Scalar pmul(const Scalar& x, const Scalar& y) const
+  { return Scalar(numext::real(x)*numext::real(y) - numext::imag(x)*numext::imag(y), - numext::real(x)*numext::imag(y) - numext::imag(x)*numext::real(y)); }
+};
+
+template<typename RealScalar,bool Conj> struct conj_helper<std::complex<RealScalar>, RealScalar, Conj,false>
+{
+  typedef std::complex<RealScalar> Scalar;
+  EIGEN_STRONG_INLINE Scalar pmadd(const Scalar& x, const RealScalar& y, const Scalar& c) const
+  { return padd(c, pmul(x,y)); }
+  EIGEN_STRONG_INLINE Scalar pmul(const Scalar& x, const RealScalar& y) const
+  { return conj_if<Conj>()(x)*y; }
+};
+
+template<typename RealScalar,bool Conj> struct conj_helper<RealScalar, std::complex<RealScalar>, false,Conj>
+{
+  typedef std::complex<RealScalar> Scalar;
+  EIGEN_STRONG_INLINE Scalar pmadd(const RealScalar& x, const Scalar& y, const Scalar& c) const
+  { return padd(c, pmul(x,y)); }
+  EIGEN_STRONG_INLINE Scalar pmul(const RealScalar& x, const Scalar& y) const
+  { return x*conj_if<Conj>()(y); }
+};
+
+template<typename From,typename To> struct get_factor {
+  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE To run(const From& x) { return x; }
+};
+
+template<typename Scalar> struct get_factor<Scalar,typename NumTraits<Scalar>::Real> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE typename NumTraits<Scalar>::Real run(const Scalar& x) { return numext::real(x); }
+};
+
+
+/* Helper class to analyze the factors of a Product expression.
+ * In particular it allows to pop out operator-, scalar multiples,
+ * and conjugate */
+template<typename XprType> struct blas_traits
+{
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef const XprType& ExtractType;
+  typedef XprType _ExtractType;
+  enum {
+    IsComplex = NumTraits<Scalar>::IsComplex,
+    IsTransposed = false,
+    NeedToConjugate = false,
+    HasUsableDirectAccess = (    (int(XprType::Flags)&DirectAccessBit)
+                              && (   bool(XprType::IsVectorAtCompileTime)
+                                  || int(inner_stride_at_compile_time<XprType>::ret) == 1)
+                             ) ?  1 : 0
+  };
+  typedef typename conditional<bool(HasUsableDirectAccess),
+    ExtractType,
+    typename _ExtractType::PlainObject
+    >::type DirectLinearAccessType;
+  static inline ExtractType extract(const XprType& x) { return x; }
+  static inline const Scalar extractScalarFactor(const XprType&) { return Scalar(1); }
+};
+
+// pop conjugate
+template<typename Scalar, typename NestedXpr>
+struct blas_traits<CwiseUnaryOp<scalar_conjugate_op<Scalar>, NestedXpr> >
+ : blas_traits<NestedXpr>
+{
+  typedef blas_traits<NestedXpr> Base;
+  typedef CwiseUnaryOp<scalar_conjugate_op<Scalar>, NestedXpr> XprType;
+  typedef typename Base::ExtractType ExtractType;
+
+  enum {
+    IsComplex = NumTraits<Scalar>::IsComplex,
+    NeedToConjugate = Base::NeedToConjugate ? 0 : IsComplex
+  };
+  static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); }
+  static inline Scalar extractScalarFactor(const XprType& x) { return conj(Base::extractScalarFactor(x.nestedExpression())); }
+};
+
+// pop scalar multiple
+template<typename Scalar, typename NestedXpr>
+struct blas_traits<CwiseUnaryOp<scalar_multiple_op<Scalar>, NestedXpr> >
+ : blas_traits<NestedXpr>
+{
+  typedef blas_traits<NestedXpr> Base;
+  typedef CwiseUnaryOp<scalar_multiple_op<Scalar>, NestedXpr> XprType;
+  typedef typename Base::ExtractType ExtractType;
+  static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); }
+  static inline Scalar extractScalarFactor(const XprType& x)
+  { return x.functor().m_other * Base::extractScalarFactor(x.nestedExpression()); }
+};
+
+// pop opposite
+template<typename Scalar, typename NestedXpr>
+struct blas_traits<CwiseUnaryOp<scalar_opposite_op<Scalar>, NestedXpr> >
+ : blas_traits<NestedXpr>
+{
+  typedef blas_traits<NestedXpr> Base;
+  typedef CwiseUnaryOp<scalar_opposite_op<Scalar>, NestedXpr> XprType;
+  typedef typename Base::ExtractType ExtractType;
+  static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); }
+  static inline Scalar extractScalarFactor(const XprType& x)
+  { return - Base::extractScalarFactor(x.nestedExpression()); }
+};
+
+// pop/push transpose
+template<typename NestedXpr>
+struct blas_traits<Transpose<NestedXpr> >
+ : blas_traits<NestedXpr>
+{
+  typedef typename NestedXpr::Scalar Scalar;
+  typedef blas_traits<NestedXpr> Base;
+  typedef Transpose<NestedXpr> XprType;
+  typedef Transpose<const typename Base::_ExtractType>  ExtractType; // const to get rid of a compile error; anyway blas traits are only used on the RHS
+  typedef Transpose<const typename Base::_ExtractType> _ExtractType;
+  typedef typename conditional<bool(Base::HasUsableDirectAccess),
+    ExtractType,
+    typename ExtractType::PlainObject
+    >::type DirectLinearAccessType;
+  enum {
+    IsTransposed = Base::IsTransposed ? 0 : 1
+  };
+  static inline ExtractType extract(const XprType& x) { return Base::extract(x.nestedExpression()); }
+  static inline Scalar extractScalarFactor(const XprType& x) { return Base::extractScalarFactor(x.nestedExpression()); }
+};
+
+template<typename T>
+struct blas_traits<const T>
+     : blas_traits<T>
+{};
+
+template<typename T, bool HasUsableDirectAccess=blas_traits<T>::HasUsableDirectAccess>
+struct extract_data_selector {
+  static const typename T::Scalar* run(const T& m)
+  {
+    return blas_traits<T>::extract(m).data();
+  }
+};
+
+template<typename T>
+struct extract_data_selector<T,false> {
+  static typename T::Scalar* run(const T&) { return 0; }
+};
+
+template<typename T> const typename T::Scalar* extract_data(const T& m)
+{
+  return extract_data_selector<T>::run(m);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BLASUTIL_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/Constants.h b/third_party/eigen3/Eigen/src/Core/util/Constants.h
new file mode 100644
index 0000000000..be14df0168
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/Constants.h
@@ -0,0 +1,453 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_CONSTANTS_H
+#define EIGEN_CONSTANTS_H
+
+namespace Eigen {
+
+/** This value means that a positive quantity (e.g., a size) is not known at compile-time, and that instead the value is
+  * stored in some runtime variable.
+  *
+  * Changing the value of Dynamic breaks the ABI, as Dynamic is often used as a template parameter for Matrix.
+  */
+const int Dynamic = -1;
+
+/** This value means that a signed quantity (e.g., a signed index) is not known at compile-time, and that instead its value
+  * has to be specified at runtime.
+  */
+const int DynamicIndex = 0xffffff;
+
+/** This value means +Infinity; it is currently used only as the p parameter to MatrixBase::lpNorm<int>().
+  * The value Infinity there means the L-infinity norm.
+  */
+const int Infinity = -1;
+
+/** \defgroup flags Flags
+  * \ingroup Core_Module
+  *
+  * These are the possible bits which can be OR'ed to constitute the flags of a matrix or
+  * expression.
+  *
+  * It is important to note that these flags are a purely compile-time notion. They are a compile-time property of
+  * an expression type, implemented as enum's. They are not stored in memory at runtime, and they do not incur any
+  * runtime overhead.
+  *
+  * \sa MatrixBase::Flags
+  */
+
+/** \ingroup flags
+  *
+  * for a matrix, this means that the storage order is row-major.
+  * If this bit is not set, the storage order is column-major.
+  * For an expression, this determines the storage order of
+  * the matrix created by evaluation of that expression.
+  * \sa \ref TopicStorageOrders */
+const unsigned int RowMajorBit = 0x1;
+
+/** \ingroup flags
+  *
+  * means the expression should be evaluated by the calling expression */
+const unsigned int EvalBeforeNestingBit = 0x2;
+
+/** \ingroup flags
+  *
+  * means the expression should be evaluated before any assignment */
+const unsigned int EvalBeforeAssigningBit = 0x4;
+
+/** \ingroup flags
+  *
+  * Short version: means the expression might be vectorized
+  *
+  * Long version: means that the coefficients can be handled by packets
+  * and start at a memory location whose alignment meets the requirements
+  * of the present CPU architecture for optimized packet access. In the fixed-size
+  * case, there is the additional condition that it be possible to access all the
+  * coefficients by packets (this implies the requirement that the size be a multiple of 16 bytes,
+  * and that any nontrivial strides don't break the alignment). In the dynamic-size case,
+  * there is no such condition on the total size and strides, so it might not be possible to access
+  * all coeffs by packets.
+  *
+  * \note This bit can be set regardless of whether vectorization is actually enabled.
+  *       To check for actual vectorizability, see \a ActualPacketAccessBit.
+  */
+const unsigned int PacketAccessBit = 0x8;
+
+#ifdef EIGEN_VECTORIZE
+/** \ingroup flags
+  *
+  * If vectorization is enabled (EIGEN_VECTORIZE is defined) this constant
+  * is set to the value \a PacketAccessBit.
+  *
+  * If vectorization is not enabled (EIGEN_VECTORIZE is not defined) this constant
+  * is set to the value 0.
+  */
+const unsigned int ActualPacketAccessBit = PacketAccessBit;
+#else
+const unsigned int ActualPacketAccessBit = 0x0;
+#endif
+
+/** \ingroup flags
+  *
+  * Short version: means the expression can be seen as 1D vector.
+  *
+  * Long version: means that one can access the coefficients
+  * of this expression by coeff(int), and coeffRef(int) in the case of a lvalue expression. These
+  * index-based access methods are guaranteed
+  * to not have to do any runtime computation of a (row, col)-pair from the index, so that it
+  * is guaranteed that whenever it is available, index-based access is at least as fast as
+  * (row,col)-based access. Expressions for which that isn't possible don't have the LinearAccessBit.
+  *
+  * If both PacketAccessBit and LinearAccessBit are set, then the
+  * packets of this expression can be accessed by packet(int), and writePacket(int) in the case of a
+  * lvalue expression.
+  *
+  * Typically, all vector expressions have the LinearAccessBit, but there is one exception:
+  * Product expressions don't have it, because it would be troublesome for vectorization, even when the
+  * Product is a vector expression. Thus, vector Product expressions allow index-based coefficient access but
+  * not index-based packet access, so they don't have the LinearAccessBit.
+  */
+const unsigned int LinearAccessBit = 0x10;
+
+/** \ingroup flags
+  *
+  * Means the expression has a coeffRef() method, i.e. is writable as its individual coefficients are directly addressable.
+  * This rules out read-only expressions.
+  *
+  * Note that DirectAccessBit and LvalueBit are mutually orthogonal, as there are examples of expression having one but note
+  * the other:
+  *   \li writable expressions that don't have a very simple memory layout as a strided array, have LvalueBit but not DirectAccessBit
+  *   \li Map-to-const expressions, for example Map<const Matrix>, have DirectAccessBit but not LvalueBit
+  *
+  * Expressions having LvalueBit also have their coeff() method returning a const reference instead of returning a new value.
+  */
+const unsigned int LvalueBit = 0x20;
+
+/** \ingroup flags
+  *
+  * Means that the underlying array of coefficients can be directly accessed as a plain strided array. The memory layout
+  * of the array of coefficients must be exactly the natural one suggested by rows(), cols(),
+  * outerStride(), innerStride(), and the RowMajorBit. This rules out expressions such as Diagonal, whose coefficients,
+  * though referencable, do not have such a regular memory layout.
+  *
+  * See the comment on LvalueBit for an explanation of how LvalueBit and DirectAccessBit are mutually orthogonal.
+  */
+const unsigned int DirectAccessBit = 0x40;
+
+/** \ingroup flags
+  *
+  * means the first coefficient packet is guaranteed to be aligned.
+  * An expression cannot has the AlignedBit without the PacketAccessBit flag.
+  * In other words, this means we are allow to perform an aligned packet access to the first element regardless
+  * of the expression kind:
+  * \code
+  * expression.packet<Aligned>(0);
+  * \endcode
+  */
+const unsigned int AlignedBit = 0x80;
+
+const unsigned int NestByRefBit = 0x100;
+
+// list of flags that are inherited by default
+const unsigned int HereditaryBits = RowMajorBit
+                                  | EvalBeforeNestingBit
+                                  | EvalBeforeAssigningBit;
+
+/** \defgroup enums Enumerations
+  * \ingroup Core_Module
+  *
+  * Various enumerations used in %Eigen. Many of these are used as template parameters.
+  */
+
+/** \ingroup enums
+  * Enum containing possible values for the \p Mode parameter of
+  * MatrixBase::selfadjointView() and MatrixBase::triangularView(). */
+enum {
+  /** View matrix as a lower triangular matrix. */
+  Lower=0x1,
+  /** View matrix as an upper triangular matrix. */
+  Upper=0x2,
+  /** %Matrix has ones on the diagonal; to be used in combination with #Lower or #Upper. */
+  UnitDiag=0x4,
+  /** %Matrix has zeros on the diagonal; to be used in combination with #Lower or #Upper. */
+  ZeroDiag=0x8,
+  /** View matrix as a lower triangular matrix with ones on the diagonal. */
+  UnitLower=UnitDiag|Lower,
+  /** View matrix as an upper triangular matrix with ones on the diagonal. */
+  UnitUpper=UnitDiag|Upper,
+  /** View matrix as a lower triangular matrix with zeros on the diagonal. */
+  StrictlyLower=ZeroDiag|Lower,
+  /** View matrix as an upper triangular matrix with zeros on the diagonal. */
+  StrictlyUpper=ZeroDiag|Upper,
+  /** Used in BandMatrix and SelfAdjointView to indicate that the matrix is self-adjoint. */
+  SelfAdjoint=0x10,
+  /** Used to support symmetric, non-selfadjoint, complex matrices. */
+  Symmetric=0x20
+};
+
+/** \ingroup enums
+  * Enum for indicating whether an object is aligned or not. */
+enum {
+  /** Object is not correctly aligned for vectorization. */
+  Unaligned=0,
+  /** Object is aligned for vectorization. */
+  Aligned=1
+};
+
+/** \ingroup enums
+ * Enum used by DenseBase::corner() in Eigen2 compatibility mode. */
+// FIXME after the corner() API change, this was not needed anymore, except by AlignedBox
+// TODO: find out what to do with that. Adapt the AlignedBox API ?
+enum CornerType { TopLeft, TopRight, BottomLeft, BottomRight };
+
+/** \ingroup enums
+  * Enum containing possible values for the \p Direction parameter of
+  * Reverse, PartialReduxExpr and VectorwiseOp. */
+enum DirectionType {
+  /** For Reverse, all columns are reversed;
+    * for PartialReduxExpr and VectorwiseOp, act on columns. */
+  Vertical,
+  /** For Reverse, all rows are reversed;
+    * for PartialReduxExpr and VectorwiseOp, act on rows. */
+  Horizontal,
+  /** For Reverse, both rows and columns are reversed;
+    * not used for PartialReduxExpr and VectorwiseOp. */
+  BothDirections
+};
+
+/** \internal \ingroup enums
+  * Enum to specify how to traverse the entries of a matrix. */
+enum {
+  /** \internal Default traversal, no vectorization, no index-based access */
+  DefaultTraversal,
+  /** \internal No vectorization, use index-based access to have only one for loop instead of 2 nested loops */
+  LinearTraversal,
+  /** \internal Equivalent to a slice vectorization for fixed-size matrices having good alignment
+    * and good size */
+  InnerVectorizedTraversal,
+  /** \internal Vectorization path using a single loop plus scalar loops for the
+    * unaligned boundaries */
+  LinearVectorizedTraversal,
+  /** \internal Generic vectorization path using one vectorized loop per row/column with some
+    * scalar loops to handle the unaligned boundaries */
+  SliceVectorizedTraversal,
+  /** \internal Special case to properly handle incompatible scalar types or other defecting cases*/
+  InvalidTraversal,
+  /** \internal Evaluate all entries at once */
+  AllAtOnceTraversal
+};
+
+/** \internal \ingroup enums
+  * Enum to specify whether to unroll loops when traversing over the entries of a matrix. */
+enum {
+  /** \internal Do not unroll loops. */
+  NoUnrolling,
+  /** \internal Unroll only the inner loop, but not the outer loop. */
+  InnerUnrolling,
+  /** \internal Unroll both the inner and the outer loop. If there is only one loop,
+    * because linear traversal is used, then unroll that loop. */
+  CompleteUnrolling
+};
+
+/** \internal \ingroup enums
+  * Enum to specify whether to use the default (built-in) implementation or the specialization. */
+enum {
+  Specialized,
+  BuiltIn
+};
+
+/** \ingroup enums
+  * Enum containing possible values for the \p _Options template parameter of
+  * Matrix, Array and BandMatrix. */
+enum {
+  /** Storage order is column major (see \ref TopicStorageOrders). */
+  ColMajor = 0,
+  /** Storage order is row major (see \ref TopicStorageOrders). */
+  RowMajor = 0x1,  // it is only a coincidence that this is equal to RowMajorBit -- don't rely on that
+  /** Align the matrix itself if it is vectorizable fixed-size */
+  AutoAlign = 0,
+  /** Don't require alignment for the matrix itself (the array of coefficients, if dynamically allocated, may still be requested to be aligned) */ // FIXME --- clarify the situation
+  DontAlign = 0x2,
+  AllocateDefault = 0,
+  AllocateUVM = 0x8
+};
+
+/** \ingroup enums
+  * Enum for specifying whether to apply or solve on the left or right. */
+enum {
+  /** Apply transformation on the left. */
+  OnTheLeft = 1,
+  /** Apply transformation on the right. */
+  OnTheRight = 2
+};
+
+/* the following used to be written as:
+ *
+ *   struct NoChange_t {};
+ *   namespace {
+ *     EIGEN_UNUSED NoChange_t NoChange;
+ *   }
+ *
+ * on the ground that it feels dangerous to disambiguate overloaded functions on enum/integer types.
+ * However, this leads to "variable declared but never referenced" warnings on Intel Composer XE,
+ * and we do not know how to get rid of them (bug 450).
+ */
+
+enum NoChange_t   { NoChange };
+enum Sequential_t { Sequential };
+enum Default_t    { Default };
+
+/** \internal \ingroup enums
+  * Used in AmbiVector. */
+enum {
+  IsDense         = 0,
+  IsSparse
+};
+
+/** \ingroup enums
+  * Used as template parameter in DenseCoeffBase and MapBase to indicate
+  * which accessors should be provided. */
+enum AccessorLevels {
+  /** Read-only access via a member function. */
+  ReadOnlyAccessors,
+  /** Read/write access via member functions. */
+  WriteAccessors,
+  /** Direct read-only access to the coefficients. */
+  DirectAccessors,
+  /** Direct read/write access to the coefficients. */
+  DirectWriteAccessors
+};
+
+/** \ingroup enums
+  * Enum with options to give to various decompositions. */
+enum DecompositionOptions {
+  /** \internal Not used (meant for LDLT?). */
+  Pivoting            = 0x01,
+  /** \internal Not used (meant for LDLT?). */
+  NoPivoting          = 0x02,
+  /** Used in JacobiSVD to indicate that the square matrix U is to be computed. */
+  ComputeFullU        = 0x04,
+  /** Used in JacobiSVD to indicate that the thin matrix U is to be computed. */
+  ComputeThinU        = 0x08,
+  /** Used in JacobiSVD to indicate that the square matrix V is to be computed. */
+  ComputeFullV        = 0x10,
+  /** Used in JacobiSVD to indicate that the thin matrix V is to be computed. */
+  ComputeThinV        = 0x20,
+  /** Used in SelfAdjointEigenSolver and GeneralizedSelfAdjointEigenSolver to specify
+    * that only the eigenvalues are to be computed and not the eigenvectors. */
+  EigenvaluesOnly     = 0x40,
+  /** Used in SelfAdjointEigenSolver and GeneralizedSelfAdjointEigenSolver to specify
+    * that both the eigenvalues and the eigenvectors are to be computed. */
+  ComputeEigenvectors = 0x80,
+  /** \internal */
+  EigVecMask = EigenvaluesOnly | ComputeEigenvectors,
+  /** Used in GeneralizedSelfAdjointEigenSolver to indicate that it should
+    * solve the generalized eigenproblem \f$ Ax = \lambda B x \f$. */
+  Ax_lBx              = 0x100,
+  /** Used in GeneralizedSelfAdjointEigenSolver to indicate that it should
+    * solve the generalized eigenproblem \f$ ABx = \lambda x \f$. */
+  ABx_lx              = 0x200,
+  /** Used in GeneralizedSelfAdjointEigenSolver to indicate that it should
+    * solve the generalized eigenproblem \f$ BAx = \lambda x \f$. */
+  BAx_lx              = 0x400,
+  /** \internal */
+  GenEigMask = Ax_lBx | ABx_lx | BAx_lx
+};
+
+/** \ingroup enums
+  * Possible values for the \p QRPreconditioner template parameter of JacobiSVD. */
+enum QRPreconditioners {
+  /** Do not specify what is to be done if the SVD of a non-square matrix is asked for. */
+  NoQRPreconditioner,
+  /** Use a QR decomposition without pivoting as the first step. */
+  HouseholderQRPreconditioner,
+  /** Use a QR decomposition with column pivoting as the first step. */
+  ColPivHouseholderQRPreconditioner,
+  /** Use a QR decomposition with full pivoting as the first step. */
+  FullPivHouseholderQRPreconditioner
+};
+
+#ifdef Success
+#error The preprocessor symbol 'Success' is defined, possibly by the X11 header file X.h
+#endif
+
+/** \ingroup enums
+  * Enum for reporting the status of a computation. */
+enum ComputationInfo {
+  /** Computation was successful. */
+  Success = 0,
+  /** The provided data did not satisfy the prerequisites. */
+  NumericalIssue = 1,
+  /** Iterative procedure did not converge. */
+  NoConvergence = 2,
+  /** The inputs are invalid, or the algorithm has been improperly called.
+    * When assertions are enabled, such errors trigger an assert. */
+  InvalidInput = 3
+};
+
+/** \ingroup enums
+  * Enum used to specify how a particular transformation is stored in a matrix.
+  * \sa Transform, Hyperplane::transform(). */
+enum TransformTraits {
+  /** Transformation is an isometry. */
+  Isometry      = 0x1,
+  /** Transformation is an affine transformation stored as a (Dim+1)^2 matrix whose last row is
+    * assumed to be [0 ... 0 1]. */
+  Affine        = 0x2,
+  /** Transformation is an affine transformation stored as a (Dim) x (Dim+1) matrix. */
+  AffineCompact = 0x10 | Affine,
+  /** Transformation is a general projective transformation stored as a (Dim+1)^2 matrix. */
+  Projective    = 0x20
+};
+
+/** \internal \ingroup enums
+  * Enum used to choose between implementation depending on the computer architecture. */
+namespace Architecture
+{
+  enum Type {
+    Generic = 0x0,
+    SSE = 0x1,
+    AltiVec = 0x2,
+    VSX = 0x3,
+    NEON = 0x4,
+#if defined EIGEN_VECTORIZE_SSE
+    Target = SSE
+#elif defined EIGEN_VECTORIZE_ALTIVEC
+    Target = AltiVec
+#elif defined EIGEN_VECTORIZE_VSX
+    Target = VSX
+#elif defined EIGEN_VECTORIZE_NEON
+    Target = NEON
+#else
+    Target = Generic
+#endif
+  };
+}
+
+/** \internal \ingroup enums
+  * Enum used as template parameter in GeneralProduct. */
+enum { CoeffBasedProductMode, LazyCoeffBasedProductMode, OuterProduct, InnerProduct, GemvProduct, GemmProduct };
+
+/** \internal \ingroup enums
+  * Enum used in experimental parallel implementation. */
+enum Action {GetAction, SetAction};
+
+/** The type used to identify a dense storage. */
+struct Dense {};
+
+/** The type used to identify a matrix expression */
+struct MatrixXpr {};
+
+/** The type used to identify an array expression */
+struct ArrayXpr {};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSTANTS_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/DisableStupidWarnings.h b/third_party/eigen3/Eigen/src/Core/util/DisableStupidWarnings.h
new file mode 100644
index 0000000000..6a0bf0629c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/DisableStupidWarnings.h
@@ -0,0 +1,40 @@
+#ifndef EIGEN_WARNINGS_DISABLED
+#define EIGEN_WARNINGS_DISABLED
+
+#ifdef _MSC_VER
+  // 4100 - unreferenced formal parameter (occurred e.g. in aligned_allocator::destroy(pointer p))
+  // 4101 - unreferenced local variable
+  // 4127 - conditional expression is constant
+  // 4181 - qualifier applied to reference type ignored
+  // 4211 - nonstandard extension used : redefined extern to static
+  // 4244 - 'argument' : conversion from 'type1' to 'type2', possible loss of data
+  // 4273 - QtAlignedMalloc, inconsistent DLL linkage
+  // 4324 - structure was padded due to declspec(align())
+  // 4512 - assignment operator could not be generated
+  // 4522 - 'class' : multiple assignment operators specified
+  // 4700 - uninitialized local variable 'xyz' used
+  // 4717 - 'function' : recursive on all control paths, function will cause runtime stack overflow
+  #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS
+    #pragma warning( push )
+  #endif
+  #pragma warning( disable : 4100 4101 4127 4181 4211 4244 4273 4324 4512 4522 4700 4717 )
+#elif defined __INTEL_COMPILER
+  // 2196 - routine is both "inline" and "noinline" ("noinline" assumed)
+  //        ICC 12 generates this warning even without any inline keyword, when defining class methods 'inline' i.e. inside of class body
+  //        typedef that may be a reference type.
+  // 279  - controlling expression is constant
+  //        ICC 12 generates this warning on assert(constant_expression_depending_on_template_params) and frankly this is a legitimate use case.
+  #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS
+    #pragma warning push
+  #endif
+  #pragma warning disable 2196 279
+#elif defined __clang__
+  // -Wconstant-logical-operand - warning: use of logical && with constant operand; switch to bitwise & or remove constant
+  //     this is really a stupid warning as it warns on compile-time expressions involving enums
+  #ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS
+    #pragma clang diagnostic push
+  #endif
+  #pragma clang diagnostic ignored "-Wconstant-logical-operand"
+#endif
+
+#endif // not EIGEN_WARNINGS_DISABLED
diff --git a/third_party/eigen3/Eigen/src/Core/util/ForwardDeclarations.h b/third_party/eigen3/Eigen/src/Core/util/ForwardDeclarations.h
new file mode 100644
index 0000000000..be39d731ad
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/ForwardDeclarations.h
@@ -0,0 +1,301 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2009 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_FORWARDDECLARATIONS_H
+#define EIGEN_FORWARDDECLARATIONS_H
+
+namespace Eigen {
+namespace internal {
+
+template<typename T> struct traits;
+
+// here we say once and for all that traits<const T> == traits<T>
+// When constness must affect traits, it has to be constness on template parameters on which T itself depends.
+// For example, traits<Map<const T> > != traits<Map<T> >, but
+//              traits<const Map<T> > == traits<Map<T> >
+template<typename T> struct traits<const T> : traits<T> {};
+
+template<typename Derived> struct has_direct_access
+{
+  enum { ret = (traits<Derived>::Flags & DirectAccessBit) ? 1 : 0 };
+};
+
+template<typename Derived> struct accessors_level
+{
+  enum { has_direct_access = (traits<Derived>::Flags & DirectAccessBit) ? 1 : 0,
+         has_write_access = (traits<Derived>::Flags & LvalueBit) ? 1 : 0,
+         value = has_direct_access ? (has_write_access ? DirectWriteAccessors : DirectAccessors)
+                                   : (has_write_access ? WriteAccessors       : ReadOnlyAccessors)
+  };
+};
+
+} // end namespace internal
+
+template<typename T> struct NumTraits;
+
+template<typename Derived> struct EigenBase;
+template<typename Derived> class DenseBase;
+template<typename Derived> class PlainObjectBase;
+
+
+template<typename Derived,
+         int Level = internal::accessors_level<Derived>::value >
+class DenseCoeffsBase;
+
+template<typename _Scalar, int _Rows, int _Cols,
+         int _Options = AutoAlign |
+#if EIGEN_GNUC_AT(3,4)
+    // workaround a bug in at least gcc 3.4.6
+    // the innermost ?: ternary operator is misparsed. We write it slightly
+    // differently and this makes gcc 3.4.6 happy, but it's ugly.
+    // The error would only show up with EIGEN_DEFAULT_TO_ROW_MAJOR is defined
+    // (when EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION is RowMajor)
+                          ( (_Rows==1 && _Cols!=1) ? Eigen::RowMajor
+                          : !(_Cols==1 && _Rows!=1) ?  EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION
+                          : Eigen::ColMajor ),
+#else
+                          ( (_Rows==1 && _Cols!=1) ? Eigen::RowMajor
+                          : (_Cols==1 && _Rows!=1) ? Eigen::ColMajor
+                          : EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION ),
+#endif
+         int _MaxRows = _Rows,
+         int _MaxCols = _Cols
+> class Matrix;
+
+template<typename Derived> class MatrixBase;
+template<typename Derived> class ArrayBase;
+
+template<typename ExpressionType, unsigned int Added, unsigned int Removed> class Flagged;
+template<typename ExpressionType, template <typename> class StorageBase > class NoAlias;
+template<typename ExpressionType> class NestByValue;
+template<typename ExpressionType> class ForceAlignedAccess;
+template<typename ExpressionType> class SwapWrapper;
+
+template<typename XprType, int BlockRows=Dynamic, int BlockCols=Dynamic, bool InnerPanel = false> class Block;
+
+template<typename MatrixType, int Size=Dynamic> class VectorBlock;
+template<typename MatrixType> class Transpose;
+template<typename MatrixType> class Conjugate;
+template<typename NullaryOp, typename MatrixType>         class CwiseNullaryOp;
+template<typename UnaryOp,   typename MatrixType>         class CwiseUnaryOp;
+template<typename ViewOp,    typename MatrixType>         class CwiseUnaryView;
+template<typename BinaryOp,  typename Lhs, typename Rhs>  class CwiseBinaryOp;
+template<typename BinOp,     typename Lhs, typename Rhs>  class SelfCwiseBinaryOp;
+template<typename Derived,   typename Lhs, typename Rhs>  class ProductBase;
+template<typename Lhs, typename Rhs>                      class Product;
+template<typename Lhs, typename Rhs, int Mode>            class GeneralProduct;
+template<typename Lhs, typename Rhs, int NestingFlags>    class CoeffBasedProduct;
+
+template<typename Derived> class DiagonalBase;
+template<typename _DiagonalVectorType> class DiagonalWrapper;
+template<typename _Scalar, int SizeAtCompileTime, int MaxSizeAtCompileTime=SizeAtCompileTime> class DiagonalMatrix;
+template<typename MatrixType, typename DiagonalType, int ProductOrder> class DiagonalProduct;
+template<typename MatrixType, int Index = 0> class Diagonal;
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime = SizeAtCompileTime, typename IndexType=int> class PermutationMatrix;
+template<int SizeAtCompileTime, int MaxSizeAtCompileTime = SizeAtCompileTime, typename IndexType=int> class Transpositions;
+template<typename Derived> class PermutationBase;
+template<typename Derived> class TranspositionsBase;
+template<typename _IndicesType> class PermutationWrapper;
+template<typename _IndicesType> class TranspositionsWrapper;
+
+template<typename Derived,
+         int Level = internal::accessors_level<Derived>::has_write_access ? WriteAccessors : ReadOnlyAccessors
+> class MapBase;
+template<int InnerStrideAtCompileTime, int OuterStrideAtCompileTime> class Stride;
+template<typename MatrixType, int MapOptions=Unaligned, typename StrideType = Stride<0,0> > class Map;
+
+template<typename Derived> class TriangularBase;
+template<typename MatrixType, unsigned int Mode> class TriangularView;
+template<typename MatrixType, unsigned int Mode> class SelfAdjointView;
+template<typename MatrixType> class SparseView;
+template<typename ExpressionType> class WithFormat;
+template<typename MatrixType> struct CommaInitializer;
+template<typename Derived> class ReturnByValue;
+template<typename ExpressionType> class ArrayWrapper;
+template<typename ExpressionType> class MatrixWrapper;
+
+namespace internal {
+template<typename DecompositionType, typename Rhs> struct solve_retval_base;
+template<typename DecompositionType, typename Rhs> struct solve_retval;
+template<typename DecompositionType> struct kernel_retval_base;
+template<typename DecompositionType> struct kernel_retval;
+template<typename DecompositionType> struct image_retval_base;
+template<typename DecompositionType> struct image_retval;
+} // end namespace internal
+
+namespace internal {
+template<typename _Scalar, int Rows=Dynamic, int Cols=Dynamic, int Supers=Dynamic, int Subs=Dynamic, int Options=0> class BandMatrix;
+}
+
+namespace internal {
+template<typename Lhs, typename Rhs> struct product_type;
+}
+
+template<typename Lhs, typename Rhs,
+         int ProductType = internal::product_type<Lhs,Rhs>::value>
+struct ProductReturnType;
+
+// this is a workaround for sun CC
+template<typename Lhs, typename Rhs> struct LazyProductReturnType;
+
+namespace internal {
+
+// Provides scalar/packet-wise product and product with accumulation
+// with optional conjugation of the arguments.
+template<typename LhsScalar, typename RhsScalar, bool ConjLhs=false, bool ConjRhs=false> struct conj_helper;
+
+template<typename Scalar> struct scalar_sum_op;
+template<typename Scalar> struct scalar_difference_op;
+template<typename LhsScalar,typename RhsScalar> struct scalar_conj_product_op;
+template<typename Scalar> struct scalar_opposite_op;
+template<typename Scalar> struct scalar_conjugate_op;
+template<typename Scalar> struct scalar_real_op;
+template<typename Scalar> struct scalar_imag_op;
+template<typename Scalar> struct scalar_abs_op;
+template<typename Scalar> struct scalar_abs2_op;
+template<typename Scalar> struct scalar_sqrt_op;
+template<typename Scalar> struct scalar_rsqrt_op;
+template<typename Scalar> struct scalar_exp_op;
+template<typename Scalar> struct scalar_log_op;
+template<typename Scalar> struct scalar_cos_op;
+template<typename Scalar> struct scalar_sin_op;
+template<typename Scalar> struct scalar_acos_op;
+template<typename Scalar> struct scalar_asin_op;
+template<typename Scalar> struct scalar_tan_op;
+template<typename Scalar> struct scalar_pow_op;
+template<typename Scalar> struct scalar_inverse_op;
+template<typename Scalar> struct scalar_square_op;
+template<typename Scalar> struct scalar_cube_op;
+template<typename Scalar, typename NewType> struct scalar_cast_op;
+template<typename Scalar> struct scalar_multiple_op;
+template<typename Scalar> struct scalar_quotient1_op;
+template<typename Scalar> struct scalar_min_op;
+template<typename Scalar> struct scalar_max_op;
+template<typename Scalar> struct scalar_random_op;
+template<typename Scalar> struct scalar_add_op;
+template<typename Scalar> struct scalar_constant_op;
+template<typename Scalar> struct scalar_identity_op;
+
+template<typename LhsScalar,typename RhsScalar=LhsScalar> struct scalar_product_op;
+template<typename LhsScalar,typename RhsScalar> struct scalar_multiple2_op;
+template<typename LhsScalar,typename RhsScalar=LhsScalar> struct scalar_quotient_op;
+
+} // end namespace internal
+
+struct IOFormat;
+
+// Array module
+template<typename _Scalar, int _Rows, int _Cols,
+         int _Options = AutoAlign |
+#if EIGEN_GNUC_AT(3,4)
+    // workaround a bug in at least gcc 3.4.6
+    // the innermost ?: ternary operator is misparsed. We write it slightly
+    // differently and this makes gcc 3.4.6 happy, but it's ugly.
+    // The error would only show up with EIGEN_DEFAULT_TO_ROW_MAJOR is defined
+    // (when EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION is RowMajor)
+                          ( (_Rows==1 && _Cols!=1) ? Eigen::RowMajor
+                          : !(_Cols==1 && _Rows!=1) ?  EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION
+                          : Eigen::ColMajor ),
+#else
+                          ( (_Rows==1 && _Cols!=1) ? Eigen::RowMajor
+                          : (_Cols==1 && _Rows!=1) ? Eigen::ColMajor
+                          : EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION ),
+#endif
+         int _MaxRows = _Rows, int _MaxCols = _Cols> class Array;
+template<typename ConditionMatrixType, typename ThenMatrixType, typename ElseMatrixType> class Select;
+template<typename MatrixType, typename BinaryOp, int Direction> class PartialReduxExpr;
+template<typename ExpressionType, int Direction> class VectorwiseOp;
+template<typename MatrixType,int RowFactor,int ColFactor> class Replicate;
+template<typename MatrixType, int Direction = BothDirections> class Reverse;
+
+template<typename MatrixType> class FullPivLU;
+template<typename MatrixType> class PartialPivLU;
+namespace internal {
+template<typename MatrixType> struct inverse_impl;
+}
+template<typename MatrixType> class HouseholderQR;
+template<typename MatrixType> class ColPivHouseholderQR;
+template<typename MatrixType> class FullPivHouseholderQR;
+template<typename MatrixType, int QRPreconditioner = ColPivHouseholderQRPreconditioner> class JacobiSVD;
+template<typename MatrixType, int UpLo = Lower> class LLT;
+template<typename MatrixType, int UpLo = Lower> class LDLT;
+template<typename VectorsType, typename CoeffsType, int Side=OnTheLeft> class HouseholderSequence;
+template<typename Scalar>     class JacobiRotation;
+
+// Geometry module:
+template<typename Derived, int _Dim> class RotationBase;
+template<typename Lhs, typename Rhs> class Cross;
+template<typename Derived> class QuaternionBase;
+template<typename Scalar> class Rotation2D;
+template<typename Scalar> class AngleAxis;
+template<typename Scalar,int Dim> class Translation;
+
+#ifdef EIGEN2_SUPPORT
+template<typename Derived, int _Dim> class eigen2_RotationBase;
+template<typename Lhs, typename Rhs> class eigen2_Cross;
+template<typename Scalar> class eigen2_Quaternion;
+template<typename Scalar> class eigen2_Rotation2D;
+template<typename Scalar> class eigen2_AngleAxis;
+template<typename Scalar,int Dim> class eigen2_Transform;
+template <typename _Scalar, int _AmbientDim> class eigen2_ParametrizedLine;
+template <typename _Scalar, int _AmbientDim> class eigen2_Hyperplane;
+template<typename Scalar,int Dim> class eigen2_Translation;
+template<typename Scalar,int Dim> class eigen2_Scaling;
+#endif
+
+#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
+template<typename Scalar> class Quaternion;
+template<typename Scalar,int Dim> class Transform;
+template <typename _Scalar, int _AmbientDim> class ParametrizedLine;
+template <typename _Scalar, int _AmbientDim> class Hyperplane;
+template<typename Scalar,int Dim> class Scaling;
+#endif
+
+#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+template<typename Scalar, int Options = AutoAlign> class Quaternion;
+template<typename Scalar,int Dim,int Mode,int _Options=AutoAlign> class Transform;
+template <typename _Scalar, int _AmbientDim, int Options=AutoAlign> class ParametrizedLine;
+template <typename _Scalar, int _AmbientDim, int Options=AutoAlign> class Hyperplane;
+template<typename Scalar> class UniformScaling;
+template<typename MatrixType,int Direction> class Homogeneous;
+#endif
+
+// MatrixFunctions module
+template<typename Derived> struct MatrixExponentialReturnValue;
+template<typename Derived> class MatrixFunctionReturnValue;
+template<typename Derived> class MatrixSquareRootReturnValue;
+template<typename Derived> class MatrixLogarithmReturnValue;
+template<typename Derived> class MatrixPowerReturnValue;
+template<typename Derived> class MatrixComplexPowerReturnValue;
+
+namespace internal {
+template <typename Scalar>
+struct stem_function
+{
+  typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+  typedef ComplexScalar type(ComplexScalar, int);
+};
+}
+
+
+#ifdef EIGEN2_SUPPORT
+template<typename ExpressionType> class Cwise;
+template<typename MatrixType> class Minor;
+template<typename MatrixType> class LU;
+template<typename MatrixType> class QR;
+template<typename MatrixType> class SVD;
+namespace internal {
+template<typename MatrixType, unsigned int Mode> struct eigen2_part_return_type;
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_FORWARDDECLARATIONS_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/MKL_support.h b/third_party/eigen3/Eigen/src/Core/util/MKL_support.h
new file mode 100644
index 0000000000..8acca9c8c5
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/MKL_support.h
@@ -0,0 +1,126 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   Include file with common MKL declarations
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_MKL_SUPPORT_H
+#define EIGEN_MKL_SUPPORT_H
+
+#ifdef EIGEN_USE_MKL_ALL
+  #ifndef EIGEN_USE_BLAS
+    #define EIGEN_USE_BLAS
+  #endif
+  #ifndef EIGEN_USE_LAPACKE
+    #define EIGEN_USE_LAPACKE
+  #endif
+  #ifndef EIGEN_USE_MKL_VML
+    #define EIGEN_USE_MKL_VML
+  #endif
+#endif
+
+#ifdef EIGEN_USE_LAPACKE_STRICT
+  #define EIGEN_USE_LAPACKE
+#endif
+
+#if defined(EIGEN_USE_BLAS) || defined(EIGEN_USE_LAPACKE) || defined(EIGEN_USE_MKL_VML)
+  #define EIGEN_USE_MKL
+#endif
+
+#if defined EIGEN_USE_MKL
+#   include <mkl.h> 
+/*Check IMKL version for compatibility: < 10.3 is not usable with Eigen*/
+#   ifndef INTEL_MKL_VERSION
+#       undef EIGEN_USE_MKL /* INTEL_MKL_VERSION is not even defined on older versions */
+#   elif INTEL_MKL_VERSION < 100305    /* the intel-mkl-103-release-notes say this was when the lapacke.h interface was added*/
+#       undef EIGEN_USE_MKL
+#   endif
+#   ifndef EIGEN_USE_MKL
+    /*If the MKL version is too old, undef everything*/
+#       undef   EIGEN_USE_MKL_ALL
+#       undef   EIGEN_USE_BLAS
+#       undef   EIGEN_USE_LAPACKE
+#       undef   EIGEN_USE_MKL_VML
+#       undef   EIGEN_USE_LAPACKE_STRICT
+#       undef   EIGEN_USE_LAPACKE
+#   endif
+#endif
+
+#if defined EIGEN_USE_MKL
+#include <mkl_lapacke.h>
+#define EIGEN_MKL_VML_THRESHOLD 128
+
+namespace Eigen {
+
+typedef std::complex<double> dcomplex;
+typedef std::complex<float>  scomplex;
+
+namespace internal {
+
+template<typename MKLType, typename EigenType>
+static inline void assign_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) {
+  mklScalar=eigenScalar;
+}
+
+template<typename MKLType, typename EigenType>
+static inline void assign_conj_scalar_eig2mkl(MKLType& mklScalar, const EigenType& eigenScalar) {
+  mklScalar=eigenScalar;
+}
+
+template <>
+inline void assign_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) {
+  mklScalar.real=eigenScalar.real();
+  mklScalar.imag=eigenScalar.imag();
+}
+
+template <>
+inline void assign_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) {
+  mklScalar.real=eigenScalar.real();
+  mklScalar.imag=eigenScalar.imag();
+}
+
+template <>
+inline void assign_conj_scalar_eig2mkl<MKL_Complex16,dcomplex>(MKL_Complex16& mklScalar, const dcomplex& eigenScalar) {
+  mklScalar.real=eigenScalar.real();
+  mklScalar.imag=-eigenScalar.imag();
+}
+
+template <>
+inline void assign_conj_scalar_eig2mkl<MKL_Complex8,scomplex>(MKL_Complex8& mklScalar, const scomplex& eigenScalar) {
+  mklScalar.real=eigenScalar.real();
+  mklScalar.imag=-eigenScalar.imag();
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif
+
+#endif // EIGEN_MKL_SUPPORT_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/Macros.h b/third_party/eigen3/Eigen/src/Core/util/Macros.h
new file mode 100644
index 0000000000..729a451324
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/Macros.h
@@ -0,0 +1,740 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MACROS_H
+#define EIGEN_MACROS_H
+
+#define EIGEN_WORLD_VERSION 3
+#define EIGEN_MAJOR_VERSION 2
+#define EIGEN_MINOR_VERSION 90
+
+#define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \
+                                      (EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \
+                                                                 EIGEN_MINOR_VERSION>=z))))
+
+// Compiler identification, EIGEN_COMP_*
+/// \internal EIGEN_COMP_GNUC set to 1 for all compilers compatible with GCC
+#ifdef __GNUC__
+  #define EIGEN_COMP_GNUC 1
+#else
+  #define EIGEN_COMP_GNUC 0
+#endif
+
+/// \internal EIGEN_COMP_CLANG set to 1 if the compiler is clang (alias for __clang__)
+#if defined(__clang__)
+  #define EIGEN_COMP_CLANG 1
+#else
+  #define EIGEN_COMP_CLANG 0
+#endif
+
+
+/// \internal EIGEN_COMP_LLVM set to 1 if the compiler backend is llvm
+#if defined(__llvm__)
+  #define EIGEN_COMP_LLVM 1
+#else
+  #define EIGEN_COMP_LLVM 0
+#endif
+
+/// \internal EIGEN_COMP_ICC set to __INTEL_COMPILER if the compiler is Intel compiler, 0 otherwise
+#if defined(__INTEL_COMPILER)
+  #define EIGEN_COMP_ICC __INTEL_COMPILER
+#else
+  #define EIGEN_COMP_ICC 0
+#endif
+
+/// \internal EIGEN_COMP_MINGW set to 1 if the compiler is mingw
+#if defined(__MINGW32__)
+  #define EIGEN_COMP_MINGW 1
+#else
+  #define EIGEN_COMP_MINGW 0
+#endif
+
+/// \internal EIGEN_COMP_SUNCC set to 1 if the compiler is Solaris Studio
+#if defined(__SUNPRO_CC)
+  #define EIGEN_COMP_SUNCC 1
+#else
+  #define EIGEN_COMP_SUNCC 0
+#endif
+
+/// \internal EIGEN_COMP_MSVC set to _MSC_VER if the compiler is Microsoft Visual C++, 0 otherwise.
+#if defined(_MSC_VER)
+  #define EIGEN_COMP_MSVC _MSC_VER
+#else
+  #define EIGEN_COMP_MSVC 0
+#endif
+
+/// \internal EIGEN_COMP_MSVC_STRICT set to 1 if the compiler is really Microsoft Visual C++ and not ,e.g., ICC
+#if EIGEN_COMP_MSVC && !(EIGEN_COMP_ICC)
+  #define EIGEN_COMP_MSVC_STRICT 1
+#else
+  #define EIGEN_COMP_MSVC_STRICT 0
+#endif
+
+/// \internal EIGEN_COMP_IBM set to 1 if the compiler is IBM XL C++
+#if defined(__IBMCPP__) || defined(__xlc__)
+  #define EIGEN_COMP_IBM 1
+#else
+  #define EIGEN_COMP_IBM 0
+#endif
+
+/// \internal EIGEN_COMP_PGI set to 1 if the compiler is Portland Group Compiler
+#if defined(__PGI)
+  #define EIGEN_COMP_PGI 1
+#else
+  #define EIGEN_COMP_PGI 0
+#endif
+
+/// \internal EIGEN_COMP_ARM set to 1 if the compiler is ARM Compiler
+#if defined(__CC_ARM) || defined(__ARMCC_VERSION)
+  #define EIGEN_COMP_ARM 1
+#else
+  #define EIGEN_COMP_ARM 0
+#endif
+
+
+/// \internal EIGEN_GNUC_STRICT set to 1 if the compiler is really GCC and not a compatible compiler (e.g., ICC, clang, mingw, etc.)
+#if EIGEN_COMP_GNUC && !(EIGEN_COMP_CLANG || EIGEN_COMP_CLANG || EIGEN_COMP_MINGW || EIGEN_COMP_PGI || EIGEN_COMP_IBM || EIGEN_COMP_ARM )
+  #define EIGEN_COMP_GNUC_STRICT 1
+#else
+  #define EIGEN_COMP_GNUC_STRICT 0
+#endif
+
+
+#if EIGEN_COMP_GNUC
+  #define EIGEN_GNUC_AT_LEAST(x,y) ((__GNUC__==x && __GNUC_MINOR__>=y) || __GNUC__>x)
+  #define EIGEN_GNUC_AT_MOST(x,y)  ((__GNUC__==x && __GNUC_MINOR__<=y) || __GNUC__<x)
+  #define EIGEN_GNUC_AT(x,y)       ( __GNUC__==x && __GNUC_MINOR__==y )
+#else
+  #define EIGEN_GNUC_AT_LEAST(x,y) 0
+  #define EIGEN_GNUC_AT_MOST(x,y)  0
+  #define EIGEN_GNUC_AT(x,y)       0
+#endif
+
+// FIXME: could probably be removed as we do not support gcc 3.x anymore
+#if EIGEN_COMP_GNUC && (__GNUC__ <= 3)
+#define EIGEN_GCC3_OR_OLDER 1
+#else
+#define EIGEN_GCC3_OR_OLDER 0
+#endif
+
+
+// Architecture identification, EIGEN_ARCH_*
+
+#if defined(__x86_64__) || defined(_M_X64) || defined(__amd64)
+  #define EIGEN_ARCH_x86_64 1
+#else
+  #define EIGEN_ARCH_x86_64 0
+#endif
+
+#if defined(__i386__) || defined(_M_IX86) || defined(_X86_) || defined(__i386)
+  #define EIGEN_ARCH_i386 1
+#else
+  #define EIGEN_ARCH_i386 0
+#endif
+
+#if EIGEN_ARCH_x86_64 || EIGEN_ARCH_i386
+  #define EIGEN_ARCH_i386_OR_x86_64 1
+#else
+  #define EIGEN_ARCH_i386_OR_x86_64 0
+#endif
+
+/// \internal EIGEN_ARCH_ARM set to 1 if the architecture is ARM
+#if defined(__arm__)
+  #define EIGEN_ARCH_ARM 1
+#else
+  #define EIGEN_ARCH_ARM 0
+#endif
+
+/// \internal EIGEN_ARCH_ARM64 set to 1 if the architecture is ARM64
+#if defined(__aarch64__)
+  #define EIGEN_ARCH_ARM64 1
+#else
+  #define EIGEN_ARCH_ARM64 0
+#endif
+
+#if EIGEN_ARCH_ARM || EIGEN_ARCH_ARM64
+  #define EIGEN_ARCH_ARM_OR_ARM64 1
+#else
+  #define EIGEN_ARCH_ARM_OR_ARM64 0
+#endif
+
+/// \internal EIGEN_ARCH_MIPS set to 1 if the architecture is MIPS
+#if defined(__mips__) || defined(__mips)
+  #define EIGEN_ARCH_MIPS 1
+#else
+  #define EIGEN_ARCH_MIPS 0
+#endif
+
+/// \internal EIGEN_ARCH_SPARC set to 1 if the architecture is SPARC
+#if defined(__sparc__) || defined(__sparc)
+  #define EIGEN_ARCH_SPARC 1
+#else
+  #define EIGEN_ARCH_SPARC 0
+#endif
+
+/// \internal EIGEN_ARCH_IA64 set to 1 if the architecture is Intel Itanium
+#if defined(__ia64__)
+  #define EIGEN_ARCH_IA64 1
+#else
+  #define EIGEN_ARCH_IA64 0
+#endif
+
+/// \internal EIGEN_ARCH_PPC set to 1 if the architecture is PowerPC
+#if defined(__powerpc__) || defined(__ppc__) || defined(_M_PPC)
+  #define EIGEN_ARCH_PPC 1
+#else
+  #define EIGEN_ARCH_PPC 0
+#endif
+
+
+
+// Operating system identification, EIGEN_OS_*
+
+/// \internal EIGEN_OS_UNIX set to 1 if the OS is a unix variant
+#if defined(__unix__) || defined(__unix)
+  #define EIGEN_OS_UNIX 1
+#else
+  #define EIGEN_OS_UNIX 0
+#endif
+
+/// \internal EIGEN_OS_LINUX set to 1 if the OS is based on Linux kernel
+#if defined(__linux__)
+  #define EIGEN_OS_LINUX 1
+#else
+  #define EIGEN_OS_LINUX 0
+#endif
+
+/// \internal EIGEN_OS_ANDROID set to 1 if the OS is Android
+// note: ANDROID is defined when using ndk_build, __ANDROID__ is defined when using a standalone toolchain.
+#if defined(__ANDROID__) || defined(ANDROID)
+  #define EIGEN_OS_ANDROID 1
+#else
+  #define EIGEN_OS_ANDROID 0
+#endif
+
+/// \internal EIGEN_OS_GNULINUX set to 1 if the OS is GNU Linux and not Linux-based OS (e.g., not android)
+#if defined(__gnu_linux__) && !(EIGEN_OS_ANDROID)
+  #define EIGEN_OS_GNULINUX 1
+#else
+  #define EIGEN_OS_GNULINUX 0
+#endif
+
+/// \internal EIGEN_OS_BSD set to 1 if the OS is a BSD variant
+#if defined(__FreeBSD__) || defined(__NetBSD__) || defined(__OpenBSD__) || defined(__bsdi__) || defined(__DragonFly__)
+  #define EIGEN_OS_BSD 1
+#else
+  #define EIGEN_OS_BSD 0
+#endif
+
+/// \internal EIGEN_OS_MAC set to 1 if the OS is MacOS
+#if defined(__APPLE__)
+  #define EIGEN_OS_MAC 1
+#else
+  #define EIGEN_OS_MAC 0
+#endif
+
+/// \internal EIGEN_OS_QNX set to 1 if the OS is QNX
+#if defined(__QNX__)
+  #define EIGEN_OS_QNX 1
+#else
+  #define EIGEN_OS_QNX 0
+#endif
+
+/// \internal EIGEN_OS_WIN set to 1 if the OS is Windows based
+#if defined(_WIN32)
+  #define EIGEN_OS_WIN 1
+#else
+  #define EIGEN_OS_WIN 0
+#endif
+
+/// \internal EIGEN_OS_WIN64 set to 1 if the OS is Windows 64bits
+#if defined(_WIN64)
+  #define EIGEN_OS_WIN64 1
+#else
+  #define EIGEN_OS_WIN64 0
+#endif
+
+/// \internal EIGEN_OS_WINCE set to 1 if the OS is Windows CE
+#if defined(_WIN32_WCE)
+  #define EIGEN_OS_WINCE 1
+#else
+  #define EIGEN_OS_WINCE 0
+#endif
+
+/// \internal EIGEN_OS_CYGWIN set to 1 if the OS is Windows/Cygwin
+#if defined(__CYGWIN__)
+  #define EIGEN_OS_CYGWIN 1
+#else
+  #define EIGEN_OS_CYGWIN 0
+#endif
+
+/// \internal EIGEN_OS_WIN_STRICT set to 1 if the OS is really Windows and not some variants
+#if EIGEN_OS_WIN && !( EIGEN_OS_WINCE || EIGEN_OS_CYGWIN )
+  #define EIGEN_OS_WIN_STRICT 1
+#else
+  #define EIGEN_OS_WIN_STRICT 0
+#endif
+
+
+
+
+#if EIGEN_GNUC_AT_MOST(4,3) && !EIGEN_COMP_CLANG
+  // see bug 89
+  #define EIGEN_SAFE_TO_USE_STANDARD_ASSERT_MACRO 0
+#else
+  #define EIGEN_SAFE_TO_USE_STANDARD_ASSERT_MACRO 1
+#endif
+
+// 16 byte alignment is only useful for vectorization. Since it affects the ABI, we need to enable
+// 16 byte alignment on all platforms where vectorization might be enabled. In theory we could always
+// enable alignment, but it can be a cause of problems on some platforms, so we just disable it in
+// certain common platform (compiler+architecture combinations) to avoid these problems.
+// Only static alignment is really problematic (relies on nonstandard compiler extensions that don't
+// work everywhere, for example don't work on GCC/ARM), try to keep heap alignment even
+// when we have to disable static alignment.
+#if EIGEN_COMP_GNUC && !(EIGEN_ARCH_i386_OR_x86_64 || EIGEN_ARCH_PPC || EIGEN_ARCH_IA64)
+#define EIGEN_GCC_AND_ARCH_DOESNT_WANT_STACK_ALIGNMENT 1
+#else
+#define EIGEN_GCC_AND_ARCH_DOESNT_WANT_STACK_ALIGNMENT 0
+#endif
+
+// static alignment is completely disabled with GCC 3, Sun Studio, and QCC/QNX
+#if !EIGEN_GCC_AND_ARCH_DOESNT_WANT_STACK_ALIGNMENT \
+ && !EIGEN_GCC3_OR_OLDER \
+ && !EIGEN_COMP_SUNCC \
+ && !EIGEN_OS_QNX
+  #define EIGEN_ARCH_WANTS_STACK_ALIGNMENT 1
+#else
+  #define EIGEN_ARCH_WANTS_STACK_ALIGNMENT 0
+#endif
+
+// Defined the boundary (in bytes) on which the data needs to be aligned. Note
+// that unless EIGEN_ALIGN is defined and not equal to 0, the data may not be
+// aligned at all regardless of the value of this #define.
+#define EIGEN_ALIGN_BYTES 16
+
+#ifdef EIGEN_DONT_ALIGN
+  #ifndef EIGEN_DONT_ALIGN_STATICALLY
+    #define EIGEN_DONT_ALIGN_STATICALLY
+  #endif
+  #define EIGEN_ALIGN 0
+#elif !defined(EIGEN_DONT_VECTORIZE)
+  #if defined(__AVX__)
+    #undef EIGEN_ALIGN_BYTES
+    #define EIGEN_ALIGN_BYTES 32
+  #endif
+  #define EIGEN_ALIGN 1
+#else
+  #define EIGEN_ALIGN 0
+#endif
+
+#define EIGEN_MAX_ALIGN_BYTES EIGEN_ALIGN_BYTES
+
+
+// This macro can be used to prevent from macro expansion, e.g.:
+//   std::max EIGEN_NOT_A_MACRO(a,b)
+#define EIGEN_NOT_A_MACRO
+
+// EIGEN_ALIGN_STATICALLY is the true test whether we want to align arrays on the stack or not. It takes into account both the user choice to explicitly disable
+// alignment (EIGEN_DONT_ALIGN_STATICALLY) and the architecture config (EIGEN_ARCH_WANTS_STACK_ALIGNMENT). Henceforth, only EIGEN_ALIGN_STATICALLY should be used.
+#if EIGEN_ARCH_WANTS_STACK_ALIGNMENT && !defined(EIGEN_DONT_ALIGN_STATICALLY)
+  #define EIGEN_ALIGN_STATICALLY 1
+#else
+  #define EIGEN_ALIGN_STATICALLY 0
+  #ifndef EIGEN_DISABLE_UNALIGNED_ARRAY_ASSERT
+    #define EIGEN_DISABLE_UNALIGNED_ARRAY_ASSERT
+  #endif
+#endif
+
+#ifdef EIGEN_DEFAULT_TO_ROW_MAJOR
+#define EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION Eigen::RowMajor
+#else
+#define EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION Eigen::ColMajor
+#endif
+
+#ifndef EIGEN_DEFAULT_DENSE_INDEX_TYPE
+#define EIGEN_DEFAULT_DENSE_INDEX_TYPE std::ptrdiff_t
+#endif
+
+// Cross compiler wrapper around LLVM's __has_builtin
+#ifdef __has_builtin
+#  define EIGEN_HAS_BUILTIN(x) __has_builtin(x)
+#else
+#  define EIGEN_HAS_BUILTIN(x) 0
+#endif
+
+// A Clang feature extension to determine compiler features.
+// We use it to determine 'cxx_rvalue_references'
+#ifndef __has_feature
+# define __has_feature(x) 0
+#endif
+
+#if __cplusplus > 199711L
+#define EIGEN_HAS_VARIADIC_TEMPLATES 1
+#endif
+
+// Does the compiler support const expressions?
+#if __cplusplus > 199711L && !defined(__NVCC__) && !defined(GOOGLE_LIBCXX) && !defined(__APPLE__)
+#define EIGEN_HAS_CONSTEXPR 1
+#endif
+
+/** Allows to disable some optimizations which might affect the accuracy of the result.
+  * Such optimization are enabled by default, and set EIGEN_FAST_MATH to 0 to disable them.
+  * They currently include:
+  *   - single precision Cwise::sin() and Cwise::cos() when SSE vectorization is enabled.
+  */
+#ifndef EIGEN_FAST_MATH
+#define EIGEN_FAST_MATH 1
+#endif
+
+#define EIGEN_DEBUG_VAR(x) std::cerr << #x << " = " << x << std::endl;
+
+// concatenate two tokens
+#define EIGEN_CAT2(a,b) a ## b
+#define EIGEN_CAT(a,b) EIGEN_CAT2(a,b)
+
+// convert a token to a string
+#define EIGEN_MAKESTRING2(a) #a
+#define EIGEN_MAKESTRING(a) EIGEN_MAKESTRING2(a)
+
+// EIGEN_STRONG_INLINE is a stronger version of the inline, using __forceinline on MSVC,
+// but it still doesn't use GCC's always_inline. This is useful in (common) situations where MSVC needs forceinline
+// but GCC is still doing fine with just inline.
+#if EIGEN_COMP_MSVC || EIGEN_COMP_ICC
+#define EIGEN_STRONG_INLINE __forceinline
+#else
+#define EIGEN_STRONG_INLINE inline
+#endif
+
+// EIGEN_ALWAYS_INLINE is the stronget, it has the effect of making the function inline and adding every possible
+// attribute to maximize inlining. This should only be used when really necessary: in particular,
+// it uses __attribute__((always_inline)) on GCC, which most of the time is useless and can severely harm compile times.
+// FIXME with the always_inline attribute,
+// gcc 3.4.x reports the following compilation error:
+//   Eval.h:91: sorry, unimplemented: inlining failed in call to 'const Eigen::Eval<Derived> Eigen::MatrixBase<Scalar, Derived>::eval() const'
+//    : function body not available
+#if EIGEN_GNUC_AT_LEAST(4,0)
+#define EIGEN_ALWAYS_INLINE __attribute__((always_inline)) inline
+#else
+#define EIGEN_ALWAYS_INLINE EIGEN_STRONG_INLINE
+#endif
+
+#if EIGEN_COMP_GNUC
+#define EIGEN_DONT_INLINE __attribute__((noinline))
+#elif EIGEN_COMP_MSVC
+#define EIGEN_DONT_INLINE __declspec(noinline)
+#else
+#define EIGEN_DONT_INLINE
+#endif
+
+#if EIGEN_COMP_GNUC
+#define EIGEN_PERMISSIVE_EXPR __extension__
+#else
+#define EIGEN_PERMISSIVE_EXPR
+#endif
+
+#if EIGEN_COMP_GNUC
+#define EIGEN_LIKELY(x) __builtin_expect((x), 1)
+#define EIGEN_UNLIKELY(x) __builtin_expect((x), 0)
+#else
+#define EIGEN_LIKELY(x) (x)
+#define EIGEN_UNLIKELY(x) (x)
+#endif
+
+// this macro allows to get rid of linking errors about multiply defined functions.
+//  - static is not very good because it prevents definitions from different object files to be merged.
+//           So static causes the resulting linked executable to be bloated with multiple copies of the same function.
+//  - inline is not perfect either as it unwantedly hints the compiler toward inlining the function.
+#define EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+#define EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS inline
+
+#ifdef NDEBUG
+# ifndef EIGEN_NO_DEBUG
+#  define EIGEN_NO_DEBUG
+# endif
+#endif
+
+#if !defined(EIGEN_NO_CHECK) || (!defined(EIGEN_NO_DEBUG) && !EIGEN_SAFE_TO_USE_STANDARD_ASSERT_MACRO)
+  // Custom assertion code that works regardless of the compilation mode.
+  #include <cstdlib>   // for abort
+  #include <iostream>  // for std::cerr
+
+  namespace Eigen {
+  namespace internal {
+  // trivial function copying a bool. Must be EIGEN_DONT_INLINE, so we implement it after including Eigen headers.
+  // see bug 89.
+  namespace {
+  EIGEN_DONT_INLINE bool copy_bool(bool b) { return b; }
+  }
+  inline void assert_fail(const char *condition, const char *function, const char *file, int line)
+  {
+    copy_bool(true);  // dummy call to avoid warnings about unused functions.
+    std::cerr << "assertion failed: " << condition << " in function " << function << " at " << file << ":" << line << std::endl;
+    abort();
+  }
+  }
+  }
+  #define eigen_internal_check(x) \
+    do { \
+      if(!Eigen::internal::copy_bool(x)) \
+        Eigen::internal::assert_fail(EIGEN_MAKESTRING(x), __PRETTY_FUNCTION__, __FILE__, __LINE__); \
+    } while(false)
+#endif
+
+#ifdef EIGEN_NO_CHECK
+  #define eigen_check(x)
+#else
+  #define eigen_check(x) eigen_internal_check(x)
+#endif
+
+// eigen_plain_assert is where we implement the workaround for the assert() bug in GCC <= 4.3, see bug 89
+#ifdef EIGEN_NO_DEBUG
+  #define eigen_plain_assert(x)
+#else
+  #if EIGEN_SAFE_TO_USE_STANDARD_ASSERT_MACRO
+    namespace Eigen {
+    namespace internal {
+    inline bool copy_bool(bool b) { return b; }
+    }
+    }
+    #define eigen_plain_assert(x) assert(x)
+  #else
+    // work around bug 89
+    #define eigen_plain_assert(x) eigen_internal_check(x)
+  #endif
+#endif
+
+// eigen_assert can be overridden
+#ifndef eigen_assert
+#define eigen_assert(x) eigen_plain_assert(x)
+#endif
+
+#ifdef EIGEN_INTERNAL_DEBUGGING
+#define eigen_internal_assert(x) eigen_assert(x)
+#else
+#define eigen_internal_assert(x)
+#endif
+
+#ifdef EIGEN_NO_DEBUG
+#define EIGEN_ONLY_USED_FOR_DEBUG(x) (void)x
+#else
+#define EIGEN_ONLY_USED_FOR_DEBUG(x)
+#endif
+
+#ifndef EIGEN_NO_DEPRECATED_WARNING
+  #if EIGEN_COMP_GNUC
+    #define EIGEN_DEPRECATED __attribute__((deprecated))
+  #elif (defined _MSC_VER)
+    #define EIGEN_DEPRECATED __declspec(deprecated)
+  #else
+    #define EIGEN_DEPRECATED
+  #endif
+#else
+  #define EIGEN_DEPRECATED
+#endif
+
+#if EIGEN_COMP_GNUC
+#define EIGEN_UNUSED __attribute__((unused))
+#else
+#define EIGEN_UNUSED
+#endif
+
+// Suppresses 'unused variable' warnings.
+namespace Eigen {
+  namespace internal {
+    template<typename T> void ignore_unused_variable(const T&) {}
+  }
+}
+#define EIGEN_UNUSED_VARIABLE(var) Eigen::internal::ignore_unused_variable(var);
+
+#if !defined(EIGEN_ASM_COMMENT)
+  #if EIGEN_COMP_GNUC && (EIGEN_ARCH_i386_OR_x86_64 || EIGEN_ARCH_ARM_OR_ARM64)
+    #define EIGEN_ASM_COMMENT(X)  asm("#" X)
+  #else
+    #define EIGEN_ASM_COMMENT(X)
+  #endif
+#endif
+
+/* EIGEN_ALIGN_TO_BOUNDARY(n) forces data to be n-byte aligned. This is used to satisfy SIMD requirements.
+ * However, we do that EVEN if vectorization (EIGEN_VECTORIZE) is disabled,
+ * so that vectorization doesn't affect binary compatibility.
+ *
+ * If we made alignment depend on whether or not EIGEN_VECTORIZE is defined, it would be impossible to link
+ * vectorized and non-vectorized code.
+ */
+#if (defined __CUDACC__)
+  #define EIGEN_ALIGN_TO_BOUNDARY(n) __align__(n)
+#elif EIGEN_COMP_GNUC || EIGEN_COMP_PGI || EIGEN_COMP_IBM || EIGEN_COMP_ARM
+  #define EIGEN_ALIGN_TO_BOUNDARY(n) __attribute__((aligned(n)))
+#elif EIGEN_COMP_MSVC
+  #define EIGEN_ALIGN_TO_BOUNDARY(n) __declspec(align(n))
+#elif EIGEN_COMP_SUNCC
+  // FIXME not sure about this one:
+  #define EIGEN_ALIGN_TO_BOUNDARY(n) __attribute__((aligned(n)))
+#else
+  #error Please tell me what is the equivalent of __attribute__((aligned(n))) for your compiler
+#endif
+
+#define EIGEN_ALIGN16 EIGEN_ALIGN_TO_BOUNDARY(16)
+#define EIGEN_ALIGN32 EIGEN_ALIGN_TO_BOUNDARY(32)
+#define EIGEN_ALIGN_DEFAULT EIGEN_ALIGN_TO_BOUNDARY(EIGEN_ALIGN_BYTES)
+#define EIGEN_ALIGN_MAX EIGEN_ALIGN_DEFAULT
+
+#if EIGEN_ALIGN_STATICALLY
+#define EIGEN_USER_ALIGN_TO_BOUNDARY(n) EIGEN_ALIGN_TO_BOUNDARY(n)
+#define EIGEN_USER_ALIGN16 EIGEN_ALIGN16
+#define EIGEN_USER_ALIGN32 EIGEN_ALIGN32
+#define EIGEN_USER_ALIGN_DEFAULT EIGEN_ALIGN_DEFAULT
+#else
+#define EIGEN_USER_ALIGN_TO_BOUNDARY(n)
+#define EIGEN_USER_ALIGN16
+#define EIGEN_USER_ALIGN32
+#define EIGEN_USER_ALIGN_DEFAULT
+#endif
+
+#ifdef EIGEN_DONT_USE_RESTRICT_KEYWORD
+  #define EIGEN_RESTRICT
+#endif
+#ifndef EIGEN_RESTRICT
+  #define EIGEN_RESTRICT __restrict
+#endif
+
+#ifndef EIGEN_STACK_ALLOCATION_LIMIT
+#define EIGEN_STACK_ALLOCATION_LIMIT 20000
+#endif
+
+#ifndef EIGEN_DEFAULT_IO_FORMAT
+#ifdef EIGEN_MAKING_DOCS
+// format used in Eigen's documentation
+// needed to define it here as escaping characters in CMake add_definition's argument seems very problematic.
+#define EIGEN_DEFAULT_IO_FORMAT Eigen::IOFormat(3, 0, " ", "\n", "", "")
+#else
+#define EIGEN_DEFAULT_IO_FORMAT Eigen::IOFormat()
+#endif
+#endif
+
+// just an empty macro !
+#define EIGEN_EMPTY
+
+#if EIGEN_COMP_MSVC_STRICT
+  #define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
+    using Base::operator =;
+#elif EIGEN_COMP_CLANG // workaround clang bug (see http://forum.kde.org/viewtopic.php?f=74&t=102653)
+  #define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
+    using Base::operator =; \
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& operator=(const Derived& other) { Base::operator=(other); return *this; } \
+    template <typename OtherDerived> \
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& operator=(const DenseBase<OtherDerived>& other) { Base::operator=(other.derived()); return *this; }
+#else
+  #define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
+    using Base::operator =; \
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& operator=(const Derived& other) \
+    { \
+      Base::operator=(other); \
+      return *this; \
+    }
+#endif
+
+#define EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Derived) EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived)
+
+/**
+* Just a side note. Commenting within defines works only by documenting
+* behind the object (via '!<'). Comments cannot be multi-line and thus
+* we have these extra long lines. What is confusing doxygen over here is
+* that we use '\' and basically have a bunch of typedefs with their
+* documentation in a single line.
+**/
+
+#define EIGEN_GENERIC_PUBLIC_INTERFACE(Derived) \
+  typedef typename Eigen::internal::traits<Derived>::Scalar Scalar; /*!< \brief Numeric type, e.g. float, double, int or std::complex<float>. */ \
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; /*!< \brief The underlying numeric type for composed scalar types. \details In cases where Scalar is e.g. std::complex<T>, T were corresponding to RealScalar. */ \
+  typedef typename Base::CoeffReturnType CoeffReturnType; /*!< \brief The return type for coefficient access. \details Depending on whether the object allows direct coefficient access (e.g. for a MatrixXd), this type is either 'const Scalar&' or simply 'Scalar' for objects that do not allow direct coefficient access. */ \
+  typedef typename Eigen::internal::nested<Derived>::type Nested; \
+  typedef typename Eigen::internal::traits<Derived>::StorageKind StorageKind; \
+  typedef typename Eigen::internal::traits<Derived>::Index Index; \
+  enum { RowsAtCompileTime = Eigen::internal::traits<Derived>::RowsAtCompileTime, \
+        ColsAtCompileTime = Eigen::internal::traits<Derived>::ColsAtCompileTime, \
+        Flags = Eigen::internal::traits<Derived>::Flags, \
+        CoeffReadCost = Eigen::internal::traits<Derived>::CoeffReadCost, \
+        SizeAtCompileTime = Base::SizeAtCompileTime, \
+        MaxSizeAtCompileTime = Base::MaxSizeAtCompileTime, \
+        IsVectorAtCompileTime = Base::IsVectorAtCompileTime };
+
+
+#define EIGEN_DENSE_PUBLIC_INTERFACE(Derived) \
+  typedef typename Eigen::internal::traits<Derived>::Scalar Scalar; /*!< \brief Numeric type, e.g. float, double, int or std::complex<float>. */ \
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; /*!< \brief The underlying numeric type for composed scalar types. \details In cases where Scalar is e.g. std::complex<T>, T were corresponding to RealScalar. */ \
+  typedef typename Base::PacketScalar PacketScalar; \
+  typedef typename Base::CoeffReturnType CoeffReturnType; /*!< \brief The return type for coefficient access. \details Depending on whether the object allows direct coefficient access (e.g. for a MatrixXd), this type is either 'const Scalar&' or simply 'Scalar' for objects that do not allow direct coefficient access. */ \
+  typedef typename Eigen::internal::nested<Derived>::type Nested; \
+  typedef typename Eigen::internal::traits<Derived>::StorageKind StorageKind; \
+  typedef typename Eigen::internal::traits<Derived>::Index Index; \
+  enum { RowsAtCompileTime = Eigen::internal::traits<Derived>::RowsAtCompileTime, \
+        ColsAtCompileTime = Eigen::internal::traits<Derived>::ColsAtCompileTime, \
+        MaxRowsAtCompileTime = Eigen::internal::traits<Derived>::MaxRowsAtCompileTime, \
+        MaxColsAtCompileTime = Eigen::internal::traits<Derived>::MaxColsAtCompileTime, \
+        Flags = Eigen::internal::traits<Derived>::Flags, \
+        CoeffReadCost = Eigen::internal::traits<Derived>::CoeffReadCost, \
+        SizeAtCompileTime = Base::SizeAtCompileTime, \
+        MaxSizeAtCompileTime = Base::MaxSizeAtCompileTime, \
+        IsVectorAtCompileTime = Base::IsVectorAtCompileTime }; \
+  using Base::derived; \
+  using Base::const_cast_derived;
+
+
+#define EIGEN_PLAIN_ENUM_MIN(a,b) (((int)a <= (int)b) ? (int)a : (int)b)
+#define EIGEN_PLAIN_ENUM_MAX(a,b) (((int)a >= (int)b) ? (int)a : (int)b)
+
+// EIGEN_SIZE_MIN_PREFER_DYNAMIC gives the min between compile-time sizes. 0 has absolute priority, followed by 1,
+// followed by Dynamic, followed by other finite values. The reason for giving Dynamic the priority over
+// finite values is that min(3, Dynamic) should be Dynamic, since that could be anything between 0 and 3.
+#define EIGEN_SIZE_MIN_PREFER_DYNAMIC(a,b) (((int)a == 0 || (int)b == 0) ? 0 \
+                           : ((int)a == 1 || (int)b == 1) ? 1 \
+                           : ((int)a == Dynamic || (int)b == Dynamic) ? Dynamic \
+                           : ((int)a <= (int)b) ? (int)a : (int)b)
+
+// EIGEN_SIZE_MIN_PREFER_FIXED is a variant of EIGEN_SIZE_MIN_PREFER_DYNAMIC comparing MaxSizes. The difference is that finite values
+// now have priority over Dynamic, so that min(3, Dynamic) gives 3. Indeed, whatever the actual value is
+// (between 0 and 3), it is not more than 3.
+#define EIGEN_SIZE_MIN_PREFER_FIXED(a,b)  (((int)a == 0 || (int)b == 0) ? 0 \
+                           : ((int)a == 1 || (int)b == 1) ? 1 \
+                           : ((int)a == Dynamic && (int)b == Dynamic) ? Dynamic \
+                           : ((int)a == Dynamic) ? (int)b \
+                           : ((int)b == Dynamic) ? (int)a \
+                           : ((int)a <= (int)b) ? (int)a : (int)b)
+
+// see EIGEN_SIZE_MIN_PREFER_DYNAMIC. No need for a separate variant for MaxSizes here.
+#define EIGEN_SIZE_MAX(a,b) (((int)a == Dynamic || (int)b == Dynamic) ? Dynamic \
+                           : ((int)a >= (int)b) ? (int)a : (int)b)
+
+#define EIGEN_LOGICAL_XOR(a,b) (((a) || (b)) && !((a) && (b)))
+
+#define EIGEN_IMPLIES(a,b) (!(a) || (b))
+
+#define EIGEN_MAKE_CWISE_BINARY_OP(METHOD,FUNCTOR) \
+  template<typename OtherDerived> \
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const CwiseBinaryOp<FUNCTOR<Scalar>, const Derived, const OtherDerived> \
+  (METHOD)(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const \
+  { \
+    return CwiseBinaryOp<FUNCTOR<Scalar>, const Derived, const OtherDerived>(derived(), other.derived()); \
+  }
+
+// the expression type of a cwise product
+#define EIGEN_CWISE_PRODUCT_RETURN_TYPE(LHS,RHS) \
+    CwiseBinaryOp< \
+      internal::scalar_product_op< \
+          typename internal::traits<LHS>::Scalar, \
+          typename internal::traits<RHS>::Scalar \
+      >, \
+      const LHS, \
+      const RHS \
+    >
+
+#endif // EIGEN_MACROS_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/MatrixMapper.h b/third_party/eigen3/Eigen/src/Core/util/MatrixMapper.h
new file mode 100644
index 0000000000..ec2ad018ff
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/MatrixMapper.h
@@ -0,0 +1,155 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Eric Martin <eric@ericmart.in>
+//
+// 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_MATRIXMAPPER_H
+#define EIGEN_MATRIXMAPPER_H
+
+// To support both matrices and tensors, we need a way to abstractly access an
+// element of a matrix (where the matrix might be an implicitly flattened
+// tensor). This file abstracts the logic needed to access elements in a row
+// major or column major matrix.
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Scalar, typename Index>
+class BlasVectorMapper {
+  public:
+  EIGEN_ALWAYS_INLINE BlasVectorMapper(Scalar *data) : m_data(data) {}
+
+  EIGEN_ALWAYS_INLINE Scalar operator()(Index i) const {
+    return m_data[i];
+  }
+  template <typename Packet, int AlignmentType>
+  EIGEN_ALWAYS_INLINE Packet load(Index i) const {
+    return ploadt<Packet, AlignmentType>(m_data + i);
+  }
+
+  template <typename Packet>
+  bool aligned(Index i) const {
+    return (size_t(m_data+i)%sizeof(Packet))==0;
+  }
+
+  protected:
+  Scalar* m_data;
+};
+
+// We need a fast way to iterate down columns (if column major) that doesn't
+// involves performing a multiplication for each lookup.
+template<typename Scalar, typename Index, int AlignmentType>
+class BlasLinearMapper {
+  public:
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename packet_traits<Scalar>::half HalfPacket;
+
+  EIGEN_ALWAYS_INLINE BlasLinearMapper(Scalar *data) : m_data(data) {}
+
+  EIGEN_ALWAYS_INLINE void prefetch(int i) const {
+    internal::prefetch(&operator()(i));
+  }
+
+  EIGEN_ALWAYS_INLINE Scalar& operator()(Index i) const {
+    return m_data[i];
+  }
+
+  EIGEN_ALWAYS_INLINE Packet loadPacket(Index i) const {
+    return ploadt<Packet, AlignmentType>(m_data + i);
+  }
+
+  EIGEN_ALWAYS_INLINE HalfPacket loadHalfPacket(Index i) const {
+    return ploadt<HalfPacket, AlignmentType>(m_data + i);
+  }
+
+  EIGEN_ALWAYS_INLINE void storePacket(Index i, Packet p) const {
+    pstoret<Scalar, Packet, AlignmentType>(m_data + i, p);
+  }
+
+  protected:
+  Scalar* m_data;
+};
+
+// This mapper allows access into matrix by coordinates i and j.
+template<typename Scalar, typename Index, int StorageOrder, int AlignmentType = Unaligned>
+class blas_data_mapper {
+  public:
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename packet_traits<Scalar>::half HalfPacket;
+
+  typedef BlasLinearMapper<Scalar, Index, AlignmentType> LinearMapper;
+  typedef BlasVectorMapper<Scalar, Index> VectorMapper;
+
+  EIGEN_ALWAYS_INLINE blas_data_mapper(Scalar* data, Index stride) : m_data(data), m_stride(stride) {}
+
+  EIGEN_ALWAYS_INLINE blas_data_mapper<Scalar, Index, StorageOrder, AlignmentType>
+  getSubMapper(Index i, Index j) const {
+    return blas_data_mapper<Scalar, Index, StorageOrder, AlignmentType>(&operator()(i, j), m_stride);
+  }
+
+  EIGEN_ALWAYS_INLINE LinearMapper getLinearMapper(Index i, Index j) const {
+    return LinearMapper(&operator()(i, j));
+  }
+
+  EIGEN_ALWAYS_INLINE VectorMapper getVectorMapper(Index i, Index j) const {
+    return VectorMapper(&operator()(i, j));
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Scalar& operator()(Index i, Index j) const {
+    return m_data[StorageOrder==RowMajor ? j + i*m_stride : i + j*m_stride];
+  }
+
+  EIGEN_ALWAYS_INLINE Packet loadPacket(Index i, Index j) const {
+    return ploadt<Packet, AlignmentType>(&operator()(i, j));
+  }
+
+  EIGEN_ALWAYS_INLINE HalfPacket loadHalfPacket(Index i, Index j) const {
+    return ploadt<HalfPacket, AlignmentType>(&operator()(i, j));
+  }
+
+  template<typename SubPacket>
+  EIGEN_ALWAYS_INLINE void scatterPacket(Index i, Index j, SubPacket p) const {
+    pscatter<Scalar, SubPacket>(&operator()(i, j), p, m_stride);
+  }
+
+  template<typename SubPacket>
+  EIGEN_ALWAYS_INLINE SubPacket gatherPacket(Index i, Index j) const {
+    return pgather<Scalar, SubPacket>(&operator()(i, j), m_stride);
+  }
+
+  const Index stride() const { return m_stride; }
+
+  Index firstAligned(Index size) const {
+    if (size_t(m_data)%sizeof(Scalar)) {
+      return -1;
+    }
+    return internal::first_aligned(m_data, size);
+  }
+
+  protected:
+  Scalar* EIGEN_RESTRICT m_data;
+  const Index m_stride;
+};
+
+// This is just a convienent way to work with
+// blas_data_mapper<const Scalar, Index, StorageOrder>
+template<typename Scalar, typename Index, int StorageOrder>
+class const_blas_data_mapper : public blas_data_mapper<const Scalar, Index, StorageOrder> {
+  public:
+  EIGEN_ALWAYS_INLINE const_blas_data_mapper(const Scalar *data, Index stride) : blas_data_mapper<const Scalar, Index, StorageOrder>(data, stride) {}
+
+  EIGEN_ALWAYS_INLINE const_blas_data_mapper<Scalar, Index, StorageOrder> getSubMapper(Index i, Index j) const {
+    return const_blas_data_mapper<Scalar, Index, StorageOrder>(&(this->operator()(i, j)), this->m_stride);
+  }
+};
+
+} // end namespace internal
+} // end namespace eigen
+
+#endif //EIGEN_MATRIXMAPPER_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/Memory.h b/third_party/eigen3/Eigen/src/Core/util/Memory.h
new file mode 100644
index 0000000000..03a699177a
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/Memory.h
@@ -0,0 +1,984 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2008-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009 Kenneth Riddile <kfriddile@yahoo.com>
+// Copyright (C) 2010 Hauke Heibel <hauke.heibel@gmail.com>
+// Copyright (C) 2010 Thomas Capricelli <orzel@freehackers.org>
+// Copyright (C) 2013 Pavel Holoborodko <pavel@holoborodko.com>
+//
+// 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/.
+
+
+/*****************************************************************************
+*** Platform checks for aligned malloc functions                           ***
+*****************************************************************************/
+
+#ifndef EIGEN_MEMORY_H
+#define EIGEN_MEMORY_H
+
+// See bug 554 (http://eigen.tuxfamily.org/bz/show_bug.cgi?id=554)
+// It seems to be unsafe to check _POSIX_ADVISORY_INFO without including unistd.h first.
+// Currently, let's include it only on unix systems:
+#if defined(__unix__) || defined(__unix)
+  #include <unistd.h>
+  #if ((defined __QNXNTO__) || (defined _GNU_SOURCE) || ((defined _XOPEN_SOURCE) && (_XOPEN_SOURCE >= 600))) && (defined _POSIX_ADVISORY_INFO) && (_POSIX_ADVISORY_INFO > 0)
+    #define EIGEN_HAS_POSIX_MEMALIGN 1
+  #endif
+#endif
+
+#ifndef EIGEN_HAS_POSIX_MEMALIGN
+  #define EIGEN_HAS_POSIX_MEMALIGN 0
+#endif
+
+#if defined EIGEN_VECTORIZE_SSE || defined EIGEN_VECTORIZE_AVX
+  #define EIGEN_HAS_MM_MALLOC 1
+#else
+  #define EIGEN_HAS_MM_MALLOC 0
+#endif
+
+namespace Eigen {
+
+namespace internal {
+
+EIGEN_DEVICE_FUNC inline void throw_std_bad_alloc()
+{
+#ifndef __CUDA_ARCH__
+  #ifdef EIGEN_EXCEPTIONS
+    throw std::bad_alloc();
+  #else
+    std::size_t huge = static_cast<std::size_t>(-1);
+    new int[huge];
+  #endif
+#endif
+}
+
+/*****************************************************************************
+*** Implementation of handmade aligned functions                           ***
+*****************************************************************************/
+
+/* ----- Hand made implementations of aligned malloc/free and realloc ----- */
+
+/** \internal Like malloc, but the returned pointer is guaranteed to be 16-byte aligned.
+  * Fast, but wastes 16 additional bytes of memory. Does not throw any exception.
+  */
+inline void* handmade_aligned_malloc(std::size_t size)
+{
+  void *original = std::malloc(size+EIGEN_ALIGN_BYTES);
+  if (original == 0) return 0;
+  void *aligned = reinterpret_cast<void*>((reinterpret_cast<std::size_t>(original) & ~(std::size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES);
+  *(reinterpret_cast<void**>(aligned) - 1) = original;
+  return aligned;
+}
+
+/** \internal Frees memory allocated with handmade_aligned_malloc */
+inline void handmade_aligned_free(void *ptr)
+{
+  if (ptr) std::free(*(reinterpret_cast<void**>(ptr) - 1));
+}
+
+/** \internal
+  * \brief Reallocates aligned memory.
+  * Since we know that our handmade version is based on std::realloc
+  * we can use std::realloc to implement efficient reallocation.
+  */
+inline void* handmade_aligned_realloc(void* ptr, std::size_t size, std::size_t = 0)
+{
+  if (ptr == 0) return handmade_aligned_malloc(size);
+  void *original = *(reinterpret_cast<void**>(ptr) - 1);
+  std::ptrdiff_t previous_offset = static_cast<char *>(ptr)-static_cast<char *>(original);
+  original = std::realloc(original,size+EIGEN_ALIGN_BYTES);
+  if (original == 0) return 0;
+  void *aligned = reinterpret_cast<void*>((reinterpret_cast<std::size_t>(original) & ~(std::size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES);
+  void *previous_aligned = static_cast<char *>(original)+previous_offset;
+  if(aligned!=previous_aligned)
+    std::memmove(aligned, previous_aligned, size);
+
+  *(reinterpret_cast<void**>(aligned) - 1) = original;
+  return aligned;
+}
+
+/*****************************************************************************
+*** Implementation of generic aligned realloc (when no realloc can be used)***
+*****************************************************************************/
+
+EIGEN_DEVICE_FUNC void* aligned_malloc(std::size_t size);
+EIGEN_DEVICE_FUNC void  aligned_free(void *ptr);
+
+/** \internal
+  * \brief Reallocates aligned memory.
+  * Allows reallocation with aligned ptr types. This implementation will
+  * always create a new memory chunk and copy the old data.
+  */
+inline void* generic_aligned_realloc(void* ptr, size_t size, size_t old_size)
+{
+  if (ptr==0)
+    return aligned_malloc(size);
+
+  if (size==0)
+  {
+    aligned_free(ptr);
+    return 0;
+  }
+
+  void* newptr = aligned_malloc(size);
+  if (newptr == 0)
+  {
+    #ifdef EIGEN_HAS_ERRNO
+    errno = ENOMEM; // according to the standard
+    #endif
+    return 0;
+  }
+
+  if (ptr != 0)
+  {
+    std::memcpy(newptr, ptr, (std::min)(size,old_size));
+    aligned_free(ptr);
+  }
+
+  return newptr;
+}
+
+/*****************************************************************************
+*** Implementation of portable aligned versions of malloc/free/realloc     ***
+*****************************************************************************/
+
+#ifdef EIGEN_NO_MALLOC
+EIGEN_DEVICE_FUNC inline void check_that_malloc_is_allowed()
+{
+  eigen_assert(false && "heap allocation is forbidden (EIGEN_NO_MALLOC is defined)");
+}
+#elif defined EIGEN_RUNTIME_NO_MALLOC
+EIGEN_DEVICE_FUNC inline bool is_malloc_allowed_impl(bool update, bool new_value = false)
+{
+  static bool value = true;
+  if (update == 1)
+    value = new_value;
+  return value;
+}
+EIGEN_DEVICE_FUNC inline bool is_malloc_allowed() { return is_malloc_allowed_impl(false); }
+EIGEN_DEVICE_FUNC inline bool set_is_malloc_allowed(bool new_value) { return is_malloc_allowed_impl(true, new_value); }
+EIGEN_DEVICE_FUNC inline void check_that_malloc_is_allowed()
+{
+  eigen_assert(is_malloc_allowed() && "heap allocation is forbidden (EIGEN_RUNTIME_NO_MALLOC is defined and g_is_malloc_allowed is false)");
+}
+#else
+EIGEN_DEVICE_FUNC inline void check_that_malloc_is_allowed()
+{}
+#endif
+
+/** \internal Allocates \a size bytes. The returned pointer is guaranteed to have 16 or 32 bytes alignment depending on the requirements.
+  * On allocation error, the returned pointer is null, and std::bad_alloc is thrown.
+  */
+EIGEN_DEVICE_FUNC
+inline void* aligned_malloc(size_t size)
+{
+  check_that_malloc_is_allowed();
+
+  void *result;
+  #if !EIGEN_ALIGN
+    result = std::malloc(size);
+  #elif EIGEN_HAS_POSIX_MEMALIGN
+    if(posix_memalign(&result, EIGEN_ALIGN_BYTES, size)) result = 0;
+  #elif EIGEN_HAS_MM_MALLOC
+    result = _mm_malloc(size, EIGEN_ALIGN_BYTES);
+  #elif defined(_MSC_VER) && (!defined(_WIN32_WCE))
+    result = _aligned_malloc(size, EIGEN_ALIGN_BYTES);
+  #else
+    result = handmade_aligned_malloc(size);
+  #endif
+
+  if(!result && size)
+    throw_std_bad_alloc();
+
+  return result;
+}
+
+/** \internal Frees memory allocated with aligned_malloc. */
+EIGEN_DEVICE_FUNC
+inline void aligned_free(void *ptr)
+{
+  #if !EIGEN_ALIGN
+    std::free(ptr);
+  #elif EIGEN_HAS_POSIX_MEMALIGN
+    std::free(ptr);
+  #elif EIGEN_HAS_MM_MALLOC
+    _mm_free(ptr);
+  #elif defined(_MSC_VER) && (!defined(_WIN32_WCE))
+    _aligned_free(ptr);
+  #else
+    handmade_aligned_free(ptr);
+  #endif
+}
+
+/**
+* \internal
+* \brief Reallocates an aligned block of memory.
+* \throws std::bad_alloc on allocation failure
+**/
+inline void* aligned_realloc(void *ptr, size_t new_size, size_t old_size)
+{
+  EIGEN_UNUSED_VARIABLE(old_size);
+
+  void *result;
+#if !EIGEN_ALIGN
+  result = std::realloc(ptr,new_size);
+#elif EIGEN_HAS_POSIX_MEMALIGN
+  result = generic_aligned_realloc(ptr,new_size,old_size);
+#elif EIGEN_HAS_MM_MALLOC
+  // The defined(_mm_free) is just here to verify that this MSVC version
+  // implements _mm_malloc/_mm_free based on the corresponding _aligned_
+  // functions. This may not always be the case and we just try to be safe.
+  #if EIGEN_OS_WIN_STRICT && defined(_mm_free)
+    result = _aligned_realloc(ptr,new_size,EIGEN_ALIGN_BYTES);
+  #else
+    result = generic_aligned_realloc(ptr,new_size,old_size);
+  #endif
+#elif EIGEN_OS_WIN_STRICT
+  result = _aligned_realloc(ptr,new_size,EIGEN_ALIGN_BYTES);
+#else
+  result = handmade_aligned_realloc(ptr,new_size,old_size);
+#endif
+
+  if (!result && new_size)
+    throw_std_bad_alloc();
+
+  return result;
+}
+
+/*****************************************************************************
+*** Implementation of conditionally aligned functions                      ***
+*****************************************************************************/
+
+/** \internal Allocates \a size bytes. If Align is true, then the returned ptr is 16-byte-aligned.
+  * On allocation error, the returned pointer is null, and a std::bad_alloc is thrown.
+  */
+template<bool Align> EIGEN_DEVICE_FUNC inline void* conditional_aligned_malloc(size_t size)
+{
+  return aligned_malloc(size);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void* conditional_aligned_malloc<false>(size_t size)
+{
+  check_that_malloc_is_allowed();
+
+  void *result = std::malloc(size);
+  if(!result && size)
+    throw_std_bad_alloc();
+  return result;
+}
+
+/** \internal Frees memory allocated with conditional_aligned_malloc */
+template<bool Align> EIGEN_DEVICE_FUNC inline void conditional_aligned_free(void *ptr)
+{
+  aligned_free(ptr);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void conditional_aligned_free<false>(void *ptr)
+{
+  std::free(ptr);
+}
+
+template<bool Align> inline void* conditional_aligned_realloc(void* ptr, size_t new_size, size_t old_size)
+{
+  return aligned_realloc(ptr, new_size, old_size);
+}
+
+template<> inline void* conditional_aligned_realloc<false>(void* ptr, size_t new_size, size_t)
+{
+  return std::realloc(ptr, new_size);
+}
+
+/*****************************************************************************
+*** Construction/destruction of array elements                             ***
+*****************************************************************************/
+
+/** \internal Constructs the elements of an array.
+  * The \a size parameter tells on how many objects to call the constructor of T.
+  */
+template<typename T> EIGEN_DEVICE_FUNC inline T* construct_elements_of_array(T *ptr, size_t size)
+{
+  for (size_t i=0; i < size; ++i) ::new (ptr + i) T;
+  return ptr;
+}
+
+/** \internal Destructs the elements of an array.
+  * The \a size parameters tells on how many objects to call the destructor of T.
+  */
+template<typename T> EIGEN_DEVICE_FUNC inline void destruct_elements_of_array(T *ptr, size_t size)
+{
+  // always destruct an array starting from the end.
+  if(ptr)
+    while(size) ptr[--size].~T();
+}
+
+/*****************************************************************************
+*** Implementation of aligned new/delete-like functions                    ***
+*****************************************************************************/
+
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE void check_size_for_overflow(size_t size)
+{
+  if(size > size_t(-1) / sizeof(T))
+    throw_std_bad_alloc();
+}
+
+/** \internal Allocates \a size objects of type T. The returned pointer is guaranteed to have 16 bytes alignment.
+  * On allocation error, the returned pointer is undefined, but a std::bad_alloc is thrown.
+  * The default constructor of T is called.
+  */
+template<typename T> EIGEN_DEVICE_FUNC inline T* aligned_new(size_t size)
+{
+  check_size_for_overflow<T>(size);
+  T *result = reinterpret_cast<T*>(aligned_malloc(sizeof(T)*size));
+  return construct_elements_of_array(result, size);
+}
+
+template<typename T, bool Align> EIGEN_DEVICE_FUNC inline T* conditional_aligned_new(size_t size)
+{
+  check_size_for_overflow<T>(size);
+  T *result = reinterpret_cast<T*>(conditional_aligned_malloc<Align>(sizeof(T)*size));
+  return construct_elements_of_array(result, size);
+}
+
+template<typename T> EIGEN_DEVICE_FUNC inline T* allocate_uvm(size_t size)
+{
+#if defined(EIGEN_USE_GPU) && defined(__CUDA_ARCH__)
+  return (T*)malloc(size);
+#elif defined(EIGEN_USE_GPU) && defined(__NVCC__)
+  T* result = NULL;
+  if (cudaMallocManaged(&result, size) != cudaSuccess) {
+    throw_std_bad_alloc();
+  }
+  return result;
+#else
+  return reinterpret_cast<T*>(conditional_aligned_malloc<true>(sizeof(T)*size));
+#endif
+}
+
+template<typename T> EIGEN_DEVICE_FUNC void deallocate_uvm(T* ptr)
+{
+#if defined(EIGEN_USE_GPU) && defined(__CUDA_ARCH__)
+  free(ptr);
+#elif defined(EIGEN_USE_GPU) && defined(__NVCC__)
+  if (cudaFree(ptr) != cudaSuccess) {
+    throw_std_bad_alloc();
+  }
+#else
+  return conditional_aligned_free<true>(ptr);
+#endif
+}
+
+/** \internal Deletes objects constructed with aligned_new
+  * The \a size parameters tells on how many objects to call the destructor of T.
+  */
+template<typename T> EIGEN_DEVICE_FUNC  inline void aligned_delete(T *ptr, size_t size)
+{
+  destruct_elements_of_array<T>(ptr, size);
+  aligned_free(ptr);
+}
+
+/** \internal Deletes objects constructed with conditional_aligned_new
+  * The \a size parameters tells on how many objects to call the destructor of T.
+  */
+template<typename T, bool Align> EIGEN_DEVICE_FUNC inline void conditional_aligned_delete(T *ptr, size_t size)
+{
+  destruct_elements_of_array<T>(ptr, size);
+  conditional_aligned_free<Align>(ptr);
+}
+
+template<typename T, bool Align> EIGEN_DEVICE_FUNC inline T* conditional_aligned_realloc_new(T* pts, size_t new_size, size_t old_size)
+{
+  check_size_for_overflow<T>(new_size);
+  check_size_for_overflow<T>(old_size);
+  if(new_size < old_size)
+    destruct_elements_of_array(pts+new_size, old_size-new_size);
+  T *result = reinterpret_cast<T*>(conditional_aligned_realloc<Align>(reinterpret_cast<void*>(pts), sizeof(T)*new_size, sizeof(T)*old_size));
+  if(new_size > old_size)
+    construct_elements_of_array(result+old_size, new_size-old_size);
+  return result;
+}
+
+
+template<typename T, bool Align> EIGEN_DEVICE_FUNC inline T* conditional_aligned_new_auto(size_t size)
+{
+  check_size_for_overflow<T>(size);
+  T *result = reinterpret_cast<T*>(conditional_aligned_malloc<Align>(sizeof(T)*size));
+  if(NumTraits<T>::RequireInitialization)
+    construct_elements_of_array(result, size);
+  return result;
+}
+
+template<typename T, bool Align, bool UseUVM> EIGEN_DEVICE_FUNC inline T* conditional_managed_new_auto(size_t size)
+{
+  check_size_for_overflow<T>(size);
+  T *result;
+  if (UseUVM) {
+    result = allocate_uvm<T>(size*sizeof(T));
+  }
+  else {
+    result = reinterpret_cast<T*>(conditional_aligned_malloc<Align>(sizeof(T)*size));
+  }
+  if(NumTraits<T>::RequireInitialization)
+    construct_elements_of_array(result, size);
+  return result;
+}
+
+template<typename T, bool Align, bool UseUVM> EIGEN_DEVICE_FUNC inline void conditional_managed_delete_auto(T* ptr, size_t size)
+{
+  if(NumTraits<T>::RequireInitialization)
+    destruct_elements_of_array<T>(ptr, size);
+  if (UseUVM) {
+    deallocate_uvm(ptr);
+  }
+  else {
+    conditional_aligned_free<Align>(ptr);
+  }
+}
+
+template<typename T, bool Align> inline T* conditional_aligned_realloc_new_auto(T* pts, size_t new_size, size_t old_size)
+{
+  check_size_for_overflow<T>(new_size);
+  check_size_for_overflow<T>(old_size);
+  if(NumTraits<T>::RequireInitialization && (new_size < old_size))
+    destruct_elements_of_array(pts+new_size, old_size-new_size);
+  T *result = reinterpret_cast<T*>(conditional_aligned_realloc<Align>(reinterpret_cast<void*>(pts), sizeof(T)*new_size, sizeof(T)*old_size));
+  if(NumTraits<T>::RequireInitialization && (new_size > old_size))
+    construct_elements_of_array(result+old_size, new_size-old_size);
+  return result;
+}
+
+template<typename T, bool Align> EIGEN_DEVICE_FUNC inline void conditional_aligned_delete_auto(T *ptr, size_t size)
+{
+  if(NumTraits<T>::RequireInitialization)
+    destruct_elements_of_array<T>(ptr, size);
+  conditional_aligned_free<Align>(ptr);
+}
+
+/****************************************************************************/
+
+/** \internal Returns the index of the first element of the array that is well aligned for vectorization.
+  *
+  * \param array the address of the start of the array
+  * \param size the size of the array
+  *
+  * \note If no element of the array is well aligned, the size of the array is returned. Typically,
+  * for example with SSE, "well aligned" means 16-byte-aligned. If vectorization is disabled or if the
+  * packet size for the given scalar type is 1, then everything is considered well-aligned.
+  *
+  * \note If the scalar type is vectorizable, we rely on the following assumptions: sizeof(Scalar) is a
+  * power of 2, the packet size in bytes is also a power of 2, and is a multiple of sizeof(Scalar). On the
+  * other hand, we do not assume that the array address is a multiple of sizeof(Scalar), as that fails for
+  * example with Scalar=double on certain 32-bit platforms, see bug #79.
+  *
+  * There is also the variant first_aligned(const MatrixBase&) defined in DenseCoeffsBase.h.
+  */
+template<typename Scalar, typename Index>
+inline Index first_aligned(const Scalar* array, Index size)
+{
+  enum { PacketSize = packet_traits<Scalar>::size,
+         PacketAlignedMask = PacketSize-1
+  };
+
+  if(PacketSize==1)
+  {
+    // Either there is no vectorization, or a packet consists of exactly 1 scalar so that all elements
+    // of the array have the same alignment.
+    return 0;
+  }
+  else if(size_t(array) & (sizeof(Scalar)-1))
+  {
+    // There is vectorization for this scalar type, but the array is not aligned to the size of a single scalar.
+    // Consequently, no element of the array is well aligned.
+    return size;
+  }
+  else
+  {
+    return std::min<Index>( (PacketSize - (Index((size_t(array)/sizeof(Scalar))) & PacketAlignedMask))
+                           & PacketAlignedMask, size);
+  }
+}
+
+/** \internal Returns the smallest integer multiple of \a base and greater or equal to \a size
+  */
+template<typename Index>
+inline Index first_multiple(Index size, Index base)
+{
+  return ((size+base-1)/base)*base;
+}
+
+// std::copy is much slower than memcpy, so let's introduce a smart_copy which
+// use memcpy on trivial types, i.e., on types that does not require an initialization ctor.
+template<typename T, bool UseMemcpy> struct smart_copy_helper;
+
+template<typename T> EIGEN_DEVICE_FUNC void smart_copy(const T* start, const T* end, T* target)
+{
+  smart_copy_helper<T,!NumTraits<T>::RequireInitialization>::run(start, end, target);
+}
+
+template<typename T> struct smart_copy_helper<T,true> {
+  static inline EIGEN_DEVICE_FUNC void run(const T* start, const T* end, T* target)
+  { memcpy(target, start, std::ptrdiff_t(end)-std::ptrdiff_t(start)); }
+};
+
+template<typename T> struct smart_copy_helper<T,false> {
+  static inline EIGEN_DEVICE_FUNC void run(const T* start, const T* end, T* target)
+  { std::copy(start, end, target); }
+};
+
+// intelligent memmove. falls back to std::memmove for POD types, uses std::copy otherwise.
+template<typename T, bool UseMemmove> struct smart_memmove_helper;
+
+template<typename T> void smart_memmove(const T* start, const T* end, T* target)
+{
+    smart_memmove_helper<T,!NumTraits<T>::RequireInitialization>::run(start, end, target);
+}
+
+template<typename T> struct smart_memmove_helper<T,true> {
+    static inline void run(const T* start, const T* end, T* target)
+    { std::memmove(target, start, std::ptrdiff_t(end)-std::ptrdiff_t(start)); }
+};
+
+template<typename T> struct smart_memmove_helper<T,false> {
+    static inline void run(const T* start, const T* end, T* target)
+    {
+        if (uintptr_t(target) < uintptr_t(start))
+        {
+            std::copy(start, end, target);
+        }
+        else
+        {
+            std::ptrdiff_t count = (std::ptrdiff_t(end)-std::ptrdiff_t(start)) / sizeof(T);
+            std::copy_backward(start, end, target + count);
+        }
+    }
+};
+
+
+/*****************************************************************************
+*** Implementation of runtime stack allocation (falling back to malloc)    ***
+*****************************************************************************/
+
+// you can overwrite Eigen's default behavior regarding alloca by defining EIGEN_ALLOCA
+// to the appropriate stack allocation function
+#ifndef EIGEN_ALLOCA
+  #if (defined __linux__) || (defined __APPLE__)
+    #define EIGEN_ALLOCA alloca
+  #elif defined(_MSC_VER)
+    #define EIGEN_ALLOCA _alloca
+  #endif
+#endif
+
+// This helper class construct the allocated memory, and takes care of destructing and freeing the handled data
+// at destruction time. In practice this helper class is mainly useful to avoid memory leak in case of exceptions.
+template<typename T> class aligned_stack_memory_handler
+{
+  public:
+    /* Creates a stack_memory_handler responsible for the buffer \a ptr of size \a size.
+     * Note that \a ptr can be 0 regardless of the other parameters.
+     * This constructor takes care of constructing/initializing the elements of the buffer if required by the scalar type T (see NumTraits<T>::RequireInitialization).
+     * In this case, the buffer elements will also be destructed when this handler will be destructed.
+     * Finally, if \a dealloc is true, then the pointer \a ptr is freed.
+     **/
+    aligned_stack_memory_handler(T* ptr, size_t size, bool dealloc)
+      : m_ptr(ptr), m_size(size), m_deallocate(dealloc)
+    {
+      if(NumTraits<T>::RequireInitialization && m_ptr)
+        Eigen::internal::construct_elements_of_array(m_ptr, size);
+    }
+    ~aligned_stack_memory_handler()
+    {
+      if(NumTraits<T>::RequireInitialization && m_ptr)
+        Eigen::internal::destruct_elements_of_array<T>(m_ptr, m_size);
+      if(m_deallocate)
+        Eigen::internal::aligned_free(m_ptr);
+    }
+  protected:
+    T* m_ptr;
+    size_t m_size;
+    bool m_deallocate;
+};
+
+} // end namespace internal
+
+/** \internal
+  * Declares, allocates and construct an aligned buffer named NAME of SIZE elements of type TYPE on the stack
+  * if SIZE is smaller than EIGEN_STACK_ALLOCATION_LIMIT, and if stack allocation is supported by the platform
+  * (currently, this is Linux and Visual Studio only). Otherwise the memory is allocated on the heap.
+  * The allocated buffer is automatically deleted when exiting the scope of this declaration.
+  * If BUFFER is non null, then the declared variable is simply an alias for BUFFER, and no allocation/deletion occurs.
+  * Here is an example:
+  * \code
+  * {
+  *   ei_declare_aligned_stack_constructed_variable(float,data,size,0);
+  *   // use data[0] to data[size-1]
+  * }
+  * \endcode
+  * The underlying stack allocation function can controlled with the EIGEN_ALLOCA preprocessor token.
+  */
+#ifdef EIGEN_ALLOCA
+  // The native alloca() that comes with llvm aligns buffer on 16 bytes even when AVX is enabled.
+#if defined(__arm__) || defined(_WIN32) || EIGEN_ALIGN_BYTES > 16
+    #define EIGEN_ALIGNED_ALLOCA(SIZE) reinterpret_cast<void*>((reinterpret_cast<size_t>(EIGEN_ALLOCA(SIZE+EIGEN_ALIGN_BYTES)) & ~(size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES)
+  #else
+    #define EIGEN_ALIGNED_ALLOCA EIGEN_ALLOCA
+  #endif
+
+  #define ei_declare_aligned_stack_constructed_variable(TYPE,NAME,SIZE,BUFFER) \
+    Eigen::internal::check_size_for_overflow<TYPE>(SIZE); \
+    TYPE* NAME = (BUFFER)!=0 ? (BUFFER) \
+               : reinterpret_cast<TYPE*>( \
+                      (sizeof(TYPE)*SIZE<=EIGEN_STACK_ALLOCATION_LIMIT) ? EIGEN_ALIGNED_ALLOCA(sizeof(TYPE)*SIZE) \
+                    : Eigen::internal::aligned_malloc(sizeof(TYPE)*SIZE) );  \
+    Eigen::internal::aligned_stack_memory_handler<TYPE> EIGEN_CAT(NAME,_stack_memory_destructor)((BUFFER)==0 ? NAME : 0,SIZE,sizeof(TYPE)*SIZE>EIGEN_STACK_ALLOCATION_LIMIT)
+
+#else
+
+  #define ei_declare_aligned_stack_constructed_variable(TYPE,NAME,SIZE,BUFFER) \
+    Eigen::internal::check_size_for_overflow<TYPE>(SIZE); \
+    TYPE* NAME = (BUFFER)!=0 ? BUFFER : reinterpret_cast<TYPE*>(Eigen::internal::aligned_malloc(sizeof(TYPE)*SIZE));    \
+    Eigen::internal::aligned_stack_memory_handler<TYPE> EIGEN_CAT(NAME,_stack_memory_destructor)((BUFFER)==0 ? NAME : 0,SIZE,true)
+
+#endif
+
+
+/*****************************************************************************
+*** Implementation of EIGEN_MAKE_ALIGNED_OPERATOR_NEW [_IF]                ***
+*****************************************************************************/
+
+#if EIGEN_ALIGN
+  #ifdef EIGEN_EXCEPTIONS
+    #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \
+      void* operator new(size_t size, const std::nothrow_t&) throw() { \
+        try { return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); } \
+        catch (...) { return 0; } \
+        return 0; \
+      }
+  #else
+    #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \
+      void* operator new(size_t size, const std::nothrow_t&) throw() { \
+        return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); \
+      }
+  #endif
+
+  #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(NeedsToAlign) \
+      void *operator new(size_t size) { \
+        return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); \
+      } \
+      void *operator new[](size_t size) { \
+        return Eigen::internal::conditional_aligned_malloc<NeedsToAlign>(size); \
+      } \
+      void operator delete(void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
+      void operator delete[](void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
+      /* in-place new and delete. since (at least afaik) there is no actual   */ \
+      /* memory allocated we can safely let the default implementation handle */ \
+      /* this particular case. */ \
+      static void *operator new(size_t size, void *ptr) { return ::operator new(size,ptr); } \
+      static void *operator new[](size_t size, void* ptr) { return ::operator new[](size,ptr); } \
+      void operator delete(void * memory, void *ptr) throw() { return ::operator delete(memory,ptr); } \
+      void operator delete[](void * memory, void *ptr) throw() { return ::operator delete[](memory,ptr); } \
+      /* nothrow-new (returns zero instead of std::bad_alloc) */ \
+      EIGEN_MAKE_ALIGNED_OPERATOR_NEW_NOTHROW(NeedsToAlign) \
+      void operator delete(void *ptr, const std::nothrow_t&) throw() { \
+        Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); \
+      } \
+      typedef void eigen_aligned_operator_new_marker_type;
+#else
+  #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(NeedsToAlign)
+#endif
+
+#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(true)
+#define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(Scalar,Size) \
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(bool(((Size)!=Eigen::Dynamic) && ((sizeof(Scalar)*(Size))%EIGEN_ALIGN_BYTES==0)))
+
+/****************************************************************************/
+
+/** \class aligned_allocator
+* \ingroup Core_Module
+*
+* \brief STL compatible allocator to use with with 16 byte aligned types
+*
+* Example:
+* \code
+* // Matrix4f requires 16 bytes alignment:
+* std::map< int, Matrix4f, std::less<int>,
+*           aligned_allocator<std::pair<const int, Matrix4f> > > my_map_mat4;
+* // Vector3f does not require 16 bytes alignment, no need to use Eigen's allocator:
+* std::map< int, Vector3f > my_map_vec3;
+* \endcode
+*
+* \sa \ref TopicStlContainers.
+*/
+template<class T>
+class aligned_allocator : public std::allocator<T>
+{
+public:
+  typedef size_t          size_type;
+  typedef std::ptrdiff_t  difference_type;
+  typedef T*              pointer;
+  typedef const T*        const_pointer;
+  typedef T&              reference;
+  typedef const T&        const_reference;
+  typedef T               value_type;
+
+  template<class U>
+  struct rebind
+  {
+    typedef aligned_allocator<U> other;
+  };
+
+  aligned_allocator() : std::allocator<T>() {}
+
+  aligned_allocator(const aligned_allocator& other) : std::allocator<T>(other) {}
+
+  template<class U>
+  aligned_allocator(const aligned_allocator<U>& other) : std::allocator<T>(other) {}
+
+  ~aligned_allocator() {}
+
+  pointer allocate(size_type num, const void* /*hint*/ = 0)
+  {
+    internal::check_size_for_overflow<T>(num);
+    return static_cast<pointer>( internal::aligned_malloc(num * sizeof(T)) );
+  }
+
+  void deallocate(pointer p, size_type /*num*/)
+  {
+    internal::aligned_free(p);
+  }
+};
+
+//---------- Cache sizes ----------
+
+#if !defined(EIGEN_NO_CPUID)
+#  if EIGEN_COMP_GNUC && EIGEN_ARCH_i386_OR_x86_64
+#    if defined(__PIC__) && EIGEN_ARCH_i386
+       // Case for x86 with PIC
+#      define EIGEN_CPUID(abcd,func,id) \
+         __asm__ __volatile__ ("xchgl %%ebx, %k1;cpuid; xchgl %%ebx,%k1": "=a" (abcd[0]), "=&r" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "a" (func), "c" (id));
+#    elif defined(__PIC__) && EIGEN_ARCH_x86_64
+       // Case for x64 with PIC. In theory this is only a problem with recent gcc and with medium or large code model, not with the default small code model.
+       // However, we cannot detect which code model is used, and the xchg overhead is negligible anyway.
+#      define EIGEN_CPUID(abcd,func,id) \
+        __asm__ __volatile__ ("xchg{q}\t{%%}rbx, %q1; cpuid; xchg{q}\t{%%}rbx, %q1": "=a" (abcd[0]), "=&r" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "0" (func), "2" (id));
+#    else
+       // Case for x86_64 or x86 w/o PIC
+#      define EIGEN_CPUID(abcd,func,id) \
+         __asm__ __volatile__ ("cpuid": "=a" (abcd[0]), "=b" (abcd[1]), "=c" (abcd[2]), "=d" (abcd[3]) : "0" (func), "2" (id) );
+#    endif
+#  elif EIGEN_COMP_MSVC
+#    if (EIGEN_COMP_MSVC > 1500) && EIGEN_ARCH_i386_OR_x86_64
+#      define EIGEN_CPUID(abcd,func,id) __cpuidex((int*)abcd,func,id)
+#    endif
+#  endif
+#endif
+
+namespace internal {
+
+#ifdef EIGEN_CPUID
+
+inline bool cpuid_is_vendor(int abcd[4], const char* vendor)
+{
+  return abcd[1]==(reinterpret_cast<const int*>(vendor))[0] && abcd[3]==(reinterpret_cast<const int*>(vendor))[1] && abcd[2]==(reinterpret_cast<const int*>(vendor))[2];
+}
+
+inline void queryCacheSizes_intel_direct(int& l1, int& l2, int& l3)
+{
+  int abcd[4];
+  l1 = l2 = l3 = 0;
+  int cache_id = 0;
+  int cache_type = 0;
+  do {
+    abcd[0] = abcd[1] = abcd[2] = abcd[3] = 0;
+    EIGEN_CPUID(abcd,0x4,cache_id);
+    cache_type  = (abcd[0] & 0x0F) >> 0;
+    if(cache_type==1||cache_type==3) // data or unified cache
+    {
+      int cache_level = (abcd[0] & 0xE0) >> 5;  // A[7:5]
+      int ways        = (abcd[1] & 0xFFC00000) >> 22; // B[31:22]
+      int partitions  = (abcd[1] & 0x003FF000) >> 12; // B[21:12]
+      int line_size   = (abcd[1] & 0x00000FFF) >>  0; // B[11:0]
+      int sets        = (abcd[2]);                    // C[31:0]
+
+      int cache_size = (ways+1) * (partitions+1) * (line_size+1) * (sets+1);
+
+      switch(cache_level)
+      {
+        case 1: l1 = cache_size; break;
+        case 2: l2 = cache_size; break;
+        case 3: l3 = cache_size; break;
+        default: break;
+      }
+    }
+    cache_id++;
+  } while(cache_type>0 && cache_id<16);
+}
+
+inline void queryCacheSizes_intel_codes(int& l1, int& l2, int& l3)
+{
+  int abcd[4];
+  abcd[0] = abcd[1] = abcd[2] = abcd[3] = 0;
+  l1 = l2 = l3 = 0;
+  EIGEN_CPUID(abcd,0x00000002,0);
+  unsigned char * bytes = reinterpret_cast<unsigned char *>(abcd)+2;
+  bool check_for_p2_core2 = false;
+  for(int i=0; i<14; ++i)
+  {
+    switch(bytes[i])
+    {
+      case 0x0A: l1 = 8; break;   // 0Ah   data L1 cache, 8 KB, 2 ways, 32 byte lines
+      case 0x0C: l1 = 16; break;  // 0Ch   data L1 cache, 16 KB, 4 ways, 32 byte lines
+      case 0x0E: l1 = 24; break;  // 0Eh   data L1 cache, 24 KB, 6 ways, 64 byte lines
+      case 0x10: l1 = 16; break;  // 10h   data L1 cache, 16 KB, 4 ways, 32 byte lines (IA-64)
+      case 0x15: l1 = 16; break;  // 15h   code L1 cache, 16 KB, 4 ways, 32 byte lines (IA-64)
+      case 0x2C: l1 = 32; break;  // 2Ch   data L1 cache, 32 KB, 8 ways, 64 byte lines
+      case 0x30: l1 = 32; break;  // 30h   code L1 cache, 32 KB, 8 ways, 64 byte lines
+      case 0x60: l1 = 16; break;  // 60h   data L1 cache, 16 KB, 8 ways, 64 byte lines, sectored
+      case 0x66: l1 = 8; break;   // 66h   data L1 cache, 8 KB, 4 ways, 64 byte lines, sectored
+      case 0x67: l1 = 16; break;  // 67h   data L1 cache, 16 KB, 4 ways, 64 byte lines, sectored
+      case 0x68: l1 = 32; break;  // 68h   data L1 cache, 32 KB, 4 ways, 64 byte lines, sectored
+      case 0x1A: l2 = 96; break;   // code and data L2 cache, 96 KB, 6 ways, 64 byte lines (IA-64)
+      case 0x22: l3 = 512; break;   // code and data L3 cache, 512 KB, 4 ways (!), 64 byte lines, dual-sectored
+      case 0x23: l3 = 1024; break;   // code and data L3 cache, 1024 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x25: l3 = 2048; break;   // code and data L3 cache, 2048 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x29: l3 = 4096; break;   // code and data L3 cache, 4096 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x39: l2 = 128; break;   // code and data L2 cache, 128 KB, 4 ways, 64 byte lines, sectored
+      case 0x3A: l2 = 192; break;   // code and data L2 cache, 192 KB, 6 ways, 64 byte lines, sectored
+      case 0x3B: l2 = 128; break;   // code and data L2 cache, 128 KB, 2 ways, 64 byte lines, sectored
+      case 0x3C: l2 = 256; break;   // code and data L2 cache, 256 KB, 4 ways, 64 byte lines, sectored
+      case 0x3D: l2 = 384; break;   // code and data L2 cache, 384 KB, 6 ways, 64 byte lines, sectored
+      case 0x3E: l2 = 512; break;   // code and data L2 cache, 512 KB, 4 ways, 64 byte lines, sectored
+      case 0x40: l2 = 0; break;   // no integrated L2 cache (P6 core) or L3 cache (P4 core)
+      case 0x41: l2 = 128; break;   // code and data L2 cache, 128 KB, 4 ways, 32 byte lines
+      case 0x42: l2 = 256; break;   // code and data L2 cache, 256 KB, 4 ways, 32 byte lines
+      case 0x43: l2 = 512; break;   // code and data L2 cache, 512 KB, 4 ways, 32 byte lines
+      case 0x44: l2 = 1024; break;   // code and data L2 cache, 1024 KB, 4 ways, 32 byte lines
+      case 0x45: l2 = 2048; break;   // code and data L2 cache, 2048 KB, 4 ways, 32 byte lines
+      case 0x46: l3 = 4096; break;   // code and data L3 cache, 4096 KB, 4 ways, 64 byte lines
+      case 0x47: l3 = 8192; break;   // code and data L3 cache, 8192 KB, 8 ways, 64 byte lines
+      case 0x48: l2 = 3072; break;   // code and data L2 cache, 3072 KB, 12 ways, 64 byte lines
+      case 0x49: if(l2!=0) l3 = 4096; else {check_for_p2_core2=true; l3 = l2 = 4096;} break;// code and data L3 cache, 4096 KB, 16 ways, 64 byte lines (P4) or L2 for core2
+      case 0x4A: l3 = 6144; break;   // code and data L3 cache, 6144 KB, 12 ways, 64 byte lines
+      case 0x4B: l3 = 8192; break;   // code and data L3 cache, 8192 KB, 16 ways, 64 byte lines
+      case 0x4C: l3 = 12288; break;   // code and data L3 cache, 12288 KB, 12 ways, 64 byte lines
+      case 0x4D: l3 = 16384; break;   // code and data L3 cache, 16384 KB, 16 ways, 64 byte lines
+      case 0x4E: l2 = 6144; break;   // code and data L2 cache, 6144 KB, 24 ways, 64 byte lines
+      case 0x78: l2 = 1024; break;   // code and data L2 cache, 1024 KB, 4 ways, 64 byte lines
+      case 0x79: l2 = 128; break;   // code and data L2 cache, 128 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x7A: l2 = 256; break;   // code and data L2 cache, 256 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x7B: l2 = 512; break;   // code and data L2 cache, 512 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x7C: l2 = 1024; break;   // code and data L2 cache, 1024 KB, 8 ways, 64 byte lines, dual-sectored
+      case 0x7D: l2 = 2048; break;   // code and data L2 cache, 2048 KB, 8 ways, 64 byte lines
+      case 0x7E: l2 = 256; break;   // code and data L2 cache, 256 KB, 8 ways, 128 byte lines, sect. (IA-64)
+      case 0x7F: l2 = 512; break;   // code and data L2 cache, 512 KB, 2 ways, 64 byte lines
+      case 0x80: l2 = 512; break;   // code and data L2 cache, 512 KB, 8 ways, 64 byte lines
+      case 0x81: l2 = 128; break;   // code and data L2 cache, 128 KB, 8 ways, 32 byte lines
+      case 0x82: l2 = 256; break;   // code and data L2 cache, 256 KB, 8 ways, 32 byte lines
+      case 0x83: l2 = 512; break;   // code and data L2 cache, 512 KB, 8 ways, 32 byte lines
+      case 0x84: l2 = 1024; break;   // code and data L2 cache, 1024 KB, 8 ways, 32 byte lines
+      case 0x85: l2 = 2048; break;   // code and data L2 cache, 2048 KB, 8 ways, 32 byte lines
+      case 0x86: l2 = 512; break;   // code and data L2 cache, 512 KB, 4 ways, 64 byte lines
+      case 0x87: l2 = 1024; break;   // code and data L2 cache, 1024 KB, 8 ways, 64 byte lines
+      case 0x88: l3 = 2048; break;   // code and data L3 cache, 2048 KB, 4 ways, 64 byte lines (IA-64)
+      case 0x89: l3 = 4096; break;   // code and data L3 cache, 4096 KB, 4 ways, 64 byte lines (IA-64)
+      case 0x8A: l3 = 8192; break;   // code and data L3 cache, 8192 KB, 4 ways, 64 byte lines (IA-64)
+      case 0x8D: l3 = 3072; break;   // code and data L3 cache, 3072 KB, 12 ways, 128 byte lines (IA-64)
+
+      default: break;
+    }
+  }
+  if(check_for_p2_core2 && l2 == l3)
+    l3 = 0;
+  l1 *= 1024;
+  l2 *= 1024;
+  l3 *= 1024;
+}
+
+inline void queryCacheSizes_intel(int& l1, int& l2, int& l3, int max_std_funcs)
+{
+  if(max_std_funcs>=4)
+    queryCacheSizes_intel_direct(l1,l2,l3);
+  else
+    queryCacheSizes_intel_codes(l1,l2,l3);
+}
+
+inline void queryCacheSizes_amd(int& l1, int& l2, int& l3)
+{
+  int abcd[4];
+  abcd[0] = abcd[1] = abcd[2] = abcd[3] = 0;
+  EIGEN_CPUID(abcd,0x80000005,0);
+  l1 = (abcd[2] >> 24) * 1024; // C[31:24] = L1 size in KB
+  abcd[0] = abcd[1] = abcd[2] = abcd[3] = 0;
+  EIGEN_CPUID(abcd,0x80000006,0);
+  l2 = (abcd[2] >> 16) * 1024; // C[31;16] = l2 cache size in KB
+  l3 = ((abcd[3] & 0xFFFC000) >> 18) * 512 * 1024; // D[31;18] = l3 cache size in 512KB
+}
+#endif
+
+/** \internal
+ * Queries and returns the cache sizes in Bytes of the L1, L2, and L3 data caches respectively */
+inline void queryCacheSizes(int& l1, int& l2, int& l3)
+{
+  #ifdef EIGEN_CPUID
+  int abcd[4];
+
+  // identify the CPU vendor
+  EIGEN_CPUID(abcd,0x0,0);
+  int max_std_funcs = abcd[1];
+  if(cpuid_is_vendor(abcd,"GenuineIntel"))
+    queryCacheSizes_intel(l1,l2,l3,max_std_funcs);
+  else if(cpuid_is_vendor(abcd,"AuthenticAMD") || cpuid_is_vendor(abcd,"AMDisbetter!"))
+    queryCacheSizes_amd(l1,l2,l3);
+  else
+    // by default let's use Intel's API
+    queryCacheSizes_intel(l1,l2,l3,max_std_funcs);
+
+  // here is the list of other vendors:
+//   ||cpuid_is_vendor(abcd,"VIA VIA VIA ")
+//   ||cpuid_is_vendor(abcd,"CyrixInstead")
+//   ||cpuid_is_vendor(abcd,"CentaurHauls")
+//   ||cpuid_is_vendor(abcd,"GenuineTMx86")
+//   ||cpuid_is_vendor(abcd,"TransmetaCPU")
+//   ||cpuid_is_vendor(abcd,"RiseRiseRise")
+//   ||cpuid_is_vendor(abcd,"Geode by NSC")
+//   ||cpuid_is_vendor(abcd,"SiS SiS SiS ")
+//   ||cpuid_is_vendor(abcd,"UMC UMC UMC ")
+//   ||cpuid_is_vendor(abcd,"NexGenDriven")
+  #else
+  l1 = l2 = l3 = -1;
+  #endif
+}
+
+/** \internal
+ * \returns the size in Bytes of the L1 data cache */
+inline int queryL1CacheSize()
+{
+  int l1(-1), l2, l3;
+  queryCacheSizes(l1,l2,l3);
+  return l1;
+}
+
+inline int queryL2CacheSize()
+{
+  int l1, l2(-1), l3;
+  queryCacheSizes(l1,l2,l3);
+  return l2;
+}
+
+/** \internal
+ * \returns the size in Bytes of the L2 or L3 cache if this later is present */
+inline int queryTopLevelCacheSize()
+{
+  int l1, l2(-1), l3(-1);
+  queryCacheSizes(l1,l2,l3);
+  return (std::max)(l2,l3);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MEMORY_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/Meta.h b/third_party/eigen3/Eigen/src/Core/util/Meta.h
new file mode 100644
index 0000000000..7576b32689
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/Meta.h
@@ -0,0 +1,334 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_META_H
+#define EIGEN_META_H
+
+#if defined(__CUDA_ARCH__) && !defined(__GCUDACC__)
+#include <math_constants.h>
+#endif
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal
+  * \file Meta.h
+  * This file contains generic metaprogramming classes which are not specifically related to Eigen.
+  * \note In case you wonder, yes we're aware that Boost already provides all these features,
+  * we however don't want to add a dependency to Boost.
+  */
+
+struct true_type {  enum { value = 1 }; };
+struct false_type { enum { value = 0 }; };
+
+template<bool Condition, typename Then, typename Else>
+struct conditional { typedef Then type; };
+
+template<typename Then, typename Else>
+struct conditional <false, Then, Else> { typedef Else type; };
+
+template<typename T, typename U> struct is_same { enum { value = 0 }; };
+template<typename T> struct is_same<T,T> { enum { value = 1 }; };
+
+template<typename T> struct remove_reference { typedef T type; };
+template<typename T> struct remove_reference<T&> { typedef T type; };
+
+template<typename T> struct remove_pointer { typedef T type; };
+template<typename T> struct remove_pointer<T*> { typedef T type; };
+template<typename T> struct remove_pointer<T*const> { typedef T type; };
+
+template <class T> struct remove_const { typedef T type; };
+template <class T> struct remove_const<const T> { typedef T type; };
+template <class T> struct remove_const<const T[]> { typedef T type[]; };
+template <class T, unsigned int Size> struct remove_const<const T[Size]> { typedef T type[Size]; };
+
+template<typename T> struct remove_all { typedef T type; };
+template<typename T> struct remove_all<const T>   { typedef typename remove_all<T>::type type; };
+template<typename T> struct remove_all<T const&>  { typedef typename remove_all<T>::type type; };
+template<typename T> struct remove_all<T&>        { typedef typename remove_all<T>::type type; };
+template<typename T> struct remove_all<T const*>  { typedef typename remove_all<T>::type type; };
+template<typename T> struct remove_all<T*>        { typedef typename remove_all<T>::type type; };
+
+template<typename T> struct is_arithmetic      { enum { value = false }; };
+template<> struct is_arithmetic<float>         { enum { value = true }; };
+template<> struct is_arithmetic<double>        { enum { value = true }; };
+template<> struct is_arithmetic<long double>   { enum { value = true }; };
+template<> struct is_arithmetic<bool>          { enum { value = true }; };
+template<> struct is_arithmetic<char>          { enum { value = true }; };
+template<> struct is_arithmetic<signed char>   { enum { value = true }; };
+template<> struct is_arithmetic<unsigned char> { enum { value = true }; };
+template<> struct is_arithmetic<signed short>  { enum { value = true }; };
+template<> struct is_arithmetic<unsigned short>{ enum { value = true }; };
+template<> struct is_arithmetic<signed int>    { enum { value = true }; };
+template<> struct is_arithmetic<unsigned int>  { enum { value = true }; };
+template<> struct is_arithmetic<signed long>   { enum { value = true }; };
+template<> struct is_arithmetic<unsigned long> { enum { value = true }; };
+
+template <typename T> struct add_const { typedef const T type; };
+template <typename T> struct add_const<T&> { typedef T& type; };
+
+template <typename T> struct is_const { enum { value = 0 }; };
+template <typename T> struct is_const<T const> { enum { value = 1 }; };
+
+template<typename T> struct add_const_on_value_type            { typedef const T type;  };
+template<typename T> struct add_const_on_value_type<T&>        { typedef T const& type; };
+template<typename T> struct add_const_on_value_type<T*>        { typedef T const* type; };
+template<typename T> struct add_const_on_value_type<T* const>  { typedef T const* const type; };
+template<typename T> struct add_const_on_value_type<T const* const>  { typedef T const* const type; };
+
+/** \internal Allows to enable/disable an overload
+  * according to a compile time condition.
+  */
+template<bool Condition, typename T> struct enable_if;
+
+template<typename T> struct enable_if<true,T>
+{ typedef T type; };
+
+#if defined(__CUDA_ARCH__) && !defined(__GCUDACC__)
+ 
+namespace device {
+
+template<typename T> struct numeric_limits
+{
+  EIGEN_DEVICE_FUNC
+  static T epsilon() { return 0; }
+  static T max() { assert(false && "Max not suppoted for this type"); }
+  static T lowest() { assert(false && "Lowest not suppoted for this type"); }
+};
+template<> struct numeric_limits<float>
+{
+  EIGEN_DEVICE_FUNC
+  static float epsilon() { return __FLT_EPSILON__; }
+  EIGEN_DEVICE_FUNC
+  static float max() { return CUDART_MAX_NORMAL_F; }
+  EIGEN_DEVICE_FUNC
+  static float lowest() { return -CUDART_MAX_NORMAL_F; }
+};
+template<> struct numeric_limits<double>
+{
+  EIGEN_DEVICE_FUNC
+  static double epsilon() { return __DBL_EPSILON__; }
+  EIGEN_DEVICE_FUNC
+  static double max() { return CUDART_INF; }
+  EIGEN_DEVICE_FUNC
+  static double lowest() { return -CUDART_INF; }
+};
+template<> struct numeric_limits<int>
+{
+  EIGEN_DEVICE_FUNC
+  static int epsilon() { return 0; }
+  EIGEN_DEVICE_FUNC
+  static int max() { return INT_MAX; }
+  EIGEN_DEVICE_FUNC
+  static int lowest() { return INT_MIN; }
+};
+template<> struct numeric_limits<long>
+{
+  EIGEN_DEVICE_FUNC
+  static long epsilon() { return 0; }
+  EIGEN_DEVICE_FUNC
+  static long max() { return LONG_MAX; }
+  EIGEN_DEVICE_FUNC
+  static long lowest() { return LONG_MIN; }
+};
+template<> struct numeric_limits<long long>
+{
+  EIGEN_DEVICE_FUNC
+  static long long epsilon() { return 0; }
+  EIGEN_DEVICE_FUNC
+  static long long max() { return LLONG_MAX; }
+  EIGEN_DEVICE_FUNC
+  static long long lowest() { return LLONG_MIN; }
+};
+
+}
+
+#endif
+
+/** \internal
+  * A base class do disable default copy ctor and copy assignement operator.
+  */
+class noncopyable
+{
+  noncopyable(const noncopyable&);
+  const noncopyable& operator=(const noncopyable&);
+protected:
+  noncopyable() {}
+  ~noncopyable() {}
+};
+
+
+/** \internal
+  * Convenient struct to get the result type of a unary or binary functor.
+  *
+  * It supports both the current STL mechanism (using the result_type member) as well as
+  * upcoming next STL generation (using a templated result member).
+  * If none of these members is provided, then the type of the first argument is returned. FIXME, that behavior is a pretty bad hack.
+  */
+template<typename T> struct result_of {};
+
+struct has_none {int a[1];};
+struct has_std_result_type {int a[2];};
+struct has_tr1_result {int a[3];};
+
+template<typename Func, typename ArgType, int SizeOf=sizeof(has_none)>
+struct unary_result_of_select {typedef ArgType type;};
+
+template<typename Func, typename ArgType>
+struct unary_result_of_select<Func, ArgType, sizeof(has_std_result_type)> {typedef typename Func::result_type type;};
+
+template<typename Func, typename ArgType>
+struct unary_result_of_select<Func, ArgType, sizeof(has_tr1_result)> {typedef typename Func::template result<Func(ArgType)>::type type;};
+
+template<typename Func, typename ArgType>
+struct result_of<Func(ArgType)> {
+    template<typename T>
+    static has_std_result_type testFunctor(T const *, typename T::result_type const * = 0);
+    template<typename T>
+    static has_tr1_result      testFunctor(T const *, typename T::template result<T(ArgType)>::type const * = 0);
+    static has_none            testFunctor(...);
+
+    // note that the following indirection is needed for gcc-3.3
+    enum {FunctorType = sizeof(testFunctor(static_cast<Func*>(0)))};
+    typedef typename unary_result_of_select<Func, ArgType, FunctorType>::type type;
+};
+
+template<typename Func, typename ArgType0, typename ArgType1, int SizeOf=sizeof(has_none)>
+struct binary_result_of_select {typedef ArgType0 type;};
+
+template<typename Func, typename ArgType0, typename ArgType1>
+struct binary_result_of_select<Func, ArgType0, ArgType1, sizeof(has_std_result_type)>
+{typedef typename Func::result_type type;};
+
+template<typename Func, typename ArgType0, typename ArgType1>
+struct binary_result_of_select<Func, ArgType0, ArgType1, sizeof(has_tr1_result)>
+{typedef typename Func::template result<Func(ArgType0,ArgType1)>::type type;};
+
+template<typename Func, typename ArgType0, typename ArgType1>
+struct result_of<Func(ArgType0,ArgType1)> {
+    template<typename T>
+    static has_std_result_type testFunctor(T const *, typename T::result_type const * = 0);
+    template<typename T>
+    static has_tr1_result      testFunctor(T const *, typename T::template result<T(ArgType0,ArgType1)>::type const * = 0);
+    static has_none            testFunctor(...);
+
+    // note that the following indirection is needed for gcc-3.3
+    enum {FunctorType = sizeof(testFunctor(static_cast<Func*>(0)))};
+    typedef typename binary_result_of_select<Func, ArgType0, ArgType1, FunctorType>::type type;
+};
+
+/** \internal In short, it computes int(sqrt(\a Y)) with \a Y an integer.
+  * Usage example: \code meta_sqrt<1023>::ret \endcode
+  */
+template<int Y,
+         int InfX = 0,
+         int SupX = ((Y==1) ? 1 : Y/2),
+         bool Done = ((SupX-InfX)<=1 ? true : ((SupX*SupX <= Y) && ((SupX+1)*(SupX+1) > Y))) >
+                                // use ?: instead of || just to shut up a stupid gcc 4.3 warning
+class meta_sqrt
+{
+    enum {
+      MidX = (InfX+SupX)/2,
+      TakeInf = MidX*MidX > Y ? 1 : 0,
+      NewInf = int(TakeInf) ? InfX : int(MidX),
+      NewSup = int(TakeInf) ? int(MidX) : SupX
+    };
+  public:
+    enum { ret = meta_sqrt<Y,NewInf,NewSup>::ret };
+};
+
+template<int Y, int InfX, int SupX>
+class meta_sqrt<Y, InfX, SupX, true> { public:  enum { ret = (SupX*SupX <= Y) ? SupX : InfX }; };
+
+/** \internal determines whether the product of two numeric types is allowed and what the return type is */
+template<typename T, typename U> struct scalar_product_traits
+{
+  enum { Defined = 0 };
+};
+
+template<typename T> struct scalar_product_traits<T,T>
+{
+  enum {
+    // Cost = NumTraits<T>::MulCost,
+    Defined = 1
+  };
+  typedef T ReturnType;
+};
+
+template<typename T> struct scalar_product_traits<T, const T>
+{
+  enum {
+    // Cost = NumTraits<T>::MulCost,
+    Defined = 1
+  };
+  typedef T ReturnType;
+};
+
+template<typename T> struct scalar_product_traits<const T, T>
+{
+  enum {
+    // Cost = NumTraits<T>::MulCost,
+    Defined = 1
+  };
+  typedef T ReturnType;
+};
+
+template<typename T> struct scalar_product_traits<T,std::complex<T> >
+{
+  enum {
+    // Cost = 2*NumTraits<T>::MulCost,
+    Defined = 1
+  };
+  typedef std::complex<T> ReturnType;
+};
+
+template<typename T> struct scalar_product_traits<std::complex<T>, T>
+{
+  enum {
+    // Cost = 2*NumTraits<T>::MulCost,
+    Defined = 1
+  };
+  typedef std::complex<T> ReturnType;
+};
+
+// FIXME quick workaround around current limitation of result_of
+// template<typename Scalar, typename ArgType0, typename ArgType1>
+// struct result_of<scalar_product_op<Scalar>(ArgType0,ArgType1)> {
+// typedef typename scalar_product_traits<typename remove_all<ArgType0>::type, typename remove_all<ArgType1>::type>::ReturnType type;
+// };
+
+template<typename T> struct is_diagonal
+{ enum { ret = false }; };
+
+template<typename T> struct is_diagonal<DiagonalBase<T> >
+{ enum { ret = true }; };
+
+template<typename T> struct is_diagonal<DiagonalWrapper<T> >
+{ enum { ret = true }; };
+
+template<typename T, int S> struct is_diagonal<DiagonalMatrix<T,S> >
+{ enum { ret = true }; };
+
+} // end namespace internal
+
+namespace numext {
+  
+#if defined(__CUDA_ARCH__)
+template<typename T> EIGEN_DEVICE_FUNC   void swap(T &a, T &b) { T tmp = b; b = a; a = tmp; }
+#else
+template<typename T> EIGEN_STRONG_INLINE void swap(T &a, T &b) { std::swap(a,b); }
+#endif
+
+} // end namespace numext
+
+} // end namespace Eigen
+
+#endif // EIGEN_META_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/ReenableStupidWarnings.h b/third_party/eigen3/Eigen/src/Core/util/ReenableStupidWarnings.h
new file mode 100644
index 0000000000..5ddfbd4aa6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/ReenableStupidWarnings.h
@@ -0,0 +1,14 @@
+#ifdef EIGEN_WARNINGS_DISABLED
+#undef EIGEN_WARNINGS_DISABLED
+
+#ifndef EIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS
+  #ifdef _MSC_VER
+    #pragma warning( pop )
+  #elif defined __INTEL_COMPILER
+    #pragma warning pop
+  #elif defined __clang__
+    #pragma clang diagnostic pop
+  #endif
+#endif
+
+#endif // EIGEN_WARNINGS_DISABLED
diff --git a/third_party/eigen3/Eigen/src/Core/util/StaticAssert.h b/third_party/eigen3/Eigen/src/Core/util/StaticAssert.h
new file mode 100644
index 0000000000..396e27b900
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/StaticAssert.h
@@ -0,0 +1,206 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_STATIC_ASSERT_H
+#define EIGEN_STATIC_ASSERT_H
+
+/* Some notes on Eigen's static assertion mechanism:
+ *
+ *  - in EIGEN_STATIC_ASSERT(CONDITION,MSG) the parameter CONDITION must be a compile time boolean
+ *    expression, and MSG an enum listed in struct internal::static_assertion<true>
+ *
+ *  - define EIGEN_NO_STATIC_ASSERT to disable them (and save compilation time)
+ *    in that case, the static assertion is converted to the following runtime assert:
+ *      eigen_assert(CONDITION && "MSG")
+ *
+ *  - currently EIGEN_STATIC_ASSERT can only be used in function scope
+ *
+ */
+
+#ifndef EIGEN_NO_STATIC_ASSERT
+
+  #if defined(__GXX_EXPERIMENTAL_CXX0X__) || (EIGEN_COMP_MSVC >= 1600)
+
+    // if native static_assert is enabled, let's use it
+    #define EIGEN_STATIC_ASSERT(X,MSG) static_assert(X,#MSG);
+
+  #else // not CXX0X
+
+    namespace Eigen {
+
+    namespace internal {
+
+    template<bool condition>
+    struct static_assertion {};
+
+    template<>
+    struct static_assertion<true>
+    {
+      enum {
+        YOU_TRIED_CALLING_A_VECTOR_METHOD_ON_A_MATRIX,
+        YOU_MIXED_VECTORS_OF_DIFFERENT_SIZES,
+        YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES,
+        THIS_METHOD_IS_ONLY_FOR_VECTORS_OF_A_SPECIFIC_SIZE,
+        THIS_METHOD_IS_ONLY_FOR_MATRICES_OF_A_SPECIFIC_SIZE,
+        THIS_METHOD_IS_ONLY_FOR_OBJECTS_OF_A_SPECIFIC_SIZE,
+        YOU_MADE_A_PROGRAMMING_MISTAKE,
+        EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT,
+        EIGEN_INTERNAL_COMPILATION_ERROR_OR_YOU_MADE_A_PROGRAMMING_MISTAKE,
+        YOU_CALLED_A_FIXED_SIZE_METHOD_ON_A_DYNAMIC_SIZE_MATRIX_OR_VECTOR,
+        YOU_CALLED_A_DYNAMIC_SIZE_METHOD_ON_A_FIXED_SIZE_MATRIX_OR_VECTOR,
+        UNALIGNED_LOAD_AND_STORE_OPERATIONS_UNIMPLEMENTED_ON_ALTIVEC,
+        THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES,
+        FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED,
+        NUMERIC_TYPE_MUST_BE_REAL,
+        COEFFICIENT_WRITE_ACCESS_TO_SELFADJOINT_NOT_SUPPORTED,
+        WRITING_TO_TRIANGULAR_PART_WITH_UNIT_DIAGONAL_IS_NOT_SUPPORTED,
+        THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE,
+        INVALID_MATRIX_PRODUCT,
+        INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS,
+        INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION,
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY,
+        THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES,
+        THIS_METHOD_IS_ONLY_FOR_ROW_MAJOR_MATRICES,
+        INVALID_MATRIX_TEMPLATE_PARAMETERS,
+        INVALID_MATRIXBASE_TEMPLATE_PARAMETERS,
+        BOTH_MATRICES_MUST_HAVE_THE_SAME_STORAGE_ORDER,
+        THIS_METHOD_IS_ONLY_FOR_DIAGONAL_MATRIX,
+        THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE,
+        THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES,
+        YOU_ALREADY_SPECIFIED_THIS_STRIDE,
+        INVALID_STORAGE_ORDER_FOR_THIS_VECTOR_EXPRESSION,
+        THE_BRACKET_OPERATOR_IS_ONLY_FOR_VECTORS__USE_THE_PARENTHESIS_OPERATOR_INSTEAD,
+        PACKET_ACCESS_REQUIRES_TO_HAVE_INNER_STRIDE_FIXED_TO_1,
+        THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS,
+        YOU_CANNOT_MIX_ARRAYS_AND_MATRICES,
+        YOU_PERFORMED_AN_INVALID_TRANSFORMATION_CONVERSION,
+        THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY,
+        YOU_ARE_TRYING_TO_USE_AN_INDEX_BASED_ACCESSOR_ON_AN_EXPRESSION_THAT_DOES_NOT_SUPPORT_THAT,
+        THIS_METHOD_IS_ONLY_FOR_1x1_EXPRESSIONS,
+        THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL,
+        THIS_METHOD_IS_ONLY_FOR_ARRAYS_NOT_MATRICES,
+        YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED,
+        YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED,
+        THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE,
+        THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH,
+        OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG
+      };
+    };
+
+    } // end namespace internal
+
+    } // end namespace Eigen
+
+    // Specialized implementation for MSVC to avoid "conditional
+    // expression is constant" warnings.  This implementation doesn't
+    // appear to work under GCC, hence the multiple implementations.
+    #if EIGEN_COMP_MSVC
+
+      #define EIGEN_STATIC_ASSERT(CONDITION,MSG) \
+        {Eigen::internal::static_assertion<bool(CONDITION)>::MSG;}
+
+    #else
+      // In some cases clang interprets bool(CONDITION) as function declaration
+      #define EIGEN_STATIC_ASSERT(CONDITION,MSG) \
+        if (Eigen::internal::static_assertion<static_cast<bool>(CONDITION)>::MSG) {}
+
+    #endif
+
+  #endif // not CXX0X
+
+#else // EIGEN_NO_STATIC_ASSERT
+
+  #define EIGEN_STATIC_ASSERT(CONDITION,MSG) eigen_assert((CONDITION) && #MSG);
+
+#endif // EIGEN_NO_STATIC_ASSERT
+
+
+// static assertion failing if the type \a TYPE is not a vector type
+#define EIGEN_STATIC_ASSERT_VECTOR_ONLY(TYPE) \
+  EIGEN_STATIC_ASSERT(TYPE::IsVectorAtCompileTime, \
+                      YOU_TRIED_CALLING_A_VECTOR_METHOD_ON_A_MATRIX)
+
+// static assertion failing if the type \a TYPE is not fixed-size
+#define EIGEN_STATIC_ASSERT_FIXED_SIZE(TYPE) \
+  EIGEN_STATIC_ASSERT(TYPE::SizeAtCompileTime!=Eigen::Dynamic, \
+                      YOU_CALLED_A_FIXED_SIZE_METHOD_ON_A_DYNAMIC_SIZE_MATRIX_OR_VECTOR)
+
+// static assertion failing if the type \a TYPE is not dynamic-size
+#define EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(TYPE) \
+  EIGEN_STATIC_ASSERT(TYPE::SizeAtCompileTime==Eigen::Dynamic, \
+                      YOU_CALLED_A_DYNAMIC_SIZE_METHOD_ON_A_FIXED_SIZE_MATRIX_OR_VECTOR)
+
+// static assertion failing if the type \a TYPE is not a vector type of the given size
+#define EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(TYPE, SIZE) \
+  EIGEN_STATIC_ASSERT(TYPE::IsVectorAtCompileTime && TYPE::SizeAtCompileTime==SIZE, \
+                      THIS_METHOD_IS_ONLY_FOR_VECTORS_OF_A_SPECIFIC_SIZE)
+
+// static assertion failing if the type \a TYPE is not a vector type of the given size
+#define EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(TYPE, ROWS, COLS) \
+  EIGEN_STATIC_ASSERT(TYPE::RowsAtCompileTime==ROWS && TYPE::ColsAtCompileTime==COLS, \
+                      THIS_METHOD_IS_ONLY_FOR_MATRICES_OF_A_SPECIFIC_SIZE)
+
+// static assertion failing if the two vector expression types are not compatible (same fixed-size or dynamic size)
+#define EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(TYPE0,TYPE1) \
+  EIGEN_STATIC_ASSERT( \
+      (int(TYPE0::SizeAtCompileTime)==Eigen::Dynamic \
+    || int(TYPE1::SizeAtCompileTime)==Eigen::Dynamic \
+    || int(TYPE0::SizeAtCompileTime)==int(TYPE1::SizeAtCompileTime)),\
+    YOU_MIXED_VECTORS_OF_DIFFERENT_SIZES)
+
+#define EIGEN_PREDICATE_SAME_MATRIX_SIZE(TYPE0,TYPE1) \
+     ( \
+        (int(TYPE0::SizeAtCompileTime)==0 && int(TYPE1::SizeAtCompileTime)==0) \
+    || (\
+          (int(TYPE0::RowsAtCompileTime)==Eigen::Dynamic \
+        || int(TYPE1::RowsAtCompileTime)==Eigen::Dynamic \
+        || int(TYPE0::RowsAtCompileTime)==int(TYPE1::RowsAtCompileTime)) \
+      &&  (int(TYPE0::ColsAtCompileTime)==Eigen::Dynamic \
+        || int(TYPE1::ColsAtCompileTime)==Eigen::Dynamic \
+        || int(TYPE0::ColsAtCompileTime)==int(TYPE1::ColsAtCompileTime))\
+       ) \
+     )
+
+#ifdef EIGEN2_SUPPORT
+  #define EIGEN_STATIC_ASSERT_NON_INTEGER(TYPE) \
+    eigen_assert(!NumTraits<Scalar>::IsInteger);
+#else
+  #define EIGEN_STATIC_ASSERT_NON_INTEGER(TYPE) \
+    EIGEN_STATIC_ASSERT(!NumTraits<TYPE>::IsInteger, THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES)
+#endif
+
+
+// static assertion failing if it is guaranteed at compile-time that the two matrix expression types have different sizes
+#define EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(TYPE0,TYPE1) \
+  EIGEN_STATIC_ASSERT( \
+     EIGEN_PREDICATE_SAME_MATRIX_SIZE(TYPE0,TYPE1),\
+    YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES)
+
+#define EIGEN_STATIC_ASSERT_SIZE_1x1(TYPE) \
+      EIGEN_STATIC_ASSERT((TYPE::RowsAtCompileTime == 1 || TYPE::RowsAtCompileTime == Dynamic) && \
+                          (TYPE::ColsAtCompileTime == 1 || TYPE::ColsAtCompileTime == Dynamic), \
+                          THIS_METHOD_IS_ONLY_FOR_1x1_EXPRESSIONS)
+
+#define EIGEN_STATIC_ASSERT_LVALUE(Derived) \
+      EIGEN_STATIC_ASSERT(internal::is_lvalue<Derived>::value, \
+                          THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY)
+
+#define EIGEN_STATIC_ASSERT_ARRAYXPR(Derived) \
+      EIGEN_STATIC_ASSERT((internal::is_same<typename internal::traits<Derived>::XprKind, ArrayXpr>::value), \
+                          THIS_METHOD_IS_ONLY_FOR_ARRAYS_NOT_MATRICES)
+
+#define EIGEN_STATIC_ASSERT_SAME_XPR_KIND(Derived1, Derived2) \
+      EIGEN_STATIC_ASSERT((internal::is_same<typename internal::traits<Derived1>::XprKind, \
+                                             typename internal::traits<Derived2>::XprKind \
+                                            >::value), \
+                          YOU_CANNOT_MIX_ARRAYS_AND_MATRICES)
+
+
+#endif // EIGEN_STATIC_ASSERT_H
diff --git a/third_party/eigen3/Eigen/src/Core/util/XprHelper.h b/third_party/eigen3/Eigen/src/Core/util/XprHelper.h
new file mode 100644
index 0000000000..13285909b4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Core/util/XprHelper.h
@@ -0,0 +1,481 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_XPRHELPER_H
+#define EIGEN_XPRHELPER_H
+
+// just a workaround because GCC seems to not really like empty structs
+// FIXME: gcc 4.3 generates bad code when strict-aliasing is enabled
+// so currently we simply disable this optimization for gcc 4.3
+#if EIGEN_COMP_GNUC && !EIGEN_GNUC_AT(4,3)
+  #define EIGEN_EMPTY_STRUCT_CTOR(X) \
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE X() {} \
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE X(const X& ) {}
+#else
+  #define EIGEN_EMPTY_STRUCT_CTOR(X)
+#endif
+
+namespace Eigen {
+
+typedef EIGEN_DEFAULT_DENSE_INDEX_TYPE DenseIndex;
+
+namespace internal {
+
+//classes inheriting no_assignment_operator don't generate a default operator=.
+class no_assignment_operator
+{
+  private:
+    no_assignment_operator& operator=(const no_assignment_operator&);
+};
+
+/** \internal return the index type with the largest number of bits */
+template<typename I1, typename I2>
+struct promote_index_type
+{
+  typedef typename conditional<(sizeof(I1)<sizeof(I2)), I2, I1>::type type;
+};
+
+/** \internal If the template parameter Value is Dynamic, this class is just a wrapper around a T variable that
+  * can be accessed using value() and setValue().
+  * Otherwise, this class is an empty structure and value() just returns the template parameter Value.
+  */
+template<typename T, int Value> class variable_if_dynamic
+{
+  public:
+    EIGEN_EMPTY_STRUCT_CTOR(variable_if_dynamic)
+    EIGEN_DEVICE_FUNC explicit variable_if_dynamic(T v) { EIGEN_ONLY_USED_FOR_DEBUG(v); eigen_assert(v == T(Value)); }
+    EIGEN_DEVICE_FUNC static T value() { return T(Value); }
+    EIGEN_DEVICE_FUNC void setValue(T) {}
+};
+
+template<typename T> class variable_if_dynamic<T, Dynamic>
+{
+    T m_value;
+    EIGEN_DEVICE_FUNC variable_if_dynamic() { eigen_assert(false); }
+  public:
+    EIGEN_DEVICE_FUNC explicit variable_if_dynamic(T value) : m_value(value) {}
+    EIGEN_DEVICE_FUNC T value() const { return m_value; }
+    EIGEN_DEVICE_FUNC void setValue(T value) { m_value = value; }
+};
+
+/** \internal like variable_if_dynamic but for DynamicIndex
+  */
+template<typename T, int Value> class variable_if_dynamicindex
+{
+  public:
+    EIGEN_EMPTY_STRUCT_CTOR(variable_if_dynamicindex)
+    EIGEN_DEVICE_FUNC explicit variable_if_dynamicindex(T v) { EIGEN_ONLY_USED_FOR_DEBUG(v); eigen_assert(v == T(Value)); }
+    EIGEN_DEVICE_FUNC static T value() { return T(Value); }
+    EIGEN_DEVICE_FUNC void setValue(T) {}
+};
+
+template<typename T> class variable_if_dynamicindex<T, DynamicIndex>
+{
+    T m_value;
+    EIGEN_DEVICE_FUNC variable_if_dynamicindex() { eigen_assert(false); }
+  public:
+    EIGEN_DEVICE_FUNC explicit variable_if_dynamicindex(T value) : m_value(value) {}
+    EIGEN_DEVICE_FUNC T value() const { return m_value; }
+    EIGEN_DEVICE_FUNC void setValue(T value) { m_value = value; }
+};
+
+template<typename T> struct functor_traits
+{
+  enum
+  {
+    Cost = 10,
+    PacketAccess = false,
+    IsRepeatable = false
+  };
+};
+
+template<typename T> struct packet_traits;
+
+template<typename T> struct unpacket_traits
+{
+  typedef T type;
+  typedef T half;
+  enum {size=1};
+};
+
+template<typename _Scalar, int _Rows, int _Cols,
+         int _Options = AutoAlign |
+                          ( (_Rows==1 && _Cols!=1) ? RowMajor
+                          : (_Cols==1 && _Rows!=1) ? ColMajor
+                          : EIGEN_DEFAULT_MATRIX_STORAGE_ORDER_OPTION ),
+         int _MaxRows = _Rows,
+         int _MaxCols = _Cols
+> class make_proper_matrix_type
+{
+    enum {
+      IsColVector = _Cols==1 && _Rows!=1,
+      IsRowVector = _Rows==1 && _Cols!=1,
+      Options = IsColVector ? (_Options | ColMajor) & ~RowMajor
+              : IsRowVector ? (_Options | RowMajor) & ~ColMajor
+              : _Options
+    };
+  public:
+    typedef Matrix<_Scalar, _Rows, _Cols, Options, _MaxRows, _MaxCols> type;
+};
+
+template<typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+class compute_matrix_flags
+{
+    enum {
+      row_major_bit = Options&RowMajor ? RowMajorBit : 0,
+      is_dynamic_size_storage = MaxRows==Dynamic || MaxCols==Dynamic,
+
+      aligned_bit =
+      (
+            ((Options&DontAlign)==0)
+        && (
+#if EIGEN_ALIGN_STATICALLY
+             ((!is_dynamic_size_storage) && (((MaxCols*MaxRows*int(sizeof(Scalar))) % EIGEN_ALIGN_BYTES) == 0))
+#else
+             0
+#endif
+
+          ||
+
+#if EIGEN_ALIGN
+             is_dynamic_size_storage
+#else
+             0
+#endif
+
+          )
+      ) ? AlignedBit : 0,
+      packet_access_bit = packet_traits<Scalar>::Vectorizable && aligned_bit ? PacketAccessBit : 0
+    };
+
+  public:
+    enum { ret = LinearAccessBit | LvalueBit | DirectAccessBit | NestByRefBit | packet_access_bit | row_major_bit | aligned_bit };
+};
+
+template<int _Rows, int _Cols> struct size_at_compile_time
+{
+  enum { ret = (_Rows==Dynamic || _Cols==Dynamic) ? Dynamic : _Rows * _Cols };
+};
+
+/* plain_matrix_type : the difference from eval is that plain_matrix_type is always a plain matrix type,
+ * whereas eval is a const reference in the case of a matrix
+ */
+
+template<typename T, typename StorageKind = typename traits<T>::StorageKind> struct plain_matrix_type;
+template<typename T, typename BaseClassType> struct plain_matrix_type_dense;
+template<typename T> struct plain_matrix_type<T,Dense>
+{
+  typedef typename plain_matrix_type_dense<T,typename traits<T>::XprKind>::type type;
+};
+
+template<typename T> struct plain_matrix_type_dense<T,MatrixXpr>
+{
+  typedef Matrix<typename traits<T>::Scalar,
+                traits<T>::RowsAtCompileTime,
+                traits<T>::ColsAtCompileTime,
+                AutoAlign | (traits<T>::Flags&RowMajorBit ? RowMajor : ColMajor),
+                traits<T>::MaxRowsAtCompileTime,
+                traits<T>::MaxColsAtCompileTime
+          > type;
+};
+
+template<typename T> struct plain_matrix_type_dense<T,ArrayXpr>
+{
+  typedef Array<typename traits<T>::Scalar,
+                traits<T>::RowsAtCompileTime,
+                traits<T>::ColsAtCompileTime,
+                AutoAlign | (traits<T>::Flags&RowMajorBit ? RowMajor : ColMajor),
+                traits<T>::MaxRowsAtCompileTime,
+                traits<T>::MaxColsAtCompileTime
+          > type;
+};
+
+/* eval : the return type of eval(). For matrices, this is just a const reference
+ * in order to avoid a useless copy
+ */
+
+template<typename T, typename StorageKind = typename traits<T>::StorageKind> struct eval;
+
+template<typename T> struct eval<T,Dense>
+{
+  typedef typename plain_matrix_type<T>::type type;
+//   typedef typename T::PlainObject type;
+//   typedef T::Matrix<typename traits<T>::Scalar,
+//                 traits<T>::RowsAtCompileTime,
+//                 traits<T>::ColsAtCompileTime,
+//                 AutoAlign | (traits<T>::Flags&RowMajorBit ? RowMajor : ColMajor),
+//                 traits<T>::MaxRowsAtCompileTime,
+//                 traits<T>::MaxColsAtCompileTime
+//           > type;
+};
+
+// for matrices, no need to evaluate, just use a const reference to avoid a useless copy
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct eval<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols>, Dense>
+{
+  typedef const Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols>& type;
+};
+
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct eval<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols>, Dense>
+{
+  typedef const Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols>& type;
+};
+
+
+
+/* plain_matrix_type_column_major : same as plain_matrix_type but guaranteed to be column-major
+ */
+template<typename T> struct plain_matrix_type_column_major
+{
+  enum { Rows = traits<T>::RowsAtCompileTime,
+         Cols = traits<T>::ColsAtCompileTime,
+         MaxRows = traits<T>::MaxRowsAtCompileTime,
+         MaxCols = traits<T>::MaxColsAtCompileTime
+  };
+  typedef Matrix<typename traits<T>::Scalar,
+                Rows,
+                Cols,
+                (MaxRows==1&&MaxCols!=1) ? RowMajor : ColMajor,
+                MaxRows,
+                MaxCols
+          > type;
+};
+
+/* plain_matrix_type_row_major : same as plain_matrix_type but guaranteed to be row-major
+ */
+template<typename T> struct plain_matrix_type_row_major
+{
+  enum { Rows = traits<T>::RowsAtCompileTime,
+         Cols = traits<T>::ColsAtCompileTime,
+         MaxRows = traits<T>::MaxRowsAtCompileTime,
+         MaxCols = traits<T>::MaxColsAtCompileTime
+  };
+  typedef Matrix<typename traits<T>::Scalar,
+                Rows,
+                Cols,
+                (MaxCols==1&&MaxRows!=1) ? RowMajor : ColMajor,
+                MaxRows,
+                MaxCols
+          > type;
+};
+
+// we should be able to get rid of this one too
+template<typename T> struct must_nest_by_value { enum { ret = false }; };
+
+/** \internal The reference selector for template expressions. The idea is that we don't
+  * need to use references for expressions since they are light weight proxy
+  * objects which should generate no copying overhead. */
+template <typename T>
+struct ref_selector
+{
+  typedef typename conditional<
+    bool(traits<T>::Flags & NestByRefBit),
+    T const&,
+    const T
+  >::type type;
+};
+
+/** \internal Adds the const qualifier on the value-type of T2 if and only if T1 is a const type */
+template<typename T1, typename T2>
+struct transfer_constness
+{
+  typedef typename conditional<
+    bool(internal::is_const<T1>::value),
+    typename internal::add_const_on_value_type<T2>::type,
+    T2
+  >::type type;
+};
+
+/** \internal Determines how a given expression should be nested into another one.
+  * For example, when you do a * (b+c), Eigen will determine how the expression b+c should be
+  * nested into the bigger product expression. The choice is between nesting the expression b+c as-is, or
+  * evaluating that expression b+c into a temporary variable d, and nest d so that the resulting expression is
+  * a*d. Evaluating can be beneficial for example if every coefficient access in the resulting expression causes
+  * many coefficient accesses in the nested expressions -- as is the case with matrix product for example.
+  *
+  * \param T the type of the expression being nested
+  * \param n the number of coefficient accesses in the nested expression for each coefficient access in the bigger expression.
+  *
+  * Note that if no evaluation occur, then the constness of T is preserved.
+  *
+  * Example. Suppose that a, b, and c are of type Matrix3d. The user forms the expression a*(b+c).
+  * b+c is an expression "sum of matrices", which we will denote by S. In order to determine how to nest it,
+  * the Product expression uses: nested<S, 3>::type, which turns out to be Matrix3d because the internal logic of
+  * nested determined that in this case it was better to evaluate the expression b+c into a temporary. On the other hand,
+  * since a is of type Matrix3d, the Product expression nests it as nested<Matrix3d, 3>::type, which turns out to be
+  * const Matrix3d&, because the internal logic of nested determined that since a was already a matrix, there was no point
+  * in copying it into another matrix.
+  */
+template<typename T, int n=1, typename PlainObject = typename eval<T>::type> struct nested
+{
+  enum {
+    // for the purpose of this test, to keep it reasonably simple, we arbitrarily choose a value of Dynamic values.
+    // the choice of 10000 makes it larger than any practical fixed value and even most dynamic values.
+    // in extreme cases where these assumptions would be wrong, we would still at worst suffer performance issues
+    // (poor choice of temporaries).
+    // it's important that this value can still be squared without integer overflowing.
+    DynamicAsInteger = 10000,
+    ScalarReadCost = NumTraits<typename traits<T>::Scalar>::ReadCost,
+    ScalarReadCostAsInteger = ScalarReadCost == Dynamic ? int(DynamicAsInteger) : int(ScalarReadCost),
+    CoeffReadCost = traits<T>::CoeffReadCost,
+    CoeffReadCostAsInteger = CoeffReadCost == Dynamic ? int(DynamicAsInteger) : int(CoeffReadCost),
+    NAsInteger = n == Dynamic ? int(DynamicAsInteger) : n,
+    CostEvalAsInteger   = (NAsInteger+1) * ScalarReadCostAsInteger + CoeffReadCostAsInteger,
+    CostNoEvalAsInteger = NAsInteger * CoeffReadCostAsInteger
+  };
+
+  typedef typename conditional<
+      ( (int(traits<T>::Flags) & EvalBeforeNestingBit) ||
+        int(CostEvalAsInteger) < int(CostNoEvalAsInteger)
+      ),
+      PlainObject,
+      typename ref_selector<T>::type
+  >::type type;
+};
+
+template<typename T>
+EIGEN_DEVICE_FUNC
+T* const_cast_ptr(const T* ptr)
+{
+  return const_cast<T*>(ptr);
+}
+
+template<typename Derived, typename XprKind = typename traits<Derived>::XprKind>
+struct dense_xpr_base
+{
+  /* dense_xpr_base should only ever be used on dense expressions, thus falling either into the MatrixXpr or into the ArrayXpr cases */
+};
+
+template<typename Derived>
+struct dense_xpr_base<Derived, MatrixXpr>
+{
+  typedef MatrixBase<Derived> type;
+};
+
+template<typename Derived>
+struct dense_xpr_base<Derived, ArrayXpr>
+{
+  typedef ArrayBase<Derived> type;
+};
+
+/** \internal Helper base class to add a scalar multiple operator
+  * overloads for complex types */
+template<typename Derived,typename Scalar,typename OtherScalar,
+         bool EnableIt = !is_same<Scalar,OtherScalar>::value >
+struct special_scalar_op_base : public DenseCoeffsBase<Derived>
+{
+  // dummy operator* so that the
+  // "using special_scalar_op_base::operator*" compiles
+  void operator*() const;
+};
+
+template<typename Derived,typename Scalar,typename OtherScalar>
+struct special_scalar_op_base<Derived,Scalar,OtherScalar,true>  : public DenseCoeffsBase<Derived>
+{
+  const CwiseUnaryOp<scalar_multiple2_op<Scalar,OtherScalar>, Derived>
+  operator*(const OtherScalar& scalar) const
+  {
+    return CwiseUnaryOp<scalar_multiple2_op<Scalar,OtherScalar>, Derived>
+      (*static_cast<const Derived*>(this), scalar_multiple2_op<Scalar,OtherScalar>(scalar));
+  }
+
+  inline friend const CwiseUnaryOp<scalar_multiple2_op<Scalar,OtherScalar>, Derived>
+  operator*(const OtherScalar& scalar, const Derived& matrix)
+  { return static_cast<const special_scalar_op_base&>(matrix).operator*(scalar); }
+};
+
+template<typename XprType, typename CastType> struct cast_return_type
+{
+  typedef typename XprType::Scalar CurrentScalarType;
+  typedef typename remove_all<CastType>::type _CastType;
+  typedef typename _CastType::Scalar NewScalarType;
+  typedef typename conditional<is_same<CurrentScalarType,NewScalarType>::value,
+                              const XprType&,CastType>::type type;
+};
+
+template <typename A, typename B> struct promote_storage_type;
+
+template <typename A> struct promote_storage_type<A,A>
+{
+  typedef A ret;
+};
+template <typename A> struct promote_storage_type<A, const A>
+{
+  typedef A ret;
+};
+template <typename A> struct promote_storage_type<const A, A>
+{
+  typedef A ret;
+};
+
+
+
+/** \internal gives the plain matrix or array type to store a row/column/diagonal of a matrix type.
+  * \param Scalar optional parameter allowing to pass a different scalar type than the one of the MatrixType.
+  */
+template<typename ExpressionType, typename Scalar = typename ExpressionType::Scalar>
+struct plain_row_type
+{
+  typedef Matrix<Scalar, 1, ExpressionType::ColsAtCompileTime,
+                 ExpressionType::PlainObject::Options | RowMajor, 1, ExpressionType::MaxColsAtCompileTime> MatrixRowType;
+  typedef Array<Scalar, 1, ExpressionType::ColsAtCompileTime,
+                 ExpressionType::PlainObject::Options | RowMajor, 1, ExpressionType::MaxColsAtCompileTime> ArrayRowType;
+
+  typedef typename conditional<
+    is_same< typename traits<ExpressionType>::XprKind, MatrixXpr >::value,
+    MatrixRowType,
+    ArrayRowType 
+  >::type type;
+};
+
+template<typename ExpressionType, typename Scalar = typename ExpressionType::Scalar>
+struct plain_col_type
+{
+  typedef Matrix<Scalar, ExpressionType::RowsAtCompileTime, 1,
+                 ExpressionType::PlainObject::Options & ~RowMajor, ExpressionType::MaxRowsAtCompileTime, 1> MatrixColType;
+  typedef Array<Scalar, ExpressionType::RowsAtCompileTime, 1,
+                 ExpressionType::PlainObject::Options & ~RowMajor, ExpressionType::MaxRowsAtCompileTime, 1> ArrayColType;
+
+  typedef typename conditional<
+    is_same< typename traits<ExpressionType>::XprKind, MatrixXpr >::value,
+    MatrixColType,
+    ArrayColType 
+  >::type type;
+};
+
+template<typename ExpressionType, typename Scalar = typename ExpressionType::Scalar>
+struct plain_diag_type
+{
+  enum { diag_size = EIGEN_SIZE_MIN_PREFER_DYNAMIC(ExpressionType::RowsAtCompileTime, ExpressionType::ColsAtCompileTime),
+         max_diag_size = EIGEN_SIZE_MIN_PREFER_FIXED(ExpressionType::MaxRowsAtCompileTime, ExpressionType::MaxColsAtCompileTime)
+  };
+  typedef Matrix<Scalar, diag_size, 1, ExpressionType::PlainObject::Options & ~RowMajor, max_diag_size, 1> MatrixDiagType;
+  typedef Array<Scalar, diag_size, 1, ExpressionType::PlainObject::Options & ~RowMajor, max_diag_size, 1> ArrayDiagType;
+
+  typedef typename conditional<
+    is_same< typename traits<ExpressionType>::XprKind, MatrixXpr >::value,
+    MatrixDiagType,
+    ArrayDiagType 
+  >::type type;
+};
+
+template<typename ExpressionType>
+struct is_lvalue
+{
+  enum { value = !bool(is_const<ExpressionType>::value) &&
+                 bool(traits<ExpressionType>::Flags & LvalueBit) };
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_XPRHELPER_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Block.h b/third_party/eigen3/Eigen/src/Eigen2Support/Block.h
new file mode 100644
index 0000000000..604456f40e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Block.h
@@ -0,0 +1,126 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_BLOCK2_H
+#define EIGEN_BLOCK2_H
+
+namespace Eigen { 
+
+/** \returns a dynamic-size expression of a corner of *this.
+  *
+  * \param type the type of corner. Can be \a Eigen::TopLeft, \a Eigen::TopRight,
+  * \a Eigen::BottomLeft, \a Eigen::BottomRight.
+  * \param cRows the number of rows in the corner
+  * \param cCols the number of columns in the corner
+  *
+  * Example: \include MatrixBase_corner_enum_int_int.cpp
+  * Output: \verbinclude MatrixBase_corner_enum_int_int.out
+  *
+  * \note Even though the returned expression has dynamic size, in the case
+  * when it is applied to a fixed-size matrix, it inherits a fixed maximal size,
+  * which means that evaluating it does not cause a dynamic memory allocation.
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<typename Derived>
+inline Block<Derived> DenseBase<Derived>
+  ::corner(CornerType type, Index cRows, Index cCols)
+{
+  switch(type)
+  {
+    default:
+      eigen_assert(false && "Bad corner type.");
+    case TopLeft:
+      return Block<Derived>(derived(), 0, 0, cRows, cCols);
+    case TopRight:
+      return Block<Derived>(derived(), 0, cols() - cCols, cRows, cCols);
+    case BottomLeft:
+      return Block<Derived>(derived(), rows() - cRows, 0, cRows, cCols);
+    case BottomRight:
+      return Block<Derived>(derived(), rows() - cRows, cols() - cCols, cRows, cCols);
+  }
+}
+
+/** This is the const version of corner(CornerType, Index, Index).*/
+template<typename Derived>
+inline const Block<Derived>
+DenseBase<Derived>::corner(CornerType type, Index cRows, Index cCols) const
+{
+  switch(type)
+  {
+    default:
+      eigen_assert(false && "Bad corner type.");
+    case TopLeft:
+      return Block<Derived>(derived(), 0, 0, cRows, cCols);
+    case TopRight:
+      return Block<Derived>(derived(), 0, cols() - cCols, cRows, cCols);
+    case BottomLeft:
+      return Block<Derived>(derived(), rows() - cRows, 0, cRows, cCols);
+    case BottomRight:
+      return Block<Derived>(derived(), rows() - cRows, cols() - cCols, cRows, cCols);
+  }
+}
+
+/** \returns a fixed-size expression of a corner of *this.
+  *
+  * \param type the type of corner. Can be \a Eigen::TopLeft, \a Eigen::TopRight,
+  * \a Eigen::BottomLeft, \a Eigen::BottomRight.
+  *
+  * The template parameters CRows and CCols arethe number of rows and columns in the corner.
+  *
+  * Example: \include MatrixBase_template_int_int_corner_enum.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_corner_enum.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<typename Derived>
+template<int CRows, int CCols>
+inline Block<Derived, CRows, CCols>
+DenseBase<Derived>::corner(CornerType type)
+{
+  switch(type)
+  {
+    default:
+      eigen_assert(false && "Bad corner type.");
+    case TopLeft:
+      return Block<Derived, CRows, CCols>(derived(), 0, 0);
+    case TopRight:
+      return Block<Derived, CRows, CCols>(derived(), 0, cols() - CCols);
+    case BottomLeft:
+      return Block<Derived, CRows, CCols>(derived(), rows() - CRows, 0);
+    case BottomRight:
+      return Block<Derived, CRows, CCols>(derived(), rows() - CRows, cols() - CCols);
+  }
+}
+
+/** This is the const version of corner<int, int>(CornerType).*/
+template<typename Derived>
+template<int CRows, int CCols>
+inline const Block<Derived, CRows, CCols>
+DenseBase<Derived>::corner(CornerType type) const
+{
+  switch(type)
+  {
+    default:
+      eigen_assert(false && "Bad corner type.");
+    case TopLeft:
+      return Block<Derived, CRows, CCols>(derived(), 0, 0);
+    case TopRight:
+      return Block<Derived, CRows, CCols>(derived(), 0, cols() - CCols);
+    case BottomLeft:
+      return Block<Derived, CRows, CCols>(derived(), rows() - CRows, 0);
+    case BottomRight:
+      return Block<Derived, CRows, CCols>(derived(), rows() - CRows, cols() - CCols);
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_BLOCK2_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Cwise.h b/third_party/eigen3/Eigen/src/Eigen2Support/Cwise.h
new file mode 100644
index 0000000000..d95009b6e2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Cwise.h
@@ -0,0 +1,192 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_CWISE_H
+#define EIGEN_CWISE_H
+
+namespace Eigen { 
+
+/** \internal
+  * convenient macro to defined the return type of a cwise binary operation */
+#define EIGEN_CWISE_BINOP_RETURN_TYPE(OP) \
+    CwiseBinaryOp<OP<typename internal::traits<ExpressionType>::Scalar>, ExpressionType, OtherDerived>
+
+/** \internal
+  * convenient macro to defined the return type of a cwise unary operation */
+#define EIGEN_CWISE_UNOP_RETURN_TYPE(OP) \
+    CwiseUnaryOp<OP<typename internal::traits<ExpressionType>::Scalar>, ExpressionType>
+
+/** \internal
+  * convenient macro to defined the return type of a cwise comparison to a scalar */
+#define EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(OP) \
+    CwiseBinaryOp<OP<typename internal::traits<ExpressionType>::Scalar>, ExpressionType, \
+        typename ExpressionType::ConstantReturnType >
+
+/** \class Cwise
+  *
+  * \brief Pseudo expression providing additional coefficient-wise operations
+  *
+  * \param ExpressionType the type of the object on which to do coefficient-wise operations
+  *
+  * This class represents an expression with additional coefficient-wise features.
+  * It is the return type of MatrixBase::cwise()
+  * and most of the time this is the only way it is used.
+  *
+  * Example: \include MatrixBase_cwise_const.cpp
+  * Output: \verbinclude MatrixBase_cwise_const.out
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_CWISE_PLUGIN.
+  *
+  * \sa MatrixBase::cwise() const, MatrixBase::cwise()
+  */
+template<typename ExpressionType> class Cwise
+{
+  public:
+
+    typedef typename internal::traits<ExpressionType>::Scalar Scalar;
+    typedef typename internal::conditional<internal::must_nest_by_value<ExpressionType>::ret,
+        ExpressionType, const ExpressionType&>::type ExpressionTypeNested;
+    typedef CwiseUnaryOp<internal::scalar_add_op<Scalar>, ExpressionType> ScalarAddReturnType;
+
+    inline Cwise(const ExpressionType& matrix) : m_matrix(matrix) {}
+
+    /** \internal */
+    inline const ExpressionType& _expression() const { return m_matrix; }
+
+    template<typename OtherDerived>
+    const EIGEN_CWISE_PRODUCT_RETURN_TYPE(ExpressionType,OtherDerived)
+    operator*(const MatrixBase<OtherDerived> &other) const;
+
+    template<typename OtherDerived>
+    const EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op)
+    operator/(const MatrixBase<OtherDerived> &other) const;
+
+    /** \deprecated ArrayBase::min() */
+    template<typename OtherDerived>
+    const EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_min_op)
+    (min)(const MatrixBase<OtherDerived> &other) const
+    { return EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_min_op)(_expression(), other.derived()); }
+
+    /** \deprecated ArrayBase::max() */
+    template<typename OtherDerived>
+    const EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_max_op)
+    (max)(const MatrixBase<OtherDerived> &other) const
+    { return EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_max_op)(_expression(), other.derived()); }
+
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_abs_op)      abs() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_abs2_op)     abs2() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_square_op)   square() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_cube_op)     cube() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_inverse_op)  inverse() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_sqrt_op)     sqrt() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_exp_op)      exp() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_log_op)      log() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_cos_op)      cos() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_sin_op)      sin() const;
+    const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_pow_op)      pow(const Scalar& exponent) const;
+
+    const ScalarAddReturnType
+    operator+(const Scalar& scalar) const;
+
+    /** \relates Cwise */
+    friend const ScalarAddReturnType
+    operator+(const Scalar& scalar, const Cwise& mat)
+    { return mat + scalar; }
+
+    ExpressionType& operator+=(const Scalar& scalar);
+
+    const ScalarAddReturnType
+    operator-(const Scalar& scalar) const;
+
+    ExpressionType& operator-=(const Scalar& scalar);
+
+    template<typename OtherDerived>
+    inline ExpressionType& operator*=(const MatrixBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    inline ExpressionType& operator/=(const MatrixBase<OtherDerived> &other);
+
+    template<typename OtherDerived> const EIGEN_CWISE_BINOP_RETURN_TYPE(std::less)
+    operator<(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> const EIGEN_CWISE_BINOP_RETURN_TYPE(std::less_equal)
+    operator<=(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> const EIGEN_CWISE_BINOP_RETURN_TYPE(std::greater)
+    operator>(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> const EIGEN_CWISE_BINOP_RETURN_TYPE(std::greater_equal)
+    operator>=(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> const EIGEN_CWISE_BINOP_RETURN_TYPE(std::equal_to)
+    operator==(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> const EIGEN_CWISE_BINOP_RETURN_TYPE(std::not_equal_to)
+    operator!=(const MatrixBase<OtherDerived>& other) const;
+
+    // comparisons to a scalar value
+    const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::less)
+    operator<(Scalar s) const;
+
+    const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::less_equal)
+    operator<=(Scalar s) const;
+
+    const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::greater)
+    operator>(Scalar s) const;
+
+    const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::greater_equal)
+    operator>=(Scalar s) const;
+
+    const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::equal_to)
+    operator==(Scalar s) const;
+
+    const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::not_equal_to)
+    operator!=(Scalar s) const;
+
+    // allow to extend Cwise outside Eigen
+    #ifdef EIGEN_CWISE_PLUGIN
+    #include EIGEN_CWISE_PLUGIN
+    #endif
+
+  protected:
+    ExpressionTypeNested m_matrix;
+};
+
+
+/** \returns a Cwise wrapper of *this providing additional coefficient-wise operations
+  *
+  * Example: \include MatrixBase_cwise_const.cpp
+  * Output: \verbinclude MatrixBase_cwise_const.out
+  *
+  * \sa class Cwise, cwise()
+  */
+template<typename Derived>
+inline const Cwise<Derived> MatrixBase<Derived>::cwise() const
+{
+  return derived();
+}
+
+/** \returns a Cwise wrapper of *this providing additional coefficient-wise operations
+  *
+  * Example: \include MatrixBase_cwise.cpp
+  * Output: \verbinclude MatrixBase_cwise.out
+  *
+  * \sa class Cwise, cwise() const
+  */
+template<typename Derived>
+inline Cwise<Derived> MatrixBase<Derived>::cwise()
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/CwiseOperators.h b/third_party/eigen3/Eigen/src/Eigen2Support/CwiseOperators.h
new file mode 100644
index 0000000000..482f306485
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/CwiseOperators.h
@@ -0,0 +1,298 @@
+// 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_ARRAY_CWISE_OPERATORS_H
+#define EIGEN_ARRAY_CWISE_OPERATORS_H
+
+namespace Eigen { 
+
+/***************************************************************************
+* The following functions were defined in Core
+***************************************************************************/
+
+
+/** \deprecated ArrayBase::abs() */
+template<typename ExpressionType>
+EIGEN_STRONG_INLINE const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_abs_op)
+Cwise<ExpressionType>::abs() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::abs2() */
+template<typename ExpressionType>
+EIGEN_STRONG_INLINE const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_abs2_op)
+Cwise<ExpressionType>::abs2() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::exp() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_exp_op)
+Cwise<ExpressionType>::exp() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::log() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_log_op)
+Cwise<ExpressionType>::log() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::operator*() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE const EIGEN_CWISE_PRODUCT_RETURN_TYPE(ExpressionType,OtherDerived)
+Cwise<ExpressionType>::operator*(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_PRODUCT_RETURN_TYPE(ExpressionType,OtherDerived)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::operator/() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE const EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op)
+Cwise<ExpressionType>::operator/(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(internal::scalar_quotient_op)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::operator*=() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline ExpressionType& Cwise<ExpressionType>::operator*=(const MatrixBase<OtherDerived> &other)
+{
+  return m_matrix.const_cast_derived() = *this * other;
+}
+
+/** \deprecated ArrayBase::operator/=() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline ExpressionType& Cwise<ExpressionType>::operator/=(const MatrixBase<OtherDerived> &other)
+{
+  return m_matrix.const_cast_derived() = *this / other;
+}
+
+/***************************************************************************
+* The following functions were defined in Array
+***************************************************************************/
+
+// -- unary operators --
+
+/** \deprecated ArrayBase::sqrt() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_sqrt_op)
+Cwise<ExpressionType>::sqrt() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::cos() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_cos_op)
+Cwise<ExpressionType>::cos() const
+{
+  return _expression();
+}
+
+
+/** \deprecated ArrayBase::sin() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_sin_op)
+Cwise<ExpressionType>::sin() const
+{
+  return _expression();
+}
+
+
+/** \deprecated ArrayBase::log() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_pow_op)
+Cwise<ExpressionType>::pow(const Scalar& exponent) const
+{
+  return EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_pow_op)(_expression(), internal::scalar_pow_op<Scalar>(exponent));
+}
+
+
+/** \deprecated ArrayBase::inverse() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_inverse_op)
+Cwise<ExpressionType>::inverse() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::square() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_square_op)
+Cwise<ExpressionType>::square() const
+{
+  return _expression();
+}
+
+/** \deprecated ArrayBase::cube() */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_UNOP_RETURN_TYPE(internal::scalar_cube_op)
+Cwise<ExpressionType>::cube() const
+{
+  return _expression();
+}
+
+
+// -- binary operators --
+
+/** \deprecated ArrayBase::operator<() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline const EIGEN_CWISE_BINOP_RETURN_TYPE(std::less)
+Cwise<ExpressionType>::operator<(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(std::less)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::<=() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline const EIGEN_CWISE_BINOP_RETURN_TYPE(std::less_equal)
+Cwise<ExpressionType>::operator<=(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(std::less_equal)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::operator>() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline const EIGEN_CWISE_BINOP_RETURN_TYPE(std::greater)
+Cwise<ExpressionType>::operator>(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(std::greater)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::operator>=() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline const EIGEN_CWISE_BINOP_RETURN_TYPE(std::greater_equal)
+Cwise<ExpressionType>::operator>=(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(std::greater_equal)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::operator==() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline const EIGEN_CWISE_BINOP_RETURN_TYPE(std::equal_to)
+Cwise<ExpressionType>::operator==(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(std::equal_to)(_expression(), other.derived());
+}
+
+/** \deprecated ArrayBase::operator!=() */
+template<typename ExpressionType>
+template<typename OtherDerived>
+inline const EIGEN_CWISE_BINOP_RETURN_TYPE(std::not_equal_to)
+Cwise<ExpressionType>::operator!=(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_BINOP_RETURN_TYPE(std::not_equal_to)(_expression(), other.derived());
+}
+
+// comparisons to scalar value
+
+/** \deprecated ArrayBase::operator<(Scalar) */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::less)
+Cwise<ExpressionType>::operator<(Scalar s) const
+{
+  return EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::less)(_expression(),
+            typename ExpressionType::ConstantReturnType(_expression().rows(), _expression().cols(), s));
+}
+
+/** \deprecated ArrayBase::operator<=(Scalar) */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::less_equal)
+Cwise<ExpressionType>::operator<=(Scalar s) const
+{
+  return EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::less_equal)(_expression(),
+            typename ExpressionType::ConstantReturnType(_expression().rows(), _expression().cols(), s));
+}
+
+/** \deprecated ArrayBase::operator>(Scalar) */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::greater)
+Cwise<ExpressionType>::operator>(Scalar s) const
+{
+  return EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::greater)(_expression(),
+            typename ExpressionType::ConstantReturnType(_expression().rows(), _expression().cols(), s));
+}
+
+/** \deprecated ArrayBase::operator>=(Scalar) */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::greater_equal)
+Cwise<ExpressionType>::operator>=(Scalar s) const
+{
+  return EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::greater_equal)(_expression(),
+            typename ExpressionType::ConstantReturnType(_expression().rows(), _expression().cols(), s));
+}
+
+/** \deprecated ArrayBase::operator==(Scalar) */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::equal_to)
+Cwise<ExpressionType>::operator==(Scalar s) const
+{
+  return EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::equal_to)(_expression(),
+            typename ExpressionType::ConstantReturnType(_expression().rows(), _expression().cols(), s));
+}
+
+/** \deprecated ArrayBase::operator!=(Scalar) */
+template<typename ExpressionType>
+inline const EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::not_equal_to)
+Cwise<ExpressionType>::operator!=(Scalar s) const
+{
+  return EIGEN_CWISE_COMP_TO_SCALAR_RETURN_TYPE(std::not_equal_to)(_expression(),
+            typename ExpressionType::ConstantReturnType(_expression().rows(), _expression().cols(), s));
+}
+
+// scalar addition
+
+/** \deprecated ArrayBase::operator+(Scalar) */
+template<typename ExpressionType>
+inline const typename Cwise<ExpressionType>::ScalarAddReturnType
+Cwise<ExpressionType>::operator+(const Scalar& scalar) const
+{
+  return typename Cwise<ExpressionType>::ScalarAddReturnType(m_matrix, internal::scalar_add_op<Scalar>(scalar));
+}
+
+/** \deprecated ArrayBase::operator+=(Scalar) */
+template<typename ExpressionType>
+inline ExpressionType& Cwise<ExpressionType>::operator+=(const Scalar& scalar)
+{
+  return m_matrix.const_cast_derived() = *this + scalar;
+}
+
+/** \deprecated ArrayBase::operator-(Scalar) */
+template<typename ExpressionType>
+inline const typename Cwise<ExpressionType>::ScalarAddReturnType
+Cwise<ExpressionType>::operator-(const Scalar& scalar) const
+{
+  return *this + (-scalar);
+}
+
+/** \deprecated ArrayBase::operator-=(Scalar) */
+template<typename ExpressionType>
+inline ExpressionType& Cwise<ExpressionType>::operator-=(const Scalar& scalar)
+{
+  return m_matrix.const_cast_derived() = *this - scalar;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAY_CWISE_OPERATORS_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h
new file mode 100644
index 0000000000..2e4309dd94
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/AlignedBox.h
@@ -0,0 +1,159 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  * \nonstableyet
+  *
+  * \class AlignedBox
+  *
+  * \brief An axis aligned box
+  *
+  * \param _Scalar the type of the scalar coefficients
+  * \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
+  *
+  * This class represents an axis aligned box as a pair of the minimal and maximal corners.
+  */
+template <typename _Scalar, int _AmbientDim>
+class AlignedBox
+{
+public:
+EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim==Dynamic ? Dynamic : _AmbientDim+1)
+  enum { AmbientDimAtCompileTime = _AmbientDim };
+  typedef _Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar,AmbientDimAtCompileTime,1> VectorType;
+
+  /** Default constructor initializing a null box. */
+  inline AlignedBox()
+  { if (AmbientDimAtCompileTime!=Dynamic) setNull(); }
+
+  /** Constructs a null box with \a _dim the dimension of the ambient space. */
+  inline explicit AlignedBox(int _dim) : m_min(_dim), m_max(_dim)
+  { setNull(); }
+
+  /** Constructs a box with extremities \a _min and \a _max. */
+  inline AlignedBox(const VectorType& _min, const VectorType& _max) : m_min(_min), m_max(_max) {}
+
+  /** Constructs a box containing a single point \a p. */
+  inline explicit AlignedBox(const VectorType& p) : m_min(p), m_max(p) {}
+
+  ~AlignedBox() {}
+
+  /** \returns the dimension in which the box holds */
+  inline int dim() const { return AmbientDimAtCompileTime==Dynamic ? m_min.size()-1 : AmbientDimAtCompileTime; }
+
+  /** \returns true if the box is null, i.e, empty. */
+  inline bool isNull() const { return (m_min.cwise() > m_max).any(); }
+
+  /** Makes \c *this a null/empty box. */
+  inline void setNull()
+  {
+    m_min.setConstant( (std::numeric_limits<Scalar>::max)());
+    m_max.setConstant(-(std::numeric_limits<Scalar>::max)());
+  }
+
+  /** \returns the minimal corner */
+  inline const VectorType& (min)() const { return m_min; }
+  /** \returns a non const reference to the minimal corner */
+  inline VectorType& (min)() { return m_min; }
+  /** \returns the maximal corner */
+  inline const VectorType& (max)() const { return m_max; }
+  /** \returns a non const reference to the maximal corner */
+  inline VectorType& (max)() { return m_max; }
+
+  /** \returns true if the point \a p is inside the box \c *this. */
+  inline bool contains(const VectorType& p) const
+  { return (m_min.cwise()<=p).all() && (p.cwise()<=m_max).all(); }
+
+  /** \returns true if the box \a b is entirely inside the box \c *this. */
+  inline bool contains(const AlignedBox& b) const
+  { return (m_min.cwise()<=(b.min)()).all() && ((b.max)().cwise()<=m_max).all(); }
+
+  /** Extends \c *this such that it contains the point \a p and returns a reference to \c *this. */
+  inline AlignedBox& extend(const VectorType& p)
+  { m_min = (m_min.cwise().min)(p); m_max = (m_max.cwise().max)(p); return *this; }
+
+  /** Extends \c *this such that it contains the box \a b and returns a reference to \c *this. */
+  inline AlignedBox& extend(const AlignedBox& b)
+  { m_min = (m_min.cwise().min)(b.m_min); m_max = (m_max.cwise().max)(b.m_max); return *this; }
+
+  /** Clamps \c *this by the box \a b and returns a reference to \c *this. */
+  inline AlignedBox& clamp(const AlignedBox& b)
+  { m_min = (m_min.cwise().max)(b.m_min); m_max = (m_max.cwise().min)(b.m_max); return *this; }
+
+  /** Translate \c *this by the vector \a t and returns a reference to \c *this. */
+  inline AlignedBox& translate(const VectorType& t)
+  { m_min += t; m_max += t; return *this; }
+
+  /** \returns the squared distance between the point \a p and the box \c *this,
+    * and zero if \a p is inside the box.
+    * \sa exteriorDistance()
+    */
+  inline Scalar squaredExteriorDistance(const VectorType& p) const;
+
+  /** \returns the distance between the point \a p and the box \c *this,
+    * and zero if \a p is inside the box.
+    * \sa squaredExteriorDistance()
+    */
+  inline Scalar exteriorDistance(const VectorType& p) const
+  { return ei_sqrt(squaredExteriorDistance(p)); }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<AlignedBox,
+           AlignedBox<NewScalarType,AmbientDimAtCompileTime> >::type cast() const
+  {
+    return typename internal::cast_return_type<AlignedBox,
+                    AlignedBox<NewScalarType,AmbientDimAtCompileTime> >::type(*this);
+  }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit AlignedBox(const AlignedBox<OtherScalarType,AmbientDimAtCompileTime>& other)
+  {
+    m_min = (other.min)().template cast<Scalar>();
+    m_max = (other.max)().template cast<Scalar>();
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const AlignedBox& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_min.isApprox(other.m_min, prec) && m_max.isApprox(other.m_max, prec); }
+
+protected:
+
+  VectorType m_min, m_max;
+};
+
+template<typename Scalar,int AmbiantDim>
+inline Scalar AlignedBox<Scalar,AmbiantDim>::squaredExteriorDistance(const VectorType& p) const
+{
+  Scalar dist2(0);
+  Scalar aux;
+  for (int k=0; k<dim(); ++k)
+  {
+    if ((aux = (p[k]-m_min[k]))<Scalar(0))
+      dist2 += aux*aux;
+    else if ( (aux = (m_max[k]-p[k]))<Scalar(0))
+      dist2 += aux*aux;
+  }
+  return dist2;
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/All.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/All.h
new file mode 100644
index 0000000000..e0b00fcccc
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/All.h
@@ -0,0 +1,115 @@
+#ifndef EIGEN2_GEOMETRY_MODULE_H
+#define EIGEN2_GEOMETRY_MODULE_H
+
+#include <limits>
+
+#ifndef M_PI
+#define M_PI 3.14159265358979323846
+#endif
+
+#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
+#include "RotationBase.h"
+#include "Rotation2D.h"
+#include "Quaternion.h"
+#include "AngleAxis.h"
+#include "Transform.h"
+#include "Translation.h"
+#include "Scaling.h"
+#include "AlignedBox.h"
+#include "Hyperplane.h"
+#include "ParametrizedLine.h"
+#endif
+
+
+#define RotationBase eigen2_RotationBase
+#define Rotation2D eigen2_Rotation2D
+#define Rotation2Df eigen2_Rotation2Df
+#define Rotation2Dd eigen2_Rotation2Dd
+
+#define Quaternion  eigen2_Quaternion
+#define Quaternionf eigen2_Quaternionf
+#define Quaterniond eigen2_Quaterniond
+
+#define AngleAxis eigen2_AngleAxis
+#define AngleAxisf eigen2_AngleAxisf
+#define AngleAxisd eigen2_AngleAxisd
+
+#define Transform   eigen2_Transform
+#define Transform2f eigen2_Transform2f
+#define Transform2d eigen2_Transform2d
+#define Transform3f eigen2_Transform3f
+#define Transform3d eigen2_Transform3d
+
+#define Translation eigen2_Translation
+#define Translation2f eigen2_Translation2f
+#define Translation2d eigen2_Translation2d
+#define Translation3f eigen2_Translation3f
+#define Translation3d eigen2_Translation3d
+
+#define Scaling eigen2_Scaling
+#define Scaling2f eigen2_Scaling2f
+#define Scaling2d eigen2_Scaling2d
+#define Scaling3f eigen2_Scaling3f
+#define Scaling3d eigen2_Scaling3d
+
+#define AlignedBox eigen2_AlignedBox
+
+#define Hyperplane eigen2_Hyperplane
+#define ParametrizedLine eigen2_ParametrizedLine
+
+#define ei_toRotationMatrix eigen2_ei_toRotationMatrix
+#define ei_quaternion_assign_impl eigen2_ei_quaternion_assign_impl
+#define ei_transform_product_impl eigen2_ei_transform_product_impl
+
+#include "RotationBase.h"
+#include "Rotation2D.h"
+#include "Quaternion.h"
+#include "AngleAxis.h"
+#include "Transform.h"
+#include "Translation.h"
+#include "Scaling.h"
+#include "AlignedBox.h"
+#include "Hyperplane.h"
+#include "ParametrizedLine.h"
+
+#undef ei_toRotationMatrix
+#undef ei_quaternion_assign_impl
+#undef ei_transform_product_impl
+
+#undef RotationBase
+#undef Rotation2D
+#undef Rotation2Df
+#undef Rotation2Dd
+
+#undef Quaternion
+#undef Quaternionf
+#undef Quaterniond
+
+#undef AngleAxis
+#undef AngleAxisf
+#undef AngleAxisd
+
+#undef Transform
+#undef Transform2f
+#undef Transform2d
+#undef Transform3f
+#undef Transform3d
+
+#undef Translation
+#undef Translation2f
+#undef Translation2d
+#undef Translation3f
+#undef Translation3d
+
+#undef Scaling
+#undef Scaling2f
+#undef Scaling2d
+#undef Scaling3f
+#undef Scaling3d
+
+#undef AlignedBox
+
+#undef Hyperplane
+#undef ParametrizedLine
+
+#endif // EIGEN2_GEOMETRY_MODULE_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h
new file mode 100644
index 0000000000..a0b4ac44e7
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/AngleAxis.h
@@ -0,0 +1,228 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class AngleAxis
+  *
+  * \brief Represents a 3D rotation as a rotation angle around an arbitrary 3D axis
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients.
+  *
+  * The following two typedefs are provided for convenience:
+  * \li \c AngleAxisf for \c float
+  * \li \c AngleAxisd for \c double
+  *
+  * \addexample AngleAxisForEuler \label How to define a rotation from Euler-angles
+  *
+  * Combined with MatrixBase::Unit{X,Y,Z}, AngleAxis can be used to easily
+  * mimic Euler-angles. Here is an example:
+  * \include AngleAxis_mimic_euler.cpp
+  * Output: \verbinclude AngleAxis_mimic_euler.out
+  *
+  * \note This class is not aimed to be used to store a rotation transformation,
+  * but rather to make easier the creation of other rotation (Quaternion, rotation Matrix)
+  * and transformation objects.
+  *
+  * \sa class Quaternion, class Transform, MatrixBase::UnitX()
+  */
+
+template<typename _Scalar> struct ei_traits<AngleAxis<_Scalar> >
+{
+  typedef _Scalar Scalar;
+};
+
+template<typename _Scalar>
+class AngleAxis : public RotationBase<AngleAxis<_Scalar>,3>
+{
+  typedef RotationBase<AngleAxis<_Scalar>,3> Base;
+
+public:
+
+  using Base::operator*;
+
+  enum { Dim = 3 };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  typedef Matrix<Scalar,3,3> Matrix3;
+  typedef Matrix<Scalar,3,1> Vector3;
+  typedef Quaternion<Scalar> QuaternionType;
+
+protected:
+
+  Vector3 m_axis;
+  Scalar m_angle;
+
+public:
+
+  /** Default constructor without initialization. */
+  AngleAxis() {}
+
+  /** Constructs and initialize the angle-axis rotation from an \a angle in radian
+    * and an \a axis which must be normalized. */
+  template<typename Derived>
+  inline AngleAxis(Scalar angle, const MatrixBase<Derived>& axis) : m_axis(axis), m_angle(angle)
+  {
+    using std::sqrt;
+    using std::abs;
+    // since we compare against 1, this is equal to computing the relative error
+    eigen_assert( abs(m_axis.derived().squaredNorm() - 1) < sqrt( NumTraits<Scalar>::dummy_precision() ) );
+  }
+
+  /** Constructs and initialize the angle-axis rotation from a quaternion \a q. */
+  inline AngleAxis(const QuaternionType& q) { *this = q; }
+
+  /** Constructs and initialize the angle-axis rotation from a 3x3 rotation matrix. */
+  template<typename Derived>
+  inline explicit AngleAxis(const MatrixBase<Derived>& m) { *this = m; }
+
+  Scalar angle() const { return m_angle; }
+  Scalar& angle() { return m_angle; }
+
+  const Vector3& axis() const { return m_axis; }
+  Vector3& axis() { return m_axis; }
+
+  /** Concatenates two rotations */
+  inline QuaternionType operator* (const AngleAxis& other) const
+  { return QuaternionType(*this) * QuaternionType(other); }
+
+  /** Concatenates two rotations */
+  inline QuaternionType operator* (const QuaternionType& other) const
+  { return QuaternionType(*this) * other; }
+
+  /** Concatenates two rotations */
+  friend inline QuaternionType operator* (const QuaternionType& a, const AngleAxis& b)
+  { return a * QuaternionType(b); }
+
+  /** Concatenates two rotations */
+  inline Matrix3 operator* (const Matrix3& other) const
+  { return toRotationMatrix() * other; }
+
+  /** Concatenates two rotations */
+  inline friend Matrix3 operator* (const Matrix3& a, const AngleAxis& b)
+  { return a * b.toRotationMatrix(); }
+
+  /** Applies rotation to vector */
+  inline Vector3 operator* (const Vector3& other) const
+  { return toRotationMatrix() * other; }
+
+  /** \returns the inverse rotation, i.e., an angle-axis with opposite rotation angle */
+  AngleAxis inverse() const
+  { return AngleAxis(-m_angle, m_axis); }
+
+  AngleAxis& operator=(const QuaternionType& q);
+  template<typename Derived>
+  AngleAxis& operator=(const MatrixBase<Derived>& m);
+
+  template<typename Derived>
+  AngleAxis& fromRotationMatrix(const MatrixBase<Derived>& m);
+  Matrix3 toRotationMatrix(void) const;
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<AngleAxis,AngleAxis<NewScalarType> >::type cast() const
+  { return typename internal::cast_return_type<AngleAxis,AngleAxis<NewScalarType> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit AngleAxis(const AngleAxis<OtherScalarType>& other)
+  {
+    m_axis = other.axis().template cast<Scalar>();
+    m_angle = Scalar(other.angle());
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const AngleAxis& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_axis.isApprox(other.m_axis, prec) && ei_isApprox(m_angle,other.m_angle, prec); }
+};
+
+/** \ingroup Geometry_Module
+  * single precision angle-axis type */
+typedef AngleAxis<float> AngleAxisf;
+/** \ingroup Geometry_Module
+  * double precision angle-axis type */
+typedef AngleAxis<double> AngleAxisd;
+
+/** Set \c *this from a quaternion.
+  * The axis is normalized.
+  */
+template<typename Scalar>
+AngleAxis<Scalar>& AngleAxis<Scalar>::operator=(const QuaternionType& q)
+{
+  Scalar n2 = q.vec().squaredNorm();
+  if (n2 < precision<Scalar>()*precision<Scalar>())
+  {
+    m_angle = 0;
+    m_axis << 1, 0, 0;
+  }
+  else
+  {
+    m_angle = 2*std::acos(q.w());
+    m_axis = q.vec() / ei_sqrt(n2);
+
+    using std::sqrt;
+    using std::abs;
+    // since we compare against 1, this is equal to computing the relative error
+    eigen_assert( abs(m_axis.derived().squaredNorm() - 1) < sqrt( NumTraits<Scalar>::dummy_precision() ) );
+  }
+  return *this;
+}
+
+/** Set \c *this from a 3x3 rotation matrix \a mat.
+  */
+template<typename Scalar>
+template<typename Derived>
+AngleAxis<Scalar>& AngleAxis<Scalar>::operator=(const MatrixBase<Derived>& mat)
+{
+  // Since a direct conversion would not be really faster,
+  // let's use the robust Quaternion implementation:
+  return *this = QuaternionType(mat);
+}
+
+/** Constructs and \returns an equivalent 3x3 rotation matrix.
+  */
+template<typename Scalar>
+typename AngleAxis<Scalar>::Matrix3
+AngleAxis<Scalar>::toRotationMatrix(void) const
+{
+  Matrix3 res;
+  Vector3 sin_axis  = ei_sin(m_angle) * m_axis;
+  Scalar c = ei_cos(m_angle);
+  Vector3 cos1_axis = (Scalar(1)-c) * m_axis;
+
+  Scalar tmp;
+  tmp = cos1_axis.x() * m_axis.y();
+  res.coeffRef(0,1) = tmp - sin_axis.z();
+  res.coeffRef(1,0) = tmp + sin_axis.z();
+
+  tmp = cos1_axis.x() * m_axis.z();
+  res.coeffRef(0,2) = tmp + sin_axis.y();
+  res.coeffRef(2,0) = tmp - sin_axis.y();
+
+  tmp = cos1_axis.y() * m_axis.z();
+  res.coeffRef(1,2) = tmp - sin_axis.x();
+  res.coeffRef(2,1) = tmp + sin_axis.x();
+
+  res.diagonal() = (cos1_axis.cwise() * m_axis).cwise() + c;
+
+  return res;
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h
new file mode 100644
index 0000000000..b95bf00ecf
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Hyperplane.h
@@ -0,0 +1,254 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Hyperplane
+  *
+  * \brief A hyperplane
+  *
+  * A hyperplane is an affine subspace of dimension n-1 in a space of dimension n.
+  * For example, a hyperplane in a plane is a line; a hyperplane in 3-space is a plane.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  * \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
+  *             Notice that the dimension of the hyperplane is _AmbientDim-1.
+  *
+  * This class represents an hyperplane as the zero set of the implicit equation
+  * \f$ n \cdot x + d = 0 \f$ where \f$ n \f$ is a unit normal vector of the plane (linear part)
+  * and \f$ d \f$ is the distance (offset) to the origin.
+  */
+template <typename _Scalar, int _AmbientDim>
+class Hyperplane
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim==Dynamic ? Dynamic : _AmbientDim+1)
+  enum { AmbientDimAtCompileTime = _AmbientDim };
+  typedef _Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar,AmbientDimAtCompileTime,1> VectorType;
+  typedef Matrix<Scalar,int(AmbientDimAtCompileTime)==Dynamic
+                        ? Dynamic
+                        : int(AmbientDimAtCompileTime)+1,1> Coefficients;
+  typedef Block<Coefficients,AmbientDimAtCompileTime,1> NormalReturnType;
+
+  /** Default constructor without initialization */
+  inline Hyperplane() {}
+
+  /** Constructs a dynamic-size hyperplane with \a _dim the dimension
+    * of the ambient space */
+  inline explicit Hyperplane(int _dim) : m_coeffs(_dim+1) {}
+
+  /** Construct a plane from its normal \a n and a point \a e onto the plane.
+    * \warning the vector normal is assumed to be normalized.
+    */
+  inline Hyperplane(const VectorType& n, const VectorType& e)
+    : m_coeffs(n.size()+1)
+  {
+    normal() = n;
+    offset() = -e.eigen2_dot(n);
+  }
+
+  /** Constructs a plane from its normal \a n and distance to the origin \a d
+    * such that the algebraic equation of the plane is \f$ n \cdot x + d = 0 \f$.
+    * \warning the vector normal is assumed to be normalized.
+    */
+  inline Hyperplane(const VectorType& n, Scalar d)
+    : m_coeffs(n.size()+1)
+  {
+    normal() = n;
+    offset() = d;
+  }
+
+  /** Constructs a hyperplane passing through the two points. If the dimension of the ambient space
+    * is greater than 2, then there isn't uniqueness, so an arbitrary choice is made.
+    */
+  static inline Hyperplane Through(const VectorType& p0, const VectorType& p1)
+  {
+    Hyperplane result(p0.size());
+    result.normal() = (p1 - p0).unitOrthogonal();
+    result.offset() = -result.normal().eigen2_dot(p0);
+    return result;
+  }
+
+  /** Constructs a hyperplane passing through the three points. The dimension of the ambient space
+    * is required to be exactly 3.
+    */
+  static inline Hyperplane Through(const VectorType& p0, const VectorType& p1, const VectorType& p2)
+  {
+    EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 3)
+    Hyperplane result(p0.size());
+    result.normal() = (p2 - p0).cross(p1 - p0).normalized();
+    result.offset() = -result.normal().eigen2_dot(p0);
+    return result;
+  }
+
+  /** Constructs a hyperplane passing through the parametrized line \a parametrized.
+    * If the dimension of the ambient space is greater than 2, then there isn't uniqueness,
+    * so an arbitrary choice is made.
+    */
+  // FIXME to be consitent with the rest this could be implemented as a static Through function ??
+  explicit Hyperplane(const ParametrizedLine<Scalar, AmbientDimAtCompileTime>& parametrized)
+  {
+    normal() = parametrized.direction().unitOrthogonal();
+    offset() = -normal().eigen2_dot(parametrized.origin());
+  }
+
+  ~Hyperplane() {}
+
+  /** \returns the dimension in which the plane holds */
+  inline int dim() const { return int(AmbientDimAtCompileTime)==Dynamic ? m_coeffs.size()-1 : int(AmbientDimAtCompileTime); }
+
+  /** normalizes \c *this */
+  void normalize(void)
+  {
+    m_coeffs /= normal().norm();
+  }
+
+  /** \returns the signed distance between the plane \c *this and a point \a p.
+    * \sa absDistance()
+    */
+  inline Scalar signedDistance(const VectorType& p) const { return p.eigen2_dot(normal()) + offset(); }
+
+  /** \returns the absolute distance between the plane \c *this and a point \a p.
+    * \sa signedDistance()
+    */
+  inline Scalar absDistance(const VectorType& p) const { return ei_abs(signedDistance(p)); }
+
+  /** \returns the projection of a point \a p onto the plane \c *this.
+    */
+  inline VectorType projection(const VectorType& p) const { return p - signedDistance(p) * normal(); }
+
+  /** \returns a constant reference to the unit normal vector of the plane, which corresponds
+    * to the linear part of the implicit equation.
+    */
+  inline const NormalReturnType normal() const { return NormalReturnType(*const_cast<Coefficients*>(&m_coeffs),0,0,dim(),1); }
+
+  /** \returns a non-constant reference to the unit normal vector of the plane, which corresponds
+    * to the linear part of the implicit equation.
+    */
+  inline NormalReturnType normal() { return NormalReturnType(m_coeffs,0,0,dim(),1); }
+
+  /** \returns the distance to the origin, which is also the "constant term" of the implicit equation
+    * \warning the vector normal is assumed to be normalized.
+    */
+  inline const Scalar& offset() const { return m_coeffs.coeff(dim()); }
+
+  /** \returns a non-constant reference to the distance to the origin, which is also the constant part
+    * of the implicit equation */
+  inline Scalar& offset() { return m_coeffs(dim()); }
+
+  /** \returns a constant reference to the coefficients c_i of the plane equation:
+    * \f$ c_0*x_0 + ... + c_{d-1}*x_{d-1} + c_d = 0 \f$
+    */
+  inline const Coefficients& coeffs() const { return m_coeffs; }
+
+  /** \returns a non-constant reference to the coefficients c_i of the plane equation:
+    * \f$ c_0*x_0 + ... + c_{d-1}*x_{d-1} + c_d = 0 \f$
+    */
+  inline Coefficients& coeffs() { return m_coeffs; }
+
+  /** \returns the intersection of *this with \a other.
+    *
+    * \warning The ambient space must be a plane, i.e. have dimension 2, so that \c *this and \a other are lines.
+    *
+    * \note If \a other is approximately parallel to *this, this method will return any point on *this.
+    */
+  VectorType intersection(const Hyperplane& other)
+  {
+    EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 2)
+    Scalar det = coeffs().coeff(0) * other.coeffs().coeff(1) - coeffs().coeff(1) * other.coeffs().coeff(0);
+    // since the line equations ax+by=c are normalized with a^2+b^2=1, the following tests
+    // whether the two lines are approximately parallel.
+    if(ei_isMuchSmallerThan(det, Scalar(1)))
+    {   // special case where the two lines are approximately parallel. Pick any point on the first line.
+        if(ei_abs(coeffs().coeff(1))>ei_abs(coeffs().coeff(0)))
+            return VectorType(coeffs().coeff(1), -coeffs().coeff(2)/coeffs().coeff(1)-coeffs().coeff(0));
+        else
+            return VectorType(-coeffs().coeff(2)/coeffs().coeff(0)-coeffs().coeff(1), coeffs().coeff(0));
+    }
+    else
+    {   // general case
+        Scalar invdet = Scalar(1) / det;
+        return VectorType(invdet*(coeffs().coeff(1)*other.coeffs().coeff(2)-other.coeffs().coeff(1)*coeffs().coeff(2)),
+                          invdet*(other.coeffs().coeff(0)*coeffs().coeff(2)-coeffs().coeff(0)*other.coeffs().coeff(2)));
+    }
+  }
+
+  /** Applies the transformation matrix \a mat to \c *this and returns a reference to \c *this.
+    *
+    * \param mat the Dim x Dim transformation matrix
+    * \param traits specifies whether the matrix \a mat represents an Isometry
+    *               or a more generic Affine transformation. The default is Affine.
+    */
+  template<typename XprType>
+  inline Hyperplane& transform(const MatrixBase<XprType>& mat, TransformTraits traits = Affine)
+  {
+    if (traits==Affine)
+      normal() = mat.inverse().transpose() * normal();
+    else if (traits==Isometry)
+      normal() = mat * normal();
+    else
+    {
+      ei_assert("invalid traits value in Hyperplane::transform()");
+    }
+    return *this;
+  }
+
+  /** Applies the transformation \a t to \c *this and returns a reference to \c *this.
+    *
+    * \param t the transformation of dimension Dim
+    * \param traits specifies whether the transformation \a t represents an Isometry
+    *               or a more generic Affine transformation. The default is Affine.
+    *               Other kind of transformations are not supported.
+    */
+  inline Hyperplane& transform(const Transform<Scalar,AmbientDimAtCompileTime>& t,
+                                TransformTraits traits = Affine)
+  {
+    transform(t.linear(), traits);
+    offset() -= t.translation().eigen2_dot(normal());
+    return *this;
+  }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Hyperplane,
+           Hyperplane<NewScalarType,AmbientDimAtCompileTime> >::type cast() const
+  {
+    return typename internal::cast_return_type<Hyperplane,
+                    Hyperplane<NewScalarType,AmbientDimAtCompileTime> >::type(*this);
+  }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Hyperplane(const Hyperplane<OtherScalarType,AmbientDimAtCompileTime>& other)
+  { m_coeffs = other.coeffs().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Hyperplane& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_coeffs.isApprox(other.m_coeffs, prec); }
+
+protected:
+
+  Coefficients m_coeffs;
+};
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h
new file mode 100644
index 0000000000..9b57b7e0bb
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h
@@ -0,0 +1,141 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class ParametrizedLine
+  *
+  * \brief A parametrized line
+  *
+  * A parametrized line is defined by an origin point \f$ \mathbf{o} \f$ and a unit
+  * direction vector \f$ \mathbf{d} \f$ such that the line corresponds to
+  * the set \f$ l(t) = \mathbf{o} + t \mathbf{d} \f$, \f$ l \in \mathbf{R} \f$.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  * \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
+  */
+template <typename _Scalar, int _AmbientDim>
+class ParametrizedLine
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
+  enum { AmbientDimAtCompileTime = _AmbientDim };
+  typedef _Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Matrix<Scalar,AmbientDimAtCompileTime,1> VectorType;
+
+  /** Default constructor without initialization */
+  inline ParametrizedLine() {}
+
+  /** Constructs a dynamic-size line with \a _dim the dimension
+    * of the ambient space */
+  inline explicit ParametrizedLine(int _dim) : m_origin(_dim), m_direction(_dim) {}
+
+  /** Initializes a parametrized line of direction \a direction and origin \a origin.
+    * \warning the vector direction is assumed to be normalized.
+    */
+  ParametrizedLine(const VectorType& origin, const VectorType& direction)
+    : m_origin(origin), m_direction(direction) {}
+
+  explicit ParametrizedLine(const Hyperplane<_Scalar, _AmbientDim>& hyperplane);
+
+  /** Constructs a parametrized line going from \a p0 to \a p1. */
+  static inline ParametrizedLine Through(const VectorType& p0, const VectorType& p1)
+  { return ParametrizedLine(p0, (p1-p0).normalized()); }
+
+  ~ParametrizedLine() {}
+
+  /** \returns the dimension in which the line holds */
+  inline int dim() const { return m_direction.size(); }
+
+  const VectorType& origin() const { return m_origin; }
+  VectorType& origin() { return m_origin; }
+
+  const VectorType& direction() const { return m_direction; }
+  VectorType& direction() { return m_direction; }
+
+  /** \returns the squared distance of a point \a p to its projection onto the line \c *this.
+    * \sa distance()
+    */
+  RealScalar squaredDistance(const VectorType& p) const
+  {
+    VectorType diff = p-origin();
+    return (diff - diff.eigen2_dot(direction())* direction()).squaredNorm();
+  }
+  /** \returns the distance of a point \a p to its projection onto the line \c *this.
+    * \sa squaredDistance()
+    */
+  RealScalar distance(const VectorType& p) const { return ei_sqrt(squaredDistance(p)); }
+
+  /** \returns the projection of a point \a p onto the line \c *this. */
+  VectorType projection(const VectorType& p) const
+  { return origin() + (p-origin()).eigen2_dot(direction()) * direction(); }
+
+  Scalar intersection(const Hyperplane<_Scalar, _AmbientDim>& hyperplane);
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<ParametrizedLine,
+           ParametrizedLine<NewScalarType,AmbientDimAtCompileTime> >::type cast() const
+  {
+    return typename internal::cast_return_type<ParametrizedLine,
+                    ParametrizedLine<NewScalarType,AmbientDimAtCompileTime> >::type(*this);
+  }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit ParametrizedLine(const ParametrizedLine<OtherScalarType,AmbientDimAtCompileTime>& other)
+  {
+    m_origin = other.origin().template cast<Scalar>();
+    m_direction = other.direction().template cast<Scalar>();
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const ParametrizedLine& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_origin.isApprox(other.m_origin, prec) && m_direction.isApprox(other.m_direction, prec); }
+
+protected:
+
+  VectorType m_origin, m_direction;
+};
+
+/** Constructs a parametrized line from a 2D hyperplane
+  *
+  * \warning the ambient space must have dimension 2 such that the hyperplane actually describes a line
+  */
+template <typename _Scalar, int _AmbientDim>
+inline ParametrizedLine<_Scalar, _AmbientDim>::ParametrizedLine(const Hyperplane<_Scalar, _AmbientDim>& hyperplane)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 2)
+  direction() = hyperplane.normal().unitOrthogonal();
+  origin() = -hyperplane.normal()*hyperplane.offset();
+}
+
+/** \returns the parameter value of the intersection between \c *this and the given hyperplane
+  */
+template <typename _Scalar, int _AmbientDim>
+inline _Scalar ParametrizedLine<_Scalar, _AmbientDim>::intersection(const Hyperplane<_Scalar, _AmbientDim>& hyperplane)
+{
+  return -(hyperplane.offset()+origin().eigen2_dot(hyperplane.normal()))
+          /(direction().eigen2_dot(hyperplane.normal()));
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h
new file mode 100644
index 0000000000..4b6390cf1d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Quaternion.h
@@ -0,0 +1,495 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+template<typename Other,
+         int OtherRows=Other::RowsAtCompileTime,
+         int OtherCols=Other::ColsAtCompileTime>
+struct ei_quaternion_assign_impl;
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Quaternion
+  *
+  * \brief The quaternion class used to represent 3D orientations and rotations
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  *
+  * This class represents a quaternion \f$ w+xi+yj+zk \f$ that is a convenient representation of
+  * orientations and rotations of objects in three dimensions. Compared to other representations
+  * like Euler angles or 3x3 matrices, quatertions offer the following advantages:
+  * \li \b compact storage (4 scalars)
+  * \li \b efficient to compose (28 flops),
+  * \li \b stable spherical interpolation
+  *
+  * The following two typedefs are provided for convenience:
+  * \li \c Quaternionf for \c float
+  * \li \c Quaterniond for \c double
+  *
+  * \sa  class AngleAxis, class Transform
+  */
+
+template<typename _Scalar> struct ei_traits<Quaternion<_Scalar> >
+{
+  typedef _Scalar Scalar;
+};
+
+template<typename _Scalar>
+class Quaternion : public RotationBase<Quaternion<_Scalar>,3>
+{
+  typedef RotationBase<Quaternion<_Scalar>,3> Base;
+
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,4)
+
+  using Base::operator*;
+
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+
+  /** the type of the Coefficients 4-vector */
+  typedef Matrix<Scalar, 4, 1> Coefficients;
+  /** the type of a 3D vector */
+  typedef Matrix<Scalar,3,1> Vector3;
+  /** the equivalent rotation matrix type */
+  typedef Matrix<Scalar,3,3> Matrix3;
+  /** the equivalent angle-axis type */
+  typedef AngleAxis<Scalar> AngleAxisType;
+
+  /** \returns the \c x coefficient */
+  inline Scalar x() const { return m_coeffs.coeff(0); }
+  /** \returns the \c y coefficient */
+  inline Scalar y() const { return m_coeffs.coeff(1); }
+  /** \returns the \c z coefficient */
+  inline Scalar z() const { return m_coeffs.coeff(2); }
+  /** \returns the \c w coefficient */
+  inline Scalar w() const { return m_coeffs.coeff(3); }
+
+  /** \returns a reference to the \c x coefficient */
+  inline Scalar& x() { return m_coeffs.coeffRef(0); }
+  /** \returns a reference to the \c y coefficient */
+  inline Scalar& y() { return m_coeffs.coeffRef(1); }
+  /** \returns a reference to the \c z coefficient */
+  inline Scalar& z() { return m_coeffs.coeffRef(2); }
+  /** \returns a reference to the \c w coefficient */
+  inline Scalar& w() { return m_coeffs.coeffRef(3); }
+
+  /** \returns a read-only vector expression of the imaginary part (x,y,z) */
+  inline const Block<const Coefficients,3,1> vec() const { return m_coeffs.template start<3>(); }
+
+  /** \returns a vector expression of the imaginary part (x,y,z) */
+  inline Block<Coefficients,3,1> vec() { return m_coeffs.template start<3>(); }
+
+  /** \returns a read-only vector expression of the coefficients (x,y,z,w) */
+  inline const Coefficients& coeffs() const { return m_coeffs; }
+
+  /** \returns a vector expression of the coefficients (x,y,z,w) */
+  inline Coefficients& coeffs() { return m_coeffs; }
+
+  /** Default constructor leaving the quaternion uninitialized. */
+  inline Quaternion() {}
+
+  /** Constructs and initializes the quaternion \f$ w+xi+yj+zk \f$ from
+    * its four coefficients \a w, \a x, \a y and \a z.
+    *
+    * \warning Note the order of the arguments: the real \a w coefficient first,
+    * while internally the coefficients are stored in the following order:
+    * [\c x, \c y, \c z, \c w]
+    */
+  inline Quaternion(Scalar w, Scalar x, Scalar y, Scalar z)
+  { m_coeffs << x, y, z, w; }
+
+  /** Copy constructor */
+  inline Quaternion(const Quaternion& other) { m_coeffs = other.m_coeffs; }
+
+  /** Constructs and initializes a quaternion from the angle-axis \a aa */
+  explicit inline Quaternion(const AngleAxisType& aa) { *this = aa; }
+
+  /** Constructs and initializes a quaternion from either:
+    *  - a rotation matrix expression,
+    *  - a 4D vector expression representing quaternion coefficients.
+    * \sa operator=(MatrixBase<Derived>)
+    */
+  template<typename Derived>
+  explicit inline Quaternion(const MatrixBase<Derived>& other) { *this = other; }
+
+  Quaternion& operator=(const Quaternion& other);
+  Quaternion& operator=(const AngleAxisType& aa);
+  template<typename Derived>
+  Quaternion& operator=(const MatrixBase<Derived>& m);
+
+  /** \returns a quaternion representing an identity rotation
+    * \sa MatrixBase::Identity()
+    */
+  static inline Quaternion Identity() { return Quaternion(1, 0, 0, 0); }
+
+  /** \sa Quaternion::Identity(), MatrixBase::setIdentity()
+    */
+  inline Quaternion& setIdentity() { m_coeffs << 0, 0, 0, 1; return *this; }
+
+  /** \returns the squared norm of the quaternion's coefficients
+    * \sa Quaternion::norm(), MatrixBase::squaredNorm()
+    */
+  inline Scalar squaredNorm() const { return m_coeffs.squaredNorm(); }
+
+  /** \returns the norm of the quaternion's coefficients
+    * \sa Quaternion::squaredNorm(), MatrixBase::norm()
+    */
+  inline Scalar norm() const { return m_coeffs.norm(); }
+
+  /** Normalizes the quaternion \c *this
+    * \sa normalized(), MatrixBase::normalize() */
+  inline void normalize() { m_coeffs.normalize(); }
+  /** \returns a normalized version of \c *this
+    * \sa normalize(), MatrixBase::normalized() */
+  inline Quaternion normalized() const { return Quaternion(m_coeffs.normalized()); }
+
+  /** \returns the dot product of \c *this and \a other
+    * Geometrically speaking, the dot product of two unit quaternions
+    * corresponds to the cosine of half the angle between the two rotations.
+    * \sa angularDistance()
+    */
+  inline Scalar eigen2_dot(const Quaternion& other) const { return m_coeffs.eigen2_dot(other.m_coeffs); }
+
+  inline Scalar angularDistance(const Quaternion& other) const;
+
+  Matrix3 toRotationMatrix(void) const;
+
+  template<typename Derived1, typename Derived2>
+  Quaternion& setFromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b);
+
+  inline Quaternion operator* (const Quaternion& q) const;
+  inline Quaternion& operator*= (const Quaternion& q);
+
+  Quaternion inverse(void) const;
+  Quaternion conjugate(void) const;
+
+  Quaternion slerp(Scalar t, const Quaternion& other) const;
+
+  template<typename Derived>
+  Vector3 operator* (const MatrixBase<Derived>& vec) const;
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Quaternion,Quaternion<NewScalarType> >::type cast() const
+  { return typename internal::cast_return_type<Quaternion,Quaternion<NewScalarType> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Quaternion(const Quaternion<OtherScalarType>& other)
+  { m_coeffs = other.coeffs().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Quaternion& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_coeffs.isApprox(other.m_coeffs, prec); }
+
+protected:
+  Coefficients m_coeffs;
+};
+
+/** \ingroup Geometry_Module
+  * single precision quaternion type */
+typedef Quaternion<float> Quaternionf;
+/** \ingroup Geometry_Module
+  * double precision quaternion type */
+typedef Quaternion<double> Quaterniond;
+
+// Generic Quaternion * Quaternion product
+template<typename Scalar> inline Quaternion<Scalar>
+ei_quaternion_product(const Quaternion<Scalar>& a, const Quaternion<Scalar>& b)
+{
+  return Quaternion<Scalar>
+  (
+    a.w() * b.w() - a.x() * b.x() - a.y() * b.y() - a.z() * b.z(),
+    a.w() * b.x() + a.x() * b.w() + a.y() * b.z() - a.z() * b.y(),
+    a.w() * b.y() + a.y() * b.w() + a.z() * b.x() - a.x() * b.z(),
+    a.w() * b.z() + a.z() * b.w() + a.x() * b.y() - a.y() * b.x()
+  );
+}
+
+/** \returns the concatenation of two rotations as a quaternion-quaternion product */
+template <typename Scalar>
+inline Quaternion<Scalar> Quaternion<Scalar>::operator* (const Quaternion& other) const
+{
+  return ei_quaternion_product(*this,other);
+}
+
+/** \sa operator*(Quaternion) */
+template <typename Scalar>
+inline Quaternion<Scalar>& Quaternion<Scalar>::operator*= (const Quaternion& other)
+{
+  return (*this = *this * other);
+}
+
+/** Rotation of a vector by a quaternion.
+  * \remarks If the quaternion is used to rotate several points (>1)
+  * then it is much more efficient to first convert it to a 3x3 Matrix.
+  * Comparison of the operation cost for n transformations:
+  *   - Quaternion:    30n
+  *   - Via a Matrix3: 24 + 15n
+  */
+template <typename Scalar>
+template<typename Derived>
+inline typename Quaternion<Scalar>::Vector3
+Quaternion<Scalar>::operator* (const MatrixBase<Derived>& v) const
+{
+    // Note that this algorithm comes from the optimization by hand
+    // of the conversion to a Matrix followed by a Matrix/Vector product.
+    // It appears to be much faster than the common algorithm found
+    // in the litterature (30 versus 39 flops). It also requires two
+    // Vector3 as temporaries.
+    Vector3 uv;
+    uv = 2 * this->vec().cross(v);
+    return v + this->w() * uv + this->vec().cross(uv);
+}
+
+template<typename Scalar>
+inline Quaternion<Scalar>& Quaternion<Scalar>::operator=(const Quaternion& other)
+{
+  m_coeffs = other.m_coeffs;
+  return *this;
+}
+
+/** Set \c *this from an angle-axis \a aa and returns a reference to \c *this
+  */
+template<typename Scalar>
+inline Quaternion<Scalar>& Quaternion<Scalar>::operator=(const AngleAxisType& aa)
+{
+  Scalar ha = Scalar(0.5)*aa.angle(); // Scalar(0.5) to suppress precision loss warnings
+  this->w() = ei_cos(ha);
+  this->vec() = ei_sin(ha) * aa.axis();
+  return *this;
+}
+
+/** Set \c *this from the expression \a xpr:
+  *   - if \a xpr is a 4x1 vector, then \a xpr is assumed to be a quaternion
+  *   - if \a xpr is a 3x3 matrix, then \a xpr is assumed to be rotation matrix
+  *     and \a xpr is converted to a quaternion
+  */
+template<typename Scalar>
+template<typename Derived>
+inline Quaternion<Scalar>& Quaternion<Scalar>::operator=(const MatrixBase<Derived>& xpr)
+{
+  ei_quaternion_assign_impl<Derived>::run(*this, xpr.derived());
+  return *this;
+}
+
+/** Convert the quaternion to a 3x3 rotation matrix */
+template<typename Scalar>
+inline typename Quaternion<Scalar>::Matrix3
+Quaternion<Scalar>::toRotationMatrix(void) const
+{
+  // NOTE if inlined, then gcc 4.2 and 4.4 get rid of the temporary (not gcc 4.3 !!)
+  // if not inlined then the cost of the return by value is huge ~ +35%,
+  // however, not inlining this function is an order of magnitude slower, so
+  // it has to be inlined, and so the return by value is not an issue
+  Matrix3 res;
+
+  const Scalar tx  = Scalar(2)*this->x();
+  const Scalar ty  = Scalar(2)*this->y();
+  const Scalar tz  = Scalar(2)*this->z();
+  const Scalar twx = tx*this->w();
+  const Scalar twy = ty*this->w();
+  const Scalar twz = tz*this->w();
+  const Scalar txx = tx*this->x();
+  const Scalar txy = ty*this->x();
+  const Scalar txz = tz*this->x();
+  const Scalar tyy = ty*this->y();
+  const Scalar tyz = tz*this->y();
+  const Scalar tzz = tz*this->z();
+
+  res.coeffRef(0,0) = Scalar(1)-(tyy+tzz);
+  res.coeffRef(0,1) = txy-twz;
+  res.coeffRef(0,2) = txz+twy;
+  res.coeffRef(1,0) = txy+twz;
+  res.coeffRef(1,1) = Scalar(1)-(txx+tzz);
+  res.coeffRef(1,2) = tyz-twx;
+  res.coeffRef(2,0) = txz-twy;
+  res.coeffRef(2,1) = tyz+twx;
+  res.coeffRef(2,2) = Scalar(1)-(txx+tyy);
+
+  return res;
+}
+
+/** Sets *this to be a quaternion representing a rotation sending the vector \a a to the vector \a b.
+  *
+  * \returns a reference to *this.
+  *
+  * Note that the two input vectors do \b not have to be normalized.
+  */
+template<typename Scalar>
+template<typename Derived1, typename Derived2>
+inline Quaternion<Scalar>& Quaternion<Scalar>::setFromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b)
+{
+  Vector3 v0 = a.normalized();
+  Vector3 v1 = b.normalized();
+  Scalar c = v0.eigen2_dot(v1);
+
+  // if dot == 1, vectors are the same
+  if (ei_isApprox(c,Scalar(1)))
+  {
+    // set to identity
+    this->w() = 1; this->vec().setZero();
+    return *this;
+  }
+  // if dot == -1, vectors are opposites
+  if (ei_isApprox(c,Scalar(-1)))
+  {
+    this->vec() = v0.unitOrthogonal();
+    this->w() = 0;
+    return *this;
+  }
+
+  Vector3 axis = v0.cross(v1);
+  Scalar s = ei_sqrt((Scalar(1)+c)*Scalar(2));
+  Scalar invs = Scalar(1)/s;
+  this->vec() = axis * invs;
+  this->w() = s * Scalar(0.5);
+
+  return *this;
+}
+
+/** \returns the multiplicative inverse of \c *this
+  * Note that in most cases, i.e., if you simply want the opposite rotation,
+  * and/or the quaternion is normalized, then it is enough to use the conjugate.
+  *
+  * \sa Quaternion::conjugate()
+  */
+template <typename Scalar>
+inline Quaternion<Scalar> Quaternion<Scalar>::inverse() const
+{
+  // FIXME should this function be called multiplicativeInverse and conjugate() be called inverse() or opposite()  ??
+  Scalar n2 = this->squaredNorm();
+  if (n2 > 0)
+    return Quaternion(conjugate().coeffs() / n2);
+  else
+  {
+    // return an invalid result to flag the error
+    return Quaternion(Coefficients::Zero());
+  }
+}
+
+/** \returns the conjugate of the \c *this which is equal to the multiplicative inverse
+  * if the quaternion is normalized.
+  * The conjugate of a quaternion represents the opposite rotation.
+  *
+  * \sa Quaternion::inverse()
+  */
+template <typename Scalar>
+inline Quaternion<Scalar> Quaternion<Scalar>::conjugate() const
+{
+  return Quaternion(this->w(),-this->x(),-this->y(),-this->z());
+}
+
+/** \returns the angle (in radian) between two rotations
+  * \sa eigen2_dot()
+  */
+template <typename Scalar>
+inline Scalar Quaternion<Scalar>::angularDistance(const Quaternion& other) const
+{
+  double d = ei_abs(this->eigen2_dot(other));
+  if (d>=1.0)
+    return 0;
+  return Scalar(2) * std::acos(d);
+}
+
+/** \returns the spherical linear interpolation between the two quaternions
+  * \c *this and \a other at the parameter \a t
+  */
+template <typename Scalar>
+Quaternion<Scalar> Quaternion<Scalar>::slerp(Scalar t, const Quaternion& other) const
+{
+  static const Scalar one = Scalar(1) - machine_epsilon<Scalar>();
+  Scalar d = this->eigen2_dot(other);
+  Scalar absD = ei_abs(d);
+
+  Scalar scale0;
+  Scalar scale1;
+
+  if (absD>=one)
+  {
+    scale0 = Scalar(1) - t;
+    scale1 = t;
+  }
+  else
+  {
+    // theta is the angle between the 2 quaternions
+    Scalar theta = std::acos(absD);
+    Scalar sinTheta = ei_sin(theta);
+
+    scale0 = ei_sin( ( Scalar(1) - t ) * theta) / sinTheta;
+    scale1 = ei_sin( ( t * theta) ) / sinTheta;
+    if (d<0)
+      scale1 = -scale1;
+  }
+
+  return Quaternion<Scalar>(scale0 * coeffs() + scale1 * other.coeffs());
+}
+
+// set from a rotation matrix
+template<typename Other>
+struct ei_quaternion_assign_impl<Other,3,3>
+{
+  typedef typename Other::Scalar Scalar;
+  static inline void run(Quaternion<Scalar>& q, const Other& mat)
+  {
+    // This algorithm comes from  "Quaternion Calculus and Fast Animation",
+    // Ken Shoemake, 1987 SIGGRAPH course notes
+    Scalar t = mat.trace();
+    if (t > 0)
+    {
+      t = ei_sqrt(t + Scalar(1.0));
+      q.w() = Scalar(0.5)*t;
+      t = Scalar(0.5)/t;
+      q.x() = (mat.coeff(2,1) - mat.coeff(1,2)) * t;
+      q.y() = (mat.coeff(0,2) - mat.coeff(2,0)) * t;
+      q.z() = (mat.coeff(1,0) - mat.coeff(0,1)) * t;
+    }
+    else
+    {
+      int i = 0;
+      if (mat.coeff(1,1) > mat.coeff(0,0))
+        i = 1;
+      if (mat.coeff(2,2) > mat.coeff(i,i))
+        i = 2;
+      int j = (i+1)%3;
+      int k = (j+1)%3;
+
+      t = ei_sqrt(mat.coeff(i,i)-mat.coeff(j,j)-mat.coeff(k,k) + Scalar(1.0));
+      q.coeffs().coeffRef(i) = Scalar(0.5) * t;
+      t = Scalar(0.5)/t;
+      q.w() = (mat.coeff(k,j)-mat.coeff(j,k))*t;
+      q.coeffs().coeffRef(j) = (mat.coeff(j,i)+mat.coeff(i,j))*t;
+      q.coeffs().coeffRef(k) = (mat.coeff(k,i)+mat.coeff(i,k))*t;
+    }
+  }
+};
+
+// set from a vector of coefficients assumed to be a quaternion
+template<typename Other>
+struct ei_quaternion_assign_impl<Other,4,1>
+{
+  typedef typename Other::Scalar Scalar;
+  static inline void run(Quaternion<Scalar>& q, const Other& vec)
+  {
+    q.coeffs() = vec;
+  }
+};
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h
new file mode 100644
index 0000000000..19b8582a1b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Rotation2D.h
@@ -0,0 +1,145 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Rotation2D
+  *
+  * \brief Represents a rotation/orientation in a 2 dimensional space.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  *
+  * This class is equivalent to a single scalar representing a counter clock wise rotation
+  * as a single angle in radian. It provides some additional features such as the automatic
+  * conversion from/to a 2x2 rotation matrix. Moreover this class aims to provide a similar
+  * interface to Quaternion in order to facilitate the writing of generic algorithms
+  * dealing with rotations.
+  *
+  * \sa class Quaternion, class Transform
+  */
+template<typename _Scalar> struct ei_traits<Rotation2D<_Scalar> >
+{
+  typedef _Scalar Scalar;
+};
+
+template<typename _Scalar>
+class Rotation2D : public RotationBase<Rotation2D<_Scalar>,2>
+{
+  typedef RotationBase<Rotation2D<_Scalar>,2> Base;
+
+public:
+
+  using Base::operator*;
+
+  enum { Dim = 2 };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  typedef Matrix<Scalar,2,1> Vector2;
+  typedef Matrix<Scalar,2,2> Matrix2;
+
+protected:
+
+  Scalar m_angle;
+
+public:
+
+  /** Construct a 2D counter clock wise rotation from the angle \a a in radian. */
+  inline Rotation2D(Scalar a) : m_angle(a) {}
+
+  /** \returns the rotation angle */
+  inline Scalar angle() const { return m_angle; }
+
+  /** \returns a read-write reference to the rotation angle */
+  inline Scalar& angle() { return m_angle; }
+
+  /** \returns the inverse rotation */
+  inline Rotation2D inverse() const { return -m_angle; }
+
+  /** Concatenates two rotations */
+  inline Rotation2D operator*(const Rotation2D& other) const
+  { return m_angle + other.m_angle; }
+
+  /** Concatenates two rotations */
+  inline Rotation2D& operator*=(const Rotation2D& other)
+  { return m_angle += other.m_angle; return *this; }
+
+  /** Applies the rotation to a 2D vector */
+  Vector2 operator* (const Vector2& vec) const
+  { return toRotationMatrix() * vec; }
+
+  template<typename Derived>
+  Rotation2D& fromRotationMatrix(const MatrixBase<Derived>& m);
+  Matrix2 toRotationMatrix(void) const;
+
+  /** \returns the spherical interpolation between \c *this and \a other using
+    * parameter \a t. It is in fact equivalent to a linear interpolation.
+    */
+  inline Rotation2D slerp(Scalar t, const Rotation2D& other) const
+  { return m_angle * (1-t) + other.angle() * t; }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Rotation2D,Rotation2D<NewScalarType> >::type cast() const
+  { return typename internal::cast_return_type<Rotation2D,Rotation2D<NewScalarType> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Rotation2D(const Rotation2D<OtherScalarType>& other)
+  {
+    m_angle = Scalar(other.angle());
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Rotation2D& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return ei_isApprox(m_angle,other.m_angle, prec); }
+};
+
+/** \ingroup Geometry_Module
+  * single precision 2D rotation type */
+typedef Rotation2D<float> Rotation2Df;
+/** \ingroup Geometry_Module
+  * double precision 2D rotation type */
+typedef Rotation2D<double> Rotation2Dd;
+
+/** Set \c *this from a 2x2 rotation matrix \a mat.
+  * In other words, this function extract the rotation angle
+  * from the rotation matrix.
+  */
+template<typename Scalar>
+template<typename Derived>
+Rotation2D<Scalar>& Rotation2D<Scalar>::fromRotationMatrix(const MatrixBase<Derived>& mat)
+{
+  EIGEN_STATIC_ASSERT(Derived::RowsAtCompileTime==2 && Derived::ColsAtCompileTime==2,YOU_MADE_A_PROGRAMMING_MISTAKE)
+  m_angle = ei_atan2(mat.coeff(1,0), mat.coeff(0,0));
+  return *this;
+}
+
+/** Constructs and \returns an equivalent 2x2 rotation matrix.
+  */
+template<typename Scalar>
+typename Rotation2D<Scalar>::Matrix2
+Rotation2D<Scalar>::toRotationMatrix(void) const
+{
+  Scalar sinA = ei_sin(m_angle);
+  Scalar cosA = ei_cos(m_angle);
+  return (Matrix2() << cosA, -sinA, sinA, cosA).finished();
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h
new file mode 100644
index 0000000000..b1c8f38da9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/RotationBase.h
@@ -0,0 +1,123 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+// this file aims to contains the various representations of rotation/orientation
+// in 2D and 3D space excepted Matrix and Quaternion.
+
+/** \class RotationBase
+  *
+  * \brief Common base class for compact rotation representations
+  *
+  * \param Derived is the derived type, i.e., a rotation type
+  * \param _Dim the dimension of the space
+  */
+template<typename Derived, int _Dim>
+class RotationBase
+{
+  public:
+    enum { Dim = _Dim };
+    /** the scalar type of the coefficients */
+    typedef typename ei_traits<Derived>::Scalar Scalar;
+    
+    /** corresponding linear transformation matrix type */
+    typedef Matrix<Scalar,Dim,Dim> RotationMatrixType;
+
+    inline const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    inline Derived& derived() { return *static_cast<Derived*>(this); }
+
+    /** \returns an equivalent rotation matrix */
+    inline RotationMatrixType toRotationMatrix() const { return derived().toRotationMatrix(); }
+
+    /** \returns the inverse rotation */
+    inline Derived inverse() const { return derived().inverse(); }
+
+    /** \returns the concatenation of the rotation \c *this with a translation \a t */
+    inline Transform<Scalar,Dim> operator*(const Translation<Scalar,Dim>& t) const
+    { return toRotationMatrix() * t; }
+
+    /** \returns the concatenation of the rotation \c *this with a scaling \a s */
+    inline RotationMatrixType operator*(const Scaling<Scalar,Dim>& s) const
+    { return toRotationMatrix() * s; }
+
+    /** \returns the concatenation of the rotation \c *this with an affine transformation \a t */
+    inline Transform<Scalar,Dim> operator*(const Transform<Scalar,Dim>& t) const
+    { return toRotationMatrix() * t; }
+};
+
+/** \geometry_module
+  *
+  * Constructs a Dim x Dim rotation matrix from the rotation \a r
+  */
+template<typename _Scalar, int _Rows, int _Cols, int _Storage, int _MaxRows, int _MaxCols>
+template<typename OtherDerived>
+Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols>
+::Matrix(const RotationBase<OtherDerived,ColsAtCompileTime>& r)
+{
+  EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Matrix,int(OtherDerived::Dim),int(OtherDerived::Dim))
+  *this = r.toRotationMatrix();
+}
+
+/** \geometry_module
+  *
+  * Set a Dim x Dim rotation matrix from the rotation \a r
+  */
+template<typename _Scalar, int _Rows, int _Cols, int _Storage, int _MaxRows, int _MaxCols>
+template<typename OtherDerived>
+Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols>&
+Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols>
+::operator=(const RotationBase<OtherDerived,ColsAtCompileTime>& r)
+{
+  EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Matrix,int(OtherDerived::Dim),int(OtherDerived::Dim))
+  return *this = r.toRotationMatrix();
+}
+
+/** \internal
+  *
+  * Helper function to return an arbitrary rotation object to a rotation matrix.
+  *
+  * \param Scalar the numeric type of the matrix coefficients
+  * \param Dim the dimension of the current space
+  *
+  * It returns a Dim x Dim fixed size matrix.
+  *
+  * Default specializations are provided for:
+  *   - any scalar type (2D),
+  *   - any matrix expression,
+  *   - any type based on RotationBase (e.g., Quaternion, AngleAxis, Rotation2D)
+  *
+  * Currently ei_toRotationMatrix is only used by Transform.
+  *
+  * \sa class Transform, class Rotation2D, class Quaternion, class AngleAxis
+  */
+template<typename Scalar, int Dim>
+static inline Matrix<Scalar,2,2> ei_toRotationMatrix(const Scalar& s)
+{
+  EIGEN_STATIC_ASSERT(Dim==2,YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return Rotation2D<Scalar>(s).toRotationMatrix();
+}
+
+template<typename Scalar, int Dim, typename OtherDerived>
+static inline Matrix<Scalar,Dim,Dim> ei_toRotationMatrix(const RotationBase<OtherDerived,Dim>& r)
+{
+  return r.toRotationMatrix();
+}
+
+template<typename Scalar, int Dim, typename OtherDerived>
+static inline const MatrixBase<OtherDerived>& ei_toRotationMatrix(const MatrixBase<OtherDerived>& mat)
+{
+  EIGEN_STATIC_ASSERT(OtherDerived::RowsAtCompileTime==Dim && OtherDerived::ColsAtCompileTime==Dim,
+    YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return mat;
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h
new file mode 100644
index 0000000000..b8fa6cd3f6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Scaling.h
@@ -0,0 +1,167 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Scaling
+  *
+  * \brief Represents a possibly non uniform scaling transformation
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients.
+  * \param _Dim the  dimension of the space, can be a compile time value or Dynamic
+  *
+  * \note This class is not aimed to be used to store a scaling transformation,
+  * but rather to make easier the constructions and updates of Transform objects.
+  *
+  * \sa class Translation, class Transform
+  */
+template<typename _Scalar, int _Dim>
+class Scaling
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Dim)
+  /** dimension of the space */
+  enum { Dim = _Dim };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  /** corresponding vector type */
+  typedef Matrix<Scalar,Dim,1> VectorType;
+  /** corresponding linear transformation matrix type */
+  typedef Matrix<Scalar,Dim,Dim> LinearMatrixType;
+  /** corresponding translation type */
+  typedef Translation<Scalar,Dim> TranslationType;
+  /** corresponding affine transformation type */
+  typedef Transform<Scalar,Dim> TransformType;
+
+protected:
+
+  VectorType m_coeffs;
+
+public:
+
+  /** Default constructor without initialization. */
+  Scaling() {}
+  /** Constructs and initialize a uniform scaling transformation */
+  explicit inline Scaling(const Scalar& s) { m_coeffs.setConstant(s); }
+  /** 2D only */
+  inline Scaling(const Scalar& sx, const Scalar& sy)
+  {
+    ei_assert(Dim==2);
+    m_coeffs.x() = sx;
+    m_coeffs.y() = sy;
+  }
+  /** 3D only */
+  inline Scaling(const Scalar& sx, const Scalar& sy, const Scalar& sz)
+  {
+    ei_assert(Dim==3);
+    m_coeffs.x() = sx;
+    m_coeffs.y() = sy;
+    m_coeffs.z() = sz;
+  }
+  /** Constructs and initialize the scaling transformation from a vector of scaling coefficients */
+  explicit inline Scaling(const VectorType& coeffs) : m_coeffs(coeffs) {}
+
+  const VectorType& coeffs() const { return m_coeffs; }
+  VectorType& coeffs() { return m_coeffs; }
+
+  /** Concatenates two scaling */
+  inline Scaling operator* (const Scaling& other) const
+  { return Scaling(coeffs().cwise() * other.coeffs()); }
+
+  /** Concatenates a scaling and a translation */
+  inline TransformType operator* (const TranslationType& t) const;
+
+  /** Concatenates a scaling and an affine transformation */
+  inline TransformType operator* (const TransformType& t) const;
+
+  /** Concatenates a scaling and a linear transformation matrix */
+  // TODO returns an expression
+  inline LinearMatrixType operator* (const LinearMatrixType& other) const
+  { return coeffs().asDiagonal() * other; }
+
+  /** Concatenates a linear transformation matrix and a scaling */
+  // TODO returns an expression
+  friend inline LinearMatrixType operator* (const LinearMatrixType& other, const Scaling& s)
+  { return other * s.coeffs().asDiagonal(); }
+
+  template<typename Derived>
+  inline LinearMatrixType operator*(const RotationBase<Derived,Dim>& r) const
+  { return *this * r.toRotationMatrix(); }
+
+  /** Applies scaling to vector */
+  inline VectorType operator* (const VectorType& other) const
+  { return coeffs().asDiagonal() * other; }
+
+  /** \returns the inverse scaling */
+  inline Scaling inverse() const
+  { return Scaling(coeffs().cwise().inverse()); }
+
+  inline Scaling& operator=(const Scaling& other)
+  {
+    m_coeffs = other.m_coeffs;
+    return *this;
+  }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Scaling,Scaling<NewScalarType,Dim> >::type cast() const
+  { return typename internal::cast_return_type<Scaling,Scaling<NewScalarType,Dim> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Scaling(const Scaling<OtherScalarType,Dim>& other)
+  { m_coeffs = other.coeffs().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Scaling& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_coeffs.isApprox(other.m_coeffs, prec); }
+
+};
+
+/** \addtogroup Geometry_Module */
+//@{
+typedef Scaling<float, 2> Scaling2f;
+typedef Scaling<double,2> Scaling2d;
+typedef Scaling<float, 3> Scaling3f;
+typedef Scaling<double,3> Scaling3d;
+//@}
+
+template<typename Scalar, int Dim>
+inline typename Scaling<Scalar,Dim>::TransformType
+Scaling<Scalar,Dim>::operator* (const TranslationType& t) const
+{
+  TransformType res;
+  res.matrix().setZero();
+  res.linear().diagonal() = coeffs();
+  res.translation() = m_coeffs.cwise() * t.vector();
+  res(Dim,Dim) = Scalar(1);
+  return res;
+}
+
+template<typename Scalar, int Dim>
+inline typename Scaling<Scalar,Dim>::TransformType
+Scaling<Scalar,Dim>::operator* (const TransformType& t) const
+{
+  TransformType res = t;
+  res.prescale(m_coeffs);
+  return res;
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h
new file mode 100644
index 0000000000..fab60b251d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Transform.h
@@ -0,0 +1,786 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+// Note that we have to pass Dim and HDim because it is not allowed to use a template
+// parameter to define a template specialization. To be more precise, in the following
+// specializations, it is not allowed to use Dim+1 instead of HDim.
+template< typename Other,
+          int Dim,
+          int HDim,
+          int OtherRows=Other::RowsAtCompileTime,
+          int OtherCols=Other::ColsAtCompileTime>
+struct ei_transform_product_impl;
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Transform
+  *
+  * \brief Represents an homogeneous transformation in a N dimensional space
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  * \param _Dim the dimension of the space
+  *
+  * The homography is internally represented and stored as a (Dim+1)^2 matrix which
+  * is available through the matrix() method.
+  *
+  * Conversion methods from/to Qt's QMatrix and QTransform are available if the
+  * preprocessor token EIGEN_QT_SUPPORT is defined.
+  *
+  * \sa class Matrix, class Quaternion
+  */
+template<typename _Scalar, int _Dim>
+class Transform
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Dim==Dynamic ? Dynamic : (_Dim+1)*(_Dim+1))
+  enum {
+    Dim = _Dim,     ///< space dimension in which the transformation holds
+    HDim = _Dim+1   ///< size of a respective homogeneous vector
+  };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  /** type of the matrix used to represent the transformation */
+  typedef Matrix<Scalar,HDim,HDim> MatrixType;
+  /** type of the matrix used to represent the linear part of the transformation */
+  typedef Matrix<Scalar,Dim,Dim> LinearMatrixType;
+  /** type of read/write reference to the linear part of the transformation */
+  typedef Block<MatrixType,Dim,Dim> LinearPart;
+  /** type of read/write reference to the linear part of the transformation */
+  typedef const Block<const MatrixType,Dim,Dim> ConstLinearPart;
+  /** type of a vector */
+  typedef Matrix<Scalar,Dim,1> VectorType;
+  /** type of a read/write reference to the translation part of the rotation */
+  typedef Block<MatrixType,Dim,1> TranslationPart;
+  /** type of a read/write reference to the translation part of the rotation */
+  typedef const Block<const MatrixType,Dim,1> ConstTranslationPart;
+  /** corresponding translation type */
+  typedef Translation<Scalar,Dim> TranslationType;
+  /** corresponding scaling transformation type */
+  typedef Scaling<Scalar,Dim> ScalingType;
+
+protected:
+
+  MatrixType m_matrix;
+
+public:
+
+  /** Default constructor without initialization of the coefficients. */
+  inline Transform() { }
+
+  inline Transform(const Transform& other)
+  {
+    m_matrix = other.m_matrix;
+  }
+
+  inline explicit Transform(const TranslationType& t) { *this = t; }
+  inline explicit Transform(const ScalingType& s) { *this = s; }
+  template<typename Derived>
+  inline explicit Transform(const RotationBase<Derived, Dim>& r) { *this = r; }
+
+  inline Transform& operator=(const Transform& other)
+  { m_matrix = other.m_matrix; return *this; }
+
+  template<typename OtherDerived, bool BigMatrix> // MSVC 2005 will commit suicide if BigMatrix has a default value
+  struct construct_from_matrix
+  {
+    static inline void run(Transform *transform, const MatrixBase<OtherDerived>& other)
+    {
+      transform->matrix() = other;
+    }
+  };
+
+  template<typename OtherDerived> struct construct_from_matrix<OtherDerived, true>
+  {
+    static inline void run(Transform *transform, const MatrixBase<OtherDerived>& other)
+    {
+      transform->linear() = other;
+      transform->translation().setZero();
+      transform->matrix()(Dim,Dim) = Scalar(1);
+      transform->matrix().template block<1,Dim>(Dim,0).setZero();
+    }
+  };
+
+  /** Constructs and initializes a transformation from a Dim^2 or a (Dim+1)^2 matrix. */
+  template<typename OtherDerived>
+  inline explicit Transform(const MatrixBase<OtherDerived>& other)
+  {
+    construct_from_matrix<OtherDerived, int(OtherDerived::RowsAtCompileTime) == Dim>::run(this, other);
+  }
+
+  /** Set \c *this from a (Dim+1)^2 matrix. */
+  template<typename OtherDerived>
+  inline Transform& operator=(const MatrixBase<OtherDerived>& other)
+  { m_matrix = other; return *this; }
+
+  #ifdef EIGEN_QT_SUPPORT
+  inline Transform(const QMatrix& other);
+  inline Transform& operator=(const QMatrix& other);
+  inline QMatrix toQMatrix(void) const;
+  inline Transform(const QTransform& other);
+  inline Transform& operator=(const QTransform& other);
+  inline QTransform toQTransform(void) const;
+  #endif
+
+  /** shortcut for m_matrix(row,col);
+    * \sa MatrixBase::operaror(int,int) const */
+  inline Scalar operator() (int row, int col) const { return m_matrix(row,col); }
+  /** shortcut for m_matrix(row,col);
+    * \sa MatrixBase::operaror(int,int) */
+  inline Scalar& operator() (int row, int col) { return m_matrix(row,col); }
+
+  /** \returns a read-only expression of the transformation matrix */
+  inline const MatrixType& matrix() const { return m_matrix; }
+  /** \returns a writable expression of the transformation matrix */
+  inline MatrixType& matrix() { return m_matrix; }
+
+  /** \returns a read-only expression of the linear (linear) part of the transformation */
+  inline ConstLinearPart linear() const { return m_matrix.template block<Dim,Dim>(0,0); }
+  /** \returns a writable expression of the linear (linear) part of the transformation */
+  inline LinearPart linear() { return m_matrix.template block<Dim,Dim>(0,0); }
+
+  /** \returns a read-only expression of the translation vector of the transformation */
+  inline ConstTranslationPart translation() const { return m_matrix.template block<Dim,1>(0,Dim); }
+  /** \returns a writable expression of the translation vector of the transformation */
+  inline TranslationPart translation() { return m_matrix.template block<Dim,1>(0,Dim); }
+
+  /** \returns an expression of the product between the transform \c *this and a matrix expression \a other
+  *
+  * The right hand side \a other might be either:
+  * \li a vector of size Dim,
+  * \li an homogeneous vector of size Dim+1,
+  * \li a transformation matrix of size Dim+1 x Dim+1.
+  */
+  // note: this function is defined here because some compilers cannot find the respective declaration
+  template<typename OtherDerived>
+  inline const typename ei_transform_product_impl<OtherDerived,_Dim,_Dim+1>::ResultType
+  operator * (const MatrixBase<OtherDerived> &other) const
+  { return ei_transform_product_impl<OtherDerived,Dim,HDim>::run(*this,other.derived()); }
+
+  /** \returns the product expression of a transformation matrix \a a times a transform \a b
+    * The transformation matrix \a a must have a Dim+1 x Dim+1 sizes. */
+  template<typename OtherDerived>
+  friend inline const typename ProductReturnType<OtherDerived,MatrixType>::Type
+  operator * (const MatrixBase<OtherDerived> &a, const Transform &b)
+  { return a.derived() * b.matrix(); }
+
+  /** Contatenates two transformations */
+  inline const Transform
+  operator * (const Transform& other) const
+  { return Transform(m_matrix * other.matrix()); }
+
+  /** \sa MatrixBase::setIdentity() */
+  void setIdentity() { m_matrix.setIdentity(); }
+  static const typename MatrixType::IdentityReturnType Identity()
+  {
+    return MatrixType::Identity();
+  }
+
+  template<typename OtherDerived>
+  inline Transform& scale(const MatrixBase<OtherDerived> &other);
+
+  template<typename OtherDerived>
+  inline Transform& prescale(const MatrixBase<OtherDerived> &other);
+
+  inline Transform& scale(Scalar s);
+  inline Transform& prescale(Scalar s);
+
+  template<typename OtherDerived>
+  inline Transform& translate(const MatrixBase<OtherDerived> &other);
+
+  template<typename OtherDerived>
+  inline Transform& pretranslate(const MatrixBase<OtherDerived> &other);
+
+  template<typename RotationType>
+  inline Transform& rotate(const RotationType& rotation);
+
+  template<typename RotationType>
+  inline Transform& prerotate(const RotationType& rotation);
+
+  Transform& shear(Scalar sx, Scalar sy);
+  Transform& preshear(Scalar sx, Scalar sy);
+
+  inline Transform& operator=(const TranslationType& t);
+  inline Transform& operator*=(const TranslationType& t) { return translate(t.vector()); }
+  inline Transform operator*(const TranslationType& t) const;
+
+  inline Transform& operator=(const ScalingType& t);
+  inline Transform& operator*=(const ScalingType& s) { return scale(s.coeffs()); }
+  inline Transform operator*(const ScalingType& s) const;
+  friend inline Transform operator*(const LinearMatrixType& mat, const Transform& t)
+  {
+    Transform res = t;
+    res.matrix().row(Dim) = t.matrix().row(Dim);
+    res.matrix().template block<Dim,HDim>(0,0) = (mat * t.matrix().template block<Dim,HDim>(0,0)).lazy();
+    return res;
+  }
+
+  template<typename Derived>
+  inline Transform& operator=(const RotationBase<Derived,Dim>& r);
+  template<typename Derived>
+  inline Transform& operator*=(const RotationBase<Derived,Dim>& r) { return rotate(r.toRotationMatrix()); }
+  template<typename Derived>
+  inline Transform operator*(const RotationBase<Derived,Dim>& r) const;
+
+  LinearMatrixType rotation() const;
+  template<typename RotationMatrixType, typename ScalingMatrixType>
+  void computeRotationScaling(RotationMatrixType *rotation, ScalingMatrixType *scaling) const;
+  template<typename ScalingMatrixType, typename RotationMatrixType>
+  void computeScalingRotation(ScalingMatrixType *scaling, RotationMatrixType *rotation) const;
+
+  template<typename PositionDerived, typename OrientationType, typename ScaleDerived>
+  Transform& fromPositionOrientationScale(const MatrixBase<PositionDerived> &position,
+    const OrientationType& orientation, const MatrixBase<ScaleDerived> &scale);
+
+  inline const MatrixType inverse(TransformTraits traits = Affine) const;
+
+  /** \returns a const pointer to the column major internal matrix */
+  const Scalar* data() const { return m_matrix.data(); }
+  /** \returns a non-const pointer to the column major internal matrix */
+  Scalar* data() { return m_matrix.data(); }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Transform,Transform<NewScalarType,Dim> >::type cast() const
+  { return typename internal::cast_return_type<Transform,Transform<NewScalarType,Dim> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Transform(const Transform<OtherScalarType,Dim>& other)
+  { m_matrix = other.matrix().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Transform& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_matrix.isApprox(other.m_matrix, prec); }
+
+  #ifdef EIGEN_TRANSFORM_PLUGIN
+  #include EIGEN_TRANSFORM_PLUGIN
+  #endif
+
+protected:
+
+};
+
+/** \ingroup Geometry_Module */
+typedef Transform<float,2> Transform2f;
+/** \ingroup Geometry_Module */
+typedef Transform<float,3> Transform3f;
+/** \ingroup Geometry_Module */
+typedef Transform<double,2> Transform2d;
+/** \ingroup Geometry_Module */
+typedef Transform<double,3> Transform3d;
+
+/**************************
+*** Optional QT support ***
+**************************/
+
+#ifdef EIGEN_QT_SUPPORT
+/** Initialises \c *this from a QMatrix assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim>
+Transform<Scalar,Dim>::Transform(const QMatrix& other)
+{
+  *this = other;
+}
+
+/** Set \c *this from a QMatrix assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim>
+Transform<Scalar,Dim>& Transform<Scalar,Dim>::operator=(const QMatrix& other)
+{
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  m_matrix << other.m11(), other.m21(), other.dx(),
+              other.m12(), other.m22(), other.dy(),
+              0, 0, 1;
+   return *this;
+}
+
+/** \returns a QMatrix from \c *this assuming the dimension is 2.
+  *
+  * \warning this convertion might loss data if \c *this is not affine
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim>
+QMatrix Transform<Scalar,Dim>::toQMatrix(void) const
+{
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return QMatrix(m_matrix.coeff(0,0), m_matrix.coeff(1,0),
+                 m_matrix.coeff(0,1), m_matrix.coeff(1,1),
+                 m_matrix.coeff(0,2), m_matrix.coeff(1,2));
+}
+
+/** Initialises \c *this from a QTransform assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim>
+Transform<Scalar,Dim>::Transform(const QTransform& other)
+{
+  *this = other;
+}
+
+/** Set \c *this from a QTransform assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim>
+Transform<Scalar,Dim>& Transform<Scalar,Dim>::operator=(const QTransform& other)
+{
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  m_matrix << other.m11(), other.m21(), other.dx(),
+              other.m12(), other.m22(), other.dy(),
+              other.m13(), other.m23(), other.m33();
+   return *this;
+}
+
+/** \returns a QTransform from \c *this assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim>
+QTransform Transform<Scalar,Dim>::toQTransform(void) const
+{
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return QTransform(m_matrix.coeff(0,0), m_matrix.coeff(1,0), m_matrix.coeff(2,0),
+                    m_matrix.coeff(0,1), m_matrix.coeff(1,1), m_matrix.coeff(2,1),
+                    m_matrix.coeff(0,2), m_matrix.coeff(1,2), m_matrix.coeff(2,2));
+}
+#endif
+
+/*********************
+*** Procedural API ***
+*********************/
+
+/** Applies on the right the non uniform scale transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \sa prescale()
+  */
+template<typename Scalar, int Dim>
+template<typename OtherDerived>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::scale(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  linear() = (linear() * other.asDiagonal()).lazy();
+  return *this;
+}
+
+/** Applies on the right a uniform scale of a factor \a c to \c *this
+  * and returns a reference to \c *this.
+  * \sa prescale(Scalar)
+  */
+template<typename Scalar, int Dim>
+inline Transform<Scalar,Dim>& Transform<Scalar,Dim>::scale(Scalar s)
+{
+  linear() *= s;
+  return *this;
+}
+
+/** Applies on the left the non uniform scale transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \sa scale()
+  */
+template<typename Scalar, int Dim>
+template<typename OtherDerived>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::prescale(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  m_matrix.template block<Dim,HDim>(0,0) = (other.asDiagonal() * m_matrix.template block<Dim,HDim>(0,0)).lazy();
+  return *this;
+}
+
+/** Applies on the left a uniform scale of a factor \a c to \c *this
+  * and returns a reference to \c *this.
+  * \sa scale(Scalar)
+  */
+template<typename Scalar, int Dim>
+inline Transform<Scalar,Dim>& Transform<Scalar,Dim>::prescale(Scalar s)
+{
+  m_matrix.template corner<Dim,HDim>(TopLeft) *= s;
+  return *this;
+}
+
+/** Applies on the right the translation matrix represented by the vector \a other
+  * to \c *this and returns a reference to \c *this.
+  * \sa pretranslate()
+  */
+template<typename Scalar, int Dim>
+template<typename OtherDerived>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::translate(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  translation() += linear() * other;
+  return *this;
+}
+
+/** Applies on the left the translation matrix represented by the vector \a other
+  * to \c *this and returns a reference to \c *this.
+  * \sa translate()
+  */
+template<typename Scalar, int Dim>
+template<typename OtherDerived>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::pretranslate(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  translation() += other;
+  return *this;
+}
+
+/** Applies on the right the rotation represented by the rotation \a rotation
+  * to \c *this and returns a reference to \c *this.
+  *
+  * The template parameter \a RotationType is the type of the rotation which
+  * must be known by ei_toRotationMatrix<>.
+  *
+  * Natively supported types includes:
+  *   - any scalar (2D),
+  *   - a Dim x Dim matrix expression,
+  *   - a Quaternion (3D),
+  *   - a AngleAxis (3D)
+  *
+  * This mechanism is easily extendable to support user types such as Euler angles,
+  * or a pair of Quaternion for 4D rotations.
+  *
+  * \sa rotate(Scalar), class Quaternion, class AngleAxis, prerotate(RotationType)
+  */
+template<typename Scalar, int Dim>
+template<typename RotationType>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::rotate(const RotationType& rotation)
+{
+  linear() *= ei_toRotationMatrix<Scalar,Dim>(rotation);
+  return *this;
+}
+
+/** Applies on the left the rotation represented by the rotation \a rotation
+  * to \c *this and returns a reference to \c *this.
+  *
+  * See rotate() for further details.
+  *
+  * \sa rotate()
+  */
+template<typename Scalar, int Dim>
+template<typename RotationType>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::prerotate(const RotationType& rotation)
+{
+  m_matrix.template block<Dim,HDim>(0,0) = ei_toRotationMatrix<Scalar,Dim>(rotation)
+                                         * m_matrix.template block<Dim,HDim>(0,0);
+  return *this;
+}
+
+/** Applies on the right the shear transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \warning 2D only.
+  * \sa preshear()
+  */
+template<typename Scalar, int Dim>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::shear(Scalar sx, Scalar sy)
+{
+  EIGEN_STATIC_ASSERT(int(Dim)==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  VectorType tmp = linear().col(0)*sy + linear().col(1);
+  linear() << linear().col(0) + linear().col(1)*sx, tmp;
+  return *this;
+}
+
+/** Applies on the left the shear transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \warning 2D only.
+  * \sa shear()
+  */
+template<typename Scalar, int Dim>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::preshear(Scalar sx, Scalar sy)
+{
+  EIGEN_STATIC_ASSERT(int(Dim)==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  m_matrix.template block<Dim,HDim>(0,0) = LinearMatrixType(1, sx, sy, 1) * m_matrix.template block<Dim,HDim>(0,0);
+  return *this;
+}
+
+/******************************************************
+*** Scaling, Translation and Rotation compatibility ***
+******************************************************/
+
+template<typename Scalar, int Dim>
+inline Transform<Scalar,Dim>& Transform<Scalar,Dim>::operator=(const TranslationType& t)
+{
+  linear().setIdentity();
+  translation() = t.vector();
+  m_matrix.template block<1,Dim>(Dim,0).setZero();
+  m_matrix(Dim,Dim) = Scalar(1);
+  return *this;
+}
+
+template<typename Scalar, int Dim>
+inline Transform<Scalar,Dim> Transform<Scalar,Dim>::operator*(const TranslationType& t) const
+{
+  Transform res = *this;
+  res.translate(t.vector());
+  return res;
+}
+
+template<typename Scalar, int Dim>
+inline Transform<Scalar,Dim>& Transform<Scalar,Dim>::operator=(const ScalingType& s)
+{
+  m_matrix.setZero();
+  linear().diagonal() = s.coeffs();
+  m_matrix.coeffRef(Dim,Dim) = Scalar(1);
+  return *this;
+}
+
+template<typename Scalar, int Dim>
+inline Transform<Scalar,Dim> Transform<Scalar,Dim>::operator*(const ScalingType& s) const
+{
+  Transform res = *this;
+  res.scale(s.coeffs());
+  return res;
+}
+
+template<typename Scalar, int Dim>
+template<typename Derived>
+inline Transform<Scalar,Dim>& Transform<Scalar,Dim>::operator=(const RotationBase<Derived,Dim>& r)
+{
+  linear() = ei_toRotationMatrix<Scalar,Dim>(r);
+  translation().setZero();
+  m_matrix.template block<1,Dim>(Dim,0).setZero();
+  m_matrix.coeffRef(Dim,Dim) = Scalar(1);
+  return *this;
+}
+
+template<typename Scalar, int Dim>
+template<typename Derived>
+inline Transform<Scalar,Dim> Transform<Scalar,Dim>::operator*(const RotationBase<Derived,Dim>& r) const
+{
+  Transform res = *this;
+  res.rotate(r.derived());
+  return res;
+}
+
+/************************
+*** Special functions ***
+************************/
+
+/** \returns the rotation part of the transformation
+  * \nonstableyet
+  *
+  * \svd_module
+  *
+  * \sa computeRotationScaling(), computeScalingRotation(), class SVD
+  */
+template<typename Scalar, int Dim>
+typename Transform<Scalar,Dim>::LinearMatrixType
+Transform<Scalar,Dim>::rotation() const
+{
+  LinearMatrixType result;
+  computeRotationScaling(&result, (LinearMatrixType*)0);
+  return result;
+}
+
+
+/** decomposes the linear part of the transformation as a product rotation x scaling, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * \nonstableyet
+  *
+  * \svd_module
+  *
+  * \sa computeScalingRotation(), rotation(), class SVD
+  */
+template<typename Scalar, int Dim>
+template<typename RotationMatrixType, typename ScalingMatrixType>
+void Transform<Scalar,Dim>::computeRotationScaling(RotationMatrixType *rotation, ScalingMatrixType *scaling) const
+{
+  JacobiSVD<LinearMatrixType> svd(linear(), ComputeFullU|ComputeFullV);
+  Scalar x = (svd.matrixU() * svd.matrixV().adjoint()).determinant(); // so x has absolute value 1
+  Matrix<Scalar, Dim, 1> sv(svd.singularValues());
+  sv.coeffRef(0) *= x;
+  if(scaling)
+  {
+    scaling->noalias() = svd.matrixV() * sv.asDiagonal() * svd.matrixV().adjoint();
+  }
+  if(rotation)
+  {
+    LinearMatrixType m(svd.matrixU());
+    m.col(0) /= x;
+    rotation->noalias() = m * svd.matrixV().adjoint();
+  }
+}
+
+/** decomposes the linear part of the transformation as a product rotation x scaling, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * \nonstableyet
+  *
+  * \svd_module
+  *
+  * \sa computeRotationScaling(), rotation(), class SVD
+  */
+template<typename Scalar, int Dim>
+template<typename ScalingMatrixType, typename RotationMatrixType>
+void Transform<Scalar,Dim>::computeScalingRotation(ScalingMatrixType *scaling, RotationMatrixType *rotation) const
+{
+  JacobiSVD<LinearMatrixType> svd(linear(), ComputeFullU|ComputeFullV);
+  Scalar x = (svd.matrixU() * svd.matrixV().adjoint()).determinant(); // so x has absolute value 1
+  Matrix<Scalar, Dim, 1> sv(svd.singularValues());
+  sv.coeffRef(0) *= x;
+  if(scaling)
+  {
+    scaling->noalias() = svd.matrixU() * sv.asDiagonal() * svd.matrixU().adjoint();
+  }
+  if(rotation)
+  {
+    LinearMatrixType m(svd.matrixU());
+    m.col(0) /= x;
+    rotation->noalias() = m * svd.matrixV().adjoint();
+  }
+}
+
+/** Convenient method to set \c *this from a position, orientation and scale
+  * of a 3D object.
+  */
+template<typename Scalar, int Dim>
+template<typename PositionDerived, typename OrientationType, typename ScaleDerived>
+Transform<Scalar,Dim>&
+Transform<Scalar,Dim>::fromPositionOrientationScale(const MatrixBase<PositionDerived> &position,
+  const OrientationType& orientation, const MatrixBase<ScaleDerived> &scale)
+{
+  linear() = ei_toRotationMatrix<Scalar,Dim>(orientation);
+  linear() *= scale.asDiagonal();
+  translation() = position;
+  m_matrix.template block<1,Dim>(Dim,0).setZero();
+  m_matrix(Dim,Dim) = Scalar(1);
+  return *this;
+}
+
+/** \nonstableyet
+  *
+  * \returns the inverse transformation matrix according to some given knowledge
+  * on \c *this.
+  *
+  * \param traits allows to optimize the inversion process when the transformion
+  * is known to be not a general transformation. The possible values are:
+  *  - Projective if the transformation is not necessarily affine, i.e., if the
+  *    last row is not guaranteed to be [0 ... 0 1]
+  *  - Affine is the default, the last row is assumed to be [0 ... 0 1]
+  *  - Isometry if the transformation is only a concatenations of translations
+  *    and rotations.
+  *
+  * \warning unless \a traits is always set to NoShear or NoScaling, this function
+  * requires the generic inverse method of MatrixBase defined in the LU module. If
+  * you forget to include this module, then you will get hard to debug linking errors.
+  *
+  * \sa MatrixBase::inverse()
+  */
+template<typename Scalar, int Dim>
+inline const typename Transform<Scalar,Dim>::MatrixType
+Transform<Scalar,Dim>::inverse(TransformTraits traits) const
+{
+  if (traits == Projective)
+  {
+    return m_matrix.inverse();
+  }
+  else
+  {
+    MatrixType res;
+    if (traits == Affine)
+    {
+      res.template corner<Dim,Dim>(TopLeft) = linear().inverse();
+    }
+    else if (traits == Isometry)
+    {
+      res.template corner<Dim,Dim>(TopLeft) = linear().transpose();
+    }
+    else
+    {
+      ei_assert("invalid traits value in Transform::inverse()");
+    }
+    // translation and remaining parts
+    res.template corner<Dim,1>(TopRight) = - res.template corner<Dim,Dim>(TopLeft) * translation();
+    res.template corner<1,Dim>(BottomLeft).setZero();
+    res.coeffRef(Dim,Dim) = Scalar(1);
+    return res;
+  }
+}
+
+/*****************************************************
+*** Specializations of operator* with a MatrixBase ***
+*****************************************************/
+
+template<typename Other, int Dim, int HDim>
+struct ei_transform_product_impl<Other,Dim,HDim, HDim,HDim>
+{
+  typedef Transform<typename Other::Scalar,Dim> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef typename ProductReturnType<MatrixType,Other>::Type ResultType;
+  static ResultType run(const TransformType& tr, const Other& other)
+  { return tr.matrix() * other; }
+};
+
+template<typename Other, int Dim, int HDim>
+struct ei_transform_product_impl<Other,Dim,HDim, Dim,Dim>
+{
+  typedef Transform<typename Other::Scalar,Dim> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef TransformType ResultType;
+  static ResultType run(const TransformType& tr, const Other& other)
+  {
+    TransformType res;
+    res.translation() = tr.translation();
+    res.matrix().row(Dim) = tr.matrix().row(Dim);
+    res.linear() = (tr.linear() * other).lazy();
+    return res;
+  }
+};
+
+template<typename Other, int Dim, int HDim>
+struct ei_transform_product_impl<Other,Dim,HDim, HDim,1>
+{
+  typedef Transform<typename Other::Scalar,Dim> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef typename ProductReturnType<MatrixType,Other>::Type ResultType;
+  static ResultType run(const TransformType& tr, const Other& other)
+  { return tr.matrix() * other; }
+};
+
+template<typename Other, int Dim, int HDim>
+struct ei_transform_product_impl<Other,Dim,HDim, Dim,1>
+{
+  typedef typename Other::Scalar Scalar;
+  typedef Transform<Scalar,Dim> TransformType;
+  typedef Matrix<Scalar,Dim,1> ResultType;
+  static ResultType run(const TransformType& tr, const Other& other)
+  { return ((tr.linear() * other) + tr.translation())
+          * (Scalar(1) / ( (tr.matrix().template block<1,Dim>(Dim,0) * other).coeff(0) + tr.matrix().coeff(Dim,Dim))); }
+};
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h
new file mode 100644
index 0000000000..2b9859f6f4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Geometry/Translation.h
@@ -0,0 +1,184 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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/.
+
+// no include guard, we'll include this twice from All.h from Eigen2Support, and it's internal anyway
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Translation
+  *
+  * \brief Represents a translation transformation
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients.
+  * \param _Dim the  dimension of the space, can be a compile time value or Dynamic
+  *
+  * \note This class is not aimed to be used to store a translation transformation,
+  * but rather to make easier the constructions and updates of Transform objects.
+  *
+  * \sa class Scaling, class Transform
+  */
+template<typename _Scalar, int _Dim>
+class Translation
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Dim)
+  /** dimension of the space */
+  enum { Dim = _Dim };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  /** corresponding vector type */
+  typedef Matrix<Scalar,Dim,1> VectorType;
+  /** corresponding linear transformation matrix type */
+  typedef Matrix<Scalar,Dim,Dim> LinearMatrixType;
+  /** corresponding scaling transformation type */
+  typedef Scaling<Scalar,Dim> ScalingType;
+  /** corresponding affine transformation type */
+  typedef Transform<Scalar,Dim> TransformType;
+
+protected:
+
+  VectorType m_coeffs;
+
+public:
+
+  /** Default constructor without initialization. */
+  Translation() {}
+  /**  */
+  inline Translation(const Scalar& sx, const Scalar& sy)
+  {
+    ei_assert(Dim==2);
+    m_coeffs.x() = sx;
+    m_coeffs.y() = sy;
+  }
+  /**  */
+  inline Translation(const Scalar& sx, const Scalar& sy, const Scalar& sz)
+  {
+    ei_assert(Dim==3);
+    m_coeffs.x() = sx;
+    m_coeffs.y() = sy;
+    m_coeffs.z() = sz;
+  }
+  /** Constructs and initialize the scaling transformation from a vector of scaling coefficients */
+  explicit inline Translation(const VectorType& vector) : m_coeffs(vector) {}
+
+  const VectorType& vector() const { return m_coeffs; }
+  VectorType& vector() { return m_coeffs; }
+
+  /** Concatenates two translation */
+  inline Translation operator* (const Translation& other) const
+  { return Translation(m_coeffs + other.m_coeffs); }
+
+  /** Concatenates a translation and a scaling */
+  inline TransformType operator* (const ScalingType& other) const;
+
+  /** Concatenates a translation and a linear transformation */
+  inline TransformType operator* (const LinearMatrixType& linear) const;
+
+  template<typename Derived>
+  inline TransformType operator*(const RotationBase<Derived,Dim>& r) const
+  { return *this * r.toRotationMatrix(); }
+
+  /** Concatenates a linear transformation and a translation */
+  // its a nightmare to define a templated friend function outside its declaration
+  friend inline TransformType operator* (const LinearMatrixType& linear, const Translation& t)
+  {
+    TransformType res;
+    res.matrix().setZero();
+    res.linear() = linear;
+    res.translation() = linear * t.m_coeffs;
+    res.matrix().row(Dim).setZero();
+    res(Dim,Dim) = Scalar(1);
+    return res;
+  }
+
+  /** Concatenates a translation and an affine transformation */
+  inline TransformType operator* (const TransformType& t) const;
+
+  /** Applies translation to vector */
+  inline VectorType operator* (const VectorType& other) const
+  { return m_coeffs + other; }
+
+  /** \returns the inverse translation (opposite) */
+  Translation inverse() const { return Translation(-m_coeffs); }
+
+  Translation& operator=(const Translation& other)
+  {
+    m_coeffs = other.m_coeffs;
+    return *this;
+  }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Translation,Translation<NewScalarType,Dim> >::type cast() const
+  { return typename internal::cast_return_type<Translation,Translation<NewScalarType,Dim> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Translation(const Translation<OtherScalarType,Dim>& other)
+  { m_coeffs = other.vector().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Translation& other, typename NumTraits<Scalar>::Real prec = precision<Scalar>()) const
+  { return m_coeffs.isApprox(other.m_coeffs, prec); }
+
+};
+
+/** \addtogroup Geometry_Module */
+//@{
+typedef Translation<float, 2> Translation2f;
+typedef Translation<double,2> Translation2d;
+typedef Translation<float, 3> Translation3f;
+typedef Translation<double,3> Translation3d;
+//@}
+
+
+template<typename Scalar, int Dim>
+inline typename Translation<Scalar,Dim>::TransformType
+Translation<Scalar,Dim>::operator* (const ScalingType& other) const
+{
+  TransformType res;
+  res.matrix().setZero();
+  res.linear().diagonal() = other.coeffs();
+  res.translation() = m_coeffs;
+  res(Dim,Dim) = Scalar(1);
+  return res;
+}
+
+template<typename Scalar, int Dim>
+inline typename Translation<Scalar,Dim>::TransformType
+Translation<Scalar,Dim>::operator* (const LinearMatrixType& linear) const
+{
+  TransformType res;
+  res.matrix().setZero();
+  res.linear() = linear;
+  res.translation() = m_coeffs;
+  res.matrix().row(Dim).setZero();
+  res(Dim,Dim) = Scalar(1);
+  return res;
+}
+
+template<typename Scalar, int Dim>
+inline typename Translation<Scalar,Dim>::TransformType
+Translation<Scalar,Dim>::operator* (const TransformType& t) const
+{
+  TransformType res = t;
+  res.pretranslate(m_coeffs);
+  return res;
+}
+
+} // end namespace Eigen
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/LU.h b/third_party/eigen3/Eigen/src/Eigen2Support/LU.h
new file mode 100644
index 0000000000..49f19ad76e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/LU.h
@@ -0,0 +1,120 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_LU_H
+#define EIGEN2_LU_H
+
+namespace Eigen { 
+
+template<typename MatrixType>
+class LU : public FullPivLU<MatrixType>
+{
+  public:
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> IntColVectorType;
+    typedef Matrix<Scalar, 1, MatrixType::ColsAtCompileTime, MatrixType::Options, 1, MatrixType::MaxColsAtCompileTime> RowVectorType;
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1, MatrixType::Options, MatrixType::MaxRowsAtCompileTime, 1> ColVectorType;
+
+    typedef Matrix<typename MatrixType::Scalar,
+                  MatrixType::ColsAtCompileTime, // the number of rows in the "kernel matrix" is the number of cols of the original matrix
+                                                 // so that the product "matrix * kernel = zero" makes sense
+                  Dynamic,                       // we don't know at compile-time the dimension of the kernel
+                  MatrixType::Options,
+                  MatrixType::MaxColsAtCompileTime, // see explanation for 2nd template parameter
+                  MatrixType::MaxColsAtCompileTime // the kernel is a subspace of the domain space, whose dimension is the number
+                                                   // of columns of the original matrix
+    > KernelResultType;
+
+    typedef Matrix<typename MatrixType::Scalar,
+                   MatrixType::RowsAtCompileTime, // the image is a subspace of the destination space, whose dimension is the number
+                                                  // of rows of the original matrix
+                   Dynamic,                       // we don't know at compile time the dimension of the image (the rank)
+                   MatrixType::Options,
+                   MatrixType::MaxRowsAtCompileTime, // the image matrix will consist of columns from the original matrix,
+                   MatrixType::MaxColsAtCompileTime  // so it has the same number of rows and at most as many columns.
+    > ImageResultType;
+
+    typedef FullPivLU<MatrixType> Base;
+
+    template<typename T>
+    explicit LU(const T& t) : Base(t), m_originalMatrix(t) {}
+
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
+    {
+      *result = static_cast<const Base*>(this)->solve(b);
+      return true;
+    }
+
+    template<typename ResultType>
+    inline void computeInverse(ResultType *result) const
+    {
+      solve(MatrixType::Identity(this->rows(), this->cols()), result);
+    }
+    
+    template<typename KernelMatrixType>
+    void computeKernel(KernelMatrixType *result) const
+    {
+      *result = static_cast<const Base*>(this)->kernel();
+    }
+    
+    template<typename ImageMatrixType>
+    void computeImage(ImageMatrixType *result) const
+    {
+      *result = static_cast<const Base*>(this)->image(m_originalMatrix);
+    }
+    
+    const ImageResultType image() const
+    {
+      return static_cast<const Base*>(this)->image(m_originalMatrix);
+    }
+    
+    const MatrixType& m_originalMatrix;
+};
+
+#if EIGEN2_SUPPORT_STAGE < STAGE20_RESOLVE_API_CONFLICTS
+/** \lu_module
+  *
+  * Synonym of partialPivLu().
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+template<typename Derived>
+inline const LU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::lu() const
+{
+  return LU<PlainObject>(eval());
+}
+#endif
+
+#ifdef EIGEN2_SUPPORT
+/** \lu_module
+  *
+  * Synonym of partialPivLu().
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+template<typename Derived>
+inline const LU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::eigen2_lu() const
+{
+  return LU<PlainObject>(eval());
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN2_LU_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Lazy.h b/third_party/eigen3/Eigen/src/Eigen2Support/Lazy.h
new file mode 100644
index 0000000000..593fc78e6d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Lazy.h
@@ -0,0 +1,71 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_LAZY_H
+#define EIGEN_LAZY_H
+
+namespace Eigen { 
+
+/** \deprecated it is only used by lazy() which is deprecated
+  *
+  * \returns an expression of *this with added flags
+  *
+  * Example: \include MatrixBase_marked.cpp
+  * Output: \verbinclude MatrixBase_marked.out
+  *
+  * \sa class Flagged, extract(), part()
+  */
+template<typename Derived>
+template<unsigned int Added>
+inline const Flagged<Derived, Added, 0>
+MatrixBase<Derived>::marked() const
+{
+  return derived();
+}
+
+/** \deprecated use MatrixBase::noalias()
+  *
+  * \returns an expression of *this with the EvalBeforeAssigningBit flag removed.
+  *
+  * Example: \include MatrixBase_lazy.cpp
+  * Output: \verbinclude MatrixBase_lazy.out
+  *
+  * \sa class Flagged, marked()
+  */
+template<typename Derived>
+inline const Flagged<Derived, 0, EvalBeforeAssigningBit>
+MatrixBase<Derived>::lazy() const
+{
+  return derived();
+}
+
+
+/** \internal
+  * Overloaded to perform an efficient C += (A*B).lazy() */
+template<typename Derived>
+template<typename ProductDerived, typename Lhs, typename Rhs>
+Derived& MatrixBase<Derived>::operator+=(const Flagged<ProductBase<ProductDerived, Lhs,Rhs>, 0,
+                                                       EvalBeforeAssigningBit>& other)
+{
+  other._expression().derived().addTo(derived()); return derived();
+}
+
+/** \internal
+  * Overloaded to perform an efficient C -= (A*B).lazy() */
+template<typename Derived>
+template<typename ProductDerived, typename Lhs, typename Rhs>
+Derived& MatrixBase<Derived>::operator-=(const Flagged<ProductBase<ProductDerived, Lhs,Rhs>, 0,
+                                                       EvalBeforeAssigningBit>& other)
+{
+  other._expression().derived().subTo(derived()); return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LAZY_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/LeastSquares.h b/third_party/eigen3/Eigen/src/Eigen2Support/LeastSquares.h
new file mode 100644
index 0000000000..0e6fdb4889
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/LeastSquares.h
@@ -0,0 +1,170 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_LEASTSQUARES_H
+#define EIGEN2_LEASTSQUARES_H
+
+namespace Eigen { 
+
+/** \ingroup LeastSquares_Module
+  *
+  * \leastsquares_module
+  *
+  * For a set of points, this function tries to express
+  * one of the coords as a linear (affine) function of the other coords.
+  *
+  * This is best explained by an example. This function works in full
+  * generality, for points in a space of arbitrary dimension, and also over
+  * the complex numbers, but for this example we will work in dimension 3
+  * over the real numbers (doubles).
+  *
+  * So let us work with the following set of 5 points given by their
+  * \f$(x,y,z)\f$ coordinates:
+  * @code
+    Vector3d points[5];
+    points[0] = Vector3d( 3.02, 6.89, -4.32 );
+    points[1] = Vector3d( 2.01, 5.39, -3.79 );
+    points[2] = Vector3d( 2.41, 6.01, -4.01 );
+    points[3] = Vector3d( 2.09, 5.55, -3.86 );
+    points[4] = Vector3d( 2.58, 6.32, -4.10 );
+  * @endcode
+  * Suppose that we want to express the second coordinate (\f$y\f$) as a linear
+  * expression in \f$x\f$ and \f$z\f$, that is,
+  * \f[ y=ax+bz+c \f]
+  * for some constants \f$a,b,c\f$. Thus, we want to find the best possible
+  * constants \f$a,b,c\f$ so that the plane of equation \f$y=ax+bz+c\f$ fits
+  * best the five above points. To do that, call this function as follows:
+  * @code
+    Vector3d coeffs; // will store the coefficients a, b, c
+    linearRegression(
+      5,
+      &points,
+      &coeffs,
+      1 // the coord to express as a function of
+        // the other ones. 0 means x, 1 means y, 2 means z.
+    );
+  * @endcode
+  * Now the vector \a coeffs is approximately
+  * \f$( 0.495 ,  -1.927 ,  -2.906 )\f$.
+  * Thus, we get \f$a=0.495, b = -1.927, c = -2.906\f$. Let us check for
+  * instance how near points[0] is from the plane of equation \f$y=ax+bz+c\f$.
+  * Looking at the coords of points[0], we see that:
+  * \f[ax+bz+c = 0.495 * 3.02 + (-1.927) * (-4.32) + (-2.906) = 6.91.\f]
+  * On the other hand, we have \f$y=6.89\f$. We see that the values
+  * \f$6.91\f$ and \f$6.89\f$
+  * are near, so points[0] is very near the plane of equation \f$y=ax+bz+c\f$.
+  *
+  * Let's now describe precisely the parameters:
+  * @param numPoints the number of points
+  * @param points the array of pointers to the points on which to perform the linear regression
+  * @param result pointer to the vector in which to store the result.
+                  This vector must be of the same type and size as the
+                  data points. The meaning of its coords is as follows.
+                  For brevity, let \f$n=Size\f$,
+                  \f$r_i=result[i]\f$,
+                  and \f$f=funcOfOthers\f$. Denote by
+                  \f$x_0,\ldots,x_{n-1}\f$
+                  the n coordinates in the n-dimensional space.
+                  Then the resulting equation is:
+                  \f[ x_f = r_0 x_0 + \cdots + r_{f-1}x_{f-1}
+                   + r_{f+1}x_{f+1} + \cdots + r_{n-1}x_{n-1} + r_n. \f]
+  * @param funcOfOthers Determines which coord to express as a function of the
+                        others. Coords are numbered starting from 0, so that a
+                        value of 0 means \f$x\f$, 1 means \f$y\f$,
+                        2 means \f$z\f$, ...
+  *
+  * \sa fitHyperplane()
+  */
+template<typename VectorType>
+void linearRegression(int numPoints,
+                      VectorType **points,
+                      VectorType *result,
+                      int funcOfOthers )
+{
+  typedef typename VectorType::Scalar Scalar;
+  typedef Hyperplane<Scalar, VectorType::SizeAtCompileTime> HyperplaneType;
+  const int size = points[0]->size();
+  result->resize(size);
+  HyperplaneType h(size);
+  fitHyperplane(numPoints, points, &h);
+  for(int i = 0; i < funcOfOthers; i++)
+    result->coeffRef(i) = - h.coeffs()[i] / h.coeffs()[funcOfOthers];
+  for(int i = funcOfOthers; i < size; i++)
+    result->coeffRef(i) = - h.coeffs()[i+1] / h.coeffs()[funcOfOthers];
+}
+
+/** \ingroup LeastSquares_Module
+  *
+  * \leastsquares_module
+  *
+  * This function is quite similar to linearRegression(), so we refer to the
+  * documentation of this function and only list here the differences.
+  *
+  * The main difference from linearRegression() is that this function doesn't
+  * take a \a funcOfOthers argument. Instead, it finds a general equation
+  * of the form
+  * \f[ r_0 x_0 + \cdots + r_{n-1}x_{n-1} + r_n = 0, \f]
+  * where \f$n=Size\f$, \f$r_i=retCoefficients[i]\f$, and we denote by
+  * \f$x_0,\ldots,x_{n-1}\f$ the n coordinates in the n-dimensional space.
+  *
+  * Thus, the vector \a retCoefficients has size \f$n+1\f$, which is another
+  * difference from linearRegression().
+  *
+  * In practice, this function performs an hyper-plane fit in a total least square sense
+  * via the following steps:
+  *  1 - center the data to the mean
+  *  2 - compute the covariance matrix
+  *  3 - pick the eigenvector corresponding to the smallest eigenvalue of the covariance matrix
+  * The ratio of the smallest eigenvalue and the second one gives us a hint about the relevance
+  * of the solution. This value is optionally returned in \a soundness.
+  *
+  * \sa linearRegression()
+  */
+template<typename VectorType, typename HyperplaneType>
+void fitHyperplane(int numPoints,
+                   VectorType **points,
+                   HyperplaneType *result,
+                   typename NumTraits<typename VectorType::Scalar>::Real* soundness = 0)
+{
+  typedef typename VectorType::Scalar Scalar;
+  typedef Matrix<Scalar,VectorType::SizeAtCompileTime,VectorType::SizeAtCompileTime> CovMatrixType;
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType)
+  ei_assert(numPoints >= 1);
+  int size = points[0]->size();
+  ei_assert(size+1 == result->coeffs().size());
+
+  // compute the mean of the data
+  VectorType mean = VectorType::Zero(size);
+  for(int i = 0; i < numPoints; ++i)
+    mean += *(points[i]);
+  mean /= numPoints;
+
+  // compute the covariance matrix
+  CovMatrixType covMat = CovMatrixType::Zero(size, size);
+  VectorType remean = VectorType::Zero(size);
+  for(int i = 0; i < numPoints; ++i)
+  {
+    VectorType diff = (*(points[i]) - mean).conjugate();
+    covMat += diff * diff.adjoint();
+  }
+
+  // now we just have to pick the eigen vector with smallest eigen value
+  SelfAdjointEigenSolver<CovMatrixType> eig(covMat);
+  result->normal() = eig.eigenvectors().col(0);
+  if (soundness)
+    *soundness = eig.eigenvalues().coeff(0)/eig.eigenvalues().coeff(1);
+
+  // let's compute the constant coefficient such that the
+  // plane pass trough the mean point:
+  result->offset() = - (result->normal().cwise()* mean).sum();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_LEASTSQUARES_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Macros.h b/third_party/eigen3/Eigen/src/Eigen2Support/Macros.h
new file mode 100644
index 0000000000..351c32afb6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Macros.h
@@ -0,0 +1,20 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_MACROS_H
+#define EIGEN2_MACROS_H
+
+#define ei_assert eigen_assert
+#define ei_internal_assert eigen_internal_assert
+
+#define EIGEN_ALIGN_128 EIGEN_ALIGN16
+
+#define EIGEN_ARCH_WANTS_ALIGNMENT EIGEN_ALIGN_STATICALLY
+
+#endif // EIGEN2_MACROS_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/MathFunctions.h b/third_party/eigen3/Eigen/src/Eigen2Support/MathFunctions.h
new file mode 100644
index 0000000000..3544af2538
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/MathFunctions.h
@@ -0,0 +1,57 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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 EIGEN2_MATH_FUNCTIONS_H
+#define EIGEN2_MATH_FUNCTIONS_H
+
+namespace Eigen { 
+
+template<typename T> inline typename NumTraits<T>::Real ei_real(const T& x) { return numext::real(x); }
+template<typename T> inline typename NumTraits<T>::Real ei_imag(const T& x) { return numext::imag(x); }
+template<typename T> inline T ei_conj(const T& x) { return numext::conj(x); }
+template<typename T> inline typename NumTraits<T>::Real ei_abs (const T& x) { using std::abs; return abs(x); }
+template<typename T> inline typename NumTraits<T>::Real ei_abs2(const T& x) { return numext::abs2(x); }
+template<typename T> inline T ei_sqrt(const T& x) { using std::sqrt; return sqrt(x); }
+template<typename T> inline T ei_exp (const T& x) { using std::exp;  return exp(x); }
+template<typename T> inline T ei_log (const T& x) { using std::log;  return log(x); }
+template<typename T> inline T ei_sin (const T& x) { using std::sin;  return sin(x); }
+template<typename T> inline T ei_cos (const T& x) { using std::cos;  return cos(x); }
+template<typename T> inline T ei_atan2(const T& x,const T& y) { using std::atan2; return atan2(x,y); }
+template<typename T> inline T ei_pow (const T& x,const T& y) { return numext::pow(x,y); }
+template<typename T> inline T ei_random () { return internal::random<T>(); }
+template<typename T> inline T ei_random (const T& x, const T& y) { return internal::random(x, y); }
+
+template<typename T> inline T precision () { return NumTraits<T>::dummy_precision(); }
+template<typename T> inline T machine_epsilon () { return NumTraits<T>::epsilon(); }
+
+
+template<typename Scalar, typename OtherScalar>
+inline bool ei_isMuchSmallerThan(const Scalar& x, const OtherScalar& y,
+                                   typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return internal::isMuchSmallerThan(x, y, precision);
+}
+
+template<typename Scalar>
+inline bool ei_isApprox(const Scalar& x, const Scalar& y,
+                          typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return internal::isApprox(x, y, precision);
+}
+
+template<typename Scalar>
+inline bool ei_isApproxOrLessThan(const Scalar& x, const Scalar& y,
+                                    typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return internal::isApproxOrLessThan(x, y, precision);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_MATH_FUNCTIONS_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Memory.h b/third_party/eigen3/Eigen/src/Eigen2Support/Memory.h
new file mode 100644
index 0000000000..f86372b6b5
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Memory.h
@@ -0,0 +1,45 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_MEMORY_H
+#define EIGEN2_MEMORY_H
+
+namespace Eigen { 
+
+inline void* ei_aligned_malloc(size_t size) { return internal::aligned_malloc(size); }
+inline void  ei_aligned_free(void *ptr) { internal::aligned_free(ptr); }
+inline void* ei_aligned_realloc(void *ptr, size_t new_size, size_t old_size) { return internal::aligned_realloc(ptr, new_size, old_size); }
+inline void* ei_handmade_aligned_malloc(size_t size) { return internal::handmade_aligned_malloc(size); }
+inline void  ei_handmade_aligned_free(void *ptr) { internal::handmade_aligned_free(ptr); }
+
+template<bool Align> inline void* ei_conditional_aligned_malloc(size_t size)
+{
+  return internal::conditional_aligned_malloc<Align>(size);
+}
+template<bool Align> inline void ei_conditional_aligned_free(void *ptr)
+{
+  internal::conditional_aligned_free<Align>(ptr);
+}
+template<bool Align> inline void* ei_conditional_aligned_realloc(void* ptr, size_t new_size, size_t old_size)
+{
+  return internal::conditional_aligned_realloc<Align>(ptr, new_size, old_size);
+}
+
+template<typename T> inline T* ei_aligned_new(size_t size)
+{
+  return internal::aligned_new<T>(size);
+}
+template<typename T> inline void ei_aligned_delete(T *ptr, size_t size)
+{
+  return internal::aligned_delete(ptr, size);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_MACROS_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Meta.h b/third_party/eigen3/Eigen/src/Eigen2Support/Meta.h
new file mode 100644
index 0000000000..fa37cfc961
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Meta.h
@@ -0,0 +1,75 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_META_H
+#define EIGEN2_META_H
+
+namespace Eigen { 
+
+template<typename T>
+struct ei_traits : internal::traits<T>
+{};
+
+struct ei_meta_true {  enum { ret = 1 }; };
+struct ei_meta_false { enum { ret = 0 }; };
+
+template<bool Condition, typename Then, typename Else>
+struct ei_meta_if { typedef Then ret; };
+
+template<typename Then, typename Else>
+struct ei_meta_if <false, Then, Else> { typedef Else ret; };
+
+template<typename T, typename U> struct ei_is_same_type { enum { ret = 0 }; };
+template<typename T> struct ei_is_same_type<T,T> { enum { ret = 1 }; };
+
+template<typename T> struct ei_unref { typedef T type; };
+template<typename T> struct ei_unref<T&> { typedef T type; };
+
+template<typename T> struct ei_unpointer { typedef T type; };
+template<typename T> struct ei_unpointer<T*> { typedef T type; };
+template<typename T> struct ei_unpointer<T*const> { typedef T type; };
+
+template<typename T> struct ei_unconst { typedef T type; };
+template<typename T> struct ei_unconst<const T> { typedef T type; };
+template<typename T> struct ei_unconst<T const &> { typedef T & type; };
+template<typename T> struct ei_unconst<T const *> { typedef T * type; };
+
+template<typename T> struct ei_cleantype { typedef T type; };
+template<typename T> struct ei_cleantype<const T>   { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<const T&>  { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<T&>        { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<const T*>  { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<T*>        { typedef typename ei_cleantype<T>::type type; };
+
+/** \internal In short, it computes int(sqrt(\a Y)) with \a Y an integer.
+  * Usage example: \code ei_meta_sqrt<1023>::ret \endcode
+  */
+template<int Y,
+         int InfX = 0,
+         int SupX = ((Y==1) ? 1 : Y/2),
+         bool Done = ((SupX-InfX)<=1 ? true : ((SupX*SupX <= Y) && ((SupX+1)*(SupX+1) > Y))) >
+                                // use ?: instead of || just to shut up a stupid gcc 4.3 warning
+class ei_meta_sqrt
+{
+    enum {
+      MidX = (InfX+SupX)/2,
+      TakeInf = MidX*MidX > Y ? 1 : 0,
+      NewInf = int(TakeInf) ? InfX : int(MidX),
+      NewSup = int(TakeInf) ? int(MidX) : SupX
+    };
+  public:
+    enum { ret = ei_meta_sqrt<Y,NewInf,NewSup>::ret };
+};
+
+template<int Y, int InfX, int SupX>
+class ei_meta_sqrt<Y, InfX, SupX, true> { public:  enum { ret = (SupX*SupX <= Y) ? SupX : InfX }; };
+
+} // end namespace Eigen
+
+#endif // EIGEN2_META_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/Minor.h b/third_party/eigen3/Eigen/src/Eigen2Support/Minor.h
new file mode 100644
index 0000000000..4cded5734f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/Minor.h
@@ -0,0 +1,117 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MINOR_H
+#define EIGEN_MINOR_H
+
+namespace Eigen { 
+
+/**
+  * \class Minor
+  *
+  * \brief Expression of a minor
+  *
+  * \param MatrixType the type of the object in which we are taking a minor
+  *
+  * This class represents an expression of a minor. It is the return
+  * type of MatrixBase::minor() and most of the time this is the only way it
+  * is used.
+  *
+  * \sa MatrixBase::minor()
+  */
+
+namespace internal {
+template<typename MatrixType>
+struct traits<Minor<MatrixType> >
+ : traits<MatrixType>
+{
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  typedef typename MatrixType::StorageKind StorageKind;
+  enum {
+    RowsAtCompileTime = (MatrixType::RowsAtCompileTime != Dynamic) ?
+                          int(MatrixType::RowsAtCompileTime) - 1 : Dynamic,
+    ColsAtCompileTime = (MatrixType::ColsAtCompileTime != Dynamic) ?
+                          int(MatrixType::ColsAtCompileTime) - 1 : Dynamic,
+    MaxRowsAtCompileTime = (MatrixType::MaxRowsAtCompileTime != Dynamic) ?
+                             int(MatrixType::MaxRowsAtCompileTime) - 1 : Dynamic,
+    MaxColsAtCompileTime = (MatrixType::MaxColsAtCompileTime != Dynamic) ?
+                             int(MatrixType::MaxColsAtCompileTime) - 1 : Dynamic,
+    Flags = _MatrixTypeNested::Flags & (HereditaryBits | LvalueBit),
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost // minor is used typically on tiny matrices,
+      // where loops are unrolled and the 'if' evaluates at compile time
+  };
+};
+}
+
+template<typename MatrixType> class Minor
+  : public MatrixBase<Minor<MatrixType> >
+{
+  public:
+
+    typedef MatrixBase<Minor> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Minor)
+
+    inline Minor(const MatrixType& matrix,
+                       Index row, Index col)
+      : m_matrix(matrix), m_row(row), m_col(col)
+    {
+      eigen_assert(row >= 0 && row < matrix.rows()
+          && col >= 0 && col < matrix.cols());
+    }
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Minor)
+
+    inline Index rows() const { return m_matrix.rows() - 1; }
+    inline Index cols() const { return m_matrix.cols() - 1; }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_matrix.const_cast_derived().coeffRef(row + (row >= m_row), col + (col >= m_col));
+    }
+
+    inline const Scalar coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(row + (row >= m_row), col + (col >= m_col));
+    }
+
+  protected:
+    const typename MatrixType::Nested m_matrix;
+    const Index m_row, m_col;
+};
+
+/**
+  * \return an expression of the (\a row, \a col)-minor of *this,
+  * i.e. an expression constructed from *this by removing the specified
+  * row and column.
+  *
+  * Example: \include MatrixBase_minor.cpp
+  * Output: \verbinclude MatrixBase_minor.out
+  *
+  * \sa class Minor
+  */
+template<typename Derived>
+inline Minor<Derived>
+MatrixBase<Derived>::minor(Index row, Index col)
+{
+  return Minor<Derived>(derived(), row, col);
+}
+
+/**
+  * This is the const version of minor(). */
+template<typename Derived>
+inline const Minor<Derived>
+MatrixBase<Derived>::minor(Index row, Index col) const
+{
+  return Minor<Derived>(derived(), row, col);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MINOR_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/QR.h b/third_party/eigen3/Eigen/src/Eigen2Support/QR.h
new file mode 100644
index 0000000000..2042c98510
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/QR.h
@@ -0,0 +1,67 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2011 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_QR_H
+#define EIGEN2_QR_H
+
+namespace Eigen { 
+
+template<typename MatrixType>
+class QR : public HouseholderQR<MatrixType>
+{
+  public:
+
+    typedef HouseholderQR<MatrixType> Base;
+    typedef Block<const MatrixType, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixRBlockType;
+
+    QR() : Base() {}
+
+    template<typename T>
+    explicit QR(const T& t) : Base(t) {}
+
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
+    {
+      *result = static_cast<const Base*>(this)->solve(b);
+      return true;
+    }
+
+    MatrixType matrixQ(void) const {
+      MatrixType ret = MatrixType::Identity(this->rows(), this->cols());
+      ret = this->householderQ() * ret;
+      return ret;
+    }
+
+    bool isFullRank() const {
+      return true;
+    }
+    
+    const TriangularView<MatrixRBlockType, UpperTriangular>
+    matrixR(void) const
+    {
+      int cols = this->cols();
+      return MatrixRBlockType(this->matrixQR(), 0, 0, cols, cols).template triangularView<UpperTriangular>();
+    }
+};
+
+/** \return the QR decomposition of \c *this.
+  *
+  * \sa class QR
+  */
+template<typename Derived>
+const QR<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::qr() const
+{
+  return QR<PlainObject>(eval());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_QR_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/SVD.h b/third_party/eigen3/Eigen/src/Eigen2Support/SVD.h
new file mode 100644
index 0000000000..3d03d2288d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/SVD.h
@@ -0,0 +1,637 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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 EIGEN2_SVD_H
+#define EIGEN2_SVD_H
+
+namespace Eigen {
+
+/** \ingroup SVD_Module
+  * \nonstableyet
+  *
+  * \class SVD
+  *
+  * \brief Standard SVD decomposition of a matrix and associated features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
+  *
+  * This class performs a standard SVD decomposition of a real matrix A of size \c M x \c N
+  * with \c M \>= \c N.
+  *
+  *
+  * \sa MatrixBase::SVD()
+  */
+template<typename MatrixType> class SVD
+{
+  private:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+
+    enum {
+      PacketSize = internal::packet_traits<Scalar>::size,
+      AlignmentMask = int(PacketSize)-1,
+      MinSize = EIGEN_SIZE_MIN_PREFER_DYNAMIC(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime)
+    };
+
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVector;
+    typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> RowVector;
+
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MinSize> MatrixUType;
+    typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixVType;
+    typedef Matrix<Scalar, MinSize, 1> SingularValuesType;
+
+  public:
+
+    SVD() {} // a user who relied on compiler-generated default compiler reported problems with MSVC in 2.0.7
+    
+    SVD(const MatrixType& matrix)
+      : m_matU(matrix.rows(), (std::min)(matrix.rows(), matrix.cols())),
+        m_matV(matrix.cols(),matrix.cols()),
+        m_sigma((std::min)(matrix.rows(),matrix.cols()))
+    {
+      compute(matrix);
+    }
+
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived> &b, ResultType* result) const;
+
+    const MatrixUType& matrixU() const { return m_matU; }
+    const SingularValuesType& singularValues() const { return m_sigma; }
+    const MatrixVType& matrixV() const { return m_matV; }
+
+    void compute(const MatrixType& matrix);
+    SVD& sort();
+
+    template<typename UnitaryType, typename PositiveType>
+    void computeUnitaryPositive(UnitaryType *unitary, PositiveType *positive) const;
+    template<typename PositiveType, typename UnitaryType>
+    void computePositiveUnitary(PositiveType *positive, UnitaryType *unitary) const;
+    template<typename RotationType, typename ScalingType>
+    void computeRotationScaling(RotationType *unitary, ScalingType *positive) const;
+    template<typename ScalingType, typename RotationType>
+    void computeScalingRotation(ScalingType *positive, RotationType *unitary) const;
+
+  protected:
+    /** \internal */
+    MatrixUType m_matU;
+    /** \internal */
+    MatrixVType m_matV;
+    /** \internal */
+    SingularValuesType m_sigma;
+};
+
+/** Computes / recomputes the SVD decomposition A = U S V^* of \a matrix
+  *
+  * \note this code has been adapted from JAMA (public domain)
+  */
+template<typename MatrixType>
+void SVD<MatrixType>::compute(const MatrixType& matrix)
+{
+  const int m = matrix.rows();
+  const int n = matrix.cols();
+  const int nu = (std::min)(m,n);
+  ei_assert(m>=n && "In Eigen 2.0, SVD only works for MxN matrices with M>=N. Sorry!");
+  ei_assert(m>1 && "In Eigen 2.0, SVD doesn't work on 1x1 matrices");
+
+  m_matU.resize(m, nu);
+  m_matU.setZero();
+  m_sigma.resize((std::min)(m,n));
+  m_matV.resize(n,n);
+
+  RowVector e(n);
+  ColVector work(m);
+  MatrixType matA(matrix);
+  const bool wantu = true;
+  const bool wantv = true;
+  int i=0, j=0, k=0;
+
+  // Reduce A to bidiagonal form, storing the diagonal elements
+  // in s and the super-diagonal elements in e.
+  int nct = (std::min)(m-1,n);
+  int nrt = (std::max)(0,(std::min)(n-2,m));
+  for (k = 0; k < (std::max)(nct,nrt); ++k)
+  {
+    if (k < nct)
+    {
+      // Compute the transformation for the k-th column and
+      // place the k-th diagonal in m_sigma[k].
+      m_sigma[k] = matA.col(k).end(m-k).norm();
+      if (m_sigma[k] != 0.0) // FIXME
+      {
+        if (matA(k,k) < 0.0)
+          m_sigma[k] = -m_sigma[k];
+        matA.col(k).end(m-k) /= m_sigma[k];
+        matA(k,k) += 1.0;
+      }
+      m_sigma[k] = -m_sigma[k];
+    }
+
+    for (j = k+1; j < n; ++j)
+    {
+      if ((k < nct) && (m_sigma[k] != 0.0))
+      {
+        // Apply the transformation.
+        Scalar t = matA.col(k).end(m-k).eigen2_dot(matA.col(j).end(m-k)); // FIXME dot product or cwise prod + .sum() ??
+        t = -t/matA(k,k);
+        matA.col(j).end(m-k) += t * matA.col(k).end(m-k);
+      }
+
+      // Place the k-th row of A into e for the
+      // subsequent calculation of the row transformation.
+      e[j] = matA(k,j);
+    }
+
+    // Place the transformation in U for subsequent back multiplication.
+    if (wantu & (k < nct))
+      m_matU.col(k).end(m-k) = matA.col(k).end(m-k);
+
+    if (k < nrt)
+    {
+      // Compute the k-th row transformation and place the
+      // k-th super-diagonal in e[k].
+      e[k] = e.end(n-k-1).norm();
+      if (e[k] != 0.0)
+      {
+          if (e[k+1] < 0.0)
+            e[k] = -e[k];
+          e.end(n-k-1) /= e[k];
+          e[k+1] += 1.0;
+      }
+      e[k] = -e[k];
+      if ((k+1 < m) & (e[k] != 0.0))
+      {
+        // Apply the transformation.
+        work.end(m-k-1) = matA.corner(BottomRight,m-k-1,n-k-1) * e.end(n-k-1);
+        for (j = k+1; j < n; ++j)
+          matA.col(j).end(m-k-1) += (-e[j]/e[k+1]) * work.end(m-k-1);
+      }
+
+      // Place the transformation in V for subsequent back multiplication.
+      if (wantv)
+        m_matV.col(k).end(n-k-1) = e.end(n-k-1);
+    }
+  }
+
+
+  // Set up the final bidiagonal matrix or order p.
+  int p = (std::min)(n,m+1);
+  if (nct < n)
+    m_sigma[nct] = matA(nct,nct);
+  if (m < p)
+    m_sigma[p-1] = 0.0;
+  if (nrt+1 < p)
+    e[nrt] = matA(nrt,p-1);
+  e[p-1] = 0.0;
+
+  // If required, generate U.
+  if (wantu)
+  {
+    for (j = nct; j < nu; ++j)
+    {
+      m_matU.col(j).setZero();
+      m_matU(j,j) = 1.0;
+    }
+    for (k = nct-1; k >= 0; k--)
+    {
+      if (m_sigma[k] != 0.0)
+      {
+        for (j = k+1; j < nu; ++j)
+        {
+          Scalar t = m_matU.col(k).end(m-k).eigen2_dot(m_matU.col(j).end(m-k)); // FIXME is it really a dot product we want ?
+          t = -t/m_matU(k,k);
+          m_matU.col(j).end(m-k) += t * m_matU.col(k).end(m-k);
+        }
+        m_matU.col(k).end(m-k) = - m_matU.col(k).end(m-k);
+        m_matU(k,k) = Scalar(1) + m_matU(k,k);
+        if (k-1>0)
+          m_matU.col(k).start(k-1).setZero();
+      }
+      else
+      {
+        m_matU.col(k).setZero();
+        m_matU(k,k) = 1.0;
+      }
+    }
+  }
+
+  // If required, generate V.
+  if (wantv)
+  {
+    for (k = n-1; k >= 0; k--)
+    {
+      if ((k < nrt) & (e[k] != 0.0))
+      {
+        for (j = k+1; j < nu; ++j)
+        {
+          Scalar t = m_matV.col(k).end(n-k-1).eigen2_dot(m_matV.col(j).end(n-k-1)); // FIXME is it really a dot product we want ?
+          t = -t/m_matV(k+1,k);
+          m_matV.col(j).end(n-k-1) += t * m_matV.col(k).end(n-k-1);
+        }
+      }
+      m_matV.col(k).setZero();
+      m_matV(k,k) = 1.0;
+    }
+  }
+
+  // Main iteration loop for the singular values.
+  int pp = p-1;
+  int iter = 0;
+  Scalar eps = ei_pow(Scalar(2),ei_is_same_type<Scalar,float>::ret ? Scalar(-23) : Scalar(-52));
+  while (p > 0)
+  {
+    int k=0;
+    int kase=0;
+
+    // Here is where a test for too many iterations would go.
+
+    // This section of the program inspects for
+    // negligible elements in the s and e arrays.  On
+    // completion the variables kase and k are set as follows.
+
+    // kase = 1     if s(p) and e[k-1] are negligible and k<p
+    // kase = 2     if s(k) is negligible and k<p
+    // kase = 3     if e[k-1] is negligible, k<p, and
+    //              s(k), ..., s(p) are not negligible (qr step).
+    // kase = 4     if e(p-1) is negligible (convergence).
+
+    for (k = p-2; k >= -1; --k)
+    {
+      if (k == -1)
+          break;
+      if (ei_abs(e[k]) <= eps*(ei_abs(m_sigma[k]) + ei_abs(m_sigma[k+1])))
+      {
+          e[k] = 0.0;
+          break;
+      }
+    }
+    if (k == p-2)
+    {
+      kase = 4;
+    }
+    else
+    {
+      int ks;
+      for (ks = p-1; ks >= k; --ks)
+      {
+        if (ks == k)
+          break;
+        Scalar t = (ks != p ? ei_abs(e[ks]) : Scalar(0)) + (ks != k+1 ? ei_abs(e[ks-1]) : Scalar(0));
+        if (ei_abs(m_sigma[ks]) <= eps*t)
+        {
+          m_sigma[ks] = 0.0;
+          break;
+        }
+      }
+      if (ks == k)
+      {
+        kase = 3;
+      }
+      else if (ks == p-1)
+      {
+        kase = 1;
+      }
+      else
+      {
+        kase = 2;
+        k = ks;
+      }
+    }
+    ++k;
+
+    // Perform the task indicated by kase.
+    switch (kase)
+    {
+
+      // Deflate negligible s(p).
+      case 1:
+      {
+        Scalar f(e[p-2]);
+        e[p-2] = 0.0;
+        for (j = p-2; j >= k; --j)
+        {
+          Scalar t(numext::hypot(m_sigma[j],f));
+          Scalar cs(m_sigma[j]/t);
+          Scalar sn(f/t);
+          m_sigma[j] = t;
+          if (j != k)
+          {
+            f = -sn*e[j-1];
+            e[j-1] = cs*e[j-1];
+          }
+          if (wantv)
+          {
+            for (i = 0; i < n; ++i)
+            {
+              t = cs*m_matV(i,j) + sn*m_matV(i,p-1);
+              m_matV(i,p-1) = -sn*m_matV(i,j) + cs*m_matV(i,p-1);
+              m_matV(i,j) = t;
+            }
+          }
+        }
+      }
+      break;
+
+      // Split at negligible s(k).
+      case 2:
+      {
+        Scalar f(e[k-1]);
+        e[k-1] = 0.0;
+        for (j = k; j < p; ++j)
+        {
+          Scalar t(numext::hypot(m_sigma[j],f));
+          Scalar cs( m_sigma[j]/t);
+          Scalar sn(f/t);
+          m_sigma[j] = t;
+          f = -sn*e[j];
+          e[j] = cs*e[j];
+          if (wantu)
+          {
+            for (i = 0; i < m; ++i)
+            {
+              t = cs*m_matU(i,j) + sn*m_matU(i,k-1);
+              m_matU(i,k-1) = -sn*m_matU(i,j) + cs*m_matU(i,k-1);
+              m_matU(i,j) = t;
+            }
+          }
+        }
+      }
+      break;
+
+      // Perform one qr step.
+      case 3:
+      {
+        // Calculate the shift.
+        Scalar scale = (std::max)((std::max)((std::max)((std::max)(
+                        ei_abs(m_sigma[p-1]),ei_abs(m_sigma[p-2])),ei_abs(e[p-2])),
+                        ei_abs(m_sigma[k])),ei_abs(e[k]));
+        Scalar sp = m_sigma[p-1]/scale;
+        Scalar spm1 = m_sigma[p-2]/scale;
+        Scalar epm1 = e[p-2]/scale;
+        Scalar sk = m_sigma[k]/scale;
+        Scalar ek = e[k]/scale;
+        Scalar b = ((spm1 + sp)*(spm1 - sp) + epm1*epm1)/Scalar(2);
+        Scalar c = (sp*epm1)*(sp*epm1);
+        Scalar shift(0);
+        if ((b != 0.0) || (c != 0.0))
+        {
+          shift = ei_sqrt(b*b + c);
+          if (b < 0.0)
+            shift = -shift;
+          shift = c/(b + shift);
+        }
+        Scalar f = (sk + sp)*(sk - sp) + shift;
+        Scalar g = sk*ek;
+
+        // Chase zeros.
+
+        for (j = k; j < p-1; ++j)
+        {
+          Scalar t = numext::hypot(f,g);
+          Scalar cs = f/t;
+          Scalar sn = g/t;
+          if (j != k)
+            e[j-1] = t;
+          f = cs*m_sigma[j] + sn*e[j];
+          e[j] = cs*e[j] - sn*m_sigma[j];
+          g = sn*m_sigma[j+1];
+          m_sigma[j+1] = cs*m_sigma[j+1];
+          if (wantv)
+          {
+            for (i = 0; i < n; ++i)
+            {
+              t = cs*m_matV(i,j) + sn*m_matV(i,j+1);
+              m_matV(i,j+1) = -sn*m_matV(i,j) + cs*m_matV(i,j+1);
+              m_matV(i,j) = t;
+            }
+          }
+          t = numext::hypot(f,g);
+          cs = f/t;
+          sn = g/t;
+          m_sigma[j] = t;
+          f = cs*e[j] + sn*m_sigma[j+1];
+          m_sigma[j+1] = -sn*e[j] + cs*m_sigma[j+1];
+          g = sn*e[j+1];
+          e[j+1] = cs*e[j+1];
+          if (wantu && (j < m-1))
+          {
+            for (i = 0; i < m; ++i)
+            {
+              t = cs*m_matU(i,j) + sn*m_matU(i,j+1);
+              m_matU(i,j+1) = -sn*m_matU(i,j) + cs*m_matU(i,j+1);
+              m_matU(i,j) = t;
+            }
+          }
+        }
+        e[p-2] = f;
+        iter = iter + 1;
+      }
+      break;
+
+      // Convergence.
+      case 4:
+      {
+        // Make the singular values positive.
+        if (m_sigma[k] <= 0.0)
+        {
+          m_sigma[k] = m_sigma[k] < Scalar(0) ? -m_sigma[k] : Scalar(0);
+          if (wantv)
+            m_matV.col(k).start(pp+1) = -m_matV.col(k).start(pp+1);
+        }
+
+        // Order the singular values.
+        while (k < pp)
+        {
+          if (m_sigma[k] >= m_sigma[k+1])
+            break;
+          Scalar t = m_sigma[k];
+          m_sigma[k] = m_sigma[k+1];
+          m_sigma[k+1] = t;
+          if (wantv && (k < n-1))
+            m_matV.col(k).swap(m_matV.col(k+1));
+          if (wantu && (k < m-1))
+            m_matU.col(k).swap(m_matU.col(k+1));
+          ++k;
+        }
+        iter = 0;
+        p--;
+      }
+      break;
+    } // end big switch
+  } // end iterations
+}
+
+template<typename MatrixType>
+SVD<MatrixType>& SVD<MatrixType>::sort()
+{
+  int mu = m_matU.rows();
+  int mv = m_matV.rows();
+  int n  = m_matU.cols();
+
+  for (int i=0; i<n; ++i)
+  {
+    int  k = i;
+    Scalar p = m_sigma.coeff(i);
+
+    for (int j=i+1; j<n; ++j)
+    {
+      if (m_sigma.coeff(j) > p)
+      {
+        k = j;
+        p = m_sigma.coeff(j);
+      }
+    }
+    if (k != i)
+    {
+      m_sigma.coeffRef(k) = m_sigma.coeff(i);  // i.e.
+      m_sigma.coeffRef(i) = p;                 // swaps the i-th and the k-th elements
+
+      int j = mu;
+      for(int s=0; j!=0; ++s, --j)
+        std::swap(m_matU.coeffRef(s,i), m_matU.coeffRef(s,k));
+
+      j = mv;
+      for (int s=0; j!=0; ++s, --j)
+        std::swap(m_matV.coeffRef(s,i), m_matV.coeffRef(s,k));
+    }
+  }
+  return *this;
+}
+
+/** \returns the solution of \f$ A x = b \f$ using the current SVD decomposition of A.
+  * The parts of the solution corresponding to zero singular values are ignored.
+  *
+  * \sa MatrixBase::svd(), LU::solve(), LLT::solve()
+  */
+template<typename MatrixType>
+template<typename OtherDerived, typename ResultType>
+bool SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* result) const
+{
+  ei_assert(b.rows() == m_matU.rows());
+
+  Scalar maxVal = m_sigma.cwise().abs().maxCoeff();
+  for (int j=0; j<b.cols(); ++j)
+  {
+    Matrix<Scalar,MatrixUType::RowsAtCompileTime,1> aux = m_matU.transpose() * b.col(j);
+
+    for (int i = 0; i <m_matU.cols(); ++i)
+    {
+      Scalar si = m_sigma.coeff(i);
+      if (ei_isMuchSmallerThan(ei_abs(si),maxVal))
+        aux.coeffRef(i) = 0;
+      else
+        aux.coeffRef(i) /= si;
+    }
+
+    result->col(j) = m_matV * aux;
+  }
+  return true;
+}
+
+/** Computes the polar decomposition of the matrix, as a product unitary x positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * Only for square matrices.
+  *
+  * \sa computePositiveUnitary(), computeRotationScaling()
+  */
+template<typename MatrixType>
+template<typename UnitaryType, typename PositiveType>
+void SVD<MatrixType>::computeUnitaryPositive(UnitaryType *unitary,
+                                             PositiveType *positive) const
+{
+  ei_assert(m_matU.cols() == m_matV.cols() && "Polar decomposition is only for square matrices");
+  if(unitary) *unitary = m_matU * m_matV.adjoint();
+  if(positive) *positive = m_matV * m_sigma.asDiagonal() * m_matV.adjoint();
+}
+
+/** Computes the polar decomposition of the matrix, as a product positive x unitary.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * Only for square matrices.
+  *
+  * \sa computeUnitaryPositive(), computeRotationScaling()
+  */
+template<typename MatrixType>
+template<typename UnitaryType, typename PositiveType>
+void SVD<MatrixType>::computePositiveUnitary(UnitaryType *positive,
+                                             PositiveType *unitary) const
+{
+  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
+  if(unitary) *unitary = m_matU * m_matV.adjoint();
+  if(positive) *positive = m_matU * m_sigma.asDiagonal() * m_matU.adjoint();
+}
+
+/** decomposes the matrix as a product rotation x scaling, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * This method requires the Geometry module.
+  *
+  * \sa computeScalingRotation(), computeUnitaryPositive()
+  */
+template<typename MatrixType>
+template<typename RotationType, typename ScalingType>
+void SVD<MatrixType>::computeRotationScaling(RotationType *rotation, ScalingType *scaling) const
+{
+  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
+  Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
+  Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
+  sv.coeffRef(0) *= x;
+  if(scaling) scaling->lazyAssign(m_matV * sv.asDiagonal() * m_matV.adjoint());
+  if(rotation)
+  {
+    MatrixType m(m_matU);
+    m.col(0) /= x;
+    rotation->lazyAssign(m * m_matV.adjoint());
+  }
+}
+
+/** decomposes the matrix as a product scaling x rotation, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * This method requires the Geometry module.
+  *
+  * \sa computeRotationScaling(), computeUnitaryPositive()
+  */
+template<typename MatrixType>
+template<typename ScalingType, typename RotationType>
+void SVD<MatrixType>::computeScalingRotation(ScalingType *scaling, RotationType *rotation) const
+{
+  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
+  Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
+  Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
+  sv.coeffRef(0) *= x;
+  if(scaling) scaling->lazyAssign(m_matU * sv.asDiagonal() * m_matU.adjoint());
+  if(rotation)
+  {
+    MatrixType m(m_matU);
+    m.col(0) /= x;
+    rotation->lazyAssign(m * m_matV.adjoint());
+  }
+}
+
+
+/** \svd_module
+  * \returns the SVD decomposition of \c *this
+  */
+template<typename Derived>
+inline SVD<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::svd() const
+{
+  return SVD<PlainObject>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_SVD_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/TriangularSolver.h b/third_party/eigen3/Eigen/src/Eigen2Support/TriangularSolver.h
new file mode 100644
index 0000000000..ebbeb3b495
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/TriangularSolver.h
@@ -0,0 +1,42 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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_TRIANGULAR_SOLVER2_H
+#define EIGEN_TRIANGULAR_SOLVER2_H
+
+namespace Eigen { 
+
+const unsigned int UnitDiagBit = UnitDiag;
+const unsigned int SelfAdjointBit = SelfAdjoint;
+const unsigned int UpperTriangularBit = Upper;
+const unsigned int LowerTriangularBit = Lower;
+
+const unsigned int UpperTriangular = Upper;
+const unsigned int LowerTriangular = Lower;
+const unsigned int UnitUpperTriangular = UnitUpper;
+const unsigned int UnitLowerTriangular = UnitLower;
+
+template<typename ExpressionType, unsigned int Added, unsigned int Removed>
+template<typename OtherDerived>
+typename ExpressionType::PlainObject
+Flagged<ExpressionType,Added,Removed>::solveTriangular(const MatrixBase<OtherDerived>& other) const
+{
+  return m_matrix.template triangularView<Added>().solve(other.derived());
+}
+
+template<typename ExpressionType, unsigned int Added, unsigned int Removed>
+template<typename OtherDerived>
+void Flagged<ExpressionType,Added,Removed>::solveTriangularInPlace(const MatrixBase<OtherDerived>& other) const
+{
+  m_matrix.template triangularView<Added>().solveInPlace(other.derived());
+}
+
+} // end namespace Eigen
+    
+#endif // EIGEN_TRIANGULAR_SOLVER2_H
diff --git a/third_party/eigen3/Eigen/src/Eigen2Support/VectorBlock.h b/third_party/eigen3/Eigen/src/Eigen2Support/VectorBlock.h
new file mode 100644
index 0000000000..71a8080a9f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigen2Support/VectorBlock.h
@@ -0,0 +1,94 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 EIGEN2_VECTORBLOCK_H
+#define EIGEN2_VECTORBLOCK_H
+
+namespace Eigen { 
+
+/** \deprecated use DenseMase::head(Index) */
+template<typename Derived>
+inline VectorBlock<Derived>
+MatrixBase<Derived>::start(Index size)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<Derived>(derived(), 0, size);
+}
+
+/** \deprecated use DenseMase::head(Index) */
+template<typename Derived>
+inline const VectorBlock<const Derived>
+MatrixBase<Derived>::start(Index size) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<const Derived>(derived(), 0, size);
+}
+
+/** \deprecated use DenseMase::tail(Index) */
+template<typename Derived>
+inline VectorBlock<Derived>
+MatrixBase<Derived>::end(Index size)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<Derived>(derived(), this->size() - size, size);
+}
+
+/** \deprecated use DenseMase::tail(Index) */
+template<typename Derived>
+inline const VectorBlock<const Derived>
+MatrixBase<Derived>::end(Index size) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<const Derived>(derived(), this->size() - size, size);
+}
+
+/** \deprecated use DenseMase::head() */
+template<typename Derived>
+template<int Size>
+inline VectorBlock<Derived,Size>
+MatrixBase<Derived>::start()
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<Derived,Size>(derived(), 0);
+}
+
+/** \deprecated use DenseMase::head() */
+template<typename Derived>
+template<int Size>
+inline const VectorBlock<const Derived,Size>
+MatrixBase<Derived>::start() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<const Derived,Size>(derived(), 0);
+}
+
+/** \deprecated use DenseMase::tail() */
+template<typename Derived>
+template<int Size>
+inline VectorBlock<Derived,Size>
+MatrixBase<Derived>::end()
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<Derived, Size>(derived(), size() - Size);
+}
+
+/** \deprecated use DenseMase::tail() */
+template<typename Derived>
+template<int Size>
+inline const VectorBlock<const Derived,Size>
+MatrixBase<Derived>::end() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return VectorBlock<const Derived, Size>(derived(), size() - Size);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_VECTORBLOCK_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h b/third_party/eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h
new file mode 100644
index 0000000000..af434bc9bd
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/ComplexEigenSolver.h
@@ -0,0 +1,333 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Claire Maurice
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_COMPLEX_EIGEN_SOLVER_H
+#define EIGEN_COMPLEX_EIGEN_SOLVER_H
+
+#include "./ComplexSchur.h"
+
+namespace Eigen { 
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class ComplexEigenSolver
+  *
+  * \brief Computes eigenvalues and eigenvectors of general complex matrices
+  *
+  * \tparam _MatrixType the type of the matrix of which we are
+  * computing the eigendecomposition; this is expected to be an
+  * instantiation of the Matrix class template.
+  *
+  * The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars
+  * \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v
+  * \f$.  If \f$ D \f$ is a diagonal matrix with the eigenvalues on
+  * the diagonal, and \f$ V \f$ is a matrix with the eigenvectors as
+  * its columns, then \f$ A V = V D \f$. The matrix \f$ V \f$ is
+  * almost always invertible, in which case we have \f$ A = V D V^{-1}
+  * \f$. This is called the eigendecomposition.
+  *
+  * The main function in this class is compute(), which computes the
+  * eigenvalues and eigenvectors of a given function. The
+  * documentation for that function contains an example showing the
+  * main features of the class.
+  *
+  * \sa class EigenSolver, class SelfAdjointEigenSolver
+  */
+template<typename _MatrixType> class ComplexEigenSolver
+{
+  public:
+
+    /** \brief Synonym for the template parameter \p _MatrixType. */
+    typedef _MatrixType MatrixType;
+
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    /** \brief Scalar type for matrices of type #MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    /** \brief Complex scalar type for #MatrixType.
+      *
+      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
+      * \c float or \c double) and just \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Type for vector of eigenvalues as returned by eigenvalues().
+      *
+      * This is a column vector with entries of type #ComplexScalar.
+      * The length of the vector is the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options&(~RowMajor), MaxColsAtCompileTime, 1> EigenvalueType;
+
+    /** \brief Type for matrix of eigenvectors as returned by eigenvectors().
+      *
+      * This is a square matrix with entries of type #ComplexScalar.
+      * The size is the same as the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorType;
+
+    /** \brief Default constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute().
+      */
+    ComplexEigenSolver()
+            : m_eivec(),
+              m_eivalues(),
+              m_schur(),
+              m_isInitialized(false),
+              m_eigenvectorsOk(false),
+              m_matX()
+    {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa ComplexEigenSolver()
+      */
+    ComplexEigenSolver(Index size)
+            : m_eivec(size, size),
+              m_eivalues(size),
+              m_schur(size),
+              m_isInitialized(false),
+              m_eigenvectorsOk(false),
+              m_matX(size, size)
+    {}
+
+    /** \brief Constructor; computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed.
+      *
+      * This constructor calls compute() to compute the eigendecomposition.
+      */
+      ComplexEigenSolver(const MatrixType& matrix, bool computeEigenvectors = true)
+            : m_eivec(matrix.rows(),matrix.cols()),
+              m_eivalues(matrix.cols()),
+              m_schur(matrix.rows()),
+              m_isInitialized(false),
+              m_eigenvectorsOk(false),
+              m_matX(matrix.rows(),matrix.cols())
+    {
+      compute(matrix, computeEigenvectors);
+    }
+
+    /** \brief Returns the eigenvectors of given matrix.
+      *
+      * \returns  A const reference to the matrix whose columns are the eigenvectors.
+      *
+      * \pre Either the constructor
+      * ComplexEigenSolver(const MatrixType& matrix, bool) or the member
+      * function compute(const MatrixType& matrix, bool) has been called before
+      * to compute the eigendecomposition of a matrix, and
+      * \p computeEigenvectors was set to true (the default).
+      *
+      * This function returns a matrix whose columns are the eigenvectors. Column
+      * \f$ k \f$ is an eigenvector corresponding to eigenvalue number \f$ k
+      * \f$ as returned by eigenvalues().  The eigenvectors are normalized to
+      * have (Euclidean) norm equal to one. The matrix returned by this
+      * function is the matrix \f$ V \f$ in the eigendecomposition \f$ A = V D
+      * V^{-1} \f$, if it exists.
+      *
+      * Example: \include ComplexEigenSolver_eigenvectors.cpp
+      * Output: \verbinclude ComplexEigenSolver_eigenvectors.out
+      */
+    const EigenvectorType& eigenvectors() const
+    {
+      eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec;
+    }
+
+    /** \brief Returns the eigenvalues of given matrix.
+      *
+      * \returns A const reference to the column vector containing the eigenvalues.
+      *
+      * \pre Either the constructor
+      * ComplexEigenSolver(const MatrixType& matrix, bool) or the member
+      * function compute(const MatrixType& matrix, bool) has been called before
+      * to compute the eigendecomposition of a matrix.
+      *
+      * This function returns a column vector containing the
+      * eigenvalues. Eigenvalues are repeated according to their
+      * algebraic multiplicity, so there are as many eigenvalues as
+      * rows in the matrix. The eigenvalues are not sorted in any particular
+      * order.
+      *
+      * Example: \include ComplexEigenSolver_eigenvalues.cpp
+      * Output: \verbinclude ComplexEigenSolver_eigenvalues.out
+      */
+    const EigenvalueType& eigenvalues() const
+    {
+      eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
+      return m_eivalues;
+    }
+
+    /** \brief Computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed.
+      * \returns    Reference to \c *this
+      *
+      * This function computes the eigenvalues of the complex matrix \p matrix.
+      * The eigenvalues() function can be used to retrieve them.  If
+      * \p computeEigenvectors is true, then the eigenvectors are also computed
+      * and can be retrieved by calling eigenvectors().
+      *
+      * The matrix is first reduced to Schur form using the
+      * ComplexSchur class. The Schur decomposition is then used to
+      * compute the eigenvalues and eigenvectors.
+      *
+      * The cost of the computation is dominated by the cost of the
+      * Schur decomposition, which is \f$ O(n^3) \f$ where \f$ n \f$
+      * is the size of the matrix.
+      *
+      * Example: \include ComplexEigenSolver_compute.cpp
+      * Output: \verbinclude ComplexEigenSolver_compute.out
+      */
+    ComplexEigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
+      return m_schur.info();
+    }
+
+    /** \brief Sets the maximum number of iterations allowed. */
+    ComplexEigenSolver& setMaxIterations(Index maxIters)
+    {
+      m_schur.setMaxIterations(maxIters);
+      return *this;
+    }
+
+    /** \brief Returns the maximum number of iterations. */
+    Index getMaxIterations()
+    {
+      return m_schur.getMaxIterations();
+    }
+
+  protected:
+    EigenvectorType m_eivec;
+    EigenvalueType m_eivalues;
+    ComplexSchur<MatrixType> m_schur;
+    bool m_isInitialized;
+    bool m_eigenvectorsOk;
+    EigenvectorType m_matX;
+
+  private:
+    void doComputeEigenvectors(const RealScalar& matrixnorm);
+    void sortEigenvalues(bool computeEigenvectors);
+};
+
+
+template<typename MatrixType>
+ComplexEigenSolver<MatrixType>& 
+ComplexEigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
+{
+  // this code is inspired from Jampack
+  eigen_assert(matrix.cols() == matrix.rows());
+
+  // Do a complex Schur decomposition, A = U T U^*
+  // The eigenvalues are on the diagonal of T.
+  m_schur.compute(matrix, computeEigenvectors);
+
+  if(m_schur.info() == Success)
+  {
+    m_eivalues = m_schur.matrixT().diagonal();
+    if(computeEigenvectors)
+      doComputeEigenvectors(matrix.norm());
+    sortEigenvalues(computeEigenvectors);
+  }
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+
+template<typename MatrixType>
+void ComplexEigenSolver<MatrixType>::doComputeEigenvectors(const RealScalar& matrixnorm)
+{
+  const Index n = m_eivalues.size();
+
+  // Compute X such that T = X D X^(-1), where D is the diagonal of T.
+  // The matrix X is unit triangular.
+  m_matX = EigenvectorType::Zero(n, n);
+  for(Index k=n-1 ; k>=0 ; k--)
+  {
+    m_matX.coeffRef(k,k) = ComplexScalar(1.0,0.0);
+    // Compute X(i,k) using the (i,k) entry of the equation X T = D X
+    for(Index i=k-1 ; i>=0 ; i--)
+    {
+      m_matX.coeffRef(i,k) = -m_schur.matrixT().coeff(i,k);
+      if(k-i-1>0)
+        m_matX.coeffRef(i,k) -= (m_schur.matrixT().row(i).segment(i+1,k-i-1) * m_matX.col(k).segment(i+1,k-i-1)).value();
+      ComplexScalar z = m_schur.matrixT().coeff(i,i) - m_schur.matrixT().coeff(k,k);
+      if(z==ComplexScalar(0))
+      {
+        // If the i-th and k-th eigenvalue are equal, then z equals 0.
+        // Use a small value instead, to prevent division by zero.
+        numext::real_ref(z) = NumTraits<RealScalar>::epsilon() * matrixnorm;
+      }
+      m_matX.coeffRef(i,k) = m_matX.coeff(i,k) / z;
+    }
+  }
+
+  // Compute V as V = U X; now A = U T U^* = U X D X^(-1) U^* = V D V^(-1)
+  m_eivec.noalias() = m_schur.matrixU() * m_matX;
+  // .. and normalize the eigenvectors
+  for(Index k=0 ; k<n ; k++)
+  {
+    m_eivec.col(k).normalize();
+  }
+}
+
+
+template<typename MatrixType>
+void ComplexEigenSolver<MatrixType>::sortEigenvalues(bool computeEigenvectors)
+{
+  const Index n =  m_eivalues.size();
+  for (Index i=0; i<n; i++)
+  {
+    Index k;
+    m_eivalues.cwiseAbs().tail(n-i).minCoeff(&k);
+    if (k != 0)
+    {
+      k += i;
+      std::swap(m_eivalues[k],m_eivalues[i]);
+      if(computeEigenvectors)
+	m_eivec.col(i).swap(m_eivec.col(k));
+    }
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_EIGEN_SOLVER_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/ComplexSchur.h b/third_party/eigen3/Eigen/src/Eigenvalues/ComplexSchur.h
new file mode 100644
index 0000000000..89e6cade33
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/ComplexSchur.h
@@ -0,0 +1,456 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Claire Maurice
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_COMPLEX_SCHUR_H
+#define EIGEN_COMPLEX_SCHUR_H
+
+#include "./HessenbergDecomposition.h"
+
+namespace Eigen { 
+
+namespace internal {
+template<typename MatrixType, bool IsComplex> struct complex_schur_reduce_to_hessenberg;
+}
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class ComplexSchur
+  *
+  * \brief Performs a complex Schur decomposition of a real or complex square matrix
+  *
+  * \tparam _MatrixType the type of the matrix of which we are
+  * computing the Schur decomposition; this is expected to be an
+  * instantiation of the Matrix class template.
+  *
+  * Given a real or complex square matrix A, this class computes the
+  * Schur decomposition: \f$ A = U T U^*\f$ where U is a unitary
+  * complex matrix, and T is a complex upper triangular matrix.  The
+  * diagonal of the matrix T corresponds to the eigenvalues of the
+  * matrix A.
+  *
+  * Call the function compute() to compute the Schur decomposition of
+  * a given matrix. Alternatively, you can use the 
+  * ComplexSchur(const MatrixType&, bool) constructor which computes
+  * the Schur decomposition at construction time. Once the
+  * decomposition is computed, you can use the matrixU() and matrixT()
+  * functions to retrieve the matrices U and V in the decomposition.
+  *
+  * \note This code is inspired from Jampack
+  *
+  * \sa class RealSchur, class EigenSolver, class ComplexEigenSolver
+  */
+template<typename _MatrixType> class ComplexSchur
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    /** \brief Scalar type for matrices of type \p _MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    /** \brief Complex scalar type for \p _MatrixType. 
+      *
+      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
+      * \c float or \c double) and just \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Type for the matrices in the Schur decomposition.
+      *
+      * This is a square matrix with entries of type #ComplexScalar. 
+      * The size is the same as the size of \p _MatrixType.
+      */
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> ComplexMatrixType;
+
+    /** \brief Default constructor.
+      *
+      * \param [in] size  Positive integer, size of the matrix whose Schur decomposition will be computed.
+      *
+      * The default constructor is useful in cases in which the user
+      * intends to perform decompositions via compute().  The \p size
+      * parameter is only used as a hint. It is not an error to give a
+      * wrong \p size, but it may impair performance.
+      *
+      * \sa compute() for an example.
+      */
+    ComplexSchur(Index size = RowsAtCompileTime==Dynamic ? 1 : RowsAtCompileTime)
+      : m_matT(size,size),
+        m_matU(size,size),
+        m_hess(size),
+        m_isInitialized(false),
+        m_matUisUptodate(false),
+        m_maxIters(-1)
+    {}
+
+    /** \brief Constructor; computes Schur decomposition of given matrix. 
+      * 
+      * \param[in]  matrix    Square matrix whose Schur decomposition is to be computed.
+      * \param[in]  computeU  If true, both T and U are computed; if false, only T is computed.
+      *
+      * This constructor calls compute() to compute the Schur decomposition.
+      *
+      * \sa matrixT() and matrixU() for examples.
+      */
+    ComplexSchur(const MatrixType& matrix, bool computeU = true)
+      : m_matT(matrix.rows(),matrix.cols()),
+        m_matU(matrix.rows(),matrix.cols()),
+        m_hess(matrix.rows()),
+        m_isInitialized(false),
+        m_matUisUptodate(false),
+        m_maxIters(-1)
+    {
+      compute(matrix, computeU);
+    }
+
+    /** \brief Returns the unitary matrix in the Schur decomposition. 
+      *
+      * \returns A const reference to the matrix U.
+      *
+      * It is assumed that either the constructor
+      * ComplexSchur(const MatrixType& matrix, bool computeU) or the
+      * member function compute(const MatrixType& matrix, bool computeU)
+      * has been called before to compute the Schur decomposition of a
+      * matrix, and that \p computeU was set to true (the default
+      * value).
+      *
+      * Example: \include ComplexSchur_matrixU.cpp
+      * Output: \verbinclude ComplexSchur_matrixU.out
+      */
+    const ComplexMatrixType& matrixU() const
+    {
+      eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
+      eigen_assert(m_matUisUptodate && "The matrix U has not been computed during the ComplexSchur decomposition.");
+      return m_matU;
+    }
+
+    /** \brief Returns the triangular matrix in the Schur decomposition. 
+      *
+      * \returns A const reference to the matrix T.
+      *
+      * It is assumed that either the constructor
+      * ComplexSchur(const MatrixType& matrix, bool computeU) or the
+      * member function compute(const MatrixType& matrix, bool computeU)
+      * has been called before to compute the Schur decomposition of a
+      * matrix.
+      *
+      * Note that this function returns a plain square matrix. If you want to reference
+      * only the upper triangular part, use:
+      * \code schur.matrixT().triangularView<Upper>() \endcode 
+      *
+      * Example: \include ComplexSchur_matrixT.cpp
+      * Output: \verbinclude ComplexSchur_matrixT.out
+      */
+    const ComplexMatrixType& matrixT() const
+    {
+      eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
+      return m_matT;
+    }
+
+    /** \brief Computes Schur decomposition of given matrix. 
+      * 
+      * \param[in]  matrix  Square matrix whose Schur decomposition is to be computed.
+      * \param[in]  computeU  If true, both T and U are computed; if false, only T is computed.
+
+      * \returns    Reference to \c *this
+      *
+      * The Schur decomposition is computed by first reducing the
+      * matrix to Hessenberg form using the class
+      * HessenbergDecomposition. The Hessenberg matrix is then reduced
+      * to triangular form by performing QR iterations with a single
+      * shift. The cost of computing the Schur decomposition depends
+      * on the number of iterations; as a rough guide, it may be taken
+      * on the number of iterations; as a rough guide, it may be taken
+      * to be \f$25n^3\f$ complex flops, or \f$10n^3\f$ complex flops
+      * if \a computeU is false.
+      *
+      * Example: \include ComplexSchur_compute.cpp
+      * Output: \verbinclude ComplexSchur_compute.out
+      *
+      * \sa compute(const MatrixType&, bool, Index)
+      */
+    ComplexSchur& compute(const MatrixType& matrix, bool computeU = true);
+    
+    /** \brief Compute Schur decomposition from a given Hessenberg matrix
+     *  \param[in] matrixH Matrix in Hessenberg form H
+     *  \param[in] matrixQ orthogonal matrix Q that transform a matrix A to H : A = Q H Q^T
+     *  \param computeU Computes the matriX U of the Schur vectors
+     * \return Reference to \c *this
+     * 
+     *  This routine assumes that the matrix is already reduced in Hessenberg form matrixH
+     *  using either the class HessenbergDecomposition or another mean. 
+     *  It computes the upper quasi-triangular matrix T of the Schur decomposition of H
+     *  When computeU is true, this routine computes the matrix U such that 
+     *  A = U T U^T =  (QZ) T (QZ)^T = Q H Q^T where A is the initial matrix
+     * 
+     * NOTE Q is referenced if computeU is true; so, if the initial orthogonal matrix
+     * is not available, the user should give an identity matrix (Q.setIdentity())
+     * 
+     * \sa compute(const MatrixType&, bool)
+     */
+    template<typename HessMatrixType, typename OrthMatrixType>
+    ComplexSchur& computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ,  bool computeU=true);
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
+      return m_info;
+    }
+
+    /** \brief Sets the maximum number of iterations allowed. 
+      *
+      * If not specified by the user, the maximum number of iterations is m_maxIterationsPerRow times the size
+      * of the matrix.
+      */
+    ComplexSchur& setMaxIterations(Index maxIters)
+    {
+      m_maxIters = maxIters;
+      return *this;
+    }
+
+    /** \brief Returns the maximum number of iterations. */
+    Index getMaxIterations()
+    {
+      return m_maxIters;
+    }
+
+    /** \brief Maximum number of iterations per row.
+      *
+      * If not otherwise specified, the maximum number of iterations is this number times the size of the
+      * matrix. It is currently set to 30.
+      */
+    static const int m_maxIterationsPerRow = 30;
+
+  protected:
+    ComplexMatrixType m_matT, m_matU;
+    HessenbergDecomposition<MatrixType> m_hess;
+    ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_matUisUptodate;
+    Index m_maxIters;
+
+  private:  
+    bool subdiagonalEntryIsNeglegible(Index i);
+    ComplexScalar computeShift(Index iu, Index iter);
+    void reduceToTriangularForm(bool computeU);
+    friend struct internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>;
+};
+
+/** If m_matT(i+1,i) is neglegible in floating point arithmetic
+  * compared to m_matT(i,i) and m_matT(j,j), then set it to zero and
+  * return true, else return false. */
+template<typename MatrixType>
+inline bool ComplexSchur<MatrixType>::subdiagonalEntryIsNeglegible(Index i)
+{
+  RealScalar d = numext::norm1(m_matT.coeff(i,i)) + numext::norm1(m_matT.coeff(i+1,i+1));
+  RealScalar sd = numext::norm1(m_matT.coeff(i+1,i));
+  if (internal::isMuchSmallerThan(sd, d, NumTraits<RealScalar>::epsilon()))
+  {
+    m_matT.coeffRef(i+1,i) = ComplexScalar(0);
+    return true;
+  }
+  return false;
+}
+
+
+/** Compute the shift in the current QR iteration. */
+template<typename MatrixType>
+typename ComplexSchur<MatrixType>::ComplexScalar ComplexSchur<MatrixType>::computeShift(Index iu, Index iter)
+{
+  using std::abs;
+  if (iter == 10 || iter == 20) 
+  {
+    // exceptional shift, taken from http://www.netlib.org/eispack/comqr.f
+    return abs(numext::real(m_matT.coeff(iu,iu-1))) + abs(numext::real(m_matT.coeff(iu-1,iu-2)));
+  }
+
+  // compute the shift as one of the eigenvalues of t, the 2x2
+  // diagonal block on the bottom of the active submatrix
+  Matrix<ComplexScalar,2,2> t = m_matT.template block<2,2>(iu-1,iu-1);
+  RealScalar normt = t.cwiseAbs().sum();
+  t /= normt;     // the normalization by sf is to avoid under/overflow
+
+  ComplexScalar b = t.coeff(0,1) * t.coeff(1,0);
+  ComplexScalar c = t.coeff(0,0) - t.coeff(1,1);
+  ComplexScalar disc = sqrt(c*c + RealScalar(4)*b);
+  ComplexScalar det = t.coeff(0,0) * t.coeff(1,1) - b;
+  ComplexScalar trace = t.coeff(0,0) + t.coeff(1,1);
+  ComplexScalar eival1 = (trace + disc) / RealScalar(2);
+  ComplexScalar eival2 = (trace - disc) / RealScalar(2);
+
+  if(numext::norm1(eival1) > numext::norm1(eival2))
+    eival2 = det / eival1;
+  else
+    eival1 = det / eival2;
+
+  // choose the eigenvalue closest to the bottom entry of the diagonal
+  if(numext::norm1(eival1-t.coeff(1,1)) < numext::norm1(eival2-t.coeff(1,1)))
+    return normt * eival1;
+  else
+    return normt * eival2;
+}
+
+
+template<typename MatrixType>
+ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const MatrixType& matrix, bool computeU)
+{
+  m_matUisUptodate = false;
+  eigen_assert(matrix.cols() == matrix.rows());
+
+  if(matrix.cols() == 1)
+  {
+    m_matT = matrix.template cast<ComplexScalar>();
+    if(computeU)  m_matU = ComplexMatrixType::Identity(1,1);
+    m_info = Success;
+    m_isInitialized = true;
+    m_matUisUptodate = computeU;
+    return *this;
+  }
+
+  internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>::run(*this, matrix, computeU);
+  computeFromHessenberg(m_matT, m_matU, computeU);
+  return *this;
+}
+
+template<typename MatrixType>
+template<typename HessMatrixType, typename OrthMatrixType>
+ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ, bool computeU)
+{
+  m_matT = matrixH;
+  if(computeU)
+    m_matU = matrixQ;
+  reduceToTriangularForm(computeU);
+  return *this;
+}
+namespace internal {
+
+/* Reduce given matrix to Hessenberg form */
+template<typename MatrixType, bool IsComplex>
+struct complex_schur_reduce_to_hessenberg
+{
+  // this is the implementation for the case IsComplex = true
+  static void run(ComplexSchur<MatrixType>& _this, const MatrixType& matrix, bool computeU)
+  {
+    _this.m_hess.compute(matrix);
+    _this.m_matT = _this.m_hess.matrixH();
+    if(computeU)  _this.m_matU = _this.m_hess.matrixQ();
+  }
+};
+
+template<typename MatrixType>
+struct complex_schur_reduce_to_hessenberg<MatrixType, false>
+{
+  static void run(ComplexSchur<MatrixType>& _this, const MatrixType& matrix, bool computeU)
+  {
+    typedef typename ComplexSchur<MatrixType>::ComplexScalar ComplexScalar;
+
+    // Note: m_hess is over RealScalar; m_matT and m_matU is over ComplexScalar
+    _this.m_hess.compute(matrix);
+    _this.m_matT = _this.m_hess.matrixH().template cast<ComplexScalar>();
+    if(computeU)  
+    {
+      // This may cause an allocation which seems to be avoidable
+      MatrixType Q = _this.m_hess.matrixQ(); 
+      _this.m_matU = Q.template cast<ComplexScalar>();
+    }
+  }
+};
+
+} // end namespace internal
+
+// Reduce the Hessenberg matrix m_matT to triangular form by QR iteration.
+template<typename MatrixType>
+void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
+{  
+  Index maxIters = m_maxIters;
+  if (maxIters == -1)
+    maxIters = m_maxIterationsPerRow * m_matT.rows();
+
+  // The matrix m_matT is divided in three parts. 
+  // Rows 0,...,il-1 are decoupled from the rest because m_matT(il,il-1) is zero. 
+  // Rows il,...,iu is the part we are working on (the active submatrix).
+  // Rows iu+1,...,end are already brought in triangular form.
+  Index iu = m_matT.cols() - 1;
+  Index il;
+  Index iter = 0; // number of iterations we are working on the (iu,iu) element
+  Index totalIter = 0; // number of iterations for whole matrix
+
+  while(true)
+  {
+    // find iu, the bottom row of the active submatrix
+    while(iu > 0)
+    {
+      if(!subdiagonalEntryIsNeglegible(iu-1)) break;
+      iter = 0;
+      --iu;
+    }
+
+    // if iu is zero then we are done; the whole matrix is triangularized
+    if(iu==0) break;
+
+    // if we spent too many iterations, we give up
+    iter++;
+    totalIter++;
+    if(totalIter > maxIters) break;
+
+    // find il, the top row of the active submatrix
+    il = iu-1;
+    while(il > 0 && !subdiagonalEntryIsNeglegible(il-1))
+    {
+      --il;
+    }
+
+    /* perform the QR step using Givens rotations. The first rotation
+       creates a bulge; the (il+2,il) element becomes nonzero. This
+       bulge is chased down to the bottom of the active submatrix. */
+
+    ComplexScalar shift = computeShift(iu, iter);
+    JacobiRotation<ComplexScalar> rot;
+    rot.makeGivens(m_matT.coeff(il,il) - shift, m_matT.coeff(il+1,il));
+    m_matT.rightCols(m_matT.cols()-il).applyOnTheLeft(il, il+1, rot.adjoint());
+    m_matT.topRows((std::min)(il+2,iu)+1).applyOnTheRight(il, il+1, rot);
+    if(computeU) m_matU.applyOnTheRight(il, il+1, rot);
+
+    for(Index i=il+1 ; i<iu ; i++)
+    {
+      rot.makeGivens(m_matT.coeffRef(i,i-1), m_matT.coeffRef(i+1,i-1), &m_matT.coeffRef(i,i-1));
+      m_matT.coeffRef(i+1,i-1) = ComplexScalar(0);
+      m_matT.rightCols(m_matT.cols()-i).applyOnTheLeft(i, i+1, rot.adjoint());
+      m_matT.topRows((std::min)(i+2,iu)+1).applyOnTheRight(i, i+1, rot);
+      if(computeU) m_matU.applyOnTheRight(i, i+1, rot);
+    }
+  }
+
+  if(totalIter <= maxIters)
+    m_info = Success;
+  else
+    m_info = NoConvergence;
+
+  m_isInitialized = true;
+  m_matUisUptodate = computeU;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_SCHUR_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h b/third_party/eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h
new file mode 100644
index 0000000000..91496ae5bd
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/ComplexSchur_MKL.h
@@ -0,0 +1,94 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Complex Schur needed to complex unsymmetrical eigenvalues/eigenvectors.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_COMPLEX_SCHUR_MKL_H
+#define EIGEN_COMPLEX_SCHUR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_SCHUR_COMPLEX(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
+ComplexSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
+{ \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
+  typedef MatrixType::Scalar Scalar; \
+  typedef MatrixType::RealScalar RealScalar; \
+  typedef std::complex<RealScalar> ComplexScalar; \
+\
+  eigen_assert(matrix.cols() == matrix.rows()); \
+\
+  m_matUisUptodate = false; \
+  if(matrix.cols() == 1) \
+  { \
+    m_matT = matrix.cast<ComplexScalar>(); \
+    if(computeU)  m_matU = ComplexMatrixType::Identity(1,1); \
+      m_info = Success; \
+      m_isInitialized = true; \
+      m_matUisUptodate = computeU; \
+      return *this; \
+  } \
+  lapack_int n = matrix.cols(), sdim, info; \
+  lapack_int lda = matrix.outerStride(); \
+  lapack_int matrix_order = MKLCOLROW; \
+  char jobvs, sort='N'; \
+  LAPACK_##MKLPREFIX_U##_SELECT1 select = 0; \
+  jobvs = (computeU) ? 'V' : 'N'; \
+  m_matU.resize(n, n); \
+  lapack_int ldvs  = m_matU.outerStride(); \
+  m_matT = matrix; \
+  Matrix<EIGTYPE, Dynamic, Dynamic> w; \
+  w.resize(n, 1);\
+  info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)w.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
+  if(info == 0) \
+    m_info = Success; \
+  else \
+    m_info = NoConvergence; \
+\
+  m_isInitialized = true; \
+  m_matUisUptodate = computeU; \
+  return *this; \
+\
+}
+
+EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8,  c, C, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_COMPLEX(dcomplex, MKL_Complex16, z, Z, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SCHUR_COMPLEX(scomplex, MKL_Complex8,  c, C, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_SCHUR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/EigenSolver.h b/third_party/eigen3/Eigen/src/Eigenvalues/EigenSolver.h
new file mode 100644
index 0000000000..1763fed197
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/EigenSolver.h
@@ -0,0 +1,629 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_EIGENSOLVER_H
+#define EIGEN_EIGENSOLVER_H
+
+#include "./RealSchur.h"
+
+namespace Eigen { 
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class EigenSolver
+  *
+  * \brief Computes eigenvalues and eigenvectors of general matrices
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the
+  * eigendecomposition; this is expected to be an instantiation of the Matrix
+  * class template. Currently, only real matrices are supported.
+  *
+  * The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars
+  * \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v \f$.  If
+  * \f$ D \f$ is a diagonal matrix with the eigenvalues on the diagonal, and
+  * \f$ V \f$ is a matrix with the eigenvectors as its columns, then \f$ A V =
+  * V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
+  * have \f$ A = V D V^{-1} \f$. This is called the eigendecomposition.
+  *
+  * The eigenvalues and eigenvectors of a matrix may be complex, even when the
+  * matrix is real. However, we can choose real matrices \f$ V \f$ and \f$ D
+  * \f$ satisfying \f$ A V = V D \f$, just like the eigendecomposition, if the
+  * matrix \f$ D \f$ is not required to be diagonal, but if it is allowed to
+  * have blocks of the form
+  * \f[ \begin{bmatrix} u & v \\ -v & u \end{bmatrix} \f]
+  * (where \f$ u \f$ and \f$ v \f$ are real numbers) on the diagonal.  These
+  * blocks correspond to complex eigenvalue pairs \f$ u \pm iv \f$. We call
+  * this variant of the eigendecomposition the pseudo-eigendecomposition.
+  *
+  * Call the function compute() to compute the eigenvalues and eigenvectors of
+  * a given matrix. Alternatively, you can use the 
+  * EigenSolver(const MatrixType&, bool) constructor which computes the
+  * eigenvalues and eigenvectors at construction time. Once the eigenvalue and
+  * eigenvectors are computed, they can be retrieved with the eigenvalues() and
+  * eigenvectors() functions. The pseudoEigenvalueMatrix() and
+  * pseudoEigenvectors() methods allow the construction of the
+  * pseudo-eigendecomposition.
+  *
+  * The documentation for EigenSolver(const MatrixType&, bool) contains an
+  * example of the typical use of this class.
+  *
+  * \note The implementation is adapted from
+  * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> (public domain).
+  * Their code is based on EISPACK.
+  *
+  * \sa MatrixBase::eigenvalues(), class ComplexEigenSolver, class SelfAdjointEigenSolver
+  */
+template<typename _MatrixType> class EigenSolver
+{
+  public:
+
+    /** \brief Synonym for the template parameter \p _MatrixType. */
+    typedef _MatrixType MatrixType;
+
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    /** \brief Scalar type for matrices of type #MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    /** \brief Complex scalar type for #MatrixType. 
+      *
+      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
+      * \c float or \c double) and just \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Type for vector of eigenvalues as returned by eigenvalues(). 
+      *
+      * This is a column vector with entries of type #ComplexScalar.
+      * The length of the vector is the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> EigenvalueType;
+
+    /** \brief Type for matrix of eigenvectors as returned by eigenvectors(). 
+      *
+      * This is a square matrix with entries of type #ComplexScalar. 
+      * The size is the same as the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorsType;
+
+    /** \brief Default constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via EigenSolver::compute(const MatrixType&, bool).
+      *
+      * \sa compute() for an example.
+      */
+ EigenSolver() : m_eivec(), m_eivalues(), m_isInitialized(false), m_realSchur(), m_matT(), m_tmp() {}
+
+    /** \brief Default constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa EigenSolver()
+      */
+    EigenSolver(Index size)
+      : m_eivec(size, size),
+        m_eivalues(size),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false),
+        m_realSchur(size),
+        m_matT(size, size), 
+        m_tmp(size)
+    {}
+
+    /** \brief Constructor; computes eigendecomposition of given matrix. 
+      * 
+      * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed. 
+      *
+      * This constructor calls compute() to compute the eigenvalues
+      * and eigenvectors.
+      *
+      * Example: \include EigenSolver_EigenSolver_MatrixType.cpp
+      * Output: \verbinclude EigenSolver_EigenSolver_MatrixType.out
+      *
+      * \sa compute()
+      */
+    EigenSolver(const MatrixType& matrix, bool computeEigenvectors = true)
+      : m_eivec(matrix.rows(), matrix.cols()),
+        m_eivalues(matrix.cols()),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false),
+        m_realSchur(matrix.cols()),
+        m_matT(matrix.rows(), matrix.cols()), 
+        m_tmp(matrix.cols())
+    {
+      compute(matrix, computeEigenvectors);
+    }
+
+    /** \brief Returns the eigenvectors of given matrix. 
+      *
+      * \returns  %Matrix whose columns are the (possibly complex) eigenvectors.
+      *
+      * \pre Either the constructor 
+      * EigenSolver(const MatrixType&,bool) or the member function
+      * compute(const MatrixType&, bool) has been called before, and
+      * \p computeEigenvectors was set to true (the default).
+      *
+      * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
+      * to eigenvalue number \f$ k \f$ as returned by eigenvalues().  The
+      * eigenvectors are normalized to have (Euclidean) norm equal to one. The
+      * matrix returned by this function is the matrix \f$ V \f$ in the
+      * eigendecomposition \f$ A = V D V^{-1} \f$, if it exists.
+      *
+      * Example: \include EigenSolver_eigenvectors.cpp
+      * Output: \verbinclude EigenSolver_eigenvectors.out
+      *
+      * \sa eigenvalues(), pseudoEigenvectors()
+      */
+    EigenvectorsType eigenvectors() const;
+
+    /** \brief Returns the pseudo-eigenvectors of given matrix. 
+      *
+      * \returns  Const reference to matrix whose columns are the pseudo-eigenvectors.
+      *
+      * \pre Either the constructor 
+      * EigenSolver(const MatrixType&,bool) or the member function
+      * compute(const MatrixType&, bool) has been called before, and
+      * \p computeEigenvectors was set to true (the default).
+      *
+      * The real matrix \f$ V \f$ returned by this function and the
+      * block-diagonal matrix \f$ D \f$ returned by pseudoEigenvalueMatrix()
+      * satisfy \f$ AV = VD \f$.
+      *
+      * Example: \include EigenSolver_pseudoEigenvectors.cpp
+      * Output: \verbinclude EigenSolver_pseudoEigenvectors.out
+      *
+      * \sa pseudoEigenvalueMatrix(), eigenvectors()
+      */
+    const MatrixType& pseudoEigenvectors() const
+    {
+      eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec;
+    }
+
+    /** \brief Returns the block-diagonal matrix in the pseudo-eigendecomposition.
+      *
+      * \returns  A block-diagonal matrix.
+      *
+      * \pre Either the constructor 
+      * EigenSolver(const MatrixType&,bool) or the member function
+      * compute(const MatrixType&, bool) has been called before.
+      *
+      * The matrix \f$ D \f$ returned by this function is real and
+      * block-diagonal. The blocks on the diagonal are either 1-by-1 or 2-by-2
+      * blocks of the form
+      * \f$ \begin{bmatrix} u & v \\ -v & u \end{bmatrix} \f$.
+      * These blocks are not sorted in any particular order.
+      * The matrix \f$ D \f$ and the matrix \f$ V \f$ returned by
+      * pseudoEigenvectors() satisfy \f$ AV = VD \f$.
+      *
+      * \sa pseudoEigenvectors() for an example, eigenvalues()
+      */
+    MatrixType pseudoEigenvalueMatrix() const;
+
+    /** \brief Returns the eigenvalues of given matrix. 
+      *
+      * \returns A const reference to the column vector containing the eigenvalues.
+      *
+      * \pre Either the constructor 
+      * EigenSolver(const MatrixType&,bool) or the member function
+      * compute(const MatrixType&, bool) has been called before.
+      *
+      * The eigenvalues are repeated according to their algebraic multiplicity,
+      * so there are as many eigenvalues as rows in the matrix. The eigenvalues 
+      * are not sorted in any particular order.
+      *
+      * Example: \include EigenSolver_eigenvalues.cpp
+      * Output: \verbinclude EigenSolver_eigenvalues.out
+      *
+      * \sa eigenvectors(), pseudoEigenvalueMatrix(),
+      *     MatrixBase::eigenvalues()
+      */
+    const EigenvalueType& eigenvalues() const
+    {
+      eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+      return m_eivalues;
+    }
+
+    /** \brief Computes eigendecomposition of given matrix. 
+      * 
+      * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed. 
+      * \returns    Reference to \c *this
+      *
+      * This function computes the eigenvalues of the real matrix \p matrix.
+      * The eigenvalues() function can be used to retrieve them.  If 
+      * \p computeEigenvectors is true, then the eigenvectors are also computed
+      * and can be retrieved by calling eigenvectors().
+      *
+      * The matrix is first reduced to real Schur form using the RealSchur
+      * class. The Schur decomposition is then used to compute the eigenvalues
+      * and eigenvectors.
+      *
+      * The cost of the computation is dominated by the cost of the
+      * Schur decomposition, which is very approximately \f$ 25n^3 \f$
+      * (where \f$ n \f$ is the size of the matrix) if \p computeEigenvectors 
+      * is true, and \f$ 10n^3 \f$ if \p computeEigenvectors is false.
+      *
+      * This method reuses of the allocated data in the EigenSolver object.
+      *
+      * Example: \include EigenSolver_compute.cpp
+      * Output: \verbinclude EigenSolver_compute.out
+      */
+    EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
+
+    /** \returns NumericalIssue if the input contains INF or NaN values or overflow occured. Returns Success otherwise. */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+      return m_info;
+    }
+
+    /** \brief Sets the maximum number of iterations allowed. */
+    EigenSolver& setMaxIterations(Index maxIters)
+    {
+      m_realSchur.setMaxIterations(maxIters);
+      return *this;
+    }
+
+    /** \brief Returns the maximum number of iterations. */
+    Index getMaxIterations()
+    {
+      return m_realSchur.getMaxIterations();
+    }
+
+  private:
+    void doComputeEigenvectors();
+
+  protected:
+    MatrixType m_eivec;
+    EigenvalueType m_eivalues;
+    bool m_isInitialized;
+    bool m_eigenvectorsOk;
+    ComputationInfo m_info;
+    RealSchur<MatrixType> m_realSchur;
+    MatrixType m_matT;
+
+    typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
+    ColumnVectorType m_tmp;
+};
+
+template<typename MatrixType>
+MatrixType EigenSolver<MatrixType>::pseudoEigenvalueMatrix() const
+{
+  eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+  Index n = m_eivalues.rows();
+  MatrixType matD = MatrixType::Zero(n,n);
+  for (Index i=0; i<n; ++i)
+  {
+    if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i))))
+      matD.coeffRef(i,i) = numext::real(m_eivalues.coeff(i));
+    else
+    {
+      matD.template block<2,2>(i,i) <<  numext::real(m_eivalues.coeff(i)), numext::imag(m_eivalues.coeff(i)),
+                                       -numext::imag(m_eivalues.coeff(i)), numext::real(m_eivalues.coeff(i));
+      ++i;
+    }
+  }
+  return matD;
+}
+
+template<typename MatrixType>
+typename EigenSolver<MatrixType>::EigenvectorsType EigenSolver<MatrixType>::eigenvectors() const
+{
+  eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+  eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+  Index n = m_eivec.cols();
+  EigenvectorsType matV(n,n);
+  for (Index j=0; j<n; ++j)
+  {
+    if (internal::isMuchSmallerThan(numext::imag(m_eivalues.coeff(j)), numext::real(m_eivalues.coeff(j))) || j+1==n)
+    {
+      // we have a real eigen value
+      matV.col(j) = m_eivec.col(j).template cast<ComplexScalar>();
+      matV.col(j).normalize();
+    }
+    else
+    {
+      // we have a pair of complex eigen values
+      for (Index i=0; i<n; ++i)
+      {
+        matV.coeffRef(i,j)   = ComplexScalar(m_eivec.coeff(i,j),  m_eivec.coeff(i,j+1));
+        matV.coeffRef(i,j+1) = ComplexScalar(m_eivec.coeff(i,j), -m_eivec.coeff(i,j+1));
+      }
+      matV.col(j).normalize();
+      matV.col(j+1).normalize();
+      ++j;
+    }
+  }
+  return matV;
+}
+
+template<typename MatrixType>
+EigenSolver<MatrixType>& 
+EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvectors)
+{
+  using std::sqrt;
+  using std::abs;
+  using std::max;
+  using numext::isfinite;
+  eigen_assert(matrix.cols() == matrix.rows());
+
+  // Reduce to real Schur form.
+  m_realSchur.compute(matrix, computeEigenvectors);
+  
+  m_info = m_realSchur.info();
+
+  if (m_info == Success)
+  {
+    m_matT = m_realSchur.matrixT();
+    if (computeEigenvectors)
+      m_eivec = m_realSchur.matrixU();
+  
+    // Compute eigenvalues from matT
+    m_eivalues.resize(matrix.cols());
+    Index i = 0;
+    while (i < matrix.cols()) 
+    {
+      if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0)) 
+      {
+        m_eivalues.coeffRef(i) = m_matT.coeff(i, i);
+        if(!isfinite(m_eivalues.coeffRef(i)))
+        {
+          m_isInitialized = true;
+          m_eigenvectorsOk = false;
+          m_info = NumericalIssue;
+          return *this;
+        }
+        ++i;
+      }
+      else
+      {
+        Scalar p = Scalar(0.5) * (m_matT.coeff(i, i) - m_matT.coeff(i+1, i+1));
+        Scalar z;
+        // Compute z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
+        // without overflow
+        {
+          Scalar t0 = m_matT.coeff(i+1, i);
+          Scalar t1 = m_matT.coeff(i, i+1);
+          Scalar maxval = (max)(abs(p),(max)(abs(t0),abs(t1)));
+          t0 /= maxval;
+          t1 /= maxval;
+          Scalar p0 = p/maxval;
+          z = maxval * sqrt(abs(p0 * p0 + t0 * t1));
+        }
+        
+        m_eivalues.coeffRef(i)   = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
+        m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
+        if(!(isfinite(m_eivalues.coeffRef(i)) && isfinite(m_eivalues.coeffRef(i+1))))
+        {
+          m_isInitialized = true;
+          m_eigenvectorsOk = false;
+          m_info = NumericalIssue;
+          return *this;
+        }
+        i += 2;
+      }
+    }
+    
+    // Compute eigenvectors.
+    if (computeEigenvectors)
+      doComputeEigenvectors();
+  }
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+
+  return *this;
+}
+
+// Complex scalar division.
+template<typename Scalar>
+std::complex<Scalar> cdiv(const Scalar& xr, const Scalar& xi, const Scalar& yr, const Scalar& yi)
+{
+  using std::abs;
+  Scalar r,d;
+  if (abs(yr) > abs(yi))
+  {
+      r = yi/yr;
+      d = yr + r*yi;
+      return std::complex<Scalar>((xr + r*xi)/d, (xi - r*xr)/d);
+  }
+  else
+  {
+      r = yr/yi;
+      d = yi + r*yr;
+      return std::complex<Scalar>((r*xr + xi)/d, (r*xi - xr)/d);
+  }
+}
+
+
+template<typename MatrixType>
+void EigenSolver<MatrixType>::doComputeEigenvectors()
+{
+  using std::abs;
+  const Index size = m_eivec.cols();
+  const Scalar eps = NumTraits<Scalar>::epsilon();
+
+  // inefficient! this is already computed in RealSchur
+  Scalar norm(0);
+  for (Index j = 0; j < size; ++j)
+  {
+    norm += m_matT.row(j).segment((std::max)(j-1,Index(0)), size-(std::max)(j-1,Index(0))).cwiseAbs().sum();
+  }
+  
+  // Backsubstitute to find vectors of upper triangular form
+  if (norm == 0.0)
+  {
+    return;
+  }
+
+  for (Index n = size-1; n >= 0; n--)
+  {
+    Scalar p = m_eivalues.coeff(n).real();
+    Scalar q = m_eivalues.coeff(n).imag();
+
+    // Scalar vector
+    if (q == Scalar(0))
+    {
+      Scalar lastr(0), lastw(0);
+      Index l = n;
+
+      m_matT.coeffRef(n,n) = 1.0;
+      for (Index i = n-1; i >= 0; i--)
+      {
+        Scalar w = m_matT.coeff(i,i) - p;
+        Scalar r = m_matT.row(i).segment(l,n-l+1).dot(m_matT.col(n).segment(l, n-l+1));
+
+        if (m_eivalues.coeff(i).imag() < 0.0)
+        {
+          lastw = w;
+          lastr = r;
+        }
+        else
+        {
+          l = i;
+          if (m_eivalues.coeff(i).imag() == 0.0)
+          {
+            if (w != 0.0)
+              m_matT.coeffRef(i,n) = -r / w;
+            else
+              m_matT.coeffRef(i,n) = -r / (eps * norm);
+          }
+          else // Solve real equations
+          {
+            Scalar x = m_matT.coeff(i,i+1);
+            Scalar y = m_matT.coeff(i+1,i);
+            Scalar denom = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag();
+            Scalar t = (x * lastr - lastw * r) / denom;
+            m_matT.coeffRef(i,n) = t;
+            if (abs(x) > abs(lastw))
+              m_matT.coeffRef(i+1,n) = (-r - w * t) / x;
+            else
+              m_matT.coeffRef(i+1,n) = (-lastr - y * t) / lastw;
+          }
+
+          // Overflow control
+          Scalar t = abs(m_matT.coeff(i,n));
+          if ((eps * t) * t > Scalar(1))
+            m_matT.col(n).tail(size-i) /= t;
+        }
+      }
+    }
+    else if (q < Scalar(0) && n > 0) // Complex vector
+    {
+      Scalar lastra(0), lastsa(0), lastw(0);
+      Index l = n-1;
+
+      // Last vector component imaginary so matrix is triangular
+      if (abs(m_matT.coeff(n,n-1)) > abs(m_matT.coeff(n-1,n)))
+      {
+        m_matT.coeffRef(n-1,n-1) = q / m_matT.coeff(n,n-1);
+        m_matT.coeffRef(n-1,n) = -(m_matT.coeff(n,n) - p) / m_matT.coeff(n,n-1);
+      }
+      else
+      {
+        std::complex<Scalar> cc = cdiv<Scalar>(0.0,-m_matT.coeff(n-1,n),m_matT.coeff(n-1,n-1)-p,q);
+        m_matT.coeffRef(n-1,n-1) = numext::real(cc);
+        m_matT.coeffRef(n-1,n) = numext::imag(cc);
+      }
+      m_matT.coeffRef(n,n-1) = 0.0;
+      m_matT.coeffRef(n,n) = 1.0;
+      for (Index i = n-2; i >= 0; i--)
+      {
+        Scalar ra = m_matT.row(i).segment(l, n-l+1).dot(m_matT.col(n-1).segment(l, n-l+1));
+        Scalar sa = m_matT.row(i).segment(l, n-l+1).dot(m_matT.col(n).segment(l, n-l+1));
+        Scalar w = m_matT.coeff(i,i) - p;
+
+        if (m_eivalues.coeff(i).imag() < 0.0)
+        {
+          lastw = w;
+          lastra = ra;
+          lastsa = sa;
+        }
+        else
+        {
+          l = i;
+          if (m_eivalues.coeff(i).imag() == RealScalar(0))
+          {
+            std::complex<Scalar> cc = cdiv(-ra,-sa,w,q);
+            m_matT.coeffRef(i,n-1) = numext::real(cc);
+            m_matT.coeffRef(i,n) = numext::imag(cc);
+          }
+          else
+          {
+            // Solve complex equations
+            Scalar x = m_matT.coeff(i,i+1);
+            Scalar y = m_matT.coeff(i+1,i);
+            Scalar vr = (m_eivalues.coeff(i).real() - p) * (m_eivalues.coeff(i).real() - p) + m_eivalues.coeff(i).imag() * m_eivalues.coeff(i).imag() - q * q;
+            Scalar vi = (m_eivalues.coeff(i).real() - p) * Scalar(2) * q;
+            if ((vr == 0.0) && (vi == 0.0))
+              vr = eps * norm * (abs(w) + abs(q) + abs(x) + abs(y) + abs(lastw));
+
+            std::complex<Scalar> cc = cdiv(x*lastra-lastw*ra+q*sa,x*lastsa-lastw*sa-q*ra,vr,vi);
+            m_matT.coeffRef(i,n-1) = numext::real(cc);
+            m_matT.coeffRef(i,n) = numext::imag(cc);
+            if (abs(x) > (abs(lastw) + abs(q)))
+            {
+              m_matT.coeffRef(i+1,n-1) = (-ra - w * m_matT.coeff(i,n-1) + q * m_matT.coeff(i,n)) / x;
+              m_matT.coeffRef(i+1,n) = (-sa - w * m_matT.coeff(i,n) - q * m_matT.coeff(i,n-1)) / x;
+            }
+            else
+            {
+              cc = cdiv(-lastra-y*m_matT.coeff(i,n-1),-lastsa-y*m_matT.coeff(i,n),lastw,q);
+              m_matT.coeffRef(i+1,n-1) = numext::real(cc);
+              m_matT.coeffRef(i+1,n) = numext::imag(cc);
+            }
+          }
+
+          // Overflow control
+          Scalar t = numext::maxi(abs(m_matT.coeff(i,n-1)),abs(m_matT.coeff(i,n)));
+          if ((eps * t) * t > Scalar(1))
+            m_matT.block(i, n-1, size-i, 2) /= t;
+
+        }
+      }
+      
+      // We handled a pair of complex conjugate eigenvalues, so need to skip them both
+      n--;
+    }
+    else
+    {
+      eigen_assert(0 && "Internal bug in EigenSolver (INF or NaN has not been detected)"); // this should not happen
+    }
+  }
+
+  // Back transformation to get eigenvectors of original matrix
+  for (Index j = size-1; j >= 0; j--)
+  {
+    m_tmp.noalias() = m_eivec.leftCols(j+1) * m_matT.col(j).segment(0, j+1);
+    m_eivec.col(j) = m_tmp;
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_EIGENSOLVER_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h b/third_party/eigen3/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h
new file mode 100644
index 0000000000..dc240e13e1
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h
@@ -0,0 +1,341 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_GENERALIZEDEIGENSOLVER_H
+#define EIGEN_GENERALIZEDEIGENSOLVER_H
+
+#include "./RealQZ.h"
+
+namespace Eigen { 
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class GeneralizedEigenSolver
+  *
+  * \brief Computes the generalized eigenvalues and eigenvectors of a pair of general matrices
+  *
+  * \tparam _MatrixType the type of the matrices of which we are computing the
+  * eigen-decomposition; this is expected to be an instantiation of the Matrix
+  * class template. Currently, only real matrices are supported.
+  *
+  * The generalized eigenvalues and eigenvectors of a matrix pair \f$ A \f$ and \f$ B \f$ are scalars
+  * \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda Bv \f$.  If
+  * \f$ D \f$ is a diagonal matrix with the eigenvalues on the diagonal, and
+  * \f$ V \f$ is a matrix with the eigenvectors as its columns, then \f$ A V =
+  * B V D \f$. The matrix \f$ V \f$ is almost always invertible, in which case we
+  * have \f$ A = B V D V^{-1} \f$. This is called the generalized eigen-decomposition.
+  *
+  * The generalized eigenvalues and eigenvectors of a matrix pair may be complex, even when the
+  * matrices are real. Moreover, the generalized eigenvalue might be infinite if the matrix B is
+  * singular. To workaround this difficulty, the eigenvalues are provided as a pair of complex \f$ \alpha \f$
+  * and real \f$ \beta \f$ such that: \f$ \lambda_i = \alpha_i / \beta_i \f$. If \f$ \beta_i \f$ is (nearly) zero,
+  * then one can consider the well defined left eigenvalue \f$ \mu = \beta_i / \alpha_i\f$ such that:
+  * \f$ \mu_i A v_i = B v_i \f$, or even \f$ \mu_i u_i^T A  = u_i^T B \f$ where \f$ u_i \f$ is
+  * called the left eigenvector.
+  *
+  * Call the function compute() to compute the generalized eigenvalues and eigenvectors of
+  * a given matrix pair. Alternatively, you can use the
+  * GeneralizedEigenSolver(const MatrixType&, const MatrixType&, bool) constructor which computes the
+  * eigenvalues and eigenvectors at construction time. Once the eigenvalue and
+  * eigenvectors are computed, they can be retrieved with the eigenvalues() and
+  * eigenvectors() functions.
+  *
+  * Here is an usage example of this class:
+  * Example: \include GeneralizedEigenSolver.cpp
+  * Output: \verbinclude GeneralizedEigenSolver.out
+  *
+  * \sa MatrixBase::eigenvalues(), class ComplexEigenSolver, class SelfAdjointEigenSolver
+  */
+template<typename _MatrixType> class GeneralizedEigenSolver
+{
+  public:
+
+    /** \brief Synonym for the template parameter \p _MatrixType. */
+    typedef _MatrixType MatrixType;
+
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    /** \brief Scalar type for matrices of type #MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    /** \brief Complex scalar type for #MatrixType. 
+      *
+      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
+      * \c float or \c double) and just \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Type for vector of real scalar values eigenvalues as returned by betas().
+      *
+      * This is a column vector with entries of type #Scalar.
+      * The length of the vector is the size of #MatrixType.
+      */
+    typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> VectorType;
+
+    /** \brief Type for vector of complex scalar values eigenvalues as returned by betas().
+      *
+      * This is a column vector with entries of type #ComplexScalar.
+      * The length of the vector is the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ComplexVectorType;
+
+    /** \brief Expression type for the eigenvalues as returned by eigenvalues().
+      */
+    typedef CwiseBinaryOp<internal::scalar_quotient_op<ComplexScalar,Scalar>,ComplexVectorType,VectorType> EigenvalueType;
+
+    /** \brief Type for matrix of eigenvectors as returned by eigenvectors(). 
+      *
+      * This is a square matrix with entries of type #ComplexScalar. 
+      * The size is the same as the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorsType;
+
+    /** \brief Default constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via EigenSolver::compute(const MatrixType&, bool).
+      *
+      * \sa compute() for an example.
+      */
+    GeneralizedEigenSolver() : m_eivec(), m_alphas(), m_betas(), m_isInitialized(false), m_realQZ(), m_matS(), m_tmp() {}
+
+    /** \brief Default constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa GeneralizedEigenSolver()
+      */
+    GeneralizedEigenSolver(Index size)
+      : m_eivec(size, size),
+        m_alphas(size),
+        m_betas(size),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false),
+        m_realQZ(size),
+        m_matS(size, size),
+        m_tmp(size)
+    {}
+
+    /** \brief Constructor; computes the generalized eigendecomposition of given matrix pair.
+      * 
+      * \param[in]  A  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  B  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are computed.
+      *
+      * This constructor calls compute() to compute the generalized eigenvalues
+      * and eigenvectors.
+      *
+      * \sa compute()
+      */
+    GeneralizedEigenSolver(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true)
+      : m_eivec(A.rows(), A.cols()),
+        m_alphas(A.cols()),
+        m_betas(A.cols()),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false),
+        m_realQZ(A.cols()),
+        m_matS(A.rows(), A.cols()),
+        m_tmp(A.cols())
+    {
+      compute(A, B, computeEigenvectors);
+    }
+
+    /* \brief Returns the computed generalized eigenvectors.
+      *
+      * \returns  %Matrix whose columns are the (possibly complex) eigenvectors.
+      *
+      * \pre Either the constructor 
+      * GeneralizedEigenSolver(const MatrixType&,const MatrixType&, bool) or the member function
+      * compute(const MatrixType&, const MatrixType& bool) has been called before, and
+      * \p computeEigenvectors was set to true (the default).
+      *
+      * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
+      * to eigenvalue number \f$ k \f$ as returned by eigenvalues().  The
+      * eigenvectors are normalized to have (Euclidean) norm equal to one. The
+      * matrix returned by this function is the matrix \f$ V \f$ in the
+      * generalized eigendecomposition \f$ A = B V D V^{-1} \f$, if it exists.
+      *
+      * \sa eigenvalues()
+      */
+//    EigenvectorsType eigenvectors() const;
+
+    /** \brief Returns an expression of the computed generalized eigenvalues.
+      *
+      * \returns An expression of the column vector containing the eigenvalues.
+      *
+      * It is a shortcut for \code this->alphas().cwiseQuotient(this->betas()); \endcode
+      * Not that betas might contain zeros. It is therefore not recommended to use this function,
+      * but rather directly deal with the alphas and betas vectors.
+      *
+      * \pre Either the constructor 
+      * GeneralizedEigenSolver(const MatrixType&,const MatrixType&,bool) or the member function
+      * compute(const MatrixType&,const MatrixType&,bool) has been called before.
+      *
+      * The eigenvalues are repeated according to their algebraic multiplicity,
+      * so there are as many eigenvalues as rows in the matrix. The eigenvalues 
+      * are not sorted in any particular order.
+      *
+      * \sa alphas(), betas(), eigenvectors()
+      */
+    EigenvalueType eigenvalues() const
+    {
+      eigen_assert(m_isInitialized && "GeneralizedEigenSolver is not initialized.");
+      return EigenvalueType(m_alphas,m_betas);
+    }
+
+    /** \returns A const reference to the vectors containing the alpha values
+      *
+      * This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
+      *
+      * \sa betas(), eigenvalues() */
+    ComplexVectorType alphas() const
+    {
+      eigen_assert(m_isInitialized && "GeneralizedEigenSolver is not initialized.");
+      return m_alphas;
+    }
+
+    /** \returns A const reference to the vectors containing the beta values
+      *
+      * This vector permits to reconstruct the j-th eigenvalues as alphas(i)/betas(j).
+      *
+      * \sa alphas(), eigenvalues() */
+    VectorType betas() const
+    {
+      eigen_assert(m_isInitialized && "GeneralizedEigenSolver is not initialized.");
+      return m_betas;
+    }
+
+    /** \brief Computes generalized eigendecomposition of given matrix.
+      * 
+      * \param[in]  A  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  B  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed. 
+      * \returns    Reference to \c *this
+      *
+      * This function computes the eigenvalues of the real matrix \p matrix.
+      * The eigenvalues() function can be used to retrieve them.  If 
+      * \p computeEigenvectors is true, then the eigenvectors are also computed
+      * and can be retrieved by calling eigenvectors().
+      *
+      * The matrix is first reduced to real generalized Schur form using the RealQZ
+      * class. The generalized Schur decomposition is then used to compute the eigenvalues
+      * and eigenvectors.
+      *
+      * The cost of the computation is dominated by the cost of the
+      * generalized Schur decomposition.
+      *
+      * This method reuses of the allocated data in the GeneralizedEigenSolver object.
+      */
+    GeneralizedEigenSolver& compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors = true);
+
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+      return m_realQZ.info();
+    }
+
+    /** Sets the maximal number of iterations allowed.
+    */
+    GeneralizedEigenSolver& setMaxIterations(Index maxIters)
+    {
+      m_realQZ.setMaxIterations(maxIters);
+      return *this;
+    }
+
+  protected:
+    MatrixType m_eivec;
+    ComplexVectorType m_alphas;
+    VectorType m_betas;
+    bool m_isInitialized;
+    bool m_eigenvectorsOk;
+    RealQZ<MatrixType> m_realQZ;
+    MatrixType m_matS;
+
+    typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
+    ColumnVectorType m_tmp;
+};
+
+//template<typename MatrixType>
+//typename GeneralizedEigenSolver<MatrixType>::EigenvectorsType GeneralizedEigenSolver<MatrixType>::eigenvectors() const
+//{
+//  eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
+//  eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+//  Index n = m_eivec.cols();
+//  EigenvectorsType matV(n,n);
+//  // TODO
+//  return matV;
+//}
+
+template<typename MatrixType>
+GeneralizedEigenSolver<MatrixType>&
+GeneralizedEigenSolver<MatrixType>::compute(const MatrixType& A, const MatrixType& B, bool computeEigenvectors)
+{
+  using std::sqrt;
+  using std::abs;
+  eigen_assert(A.cols() == A.rows() && B.cols() == A.rows() && B.cols() == B.rows());
+
+  // Reduce to generalized real Schur form:
+  // A = Q S Z and B = Q T Z
+  m_realQZ.compute(A, B, computeEigenvectors);
+
+  if (m_realQZ.info() == Success)
+  {
+    m_matS = m_realQZ.matrixS();
+    if (computeEigenvectors)
+      m_eivec = m_realQZ.matrixZ().transpose();
+  
+    // Compute eigenvalues from matS
+    m_alphas.resize(A.cols());
+    m_betas.resize(A.cols());
+    Index i = 0;
+    while (i < A.cols())
+    {
+      if (i == A.cols() - 1 || m_matS.coeff(i+1, i) == Scalar(0))
+      {
+        m_alphas.coeffRef(i) = m_matS.coeff(i, i);
+        m_betas.coeffRef(i)  = m_realQZ.matrixT().coeff(i,i);
+        ++i;
+      }
+      else
+      {
+        Scalar p = Scalar(0.5) * (m_matS.coeff(i, i) - m_matS.coeff(i+1, i+1));
+        Scalar z = sqrt(abs(p * p + m_matS.coeff(i+1, i) * m_matS.coeff(i, i+1)));
+        m_alphas.coeffRef(i)   = ComplexScalar(m_matS.coeff(i+1, i+1) + p, z);
+        m_alphas.coeffRef(i+1) = ComplexScalar(m_matS.coeff(i+1, i+1) + p, -z);
+
+        m_betas.coeffRef(i)   = m_realQZ.matrixT().coeff(i,i);
+        m_betas.coeffRef(i+1) = m_realQZ.matrixT().coeff(i,i);
+        i += 2;
+      }
+    }
+  }
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = false;//computeEigenvectors;
+
+  return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERALIZEDEIGENSOLVER_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h b/third_party/eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h
new file mode 100644
index 0000000000..07bf1ea095
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h
@@ -0,0 +1,227 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_GENERALIZEDSELFADJOINTEIGENSOLVER_H
+#define EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H
+
+#include "./Tridiagonalization.h"
+
+namespace Eigen { 
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class GeneralizedSelfAdjointEigenSolver
+  *
+  * \brief Computes eigenvalues and eigenvectors of the generalized selfadjoint eigen problem
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the
+  * eigendecomposition; this is expected to be an instantiation of the Matrix
+  * class template.
+  *
+  * This class solves the generalized eigenvalue problem
+  * \f$ Av = \lambda Bv \f$. In this case, the matrix \f$ A \f$ should be
+  * selfadjoint and the matrix \f$ B \f$ should be positive definite.
+  *
+  * Only the \b lower \b triangular \b part of the input matrix is referenced.
+  *
+  * Call the function compute() to compute the eigenvalues and eigenvectors of
+  * a given matrix. Alternatively, you can use the
+  * GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
+  * constructor which computes the eigenvalues and eigenvectors at construction time.
+  * Once the eigenvalue and eigenvectors are computed, they can be retrieved with the eigenvalues()
+  * and eigenvectors() functions.
+  *
+  * The documentation for GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
+  * contains an example of the typical use of this class.
+  *
+  * \sa class SelfAdjointEigenSolver, class EigenSolver, class ComplexEigenSolver
+  */
+template<typename _MatrixType>
+class GeneralizedSelfAdjointEigenSolver : public SelfAdjointEigenSolver<_MatrixType>
+{
+    typedef SelfAdjointEigenSolver<_MatrixType> Base;
+  public:
+
+    typedef typename Base::Index Index;
+    typedef _MatrixType MatrixType;
+
+    /** \brief Default constructor for fixed-size matrices.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute(). This constructor
+      * can only be used if \p _MatrixType is a fixed-size matrix; use
+      * GeneralizedSelfAdjointEigenSolver(Index) for dynamic-size matrices.
+      */
+    GeneralizedSelfAdjointEigenSolver() : Base() {}
+
+    /** \brief Constructor, pre-allocates memory for dynamic-size matrices.
+      *
+      * \param [in]  size  Positive integer, size of the matrix whose
+      * eigenvalues and eigenvectors will be computed.
+      *
+      * This constructor is useful for dynamic-size matrices, when the user
+      * intends to perform decompositions via compute(). The \p size
+      * parameter is only used as a hint. It is not an error to give a wrong
+      * \p size, but it may impair performance.
+      *
+      * \sa compute() for an example
+      */
+    GeneralizedSelfAdjointEigenSolver(Index size)
+        : Base(size)
+    {}
+
+    /** \brief Constructor; computes generalized eigendecomposition of given matrix pencil.
+      *
+      * \param[in]  matA  Selfadjoint matrix in matrix pencil.
+      *                   Only the lower triangular part of the matrix is referenced.
+      * \param[in]  matB  Positive-definite matrix in matrix pencil.
+      *                   Only the lower triangular part of the matrix is referenced.
+      * \param[in]  options A or-ed set of flags {#ComputeEigenvectors,#EigenvaluesOnly} | {#Ax_lBx,#ABx_lx,#BAx_lx}.
+      *                     Default is #ComputeEigenvectors|#Ax_lBx.
+      *
+      * This constructor calls compute(const MatrixType&, const MatrixType&, int)
+      * to compute the eigenvalues and (if requested) the eigenvectors of the
+      * generalized eigenproblem \f$ Ax = \lambda B x \f$ with \a matA the
+      * selfadjoint matrix \f$ A \f$ and \a matB the positive definite matrix
+      * \f$ B \f$. Each eigenvector \f$ x \f$ satisfies the property
+      * \f$ x^* B x = 1 \f$. The eigenvectors are computed if
+      * \a options contains ComputeEigenvectors.
+      *
+      * In addition, the two following variants can be solved via \p options:
+      * - \c ABx_lx: \f$ ABx = \lambda x \f$
+      * - \c BAx_lx: \f$ BAx = \lambda x \f$
+      *
+      * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.out
+      *
+      * \sa compute(const MatrixType&, const MatrixType&, int)
+      */
+    GeneralizedSelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB,
+                                      int options = ComputeEigenvectors|Ax_lBx)
+      : Base(matA.cols())
+    {
+      compute(matA, matB, options);
+    }
+
+    /** \brief Computes generalized eigendecomposition of given matrix pencil.
+      *
+      * \param[in]  matA  Selfadjoint matrix in matrix pencil.
+      *                   Only the lower triangular part of the matrix is referenced.
+      * \param[in]  matB  Positive-definite matrix in matrix pencil.
+      *                   Only the lower triangular part of the matrix is referenced.
+      * \param[in]  options A or-ed set of flags {#ComputeEigenvectors,#EigenvaluesOnly} | {#Ax_lBx,#ABx_lx,#BAx_lx}.
+      *                     Default is #ComputeEigenvectors|#Ax_lBx.
+      *
+      * \returns    Reference to \c *this
+      *
+      * Accoring to \p options, this function computes eigenvalues and (if requested)
+      * the eigenvectors of one of the following three generalized eigenproblems:
+      * - \c Ax_lBx: \f$ Ax = \lambda B x \f$
+      * - \c ABx_lx: \f$ ABx = \lambda x \f$
+      * - \c BAx_lx: \f$ BAx = \lambda x \f$
+      * with \a matA the selfadjoint matrix \f$ A \f$ and \a matB the positive definite
+      * matrix \f$ B \f$.
+      * In addition, each eigenvector \f$ x \f$ satisfies the property \f$ x^* B x = 1 \f$.
+      *
+      * The eigenvalues() function can be used to retrieve
+      * the eigenvalues. If \p options contains ComputeEigenvectors, then the
+      * eigenvectors are also computed and can be retrieved by calling
+      * eigenvectors().
+      *
+      * The implementation uses LLT to compute the Cholesky decomposition
+      * \f$ B = LL^* \f$ and computes the classical eigendecomposition
+      * of the selfadjoint matrix \f$ L^{-1} A (L^*)^{-1} \f$ if \p options contains Ax_lBx
+      * and of \f$ L^{*} A L \f$ otherwise. This solves the
+      * generalized eigenproblem, because any solution of the generalized
+      * eigenproblem \f$ Ax = \lambda B x \f$ corresponds to a solution
+      * \f$ L^{-1} A (L^*)^{-1} (L^* x) = \lambda (L^* x) \f$ of the
+      * eigenproblem for \f$ L^{-1} A (L^*)^{-1} \f$. Similar statements
+      * can be made for the two other variants.
+      *
+      * Example: \include SelfAdjointEigenSolver_compute_MatrixType2.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType2.out
+      *
+      * \sa GeneralizedSelfAdjointEigenSolver(const MatrixType&, const MatrixType&, int)
+      */
+    GeneralizedSelfAdjointEigenSolver& compute(const MatrixType& matA, const MatrixType& matB,
+                                               int options = ComputeEigenvectors|Ax_lBx);
+
+  protected:
+
+};
+
+
+template<typename MatrixType>
+GeneralizedSelfAdjointEigenSolver<MatrixType>& GeneralizedSelfAdjointEigenSolver<MatrixType>::
+compute(const MatrixType& matA, const MatrixType& matB, int options)
+{
+  eigen_assert(matA.cols()==matA.rows() && matB.rows()==matA.rows() && matB.cols()==matB.rows());
+  eigen_assert((options&~(EigVecMask|GenEigMask))==0
+          && (options&EigVecMask)!=EigVecMask
+          && ((options&GenEigMask)==0 || (options&GenEigMask)==Ax_lBx
+           || (options&GenEigMask)==ABx_lx || (options&GenEigMask)==BAx_lx)
+          && "invalid option parameter");
+
+  bool computeEigVecs = ((options&EigVecMask)==0) || ((options&EigVecMask)==ComputeEigenvectors);
+
+  // Compute the cholesky decomposition of matB = L L' = U'U
+  LLT<MatrixType> cholB(matB);
+
+  int type = (options&GenEigMask);
+  if(type==0)
+    type = Ax_lBx;
+
+  if(type==Ax_lBx)
+  {
+    // compute C = inv(L) A inv(L')
+    MatrixType matC = matA.template selfadjointView<Lower>();
+    cholB.matrixL().template solveInPlace<OnTheLeft>(matC);
+    cholB.matrixU().template solveInPlace<OnTheRight>(matC);
+
+    Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly );
+
+    // transform back the eigen vectors: evecs = inv(U) * evecs
+    if(computeEigVecs)
+      cholB.matrixU().solveInPlace(Base::m_eivec);
+  }
+  else if(type==ABx_lx)
+  {
+    // compute C = L' A L
+    MatrixType matC = matA.template selfadjointView<Lower>();
+    matC = matC * cholB.matrixL();
+    matC = cholB.matrixU() * matC;
+
+    Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly);
+
+    // transform back the eigen vectors: evecs = inv(U) * evecs
+    if(computeEigVecs)
+      cholB.matrixU().solveInPlace(Base::m_eivec);
+  }
+  else if(type==BAx_lx)
+  {
+    // compute C = L' A L
+    MatrixType matC = matA.template selfadjointView<Lower>();
+    matC = matC * cholB.matrixL();
+    matC = cholB.matrixU() * matC;
+
+    Base::compute(matC, computeEigVecs ? ComputeEigenvectors : EigenvaluesOnly);
+
+    // transform back the eigen vectors: evecs = L * evecs
+    if(computeEigVecs)
+      Base::m_eivec = cholB.matrixL() * Base::m_eivec;
+  }
+
+  return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_GENERALIZEDSELFADJOINTEIGENSOLVER_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h b/third_party/eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h
new file mode 100644
index 0000000000..3db0c0106c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/HessenbergDecomposition.h
@@ -0,0 +1,373 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_HESSENBERGDECOMPOSITION_H
+#define EIGEN_HESSENBERGDECOMPOSITION_H
+
+namespace Eigen { 
+
+namespace internal {
+  
+template<typename MatrixType> struct HessenbergDecompositionMatrixHReturnType;
+template<typename MatrixType>
+struct traits<HessenbergDecompositionMatrixHReturnType<MatrixType> >
+{
+  typedef MatrixType ReturnType;
+};
+
+}
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class HessenbergDecomposition
+  *
+  * \brief Reduces a square matrix to Hessenberg form by an orthogonal similarity transformation
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the Hessenberg decomposition
+  *
+  * This class performs an Hessenberg decomposition of a matrix \f$ A \f$. In
+  * the real case, the Hessenberg decomposition consists of an orthogonal
+  * matrix \f$ Q \f$ and a Hessenberg matrix \f$ H \f$ such that \f$ A = Q H
+  * Q^T \f$. An orthogonal matrix is a matrix whose inverse equals its
+  * transpose (\f$ Q^{-1} = Q^T \f$). A Hessenberg matrix has zeros below the
+  * subdiagonal, so it is almost upper triangular. The Hessenberg decomposition
+  * of a complex matrix is \f$ A = Q H Q^* \f$ with \f$ Q \f$ unitary (that is,
+  * \f$ Q^{-1} = Q^* \f$).
+  *
+  * Call the function compute() to compute the Hessenberg decomposition of a
+  * given matrix. Alternatively, you can use the
+  * HessenbergDecomposition(const MatrixType&) constructor which computes the
+  * Hessenberg decomposition at construction time. Once the decomposition is
+  * computed, you can use the matrixH() and matrixQ() functions to construct
+  * the matrices H and Q in the decomposition.
+  *
+  * The documentation for matrixH() contains an example of the typical use of
+  * this class.
+  *
+  * \sa class ComplexSchur, class Tridiagonalization, \ref QR_Module "QR Module"
+  */
+template<typename _MatrixType> class HessenbergDecomposition
+{
+  public:
+
+    /** \brief Synonym for the template parameter \p _MatrixType. */
+    typedef _MatrixType MatrixType;
+
+    enum {
+      Size = MatrixType::RowsAtCompileTime,
+      SizeMinusOne = Size == Dynamic ? Dynamic : Size - 1,
+      Options = MatrixType::Options,
+      MaxSize = MatrixType::MaxRowsAtCompileTime,
+      MaxSizeMinusOne = MaxSize == Dynamic ? Dynamic : MaxSize - 1
+    };
+
+    /** \brief Scalar type for matrices of type #MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+
+    /** \brief Type for vector of Householder coefficients.
+      *
+      * This is column vector with entries of type #Scalar. The length of the
+      * vector is one less than the size of #MatrixType, if it is a fixed-side
+      * type.
+      */
+    typedef Matrix<Scalar, SizeMinusOne, 1, Options & ~RowMajor, MaxSizeMinusOne, 1> CoeffVectorType;
+
+    /** \brief Return type of matrixQ() */
+    typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename CoeffVectorType::ConjugateReturnType>::type> HouseholderSequenceType;
+    
+    typedef internal::HessenbergDecompositionMatrixHReturnType<MatrixType> MatrixHReturnType;
+
+    /** \brief Default constructor; the decomposition will be computed later.
+      *
+      * \param [in] size  The size of the matrix whose Hessenberg decomposition will be computed.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute().  The \p size parameter is only
+      * used as a hint. It is not an error to give a wrong \p size, but it may
+      * impair performance.
+      *
+      * \sa compute() for an example.
+      */
+    HessenbergDecomposition(Index size = Size==Dynamic ? 2 : Size)
+      : m_matrix(size,size),
+        m_temp(size),
+        m_isInitialized(false)
+    {
+      if(size>1)
+        m_hCoeffs.resize(size-1);
+    }
+
+    /** \brief Constructor; computes Hessenberg decomposition of given matrix.
+      *
+      * \param[in]  matrix  Square matrix whose Hessenberg decomposition is to be computed.
+      *
+      * This constructor calls compute() to compute the Hessenberg
+      * decomposition.
+      *
+      * \sa matrixH() for an example.
+      */
+    HessenbergDecomposition(const MatrixType& matrix)
+      : m_matrix(matrix),
+        m_temp(matrix.rows()),
+        m_isInitialized(false)
+    {
+      if(matrix.rows()<2)
+      {
+        m_isInitialized = true;
+        return;
+      }
+      m_hCoeffs.resize(matrix.rows()-1,1);
+      _compute(m_matrix, m_hCoeffs, m_temp);
+      m_isInitialized = true;
+    }
+
+    /** \brief Computes Hessenberg decomposition of given matrix.
+      *
+      * \param[in]  matrix  Square matrix whose Hessenberg decomposition is to be computed.
+      * \returns    Reference to \c *this
+      *
+      * The Hessenberg decomposition is computed by bringing the columns of the
+      * matrix successively in the required form using Householder reflections
+      * (see, e.g., Algorithm 7.4.2 in Golub \& Van Loan, <i>%Matrix
+      * Computations</i>). The cost is \f$ 10n^3/3 \f$ flops, where \f$ n \f$
+      * denotes the size of the given matrix.
+      *
+      * This method reuses of the allocated data in the HessenbergDecomposition
+      * object.
+      *
+      * Example: \include HessenbergDecomposition_compute.cpp
+      * Output: \verbinclude HessenbergDecomposition_compute.out
+      */
+    HessenbergDecomposition& compute(const MatrixType& matrix)
+    {
+      m_matrix = matrix;
+      if(matrix.rows()<2)
+      {
+        m_isInitialized = true;
+        return *this;
+      }
+      m_hCoeffs.resize(matrix.rows()-1,1);
+      _compute(m_matrix, m_hCoeffs, m_temp);
+      m_isInitialized = true;
+      return *this;
+    }
+
+    /** \brief Returns the Householder coefficients.
+      *
+      * \returns a const reference to the vector of Householder coefficients
+      *
+      * \pre Either the constructor HessenbergDecomposition(const MatrixType&)
+      * or the member function compute(const MatrixType&) has been called
+      * before to compute the Hessenberg decomposition of a matrix.
+      *
+      * The Householder coefficients allow the reconstruction of the matrix
+      * \f$ Q \f$ in the Hessenberg decomposition from the packed data.
+      *
+      * \sa packedMatrix(), \ref Householder_Module "Householder module"
+      */
+    const CoeffVectorType& householderCoefficients() const
+    {
+      eigen_assert(m_isInitialized && "HessenbergDecomposition is not initialized.");
+      return m_hCoeffs;
+    }
+
+    /** \brief Returns the internal representation of the decomposition
+      *
+      *	\returns a const reference to a matrix with the internal representation
+      *	         of the decomposition.
+      *
+      * \pre Either the constructor HessenbergDecomposition(const MatrixType&)
+      * or the member function compute(const MatrixType&) has been called
+      * before to compute the Hessenberg decomposition of a matrix.
+      *
+      * The returned matrix contains the following information:
+      *  - the upper part and lower sub-diagonal represent the Hessenberg matrix H
+      *  - the rest of the lower part contains the Householder vectors that, combined with
+      *    Householder coefficients returned by householderCoefficients(),
+      *    allows to reconstruct the matrix Q as
+      *       \f$ Q = H_{N-1} \ldots H_1 H_0 \f$.
+      *    Here, the matrices \f$ H_i \f$ are the Householder transformations
+      *       \f$ H_i = (I - h_i v_i v_i^T) \f$
+      *    where \f$ h_i \f$ is the \f$ i \f$th Householder coefficient and
+      *    \f$ v_i \f$ is the Householder vector defined by
+      *       \f$ v_i = [ 0, \ldots, 0, 1, M(i+2,i), \ldots, M(N-1,i) ]^T \f$
+      *    with M the matrix returned by this function.
+      *
+      * See LAPACK for further details on this packed storage.
+      *
+      * Example: \include HessenbergDecomposition_packedMatrix.cpp
+      * Output: \verbinclude HessenbergDecomposition_packedMatrix.out
+      *
+      * \sa householderCoefficients()
+      */
+    const MatrixType& packedMatrix() const
+    {
+      eigen_assert(m_isInitialized && "HessenbergDecomposition is not initialized.");
+      return m_matrix;
+    }
+
+    /** \brief Reconstructs the orthogonal matrix Q in the decomposition
+      *
+      * \returns object representing the matrix Q
+      *
+      * \pre Either the constructor HessenbergDecomposition(const MatrixType&)
+      * or the member function compute(const MatrixType&) has been called
+      * before to compute the Hessenberg decomposition of a matrix.
+      *
+      * This function returns a light-weight object of template class
+      * HouseholderSequence. You can either apply it directly to a matrix or
+      * you can convert it to a matrix of type #MatrixType.
+      *
+      * \sa matrixH() for an example, class HouseholderSequence
+      */
+    HouseholderSequenceType matrixQ() const
+    {
+      eigen_assert(m_isInitialized && "HessenbergDecomposition is not initialized.");
+      return HouseholderSequenceType(m_matrix, m_hCoeffs.conjugate())
+             .setLength(m_matrix.rows() - 1)
+             .setShift(1);
+    }
+
+    /** \brief Constructs the Hessenberg matrix H in the decomposition
+      *
+      * \returns expression object representing the matrix H
+      *
+      * \pre Either the constructor HessenbergDecomposition(const MatrixType&)
+      * or the member function compute(const MatrixType&) has been called
+      * before to compute the Hessenberg decomposition of a matrix.
+      *
+      * The object returned by this function constructs the Hessenberg matrix H
+      * when it is assigned to a matrix or otherwise evaluated. The matrix H is
+      * constructed from the packed matrix as returned by packedMatrix(): The
+      * upper part (including the subdiagonal) of the packed matrix contains
+      * the matrix H. It may sometimes be better to directly use the packed
+      * matrix instead of constructing the matrix H.
+      *
+      * Example: \include HessenbergDecomposition_matrixH.cpp
+      * Output: \verbinclude HessenbergDecomposition_matrixH.out
+      *
+      * \sa matrixQ(), packedMatrix()
+      */
+    MatrixHReturnType matrixH() const
+    {
+      eigen_assert(m_isInitialized && "HessenbergDecomposition is not initialized.");
+      return MatrixHReturnType(*this);
+    }
+
+  private:
+
+    typedef Matrix<Scalar, 1, Size, Options | RowMajor, 1, MaxSize> VectorType;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    static void _compute(MatrixType& matA, CoeffVectorType& hCoeffs, VectorType& temp);
+
+  protected:
+    MatrixType m_matrix;
+    CoeffVectorType m_hCoeffs;
+    VectorType m_temp;
+    bool m_isInitialized;
+};
+
+/** \internal
+  * Performs a tridiagonal decomposition of \a matA in place.
+  *
+  * \param matA the input selfadjoint matrix
+  * \param hCoeffs returned Householder coefficients
+  *
+  * The result is written in the lower triangular part of \a matA.
+  *
+  * Implemented from Golub's "%Matrix Computations", algorithm 8.3.1.
+  *
+  * \sa packedMatrix()
+  */
+template<typename MatrixType>
+void HessenbergDecomposition<MatrixType>::_compute(MatrixType& matA, CoeffVectorType& hCoeffs, VectorType& temp)
+{
+  eigen_assert(matA.rows()==matA.cols());
+  Index n = matA.rows();
+  temp.resize(n);
+  for (Index i = 0; i<n-1; ++i)
+  {
+    // let's consider the vector v = i-th column starting at position i+1
+    Index remainingSize = n-i-1;
+    RealScalar beta;
+    Scalar h;
+    matA.col(i).tail(remainingSize).makeHouseholderInPlace(h, beta);
+    matA.col(i).coeffRef(i+1) = beta;
+    hCoeffs.coeffRef(i) = h;
+
+    // Apply similarity transformation to remaining columns,
+    // i.e., compute A = H A H'
+
+    // A = H A
+    matA.bottomRightCorner(remainingSize, remainingSize)
+        .applyHouseholderOnTheLeft(matA.col(i).tail(remainingSize-1), h, &temp.coeffRef(0));
+
+    // A = A H'
+    matA.rightCols(remainingSize)
+        .applyHouseholderOnTheRight(matA.col(i).tail(remainingSize-1).conjugate(), numext::conj(h), &temp.coeffRef(0));
+  }
+}
+
+namespace internal {
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \brief Expression type for return value of HessenbergDecomposition::matrixH()
+  *
+  * \tparam MatrixType type of matrix in the Hessenberg decomposition
+  *
+  * Objects of this type represent the Hessenberg matrix in the Hessenberg
+  * decomposition of some matrix. The object holds a reference to the
+  * HessenbergDecomposition class until the it is assigned or evaluated for
+  * some other reason (the reference should remain valid during the life time
+  * of this object). This class is the return type of
+  * HessenbergDecomposition::matrixH(); there is probably no other use for this
+  * class.
+  */
+template<typename MatrixType> struct HessenbergDecompositionMatrixHReturnType
+: public ReturnByValue<HessenbergDecompositionMatrixHReturnType<MatrixType> >
+{
+    typedef typename MatrixType::Index Index;
+  public:
+    /** \brief Constructor.
+      *
+      * \param[in] hess  Hessenberg decomposition
+      */
+    HessenbergDecompositionMatrixHReturnType(const HessenbergDecomposition<MatrixType>& hess) : m_hess(hess) { }
+
+    /** \brief Hessenberg matrix in decomposition.
+      *
+      * \param[out] result  Hessenberg matrix in decomposition \p hess which
+      *                     was passed to the constructor
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      result = m_hess.packedMatrix();
+      Index n = result.rows();
+      if (n>2)
+        result.bottomLeftCorner(n-2, n-2).template triangularView<Lower>().setZero();
+    }
+
+    Index rows() const { return m_hess.packedMatrix().rows(); }
+    Index cols() const { return m_hess.packedMatrix().cols(); }
+
+  protected:
+    const HessenbergDecomposition<MatrixType>& m_hess;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_HESSENBERGDECOMPOSITION_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h b/third_party/eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
new file mode 100644
index 0000000000..4fec8af0a3
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
@@ -0,0 +1,160 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_MATRIXBASEEIGENVALUES_H
+#define EIGEN_MATRIXBASEEIGENVALUES_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived, bool IsComplex>
+struct eigenvalues_selector
+{
+  // this is the implementation for the case IsComplex = true
+  static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
+  run(const MatrixBase<Derived>& m)
+  {
+    typedef typename Derived::PlainObject PlainObject;
+    PlainObject m_eval(m);
+    return ComplexEigenSolver<PlainObject>(m_eval, false).eigenvalues();
+  }
+};
+
+template<typename Derived>
+struct eigenvalues_selector<Derived, false>
+{
+  static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
+  run(const MatrixBase<Derived>& m)
+  {
+    typedef typename Derived::PlainObject PlainObject;
+    PlainObject m_eval(m);
+    return EigenSolver<PlainObject>(m_eval, false).eigenvalues();
+  }
+};
+
+} // end namespace internal
+
+/** \brief Computes the eigenvalues of a matrix 
+  * \returns Column vector containing the eigenvalues.
+  *
+  * \eigenvalues_module
+  * This function computes the eigenvalues with the help of the EigenSolver
+  * class (for real matrices) or the ComplexEigenSolver class (for complex
+  * matrices). 
+  *
+  * The eigenvalues are repeated according to their algebraic multiplicity,
+  * so there are as many eigenvalues as rows in the matrix.
+  *
+  * The SelfAdjointView class provides a better algorithm for selfadjoint
+  * matrices.
+  *
+  * Example: \include MatrixBase_eigenvalues.cpp
+  * Output: \verbinclude MatrixBase_eigenvalues.out
+  *
+  * \sa EigenSolver::eigenvalues(), ComplexEigenSolver::eigenvalues(),
+  *     SelfAdjointView::eigenvalues()
+  */
+template<typename Derived>
+inline typename MatrixBase<Derived>::EigenvaluesReturnType
+MatrixBase<Derived>::eigenvalues() const
+{
+  typedef typename internal::traits<Derived>::Scalar Scalar;
+  return internal::eigenvalues_selector<Derived, NumTraits<Scalar>::IsComplex>::run(derived());
+}
+
+/** \brief Computes the eigenvalues of a matrix
+  * \returns Column vector containing the eigenvalues.
+  *
+  * \eigenvalues_module
+  * This function computes the eigenvalues with the help of the
+  * SelfAdjointEigenSolver class.  The eigenvalues are repeated according to
+  * their algebraic multiplicity, so there are as many eigenvalues as rows in
+  * the matrix.
+  *
+  * Example: \include SelfAdjointView_eigenvalues.cpp
+  * Output: \verbinclude SelfAdjointView_eigenvalues.out
+  *
+  * \sa SelfAdjointEigenSolver::eigenvalues(), MatrixBase::eigenvalues()
+  */
+template<typename MatrixType, unsigned int UpLo> 
+inline typename SelfAdjointView<MatrixType, UpLo>::EigenvaluesReturnType
+SelfAdjointView<MatrixType, UpLo>::eigenvalues() const
+{
+  typedef typename SelfAdjointView<MatrixType, UpLo>::PlainObject PlainObject;
+  PlainObject thisAsMatrix(*this);
+  return SelfAdjointEigenSolver<PlainObject>(thisAsMatrix, false).eigenvalues();
+}
+
+
+
+/** \brief Computes the L2 operator norm
+  * \returns Operator norm of the matrix.
+  *
+  * \eigenvalues_module
+  * This function computes the L2 operator norm of a matrix, which is also
+  * known as the spectral norm. The norm of a matrix \f$ A \f$ is defined to be
+  * \f[ \|A\|_2 = \max_x \frac{\|Ax\|_2}{\|x\|_2} \f]
+  * where the maximum is over all vectors and the norm on the right is the
+  * Euclidean vector norm. The norm equals the largest singular value, which is
+  * the square root of the largest eigenvalue of the positive semi-definite
+  * matrix \f$ A^*A \f$.
+  *
+  * The current implementation uses the eigenvalues of \f$ A^*A \f$, as computed
+  * by SelfAdjointView::eigenvalues(), to compute the operator norm of a
+  * matrix.  The SelfAdjointView class provides a better algorithm for
+  * selfadjoint matrices.
+  *
+  * Example: \include MatrixBase_operatorNorm.cpp
+  * Output: \verbinclude MatrixBase_operatorNorm.out
+  *
+  * \sa SelfAdjointView::eigenvalues(), SelfAdjointView::operatorNorm()
+  */
+template<typename Derived>
+inline typename MatrixBase<Derived>::RealScalar
+MatrixBase<Derived>::operatorNorm() const
+{
+  using std::sqrt;
+  typename Derived::PlainObject m_eval(derived());
+  // FIXME if it is really guaranteed that the eigenvalues are already sorted,
+  // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough.
+  return sqrt((m_eval*m_eval.adjoint())
+                 .eval()
+		 .template selfadjointView<Lower>()
+		 .eigenvalues()
+		 .maxCoeff()
+		 );
+}
+
+/** \brief Computes the L2 operator norm
+  * \returns Operator norm of the matrix.
+  *
+  * \eigenvalues_module
+  * This function computes the L2 operator norm of a self-adjoint matrix. For a
+  * self-adjoint matrix, the operator norm is the largest eigenvalue.
+  *
+  * The current implementation uses the eigenvalues of the matrix, as computed
+  * by eigenvalues(), to compute the operator norm of the matrix.
+  *
+  * Example: \include SelfAdjointView_operatorNorm.cpp
+  * Output: \verbinclude SelfAdjointView_operatorNorm.out
+  *
+  * \sa eigenvalues(), MatrixBase::operatorNorm()
+  */
+template<typename MatrixType, unsigned int UpLo>
+inline typename SelfAdjointView<MatrixType, UpLo>::RealScalar
+SelfAdjointView<MatrixType, UpLo>::operatorNorm() const
+{
+  return eigenvalues().cwiseAbs().maxCoeff();
+}
+
+} // end namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/RealQZ.h b/third_party/eigen3/Eigen/src/Eigenvalues/RealQZ.h
new file mode 100644
index 0000000000..5706eeebe9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/RealQZ.h
@@ -0,0 +1,624 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Alexey Korepanov <kaikaikai@yandex.ru>
+//
+// 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_REAL_QZ_H
+#define EIGEN_REAL_QZ_H
+
+namespace Eigen {
+
+  /** \eigenvalues_module \ingroup Eigenvalues_Module
+   *
+   *
+   * \class RealQZ
+   *
+   * \brief Performs a real QZ decomposition of a pair of square matrices
+   *
+   * \tparam _MatrixType the type of the matrix of which we are computing the
+   * real QZ decomposition; this is expected to be an instantiation of the
+   * Matrix class template.
+   *
+   * Given a real square matrices A and B, this class computes the real QZ
+   * decomposition: \f$ A = Q S Z \f$, \f$ B = Q T Z \f$ where Q and Z are
+   * real orthogonal matrixes, T is upper-triangular matrix, and S is upper
+   * quasi-triangular matrix. An orthogonal matrix is a matrix whose
+   * inverse is equal to its transpose, \f$ U^{-1} = U^T \f$. A quasi-triangular
+   * matrix is a block-triangular matrix whose diagonal consists of 1-by-1
+   * blocks and 2-by-2 blocks where further reduction is impossible due to
+   * complex eigenvalues. 
+   *
+   * The eigenvalues of the pencil \f$ A - z B \f$ can be obtained from
+   * 1x1 and 2x2 blocks on the diagonals of S and T.
+   *
+   * Call the function compute() to compute the real QZ decomposition of a
+   * given pair of matrices. Alternatively, you can use the 
+   * RealQZ(const MatrixType& B, const MatrixType& B, bool computeQZ)
+   * constructor which computes the real QZ decomposition at construction
+   * time. Once the decomposition is computed, you can use the matrixS(),
+   * matrixT(), matrixQ() and matrixZ() functions to retrieve the matrices
+   * S, T, Q and Z in the decomposition. If computeQZ==false, some time
+   * is saved by not computing matrices Q and Z.
+   *
+   * Example: \include RealQZ_compute.cpp
+   * Output: \include RealQZ_compute.out
+   *
+   * \note The implementation is based on the algorithm in "Matrix Computations"
+   * by Gene H. Golub and Charles F. Van Loan, and a paper "An algorithm for
+   * generalized eigenvalue problems" by C.B.Moler and G.W.Stewart.
+   *
+   * \sa class RealSchur, class ComplexSchur, class EigenSolver, class ComplexEigenSolver
+   */
+
+  template<typename _MatrixType> class RealQZ
+  {
+    public:
+      typedef _MatrixType MatrixType;
+      enum {
+        RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+        ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+        Options = MatrixType::Options,
+        MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+        MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+      };
+      typedef typename MatrixType::Scalar Scalar;
+      typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+      typedef typename MatrixType::Index Index;
+
+      typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> EigenvalueType;
+      typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
+
+      /** \brief Default constructor.
+       *
+       * \param [in] size  Positive integer, size of the matrix whose QZ decomposition will be computed.
+       *
+       * The default constructor is useful in cases in which the user intends to
+       * perform decompositions via compute().  The \p size parameter is only
+       * used as a hint. It is not an error to give a wrong \p size, but it may
+       * impair performance.
+       *
+       * \sa compute() for an example.
+       */
+      RealQZ(Index size = RowsAtCompileTime==Dynamic ? 1 : RowsAtCompileTime) : 
+        m_S(size, size),
+        m_T(size, size),
+        m_Q(size, size),
+        m_Z(size, size),
+        m_workspace(size*2),
+        m_maxIters(400),
+        m_isInitialized(false)
+        { }
+
+      /** \brief Constructor; computes real QZ decomposition of given matrices
+       * 
+       * \param[in]  A          Matrix A.
+       * \param[in]  B          Matrix B.
+       * \param[in]  computeQZ  If false, A and Z are not computed.
+       *
+       * This constructor calls compute() to compute the QZ decomposition.
+       */
+      RealQZ(const MatrixType& A, const MatrixType& B, bool computeQZ = true) :
+        m_S(A.rows(),A.cols()),
+        m_T(A.rows(),A.cols()),
+        m_Q(A.rows(),A.cols()),
+        m_Z(A.rows(),A.cols()),
+        m_workspace(A.rows()*2),
+        m_maxIters(400),
+        m_isInitialized(false) {
+          compute(A, B, computeQZ);
+        }
+
+      /** \brief Returns matrix Q in the QZ decomposition. 
+       *
+       * \returns A const reference to the matrix Q.
+       */
+      const MatrixType& matrixQ() const {
+        eigen_assert(m_isInitialized && "RealQZ is not initialized.");
+        eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition.");
+        return m_Q;
+      }
+
+      /** \brief Returns matrix Z in the QZ decomposition. 
+       *
+       * \returns A const reference to the matrix Z.
+       */
+      const MatrixType& matrixZ() const {
+        eigen_assert(m_isInitialized && "RealQZ is not initialized.");
+        eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition.");
+        return m_Z;
+      }
+
+      /** \brief Returns matrix S in the QZ decomposition. 
+       *
+       * \returns A const reference to the matrix S.
+       */
+      const MatrixType& matrixS() const {
+        eigen_assert(m_isInitialized && "RealQZ is not initialized.");
+        return m_S;
+      }
+
+      /** \brief Returns matrix S in the QZ decomposition. 
+       *
+       * \returns A const reference to the matrix S.
+       */
+      const MatrixType& matrixT() const {
+        eigen_assert(m_isInitialized && "RealQZ is not initialized.");
+        return m_T;
+      }
+
+      /** \brief Computes QZ decomposition of given matrix. 
+       * 
+       * \param[in]  A          Matrix A.
+       * \param[in]  B          Matrix B.
+       * \param[in]  computeQZ  If false, A and Z are not computed.
+       * \returns    Reference to \c *this
+       */
+      RealQZ& compute(const MatrixType& A, const MatrixType& B, bool computeQZ = true);
+
+      /** \brief Reports whether previous computation was successful.
+       *
+       * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+       */
+      ComputationInfo info() const
+      {
+        eigen_assert(m_isInitialized && "RealQZ is not initialized.");
+        return m_info;
+      }
+
+      /** \brief Returns number of performed QR-like iterations.
+      */
+      Index iterations() const
+      {
+        eigen_assert(m_isInitialized && "RealQZ is not initialized.");
+        return m_global_iter;
+      }
+
+      /** Sets the maximal number of iterations allowed to converge to one eigenvalue
+       * or decouple the problem.
+      */
+      RealQZ& setMaxIterations(Index maxIters)
+      {
+        m_maxIters = maxIters;
+        return *this;
+      }
+
+    private:
+
+      MatrixType m_S, m_T, m_Q, m_Z;
+      Matrix<Scalar,Dynamic,1> m_workspace;
+      ComputationInfo m_info;
+      Index m_maxIters;
+      bool m_isInitialized;
+      bool m_computeQZ;
+      Scalar m_normOfT, m_normOfS;
+      Index m_global_iter;
+
+      typedef Matrix<Scalar,3,1> Vector3s;
+      typedef Matrix<Scalar,2,1> Vector2s;
+      typedef Matrix<Scalar,2,2> Matrix2s;
+      typedef JacobiRotation<Scalar> JRs;
+
+      void hessenbergTriangular();
+      void computeNorms();
+      Index findSmallSubdiagEntry(Index iu);
+      Index findSmallDiagEntry(Index f, Index l);
+      void splitOffTwoRows(Index i);
+      void pushDownZero(Index z, Index f, Index l);
+      void step(Index f, Index l, Index iter);
+
+  }; // RealQZ
+
+  /** \internal Reduces S and T to upper Hessenberg - triangular form */
+  template<typename MatrixType>
+    void RealQZ<MatrixType>::hessenbergTriangular()
+    {
+
+      const Index dim = m_S.cols();
+
+      // perform QR decomposition of T, overwrite T with R, save Q
+      HouseholderQR<MatrixType> qrT(m_T);
+      m_T = qrT.matrixQR();
+      m_T.template triangularView<StrictlyLower>().setZero();
+      m_Q = qrT.householderQ();
+      // overwrite S with Q* S
+      m_S.applyOnTheLeft(m_Q.adjoint());
+      // init Z as Identity
+      if (m_computeQZ)
+        m_Z = MatrixType::Identity(dim,dim);
+      // reduce S to upper Hessenberg with Givens rotations
+      for (Index j=0; j<=dim-3; j++) {
+        for (Index i=dim-1; i>=j+2; i--) {
+          JRs G;
+          // kill S(i,j)
+          if(m_S.coeff(i,j) != 0)
+          {
+            G.makeGivens(m_S.coeff(i-1,j), m_S.coeff(i,j), &m_S.coeffRef(i-1, j));
+            m_S.coeffRef(i,j) = Scalar(0.0);
+            m_S.rightCols(dim-j-1).applyOnTheLeft(i-1,i,G.adjoint());
+            m_T.rightCols(dim-i+1).applyOnTheLeft(i-1,i,G.adjoint());
+          }
+          // update Q
+          if (m_computeQZ)
+            m_Q.applyOnTheRight(i-1,i,G);
+          // kill T(i,i-1)
+          if(m_T.coeff(i,i-1)!=Scalar(0))
+          {
+            G.makeGivens(m_T.coeff(i,i), m_T.coeff(i,i-1), &m_T.coeffRef(i,i));
+            m_T.coeffRef(i,i-1) = Scalar(0.0);
+            m_S.applyOnTheRight(i,i-1,G);
+            m_T.topRows(i).applyOnTheRight(i,i-1,G);
+          }
+          // update Z
+          if (m_computeQZ)
+            m_Z.applyOnTheLeft(i,i-1,G.adjoint());
+        }
+      }
+    }
+
+  /** \internal Computes vector L1 norms of S and T when in Hessenberg-Triangular form already */
+  template<typename MatrixType>
+    inline void RealQZ<MatrixType>::computeNorms()
+    {
+      const Index size = m_S.cols();
+      m_normOfS = Scalar(0.0);
+      m_normOfT = Scalar(0.0);
+      for (Index j = 0; j < size; ++j)
+      {
+        m_normOfS += m_S.col(j).segment(0, (std::min)(size,j+2)).cwiseAbs().sum();
+        m_normOfT += m_T.row(j).segment(j, size - j).cwiseAbs().sum();
+      }
+    }
+
+
+  /** \internal Look for single small sub-diagonal element S(res, res-1) and return res (or 0) */
+  template<typename MatrixType>
+    inline typename MatrixType::Index RealQZ<MatrixType>::findSmallSubdiagEntry(Index iu)
+    {
+      using std::abs;
+      Index res = iu;
+      while (res > 0)
+      {
+        Scalar s = abs(m_S.coeff(res-1,res-1)) + abs(m_S.coeff(res,res));
+        if (s == Scalar(0.0))
+          s = m_normOfS;
+        if (abs(m_S.coeff(res,res-1)) < NumTraits<Scalar>::epsilon() * s)
+          break;
+        res--;
+      }
+      return res;
+    }
+
+  /** \internal Look for single small diagonal element T(res, res) for res between f and l, and return res (or f-1)  */
+  template<typename MatrixType>
+    inline typename MatrixType::Index RealQZ<MatrixType>::findSmallDiagEntry(Index f, Index l)
+    {
+      using std::abs;
+      Index res = l;
+      while (res >= f) {
+        if (abs(m_T.coeff(res,res)) <= NumTraits<Scalar>::epsilon() * m_normOfT)
+          break;
+        res--;
+      }
+      return res;
+    }
+
+  /** \internal decouple 2x2 diagonal block in rows i, i+1 if eigenvalues are real */
+  template<typename MatrixType>
+    inline void RealQZ<MatrixType>::splitOffTwoRows(Index i)
+    {
+      using std::abs;
+      using std::sqrt;
+      const Index dim=m_S.cols();
+      if (abs(m_S.coeff(i+1,i)==Scalar(0)))
+        return;
+      Index z = findSmallDiagEntry(i,i+1);
+      if (z==i-1)
+      {
+        // block of (S T^{-1})
+        Matrix2s STi = m_T.template block<2,2>(i,i).template triangularView<Upper>().
+          template solve<OnTheRight>(m_S.template block<2,2>(i,i));
+        Scalar p = Scalar(0.5)*(STi(0,0)-STi(1,1));
+        Scalar q = p*p + STi(1,0)*STi(0,1);
+        if (q>=0) {
+          Scalar z = sqrt(q);
+          // one QR-like iteration for ABi - lambda I
+          // is enough - when we know exact eigenvalue in advance,
+          // convergence is immediate
+          JRs G;
+          if (p>=0)
+            G.makeGivens(p + z, STi(1,0));
+          else
+            G.makeGivens(p - z, STi(1,0));
+          m_S.rightCols(dim-i).applyOnTheLeft(i,i+1,G.adjoint());
+          m_T.rightCols(dim-i).applyOnTheLeft(i,i+1,G.adjoint());
+          // update Q
+          if (m_computeQZ)
+            m_Q.applyOnTheRight(i,i+1,G);
+
+          G.makeGivens(m_T.coeff(i+1,i+1), m_T.coeff(i+1,i));
+          m_S.topRows(i+2).applyOnTheRight(i+1,i,G);
+          m_T.topRows(i+2).applyOnTheRight(i+1,i,G);
+          // update Z
+          if (m_computeQZ)
+            m_Z.applyOnTheLeft(i+1,i,G.adjoint());
+
+          m_S.coeffRef(i+1,i) = Scalar(0.0);
+          m_T.coeffRef(i+1,i) = Scalar(0.0);
+        }
+      }
+      else
+      {
+        pushDownZero(z,i,i+1);
+      }
+    }
+
+  /** \internal use zero in T(z,z) to zero S(l,l-1), working in block f..l */
+  template<typename MatrixType>
+    inline void RealQZ<MatrixType>::pushDownZero(Index z, Index f, Index l)
+    {
+      JRs G;
+      const Index dim = m_S.cols();
+      for (Index zz=z; zz<l; zz++)
+      {
+        // push 0 down
+        Index firstColS = zz>f ? (zz-1) : zz;
+        G.makeGivens(m_T.coeff(zz, zz+1), m_T.coeff(zz+1, zz+1));
+        m_S.rightCols(dim-firstColS).applyOnTheLeft(zz,zz+1,G.adjoint());
+        m_T.rightCols(dim-zz).applyOnTheLeft(zz,zz+1,G.adjoint());
+        m_T.coeffRef(zz+1,zz+1) = Scalar(0.0);
+        // update Q
+        if (m_computeQZ)
+          m_Q.applyOnTheRight(zz,zz+1,G);
+        // kill S(zz+1, zz-1)
+        if (zz>f)
+        {
+          G.makeGivens(m_S.coeff(zz+1, zz), m_S.coeff(zz+1,zz-1));
+          m_S.topRows(zz+2).applyOnTheRight(zz, zz-1,G);
+          m_T.topRows(zz+1).applyOnTheRight(zz, zz-1,G);
+          m_S.coeffRef(zz+1,zz-1) = Scalar(0.0);
+          // update Z
+          if (m_computeQZ)
+            m_Z.applyOnTheLeft(zz,zz-1,G.adjoint());
+        }
+      }
+      // finally kill S(l,l-1)
+      G.makeGivens(m_S.coeff(l,l), m_S.coeff(l,l-1));
+      m_S.applyOnTheRight(l,l-1,G);
+      m_T.applyOnTheRight(l,l-1,G);
+      m_S.coeffRef(l,l-1)=Scalar(0.0);
+      // update Z
+      if (m_computeQZ)
+        m_Z.applyOnTheLeft(l,l-1,G.adjoint());
+    }
+
+  /** \internal QR-like iterative step for block f..l */
+  template<typename MatrixType>
+    inline void RealQZ<MatrixType>::step(Index f, Index l, Index iter)
+    {
+      using std::abs;
+      const Index dim = m_S.cols();
+
+      // x, y, z
+      Scalar x, y, z;
+      if (iter==10)
+      {
+        // Wilkinson ad hoc shift
+        const Scalar
+          a11=m_S.coeff(f+0,f+0), a12=m_S.coeff(f+0,f+1),
+          a21=m_S.coeff(f+1,f+0), a22=m_S.coeff(f+1,f+1), a32=m_S.coeff(f+2,f+1),
+          b12=m_T.coeff(f+0,f+1),
+          b11i=Scalar(1.0)/m_T.coeff(f+0,f+0),
+          b22i=Scalar(1.0)/m_T.coeff(f+1,f+1),
+          a87=m_S.coeff(l-1,l-2),
+          a98=m_S.coeff(l-0,l-1),
+          b77i=Scalar(1.0)/m_T.coeff(l-2,l-2),
+          b88i=Scalar(1.0)/m_T.coeff(l-1,l-1);
+        Scalar ss = abs(a87*b77i) + abs(a98*b88i),
+               lpl = Scalar(1.5)*ss,
+               ll = ss*ss;
+        x = ll + a11*a11*b11i*b11i - lpl*a11*b11i + a12*a21*b11i*b22i
+          - a11*a21*b12*b11i*b11i*b22i;
+        y = a11*a21*b11i*b11i - lpl*a21*b11i + a21*a22*b11i*b22i 
+          - a21*a21*b12*b11i*b11i*b22i;
+        z = a21*a32*b11i*b22i;
+      }
+      else if (iter==16)
+      {
+        // another exceptional shift
+        x = m_S.coeff(f,f)/m_T.coeff(f,f)-m_S.coeff(l,l)/m_T.coeff(l,l) + m_S.coeff(l,l-1)*m_T.coeff(l-1,l) /
+          (m_T.coeff(l-1,l-1)*m_T.coeff(l,l));
+        y = m_S.coeff(f+1,f)/m_T.coeff(f,f);
+        z = 0;
+      }
+      else if (iter>23 && !(iter%8))
+      {
+        // extremely exceptional shift
+        x = internal::random<Scalar>(-1.0,1.0);
+        y = internal::random<Scalar>(-1.0,1.0);
+        z = internal::random<Scalar>(-1.0,1.0);
+      }
+      else
+      {
+        // Compute the shifts: (x,y,z,0...) = (AB^-1 - l1 I) (AB^-1 - l2 I) e1
+        // where l1 and l2 are the eigenvalues of the 2x2 matrix C = U V^-1 where
+        // U and V are 2x2 bottom right sub matrices of A and B. Thus:
+        //  = AB^-1AB^-1 + l1 l2 I - (l1+l2)(AB^-1)
+        //  = AB^-1AB^-1 + det(M) - tr(M)(AB^-1)
+        // Since we are only interested in having x, y, z with a correct ratio, we have:
+        const Scalar
+          a11 = m_S.coeff(f,f),     a12 = m_S.coeff(f,f+1),
+          a21 = m_S.coeff(f+1,f),   a22 = m_S.coeff(f+1,f+1),
+                                    a32 = m_S.coeff(f+2,f+1),
+
+          a88 = m_S.coeff(l-1,l-1), a89 = m_S.coeff(l-1,l),
+          a98 = m_S.coeff(l,l-1),   a99 = m_S.coeff(l,l),
+
+          b11 = m_T.coeff(f,f),     b12 = m_T.coeff(f,f+1),
+                                    b22 = m_T.coeff(f+1,f+1),
+
+          b88 = m_T.coeff(l-1,l-1), b89 = m_T.coeff(l-1,l),
+                                    b99 = m_T.coeff(l,l);
+
+        x = ( (a88/b88 - a11/b11)*(a99/b99 - a11/b11) - (a89/b99)*(a98/b88) + (a98/b88)*(b89/b99)*(a11/b11) ) * (b11/a21)
+          + a12/b22 - (a11/b11)*(b12/b22);
+        y = (a22/b22-a11/b11) - (a21/b11)*(b12/b22) - (a88/b88-a11/b11) - (a99/b99-a11/b11) + (a98/b88)*(b89/b99);
+        z = a32/b22;
+      }
+
+      JRs G;
+
+      for (Index k=f; k<=l-2; k++)
+      {
+        // variables for Householder reflections
+        Vector2s essential2;
+        Scalar tau, beta;
+
+        Vector3s hr(x,y,z);
+
+        // Q_k to annihilate S(k+1,k-1) and S(k+2,k-1)
+        hr.makeHouseholderInPlace(tau, beta);
+        essential2 = hr.template bottomRows<2>();
+        Index fc=(std::max)(k-1,Index(0));  // first col to update
+        m_S.template middleRows<3>(k).rightCols(dim-fc).applyHouseholderOnTheLeft(essential2, tau, m_workspace.data());
+        m_T.template middleRows<3>(k).rightCols(dim-fc).applyHouseholderOnTheLeft(essential2, tau, m_workspace.data());
+        if (m_computeQZ)
+          m_Q.template middleCols<3>(k).applyHouseholderOnTheRight(essential2, tau, m_workspace.data());
+        if (k>f)
+          m_S.coeffRef(k+2,k-1) = m_S.coeffRef(k+1,k-1) = Scalar(0.0);
+
+        // Z_{k1} to annihilate T(k+2,k+1) and T(k+2,k)
+        hr << m_T.coeff(k+2,k+2),m_T.coeff(k+2,k),m_T.coeff(k+2,k+1);
+        hr.makeHouseholderInPlace(tau, beta);
+        essential2 = hr.template bottomRows<2>();
+        {
+          Index lr = (std::min)(k+4,dim); // last row to update
+          Map<Matrix<Scalar,Dynamic,1> > tmp(m_workspace.data(),lr);
+          // S
+          tmp = m_S.template middleCols<2>(k).topRows(lr) * essential2;
+          tmp += m_S.col(k+2).head(lr);
+          m_S.col(k+2).head(lr) -= tau*tmp;
+          m_S.template middleCols<2>(k).topRows(lr) -= (tau*tmp) * essential2.adjoint();
+          // T
+          tmp = m_T.template middleCols<2>(k).topRows(lr) * essential2;
+          tmp += m_T.col(k+2).head(lr);
+          m_T.col(k+2).head(lr) -= tau*tmp;
+          m_T.template middleCols<2>(k).topRows(lr) -= (tau*tmp) * essential2.adjoint();
+        }
+        if (m_computeQZ)
+        {
+          // Z
+          Map<Matrix<Scalar,1,Dynamic> > tmp(m_workspace.data(),dim);
+          tmp = essential2.adjoint()*(m_Z.template middleRows<2>(k));
+          tmp += m_Z.row(k+2);
+          m_Z.row(k+2) -= tau*tmp;
+          m_Z.template middleRows<2>(k) -= essential2 * (tau*tmp);
+        }
+        m_T.coeffRef(k+2,k) = m_T.coeffRef(k+2,k+1) = Scalar(0.0);
+
+        // Z_{k2} to annihilate T(k+1,k)
+        G.makeGivens(m_T.coeff(k+1,k+1), m_T.coeff(k+1,k));
+        m_S.applyOnTheRight(k+1,k,G);
+        m_T.applyOnTheRight(k+1,k,G);
+        // update Z
+        if (m_computeQZ)
+          m_Z.applyOnTheLeft(k+1,k,G.adjoint());
+        m_T.coeffRef(k+1,k) = Scalar(0.0);
+
+        // update x,y,z
+        x = m_S.coeff(k+1,k);
+        y = m_S.coeff(k+2,k);
+        if (k < l-2)
+          z = m_S.coeff(k+3,k);
+      } // loop over k
+
+      // Q_{n-1} to annihilate y = S(l,l-2)
+      G.makeGivens(x,y);
+      m_S.applyOnTheLeft(l-1,l,G.adjoint());
+      m_T.applyOnTheLeft(l-1,l,G.adjoint());
+      if (m_computeQZ)
+        m_Q.applyOnTheRight(l-1,l,G);
+      m_S.coeffRef(l,l-2) = Scalar(0.0);
+
+      // Z_{n-1} to annihilate T(l,l-1)
+      G.makeGivens(m_T.coeff(l,l),m_T.coeff(l,l-1));
+      m_S.applyOnTheRight(l,l-1,G);
+      m_T.applyOnTheRight(l,l-1,G);
+      if (m_computeQZ)
+        m_Z.applyOnTheLeft(l,l-1,G.adjoint());
+      m_T.coeffRef(l,l-1) = Scalar(0.0);
+    }
+
+
+  template<typename MatrixType>
+    RealQZ<MatrixType>& RealQZ<MatrixType>::compute(const MatrixType& A_in, const MatrixType& B_in, bool computeQZ)
+    {
+
+      const Index dim = A_in.cols();
+
+      eigen_assert (A_in.rows()==dim && A_in.cols()==dim 
+          && B_in.rows()==dim && B_in.cols()==dim 
+          && "Need square matrices of the same dimension");
+
+      m_isInitialized = true;
+      m_computeQZ = computeQZ;
+      m_S = A_in; m_T = B_in;
+      m_workspace.resize(dim*2);
+      m_global_iter = 0;
+
+      // entrance point: hessenberg triangular decomposition
+      hessenbergTriangular();
+      // compute L1 vector norms of T, S into m_normOfS, m_normOfT
+      computeNorms();
+
+      Index l = dim-1, 
+            f, 
+            local_iter = 0;
+
+      while (l>0 && local_iter<m_maxIters)
+      {
+        f = findSmallSubdiagEntry(l);
+        // now rows and columns f..l (including) decouple from the rest of the problem
+        if (f>0) m_S.coeffRef(f,f-1) = Scalar(0.0);
+        if (f == l) // One root found
+        {
+          l--;
+          local_iter = 0;
+        }
+        else if (f == l-1) // Two roots found
+        {
+          splitOffTwoRows(f);
+          l -= 2;
+          local_iter = 0;
+        }
+        else // No convergence yet
+        {
+          // if there's zero on diagonal of T, we can isolate an eigenvalue with Givens rotations
+          Index z = findSmallDiagEntry(f,l);
+          if (z>=f)
+          {
+            // zero found
+            pushDownZero(z,f,l);
+          }
+          else
+          {
+            // We are sure now that S.block(f,f, l-f+1,l-f+1) is underuced upper-Hessenberg 
+            // and T.block(f,f, l-f+1,l-f+1) is invertible uper-triangular, which allows to
+            // apply a QR-like iteration to rows and columns f..l.
+            step(f,l, local_iter);
+            local_iter++;
+            m_global_iter++;
+          }
+        }
+      }
+      // check if we converged before reaching iterations limit
+      m_info = (local_iter<m_maxIters) ? Success : NoConvergence;
+      return *this;
+    } // end compute
+
+} // end namespace Eigen
+
+#endif //EIGEN_REAL_QZ
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/RealSchur.h b/third_party/eigen3/Eigen/src/Eigenvalues/RealSchur.h
new file mode 100644
index 0000000000..64d1363414
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/RealSchur.h
@@ -0,0 +1,529 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_REAL_SCHUR_H
+#define EIGEN_REAL_SCHUR_H
+
+#include "./HessenbergDecomposition.h"
+
+namespace Eigen { 
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class RealSchur
+  *
+  * \brief Performs a real Schur decomposition of a square matrix
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the
+  * real Schur decomposition; this is expected to be an instantiation of the
+  * Matrix class template.
+  *
+  * Given a real square matrix A, this class computes the real Schur
+  * decomposition: \f$ A = U T U^T \f$ where U is a real orthogonal matrix and
+  * T is a real quasi-triangular matrix. An orthogonal matrix is a matrix whose
+  * inverse is equal to its transpose, \f$ U^{-1} = U^T \f$. A quasi-triangular
+  * matrix is a block-triangular matrix whose diagonal consists of 1-by-1
+  * blocks and 2-by-2 blocks with complex eigenvalues. The eigenvalues of the
+  * blocks on the diagonal of T are the same as the eigenvalues of the matrix
+  * A, and thus the real Schur decomposition is used in EigenSolver to compute
+  * the eigendecomposition of a matrix.
+  *
+  * Call the function compute() to compute the real Schur decomposition of a
+  * given matrix. Alternatively, you can use the RealSchur(const MatrixType&, bool)
+  * constructor which computes the real Schur decomposition at construction
+  * time. Once the decomposition is computed, you can use the matrixU() and
+  * matrixT() functions to retrieve the matrices U and T in the decomposition.
+  *
+  * The documentation of RealSchur(const MatrixType&, bool) contains an example
+  * of the typical use of this class.
+  *
+  * \note The implementation is adapted from
+  * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> (public domain).
+  * Their code is based on EISPACK.
+  *
+  * \sa class ComplexSchur, class EigenSolver, class ComplexEigenSolver
+  */
+template<typename _MatrixType> class RealSchur
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+    typedef typename MatrixType::Index Index;
+
+    typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> EigenvalueType;
+    typedef Matrix<Scalar, ColsAtCompileTime, 1, Options & ~RowMajor, MaxColsAtCompileTime, 1> ColumnVectorType;
+
+    /** \brief Default constructor.
+      *
+      * \param [in] size  Positive integer, size of the matrix whose Schur decomposition will be computed.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute().  The \p size parameter is only
+      * used as a hint. It is not an error to give a wrong \p size, but it may
+      * impair performance.
+      *
+      * \sa compute() for an example.
+      */
+    RealSchur(Index size = RowsAtCompileTime==Dynamic ? 1 : RowsAtCompileTime)
+            : m_matT(size, size),
+              m_matU(size, size),
+              m_workspaceVector(size),
+              m_hess(size),
+              m_isInitialized(false),
+              m_matUisUptodate(false),
+              m_maxIters(-1)
+    { }
+
+    /** \brief Constructor; computes real Schur decomposition of given matrix. 
+      * 
+      * \param[in]  matrix    Square matrix whose Schur decomposition is to be computed.
+      * \param[in]  computeU  If true, both T and U are computed; if false, only T is computed.
+      *
+      * This constructor calls compute() to compute the Schur decomposition.
+      *
+      * Example: \include RealSchur_RealSchur_MatrixType.cpp
+      * Output: \verbinclude RealSchur_RealSchur_MatrixType.out
+      */
+    RealSchur(const MatrixType& matrix, bool computeU = true)
+            : m_matT(matrix.rows(),matrix.cols()),
+              m_matU(matrix.rows(),matrix.cols()),
+              m_workspaceVector(matrix.rows()),
+              m_hess(matrix.rows()),
+              m_isInitialized(false),
+              m_matUisUptodate(false),
+              m_maxIters(-1)
+    {
+      compute(matrix, computeU);
+    }
+
+    /** \brief Returns the orthogonal matrix in the Schur decomposition. 
+      *
+      * \returns A const reference to the matrix U.
+      *
+      * \pre Either the constructor RealSchur(const MatrixType&, bool) or the
+      * member function compute(const MatrixType&, bool) has been called before
+      * to compute the Schur decomposition of a matrix, and \p computeU was set
+      * to true (the default value).
+      *
+      * \sa RealSchur(const MatrixType&, bool) for an example
+      */
+    const MatrixType& matrixU() const
+    {
+      eigen_assert(m_isInitialized && "RealSchur is not initialized.");
+      eigen_assert(m_matUisUptodate && "The matrix U has not been computed during the RealSchur decomposition.");
+      return m_matU;
+    }
+
+    /** \brief Returns the quasi-triangular matrix in the Schur decomposition. 
+      *
+      * \returns A const reference to the matrix T.
+      *
+      * \pre Either the constructor RealSchur(const MatrixType&, bool) or the
+      * member function compute(const MatrixType&, bool) has been called before
+      * to compute the Schur decomposition of a matrix.
+      *
+      * \sa RealSchur(const MatrixType&, bool) for an example
+      */
+    const MatrixType& matrixT() const
+    {
+      eigen_assert(m_isInitialized && "RealSchur is not initialized.");
+      return m_matT;
+    }
+  
+    /** \brief Computes Schur decomposition of given matrix. 
+      * 
+      * \param[in]  matrix    Square matrix whose Schur decomposition is to be computed.
+      * \param[in]  computeU  If true, both T and U are computed; if false, only T is computed.
+      * \returns    Reference to \c *this
+      *
+      * The Schur decomposition is computed by first reducing the matrix to
+      * Hessenberg form using the class HessenbergDecomposition. The Hessenberg
+      * matrix is then reduced to triangular form by performing Francis QR
+      * iterations with implicit double shift. The cost of computing the Schur
+      * decomposition depends on the number of iterations; as a rough guide, it
+      * may be taken to be \f$25n^3\f$ flops if \a computeU is true and
+      * \f$10n^3\f$ flops if \a computeU is false.
+      *
+      * Example: \include RealSchur_compute.cpp
+      * Output: \verbinclude RealSchur_compute.out
+      *
+      * \sa compute(const MatrixType&, bool, Index)
+      */
+    RealSchur& compute(const MatrixType& matrix, bool computeU = true);
+
+    /** \brief Computes Schur decomposition of a Hessenberg matrix H = Z T Z^T
+     *  \param[in] matrixH Matrix in Hessenberg form H
+     *  \param[in] matrixQ orthogonal matrix Q that transform a matrix A to H : A = Q H Q^T
+     *  \param computeU Computes the matriX U of the Schur vectors
+     * \return Reference to \c *this
+     * 
+     *  This routine assumes that the matrix is already reduced in Hessenberg form matrixH
+     *  using either the class HessenbergDecomposition or another mean. 
+     *  It computes the upper quasi-triangular matrix T of the Schur decomposition of H
+     *  When computeU is true, this routine computes the matrix U such that 
+     *  A = U T U^T =  (QZ) T (QZ)^T = Q H Q^T where A is the initial matrix
+     * 
+     * NOTE Q is referenced if computeU is true; so, if the initial orthogonal matrix
+     * is not available, the user should give an identity matrix (Q.setIdentity())
+     * 
+     * \sa compute(const MatrixType&, bool)
+     */
+    template<typename HessMatrixType, typename OrthMatrixType>
+    RealSchur& computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ,  bool computeU);
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "RealSchur is not initialized.");
+      return m_info;
+    }
+
+    /** \brief Sets the maximum number of iterations allowed. 
+      *
+      * If not specified by the user, the maximum number of iterations is m_maxIterationsPerRow times the size
+      * of the matrix.
+      */
+    RealSchur& setMaxIterations(Index maxIters)
+    {
+      m_maxIters = maxIters;
+      return *this;
+    }
+
+    /** \brief Returns the maximum number of iterations. */
+    Index getMaxIterations()
+    {
+      return m_maxIters;
+    }
+
+    /** \brief Maximum number of iterations per row.
+      *
+      * If not otherwise specified, the maximum number of iterations is this number times the size of the
+      * matrix. It is currently set to 40.
+      */
+    static const int m_maxIterationsPerRow = 40;
+
+  private:
+    
+    MatrixType m_matT;
+    MatrixType m_matU;
+    ColumnVectorType m_workspaceVector;
+    HessenbergDecomposition<MatrixType> m_hess;
+    ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_matUisUptodate;
+    Index m_maxIters;
+
+    typedef Matrix<Scalar,3,1> Vector3s;
+
+    Scalar computeNormOfT();
+    Index findSmallSubdiagEntry(Index iu, const Scalar& norm);
+    void splitOffTwoRows(Index iu, bool computeU, const Scalar& exshift);
+    void computeShift(Index iu, Index iter, Scalar& exshift, Vector3s& shiftInfo);
+    void initFrancisQRStep(Index il, Index iu, const Vector3s& shiftInfo, Index& im, Vector3s& firstHouseholderVector);
+    void performFrancisQRStep(Index il, Index im, Index iu, bool computeU, const Vector3s& firstHouseholderVector, Scalar* workspace);
+};
+
+
+template<typename MatrixType>
+RealSchur<MatrixType>& RealSchur<MatrixType>::compute(const MatrixType& matrix, bool computeU)
+{
+  eigen_assert(matrix.cols() == matrix.rows());
+  Index maxIters = m_maxIters;
+  if (maxIters == -1)
+    maxIters = m_maxIterationsPerRow * matrix.rows();
+
+  // Step 1. Reduce to Hessenberg form
+  m_hess.compute(matrix);
+
+  // Step 2. Reduce to real Schur form  
+  computeFromHessenberg(m_hess.matrixH(), m_hess.matrixQ(), computeU);
+  
+  return *this;
+}
+template<typename MatrixType>
+template<typename HessMatrixType, typename OrthMatrixType>
+RealSchur<MatrixType>& RealSchur<MatrixType>::computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ,  bool computeU)
+{  
+  m_matT = matrixH; 
+  if(computeU)
+    m_matU = matrixQ;
+  
+  Index maxIters = m_maxIters;
+  if (maxIters == -1)
+    maxIters = m_maxIterationsPerRow * matrixH.rows();
+  m_workspaceVector.resize(m_matT.cols());
+  Scalar* workspace = &m_workspaceVector.coeffRef(0);
+
+  // The matrix m_matT is divided in three parts. 
+  // Rows 0,...,il-1 are decoupled from the rest because m_matT(il,il-1) is zero. 
+  // Rows il,...,iu is the part we are working on (the active window).
+  // Rows iu+1,...,end are already brought in triangular form.
+  Index iu = m_matT.cols() - 1;
+  Index iter = 0;      // iteration count for current eigenvalue
+  Index totalIter = 0; // iteration count for whole matrix
+  Scalar exshift(0);   // sum of exceptional shifts
+  Scalar norm = computeNormOfT();
+
+  if(norm!=0)
+  {
+    while (iu >= 0)
+    {
+      Index il = findSmallSubdiagEntry(iu, norm);
+
+      // Check for convergence
+      if (il == iu) // One root found
+      {
+        m_matT.coeffRef(iu,iu) = m_matT.coeff(iu,iu) + exshift;
+        if (iu > 0)
+          m_matT.coeffRef(iu, iu-1) = Scalar(0);
+        iu--;
+        iter = 0;
+      }
+      else if (il == iu-1) // Two roots found
+      {
+        splitOffTwoRows(iu, computeU, exshift);
+        iu -= 2;
+        iter = 0;
+      }
+      else // No convergence yet
+      {
+        // The firstHouseholderVector vector has to be initialized to something to get rid of a silly GCC warning (-O1 -Wall -DNDEBUG )
+        Vector3s firstHouseholderVector(0,0,0), shiftInfo;
+        computeShift(iu, iter, exshift, shiftInfo);
+        iter = iter + 1;
+        totalIter = totalIter + 1;
+        if (totalIter > maxIters) break;
+        Index im;
+        initFrancisQRStep(il, iu, shiftInfo, im, firstHouseholderVector);
+        performFrancisQRStep(il, im, iu, computeU, firstHouseholderVector, workspace);
+      }
+    }
+  }
+  if(totalIter <= maxIters)
+    m_info = Success;
+  else
+    m_info = NoConvergence;
+
+  m_isInitialized = true;
+  m_matUisUptodate = computeU;
+  return *this;
+}
+
+/** \internal Computes and returns vector L1 norm of T */
+template<typename MatrixType>
+inline typename MatrixType::Scalar RealSchur<MatrixType>::computeNormOfT()
+{
+  const Index size = m_matT.cols();
+  // FIXME to be efficient the following would requires a triangular reduxion code
+  // Scalar norm = m_matT.upper().cwiseAbs().sum() 
+  //               + m_matT.bottomLeftCorner(size-1,size-1).diagonal().cwiseAbs().sum();
+  Scalar norm(0);
+  for (Index j = 0; j < size; ++j)
+    norm += m_matT.col(j).segment(0, (std::min)(size,j+2)).cwiseAbs().sum();
+  return norm;
+}
+
+/** \internal Look for single small sub-diagonal element and returns its index */
+template<typename MatrixType>
+inline typename MatrixType::Index RealSchur<MatrixType>::findSmallSubdiagEntry(Index iu, const Scalar& norm)
+{
+  using std::abs;
+  Index res = iu;
+  while (res > 0)
+  {
+    Scalar s = abs(m_matT.coeff(res-1,res-1)) + abs(m_matT.coeff(res,res));
+    if (s == 0.0)
+      s = norm;
+    if (abs(m_matT.coeff(res,res-1)) < NumTraits<Scalar>::epsilon() * s)
+      break;
+    res--;
+  }
+  return res;
+}
+
+/** \internal Update T given that rows iu-1 and iu decouple from the rest. */
+template<typename MatrixType>
+inline void RealSchur<MatrixType>::splitOffTwoRows(Index iu, bool computeU, const Scalar& exshift)
+{
+  using std::sqrt;
+  using std::abs;
+  const Index size = m_matT.cols();
+
+  // The eigenvalues of the 2x2 matrix [a b; c d] are 
+  // trace +/- sqrt(discr/4) where discr = tr^2 - 4*det, tr = a + d, det = ad - bc
+  Scalar p = Scalar(0.5) * (m_matT.coeff(iu-1,iu-1) - m_matT.coeff(iu,iu));
+  Scalar q = p * p + m_matT.coeff(iu,iu-1) * m_matT.coeff(iu-1,iu);   // q = tr^2 / 4 - det = discr/4
+  m_matT.coeffRef(iu,iu) += exshift;
+  m_matT.coeffRef(iu-1,iu-1) += exshift;
+
+  if (q >= Scalar(0)) // Two real eigenvalues
+  {
+    Scalar z = sqrt(abs(q));
+    JacobiRotation<Scalar> rot;
+    if (p >= Scalar(0))
+      rot.makeGivens(p + z, m_matT.coeff(iu, iu-1));
+    else
+      rot.makeGivens(p - z, m_matT.coeff(iu, iu-1));
+
+    m_matT.rightCols(size-iu+1).applyOnTheLeft(iu-1, iu, rot.adjoint());
+    m_matT.topRows(iu+1).applyOnTheRight(iu-1, iu, rot);
+    m_matT.coeffRef(iu, iu-1) = Scalar(0); 
+    if (computeU)
+      m_matU.applyOnTheRight(iu-1, iu, rot);
+  }
+
+  if (iu > 1) 
+    m_matT.coeffRef(iu-1, iu-2) = Scalar(0);
+}
+
+/** \internal Form shift in shiftInfo, and update exshift if an exceptional shift is performed. */
+template<typename MatrixType>
+inline void RealSchur<MatrixType>::computeShift(Index iu, Index iter, Scalar& exshift, Vector3s& shiftInfo)
+{
+  using std::sqrt;
+  using std::abs;
+  shiftInfo.coeffRef(0) = m_matT.coeff(iu,iu);
+  shiftInfo.coeffRef(1) = m_matT.coeff(iu-1,iu-1);
+  shiftInfo.coeffRef(2) = m_matT.coeff(iu,iu-1) * m_matT.coeff(iu-1,iu);
+
+  // Wilkinson's original ad hoc shift
+  if (iter == 10)
+  {
+    exshift += shiftInfo.coeff(0);
+    for (Index i = 0; i <= iu; ++i)
+      m_matT.coeffRef(i,i) -= shiftInfo.coeff(0);
+    Scalar s = abs(m_matT.coeff(iu,iu-1)) + abs(m_matT.coeff(iu-1,iu-2));
+    shiftInfo.coeffRef(0) = Scalar(0.75) * s;
+    shiftInfo.coeffRef(1) = Scalar(0.75) * s;
+    shiftInfo.coeffRef(2) = Scalar(-0.4375) * s * s;
+  }
+
+  // MATLAB's new ad hoc shift
+  if (iter == 30)
+  {
+    Scalar s = (shiftInfo.coeff(1) - shiftInfo.coeff(0)) / Scalar(2.0);
+    s = s * s + shiftInfo.coeff(2);
+    if (s > Scalar(0))
+    {
+      s = sqrt(s);
+      if (shiftInfo.coeff(1) < shiftInfo.coeff(0))
+        s = -s;
+      s = s + (shiftInfo.coeff(1) - shiftInfo.coeff(0)) / Scalar(2.0);
+      s = shiftInfo.coeff(0) - shiftInfo.coeff(2) / s;
+      exshift += s;
+      for (Index i = 0; i <= iu; ++i)
+        m_matT.coeffRef(i,i) -= s;
+      shiftInfo.setConstant(Scalar(0.964));
+    }
+  }
+}
+
+/** \internal Compute index im at which Francis QR step starts and the first Householder vector. */
+template<typename MatrixType>
+inline void RealSchur<MatrixType>::initFrancisQRStep(Index il, Index iu, const Vector3s& shiftInfo, Index& im, Vector3s& firstHouseholderVector)
+{
+  using std::abs;
+  Vector3s& v = firstHouseholderVector; // alias to save typing
+
+  for (im = iu-2; im >= il; --im)
+  {
+    const Scalar Tmm = m_matT.coeff(im,im);
+    const Scalar r = shiftInfo.coeff(0) - Tmm;
+    const Scalar s = shiftInfo.coeff(1) - Tmm;
+    v.coeffRef(0) = (r * s - shiftInfo.coeff(2)) / m_matT.coeff(im+1,im) + m_matT.coeff(im,im+1);
+    v.coeffRef(1) = m_matT.coeff(im+1,im+1) - Tmm - r - s;
+    v.coeffRef(2) = m_matT.coeff(im+2,im+1);
+    if (im == il) {
+      break;
+    }
+    const Scalar lhs = m_matT.coeff(im,im-1) * (abs(v.coeff(1)) + abs(v.coeff(2)));
+    const Scalar rhs = v.coeff(0) * (abs(m_matT.coeff(im-1,im-1)) + abs(Tmm) + abs(m_matT.coeff(im+1,im+1)));
+    if (abs(lhs) < NumTraits<Scalar>::epsilon() * rhs)
+    {
+      break;
+    }
+  }
+}
+
+/** \internal Perform a Francis QR step involving rows il:iu and columns im:iu. */
+template<typename MatrixType>
+inline void RealSchur<MatrixType>::performFrancisQRStep(Index il, Index im, Index iu, bool computeU, const Vector3s& firstHouseholderVector, Scalar* workspace)
+{
+  eigen_assert(im >= il);
+  eigen_assert(im <= iu-2);
+
+  const Index size = m_matT.cols();
+
+  for (Index k = im; k <= iu-2; ++k)
+  {
+    bool firstIteration = (k == im);
+
+    Vector3s v;
+    if (firstIteration)
+      v = firstHouseholderVector;
+    else
+      v = m_matT.template block<3,1>(k,k-1);
+
+    Scalar tau, beta;
+    Matrix<Scalar, 2, 1> ess;
+    v.makeHouseholder(ess, tau, beta);
+    
+    if (beta != Scalar(0)) // if v is not zero
+    {
+      if (firstIteration && k > il)
+        m_matT.coeffRef(k,k-1) = -m_matT.coeff(k,k-1);
+      else if (!firstIteration)
+        m_matT.coeffRef(k,k-1) = beta;
+
+      // These Householder transformations form the O(n^3) part of the algorithm
+      m_matT.block(k, k, 3, size-k).applyHouseholderOnTheLeft(ess, tau, workspace);
+      m_matT.block(0, k, (std::min)(iu,k+3) + 1, 3).applyHouseholderOnTheRight(ess, tau, workspace);
+      if (computeU)
+        m_matU.block(0, k, size, 3).applyHouseholderOnTheRight(ess, tau, workspace);
+    }
+  }
+
+  Matrix<Scalar, 2, 1> v = m_matT.template block<2,1>(iu-1, iu-2);
+  Scalar tau, beta;
+  Matrix<Scalar, 1, 1> ess;
+  v.makeHouseholder(ess, tau, beta);
+
+  if (beta != Scalar(0)) // if v is not zero
+  {
+    m_matT.coeffRef(iu-1, iu-2) = beta;
+    m_matT.block(iu-1, iu-1, 2, size-iu+1).applyHouseholderOnTheLeft(ess, tau, workspace);
+    m_matT.block(0, iu-1, iu+1, 2).applyHouseholderOnTheRight(ess, tau, workspace);
+    if (computeU)
+      m_matU.block(0, iu-1, size, 2).applyHouseholderOnTheRight(ess, tau, workspace);
+  }
+
+  // clean up pollution due to round-off errors
+  for (Index i = im+2; i <= iu; ++i)
+  {
+    m_matT.coeffRef(i,i-2) = Scalar(0);
+    if (i > im+2)
+      m_matT.coeffRef(i,i-3) = Scalar(0);
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_REAL_SCHUR_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h b/third_party/eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h
new file mode 100644
index 0000000000..ad97364602
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h
@@ -0,0 +1,83 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_REAL_SCHUR_MKL_H
+#define EIGEN_REAL_SCHUR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
+RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
+{ \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
+  typedef MatrixType::Scalar Scalar; \
+  typedef MatrixType::RealScalar RealScalar; \
+\
+  eigen_assert(matrix.cols() == matrix.rows()); \
+\
+  lapack_int n = matrix.cols(), sdim, info; \
+  lapack_int lda = matrix.outerStride(); \
+  lapack_int matrix_order = MKLCOLROW; \
+  char jobvs, sort='N'; \
+  LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \
+  jobvs = (computeU) ? 'V' : 'N'; \
+  m_matU.resize(n, n); \
+  lapack_int ldvs  = m_matU.outerStride(); \
+  m_matT = matrix; \
+  Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
+  wr.resize(n, 1); wi.resize(n, 1); \
+  info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
+  if(info == 0) \
+    m_info = Success; \
+  else \
+    m_info = NoConvergence; \
+\
+  m_isInitialized = true; \
+  m_matUisUptodate = computeU; \
+  return *this; \
+\
+}
+
+EIGEN_MKL_SCHUR_REAL(double,   double, d, D, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_REAL(double,   double, d, D, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_REAL_SCHUR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h b/third_party/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
new file mode 100644
index 0000000000..d97d905273
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
@@ -0,0 +1,884 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_SELFADJOINTEIGENSOLVER_H
+#define EIGEN_SELFADJOINTEIGENSOLVER_H
+
+#include "./Tridiagonalization.h"
+
+namespace Eigen { 
+
+template<typename _MatrixType>
+class GeneralizedSelfAdjointEigenSolver;
+
+namespace internal {
+template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues;
+template<typename MatrixType, typename DiagType, typename SubDiagType>
+ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const typename MatrixType::Index maxIterations, bool computeEigenvectors, MatrixType& eivec);
+}
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class SelfAdjointEigenSolver
+  *
+  * \brief Computes eigenvalues and eigenvectors of selfadjoint matrices
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the
+  * eigendecomposition; this is expected to be an instantiation of the Matrix
+  * class template.
+  *
+  * A matrix \f$ A \f$ is selfadjoint if it equals its adjoint. For real
+  * matrices, this means that the matrix is symmetric: it equals its
+  * transpose. This class computes the eigenvalues and eigenvectors of a
+  * selfadjoint matrix. These are the scalars \f$ \lambda \f$ and vectors
+  * \f$ v \f$ such that \f$ Av = \lambda v \f$.  The eigenvalues of a
+  * selfadjoint matrix are always real. If \f$ D \f$ is a diagonal matrix with
+  * the eigenvalues on the diagonal, and \f$ V \f$ is a matrix with the
+  * eigenvectors as its columns, then \f$ A = V D V^{-1} \f$ (for selfadjoint
+  * matrices, the matrix \f$ V \f$ is always invertible). This is called the
+  * eigendecomposition.
+  *
+  * The algorithm exploits the fact that the matrix is selfadjoint, making it
+  * faster and more accurate than the general purpose eigenvalue algorithms
+  * implemented in EigenSolver and ComplexEigenSolver.
+  *
+  * Only the \b lower \b triangular \b part of the input matrix is referenced.
+  *
+  * Call the function compute() to compute the eigenvalues and eigenvectors of
+  * a given matrix. Alternatively, you can use the
+  * SelfAdjointEigenSolver(const MatrixType&, int) constructor which computes
+  * the eigenvalues and eigenvectors at construction time. Once the eigenvalue
+  * and eigenvectors are computed, they can be retrieved with the eigenvalues()
+  * and eigenvectors() functions.
+  *
+  * The documentation for SelfAdjointEigenSolver(const MatrixType&, int)
+  * contains an example of the typical use of this class.
+  *
+  * To solve the \em generalized eigenvalue problem \f$ Av = \lambda Bv \f$ and
+  * the likes, see the class GeneralizedSelfAdjointEigenSolver.
+  *
+  * \sa MatrixBase::eigenvalues(), class EigenSolver, class ComplexEigenSolver
+  */
+template<typename _MatrixType> class SelfAdjointEigenSolver
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      Size = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    
+    /** \brief Scalar type for matrices of type \p _MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+
+    /** \brief Real scalar type for \p _MatrixType.
+      *
+      * This is just \c Scalar if #Scalar is real (e.g., \c float or
+      * \c double), and the type of the real part of \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    
+    friend struct internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>;
+
+    /** \brief Type for vector of eigenvalues as returned by eigenvalues().
+      *
+      * This is a column vector with entries of type #RealScalar.
+      * The length of the vector is the size of \p _MatrixType.
+      */
+    typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType;
+    typedef Tridiagonalization<MatrixType> TridiagonalizationType;
+    typedef typename TridiagonalizationType::SubDiagonalType SubDiagonalType;
+
+    /** \brief Default constructor for fixed-size matrices.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute(). This constructor
+      * can only be used if \p _MatrixType is a fixed-size matrix; use
+      * SelfAdjointEigenSolver(Index) for dynamic-size matrices.
+      *
+      * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver.out
+      */
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver()
+        : m_eivec(),
+          m_eivalues(),
+          m_subdiag(),
+          m_isInitialized(false)
+    { }
+
+    /** \brief Constructor, pre-allocates memory for dynamic-size matrices.
+      *
+      * \param [in]  size  Positive integer, size of the matrix whose
+      * eigenvalues and eigenvectors will be computed.
+      *
+      * This constructor is useful for dynamic-size matrices, when the user
+      * intends to perform decompositions via compute(). The \p size
+      * parameter is only used as a hint. It is not an error to give a wrong
+      * \p size, but it may impair performance.
+      *
+      * \sa compute() for an example
+      */
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver(Index size)
+        : m_eivec(size, size),
+          m_eivalues(size),
+          m_subdiag(size > 1 ? size - 1 : 1),
+          m_isInitialized(false)
+    {}
+
+    /** \brief Constructor; computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Selfadjoint matrix whose eigendecomposition is to
+      *    be computed. Only the lower triangular part of the matrix is referenced.
+      * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+      *
+      * This constructor calls compute(const MatrixType&, int) to compute the
+      * eigenvalues of the matrix \p matrix. The eigenvectors are computed if
+      * \p options equals #ComputeEigenvectors.
+      *
+      * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.out
+      *
+      * \sa compute(const MatrixType&, int)
+      */
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver(const MatrixType& matrix, int options = ComputeEigenvectors)
+      : m_eivec(matrix.rows(), matrix.cols()),
+        m_eivalues(matrix.cols()),
+        m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
+        m_isInitialized(false)
+    {
+      compute(matrix, options);
+    }
+
+    /** \brief Computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Selfadjoint matrix whose eigendecomposition is to
+      *    be computed. Only the lower triangular part of the matrix is referenced.
+      * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+      * \returns    Reference to \c *this
+      *
+      * This function computes the eigenvalues of \p matrix.  The eigenvalues()
+      * function can be used to retrieve them.  If \p options equals #ComputeEigenvectors,
+      * then the eigenvectors are also computed and can be retrieved by
+      * calling eigenvectors().
+      *
+      * This implementation uses a symmetric QR algorithm. The matrix is first
+      * reduced to tridiagonal form using the Tridiagonalization class. The
+      * tridiagonal matrix is then brought to diagonal form with implicit
+      * symmetric QR steps with Wilkinson shift. Details can be found in
+      * Section 8.3 of Golub \& Van Loan, <i>%Matrix Computations</i>.
+      *
+      * The cost of the computation is about \f$ 9n^3 \f$ if the eigenvectors
+      * are required and \f$ 4n^3/3 \f$ if they are not required.
+      *
+      * This method reuses the memory in the SelfAdjointEigenSolver object that
+      * was allocated when the object was constructed, if the size of the
+      * matrix does not change.
+      *
+      * Example: \include SelfAdjointEigenSolver_compute_MatrixType.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType.out
+      *
+      * \sa SelfAdjointEigenSolver(const MatrixType&, int)
+      */
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors);
+    
+    /** \brief Computes eigendecomposition of given matrix using a direct algorithm
+      *
+      * This is a variant of compute(const MatrixType&, int options) which
+      * directly solves the underlying polynomial equation.
+      * 
+      * Currently only 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d).
+      * 
+      * This method is usually significantly faster than the QR algorithm
+      * but it might also be less accurate. It is also worth noting that
+      * for 3x3 matrices it involves trigonometric operations which are
+      * not necessarily available for all scalar types.
+      *
+      * \sa compute(const MatrixType&, int options)
+      */
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver& computeDirect(const MatrixType& matrix, int options = ComputeEigenvectors);
+
+    /**
+      *\brief Computes the eigen decomposition from a tridiagonal symmetric matrix
+      *
+      * \param[in] diag The vector containing the diagonal of the matrix.
+      * \param[in] subdiag The subdiagonal of the matrix.
+      * \returns Reference to \c *this
+      *
+      * This function assumes that the matrix has been reduced to tridiagonal form.
+      *
+      * \sa compute(const MatrixType&, int) for more information
+      */
+    SelfAdjointEigenSolver& computeFromTridiagonal(const RealVectorType& diag, const SubDiagonalType& subdiag , int options=ComputeEigenvectors);
+
+    /** \brief Returns the eigenvectors of given matrix.
+      *
+      * \returns  A const reference to the matrix whose columns are the eigenvectors.
+      *
+      * \pre The eigenvectors have been computed before.
+      *
+      * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
+      * to eigenvalue number \f$ k \f$ as returned by eigenvalues().  The
+      * eigenvectors are normalized to have (Euclidean) norm equal to one. If
+      * this object was used to solve the eigenproblem for the selfadjoint
+      * matrix \f$ A \f$, then the matrix returned by this function is the
+      * matrix \f$ V \f$ in the eigendecomposition \f$ A = V D V^{-1} \f$.
+      *
+      * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out
+      *
+      * \sa eigenvalues()
+      */
+    EIGEN_DEVICE_FUNC
+    const MatrixType& eigenvectors() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec;
+    }
+
+    /** \brief Returns the eigenvalues of given matrix.
+      *
+      * \returns A const reference to the column vector containing the eigenvalues.
+      *
+      * \pre The eigenvalues have been computed before.
+      *
+      * The eigenvalues are repeated according to their algebraic multiplicity,
+      * so there are as many eigenvalues as rows in the matrix. The eigenvalues
+      * are sorted in increasing order.
+      *
+      * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out
+      *
+      * \sa eigenvectors(), MatrixBase::eigenvalues()
+      */
+    EIGEN_DEVICE_FUNC
+    const RealVectorType& eigenvalues() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      return m_eivalues;
+    }
+
+    /** \brief Computes the positive-definite square root of the matrix.
+      *
+      * \returns the positive-definite square root of the matrix
+      *
+      * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+      * have been computed before.
+      *
+      * The square root of a positive-definite matrix \f$ A \f$ is the
+      * positive-definite matrix whose square equals \f$ A \f$. This function
+      * uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the
+      * square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$.
+      *
+      * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out
+      *
+      * \sa operatorInverseSqrt(),
+      *     \ref MatrixFunctions_Module "MatrixFunctions Module"
+      */
+    EIGEN_DEVICE_FUNC
+    MatrixType operatorSqrt() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+    }
+
+    /** \brief Computes the inverse square root of the matrix.
+      *
+      * \returns the inverse positive-definite square root of the matrix
+      *
+      * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+      * have been computed before.
+      *
+      * This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to
+      * compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is
+      * cheaper than first computing the square root with operatorSqrt() and
+      * then its inverse with MatrixBase::inverse().
+      *
+      * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out
+      *
+      * \sa operatorSqrt(), MatrixBase::inverse(),
+      *     \ref MatrixFunctions_Module "MatrixFunctions Module"
+      */
+    EIGEN_DEVICE_FUNC
+    MatrixType operatorInverseSqrt() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+    }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    EIGEN_DEVICE_FUNC
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      return m_info;
+    }
+
+    /** \brief Maximum number of iterations.
+      *
+      * The algorithm terminates if it does not converge within m_maxIterations * n iterations, where n
+      * denotes the size of the matrix. This value is currently set to 30 (copied from LAPACK).
+      */
+    static const int m_maxIterations = 30;
+
+    #ifdef EIGEN2_SUPPORT
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver(const MatrixType& matrix, bool computeEigenvectors)
+      : m_eivec(matrix.rows(), matrix.cols()),
+        m_eivalues(matrix.cols()),
+        m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
+        m_isInitialized(false)
+    {
+      compute(matrix, computeEigenvectors);
+    }
+    
+    EIGEN_DEVICE_FUNC
+    SelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true)
+        : m_eivec(matA.cols(), matA.cols()),
+          m_eivalues(matA.cols()),
+          m_subdiag(matA.cols() > 1 ? matA.cols() - 1 : 1),
+          m_isInitialized(false)
+    {
+      static_cast<GeneralizedSelfAdjointEigenSolver<MatrixType>*>(this)->compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
+    }
+    
+    EIGEN_DEVICE_FUNC
+    void compute(const MatrixType& matrix, bool computeEigenvectors)
+    {
+      compute(matrix, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
+    }
+
+    EIGEN_DEVICE_FUNC
+    void compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true)
+    {
+      compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
+    }
+    #endif // EIGEN2_SUPPORT
+
+  protected:
+    MatrixType m_eivec;
+    RealVectorType m_eivalues;
+    typename TridiagonalizationType::SubDiagonalType m_subdiag;
+    ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_eigenvectorsOk;
+};
+
+/** \internal
+  *
+  * \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  * Performs a QR step on a tridiagonal symmetric matrix represented as a
+  * pair of two vectors \a diag and \a subdiag.
+  *
+  * \param matA the input selfadjoint matrix
+  * \param hCoeffs returned Householder coefficients
+  *
+  * For compilation efficiency reasons, this procedure does not use eigen expression
+  * for its arguments.
+  *
+  * Implemented from Golub's "Matrix Computations", algorithm 8.3.2:
+  * "implicit symmetric QR step with Wilkinson shift"
+  */
+namespace internal {
+template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
+EIGEN_DEVICE_FUNC
+static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n);
+}
+
+template<typename MatrixType>
+EIGEN_DEVICE_FUNC
+SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
+::compute(const MatrixType& matrix, int options)
+{
+  using std::abs;
+  eigen_assert(matrix.cols() == matrix.rows());
+  eigen_assert((options&~(EigVecMask|GenEigMask))==0
+          && (options&EigVecMask)!=EigVecMask
+          && "invalid option parameter");
+  bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+  Index n = matrix.cols();
+  m_eivalues.resize(n,1);
+
+  if(n==1)
+  {
+    m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0));
+    if(computeEigenvectors)
+      m_eivec.setOnes(n,n);
+    m_info = Success;
+    m_isInitialized = true;
+    m_eigenvectorsOk = computeEigenvectors;
+    return *this;
+  }
+
+  // declare some aliases
+  RealVectorType& diag = m_eivalues;
+  MatrixType& mat = m_eivec;
+
+  // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+  mat = matrix.template triangularView<Lower>();
+  RealScalar scale = mat.cwiseAbs().maxCoeff();
+  if(scale==RealScalar(0)) scale = RealScalar(1);
+  mat.template triangularView<Lower>() /= scale;
+  m_subdiag.resize(n-1);
+  internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors);
+
+  m_info = internal::computeFromTridiagonal_impl(diag, m_subdiag, m_maxIterations, computeEigenvectors, m_eivec);
+  
+  // scale back the eigen values
+  m_eivalues *= scale;
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+template<typename MatrixType>
+SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
+::computeFromTridiagonal(const RealVectorType& diag, const SubDiagonalType& subdiag , int options)
+{
+  //TODO : Add an option to scale the values beforehand
+  bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+
+  m_eivalues = diag;
+  m_subdiag = subdiag;
+  if (computeEigenvectors)
+  {
+    m_eivec.setIdentity(diag.size(), diag.size());
+  }
+  m_info = computeFromTridiagonal_impl(m_eivalues, m_subdiag, m_maxIterations, computeEigenvectors, m_eivec);
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+namespace internal {
+/**
+  * \internal
+  * \brief Compute the eigendecomposition from a tridiagonal matrix
+  *
+  * \param[in,out] diag : On input, the diagonal of the matrix, on output the eigenvalues
+  * \param[in] subdiag : The subdiagonal part of the matrix.
+  * \param[in,out] : On input, the maximum number of iterations, on output, the effective number of iterations.
+  * \param[out] eivec : The matrix to store the eigenvectors... if needed. allocated on input
+  * \returns \c Success or \c NoConvergence
+  */
+template<typename MatrixType, typename DiagType, typename SubDiagType>
+ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag, const typename MatrixType::Index maxIterations, bool computeEigenvectors, MatrixType& eivec)
+{
+  using std::abs;
+
+  ComputationInfo info;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+
+  Index n = diag.size();
+  Index end = n-1;
+  Index start = 0;
+  Index iter = 0; // total number of iterations
+
+  while (end>0)
+  {
+    for (Index i = start; i<end; ++i)
+      if (internal::isMuchSmallerThan(abs(subdiag[i]),(abs(diag[i])+abs(diag[i+1]))))
+        subdiag[i] = 0;
+
+    // find the largest unreduced block
+    while (end>0 && subdiag[end-1]==0)
+    {
+      end--;
+    }
+    if (end<=0)
+      break;
+
+    // if we spent too many iterations, we give up
+    iter++;
+    if(iter > maxIterations * n) break;
+
+    start = end - 1;
+    while (start>0 && subdiag[start-1]!=0)
+      start--;
+
+    internal::tridiagonal_qr_step<MatrixType::Flags&RowMajorBit ? RowMajor : ColMajor>(diag.data(), subdiag.data(), start, end, computeEigenvectors ? eivec.data() : (Scalar*)0, n);
+  }
+  if (iter <= maxIterations * n)
+    info = Success;
+  else
+    info = NoConvergence;
+
+  // Sort eigenvalues and corresponding vectors.
+  // TODO make the sort optional ?
+  // TODO use a better sort algorithm !!
+  if (info == Success)
+  {
+    for (Index i = 0; i < n-1; ++i)
+    {
+      Index k;
+      diag.segment(i,n-i).minCoeff(&k);
+      if (k > 0)
+      {
+        std::swap(diag[i], diag[k+i]);
+        if(computeEigenvectors)
+          eivec.col(i).swap(eivec.col(k+i));
+      }
+    }
+  }
+  return info;
+}
+  
+template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(SolverType& eig, const typename SolverType::MatrixType& A, int options)
+  { eig.compute(A,options); }
+};
+
+template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3,false>
+{
+  typedef typename SolverType::MatrixType MatrixType;
+  typedef typename SolverType::RealVectorType VectorType;
+  typedef typename SolverType::Scalar Scalar;
+  
+  EIGEN_DEVICE_FUNC
+  static inline void computeRoots(const MatrixType& m, VectorType& roots)
+  {
+    EIGEN_USING_STD_MATH(sqrt)
+    EIGEN_USING_STD_MATH(atan2)
+    EIGEN_USING_STD_MATH(cos)
+    EIGEN_USING_STD_MATH(sin)
+    const Scalar s_inv3 = Scalar(1.0)/Scalar(3.0);
+    const Scalar s_sqrt3 = sqrt(Scalar(3.0));
+
+    // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0.  The
+    // eigenvalues are the roots to this equation, all guaranteed to be
+    // real-valued, because the matrix is symmetric.
+    Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(1,0)*m(2,0)*m(2,1) - m(0,0)*m(2,1)*m(2,1) - m(1,1)*m(2,0)*m(2,0) - m(2,2)*m(1,0)*m(1,0);
+    Scalar c1 = m(0,0)*m(1,1) - m(1,0)*m(1,0) + m(0,0)*m(2,2) - m(2,0)*m(2,0) + m(1,1)*m(2,2) - m(2,1)*m(2,1);
+    Scalar c2 = m(0,0) + m(1,1) + m(2,2);
+
+    // Construct the parameters used in classifying the roots of the equation
+    // and in solving the equation for the roots in closed form.
+    Scalar c2_over_3 = c2*s_inv3;
+    Scalar a_over_3 = (c1 - c2*c2_over_3)*s_inv3;
+    if (a_over_3 > Scalar(0))
+      a_over_3 = Scalar(0);
+
+    Scalar half_b = Scalar(0.5)*(c0 + c2_over_3*(Scalar(2)*c2_over_3*c2_over_3 - c1));
+
+    Scalar q = half_b*half_b + a_over_3*a_over_3*a_over_3;
+    if (q > Scalar(0))
+      q = Scalar(0);
+
+    // Compute the eigenvalues by solving for the roots of the polynomial.
+    Scalar rho = sqrt(-a_over_3);
+    Scalar theta = atan2(sqrt(-q),half_b)*s_inv3;
+    Scalar cos_theta = cos(theta);
+    Scalar sin_theta = sin(theta);
+    roots(0) = c2_over_3 + Scalar(2)*rho*cos_theta;
+    roots(1) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta);
+    roots(2) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta);
+
+    // Sort in increasing order.
+    if (roots(0) >= roots(1))
+      numext::swap(roots(0),roots(1));
+    if (roots(1) >= roots(2))
+    {
+      numext::swap(roots(1),roots(2));
+      if (roots(0) >= roots(1))
+        numext::swap(roots(0),roots(1));
+    }
+  }
+  
+  EIGEN_DEVICE_FUNC
+  static inline void run(SolverType& solver, const MatrixType& mat, int options)
+  {
+    using std::sqrt;
+    eigen_assert(mat.cols() == 3 && mat.cols() == mat.rows());
+    eigen_assert((options&~(EigVecMask|GenEigMask))==0
+            && (options&EigVecMask)!=EigVecMask
+            && "invalid option parameter");
+    bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+    
+    MatrixType& eivecs = solver.m_eivec;
+    VectorType& eivals = solver.m_eivalues;
+  
+    // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+    Scalar scale = mat.cwiseAbs().maxCoeff();
+    MatrixType scaledMat = mat / scale;
+
+    // compute the eigenvalues
+    computeRoots(scaledMat,eivals);
+
+    // compute the eigen vectors
+    if(computeEigenvectors)
+    {
+      Scalar safeNorm2 = Eigen::NumTraits<Scalar>::epsilon();
+      safeNorm2 *= safeNorm2;
+      if((eivals(2)-eivals(0))<=Eigen::NumTraits<Scalar>::epsilon())
+      {
+        eivecs.setIdentity();
+      }
+      else
+      {
+        scaledMat = scaledMat.template selfadjointView<Lower>();
+        MatrixType tmp;
+        tmp = scaledMat;
+
+        Scalar d0 = eivals(2) - eivals(1);
+        Scalar d1 = eivals(1) - eivals(0);
+        int k =  d0 > d1 ? 2 : 0;
+        d0 = d0 > d1 ? d1 : d0;
+
+        tmp.diagonal().array () -= eivals(k);
+        VectorType cross;
+        Scalar n;
+        n = (cross = tmp.row(0).cross(tmp.row(1))).squaredNorm();
+
+        if(n>safeNorm2)
+          eivecs.col(k) = cross / sqrt(n);
+        else
+        {
+          n = (cross = tmp.row(0).cross(tmp.row(2))).squaredNorm();
+
+          if(n>safeNorm2)
+            eivecs.col(k) = cross / sqrt(n);
+          else
+          {
+            n = (cross = tmp.row(1).cross(tmp.row(2))).squaredNorm();
+
+            if(n>safeNorm2)
+              eivecs.col(k) = cross / sqrt(n);
+            else
+            {
+              // the input matrix and/or the eigenvaues probably contains some inf/NaN,
+              // => exit
+              // scale back to the original size.
+              eivals *= scale;
+
+              solver.m_info = NumericalIssue;
+              solver.m_isInitialized = true;
+              solver.m_eigenvectorsOk = computeEigenvectors;
+              return;
+            }
+          }
+        }
+
+        tmp = scaledMat;
+        tmp.diagonal().array() -= eivals(1);
+
+        if(d0<=Eigen::NumTraits<Scalar>::epsilon())
+          eivecs.col(1) = eivecs.col(k).unitOrthogonal();
+        else
+        {
+          n = (cross = eivecs.col(k).cross(tmp.row(0).normalized())).squaredNorm();
+          if(n>safeNorm2)
+            eivecs.col(1) = cross / sqrt(n);
+          else
+          {
+            n = (cross = eivecs.col(k).cross(tmp.row(1))).squaredNorm();
+            if(n>safeNorm2)
+              eivecs.col(1) = cross / sqrt(n);
+            else
+            {
+              n = (cross = eivecs.col(k).cross(tmp.row(2))).squaredNorm();
+              if(n>safeNorm2)
+                eivecs.col(1) = cross / sqrt(n);
+              else
+              {
+                // we should never reach this point,
+                // if so the last two eigenvalues are likely to ve very closed to each other
+                eivecs.col(1) = eivecs.col(k).unitOrthogonal();
+              }
+            }
+          }
+
+          // make sure that eivecs[1] is orthogonal to eivecs[2]
+          Scalar d = eivecs.col(1).dot(eivecs.col(k));
+          eivecs.col(1) = (eivecs.col(1) - d * eivecs.col(k)).normalized();
+        }
+
+        eivecs.col(k==2 ? 0 : 2) = eivecs.col(k).cross(eivecs.col(1)).normalized();
+      }
+    }
+    // Rescale back to the original size.
+    eivals *= scale;
+    
+    solver.m_info = Success;
+    solver.m_isInitialized = true;
+    solver.m_eigenvectorsOk = computeEigenvectors;
+  }
+};
+
+// 2x2 direct eigenvalues decomposition, code from Hauke Heibel
+template<typename SolverType> 
+struct direct_selfadjoint_eigenvalues<SolverType,2,false>
+{
+  typedef typename SolverType::MatrixType MatrixType;
+  typedef typename SolverType::RealVectorType VectorType;
+  typedef typename SolverType::Scalar Scalar;
+  
+  EIGEN_DEVICE_FUNC
+  static inline void computeRoots(const MatrixType& m, VectorType& roots)
+  {
+    using std::sqrt;
+    const Scalar t0 = Scalar(0.5) * sqrt( numext::abs2(m(0,0)-m(1,1)) + Scalar(4)*m(1,0)*m(1,0));
+    const Scalar t1 = Scalar(0.5) * (m(0,0) + m(1,1));
+    roots(0) = t1 - t0;
+    roots(1) = t1 + t0;
+  }
+  
+  EIGEN_DEVICE_FUNC
+  static inline void run(SolverType& solver, const MatrixType& mat, int options)
+  {
+    EIGEN_USING_STD_MATH(sqrt);
+    
+    eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows());
+    eigen_assert((options&~(EigVecMask|GenEigMask))==0
+            && (options&EigVecMask)!=EigVecMask
+            && "invalid option parameter");
+    bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+    
+    MatrixType& eivecs = solver.m_eivec;
+    VectorType& eivals = solver.m_eivalues;
+  
+    // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+    Scalar scale = mat.cwiseAbs().maxCoeff();
+    scale = numext::maxi(scale,Scalar(1));
+    MatrixType scaledMat = mat / scale;
+    
+    // Compute the eigenvalues
+    computeRoots(scaledMat,eivals);
+    
+    // compute the eigen vectors
+    if(computeEigenvectors)
+    {
+      scaledMat.diagonal().array () -= eivals(1);
+      Scalar a2 = numext::abs2(scaledMat(0,0));
+      Scalar c2 = numext::abs2(scaledMat(1,1));
+      Scalar b2 = numext::abs2(scaledMat(1,0));
+      if(a2>c2)
+      {
+        eivecs.col(1) << -scaledMat(1,0), scaledMat(0,0);
+        eivecs.col(1) /= sqrt(a2+b2);
+      }
+      else
+      {
+        eivecs.col(1) << -scaledMat(1,1), scaledMat(1,0);
+        eivecs.col(1) /= sqrt(c2+b2);
+      }
+
+      eivecs.col(0) << eivecs.col(1).unitOrthogonal();
+    }
+    
+    // Rescale back to the original size.
+    eivals *= scale;
+    
+    solver.m_info = Success;
+    solver.m_isInitialized = true;
+    solver.m_eigenvectorsOk = computeEigenvectors;
+  }
+};
+
+}
+
+template<typename MatrixType>
+EIGEN_DEVICE_FUNC
+SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
+::computeDirect(const MatrixType& matrix, int options)
+{
+  internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>::run(*this,matrix,options);
+  return *this;
+}
+
+namespace internal {
+template<int StorageOrder,typename RealScalar, typename Scalar, typename Index>
+EIGEN_DEVICE_FUNC
+static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
+{
+  using std::abs;
+  RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5);
+  RealScalar e = subdiag[end-1];
+  // Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still
+  // underflow thus leading to inf/NaN values when using the following commented code:
+//   RealScalar e2 = numext::abs2(subdiag[end-1]);
+//   RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2));
+  // This explain the following, somewhat more complicated, version:
+  RealScalar mu = diag[end];
+  if(td==0)
+    mu -= abs(e);
+  else
+  {
+    RealScalar e2 = numext::abs2(subdiag[end-1]);
+    RealScalar h = numext::hypot(td,e);
+    if(e2==0)  mu -= (e / (td + (td>0 ? 1 : -1))) * (e / h);
+    else       mu -= e2 / (td + (td>0 ? h : -h));
+  }
+  
+  RealScalar x = diag[start] - mu;
+  RealScalar z = subdiag[start];
+  for (Index k = start; k < end; ++k)
+  {
+    JacobiRotation<RealScalar> rot;
+    rot.makeGivens(x, z);
+
+    // do T = G' T G
+    RealScalar sdk = rot.s() * diag[k] + rot.c() * subdiag[k];
+    RealScalar dkp1 = rot.s() * subdiag[k] + rot.c() * diag[k+1];
+
+    diag[k] = rot.c() * (rot.c() * diag[k] - rot.s() * subdiag[k]) - rot.s() * (rot.c() * subdiag[k] - rot.s() * diag[k+1]);
+    diag[k+1] = rot.s() * sdk + rot.c() * dkp1;
+    subdiag[k] = rot.c() * sdk - rot.s() * dkp1;
+    
+
+    if (k > start)
+      subdiag[k - 1] = rot.c() * subdiag[k-1] - rot.s() * z;
+
+    x = subdiag[k];
+
+    if (k < end - 1)
+    {
+      z = -rot.s() * subdiag[k+1];
+      subdiag[k + 1] = rot.c() * subdiag[k+1];
+    }
+    
+    // apply the givens rotation to the unit matrix Q = Q * G
+    if (matrixQ)
+    {
+      // FIXME if StorageOrder == RowMajor this operation is not very efficient
+      Map<Matrix<Scalar,Dynamic,Dynamic,StorageOrder> > q(matrixQ,n,n);
+      q.applyOnTheRight(k,k+1,rot);
+    }
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINTEIGENSOLVER_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h b/third_party/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h
new file mode 100644
index 0000000000..17c0dadd23
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h
@@ -0,0 +1,92 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Self-adjoint eigenvalues/eigenvectors.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SAEIGENSOLVER_MKL_H
+#define EIGEN_SAEIGENSOLVER_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_EIG_SELFADJ(EIGTYPE, MKLTYPE, MKLRTYPE, MKLNAME, EIGCOLROW, MKLCOLROW ) \
+template<> inline \
+SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
+SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, int options) \
+{ \
+  eigen_assert(matrix.cols() == matrix.rows()); \
+  eigen_assert((options&~(EigVecMask|GenEigMask))==0 \
+          && (options&EigVecMask)!=EigVecMask \
+          && "invalid option parameter"); \
+  bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; \
+  lapack_int n = matrix.cols(), lda, matrix_order, info; \
+  m_eivalues.resize(n,1); \
+  m_subdiag.resize(n-1); \
+  m_eivec = matrix; \
+\
+  if(n==1) \
+  { \
+    m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0)); \
+    if(computeEigenvectors) m_eivec.setOnes(n,n); \
+    m_info = Success; \
+    m_isInitialized = true; \
+    m_eigenvectorsOk = computeEigenvectors; \
+    return *this; \
+  } \
+\
+  lda = matrix.outerStride(); \
+  matrix_order=MKLCOLROW; \
+  char jobz, uplo='L'/*, range='A'*/; \
+  jobz = computeEigenvectors ? 'V' : 'N'; \
+\
+  info = LAPACKE_##MKLNAME( matrix_order, jobz, uplo, n, (MKLTYPE*)m_eivec.data(), lda, (MKLRTYPE*)m_eivalues.data() ); \
+  m_info = (info==0) ? Success : NoConvergence; \
+  m_isInitialized = true; \
+  m_eigenvectorsOk = computeEigenvectors; \
+  return *this; \
+}
+
+
+EIGEN_MKL_EIG_SELFADJ(double,   double,        double, dsyev, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_EIG_SELFADJ(float,    float,         float,  ssyev, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8,  float,  cheev, ColMajor, LAPACK_COL_MAJOR)
+
+EIGEN_MKL_EIG_SELFADJ(double,   double,        double, dsyev, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_EIG_SELFADJ(float,    float,         float,  ssyev, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_EIG_SELFADJ(dcomplex, MKL_Complex16, double, zheev, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_EIG_SELFADJ(scomplex, MKL_Complex8,  float,  cheev, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_SAEIGENSOLVER_H
diff --git a/third_party/eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h b/third_party/eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h
new file mode 100644
index 0000000000..192278d685
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Eigenvalues/Tridiagonalization.h
@@ -0,0 +1,557 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_TRIDIAGONALIZATION_H
+#define EIGEN_TRIDIAGONALIZATION_H
+
+namespace Eigen { 
+
+namespace internal {
+  
+template<typename MatrixType> struct TridiagonalizationMatrixTReturnType;
+template<typename MatrixType>
+struct traits<TridiagonalizationMatrixTReturnType<MatrixType> >
+{
+  typedef typename MatrixType::PlainObject ReturnType;
+};
+
+template<typename MatrixType, typename CoeffVectorType>
+void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs);
+}
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class Tridiagonalization
+  *
+  * \brief Tridiagonal decomposition of a selfadjoint matrix
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the
+  * tridiagonal decomposition; this is expected to be an instantiation of the
+  * Matrix class template.
+  *
+  * This class performs a tridiagonal decomposition of a selfadjoint matrix \f$ A \f$ such that:
+  * \f$ A = Q T Q^* \f$ where \f$ Q \f$ is unitary and \f$ T \f$ a real symmetric tridiagonal matrix.
+  *
+  * A tridiagonal matrix is a matrix which has nonzero elements only on the
+  * main diagonal and the first diagonal below and above it. The Hessenberg
+  * decomposition of a selfadjoint matrix is in fact a tridiagonal
+  * decomposition. This class is used in SelfAdjointEigenSolver to compute the
+  * eigenvalues and eigenvectors of a selfadjoint matrix.
+  *
+  * Call the function compute() to compute the tridiagonal decomposition of a
+  * given matrix. Alternatively, you can use the Tridiagonalization(const MatrixType&)
+  * constructor which computes the tridiagonal Schur decomposition at
+  * construction time. Once the decomposition is computed, you can use the
+  * matrixQ() and matrixT() functions to retrieve the matrices Q and T in the
+  * decomposition.
+  *
+  * The documentation of Tridiagonalization(const MatrixType&) contains an
+  * example of the typical use of this class.
+  *
+  * \sa class HessenbergDecomposition, class SelfAdjointEigenSolver
+  */
+template<typename _MatrixType> class Tridiagonalization
+{
+  public:
+
+    /** \brief Synonym for the template parameter \p _MatrixType. */
+    typedef _MatrixType MatrixType;
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    enum {
+      Size = MatrixType::RowsAtCompileTime,
+      SizeMinusOne = Size == Dynamic ? Dynamic : (Size > 1 ? Size - 1 : 1),
+      Options = MatrixType::Options,
+      MaxSize = MatrixType::MaxRowsAtCompileTime,
+      MaxSizeMinusOne = MaxSize == Dynamic ? Dynamic : (MaxSize > 1 ? MaxSize - 1 : 1)
+    };
+
+    typedef Matrix<Scalar, SizeMinusOne, 1, Options & ~RowMajor, MaxSizeMinusOne, 1> CoeffVectorType;
+    typedef typename internal::plain_col_type<MatrixType, RealScalar>::type DiagonalType;
+    typedef Matrix<RealScalar, SizeMinusOne, 1, Options & ~RowMajor, MaxSizeMinusOne, 1> SubDiagonalType;
+    typedef typename internal::remove_all<typename MatrixType::RealReturnType>::type MatrixTypeRealView;
+    typedef internal::TridiagonalizationMatrixTReturnType<MatrixTypeRealView> MatrixTReturnType;
+
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+              typename internal::add_const_on_value_type<typename Diagonal<const MatrixType>::RealReturnType>::type,
+              const Diagonal<const MatrixType>
+            >::type DiagonalReturnType;
+
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+              typename internal::add_const_on_value_type<typename Diagonal<
+                Block<const MatrixType,SizeMinusOne,SizeMinusOne> >::RealReturnType>::type,
+              const Diagonal<
+                Block<const MatrixType,SizeMinusOne,SizeMinusOne> >
+            >::type SubDiagonalReturnType;
+
+    /** \brief Return type of matrixQ() */
+    typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename CoeffVectorType::ConjugateReturnType>::type> HouseholderSequenceType;
+
+    /** \brief Default constructor.
+      *
+      * \param [in]  size  Positive integer, size of the matrix whose tridiagonal
+      * decomposition will be computed.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute().  The \p size parameter is only
+      * used as a hint. It is not an error to give a wrong \p size, but it may
+      * impair performance.
+      *
+      * \sa compute() for an example.
+      */
+    Tridiagonalization(Index size = Size==Dynamic ? 2 : Size)
+      : m_matrix(size,size),
+        m_hCoeffs(size > 1 ? size-1 : 1),
+        m_isInitialized(false)
+    {}
+
+    /** \brief Constructor; computes tridiagonal decomposition of given matrix.
+      *
+      * \param[in]  matrix  Selfadjoint matrix whose tridiagonal decomposition
+      * is to be computed.
+      *
+      * This constructor calls compute() to compute the tridiagonal decomposition.
+      *
+      * Example: \include Tridiagonalization_Tridiagonalization_MatrixType.cpp
+      * Output: \verbinclude Tridiagonalization_Tridiagonalization_MatrixType.out
+      */
+    Tridiagonalization(const MatrixType& matrix)
+      : m_matrix(matrix),
+        m_hCoeffs(matrix.cols() > 1 ? matrix.cols()-1 : 1),
+        m_isInitialized(false)
+    {
+      internal::tridiagonalization_inplace(m_matrix, m_hCoeffs);
+      m_isInitialized = true;
+    }
+
+    /** \brief Computes tridiagonal decomposition of given matrix.
+      *
+      * \param[in]  matrix  Selfadjoint matrix whose tridiagonal decomposition
+      * is to be computed.
+      * \returns    Reference to \c *this
+      *
+      * The tridiagonal decomposition is computed by bringing the columns of
+      * the matrix successively in the required form using Householder
+      * reflections. The cost is \f$ 4n^3/3 \f$ flops, where \f$ n \f$ denotes
+      * the size of the given matrix.
+      *
+      * This method reuses of the allocated data in the Tridiagonalization
+      * object, if the size of the matrix does not change.
+      *
+      * Example: \include Tridiagonalization_compute.cpp
+      * Output: \verbinclude Tridiagonalization_compute.out
+      */
+    Tridiagonalization& compute(const MatrixType& matrix)
+    {
+      m_matrix = matrix;
+      m_hCoeffs.resize(matrix.rows()-1, 1);
+      internal::tridiagonalization_inplace(m_matrix, m_hCoeffs);
+      m_isInitialized = true;
+      return *this;
+    }
+
+    /** \brief Returns the Householder coefficients.
+      *
+      * \returns a const reference to the vector of Householder coefficients
+      *
+      * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+      * the member function compute(const MatrixType&) has been called before
+      * to compute the tridiagonal decomposition of a matrix.
+      *
+      * The Householder coefficients allow the reconstruction of the matrix
+      * \f$ Q \f$ in the tridiagonal decomposition from the packed data.
+      *
+      * Example: \include Tridiagonalization_householderCoefficients.cpp
+      * Output: \verbinclude Tridiagonalization_householderCoefficients.out
+      *
+      * \sa packedMatrix(), \ref Householder_Module "Householder module"
+      */
+    inline CoeffVectorType householderCoefficients() const
+    {
+      eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+      return m_hCoeffs;
+    }
+
+    /** \brief Returns the internal representation of the decomposition
+      *
+      *	\returns a const reference to a matrix with the internal representation
+      *	         of the decomposition.
+      *
+      * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+      * the member function compute(const MatrixType&) has been called before
+      * to compute the tridiagonal decomposition of a matrix.
+      *
+      * The returned matrix contains the following information:
+      *  - the strict upper triangular part is equal to the input matrix A.
+      *  - the diagonal and lower sub-diagonal represent the real tridiagonal
+      *    symmetric matrix T.
+      *  - the rest of the lower part contains the Householder vectors that,
+      *    combined with Householder coefficients returned by
+      *    householderCoefficients(), allows to reconstruct the matrix Q as
+      *       \f$ Q = H_{N-1} \ldots H_1 H_0 \f$.
+      *    Here, the matrices \f$ H_i \f$ are the Householder transformations
+      *       \f$ H_i = (I - h_i v_i v_i^T) \f$
+      *    where \f$ h_i \f$ is the \f$ i \f$th Householder coefficient and
+      *    \f$ v_i \f$ is the Householder vector defined by
+      *       \f$ v_i = [ 0, \ldots, 0, 1, M(i+2,i), \ldots, M(N-1,i) ]^T \f$
+      *    with M the matrix returned by this function.
+      *
+      * See LAPACK for further details on this packed storage.
+      *
+      * Example: \include Tridiagonalization_packedMatrix.cpp
+      * Output: \verbinclude Tridiagonalization_packedMatrix.out
+      *
+      * \sa householderCoefficients()
+      */
+    inline const MatrixType& packedMatrix() const
+    {
+      eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+      return m_matrix;
+    }
+
+    /** \brief Returns the unitary matrix Q in the decomposition
+      *
+      * \returns object representing the matrix Q
+      *
+      * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+      * the member function compute(const MatrixType&) has been called before
+      * to compute the tridiagonal decomposition of a matrix.
+      *
+      * This function returns a light-weight object of template class
+      * HouseholderSequence. You can either apply it directly to a matrix or
+      * you can convert it to a matrix of type #MatrixType.
+      *
+      * \sa Tridiagonalization(const MatrixType&) for an example,
+      *     matrixT(), class HouseholderSequence
+      */
+    HouseholderSequenceType matrixQ() const
+    {
+      eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+      return HouseholderSequenceType(m_matrix, m_hCoeffs.conjugate())
+             .setLength(m_matrix.rows() - 1)
+             .setShift(1);
+    }
+
+    /** \brief Returns an expression of the tridiagonal matrix T in the decomposition
+      *
+      * \returns expression object representing the matrix T
+      *
+      * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+      * the member function compute(const MatrixType&) has been called before
+      * to compute the tridiagonal decomposition of a matrix.
+      *
+      * Currently, this function can be used to extract the matrix T from internal
+      * data and copy it to a dense matrix object. In most cases, it may be
+      * sufficient to directly use the packed matrix or the vector expressions
+      * returned by diagonal() and subDiagonal() instead of creating a new
+      * dense copy matrix with this function.
+      *
+      * \sa Tridiagonalization(const MatrixType&) for an example,
+      * matrixQ(), packedMatrix(), diagonal(), subDiagonal()
+      */
+    MatrixTReturnType matrixT() const
+    {
+      eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+      return MatrixTReturnType(m_matrix.real());
+    }
+
+    /** \brief Returns the diagonal of the tridiagonal matrix T in the decomposition.
+      *
+      * \returns expression representing the diagonal of T
+      *
+      * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+      * the member function compute(const MatrixType&) has been called before
+      * to compute the tridiagonal decomposition of a matrix.
+      *
+      * Example: \include Tridiagonalization_diagonal.cpp
+      * Output: \verbinclude Tridiagonalization_diagonal.out
+      *
+      * \sa matrixT(), subDiagonal()
+      */
+    DiagonalReturnType diagonal() const;
+
+    /** \brief Returns the subdiagonal of the tridiagonal matrix T in the decomposition.
+      *
+      * \returns expression representing the subdiagonal of T
+      *
+      * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+      * the member function compute(const MatrixType&) has been called before
+      * to compute the tridiagonal decomposition of a matrix.
+      *
+      * \sa diagonal() for an example, matrixT()
+      */
+    SubDiagonalReturnType subDiagonal() const;
+
+  protected:
+
+    MatrixType m_matrix;
+    CoeffVectorType m_hCoeffs;
+    bool m_isInitialized;
+};
+
+template<typename MatrixType>
+typename Tridiagonalization<MatrixType>::DiagonalReturnType
+Tridiagonalization<MatrixType>::diagonal() const
+{
+  eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+  return m_matrix.diagonal();
+}
+
+template<typename MatrixType>
+typename Tridiagonalization<MatrixType>::SubDiagonalReturnType
+Tridiagonalization<MatrixType>::subDiagonal() const
+{
+  eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+  Index n = m_matrix.rows();
+  return Block<const MatrixType,SizeMinusOne,SizeMinusOne>(m_matrix, 1, 0, n-1,n-1).diagonal();
+}
+
+namespace internal {
+
+/** \internal
+  * Performs a tridiagonal decomposition of the selfadjoint matrix \a matA in-place.
+  *
+  * \param[in,out] matA On input the selfadjoint matrix. Only the \b lower triangular part is referenced.
+  *                     On output, the strict upper part is left unchanged, and the lower triangular part
+  *                     represents the T and Q matrices in packed format has detailed below.
+  * \param[out]    hCoeffs returned Householder coefficients (see below)
+  *
+  * On output, the tridiagonal selfadjoint matrix T is stored in the diagonal
+  * and lower sub-diagonal of the matrix \a matA.
+  * The unitary matrix Q is represented in a compact way as a product of
+  * Householder reflectors \f$ H_i \f$ such that:
+  *       \f$ Q = H_{N-1} \ldots H_1 H_0 \f$.
+  * The Householder reflectors are defined as
+  *       \f$ H_i = (I - h_i v_i v_i^T) \f$
+  * where \f$ h_i = hCoeffs[i]\f$ is the \f$ i \f$th Householder coefficient and
+  * \f$ v_i \f$ is the Householder vector defined by
+  *       \f$ v_i = [ 0, \ldots, 0, 1, matA(i+2,i), \ldots, matA(N-1,i) ]^T \f$.
+  *
+  * Implemented from Golub's "Matrix Computations", algorithm 8.3.1.
+  *
+  * \sa Tridiagonalization::packedMatrix()
+  */
+template<typename MatrixType, typename CoeffVectorType>
+void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs)
+{
+  using numext::conj;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  Index n = matA.rows();
+  eigen_assert(n==matA.cols());
+  eigen_assert(n==hCoeffs.size()+1 || n==1);
+  
+  for (Index i = 0; i<n-1; ++i)
+  {
+    Index remainingSize = n-i-1;
+    RealScalar beta;
+    Scalar h;
+    matA.col(i).tail(remainingSize).makeHouseholderInPlace(h, beta);
+
+    // Apply similarity transformation to remaining columns,
+    // i.e., A = H A H' where H = I - h v v' and v = matA.col(i).tail(n-i-1)
+    matA.col(i).coeffRef(i+1) = 1;
+
+    hCoeffs.tail(n-i-1).noalias() = (matA.bottomRightCorner(remainingSize,remainingSize).template selfadjointView<Lower>()
+                                  * (conj(h) * matA.col(i).tail(remainingSize)));
+
+    hCoeffs.tail(n-i-1) += (conj(h)*Scalar(-0.5)*(hCoeffs.tail(remainingSize).dot(matA.col(i).tail(remainingSize)))) * matA.col(i).tail(n-i-1);
+
+    matA.bottomRightCorner(remainingSize, remainingSize).template selfadjointView<Lower>()
+      .rankUpdate(matA.col(i).tail(remainingSize), hCoeffs.tail(remainingSize), -1);
+
+    matA.col(i).coeffRef(i+1) = beta;
+    hCoeffs.coeffRef(i) = h;
+  }
+}
+
+// forward declaration, implementation at the end of this file
+template<typename MatrixType,
+         int Size=MatrixType::ColsAtCompileTime,
+         bool IsComplex=NumTraits<typename MatrixType::Scalar>::IsComplex>
+struct tridiagonalization_inplace_selector;
+
+/** \brief Performs a full tridiagonalization in place
+  *
+  * \param[in,out]  mat  On input, the selfadjoint matrix whose tridiagonal
+  *    decomposition is to be computed. Only the lower triangular part referenced.
+  *    The rest is left unchanged. On output, the orthogonal matrix Q
+  *    in the decomposition if \p extractQ is true.
+  * \param[out]  diag  The diagonal of the tridiagonal matrix T in the
+  *    decomposition.
+  * \param[out]  subdiag  The subdiagonal of the tridiagonal matrix T in
+  *    the decomposition.
+  * \param[in]  extractQ  If true, the orthogonal matrix Q in the
+  *    decomposition is computed and stored in \p mat.
+  *
+  * Computes the tridiagonal decomposition of the selfadjoint matrix \p mat in place
+  * such that \f$ mat = Q T Q^* \f$ where \f$ Q \f$ is unitary and \f$ T \f$ a real
+  * symmetric tridiagonal matrix.
+  *
+  * The tridiagonal matrix T is passed to the output parameters \p diag and \p subdiag. If
+  * \p extractQ is true, then the orthogonal matrix Q is passed to \p mat. Otherwise the lower
+  * part of the matrix \p mat is destroyed.
+  *
+  * The vectors \p diag and \p subdiag are not resized. The function
+  * assumes that they are already of the correct size. The length of the
+  * vector \p diag should equal the number of rows in \p mat, and the
+  * length of the vector \p subdiag should be one left.
+  *
+  * This implementation contains an optimized path for 3-by-3 matrices
+  * which is especially useful for plane fitting.
+  *
+  * \note Currently, it requires two temporary vectors to hold the intermediate
+  * Householder coefficients, and to reconstruct the matrix Q from the Householder
+  * reflectors.
+  *
+  * Example (this uses the same matrix as the example in
+  *    Tridiagonalization::Tridiagonalization(const MatrixType&)):
+  *    \include Tridiagonalization_decomposeInPlace.cpp
+  * Output: \verbinclude Tridiagonalization_decomposeInPlace.out
+  *
+  * \sa class Tridiagonalization
+  */
+template<typename MatrixType, typename DiagonalType, typename SubDiagonalType>
+void tridiagonalization_inplace(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
+{
+  eigen_assert(mat.cols()==mat.rows() && diag.size()==mat.rows() && subdiag.size()==mat.rows()-1);
+  tridiagonalization_inplace_selector<MatrixType>::run(mat, diag, subdiag, extractQ);
+}
+
+/** \internal
+  * General full tridiagonalization
+  */
+template<typename MatrixType, int Size, bool IsComplex>
+struct tridiagonalization_inplace_selector
+{
+  typedef typename Tridiagonalization<MatrixType>::CoeffVectorType CoeffVectorType;
+  typedef typename Tridiagonalization<MatrixType>::HouseholderSequenceType HouseholderSequenceType;
+  typedef typename MatrixType::Index Index;
+  template<typename DiagonalType, typename SubDiagonalType>
+  static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
+  {
+    CoeffVectorType hCoeffs(mat.cols()-1);
+    tridiagonalization_inplace(mat,hCoeffs);
+    diag = mat.diagonal().real();
+    subdiag = mat.template diagonal<-1>().real();
+    if(extractQ)
+      mat = HouseholderSequenceType(mat, hCoeffs.conjugate())
+            .setLength(mat.rows() - 1)
+            .setShift(1);
+  }
+};
+
+/** \internal
+  * Specialization for 3x3 real matrices.
+  * Especially useful for plane fitting.
+  */
+template<typename MatrixType>
+struct tridiagonalization_inplace_selector<MatrixType,3,false>
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+
+  template<typename DiagonalType, typename SubDiagonalType>
+  static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
+  {
+    using std::sqrt;
+    diag[0] = mat(0,0);
+    RealScalar v1norm2 = numext::abs2(mat(2,0));
+    if(v1norm2 == RealScalar(0))
+    {
+      diag[1] = mat(1,1);
+      diag[2] = mat(2,2);
+      subdiag[0] = mat(1,0);
+      subdiag[1] = mat(2,1);
+      if (extractQ)
+        mat.setIdentity();
+    }
+    else
+    {
+      RealScalar beta = sqrt(numext::abs2(mat(1,0)) + v1norm2);
+      RealScalar invBeta = RealScalar(1)/beta;
+      Scalar m01 = mat(1,0) * invBeta;
+      Scalar m02 = mat(2,0) * invBeta;
+      Scalar q = RealScalar(2)*m01*mat(2,1) + m02*(mat(2,2) - mat(1,1));
+      diag[1] = mat(1,1) + m02*q;
+      diag[2] = mat(2,2) - m02*q;
+      subdiag[0] = beta;
+      subdiag[1] = mat(2,1) - m01 * q;
+      if (extractQ)
+      {
+        mat << 1,   0,    0,
+               0, m01,  m02,
+               0, m02, -m01;
+      }
+    }
+  }
+};
+
+/** \internal
+  * Trivial specialization for 1x1 matrices
+  */
+template<typename MatrixType, bool IsComplex>
+struct tridiagonalization_inplace_selector<MatrixType,1,IsComplex>
+{
+  typedef typename MatrixType::Scalar Scalar;
+
+  template<typename DiagonalType, typename SubDiagonalType>
+  static void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, bool extractQ)
+  {
+    diag(0,0) = numext::real(mat(0,0));
+    if(extractQ)
+      mat(0,0) = Scalar(1);
+  }
+};
+
+/** \internal
+  * \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  * \brief Expression type for return value of Tridiagonalization::matrixT()
+  *
+  * \tparam MatrixType type of underlying dense matrix
+  */
+template<typename MatrixType> struct TridiagonalizationMatrixTReturnType
+: public ReturnByValue<TridiagonalizationMatrixTReturnType<MatrixType> >
+{
+    typedef typename MatrixType::Index Index;
+  public:
+    /** \brief Constructor.
+      *
+      * \param[in] mat The underlying dense matrix
+      */
+    TridiagonalizationMatrixTReturnType(const MatrixType& mat) : m_matrix(mat) { }
+
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      result.setZero();
+      result.template diagonal<1>() = m_matrix.template diagonal<-1>().conjugate();
+      result.diagonal() = m_matrix.diagonal();
+      result.template diagonal<-1>() = m_matrix.template diagonal<-1>();
+    }
+
+    Index rows() const { return m_matrix.rows(); }
+    Index cols() const { return m_matrix.cols(); }
+
+  protected:
+    typename MatrixType::Nested m_matrix;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRIDIAGONALIZATION_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/AlignedBox.h b/third_party/eigen3/Eigen/src/Geometry/AlignedBox.h
new file mode 100644
index 0000000000..b6a2f0e24c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/AlignedBox.h
@@ -0,0 +1,379 @@
+// 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_ALIGNEDBOX_H
+#define EIGEN_ALIGNEDBOX_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  *
+  * \class AlignedBox
+  *
+  * \brief An axis aligned box
+  *
+  * \param _Scalar the type of the scalar coefficients
+  * \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
+  *
+  * This class represents an axis aligned box as a pair of the minimal and maximal corners.
+  */
+template <typename _Scalar, int _AmbientDim>
+class AlignedBox
+{
+public:
+EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
+  enum { AmbientDimAtCompileTime = _AmbientDim };
+  typedef _Scalar                                   Scalar;
+  typedef NumTraits<Scalar>                         ScalarTraits;
+  typedef DenseIndex                                Index;
+  typedef typename ScalarTraits::Real               RealScalar;
+  typedef typename ScalarTraits::NonInteger      NonInteger;
+  typedef Matrix<Scalar,AmbientDimAtCompileTime,1>  VectorType;
+
+  /** Define constants to name the corners of a 1D, 2D or 3D axis aligned bounding box */
+  enum CornerType
+  {
+    /** 1D names */
+    Min=0, Max=1,
+
+    /** Added names for 2D */
+    BottomLeft=0, BottomRight=1,
+    TopLeft=2, TopRight=3,
+
+    /** Added names for 3D */
+    BottomLeftFloor=0, BottomRightFloor=1,
+    TopLeftFloor=2, TopRightFloor=3,
+    BottomLeftCeil=4, BottomRightCeil=5,
+    TopLeftCeil=6, TopRightCeil=7
+  };
+
+
+  /** Default constructor initializing a null box. */
+  inline AlignedBox()
+  { if (AmbientDimAtCompileTime!=Dynamic) setEmpty(); }
+
+  /** Constructs a null box with \a _dim the dimension of the ambient space. */
+  inline explicit AlignedBox(Index _dim) : m_min(_dim), m_max(_dim)
+  { setEmpty(); }
+
+  /** Constructs a box with extremities \a _min and \a _max. */
+  template<typename OtherVectorType1, typename OtherVectorType2>
+  inline AlignedBox(const OtherVectorType1& _min, const OtherVectorType2& _max) : m_min(_min), m_max(_max) {}
+
+  /** Constructs a box containing a single point \a p. */
+  template<typename Derived>
+  inline explicit AlignedBox(const MatrixBase<Derived>& a_p)
+  {
+    typename internal::nested<Derived,2>::type p(a_p.derived());
+    m_min = p;
+    m_max = p;
+  }
+
+  ~AlignedBox() {}
+
+  /** \returns the dimension in which the box holds */
+  inline Index dim() const { return AmbientDimAtCompileTime==Dynamic ? m_min.size() : Index(AmbientDimAtCompileTime); }
+
+  /** \deprecated use isEmpty */
+  inline bool isNull() const { return isEmpty(); }
+
+  /** \deprecated use setEmpty */
+  inline void setNull() { setEmpty(); }
+
+  /** \returns true if the box is empty. */
+  inline bool isEmpty() const { return (m_min.array() > m_max.array()).any(); }
+
+  /** Makes \c *this an empty box. */
+  inline void setEmpty()
+  {
+    m_min.setConstant( ScalarTraits::highest() );
+    m_max.setConstant( ScalarTraits::lowest() );
+  }
+
+  /** \returns the minimal corner */
+  inline const VectorType& (min)() const { return m_min; }
+  /** \returns a non const reference to the minimal corner */
+  inline VectorType& (min)() { return m_min; }
+  /** \returns the maximal corner */
+  inline const VectorType& (max)() const { return m_max; }
+  /** \returns a non const reference to the maximal corner */
+  inline VectorType& (max)() { return m_max; }
+
+  /** \returns the center of the box */
+  inline const CwiseUnaryOp<internal::scalar_quotient1_op<Scalar>,
+                            const CwiseBinaryOp<internal::scalar_sum_op<Scalar>, const VectorType, const VectorType> >
+  center() const
+  { return (m_min+m_max)/2; }
+
+  /** \returns the lengths of the sides of the bounding box.
+    * Note that this function does not get the same
+    * result for integral or floating scalar types: see
+    */
+  inline const CwiseBinaryOp< internal::scalar_difference_op<Scalar>, const VectorType, const VectorType> sizes() const
+  { return m_max - m_min; }
+
+  /** \returns the volume of the bounding box */
+  inline Scalar volume() const
+  { return sizes().prod(); }
+
+  /** \returns an expression for the bounding box diagonal vector
+    * if the length of the diagonal is needed: diagonal().norm()
+    * will provide it.
+    */
+  inline CwiseBinaryOp< internal::scalar_difference_op<Scalar>, const VectorType, const VectorType> diagonal() const
+  { return sizes(); }
+
+  /** \returns the vertex of the bounding box at the corner defined by
+    * the corner-id corner. It works only for a 1D, 2D or 3D bounding box.
+    * For 1D bounding boxes corners are named by 2 enum constants:
+    * BottomLeft and BottomRight.
+    * For 2D bounding boxes, corners are named by 4 enum constants:
+    * BottomLeft, BottomRight, TopLeft, TopRight.
+    * For 3D bounding boxes, the following names are added:
+    * BottomLeftCeil, BottomRightCeil, TopLeftCeil, TopRightCeil.
+    */
+  inline VectorType corner(CornerType corner) const
+  {
+    EIGEN_STATIC_ASSERT(_AmbientDim <= 3, THIS_METHOD_IS_ONLY_FOR_VECTORS_OF_A_SPECIFIC_SIZE);
+
+    VectorType res;
+
+    Index mult = 1;
+    for(Index d=0; d<dim(); ++d)
+    {
+      if( mult & corner ) res[d] = m_max[d];
+      else                res[d] = m_min[d];
+      mult *= 2;
+    }
+    return res;
+  }
+
+  /** \returns a random point inside the bounding box sampled with
+   * a uniform distribution */
+  inline VectorType sample() const
+  {
+    VectorType r;
+    for(Index d=0; d<dim(); ++d)
+    {
+      if(!ScalarTraits::IsInteger)
+      {
+        r[d] = m_min[d] + (m_max[d]-m_min[d])
+             * internal::random<Scalar>(Scalar(0), Scalar(1));
+      }
+      else
+        r[d] = internal::random(m_min[d], m_max[d]);
+    }
+    return r;
+  }
+
+  /** \returns true if the point \a p is inside the box \c *this. */
+  template<typename Derived>
+  inline bool contains(const MatrixBase<Derived>& a_p) const
+  {
+    typename internal::nested<Derived,2>::type p(a_p.derived());
+    return (m_min.array()<=p.array()).all() && (p.array()<=m_max.array()).all();
+  }
+
+  /** \returns true if the box \a b is entirely inside the box \c *this. */
+  inline bool contains(const AlignedBox& b) const
+  { return (m_min.array()<=(b.min)().array()).all() && ((b.max)().array()<=m_max.array()).all(); }
+
+  /** \returns true if the box \a b is intersecting the box \c *this. */
+  inline bool intersects(const AlignedBox& b) const
+  { return (m_min.array()<=(b.max)().array()).all() && ((b.min)().array()<=m_max.array()).all(); }
+
+  /** Extends \c *this such that it contains the point \a p and returns a reference to \c *this. */
+  template<typename Derived>
+  inline AlignedBox& extend(const MatrixBase<Derived>& a_p)
+  {
+    typename internal::nested<Derived,2>::type p(a_p.derived());
+    m_min = m_min.cwiseMin(p);
+    m_max = m_max.cwiseMax(p);
+    return *this;
+  }
+
+  /** Extends \c *this such that it contains the box \a b and returns a reference to \c *this. */
+  inline AlignedBox& extend(const AlignedBox& b)
+  {
+    m_min = m_min.cwiseMin(b.m_min);
+    m_max = m_max.cwiseMax(b.m_max);
+    return *this;
+  }
+
+  /** Clamps \c *this by the box \a b and returns a reference to \c *this. */
+  inline AlignedBox& clamp(const AlignedBox& b)
+  {
+    m_min = m_min.cwiseMax(b.m_min);
+    m_max = m_max.cwiseMin(b.m_max);
+    return *this;
+  }
+
+  /** Returns an AlignedBox that is the intersection of \a b and \c *this */
+  inline AlignedBox intersection(const AlignedBox& b) const
+  {return AlignedBox(m_min.cwiseMax(b.m_min), m_max.cwiseMin(b.m_max)); }
+
+  /** Returns an AlignedBox that is the union of \a b and \c *this */
+  inline AlignedBox merged(const AlignedBox& b) const
+  { return AlignedBox(m_min.cwiseMin(b.m_min), m_max.cwiseMax(b.m_max)); }
+
+  /** Translate \c *this by the vector \a t and returns a reference to \c *this. */
+  template<typename Derived>
+  inline AlignedBox& translate(const MatrixBase<Derived>& a_t)
+  {
+    const typename internal::nested<Derived,2>::type t(a_t.derived());
+    m_min += t;
+    m_max += t;
+    return *this;
+  }
+
+  /** \returns the squared distance between the point \a p and the box \c *this,
+    * and zero if \a p is inside the box.
+    * \sa exteriorDistance()
+    */
+  template<typename Derived>
+  inline Scalar squaredExteriorDistance(const MatrixBase<Derived>& a_p) const;
+
+  /** \returns the squared distance between the boxes \a b and \c *this,
+    * and zero if the boxes intersect.
+    * \sa exteriorDistance()
+    */
+  inline Scalar squaredExteriorDistance(const AlignedBox& b) const;
+
+  /** \returns the distance between the point \a p and the box \c *this,
+    * and zero if \a p is inside the box.
+    * \sa squaredExteriorDistance()
+    */
+  template<typename Derived>
+  inline NonInteger exteriorDistance(const MatrixBase<Derived>& p) const
+  { using std::sqrt; return sqrt(NonInteger(squaredExteriorDistance(p))); }
+
+  /** \returns the distance between the boxes \a b and \c *this,
+    * and zero if the boxes intersect.
+    * \sa squaredExteriorDistance()
+    */
+  inline NonInteger exteriorDistance(const AlignedBox& b) const
+  { using std::sqrt; return sqrt(NonInteger(squaredExteriorDistance(b))); }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<AlignedBox,
+           AlignedBox<NewScalarType,AmbientDimAtCompileTime> >::type cast() const
+  {
+    return typename internal::cast_return_type<AlignedBox,
+                    AlignedBox<NewScalarType,AmbientDimAtCompileTime> >::type(*this);
+  }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit AlignedBox(const AlignedBox<OtherScalarType,AmbientDimAtCompileTime>& other)
+  {
+    m_min = (other.min)().template cast<Scalar>();
+    m_max = (other.max)().template cast<Scalar>();
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const AlignedBox& other, const RealScalar& prec = ScalarTraits::dummy_precision()) const
+  { return m_min.isApprox(other.m_min, prec) && m_max.isApprox(other.m_max, prec); }
+
+protected:
+
+  VectorType m_min, m_max;
+};
+
+
+
+template<typename Scalar,int AmbientDim>
+template<typename Derived>
+inline Scalar AlignedBox<Scalar,AmbientDim>::squaredExteriorDistance(const MatrixBase<Derived>& a_p) const
+{
+  typename internal::nested<Derived,2*AmbientDim>::type p(a_p.derived());
+  Scalar dist2(0);
+  Scalar aux;
+  for (Index k=0; k<dim(); ++k)
+  {
+    if( m_min[k] > p[k] )
+    {
+      aux = m_min[k] - p[k];
+      dist2 += aux*aux;
+    }
+    else if( p[k] > m_max[k] )
+    {
+      aux = p[k] - m_max[k];
+      dist2 += aux*aux;
+    }
+  }
+  return dist2;
+}
+
+template<typename Scalar,int AmbientDim>
+inline Scalar AlignedBox<Scalar,AmbientDim>::squaredExteriorDistance(const AlignedBox& b) const
+{
+  Scalar dist2(0);
+  Scalar aux;
+  for (Index k=0; k<dim(); ++k)
+  {
+    if( m_min[k] > b.m_max[k] )
+    {
+      aux = m_min[k] - b.m_max[k];
+      dist2 += aux*aux;
+    }
+    else if( b.m_min[k] > m_max[k] )
+    {
+      aux = b.m_min[k] - m_max[k];
+      dist2 += aux*aux;
+    }
+  }
+  return dist2;
+}
+
+/** \defgroup alignedboxtypedefs Global aligned box typedefs
+  *
+  * \ingroup Geometry_Module
+  *
+  * Eigen defines several typedef shortcuts for most common aligned box types.
+  *
+  * The general patterns are the following:
+  *
+  * \c AlignedBoxSizeType where \c Size can be \c 1, \c 2,\c 3,\c 4 for fixed size boxes or \c X for dynamic size,
+  * and where \c Type can be \c i for integer, \c f for float, \c d for double.
+  *
+  * For example, \c AlignedBox3d is a fixed-size 3x3 aligned box type of doubles, and \c AlignedBoxXf is a dynamic-size aligned box of floats.
+  *
+  * \sa class AlignedBox
+  */
+
+#define EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, Size, SizeSuffix)    \
+/** \ingroup alignedboxtypedefs */                                 \
+typedef AlignedBox<Type, Size>   AlignedBox##SizeSuffix##TypeSuffix;
+
+#define EIGEN_MAKE_TYPEDEFS_ALL_SIZES(Type, TypeSuffix) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 1, 1) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 2, 2) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 3, 3) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, 4, 4) \
+EIGEN_MAKE_TYPEDEFS(Type, TypeSuffix, Dynamic, X)
+
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(int,                  i)
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(float,                f)
+EIGEN_MAKE_TYPEDEFS_ALL_SIZES(double,               d)
+
+#undef EIGEN_MAKE_TYPEDEFS_ALL_SIZES
+#undef EIGEN_MAKE_TYPEDEFS
+
+} // end namespace Eigen
+
+#endif // EIGEN_ALIGNEDBOX_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/AngleAxis.h b/third_party/eigen3/Eigen/src/Geometry/AngleAxis.h
new file mode 100644
index 0000000000..636712c2b9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/AngleAxis.h
@@ -0,0 +1,233 @@
+// 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_ANGLEAXIS_H
+#define EIGEN_ANGLEAXIS_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class AngleAxis
+  *
+  * \brief Represents a 3D rotation as a rotation angle around an arbitrary 3D axis
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients.
+  *
+  * \warning When setting up an AngleAxis object, the axis vector \b must \b be \b normalized.
+  *
+  * The following two typedefs are provided for convenience:
+  * \li \c AngleAxisf for \c float
+  * \li \c AngleAxisd for \c double
+  *
+  * Combined with MatrixBase::Unit{X,Y,Z}, AngleAxis can be used to easily
+  * mimic Euler-angles. Here is an example:
+  * \include AngleAxis_mimic_euler.cpp
+  * Output: \verbinclude AngleAxis_mimic_euler.out
+  *
+  * \note This class is not aimed to be used to store a rotation transformation,
+  * but rather to make easier the creation of other rotation (Quaternion, rotation Matrix)
+  * and transformation objects.
+  *
+  * \sa class Quaternion, class Transform, MatrixBase::UnitX()
+  */
+
+namespace internal {
+template<typename _Scalar> struct traits<AngleAxis<_Scalar> >
+{
+  typedef _Scalar Scalar;
+};
+}
+
+template<typename _Scalar>
+class AngleAxis : public RotationBase<AngleAxis<_Scalar>,3>
+{
+  typedef RotationBase<AngleAxis<_Scalar>,3> Base;
+
+public:
+
+  using Base::operator*;
+
+  enum { Dim = 3 };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  typedef Matrix<Scalar,3,3> Matrix3;
+  typedef Matrix<Scalar,3,1> Vector3;
+  typedef Quaternion<Scalar> QuaternionType;
+
+protected:
+
+  Vector3 m_axis;
+  Scalar m_angle;
+
+public:
+
+  /** Default constructor without initialization. */
+  AngleAxis() {}
+  /** Constructs and initialize the angle-axis rotation from an \a angle in radian
+    * and an \a axis which \b must \b be \b normalized.
+    *
+    * \warning If the \a axis vector is not normalized, then the angle-axis object
+    *          represents an invalid rotation. */
+  template<typename Derived>
+  inline AngleAxis(const Scalar& angle, const MatrixBase<Derived>& axis) : m_axis(axis), m_angle(angle) {}
+  /** Constructs and initialize the angle-axis rotation from a quaternion \a q.
+    * This function implicitly normalizes the quaternion \a q.
+    */
+  template<typename QuatDerived> inline explicit AngleAxis(const QuaternionBase<QuatDerived>& q) { *this = q; }
+  /** Constructs and initialize the angle-axis rotation from a 3x3 rotation matrix. */
+  template<typename Derived>
+  inline explicit AngleAxis(const MatrixBase<Derived>& m) { *this = m; }
+
+  Scalar angle() const { return m_angle; }
+  Scalar& angle() { return m_angle; }
+
+  const Vector3& axis() const { return m_axis; }
+  Vector3& axis() { return m_axis; }
+
+  /** Concatenates two rotations */
+  inline QuaternionType operator* (const AngleAxis& other) const
+  { return QuaternionType(*this) * QuaternionType(other); }
+
+  /** Concatenates two rotations */
+  inline QuaternionType operator* (const QuaternionType& other) const
+  { return QuaternionType(*this) * other; }
+
+  /** Concatenates two rotations */
+  friend inline QuaternionType operator* (const QuaternionType& a, const AngleAxis& b)
+  { return a * QuaternionType(b); }
+
+  /** \returns the inverse rotation, i.e., an angle-axis with opposite rotation angle */
+  AngleAxis inverse() const
+  { return AngleAxis(-m_angle, m_axis); }
+
+  template<class QuatDerived>
+  AngleAxis& operator=(const QuaternionBase<QuatDerived>& q);
+  template<typename Derived>
+  AngleAxis& operator=(const MatrixBase<Derived>& m);
+
+  template<typename Derived>
+  AngleAxis& fromRotationMatrix(const MatrixBase<Derived>& m);
+  Matrix3 toRotationMatrix(void) const;
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<AngleAxis,AngleAxis<NewScalarType> >::type cast() const
+  { return typename internal::cast_return_type<AngleAxis,AngleAxis<NewScalarType> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit AngleAxis(const AngleAxis<OtherScalarType>& other)
+  {
+    m_axis = other.axis().template cast<Scalar>();
+    m_angle = Scalar(other.angle());
+  }
+
+  static inline const AngleAxis Identity() { return AngleAxis(0, Vector3::UnitX()); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const AngleAxis& other, const typename NumTraits<Scalar>::Real& prec = NumTraits<Scalar>::dummy_precision()) const
+  { return m_axis.isApprox(other.m_axis, prec) && internal::isApprox(m_angle,other.m_angle, prec); }
+};
+
+/** \ingroup Geometry_Module
+  * single precision angle-axis type */
+typedef AngleAxis<float> AngleAxisf;
+/** \ingroup Geometry_Module
+  * double precision angle-axis type */
+typedef AngleAxis<double> AngleAxisd;
+
+/** Set \c *this from a \b unit quaternion.
+  * The resulting axis is normalized.
+  * 
+  * This function implicitly normalizes the quaternion \a q.
+  */
+template<typename Scalar>
+template<typename QuatDerived>
+AngleAxis<Scalar>& AngleAxis<Scalar>::operator=(const QuaternionBase<QuatDerived>& q)
+{
+  using std::atan2;
+  Scalar n = q.vec().norm();
+  if(n<NumTraits<Scalar>::epsilon())
+    n = q.vec().stableNorm();
+  if (n > Scalar(0))
+  {
+    m_angle = Scalar(2)*atan2(n, q.w());
+    m_axis  = q.vec() / n;
+  }
+  else
+  {
+    m_angle = 0;
+    m_axis << 1, 0, 0;
+  }
+  return *this;
+}
+
+/** Set \c *this from a 3x3 rotation matrix \a mat.
+  */
+template<typename Scalar>
+template<typename Derived>
+AngleAxis<Scalar>& AngleAxis<Scalar>::operator=(const MatrixBase<Derived>& mat)
+{
+  // Since a direct conversion would not be really faster,
+  // let's use the robust Quaternion implementation:
+  return *this = QuaternionType(mat);
+}
+
+/**
+* \brief Sets \c *this from a 3x3 rotation matrix.
+**/
+template<typename Scalar>
+template<typename Derived>
+AngleAxis<Scalar>& AngleAxis<Scalar>::fromRotationMatrix(const MatrixBase<Derived>& mat)
+{
+  return *this = QuaternionType(mat);
+}
+
+/** Constructs and \returns an equivalent 3x3 rotation matrix.
+  */
+template<typename Scalar>
+typename AngleAxis<Scalar>::Matrix3
+AngleAxis<Scalar>::toRotationMatrix(void) const
+{
+  using std::sin;
+  using std::cos;
+  Matrix3 res;
+  Vector3 sin_axis  = sin(m_angle) * m_axis;
+  Scalar c = cos(m_angle);
+  Vector3 cos1_axis = (Scalar(1)-c) * m_axis;
+
+  Scalar tmp;
+  tmp = cos1_axis.x() * m_axis.y();
+  res.coeffRef(0,1) = tmp - sin_axis.z();
+  res.coeffRef(1,0) = tmp + sin_axis.z();
+
+  tmp = cos1_axis.x() * m_axis.z();
+  res.coeffRef(0,2) = tmp + sin_axis.y();
+  res.coeffRef(2,0) = tmp - sin_axis.y();
+
+  tmp = cos1_axis.y() * m_axis.z();
+  res.coeffRef(1,2) = tmp - sin_axis.x();
+  res.coeffRef(2,1) = tmp + sin_axis.x();
+
+  res.diagonal() = (cos1_axis.cwiseProduct(m_axis)).array() + c;
+
+  return res;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ANGLEAXIS_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/EulerAngles.h b/third_party/eigen3/Eigen/src/Geometry/EulerAngles.h
new file mode 100644
index 0000000000..82802fb43c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/EulerAngles.h
@@ -0,0 +1,104 @@
+// 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_EULERANGLES_H
+#define EIGEN_EULERANGLES_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  *
+  * \returns the Euler-angles of the rotation matrix \c *this using the convention defined by the triplet (\a a0,\a a1,\a a2)
+  *
+  * Each of the three parameters \a a0,\a a1,\a a2 represents the respective rotation axis as an integer in {0,1,2}.
+  * For instance, in:
+  * \code Vector3f ea = mat.eulerAngles(2, 0, 2); \endcode
+  * "2" represents the z axis and "0" the x axis, etc. The returned angles are such that
+  * we have the following equality:
+  * \code
+  * mat == AngleAxisf(ea[0], Vector3f::UnitZ())
+  *      * AngleAxisf(ea[1], Vector3f::UnitX())
+  *      * AngleAxisf(ea[2], Vector3f::UnitZ()); \endcode
+  * This corresponds to the right-multiply conventions (with right hand side frames).
+  * 
+  * The returned angles are in the ranges [0:pi]x[-pi:pi]x[-pi:pi].
+  * 
+  * \sa class AngleAxis
+  */
+template<typename Derived>
+inline Matrix<typename MatrixBase<Derived>::Scalar,3,1>
+MatrixBase<Derived>::eulerAngles(Index a0, Index a1, Index a2) const
+{
+  using std::atan2;
+  using std::sin;
+  using std::cos;
+  /* Implemented from Graphics Gems IV */
+  EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Derived,3,3)
+
+  Matrix<Scalar,3,1> res;
+  typedef Matrix<typename Derived::Scalar,2,1> Vector2;
+
+  const Index odd = ((a0+1)%3 == a1) ? 0 : 1;
+  const Index i = a0;
+  const Index j = (a0 + 1 + odd)%3;
+  const Index k = (a0 + 2 - odd)%3;
+  
+  if (a0==a2)
+  {
+    res[0] = atan2(coeff(j,i), coeff(k,i));
+    if((odd && res[0]<Scalar(0)) || ((!odd) && res[0]>Scalar(0)))
+    {
+      res[0] = (res[0] > Scalar(0)) ? res[0] - Scalar(M_PI) : res[0] + Scalar(M_PI);
+      Scalar s2 = Vector2(coeff(j,i), coeff(k,i)).norm();
+      res[1] = -atan2(s2, coeff(i,i));
+    }
+    else
+    {
+      Scalar s2 = Vector2(coeff(j,i), coeff(k,i)).norm();
+      res[1] = atan2(s2, coeff(i,i));
+    }
+    
+    // With a=(0,1,0), we have i=0; j=1; k=2, and after computing the first two angles,
+    // we can compute their respective rotation, and apply its inverse to M. Since the result must
+    // be a rotation around x, we have:
+    //
+    //  c2  s1.s2 c1.s2                   1  0   0 
+    //  0   c1    -s1       *    M    =   0  c3  s3
+    //  -s2 s1.c2 c1.c2                   0 -s3  c3
+    //
+    //  Thus:  m11.c1 - m21.s1 = c3  &   m12.c1 - m22.s1 = s3
+    
+    Scalar s1 = sin(res[0]);
+    Scalar c1 = cos(res[0]);
+    res[2] = atan2(c1*coeff(j,k)-s1*coeff(k,k), c1*coeff(j,j) - s1 * coeff(k,j));
+  } 
+  else
+  {
+    res[0] = atan2(coeff(j,k), coeff(k,k));
+    Scalar c2 = Vector2(coeff(i,i), coeff(i,j)).norm();
+    if((odd && res[0]<Scalar(0)) || ((!odd) && res[0]>Scalar(0))) {
+      res[0] = (res[0] > Scalar(0)) ? res[0] - Scalar(M_PI) : res[0] + Scalar(M_PI);
+      res[1] = atan2(-coeff(i,k), -c2);
+    }
+    else
+      res[1] = atan2(-coeff(i,k), c2);
+    Scalar s1 = sin(res[0]);
+    Scalar c1 = cos(res[0]);
+    res[2] = atan2(s1*coeff(k,i)-c1*coeff(j,i), c1*coeff(j,j) - s1 * coeff(k,j));
+  }
+  if (!odd)
+    res = -res;
+  
+  return res;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_EULERANGLES_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Homogeneous.h b/third_party/eigen3/Eigen/src/Geometry/Homogeneous.h
new file mode 100644
index 0000000000..00e71d190c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Homogeneous.h
@@ -0,0 +1,307 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_HOMOGENEOUS_H
+#define EIGEN_HOMOGENEOUS_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Homogeneous
+  *
+  * \brief Expression of one (or a set of) homogeneous vector(s)
+  *
+  * \param MatrixType the type of the object in which we are making homogeneous
+  *
+  * This class represents an expression of one (or a set of) homogeneous vector(s).
+  * It is the return type of MatrixBase::homogeneous() and most of the time
+  * this is the only way it is used.
+  *
+  * \sa MatrixBase::homogeneous()
+  */
+
+namespace internal {
+
+template<typename MatrixType,int Direction>
+struct traits<Homogeneous<MatrixType,Direction> >
+ : traits<MatrixType>
+{
+  typedef typename traits<MatrixType>::StorageKind StorageKind;
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  enum {
+    RowsPlusOne = (MatrixType::RowsAtCompileTime != Dynamic) ?
+                  int(MatrixType::RowsAtCompileTime) + 1 : Dynamic,
+    ColsPlusOne = (MatrixType::ColsAtCompileTime != Dynamic) ?
+                  int(MatrixType::ColsAtCompileTime) + 1 : Dynamic,
+    RowsAtCompileTime = Direction==Vertical  ?  RowsPlusOne : MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = Direction==Horizontal ? ColsPlusOne : MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = RowsAtCompileTime,
+    MaxColsAtCompileTime = ColsAtCompileTime,
+    TmpFlags = _MatrixTypeNested::Flags & HereditaryBits,
+    Flags = ColsAtCompileTime==1 ? (TmpFlags & ~RowMajorBit)
+          : RowsAtCompileTime==1 ? (TmpFlags | RowMajorBit)
+          : TmpFlags,
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost
+  };
+};
+
+template<typename MatrixType,typename Lhs> struct homogeneous_left_product_impl;
+template<typename MatrixType,typename Rhs> struct homogeneous_right_product_impl;
+
+} // end namespace internal
+
+template<typename MatrixType,int _Direction> class Homogeneous
+  : internal::no_assignment_operator, public MatrixBase<Homogeneous<MatrixType,_Direction> >
+{
+  public:
+
+    enum { Direction = _Direction };
+
+    typedef MatrixBase<Homogeneous> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Homogeneous)
+
+    inline Homogeneous(const MatrixType& matrix)
+      : m_matrix(matrix)
+    {}
+
+    inline Index rows() const { return m_matrix.rows() + (int(Direction)==Vertical   ? 1 : 0); }
+    inline Index cols() const { return m_matrix.cols() + (int(Direction)==Horizontal ? 1 : 0); }
+
+    inline Scalar coeff(Index row, Index col) const
+    {
+      if(  (int(Direction)==Vertical   && row==m_matrix.rows())
+        || (int(Direction)==Horizontal && col==m_matrix.cols()))
+        return 1;
+      return m_matrix.coeff(row, col);
+    }
+
+    template<typename Rhs>
+    inline const internal::homogeneous_right_product_impl<Homogeneous,Rhs>
+    operator* (const MatrixBase<Rhs>& rhs) const
+    {
+      eigen_assert(int(Direction)==Horizontal);
+      return internal::homogeneous_right_product_impl<Homogeneous,Rhs>(m_matrix,rhs.derived());
+    }
+
+    template<typename Lhs> friend
+    inline const internal::homogeneous_left_product_impl<Homogeneous,Lhs>
+    operator* (const MatrixBase<Lhs>& lhs, const Homogeneous& rhs)
+    {
+      eigen_assert(int(Direction)==Vertical);
+      return internal::homogeneous_left_product_impl<Homogeneous,Lhs>(lhs.derived(),rhs.m_matrix);
+    }
+
+    template<typename Scalar, int Dim, int Mode, int Options> friend
+    inline const internal::homogeneous_left_product_impl<Homogeneous,Transform<Scalar,Dim,Mode,Options> >
+    operator* (const Transform<Scalar,Dim,Mode,Options>& lhs, const Homogeneous& rhs)
+    {
+      eigen_assert(int(Direction)==Vertical);
+      return internal::homogeneous_left_product_impl<Homogeneous,Transform<Scalar,Dim,Mode,Options> >(lhs,rhs.m_matrix);
+    }
+
+  protected:
+    typename MatrixType::Nested m_matrix;
+};
+
+/** \geometry_module
+  *
+  * \return an expression of the equivalent homogeneous vector
+  *
+  * \only_for_vectors
+  *
+  * Example: \include MatrixBase_homogeneous.cpp
+  * Output: \verbinclude MatrixBase_homogeneous.out
+  *
+  * \sa class Homogeneous
+  */
+template<typename Derived>
+inline typename MatrixBase<Derived>::HomogeneousReturnType
+MatrixBase<Derived>::homogeneous() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  return derived();
+}
+
+/** \geometry_module
+  *
+  * \returns a matrix expression of homogeneous column (or row) vectors
+  *
+  * Example: \include VectorwiseOp_homogeneous.cpp
+  * Output: \verbinclude VectorwiseOp_homogeneous.out
+  *
+  * \sa MatrixBase::homogeneous() */
+template<typename ExpressionType, int Direction>
+inline Homogeneous<ExpressionType,Direction>
+VectorwiseOp<ExpressionType,Direction>::homogeneous() const
+{
+  return _expression();
+}
+
+/** \geometry_module
+  *
+  * \returns an expression of the homogeneous normalized vector of \c *this
+  *
+  * Example: \include MatrixBase_hnormalized.cpp
+  * Output: \verbinclude MatrixBase_hnormalized.out
+  *
+  * \sa VectorwiseOp::hnormalized() */
+template<typename Derived>
+inline const typename MatrixBase<Derived>::HNormalizedReturnType
+MatrixBase<Derived>::hnormalized() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  return ConstStartMinusOne(derived(),0,0,
+    ColsAtCompileTime==1?size()-1:1,
+    ColsAtCompileTime==1?1:size()-1) / coeff(size()-1);
+}
+
+/** \geometry_module
+  *
+  * \returns an expression of the homogeneous normalized vector of \c *this
+  *
+  * Example: \include DirectionWise_hnormalized.cpp
+  * Output: \verbinclude DirectionWise_hnormalized.out
+  *
+  * \sa MatrixBase::hnormalized() */
+template<typename ExpressionType, int Direction>
+inline const typename VectorwiseOp<ExpressionType,Direction>::HNormalizedReturnType
+VectorwiseOp<ExpressionType,Direction>::hnormalized() const
+{
+  return HNormalized_Block(_expression(),0,0,
+      Direction==Vertical   ? _expression().rows()-1 : _expression().rows(),
+      Direction==Horizontal ? _expression().cols()-1 : _expression().cols()).cwiseQuotient(
+      Replicate<HNormalized_Factors,
+                Direction==Vertical   ? HNormalized_SizeMinusOne : 1,
+                Direction==Horizontal ? HNormalized_SizeMinusOne : 1>
+        (HNormalized_Factors(_expression(),
+          Direction==Vertical    ? _expression().rows()-1:0,
+          Direction==Horizontal  ? _expression().cols()-1:0,
+          Direction==Vertical    ? 1 : _expression().rows(),
+          Direction==Horizontal  ? 1 : _expression().cols()),
+         Direction==Vertical   ? _expression().rows()-1 : 1,
+         Direction==Horizontal ? _expression().cols()-1 : 1));
+}
+
+namespace internal {
+
+template<typename MatrixOrTransformType>
+struct take_matrix_for_product
+{
+  typedef MatrixOrTransformType type;
+  static const type& run(const type &x) { return x; }
+};
+
+template<typename Scalar, int Dim, int Mode,int Options>
+struct take_matrix_for_product<Transform<Scalar, Dim, Mode, Options> >
+{
+  typedef Transform<Scalar, Dim, Mode, Options> TransformType;
+  typedef typename internal::add_const<typename TransformType::ConstAffinePart>::type type;
+  static type run (const TransformType& x) { return x.affine(); }
+};
+
+template<typename Scalar, int Dim, int Options>
+struct take_matrix_for_product<Transform<Scalar, Dim, Projective, Options> >
+{
+  typedef Transform<Scalar, Dim, Projective, Options> TransformType;
+  typedef typename TransformType::MatrixType type;
+  static const type& run (const TransformType& x) { return x.matrix(); }
+};
+
+template<typename MatrixType,typename Lhs>
+struct traits<homogeneous_left_product_impl<Homogeneous<MatrixType,Vertical>,Lhs> >
+{
+  typedef typename take_matrix_for_product<Lhs>::type LhsMatrixType;
+  typedef typename remove_all<MatrixType>::type MatrixTypeCleaned;
+  typedef typename remove_all<LhsMatrixType>::type LhsMatrixTypeCleaned;
+  typedef typename make_proper_matrix_type<
+                 typename traits<MatrixTypeCleaned>::Scalar,
+                 LhsMatrixTypeCleaned::RowsAtCompileTime,
+                 MatrixTypeCleaned::ColsAtCompileTime,
+                 MatrixTypeCleaned::PlainObject::Options,
+                 LhsMatrixTypeCleaned::MaxRowsAtCompileTime,
+                 MatrixTypeCleaned::MaxColsAtCompileTime>::type ReturnType;
+};
+
+template<typename MatrixType,typename Lhs>
+struct homogeneous_left_product_impl<Homogeneous<MatrixType,Vertical>,Lhs>
+  : public ReturnByValue<homogeneous_left_product_impl<Homogeneous<MatrixType,Vertical>,Lhs> >
+{
+  typedef typename traits<homogeneous_left_product_impl>::LhsMatrixType LhsMatrixType;
+  typedef typename remove_all<LhsMatrixType>::type LhsMatrixTypeCleaned;
+  typedef typename remove_all<typename LhsMatrixTypeCleaned::Nested>::type LhsMatrixTypeNested;
+  typedef typename MatrixType::Index Index;
+  homogeneous_left_product_impl(const Lhs& lhs, const MatrixType& rhs)
+    : m_lhs(take_matrix_for_product<Lhs>::run(lhs)),
+      m_rhs(rhs)
+  {}
+
+  inline Index rows() const { return m_lhs.rows(); }
+  inline Index cols() const { return m_rhs.cols(); }
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    // FIXME investigate how to allow lazy evaluation of this product when possible
+    dst = Block<const LhsMatrixTypeNested,
+              LhsMatrixTypeNested::RowsAtCompileTime,
+              LhsMatrixTypeNested::ColsAtCompileTime==Dynamic?Dynamic:LhsMatrixTypeNested::ColsAtCompileTime-1>
+            (m_lhs,0,0,m_lhs.rows(),m_lhs.cols()-1) * m_rhs;
+    dst += m_lhs.col(m_lhs.cols()-1).rowwise()
+            .template replicate<MatrixType::ColsAtCompileTime>(m_rhs.cols());
+  }
+
+  typename LhsMatrixTypeCleaned::Nested m_lhs;
+  typename MatrixType::Nested m_rhs;
+};
+
+template<typename MatrixType,typename Rhs>
+struct traits<homogeneous_right_product_impl<Homogeneous<MatrixType,Horizontal>,Rhs> >
+{
+  typedef typename make_proper_matrix_type<typename traits<MatrixType>::Scalar,
+                 MatrixType::RowsAtCompileTime,
+                 Rhs::ColsAtCompileTime,
+                 MatrixType::PlainObject::Options,
+                 MatrixType::MaxRowsAtCompileTime,
+                 Rhs::MaxColsAtCompileTime>::type ReturnType;
+};
+
+template<typename MatrixType,typename Rhs>
+struct homogeneous_right_product_impl<Homogeneous<MatrixType,Horizontal>,Rhs>
+  : public ReturnByValue<homogeneous_right_product_impl<Homogeneous<MatrixType,Horizontal>,Rhs> >
+{
+  typedef typename remove_all<typename Rhs::Nested>::type RhsNested;
+  typedef typename MatrixType::Index Index;
+  homogeneous_right_product_impl(const MatrixType& lhs, const Rhs& rhs)
+    : m_lhs(lhs), m_rhs(rhs)
+  {}
+
+  inline Index rows() const { return m_lhs.rows(); }
+  inline Index cols() const { return m_rhs.cols(); }
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    // FIXME investigate how to allow lazy evaluation of this product when possible
+    dst = m_lhs * Block<const RhsNested,
+                        RhsNested::RowsAtCompileTime==Dynamic?Dynamic:RhsNested::RowsAtCompileTime-1,
+                        RhsNested::ColsAtCompileTime>
+            (m_rhs,0,0,m_rhs.rows()-1,m_rhs.cols());
+    dst += m_rhs.row(m_rhs.rows()-1).colwise()
+            .template replicate<MatrixType::RowsAtCompileTime>(m_lhs.rows());
+  }
+
+  typename MatrixType::Nested m_lhs;
+  typename Rhs::Nested m_rhs;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_HOMOGENEOUS_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Hyperplane.h b/third_party/eigen3/Eigen/src/Geometry/Hyperplane.h
new file mode 100644
index 0000000000..aeff43fefa
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Hyperplane.h
@@ -0,0 +1,270 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_HYPERPLANE_H
+#define EIGEN_HYPERPLANE_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Hyperplane
+  *
+  * \brief A hyperplane
+  *
+  * A hyperplane is an affine subspace of dimension n-1 in a space of dimension n.
+  * For example, a hyperplane in a plane is a line; a hyperplane in 3-space is a plane.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  * \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
+  *             Notice that the dimension of the hyperplane is _AmbientDim-1.
+  *
+  * This class represents an hyperplane as the zero set of the implicit equation
+  * \f$ n \cdot x + d = 0 \f$ where \f$ n \f$ is a unit normal vector of the plane (linear part)
+  * and \f$ d \f$ is the distance (offset) to the origin.
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+class Hyperplane
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim==Dynamic ? Dynamic : _AmbientDim+1)
+  enum {
+    AmbientDimAtCompileTime = _AmbientDim,
+    Options = _Options
+  };
+  typedef _Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef DenseIndex Index;
+  typedef Matrix<Scalar,AmbientDimAtCompileTime,1> VectorType;
+  typedef Matrix<Scalar,Index(AmbientDimAtCompileTime)==Dynamic
+                        ? Dynamic
+                        : Index(AmbientDimAtCompileTime)+1,1,Options> Coefficients;
+  typedef Block<Coefficients,AmbientDimAtCompileTime,1> NormalReturnType;
+  typedef const Block<const Coefficients,AmbientDimAtCompileTime,1> ConstNormalReturnType;
+
+  /** Default constructor without initialization */
+  inline Hyperplane() {}
+  
+  template<int OtherOptions>
+  Hyperplane(const Hyperplane<Scalar,AmbientDimAtCompileTime,OtherOptions>& other)
+   : m_coeffs(other.coeffs())
+  {}
+
+  /** Constructs a dynamic-size hyperplane with \a _dim the dimension
+    * of the ambient space */
+  inline explicit Hyperplane(Index _dim) : m_coeffs(_dim+1) {}
+
+  /** Construct a plane from its normal \a n and a point \a e onto the plane.
+    * \warning the vector normal is assumed to be normalized.
+    */
+  inline Hyperplane(const VectorType& n, const VectorType& e)
+    : m_coeffs(n.size()+1)
+  {
+    normal() = n;
+    offset() = -n.dot(e);
+  }
+
+  /** Constructs a plane from its normal \a n and distance to the origin \a d
+    * such that the algebraic equation of the plane is \f$ n \cdot x + d = 0 \f$.
+    * \warning the vector normal is assumed to be normalized.
+    */
+  inline Hyperplane(const VectorType& n, const Scalar& d)
+    : m_coeffs(n.size()+1)
+  {
+    normal() = n;
+    offset() = d;
+  }
+
+  /** Constructs a hyperplane passing through the two points. If the dimension of the ambient space
+    * is greater than 2, then there isn't uniqueness, so an arbitrary choice is made.
+    */
+  static inline Hyperplane Through(const VectorType& p0, const VectorType& p1)
+  {
+    Hyperplane result(p0.size());
+    result.normal() = (p1 - p0).unitOrthogonal();
+    result.offset() = -p0.dot(result.normal());
+    return result;
+  }
+
+  /** Constructs a hyperplane passing through the three points. The dimension of the ambient space
+    * is required to be exactly 3.
+    */
+  static inline Hyperplane Through(const VectorType& p0, const VectorType& p1, const VectorType& p2)
+  {
+    EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 3)
+    Hyperplane result(p0.size());
+    result.normal() = (p2 - p0).cross(p1 - p0).normalized();
+    result.offset() = -p0.dot(result.normal());
+    return result;
+  }
+
+  /** Constructs a hyperplane passing through the parametrized line \a parametrized.
+    * If the dimension of the ambient space is greater than 2, then there isn't uniqueness,
+    * so an arbitrary choice is made.
+    */
+  // FIXME to be consitent with the rest this could be implemented as a static Through function ??
+  explicit Hyperplane(const ParametrizedLine<Scalar, AmbientDimAtCompileTime>& parametrized)
+  {
+    normal() = parametrized.direction().unitOrthogonal();
+    offset() = -parametrized.origin().dot(normal());
+  }
+
+  ~Hyperplane() {}
+
+  /** \returns the dimension in which the plane holds */
+  inline Index dim() const { return AmbientDimAtCompileTime==Dynamic ? m_coeffs.size()-1 : Index(AmbientDimAtCompileTime); }
+
+  /** normalizes \c *this */
+  void normalize(void)
+  {
+    m_coeffs /= normal().norm();
+  }
+
+  /** \returns the signed distance between the plane \c *this and a point \a p.
+    * \sa absDistance()
+    */
+  inline Scalar signedDistance(const VectorType& p) const { return normal().dot(p) + offset(); }
+
+  /** \returns the absolute distance between the plane \c *this and a point \a p.
+    * \sa signedDistance()
+    */
+  inline Scalar absDistance(const VectorType& p) const { using std::abs; return abs(signedDistance(p)); }
+
+  /** \returns the projection of a point \a p onto the plane \c *this.
+    */
+  inline VectorType projection(const VectorType& p) const { return p - signedDistance(p) * normal(); }
+
+  /** \returns a constant reference to the unit normal vector of the plane, which corresponds
+    * to the linear part of the implicit equation.
+    */
+  inline ConstNormalReturnType normal() const { return ConstNormalReturnType(m_coeffs,0,0,dim(),1); }
+
+  /** \returns a non-constant reference to the unit normal vector of the plane, which corresponds
+    * to the linear part of the implicit equation.
+    */
+  inline NormalReturnType normal() { return NormalReturnType(m_coeffs,0,0,dim(),1); }
+
+  /** \returns the distance to the origin, which is also the "constant term" of the implicit equation
+    * \warning the vector normal is assumed to be normalized.
+    */
+  inline const Scalar& offset() const { return m_coeffs.coeff(dim()); }
+
+  /** \returns a non-constant reference to the distance to the origin, which is also the constant part
+    * of the implicit equation */
+  inline Scalar& offset() { return m_coeffs(dim()); }
+
+  /** \returns a constant reference to the coefficients c_i of the plane equation:
+    * \f$ c_0*x_0 + ... + c_{d-1}*x_{d-1} + c_d = 0 \f$
+    */
+  inline const Coefficients& coeffs() const { return m_coeffs; }
+
+  /** \returns a non-constant reference to the coefficients c_i of the plane equation:
+    * \f$ c_0*x_0 + ... + c_{d-1}*x_{d-1} + c_d = 0 \f$
+    */
+  inline Coefficients& coeffs() { return m_coeffs; }
+
+  /** \returns the intersection of *this with \a other.
+    *
+    * \warning The ambient space must be a plane, i.e. have dimension 2, so that \c *this and \a other are lines.
+    *
+    * \note If \a other is approximately parallel to *this, this method will return any point on *this.
+    */
+  VectorType intersection(const Hyperplane& other) const
+  {
+    using std::abs;
+    EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 2)
+    Scalar det = coeffs().coeff(0) * other.coeffs().coeff(1) - coeffs().coeff(1) * other.coeffs().coeff(0);
+    // since the line equations ax+by=c are normalized with a^2+b^2=1, the following tests
+    // whether the two lines are approximately parallel.
+    if(internal::isMuchSmallerThan(det, Scalar(1)))
+    {   // special case where the two lines are approximately parallel. Pick any point on the first line.
+        if(abs(coeffs().coeff(1))>abs(coeffs().coeff(0)))
+            return VectorType(coeffs().coeff(1), -coeffs().coeff(2)/coeffs().coeff(1)-coeffs().coeff(0));
+        else
+            return VectorType(-coeffs().coeff(2)/coeffs().coeff(0)-coeffs().coeff(1), coeffs().coeff(0));
+    }
+    else
+    {   // general case
+        Scalar invdet = Scalar(1) / det;
+        return VectorType(invdet*(coeffs().coeff(1)*other.coeffs().coeff(2)-other.coeffs().coeff(1)*coeffs().coeff(2)),
+                          invdet*(other.coeffs().coeff(0)*coeffs().coeff(2)-coeffs().coeff(0)*other.coeffs().coeff(2)));
+    }
+  }
+
+  /** Applies the transformation matrix \a mat to \c *this and returns a reference to \c *this.
+    *
+    * \param mat the Dim x Dim transformation matrix
+    * \param traits specifies whether the matrix \a mat represents an #Isometry
+    *               or a more generic #Affine transformation. The default is #Affine.
+    */
+  template<typename XprType>
+  inline Hyperplane& transform(const MatrixBase<XprType>& mat, TransformTraits traits = Affine)
+  {
+    if (traits==Affine)
+      normal() = mat.inverse().transpose() * normal();
+    else if (traits==Isometry)
+      normal() = mat * normal();
+    else
+    {
+      eigen_assert(0 && "invalid traits value in Hyperplane::transform()");
+    }
+    return *this;
+  }
+
+  /** Applies the transformation \a t to \c *this and returns a reference to \c *this.
+    *
+    * \param t the transformation of dimension Dim
+    * \param traits specifies whether the transformation \a t represents an #Isometry
+    *               or a more generic #Affine transformation. The default is #Affine.
+    *               Other kind of transformations are not supported.
+    */
+  template<int TrOptions>
+  inline Hyperplane& transform(const Transform<Scalar,AmbientDimAtCompileTime,Affine,TrOptions>& t,
+                                TransformTraits traits = Affine)
+  {
+    transform(t.linear(), traits);
+    offset() -= normal().dot(t.translation());
+    return *this;
+  }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Hyperplane,
+           Hyperplane<NewScalarType,AmbientDimAtCompileTime,Options> >::type cast() const
+  {
+    return typename internal::cast_return_type<Hyperplane,
+                    Hyperplane<NewScalarType,AmbientDimAtCompileTime,Options> >::type(*this);
+  }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType,int OtherOptions>
+  inline explicit Hyperplane(const Hyperplane<OtherScalarType,AmbientDimAtCompileTime,OtherOptions>& other)
+  { m_coeffs = other.coeffs().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  template<int OtherOptions>
+  bool isApprox(const Hyperplane<Scalar,AmbientDimAtCompileTime,OtherOptions>& other, const typename NumTraits<Scalar>::Real& prec = NumTraits<Scalar>::dummy_precision()) const
+  { return m_coeffs.isApprox(other.m_coeffs, prec); }
+
+protected:
+
+  Coefficients m_coeffs;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_HYPERPLANE_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/OrthoMethods.h b/third_party/eigen3/Eigen/src/Geometry/OrthoMethods.h
new file mode 100644
index 0000000000..26be3ee5b9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/OrthoMethods.h
@@ -0,0 +1,221 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_ORTHOMETHODS_H
+#define EIGEN_ORTHOMETHODS_H
+
+namespace Eigen { 
+
+/** \geometry_module
+  *
+  * \returns the cross product of \c *this and \a other
+  *
+  * Here is a very good explanation of cross-product: http://xkcd.com/199/
+  * \sa MatrixBase::cross3()
+  */
+template<typename Derived>
+template<typename OtherDerived>
+inline typename MatrixBase<Derived>::template cross_product_return_type<OtherDerived>::type
+MatrixBase<Derived>::cross(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Derived,3)
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,3)
+
+  // Note that there is no need for an expression here since the compiler
+  // optimize such a small temporary very well (even within a complex expression)
+  typename internal::nested<Derived,2>::type lhs(derived());
+  typename internal::nested<OtherDerived,2>::type rhs(other.derived());
+  return typename cross_product_return_type<OtherDerived>::type(
+    numext::conj(lhs.coeff(1) * rhs.coeff(2) - lhs.coeff(2) * rhs.coeff(1)),
+    numext::conj(lhs.coeff(2) * rhs.coeff(0) - lhs.coeff(0) * rhs.coeff(2)),
+    numext::conj(lhs.coeff(0) * rhs.coeff(1) - lhs.coeff(1) * rhs.coeff(0))
+  );
+}
+
+namespace internal {
+
+template< int Arch,typename VectorLhs,typename VectorRhs,
+          typename Scalar = typename VectorLhs::Scalar,
+          bool Vectorizable = bool((VectorLhs::Flags&VectorRhs::Flags)&PacketAccessBit)>
+struct cross3_impl {
+  static inline typename internal::plain_matrix_type<VectorLhs>::type
+  run(const VectorLhs& lhs, const VectorRhs& rhs)
+  {
+    return typename internal::plain_matrix_type<VectorLhs>::type(
+      numext::conj(lhs.coeff(1) * rhs.coeff(2) - lhs.coeff(2) * rhs.coeff(1)),
+      numext::conj(lhs.coeff(2) * rhs.coeff(0) - lhs.coeff(0) * rhs.coeff(2)),
+      numext::conj(lhs.coeff(0) * rhs.coeff(1) - lhs.coeff(1) * rhs.coeff(0)),
+      0
+    );
+  }
+};
+
+}
+
+/** \geometry_module
+  *
+  * \returns the cross product of \c *this and \a other using only the x, y, and z coefficients
+  *
+  * The size of \c *this and \a other must be four. This function is especially useful
+  * when using 4D vectors instead of 3D ones to get advantage of SSE/AltiVec vectorization.
+  *
+  * \sa MatrixBase::cross()
+  */
+template<typename Derived>
+template<typename OtherDerived>
+inline typename MatrixBase<Derived>::PlainObject
+MatrixBase<Derived>::cross3(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Derived,4)
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,4)
+
+  typedef typename internal::nested<Derived,2>::type DerivedNested;
+  typedef typename internal::nested<OtherDerived,2>::type OtherDerivedNested;
+  DerivedNested lhs(derived());
+  OtherDerivedNested rhs(other.derived());
+
+  return internal::cross3_impl<Architecture::Target,
+                        typename internal::remove_all<DerivedNested>::type,
+                        typename internal::remove_all<OtherDerivedNested>::type>::run(lhs,rhs);
+}
+
+/** \returns a matrix expression of the cross product of each column or row
+  * of the referenced expression with the \a other vector.
+  *
+  * The referenced matrix must have one dimension equal to 3.
+  * The result matrix has the same dimensions than the referenced one.
+  *
+  * \geometry_module
+  *
+  * \sa MatrixBase::cross() */
+template<typename ExpressionType, int Direction>
+template<typename OtherDerived>
+const typename VectorwiseOp<ExpressionType,Direction>::CrossReturnType
+VectorwiseOp<ExpressionType,Direction>::cross(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,3)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  CrossReturnType res(_expression().rows(),_expression().cols());
+  if(Direction==Vertical)
+  {
+    eigen_assert(CrossReturnType::RowsAtCompileTime==3 && "the matrix must have exactly 3 rows");
+    res.row(0) = (_expression().row(1) * other.coeff(2) - _expression().row(2) * other.coeff(1)).conjugate();
+    res.row(1) = (_expression().row(2) * other.coeff(0) - _expression().row(0) * other.coeff(2)).conjugate();
+    res.row(2) = (_expression().row(0) * other.coeff(1) - _expression().row(1) * other.coeff(0)).conjugate();
+  }
+  else
+  {
+    eigen_assert(CrossReturnType::ColsAtCompileTime==3 && "the matrix must have exactly 3 columns");
+    res.col(0) = (_expression().col(1) * other.coeff(2) - _expression().col(2) * other.coeff(1)).conjugate();
+    res.col(1) = (_expression().col(2) * other.coeff(0) - _expression().col(0) * other.coeff(2)).conjugate();
+    res.col(2) = (_expression().col(0) * other.coeff(1) - _expression().col(1) * other.coeff(0)).conjugate();
+  }
+  return res;
+}
+
+namespace internal {
+
+template<typename Derived, int Size = Derived::SizeAtCompileTime>
+struct unitOrthogonal_selector
+{
+  typedef typename plain_matrix_type<Derived>::type VectorType;
+  typedef typename traits<Derived>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef typename Derived::Index Index;
+  typedef Matrix<Scalar,2,1> Vector2;
+  EIGEN_DEVICE_FUNC
+  static inline VectorType run(const Derived& src)
+  {
+    VectorType perp = VectorType::Zero(src.size());
+    Index maxi = 0;
+    Index sndi = 0;
+    src.cwiseAbs().maxCoeff(&maxi);
+    if (maxi==0)
+      sndi = 1;
+    RealScalar invnm = RealScalar(1)/(Vector2() << src.coeff(sndi),src.coeff(maxi)).finished().norm();
+    perp.coeffRef(maxi) = -numext::conj(src.coeff(sndi)) * invnm;
+    perp.coeffRef(sndi) =  numext::conj(src.coeff(maxi)) * invnm;
+
+    return perp;
+   }
+};
+
+template<typename Derived>
+struct unitOrthogonal_selector<Derived,3>
+{
+  typedef typename plain_matrix_type<Derived>::type VectorType;
+  typedef typename traits<Derived>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  EIGEN_DEVICE_FUNC
+  static inline VectorType run(const Derived& src)
+  {
+    VectorType perp;
+    /* Let us compute the crossed product of *this with a vector
+     * that is not too close to being colinear to *this.
+     */
+
+    /* unless the x and y coords are both close to zero, we can
+     * simply take ( -y, x, 0 ) and normalize it.
+     */
+    if((!isMuchSmallerThan(src.x(), src.z()))
+    || (!isMuchSmallerThan(src.y(), src.z())))
+    {
+      RealScalar invnm = RealScalar(1)/src.template head<2>().norm();
+      perp.coeffRef(0) = -numext::conj(src.y())*invnm;
+      perp.coeffRef(1) = numext::conj(src.x())*invnm;
+      perp.coeffRef(2) = 0;
+    }
+    /* if both x and y are close to zero, then the vector is close
+     * to the z-axis, so it's far from colinear to the x-axis for instance.
+     * So we take the crossed product with (1,0,0) and normalize it.
+     */
+    else
+    {
+      RealScalar invnm = RealScalar(1)/src.template tail<2>().norm();
+      perp.coeffRef(0) = 0;
+      perp.coeffRef(1) = -numext::conj(src.z())*invnm;
+      perp.coeffRef(2) = numext::conj(src.y())*invnm;
+    }
+
+    return perp;
+   }
+};
+
+template<typename Derived>
+struct unitOrthogonal_selector<Derived,2>
+{
+  typedef typename plain_matrix_type<Derived>::type VectorType;
+  EIGEN_DEVICE_FUNC
+  static inline VectorType run(const Derived& src)
+  { return VectorType(-numext::conj(src.y()), numext::conj(src.x())).normalized(); }
+};
+
+} // end namespace internal
+
+/** \returns a unit vector which is orthogonal to \c *this
+  *
+  * The size of \c *this must be at least 2. If the size is exactly 2,
+  * then the returned vector is a counter clock wise rotation of \c *this, i.e., (-y,x).normalized().
+  *
+  * \sa cross()
+  */
+template<typename Derived>
+typename MatrixBase<Derived>::PlainObject
+MatrixBase<Derived>::unitOrthogonal() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return internal::unitOrthogonal_selector<Derived>::run(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ORTHOMETHODS_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/ParametrizedLine.h b/third_party/eigen3/Eigen/src/Geometry/ParametrizedLine.h
new file mode 100644
index 0000000000..77fa228e6a
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/ParametrizedLine.h
@@ -0,0 +1,195 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_PARAMETRIZEDLINE_H
+#define EIGEN_PARAMETRIZEDLINE_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class ParametrizedLine
+  *
+  * \brief A parametrized line
+  *
+  * A parametrized line is defined by an origin point \f$ \mathbf{o} \f$ and a unit
+  * direction vector \f$ \mathbf{d} \f$ such that the line corresponds to
+  * the set \f$ l(t) = \mathbf{o} + t \mathbf{d} \f$, \f$ t \in \mathbf{R} \f$.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  * \param _AmbientDim the dimension of the ambient space, can be a compile time value or Dynamic.
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+class ParametrizedLine
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_AmbientDim)
+  enum {
+    AmbientDimAtCompileTime = _AmbientDim,
+    Options = _Options
+  };
+  typedef _Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef DenseIndex Index;
+  typedef Matrix<Scalar,AmbientDimAtCompileTime,1,Options> VectorType;
+
+  /** Default constructor without initialization */
+  inline ParametrizedLine() {}
+  
+  template<int OtherOptions>
+  ParametrizedLine(const ParametrizedLine<Scalar,AmbientDimAtCompileTime,OtherOptions>& other)
+   : m_origin(other.origin()), m_direction(other.direction())
+  {}
+
+  /** Constructs a dynamic-size line with \a _dim the dimension
+    * of the ambient space */
+  inline explicit ParametrizedLine(Index _dim) : m_origin(_dim), m_direction(_dim) {}
+
+  /** Initializes a parametrized line of direction \a direction and origin \a origin.
+    * \warning the vector direction is assumed to be normalized.
+    */
+  ParametrizedLine(const VectorType& origin, const VectorType& direction)
+    : m_origin(origin), m_direction(direction) {}
+
+  template <int OtherOptions>
+  explicit ParametrizedLine(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane);
+
+  /** Constructs a parametrized line going from \a p0 to \a p1. */
+  static inline ParametrizedLine Through(const VectorType& p0, const VectorType& p1)
+  { return ParametrizedLine(p0, (p1-p0).normalized()); }
+
+  ~ParametrizedLine() {}
+
+  /** \returns the dimension in which the line holds */
+  inline Index dim() const { return m_direction.size(); }
+
+  const VectorType& origin() const { return m_origin; }
+  VectorType& origin() { return m_origin; }
+
+  const VectorType& direction() const { return m_direction; }
+  VectorType& direction() { return m_direction; }
+
+  /** \returns the squared distance of a point \a p to its projection onto the line \c *this.
+    * \sa distance()
+    */
+  RealScalar squaredDistance(const VectorType& p) const
+  {
+    VectorType diff = p - origin();
+    return (diff - direction().dot(diff) * direction()).squaredNorm();
+  }
+  /** \returns the distance of a point \a p to its projection onto the line \c *this.
+    * \sa squaredDistance()
+    */
+  RealScalar distance(const VectorType& p) const { using std::sqrt; return sqrt(squaredDistance(p)); }
+
+  /** \returns the projection of a point \a p onto the line \c *this. */
+  VectorType projection(const VectorType& p) const
+  { return origin() + direction().dot(p-origin()) * direction(); }
+
+  VectorType pointAt(const Scalar& t) const;
+  
+  template <int OtherOptions>
+  Scalar intersectionParameter(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const;
+ 
+  template <int OtherOptions>
+  Scalar intersection(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const;
+  
+  template <int OtherOptions>
+  VectorType intersectionPoint(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const;
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<ParametrizedLine,
+           ParametrizedLine<NewScalarType,AmbientDimAtCompileTime,Options> >::type cast() const
+  {
+    return typename internal::cast_return_type<ParametrizedLine,
+                    ParametrizedLine<NewScalarType,AmbientDimAtCompileTime,Options> >::type(*this);
+  }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType,int OtherOptions>
+  inline explicit ParametrizedLine(const ParametrizedLine<OtherScalarType,AmbientDimAtCompileTime,OtherOptions>& other)
+  {
+    m_origin = other.origin().template cast<Scalar>();
+    m_direction = other.direction().template cast<Scalar>();
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const ParametrizedLine& other, typename NumTraits<Scalar>::Real prec = NumTraits<Scalar>::dummy_precision()) const
+  { return m_origin.isApprox(other.m_origin, prec) && m_direction.isApprox(other.m_direction, prec); }
+
+protected:
+
+  VectorType m_origin, m_direction;
+};
+
+/** Constructs a parametrized line from a 2D hyperplane
+  *
+  * \warning the ambient space must have dimension 2 such that the hyperplane actually describes a line
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+template <int OtherOptions>
+inline ParametrizedLine<_Scalar, _AmbientDim,_Options>::ParametrizedLine(const Hyperplane<_Scalar, _AmbientDim,OtherOptions>& hyperplane)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(VectorType, 2)
+  direction() = hyperplane.normal().unitOrthogonal();
+  origin() = -hyperplane.normal()*hyperplane.offset();
+}
+
+/** \returns the point at \a t along this line
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+inline typename ParametrizedLine<_Scalar, _AmbientDim,_Options>::VectorType
+ParametrizedLine<_Scalar, _AmbientDim,_Options>::pointAt(const _Scalar& t) const
+{
+  return origin() + (direction()*t); 
+}
+
+/** \returns the parameter value of the intersection between \c *this and the given \a hyperplane
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+template <int OtherOptions>
+inline _Scalar ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersectionParameter(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const
+{
+  return -(hyperplane.offset()+hyperplane.normal().dot(origin()))
+          / hyperplane.normal().dot(direction());
+}
+
+
+/** \deprecated use intersectionParameter()
+  * \returns the parameter value of the intersection between \c *this and the given \a hyperplane
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+template <int OtherOptions>
+inline _Scalar ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersection(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const
+{
+  return intersectionParameter(hyperplane);
+}
+
+/** \returns the point of the intersection between \c *this and the given hyperplane
+  */
+template <typename _Scalar, int _AmbientDim, int _Options>
+template <int OtherOptions>
+inline typename ParametrizedLine<_Scalar, _AmbientDim,_Options>::VectorType
+ParametrizedLine<_Scalar, _AmbientDim,_Options>::intersectionPoint(const Hyperplane<_Scalar, _AmbientDim, OtherOptions>& hyperplane) const
+{
+  return pointAt(intersectionParameter(hyperplane));
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARAMETRIZEDLINE_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Quaternion.h b/third_party/eigen3/Eigen/src/Geometry/Quaternion.h
new file mode 100644
index 0000000000..8524befddf
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Quaternion.h
@@ -0,0 +1,778 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Mathieu Gautier <mathieu.gautier@cea.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_QUATERNION_H
+#define EIGEN_QUATERNION_H
+namespace Eigen { 
+
+
+/***************************************************************************
+* Definition of QuaternionBase<Derived>
+* The implementation is at the end of the file
+***************************************************************************/
+
+namespace internal {
+template<typename Other,
+         int OtherRows=Other::RowsAtCompileTime,
+         int OtherCols=Other::ColsAtCompileTime>
+struct quaternionbase_assign_impl;
+}
+
+/** \geometry_module \ingroup Geometry_Module
+  * \class QuaternionBase
+  * \brief Base class for quaternion expressions
+  * \tparam Derived derived type (CRTP)
+  * \sa class Quaternion
+  */
+template<class Derived>
+class QuaternionBase : public RotationBase<Derived, 3>
+{
+ public:
+  typedef RotationBase<Derived, 3> Base;
+
+  using Base::operator*;
+  using Base::derived;
+
+  typedef typename internal::traits<Derived>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::traits<Derived>::Coefficients Coefficients;
+  enum {
+    Flags = Eigen::internal::traits<Derived>::Flags
+  };
+
+ // typedef typename Matrix<Scalar,4,1> Coefficients;
+  /** the type of a 3D vector */
+  typedef Matrix<Scalar,3,1> Vector3;
+  /** the equivalent rotation matrix type */
+  typedef Matrix<Scalar,3,3> Matrix3;
+  /** the equivalent angle-axis type */
+  typedef AngleAxis<Scalar> AngleAxisType;
+
+
+
+  /** \returns the \c x coefficient */
+  inline Scalar x() const { return this->derived().coeffs().coeff(0); }
+  /** \returns the \c y coefficient */
+  inline Scalar y() const { return this->derived().coeffs().coeff(1); }
+  /** \returns the \c z coefficient */
+  inline Scalar z() const { return this->derived().coeffs().coeff(2); }
+  /** \returns the \c w coefficient */
+  inline Scalar w() const { return this->derived().coeffs().coeff(3); }
+
+  /** \returns a reference to the \c x coefficient */
+  inline Scalar& x() { return this->derived().coeffs().coeffRef(0); }
+  /** \returns a reference to the \c y coefficient */
+  inline Scalar& y() { return this->derived().coeffs().coeffRef(1); }
+  /** \returns a reference to the \c z coefficient */
+  inline Scalar& z() { return this->derived().coeffs().coeffRef(2); }
+  /** \returns a reference to the \c w coefficient */
+  inline Scalar& w() { return this->derived().coeffs().coeffRef(3); }
+
+  /** \returns a read-only vector expression of the imaginary part (x,y,z) */
+  inline const VectorBlock<const Coefficients,3> vec() const { return coeffs().template head<3>(); }
+
+  /** \returns a vector expression of the imaginary part (x,y,z) */
+  inline VectorBlock<Coefficients,3> vec() { return coeffs().template head<3>(); }
+
+  /** \returns a read-only vector expression of the coefficients (x,y,z,w) */
+  inline const typename internal::traits<Derived>::Coefficients& coeffs() const { return derived().coeffs(); }
+
+  /** \returns a vector expression of the coefficients (x,y,z,w) */
+  inline typename internal::traits<Derived>::Coefficients& coeffs() { return derived().coeffs(); }
+
+  EIGEN_STRONG_INLINE QuaternionBase<Derived>& operator=(const QuaternionBase<Derived>& other);
+  template<class OtherDerived> EIGEN_STRONG_INLINE Derived& operator=(const QuaternionBase<OtherDerived>& other);
+
+// disabled this copy operator as it is giving very strange compilation errors when compiling
+// test_stdvector with GCC 4.4.2. This looks like a GCC bug though, so feel free to re-enable it if it's
+// useful; however notice that we already have the templated operator= above and e.g. in MatrixBase
+// we didn't have to add, in addition to templated operator=, such a non-templated copy operator.
+//  Derived& operator=(const QuaternionBase& other)
+//  { return operator=<Derived>(other); }
+
+  Derived& operator=(const AngleAxisType& aa);
+  template<class OtherDerived> Derived& operator=(const MatrixBase<OtherDerived>& m);
+
+  /** \returns a quaternion representing an identity rotation
+    * \sa MatrixBase::Identity()
+    */
+  static inline Quaternion<Scalar> Identity() { return Quaternion<Scalar>(1, 0, 0, 0); }
+
+  /** \sa QuaternionBase::Identity(), MatrixBase::setIdentity()
+    */
+  inline QuaternionBase& setIdentity() { coeffs() << 0, 0, 0, 1; return *this; }
+
+  /** \returns the squared norm of the quaternion's coefficients
+    * \sa QuaternionBase::norm(), MatrixBase::squaredNorm()
+    */
+  inline Scalar squaredNorm() const { return coeffs().squaredNorm(); }
+
+  /** \returns the norm of the quaternion's coefficients
+    * \sa QuaternionBase::squaredNorm(), MatrixBase::norm()
+    */
+  inline Scalar norm() const { return coeffs().norm(); }
+
+  /** Normalizes the quaternion \c *this
+    * \sa normalized(), MatrixBase::normalize() */
+  inline void normalize() { coeffs().normalize(); }
+  /** \returns a normalized copy of \c *this
+    * \sa normalize(), MatrixBase::normalized() */
+  inline Quaternion<Scalar> normalized() const { return Quaternion<Scalar>(coeffs().normalized()); }
+
+    /** \returns the dot product of \c *this and \a other
+    * Geometrically speaking, the dot product of two unit quaternions
+    * corresponds to the cosine of half the angle between the two rotations.
+    * \sa angularDistance()
+    */
+  template<class OtherDerived> inline Scalar dot(const QuaternionBase<OtherDerived>& other) const { return coeffs().dot(other.coeffs()); }
+
+  template<class OtherDerived> Scalar angularDistance(const QuaternionBase<OtherDerived>& other) const;
+
+  /** \returns an equivalent 3x3 rotation matrix */
+  Matrix3 toRotationMatrix() const;
+
+  /** \returns the quaternion which transform \a a into \a b through a rotation */
+  template<typename Derived1, typename Derived2>
+  Derived& setFromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b);
+
+  template<class OtherDerived> EIGEN_STRONG_INLINE Quaternion<Scalar> operator* (const QuaternionBase<OtherDerived>& q) const;
+  template<class OtherDerived> EIGEN_STRONG_INLINE Derived& operator*= (const QuaternionBase<OtherDerived>& q);
+
+  /** \returns the quaternion describing the inverse rotation */
+  Quaternion<Scalar> inverse() const;
+
+  /** \returns the conjugated quaternion */
+  Quaternion<Scalar> conjugate() const;
+
+  template<class OtherDerived> Quaternion<Scalar> slerp(const Scalar& t, const QuaternionBase<OtherDerived>& other) const;
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  template<class OtherDerived>
+  bool isApprox(const QuaternionBase<OtherDerived>& other, const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const
+  { return coeffs().isApprox(other.coeffs(), prec); }
+
+	/** return the result vector of \a v through the rotation*/
+  EIGEN_STRONG_INLINE Vector3 _transformVector(Vector3 v) const;
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Derived,Quaternion<NewScalarType> >::type cast() const
+  {
+    return typename internal::cast_return_type<Derived,Quaternion<NewScalarType> >::type(derived());
+  }
+
+#ifdef EIGEN_QUATERNIONBASE_PLUGIN
+# include EIGEN_QUATERNIONBASE_PLUGIN
+#endif
+};
+
+/***************************************************************************
+* Definition/implementation of Quaternion<Scalar>
+***************************************************************************/
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Quaternion
+  *
+  * \brief The quaternion class used to represent 3D orientations and rotations
+  *
+  * \tparam _Scalar the scalar type, i.e., the type of the coefficients
+  * \tparam _Options controls the memory alignment of the coefficients. Can be \# AutoAlign or \# DontAlign. Default is AutoAlign.
+  *
+  * This class represents a quaternion \f$ w+xi+yj+zk \f$ that is a convenient representation of
+  * orientations and rotations of objects in three dimensions. Compared to other representations
+  * like Euler angles or 3x3 matrices, quaternions offer the following advantages:
+  * \li \b compact storage (4 scalars)
+  * \li \b efficient to compose (28 flops),
+  * \li \b stable spherical interpolation
+  *
+  * The following two typedefs are provided for convenience:
+  * \li \c Quaternionf for \c float
+  * \li \c Quaterniond for \c double
+  *
+  * \warning Operations interpreting the quaternion as rotation have undefined behavior if the quaternion is not normalized.
+  *
+  * \sa  class AngleAxis, class Transform
+  */
+
+namespace internal {
+template<typename _Scalar,int _Options>
+struct traits<Quaternion<_Scalar,_Options> >
+{
+  typedef Quaternion<_Scalar,_Options> PlainObject;
+  typedef _Scalar Scalar;
+  typedef Matrix<_Scalar,4,1,_Options> Coefficients;
+  enum{
+    IsAligned = internal::traits<Coefficients>::Flags & AlignedBit,
+    Flags = IsAligned ? (AlignedBit | LvalueBit) : LvalueBit
+  };
+};
+}
+
+template<typename _Scalar, int _Options>
+class Quaternion : public QuaternionBase<Quaternion<_Scalar,_Options> >
+{
+public:
+  typedef QuaternionBase<Quaternion<_Scalar,_Options> > Base;
+  enum { IsAligned = internal::traits<Quaternion>::IsAligned };
+
+  typedef _Scalar Scalar;
+
+  EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Quaternion)
+  using Base::operator*=;
+
+  typedef typename internal::traits<Quaternion>::Coefficients Coefficients;
+  typedef typename Base::AngleAxisType AngleAxisType;
+
+  /** Default constructor leaving the quaternion uninitialized. */
+  inline Quaternion() {}
+
+  /** Constructs and initializes the quaternion \f$ w+xi+yj+zk \f$ from
+    * its four coefficients \a w, \a x, \a y and \a z.
+    *
+    * \warning Note the order of the arguments: the real \a w coefficient first,
+    * while internally the coefficients are stored in the following order:
+    * [\c x, \c y, \c z, \c w]
+    */
+  inline Quaternion(const Scalar& w, const Scalar& x, const Scalar& y, const Scalar& z) : m_coeffs(x, y, z, w){}
+
+  /** Constructs and initialize a quaternion from the array data */
+  inline Quaternion(const Scalar* data) : m_coeffs(data) {}
+
+  /** Copy constructor */
+  template<class Derived> EIGEN_STRONG_INLINE Quaternion(const QuaternionBase<Derived>& other) { this->Base::operator=(other); }
+
+  /** Constructs and initializes a quaternion from the angle-axis \a aa */
+  explicit inline Quaternion(const AngleAxisType& aa) { *this = aa; }
+
+  /** Constructs and initializes a quaternion from either:
+    *  - a rotation matrix expression,
+    *  - a 4D vector expression representing quaternion coefficients.
+    */
+  template<typename Derived>
+  explicit inline Quaternion(const MatrixBase<Derived>& other) { *this = other; }
+
+  /** Explicit copy constructor with scalar conversion */
+  template<typename OtherScalar, int OtherOptions>
+  explicit inline Quaternion(const Quaternion<OtherScalar, OtherOptions>& other)
+  { m_coeffs = other.coeffs().template cast<Scalar>(); }
+
+  template<typename Derived1, typename Derived2>
+  static Quaternion FromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b);
+
+  inline Coefficients& coeffs() { return m_coeffs;}
+  inline const Coefficients& coeffs() const { return m_coeffs;}
+
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(IsAligned)
+
+protected:
+  Coefficients m_coeffs;
+  
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    static EIGEN_STRONG_INLINE void _check_template_params()
+    {
+      EIGEN_STATIC_ASSERT( (_Options & DontAlign) == _Options,
+        INVALID_MATRIX_TEMPLATE_PARAMETERS)
+    }
+#endif
+};
+
+/** \ingroup Geometry_Module
+  * single precision quaternion type */
+typedef Quaternion<float> Quaternionf;
+/** \ingroup Geometry_Module
+  * double precision quaternion type */
+typedef Quaternion<double> Quaterniond;
+
+/***************************************************************************
+* Specialization of Map<Quaternion<Scalar>>
+***************************************************************************/
+
+namespace internal {
+  template<typename _Scalar, int _Options>
+  struct traits<Map<Quaternion<_Scalar>, _Options> > : traits<Quaternion<_Scalar, (int(_Options)&Aligned)==Aligned ? AutoAlign : DontAlign> >
+  {
+    typedef Map<Matrix<_Scalar,4,1>, _Options> Coefficients;
+  };
+}
+
+namespace internal {
+  template<typename _Scalar, int _Options>
+  struct traits<Map<const Quaternion<_Scalar>, _Options> > : traits<Quaternion<_Scalar, (int(_Options)&Aligned)==Aligned ? AutoAlign : DontAlign> >
+  {
+    typedef Map<const Matrix<_Scalar,4,1>, _Options> Coefficients;
+    typedef traits<Quaternion<_Scalar, (int(_Options)&Aligned)==Aligned ? AutoAlign : DontAlign> > TraitsBase;
+    enum {
+      Flags = TraitsBase::Flags & ~LvalueBit
+    };
+  };
+}
+
+/** \ingroup Geometry_Module
+  * \brief Quaternion expression mapping a constant memory buffer
+  *
+  * \tparam _Scalar the type of the Quaternion coefficients
+  * \tparam _Options see class Map
+  *
+  * This is a specialization of class Map for Quaternion. This class allows to view
+  * a 4 scalar memory buffer as an Eigen's Quaternion object.
+  *
+  * \sa class Map, class Quaternion, class QuaternionBase
+  */
+template<typename _Scalar, int _Options>
+class Map<const Quaternion<_Scalar>, _Options >
+  : public QuaternionBase<Map<const Quaternion<_Scalar>, _Options> >
+{
+  public:
+    typedef QuaternionBase<Map<const Quaternion<_Scalar>, _Options> > Base;
+
+    typedef _Scalar Scalar;
+    typedef typename internal::traits<Map>::Coefficients Coefficients;
+    EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Map)
+    using Base::operator*=;
+
+    /** Constructs a Mapped Quaternion object from the pointer \a coeffs
+      *
+      * The pointer \a coeffs must reference the four coefficients of Quaternion in the following order:
+      * \code *coeffs == {x, y, z, w} \endcode
+      *
+      * If the template parameter _Options is set to #Aligned, then the pointer coeffs must be aligned. */
+    EIGEN_STRONG_INLINE Map(const Scalar* coeffs) : m_coeffs(coeffs) {}
+
+    inline const Coefficients& coeffs() const { return m_coeffs;}
+
+  protected:
+    const Coefficients m_coeffs;
+};
+
+/** \ingroup Geometry_Module
+  * \brief Expression of a quaternion from a memory buffer
+  *
+  * \tparam _Scalar the type of the Quaternion coefficients
+  * \tparam _Options see class Map
+  *
+  * This is a specialization of class Map for Quaternion. This class allows to view
+  * a 4 scalar memory buffer as an Eigen's  Quaternion object.
+  *
+  * \sa class Map, class Quaternion, class QuaternionBase
+  */
+template<typename _Scalar, int _Options>
+class Map<Quaternion<_Scalar>, _Options >
+  : public QuaternionBase<Map<Quaternion<_Scalar>, _Options> >
+{
+  public:
+    typedef QuaternionBase<Map<Quaternion<_Scalar>, _Options> > Base;
+
+    typedef _Scalar Scalar;
+    typedef typename internal::traits<Map>::Coefficients Coefficients;
+    EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Map)
+    using Base::operator*=;
+
+    /** Constructs a Mapped Quaternion object from the pointer \a coeffs
+      *
+      * The pointer \a coeffs must reference the four coefficients of Quaternion in the following order:
+      * \code *coeffs == {x, y, z, w} \endcode
+      *
+      * If the template parameter _Options is set to #Aligned, then the pointer coeffs must be aligned. */
+    EIGEN_STRONG_INLINE Map(Scalar* coeffs) : m_coeffs(coeffs) {}
+
+    inline Coefficients& coeffs() { return m_coeffs; }
+    inline const Coefficients& coeffs() const { return m_coeffs; }
+
+  protected:
+    Coefficients m_coeffs;
+};
+
+/** \ingroup Geometry_Module
+  * Map an unaligned array of single precision scalars as a quaternion */
+typedef Map<Quaternion<float>, 0>         QuaternionMapf;
+/** \ingroup Geometry_Module
+  * Map an unaligned array of double precision scalars as a quaternion */
+typedef Map<Quaternion<double>, 0>        QuaternionMapd;
+/** \ingroup Geometry_Module
+  * Map a 16-byte aligned array of single precision scalars as a quaternion */
+typedef Map<Quaternion<float>, Aligned>   QuaternionMapAlignedf;
+/** \ingroup Geometry_Module
+  * Map a 16-byte aligned array of double precision scalars as a quaternion */
+typedef Map<Quaternion<double>, Aligned>  QuaternionMapAlignedd;
+
+/***************************************************************************
+* Implementation of QuaternionBase methods
+***************************************************************************/
+
+// Generic Quaternion * Quaternion product
+// This product can be specialized for a given architecture via the Arch template argument.
+namespace internal {
+template<int Arch, class Derived1, class Derived2, typename Scalar, int _Options> struct quat_product
+{
+  static EIGEN_STRONG_INLINE Quaternion<Scalar> run(const QuaternionBase<Derived1>& a, const QuaternionBase<Derived2>& b){
+    return Quaternion<Scalar>
+    (
+      a.w() * b.w() - a.x() * b.x() - a.y() * b.y() - a.z() * b.z(),
+      a.w() * b.x() + a.x() * b.w() + a.y() * b.z() - a.z() * b.y(),
+      a.w() * b.y() + a.y() * b.w() + a.z() * b.x() - a.x() * b.z(),
+      a.w() * b.z() + a.z() * b.w() + a.x() * b.y() - a.y() * b.x()
+    );
+  }
+};
+}
+
+/** \returns the concatenation of two rotations as a quaternion-quaternion product */
+template <class Derived>
+template <class OtherDerived>
+EIGEN_STRONG_INLINE Quaternion<typename internal::traits<Derived>::Scalar>
+QuaternionBase<Derived>::operator* (const QuaternionBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<typename Derived::Scalar, typename OtherDerived::Scalar>::value),
+   YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+  return internal::quat_product<Architecture::Target, Derived, OtherDerived,
+                         typename internal::traits<Derived>::Scalar,
+                         internal::traits<Derived>::IsAligned && internal::traits<OtherDerived>::IsAligned>::run(*this, other);
+}
+
+/** \sa operator*(Quaternion) */
+template <class Derived>
+template <class OtherDerived>
+EIGEN_STRONG_INLINE Derived& QuaternionBase<Derived>::operator*= (const QuaternionBase<OtherDerived>& other)
+{
+  derived() = derived() * other.derived();
+  return derived();
+}
+
+/** Rotation of a vector by a quaternion.
+  * \remarks If the quaternion is used to rotate several points (>1)
+  * then it is much more efficient to first convert it to a 3x3 Matrix.
+  * Comparison of the operation cost for n transformations:
+  *   - Quaternion2:    30n
+  *   - Via a Matrix3: 24 + 15n
+  */
+template <class Derived>
+EIGEN_STRONG_INLINE typename QuaternionBase<Derived>::Vector3
+QuaternionBase<Derived>::_transformVector(Vector3 v) const
+{
+    // Note that this algorithm comes from the optimization by hand
+    // of the conversion to a Matrix followed by a Matrix/Vector product.
+    // It appears to be much faster than the common algorithm found
+    // in the literature (30 versus 39 flops). It also requires two
+    // Vector3 as temporaries.
+    Vector3 uv = this->vec().cross(v);
+    uv += uv;
+    return v + this->w() * uv + this->vec().cross(uv);
+}
+
+template<class Derived>
+EIGEN_STRONG_INLINE QuaternionBase<Derived>& QuaternionBase<Derived>::operator=(const QuaternionBase<Derived>& other)
+{
+  coeffs() = other.coeffs();
+  return derived();
+}
+
+template<class Derived>
+template<class OtherDerived>
+EIGEN_STRONG_INLINE Derived& QuaternionBase<Derived>::operator=(const QuaternionBase<OtherDerived>& other)
+{
+  coeffs() = other.coeffs();
+  return derived();
+}
+
+/** Set \c *this from an angle-axis \a aa and returns a reference to \c *this
+  */
+template<class Derived>
+EIGEN_STRONG_INLINE Derived& QuaternionBase<Derived>::operator=(const AngleAxisType& aa)
+{
+  using std::cos;
+  using std::sin;
+  Scalar ha = Scalar(0.5)*aa.angle(); // Scalar(0.5) to suppress precision loss warnings
+  this->w() = cos(ha);
+  this->vec() = sin(ha) * aa.axis();
+  return derived();
+}
+
+/** Set \c *this from the expression \a xpr:
+  *   - if \a xpr is a 4x1 vector, then \a xpr is assumed to be a quaternion
+  *   - if \a xpr is a 3x3 matrix, then \a xpr is assumed to be rotation matrix
+  *     and \a xpr is converted to a quaternion
+  */
+
+template<class Derived>
+template<class MatrixDerived>
+inline Derived& QuaternionBase<Derived>::operator=(const MatrixBase<MatrixDerived>& xpr)
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<typename Derived::Scalar, typename MatrixDerived::Scalar>::value),
+   YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+  internal::quaternionbase_assign_impl<MatrixDerived>::run(*this, xpr.derived());
+  return derived();
+}
+
+/** Convert the quaternion to a 3x3 rotation matrix. The quaternion is required to
+  * be normalized, otherwise the result is undefined.
+  */
+template<class Derived>
+inline typename QuaternionBase<Derived>::Matrix3
+QuaternionBase<Derived>::toRotationMatrix(void) const
+{
+  // NOTE if inlined, then gcc 4.2 and 4.4 get rid of the temporary (not gcc 4.3 !!)
+  // if not inlined then the cost of the return by value is huge ~ +35%,
+  // however, not inlining this function is an order of magnitude slower, so
+  // it has to be inlined, and so the return by value is not an issue
+  Matrix3 res;
+
+  const Scalar tx  = Scalar(2)*this->x();
+  const Scalar ty  = Scalar(2)*this->y();
+  const Scalar tz  = Scalar(2)*this->z();
+  const Scalar twx = tx*this->w();
+  const Scalar twy = ty*this->w();
+  const Scalar twz = tz*this->w();
+  const Scalar txx = tx*this->x();
+  const Scalar txy = ty*this->x();
+  const Scalar txz = tz*this->x();
+  const Scalar tyy = ty*this->y();
+  const Scalar tyz = tz*this->y();
+  const Scalar tzz = tz*this->z();
+
+  res.coeffRef(0,0) = Scalar(1)-(tyy+tzz);
+  res.coeffRef(0,1) = txy-twz;
+  res.coeffRef(0,2) = txz+twy;
+  res.coeffRef(1,0) = txy+twz;
+  res.coeffRef(1,1) = Scalar(1)-(txx+tzz);
+  res.coeffRef(1,2) = tyz-twx;
+  res.coeffRef(2,0) = txz-twy;
+  res.coeffRef(2,1) = tyz+twx;
+  res.coeffRef(2,2) = Scalar(1)-(txx+tyy);
+
+  return res;
+}
+
+/** Sets \c *this to be a quaternion representing a rotation between
+  * the two arbitrary vectors \a a and \a b. In other words, the built
+  * rotation represent a rotation sending the line of direction \a a
+  * to the line of direction \a b, both lines passing through the origin.
+  *
+  * \returns a reference to \c *this.
+  *
+  * Note that the two input vectors do \b not have to be normalized, and
+  * do not need to have the same norm.
+  */
+template<class Derived>
+template<typename Derived1, typename Derived2>
+inline Derived& QuaternionBase<Derived>::setFromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b)
+{
+  using std::sqrt;
+  Vector3 v0 = a.normalized();
+  Vector3 v1 = b.normalized();
+  Scalar c = v1.dot(v0);
+
+  // if dot == -1, vectors are nearly opposites
+  // => accurately compute the rotation axis by computing the
+  //    intersection of the two planes. This is done by solving:
+  //       x^T v0 = 0
+  //       x^T v1 = 0
+  //    under the constraint:
+  //       ||x|| = 1
+  //    which yields a singular value problem
+  if (c < Scalar(-1)+NumTraits<Scalar>::dummy_precision())
+  {
+    c = numext::maxi(c,Scalar(-1));
+    Matrix<Scalar,2,3> m; m << v0.transpose(), v1.transpose();
+    JacobiSVD<Matrix<Scalar,2,3> > svd(m, ComputeFullV);
+    Vector3 axis = svd.matrixV().col(2);
+
+    Scalar w2 = (Scalar(1)+c)*Scalar(0.5);
+    this->w() = sqrt(w2);
+    this->vec() = axis * sqrt(Scalar(1) - w2);
+    return derived();
+  }
+  Vector3 axis = v0.cross(v1);
+  Scalar s = sqrt((Scalar(1)+c)*Scalar(2));
+  Scalar invs = Scalar(1)/s;
+  this->vec() = axis * invs;
+  this->w() = s * Scalar(0.5);
+
+  return derived();
+}
+
+
+/** Returns a quaternion representing a rotation between
+  * the two arbitrary vectors \a a and \a b. In other words, the built
+  * rotation represent a rotation sending the line of direction \a a
+  * to the line of direction \a b, both lines passing through the origin.
+  *
+  * \returns resulting quaternion
+  *
+  * Note that the two input vectors do \b not have to be normalized, and
+  * do not need to have the same norm.
+  */
+template<typename Scalar, int Options>
+template<typename Derived1, typename Derived2>
+Quaternion<Scalar,Options> Quaternion<Scalar,Options>::FromTwoVectors(const MatrixBase<Derived1>& a, const MatrixBase<Derived2>& b)
+{
+    Quaternion quat;
+    quat.setFromTwoVectors(a, b);
+    return quat;
+}
+
+
+/** \returns the multiplicative inverse of \c *this
+  * Note that in most cases, i.e., if you simply want the opposite rotation,
+  * and/or the quaternion is normalized, then it is enough to use the conjugate.
+  *
+  * \sa QuaternionBase::conjugate()
+  */
+template <class Derived>
+inline Quaternion<typename internal::traits<Derived>::Scalar> QuaternionBase<Derived>::inverse() const
+{
+  // FIXME should this function be called multiplicativeInverse and conjugate() be called inverse() or opposite()  ??
+  Scalar n2 = this->squaredNorm();
+  if (n2 > 0)
+    return Quaternion<Scalar>(conjugate().coeffs() / n2);
+  else
+  {
+    // return an invalid result to flag the error
+    return Quaternion<Scalar>(Coefficients::Zero());
+  }
+}
+
+/** \returns the conjugate of the \c *this which is equal to the multiplicative inverse
+  * if the quaternion is normalized.
+  * The conjugate of a quaternion represents the opposite rotation.
+  *
+  * \sa Quaternion2::inverse()
+  */
+template <class Derived>
+inline Quaternion<typename internal::traits<Derived>::Scalar>
+QuaternionBase<Derived>::conjugate() const
+{
+  return Quaternion<Scalar>(this->w(),-this->x(),-this->y(),-this->z());
+}
+
+/** \returns the angle (in radian) between two rotations
+  * \sa dot()
+  */
+template <class Derived>
+template <class OtherDerived>
+inline typename internal::traits<Derived>::Scalar
+QuaternionBase<Derived>::angularDistance(const QuaternionBase<OtherDerived>& other) const
+{
+  using std::acos;
+  using std::abs;
+  Scalar d = abs(this->dot(other));
+  if (d>=Scalar(1))
+    return Scalar(0);
+  return Scalar(2) * acos(d);
+}
+
+ 
+    
+/** \returns the spherical linear interpolation between the two quaternions
+  * \c *this and \a other at the parameter \a t in [0;1].
+  * 
+  * This represents an interpolation for a constant motion between \c *this and \a other,
+  * see also http://en.wikipedia.org/wiki/Slerp.
+  */
+template <class Derived>
+template <class OtherDerived>
+Quaternion<typename internal::traits<Derived>::Scalar>
+QuaternionBase<Derived>::slerp(const Scalar& t, const QuaternionBase<OtherDerived>& other) const
+{
+  using std::acos;
+  using std::sin;
+  using std::abs;
+  static const Scalar one = Scalar(1) - NumTraits<Scalar>::epsilon();
+  Scalar d = this->dot(other);
+  Scalar absD = abs(d);
+
+  Scalar scale0;
+  Scalar scale1;
+
+  if(absD>=one)
+  {
+    scale0 = Scalar(1) - t;
+    scale1 = t;
+  }
+  else
+  {
+    // theta is the angle between the 2 quaternions
+    Scalar theta = acos(absD);
+    Scalar sinTheta = sin(theta);
+
+    scale0 = sin( ( Scalar(1) - t ) * theta) / sinTheta;
+    scale1 = sin( ( t * theta) ) / sinTheta;
+  }
+  if(d<0) scale1 = -scale1;
+
+  return Quaternion<Scalar>(scale0 * coeffs() + scale1 * other.coeffs());
+}
+
+namespace internal {
+
+// set from a rotation matrix
+template<typename Other>
+struct quaternionbase_assign_impl<Other,3,3>
+{
+  typedef typename Other::Scalar Scalar;
+  typedef DenseIndex Index;
+  template<class Derived> static inline void run(QuaternionBase<Derived>& q, const Other& mat)
+  {
+    using std::sqrt;
+    // This algorithm comes from  "Quaternion Calculus and Fast Animation",
+    // Ken Shoemake, 1987 SIGGRAPH course notes
+    Scalar t = mat.trace();
+    if (t > Scalar(0))
+    {
+      t = sqrt(t + Scalar(1.0));
+      q.w() = Scalar(0.5)*t;
+      t = Scalar(0.5)/t;
+      q.x() = (mat.coeff(2,1) - mat.coeff(1,2)) * t;
+      q.y() = (mat.coeff(0,2) - mat.coeff(2,0)) * t;
+      q.z() = (mat.coeff(1,0) - mat.coeff(0,1)) * t;
+    }
+    else
+    {
+      DenseIndex i = 0;
+      if (mat.coeff(1,1) > mat.coeff(0,0))
+        i = 1;
+      if (mat.coeff(2,2) > mat.coeff(i,i))
+        i = 2;
+      DenseIndex j = (i+1)%3;
+      DenseIndex k = (j+1)%3;
+
+      t = sqrt(mat.coeff(i,i)-mat.coeff(j,j)-mat.coeff(k,k) + Scalar(1.0));
+      q.coeffs().coeffRef(i) = Scalar(0.5) * t;
+      t = Scalar(0.5)/t;
+      q.w() = (mat.coeff(k,j)-mat.coeff(j,k))*t;
+      q.coeffs().coeffRef(j) = (mat.coeff(j,i)+mat.coeff(i,j))*t;
+      q.coeffs().coeffRef(k) = (mat.coeff(k,i)+mat.coeff(i,k))*t;
+    }
+  }
+};
+
+// set from a vector of coefficients assumed to be a quaternion
+template<typename Other>
+struct quaternionbase_assign_impl<Other,4,1>
+{
+  typedef typename Other::Scalar Scalar;
+  template<class Derived> static inline void run(QuaternionBase<Derived>& q, const Other& vec)
+  {
+    q.coeffs() = vec;
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_QUATERNION_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Rotation2D.h b/third_party/eigen3/Eigen/src/Geometry/Rotation2D.h
new file mode 100644
index 0000000000..1cac343a5e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Rotation2D.h
@@ -0,0 +1,157 @@
+// 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_ROTATION2D_H
+#define EIGEN_ROTATION2D_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Rotation2D
+  *
+  * \brief Represents a rotation/orientation in a 2 dimensional space.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients
+  *
+  * This class is equivalent to a single scalar representing a counter clock wise rotation
+  * as a single angle in radian. It provides some additional features such as the automatic
+  * conversion from/to a 2x2 rotation matrix. Moreover this class aims to provide a similar
+  * interface to Quaternion in order to facilitate the writing of generic algorithms
+  * dealing with rotations.
+  *
+  * \sa class Quaternion, class Transform
+  */
+
+namespace internal {
+
+template<typename _Scalar> struct traits<Rotation2D<_Scalar> >
+{
+  typedef _Scalar Scalar;
+};
+} // end namespace internal
+
+template<typename _Scalar>
+class Rotation2D : public RotationBase<Rotation2D<_Scalar>,2>
+{
+  typedef RotationBase<Rotation2D<_Scalar>,2> Base;
+
+public:
+
+  using Base::operator*;
+
+  enum { Dim = 2 };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  typedef Matrix<Scalar,2,1> Vector2;
+  typedef Matrix<Scalar,2,2> Matrix2;
+
+protected:
+
+  Scalar m_angle;
+
+public:
+
+  /** Construct a 2D counter clock wise rotation from the angle \a a in radian. */
+  inline Rotation2D(const Scalar& a) : m_angle(a) {}
+
+  /** \returns the rotation angle */
+  inline Scalar angle() const { return m_angle; }
+
+  /** \returns a read-write reference to the rotation angle */
+  inline Scalar& angle() { return m_angle; }
+
+  /** \returns the inverse rotation */
+  inline Rotation2D inverse() const { return -m_angle; }
+
+  /** Concatenates two rotations */
+  inline Rotation2D operator*(const Rotation2D& other) const
+  { return m_angle + other.m_angle; }
+
+  /** Concatenates two rotations */
+  inline Rotation2D& operator*=(const Rotation2D& other)
+  { m_angle += other.m_angle; return *this; }
+
+  /** Applies the rotation to a 2D vector */
+  Vector2 operator* (const Vector2& vec) const
+  { return toRotationMatrix() * vec; }
+
+  template<typename Derived>
+  Rotation2D& fromRotationMatrix(const MatrixBase<Derived>& m);
+  Matrix2 toRotationMatrix(void) const;
+
+  /** \returns the spherical interpolation between \c *this and \a other using
+    * parameter \a t. It is in fact equivalent to a linear interpolation.
+    */
+  inline Rotation2D slerp(const Scalar& t, const Rotation2D& other) const
+  { return m_angle * (1-t) + other.angle() * t; }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Rotation2D,Rotation2D<NewScalarType> >::type cast() const
+  { return typename internal::cast_return_type<Rotation2D,Rotation2D<NewScalarType> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Rotation2D(const Rotation2D<OtherScalarType>& other)
+  {
+    m_angle = Scalar(other.angle());
+  }
+
+  static inline Rotation2D Identity() { return Rotation2D(0); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Rotation2D& other, const typename NumTraits<Scalar>::Real& prec = NumTraits<Scalar>::dummy_precision()) const
+  { return internal::isApprox(m_angle,other.m_angle, prec); }
+};
+
+/** \ingroup Geometry_Module
+  * single precision 2D rotation type */
+typedef Rotation2D<float> Rotation2Df;
+/** \ingroup Geometry_Module
+  * double precision 2D rotation type */
+typedef Rotation2D<double> Rotation2Dd;
+
+/** Set \c *this from a 2x2 rotation matrix \a mat.
+  * In other words, this function extract the rotation angle
+  * from the rotation matrix.
+  */
+template<typename Scalar>
+template<typename Derived>
+Rotation2D<Scalar>& Rotation2D<Scalar>::fromRotationMatrix(const MatrixBase<Derived>& mat)
+{
+  using std::atan2;
+  EIGEN_STATIC_ASSERT(Derived::RowsAtCompileTime==2 && Derived::ColsAtCompileTime==2,YOU_MADE_A_PROGRAMMING_MISTAKE)
+  m_angle = atan2(mat.coeff(1,0), mat.coeff(0,0));
+  return *this;
+}
+
+/** Constructs and \returns an equivalent 2x2 rotation matrix.
+  */
+template<typename Scalar>
+typename Rotation2D<Scalar>::Matrix2
+Rotation2D<Scalar>::toRotationMatrix(void) const
+{
+  using std::sin;
+  using std::cos;
+  Scalar sinA = sin(m_angle);
+  Scalar cosA = cos(m_angle);
+  return (Matrix2() << cosA, -sinA, sinA, cosA).finished();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ROTATION2D_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/RotationBase.h b/third_party/eigen3/Eigen/src/Geometry/RotationBase.h
new file mode 100644
index 0000000000..b88661de6b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/RotationBase.h
@@ -0,0 +1,206 @@
+// 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_ROTATIONBASE_H
+#define EIGEN_ROTATIONBASE_H
+
+namespace Eigen { 
+
+// forward declaration
+namespace internal {
+template<typename RotationDerived, typename MatrixType, bool IsVector=MatrixType::IsVectorAtCompileTime>
+struct rotation_base_generic_product_selector;
+}
+
+/** \class RotationBase
+  *
+  * \brief Common base class for compact rotation representations
+  *
+  * \param Derived is the derived type, i.e., a rotation type
+  * \param _Dim the dimension of the space
+  */
+template<typename Derived, int _Dim>
+class RotationBase
+{
+  public:
+    enum { Dim = _Dim };
+    /** the scalar type of the coefficients */
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+
+    /** corresponding linear transformation matrix type */
+    typedef Matrix<Scalar,Dim,Dim> RotationMatrixType;
+    typedef Matrix<Scalar,Dim,1> VectorType;
+
+  public:
+    inline const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    inline Derived& derived() { return *static_cast<Derived*>(this); }
+
+    /** \returns an equivalent rotation matrix */
+    inline RotationMatrixType toRotationMatrix() const { return derived().toRotationMatrix(); }
+
+    /** \returns an equivalent rotation matrix 
+      * This function is added to be conform with the Transform class' naming scheme.
+      */
+    inline RotationMatrixType matrix() const { return derived().toRotationMatrix(); }
+
+    /** \returns the inverse rotation */
+    inline Derived inverse() const { return derived().inverse(); }
+
+    /** \returns the concatenation of the rotation \c *this with a translation \a t */
+    inline Transform<Scalar,Dim,Isometry> operator*(const Translation<Scalar,Dim>& t) const
+    { return Transform<Scalar,Dim,Isometry>(*this) * t; }
+
+    /** \returns the concatenation of the rotation \c *this with a uniform scaling \a s */
+    inline RotationMatrixType operator*(const UniformScaling<Scalar>& s) const
+    { return toRotationMatrix() * s.factor(); }
+
+    /** \returns the concatenation of the rotation \c *this with a generic expression \a e
+      * \a e can be:
+      *  - a DimxDim linear transformation matrix
+      *  - a DimxDim diagonal matrix (axis aligned scaling)
+      *  - a vector of size Dim
+      */
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE typename internal::rotation_base_generic_product_selector<Derived,OtherDerived,OtherDerived::IsVectorAtCompileTime>::ReturnType
+    operator*(const EigenBase<OtherDerived>& e) const
+    { return internal::rotation_base_generic_product_selector<Derived,OtherDerived>::run(derived(), e.derived()); }
+
+    /** \returns the concatenation of a linear transformation \a l with the rotation \a r */
+    template<typename OtherDerived> friend
+    inline RotationMatrixType operator*(const EigenBase<OtherDerived>& l, const Derived& r)
+    { return l.derived() * r.toRotationMatrix(); }
+
+    /** \returns the concatenation of a scaling \a l with the rotation \a r */
+    friend inline Transform<Scalar,Dim,Affine> operator*(const DiagonalMatrix<Scalar,Dim>& l, const Derived& r)
+    { 
+      Transform<Scalar,Dim,Affine> res(r);
+      res.linear().applyOnTheLeft(l);
+      return res;
+    }
+
+    /** \returns the concatenation of the rotation \c *this with a transformation \a t */
+    template<int Mode, int Options>
+    inline Transform<Scalar,Dim,Mode> operator*(const Transform<Scalar,Dim,Mode,Options>& t) const
+    { return toRotationMatrix() * t; }
+
+    template<typename OtherVectorType>
+    inline VectorType _transformVector(const OtherVectorType& v) const
+    { return toRotationMatrix() * v; }
+};
+
+namespace internal {
+
+// implementation of the generic product rotation * matrix
+template<typename RotationDerived, typename MatrixType>
+struct rotation_base_generic_product_selector<RotationDerived,MatrixType,false>
+{
+  enum { Dim = RotationDerived::Dim };
+  typedef Matrix<typename RotationDerived::Scalar,Dim,Dim> ReturnType;
+  static inline ReturnType run(const RotationDerived& r, const MatrixType& m)
+  { return r.toRotationMatrix() * m; }
+};
+
+template<typename RotationDerived, typename Scalar, int Dim, int MaxDim>
+struct rotation_base_generic_product_selector< RotationDerived, DiagonalMatrix<Scalar,Dim,MaxDim>, false >
+{
+  typedef Transform<Scalar,Dim,Affine> ReturnType;
+  static inline ReturnType run(const RotationDerived& r, const DiagonalMatrix<Scalar,Dim,MaxDim>& m)
+  {
+    ReturnType res(r);
+    res.linear() *= m;
+    return res;
+  }
+};
+
+template<typename RotationDerived,typename OtherVectorType>
+struct rotation_base_generic_product_selector<RotationDerived,OtherVectorType,true>
+{
+  enum { Dim = RotationDerived::Dim };
+  typedef Matrix<typename RotationDerived::Scalar,Dim,1> ReturnType;
+  static EIGEN_STRONG_INLINE ReturnType run(const RotationDerived& r, const OtherVectorType& v)
+  {
+    return r._transformVector(v);
+  }
+};
+
+} // end namespace internal
+
+/** \geometry_module
+  *
+  * \brief Constructs a Dim x Dim rotation matrix from the rotation \a r
+  */
+template<typename _Scalar, int _Rows, int _Cols, int _Storage, int _MaxRows, int _MaxCols>
+template<typename OtherDerived>
+Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols>
+::Matrix(const RotationBase<OtherDerived,ColsAtCompileTime>& r)
+{
+  EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Matrix,int(OtherDerived::Dim),int(OtherDerived::Dim))
+  *this = r.toRotationMatrix();
+}
+
+/** \geometry_module
+  *
+  * \brief Set a Dim x Dim rotation matrix from the rotation \a r
+  */
+template<typename _Scalar, int _Rows, int _Cols, int _Storage, int _MaxRows, int _MaxCols>
+template<typename OtherDerived>
+Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols>&
+Matrix<_Scalar, _Rows, _Cols, _Storage, _MaxRows, _MaxCols>
+::operator=(const RotationBase<OtherDerived,ColsAtCompileTime>& r)
+{
+  EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Matrix,int(OtherDerived::Dim),int(OtherDerived::Dim))
+  return *this = r.toRotationMatrix();
+}
+
+namespace internal {
+
+/** \internal
+  *
+  * Helper function to return an arbitrary rotation object to a rotation matrix.
+  *
+  * \param Scalar the numeric type of the matrix coefficients
+  * \param Dim the dimension of the current space
+  *
+  * It returns a Dim x Dim fixed size matrix.
+  *
+  * Default specializations are provided for:
+  *   - any scalar type (2D),
+  *   - any matrix expression,
+  *   - any type based on RotationBase (e.g., Quaternion, AngleAxis, Rotation2D)
+  *
+  * Currently toRotationMatrix is only used by Transform.
+  *
+  * \sa class Transform, class Rotation2D, class Quaternion, class AngleAxis
+  */
+template<typename Scalar, int Dim>
+static inline Matrix<Scalar,2,2> toRotationMatrix(const Scalar& s)
+{
+  EIGEN_STATIC_ASSERT(Dim==2,YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return Rotation2D<Scalar>(s).toRotationMatrix();
+}
+
+template<typename Scalar, int Dim, typename OtherDerived>
+static inline Matrix<Scalar,Dim,Dim> toRotationMatrix(const RotationBase<OtherDerived,Dim>& r)
+{
+  return r.toRotationMatrix();
+}
+
+template<typename Scalar, int Dim, typename OtherDerived>
+static inline const MatrixBase<OtherDerived>& toRotationMatrix(const MatrixBase<OtherDerived>& mat)
+{
+  EIGEN_STATIC_ASSERT(OtherDerived::RowsAtCompileTime==Dim && OtherDerived::ColsAtCompileTime==Dim,
+    YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return mat;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ROTATIONBASE_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Scaling.h b/third_party/eigen3/Eigen/src/Geometry/Scaling.h
new file mode 100644
index 0000000000..023fba2eec
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Scaling.h
@@ -0,0 +1,166 @@
+// 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_SCALING_H
+#define EIGEN_SCALING_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Scaling
+  *
+  * \brief Represents a generic uniform scaling transformation
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients.
+  *
+  * This class represent a uniform scaling transformation. It is the return
+  * type of Scaling(Scalar), and most of the time this is the only way it
+  * is used. In particular, this class is not aimed to be used to store a scaling transformation,
+  * but rather to make easier the constructions and updates of Transform objects.
+  *
+  * To represent an axis aligned scaling, use the DiagonalMatrix class.
+  *
+  * \sa Scaling(), class DiagonalMatrix, MatrixBase::asDiagonal(), class Translation, class Transform
+  */
+template<typename _Scalar>
+class UniformScaling
+{
+public:
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+
+protected:
+
+  Scalar m_factor;
+
+public:
+
+  /** Default constructor without initialization. */
+  UniformScaling() {}
+  /** Constructs and initialize a uniform scaling transformation */
+  explicit inline UniformScaling(const Scalar& s) : m_factor(s) {}
+
+  inline const Scalar& factor() const { return m_factor; }
+  inline Scalar& factor() { return m_factor; }
+
+  /** Concatenates two uniform scaling */
+  inline UniformScaling operator* (const UniformScaling& other) const
+  { return UniformScaling(m_factor * other.factor()); }
+
+  /** Concatenates a uniform scaling and a translation */
+  template<int Dim>
+  inline Transform<Scalar,Dim,Affine> operator* (const Translation<Scalar,Dim>& t) const;
+
+  /** Concatenates a uniform scaling and an affine transformation */
+  template<int Dim, int Mode, int Options>
+  inline Transform<Scalar,Dim,(int(Mode)==int(Isometry)?Affine:Mode)> operator* (const Transform<Scalar,Dim, Mode, Options>& t) const
+  {
+    Transform<Scalar,Dim,(int(Mode)==int(Isometry)?Affine:Mode)> res = t;
+    res.prescale(factor());
+    return res;
+  }
+
+  /** Concatenates a uniform scaling and a linear transformation matrix */
+  // TODO returns an expression
+  template<typename Derived>
+  inline typename internal::plain_matrix_type<Derived>::type operator* (const MatrixBase<Derived>& other) const
+  { return other * m_factor; }
+
+  template<typename Derived,int Dim>
+  inline Matrix<Scalar,Dim,Dim> operator*(const RotationBase<Derived,Dim>& r) const
+  { return r.toRotationMatrix() * m_factor; }
+
+  /** \returns the inverse scaling */
+  inline UniformScaling inverse() const
+  { return UniformScaling(Scalar(1)/m_factor); }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline UniformScaling<NewScalarType> cast() const
+  { return UniformScaling<NewScalarType>(NewScalarType(m_factor)); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit UniformScaling(const UniformScaling<OtherScalarType>& other)
+  { m_factor = Scalar(other.factor()); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const UniformScaling& other, const typename NumTraits<Scalar>::Real& prec = NumTraits<Scalar>::dummy_precision()) const
+  { return internal::isApprox(m_factor, other.factor(), prec); }
+
+};
+
+/** Concatenates a linear transformation matrix and a uniform scaling */
+// NOTE this operator is defiend in MatrixBase and not as a friend function
+// of UniformScaling to fix an internal crash of Intel's ICC
+template<typename Derived> typename MatrixBase<Derived>::ScalarMultipleReturnType
+MatrixBase<Derived>::operator*(const UniformScaling<Scalar>& s) const
+{ return derived() * s.factor(); }
+
+/** Constructs a uniform scaling from scale factor \a s */
+static inline UniformScaling<float> Scaling(float s) { return UniformScaling<float>(s); }
+/** Constructs a uniform scaling from scale factor \a s */
+static inline UniformScaling<double> Scaling(double s) { return UniformScaling<double>(s); }
+/** Constructs a uniform scaling from scale factor \a s */
+template<typename RealScalar>
+static inline UniformScaling<std::complex<RealScalar> > Scaling(const std::complex<RealScalar>& s)
+{ return UniformScaling<std::complex<RealScalar> >(s); }
+
+/** Constructs a 2D axis aligned scaling */
+template<typename Scalar>
+static inline DiagonalMatrix<Scalar,2> Scaling(const Scalar& sx, const Scalar& sy)
+{ return DiagonalMatrix<Scalar,2>(sx, sy); }
+/** Constructs a 3D axis aligned scaling */
+template<typename Scalar>
+static inline DiagonalMatrix<Scalar,3> Scaling(const Scalar& sx, const Scalar& sy, const Scalar& sz)
+{ return DiagonalMatrix<Scalar,3>(sx, sy, sz); }
+
+/** Constructs an axis aligned scaling expression from vector expression \a coeffs
+  * This is an alias for coeffs.asDiagonal()
+  */
+template<typename Derived>
+static inline const DiagonalWrapper<const Derived> Scaling(const MatrixBase<Derived>& coeffs)
+{ return coeffs.asDiagonal(); }
+
+/** \addtogroup Geometry_Module */
+//@{
+/** \deprecated */
+typedef DiagonalMatrix<float, 2> AlignedScaling2f;
+/** \deprecated */
+typedef DiagonalMatrix<double,2> AlignedScaling2d;
+/** \deprecated */
+typedef DiagonalMatrix<float, 3> AlignedScaling3f;
+/** \deprecated */
+typedef DiagonalMatrix<double,3> AlignedScaling3d;
+//@}
+
+template<typename Scalar>
+template<int Dim>
+inline Transform<Scalar,Dim,Affine>
+UniformScaling<Scalar>::operator* (const Translation<Scalar,Dim>& t) const
+{
+  Transform<Scalar,Dim,Affine> res;
+  res.matrix().setZero();
+  res.linear().diagonal().fill(factor());
+  res.translation() = factor() * t.vector();
+  res(Dim,Dim) = Scalar(1);
+  return res;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SCALING_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Transform.h b/third_party/eigen3/Eigen/src/Geometry/Transform.h
new file mode 100644
index 0000000000..b44c0324b0
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Transform.h
@@ -0,0 +1,1444 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2010 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// 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_TRANSFORM_H
+#define EIGEN_TRANSFORM_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Transform>
+struct transform_traits
+{
+  enum
+  {
+    Dim = Transform::Dim,
+    HDim = Transform::HDim,
+    Mode = Transform::Mode,
+    IsProjective = (int(Mode)==int(Projective))
+  };
+};
+
+template< typename TransformType,
+          typename MatrixType,
+          int Case = transform_traits<TransformType>::IsProjective ? 0
+                   : int(MatrixType::RowsAtCompileTime) == int(transform_traits<TransformType>::HDim) ? 1
+                   : 2>
+struct transform_right_product_impl;
+
+template< typename Other,
+          int Mode,
+          int Options,
+          int Dim,
+          int HDim,
+          int OtherRows=Other::RowsAtCompileTime,
+          int OtherCols=Other::ColsAtCompileTime>
+struct transform_left_product_impl;
+
+template< typename Lhs,
+          typename Rhs,
+          bool AnyProjective = 
+            transform_traits<Lhs>::IsProjective ||
+            transform_traits<Rhs>::IsProjective>
+struct transform_transform_product_impl;
+
+template< typename Other,
+          int Mode,
+          int Options,
+          int Dim,
+          int HDim,
+          int OtherRows=Other::RowsAtCompileTime,
+          int OtherCols=Other::ColsAtCompileTime>
+struct transform_construct_from_matrix;
+
+template<typename TransformType> struct transform_take_affine_part;
+
+} // end namespace internal
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Transform
+  *
+  * \brief Represents an homogeneous transformation in a N dimensional space
+  *
+  * \tparam _Scalar the scalar type, i.e., the type of the coefficients
+  * \tparam _Dim the dimension of the space
+  * \tparam _Mode the type of the transformation. Can be:
+  *              - #Affine: the transformation is stored as a (Dim+1)^2 matrix,
+  *                         where the last row is assumed to be [0 ... 0 1].
+  *              - #AffineCompact: the transformation is stored as a (Dim)x(Dim+1) matrix.
+  *              - #Projective: the transformation is stored as a (Dim+1)^2 matrix
+  *                             without any assumption.
+  * \tparam _Options has the same meaning as in class Matrix. It allows to specify DontAlign and/or RowMajor.
+  *                  These Options are passed directly to the underlying matrix type.
+  *
+  * The homography is internally represented and stored by a matrix which
+  * is available through the matrix() method. To understand the behavior of
+  * this class you have to think a Transform object as its internal
+  * matrix representation. The chosen convention is right multiply:
+  *
+  * \code v' = T * v \endcode
+  *
+  * Therefore, an affine transformation matrix M is shaped like this:
+  *
+  * \f$ \left( \begin{array}{cc}
+  * linear & translation\\
+  * 0 ... 0 & 1
+  * \end{array} \right) \f$
+  *
+  * Note that for a projective transformation the last row can be anything,
+  * and then the interpretation of different parts might be sightly different.
+  *
+  * However, unlike a plain matrix, the Transform class provides many features
+  * simplifying both its assembly and usage. In particular, it can be composed
+  * with any other transformations (Transform,Translation,RotationBase,Matrix)
+  * and can be directly used to transform implicit homogeneous vectors. All these
+  * operations are handled via the operator*. For the composition of transformations,
+  * its principle consists to first convert the right/left hand sides of the product
+  * to a compatible (Dim+1)^2 matrix and then perform a pure matrix product.
+  * Of course, internally, operator* tries to perform the minimal number of operations
+  * according to the nature of each terms. Likewise, when applying the transform
+  * to non homogeneous vectors, the latters are automatically promoted to homogeneous
+  * one before doing the matrix product. The convertions to homogeneous representations
+  * are performed as follow:
+  *
+  * \b Translation t (Dim)x(1):
+  * \f$ \left( \begin{array}{cc}
+  * I & t \\
+  * 0\,...\,0 & 1
+  * \end{array} \right) \f$
+  *
+  * \b Rotation R (Dim)x(Dim):
+  * \f$ \left( \begin{array}{cc}
+  * R & 0\\
+  * 0\,...\,0 & 1
+  * \end{array} \right) \f$
+  *
+  * \b Linear \b Matrix L (Dim)x(Dim):
+  * \f$ \left( \begin{array}{cc}
+  * L & 0\\
+  * 0\,...\,0 & 1
+  * \end{array} \right) \f$
+  *
+  * \b Affine \b Matrix A (Dim)x(Dim+1):
+  * \f$ \left( \begin{array}{c}
+  * A\\
+  * 0\,...\,0\,1
+  * \end{array} \right) \f$
+  *
+  * \b Column \b vector v (Dim)x(1):
+  * \f$ \left( \begin{array}{c}
+  * v\\
+  * 1
+  * \end{array} \right) \f$
+  *
+  * \b Set \b of \b column \b vectors V1...Vn (Dim)x(n):
+  * \f$ \left( \begin{array}{ccc}
+  * v_1 & ... & v_n\\
+  * 1 & ... & 1
+  * \end{array} \right) \f$
+  *
+  * The concatenation of a Transform object with any kind of other transformation
+  * always returns a Transform object.
+  *
+  * A little exception to the "as pure matrix product" rule is the case of the
+  * transformation of non homogeneous vectors by an affine transformation. In
+  * that case the last matrix row can be ignored, and the product returns non
+  * homogeneous vectors.
+  *
+  * Since, for instance, a Dim x Dim matrix is interpreted as a linear transformation,
+  * it is not possible to directly transform Dim vectors stored in a Dim x Dim matrix.
+  * The solution is either to use a Dim x Dynamic matrix or explicitly request a
+  * vector transformation by making the vector homogeneous:
+  * \code
+  * m' = T * m.colwise().homogeneous();
+  * \endcode
+  * Note that there is zero overhead.
+  *
+  * Conversion methods from/to Qt's QMatrix and QTransform are available if the
+  * preprocessor token EIGEN_QT_SUPPORT is defined.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_TRANSFORM_PLUGIN.
+  *
+  * \sa class Matrix, class Quaternion
+  */
+template<typename _Scalar, int _Dim, int _Mode, int _Options>
+class Transform
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Dim==Dynamic ? Dynamic : (_Dim+1)*(_Dim+1))
+  enum {
+    Mode = _Mode,
+    Options = _Options,
+    Dim = _Dim,     ///< space dimension in which the transformation holds
+    HDim = _Dim+1,  ///< size of a respective homogeneous vector
+    Rows = int(Mode)==(AffineCompact) ? Dim : HDim
+  };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  typedef DenseIndex Index;
+  /** type of the matrix used to represent the transformation */
+  typedef typename internal::make_proper_matrix_type<Scalar,Rows,HDim,Options>::type MatrixType;
+  /** constified MatrixType */
+  typedef const MatrixType ConstMatrixType;
+  /** type of the matrix used to represent the linear part of the transformation */
+  typedef Matrix<Scalar,Dim,Dim,Options> LinearMatrixType;
+  /** type of read/write reference to the linear part of the transformation */
+  typedef Block<MatrixType,Dim,Dim,int(Mode)==(AffineCompact) && (Options&RowMajor)==0> LinearPart;
+  /** type of read reference to the linear part of the transformation */
+  typedef const Block<ConstMatrixType,Dim,Dim,int(Mode)==(AffineCompact) && (Options&RowMajor)==0> ConstLinearPart;
+  /** type of read/write reference to the affine part of the transformation */
+  typedef typename internal::conditional<int(Mode)==int(AffineCompact),
+                              MatrixType&,
+                              Block<MatrixType,Dim,HDim> >::type AffinePart;
+  /** type of read reference to the affine part of the transformation */
+  typedef typename internal::conditional<int(Mode)==int(AffineCompact),
+                              const MatrixType&,
+                              const Block<const MatrixType,Dim,HDim> >::type ConstAffinePart;
+  /** type of a vector */
+  typedef Matrix<Scalar,Dim,1> VectorType;
+  /** type of a read/write reference to the translation part of the rotation */
+  typedef Block<MatrixType,Dim,1,!(internal::traits<MatrixType>::Flags & RowMajorBit)> TranslationPart;
+  /** type of a read reference to the translation part of the rotation */
+  typedef const Block<ConstMatrixType,Dim,1,!(internal::traits<MatrixType>::Flags & RowMajorBit)> ConstTranslationPart;
+  /** corresponding translation type */
+  typedef Translation<Scalar,Dim> TranslationType;
+  
+  // this intermediate enum is needed to avoid an ICE with gcc 3.4 and 4.0
+  enum { TransformTimeDiagonalMode = ((Mode==int(Isometry))?Affine:int(Mode)) };
+  /** The return type of the product between a diagonal matrix and a transform */
+  typedef Transform<Scalar,Dim,TransformTimeDiagonalMode> TransformTimeDiagonalReturnType;
+
+protected:
+
+  MatrixType m_matrix;
+
+public:
+
+  /** Default constructor without initialization of the meaningful coefficients.
+    * If Mode==Affine, then the last row is set to [0 ... 0 1] */
+  inline Transform()
+  {
+    check_template_params();
+    if (int(Mode)==Affine)
+      makeAffine();
+  }
+
+  inline Transform(const Transform& other)
+  {
+    check_template_params();
+    m_matrix = other.m_matrix;
+  }
+
+  inline explicit Transform(const TranslationType& t)
+  {
+    check_template_params();
+    *this = t;
+  }
+  inline explicit Transform(const UniformScaling<Scalar>& s)
+  {
+    check_template_params();
+    *this = s;
+  }
+  template<typename Derived>
+  inline explicit Transform(const RotationBase<Derived, Dim>& r)
+  {
+    check_template_params();
+    *this = r;
+  }
+
+  inline Transform& operator=(const Transform& other)
+  { m_matrix = other.m_matrix; return *this; }
+
+  typedef internal::transform_take_affine_part<Transform> take_affine_part;
+
+  /** Constructs and initializes a transformation from a Dim^2 or a (Dim+1)^2 matrix. */
+  template<typename OtherDerived>
+  inline explicit Transform(const EigenBase<OtherDerived>& other)
+  {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar,typename OtherDerived::Scalar>::value),
+      YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY);
+
+    check_template_params();
+    internal::transform_construct_from_matrix<OtherDerived,Mode,Options,Dim,HDim>::run(this, other.derived());
+  }
+
+  /** Set \c *this from a Dim^2 or (Dim+1)^2 matrix. */
+  template<typename OtherDerived>
+  inline Transform& operator=(const EigenBase<OtherDerived>& other)
+  {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar,typename OtherDerived::Scalar>::value),
+      YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY);
+
+    internal::transform_construct_from_matrix<OtherDerived,Mode,Options,Dim,HDim>::run(this, other.derived());
+    return *this;
+  }
+  
+  template<int OtherOptions>
+  inline Transform(const Transform<Scalar,Dim,Mode,OtherOptions>& other)
+  {
+    check_template_params();
+    // only the options change, we can directly copy the matrices
+    m_matrix = other.matrix();
+  }
+
+  template<int OtherMode,int OtherOptions>
+  inline Transform(const Transform<Scalar,Dim,OtherMode,OtherOptions>& other)
+  {
+    check_template_params();
+    // prevent conversions as:
+    // Affine | AffineCompact | Isometry = Projective
+    EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(OtherMode==int(Projective), Mode==int(Projective)),
+                        YOU_PERFORMED_AN_INVALID_TRANSFORMATION_CONVERSION)
+
+    // prevent conversions as:
+    // Isometry = Affine | AffineCompact
+    EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(OtherMode==int(Affine)||OtherMode==int(AffineCompact), Mode!=int(Isometry)),
+                        YOU_PERFORMED_AN_INVALID_TRANSFORMATION_CONVERSION)
+
+    enum { ModeIsAffineCompact = Mode == int(AffineCompact),
+           OtherModeIsAffineCompact = OtherMode == int(AffineCompact)
+    };
+
+    if(ModeIsAffineCompact == OtherModeIsAffineCompact)
+    {
+      // We need the block expression because the code is compiled for all
+      // combinations of transformations and will trigger a compile time error
+      // if one tries to assign the matrices directly
+      m_matrix.template block<Dim,Dim+1>(0,0) = other.matrix().template block<Dim,Dim+1>(0,0);
+      makeAffine();
+    }
+    else if(OtherModeIsAffineCompact)
+    {
+      typedef typename Transform<Scalar,Dim,OtherMode,OtherOptions>::MatrixType OtherMatrixType;
+      internal::transform_construct_from_matrix<OtherMatrixType,Mode,Options,Dim,HDim>::run(this, other.matrix());
+    }
+    else
+    {
+      // here we know that Mode == AffineCompact and OtherMode != AffineCompact.
+      // if OtherMode were Projective, the static assert above would already have caught it.
+      // So the only possibility is that OtherMode == Affine
+      linear() = other.linear();
+      translation() = other.translation();
+    }
+  }
+
+  template<typename OtherDerived>
+  Transform(const ReturnByValue<OtherDerived>& other)
+  {
+    check_template_params();
+    other.evalTo(*this);
+  }
+
+  template<typename OtherDerived>
+  Transform& operator=(const ReturnByValue<OtherDerived>& other)
+  {
+    other.evalTo(*this);
+    return *this;
+  }
+
+  #ifdef EIGEN_QT_SUPPORT
+  inline Transform(const QMatrix& other);
+  inline Transform& operator=(const QMatrix& other);
+  inline QMatrix toQMatrix(void) const;
+  inline Transform(const QTransform& other);
+  inline Transform& operator=(const QTransform& other);
+  inline QTransform toQTransform(void) const;
+  #endif
+
+  /** shortcut for m_matrix(row,col);
+    * \sa MatrixBase::operator(Index,Index) const */
+  inline Scalar operator() (Index row, Index col) const { return m_matrix(row,col); }
+  /** shortcut for m_matrix(row,col);
+    * \sa MatrixBase::operator(Index,Index) */
+  inline Scalar& operator() (Index row, Index col) { return m_matrix(row,col); }
+
+  /** \returns a read-only expression of the transformation matrix */
+  inline const MatrixType& matrix() const { return m_matrix; }
+  /** \returns a writable expression of the transformation matrix */
+  inline MatrixType& matrix() { return m_matrix; }
+
+  /** \returns a read-only expression of the linear part of the transformation */
+  inline ConstLinearPart linear() const { return ConstLinearPart(m_matrix,0,0); }
+  /** \returns a writable expression of the linear part of the transformation */
+  inline LinearPart linear() { return LinearPart(m_matrix,0,0); }
+
+  /** \returns a read-only expression of the Dim x HDim affine part of the transformation */
+  inline ConstAffinePart affine() const { return take_affine_part::run(m_matrix); }
+  /** \returns a writable expression of the Dim x HDim affine part of the transformation */
+  inline AffinePart affine() { return take_affine_part::run(m_matrix); }
+
+  /** \returns a read-only expression of the translation vector of the transformation */
+  inline ConstTranslationPart translation() const { return ConstTranslationPart(m_matrix,0,Dim); }
+  /** \returns a writable expression of the translation vector of the transformation */
+  inline TranslationPart translation() { return TranslationPart(m_matrix,0,Dim); }
+
+  /** \returns an expression of the product between the transform \c *this and a matrix expression \a other
+    *
+    * The right hand side \a other might be either:
+    * \li a vector of size Dim,
+    * \li an homogeneous vector of size Dim+1,
+    * \li a set of vectors of size Dim x Dynamic,
+    * \li a set of homogeneous vectors of size Dim+1 x Dynamic,
+    * \li a linear transformation matrix of size Dim x Dim,
+    * \li an affine transformation matrix of size Dim x Dim+1,
+    * \li a transformation matrix of size Dim+1 x Dim+1.
+    */
+  // note: this function is defined here because some compilers cannot find the respective declaration
+  template<typename OtherDerived>
+  EIGEN_STRONG_INLINE const typename internal::transform_right_product_impl<Transform, OtherDerived>::ResultType
+  operator * (const EigenBase<OtherDerived> &other) const
+  { return internal::transform_right_product_impl<Transform, OtherDerived>::run(*this,other.derived()); }
+
+  /** \returns the product expression of a transformation matrix \a a times a transform \a b
+    *
+    * The left hand side \a other might be either:
+    * \li a linear transformation matrix of size Dim x Dim,
+    * \li an affine transformation matrix of size Dim x Dim+1,
+    * \li a general transformation matrix of size Dim+1 x Dim+1.
+    */
+  template<typename OtherDerived> friend
+  inline const typename internal::transform_left_product_impl<OtherDerived,Mode,Options,_Dim,_Dim+1>::ResultType
+    operator * (const EigenBase<OtherDerived> &a, const Transform &b)
+  { return internal::transform_left_product_impl<OtherDerived,Mode,Options,Dim,HDim>::run(a.derived(),b); }
+
+  /** \returns The product expression of a transform \a a times a diagonal matrix \a b
+    *
+    * The rhs diagonal matrix is interpreted as an affine scaling transformation. The
+    * product results in a Transform of the same type (mode) as the lhs only if the lhs 
+    * mode is no isometry. In that case, the returned transform is an affinity.
+    */
+  template<typename DiagonalDerived>
+  inline const TransformTimeDiagonalReturnType
+    operator * (const DiagonalBase<DiagonalDerived> &b) const
+  {
+    TransformTimeDiagonalReturnType res(*this);
+    res.linear() *= b;
+    return res;
+  }
+
+  /** \returns The product expression of a diagonal matrix \a a times a transform \a b
+    *
+    * The lhs diagonal matrix is interpreted as an affine scaling transformation. The
+    * product results in a Transform of the same type (mode) as the lhs only if the lhs 
+    * mode is no isometry. In that case, the returned transform is an affinity.
+    */
+  template<typename DiagonalDerived>
+  friend inline TransformTimeDiagonalReturnType
+    operator * (const DiagonalBase<DiagonalDerived> &a, const Transform &b)
+  {
+    TransformTimeDiagonalReturnType res;
+    res.linear().noalias() = a*b.linear();
+    res.translation().noalias() = a*b.translation();
+    if (Mode!=int(AffineCompact))
+      res.matrix().row(Dim) = b.matrix().row(Dim);
+    return res;
+  }
+
+  template<typename OtherDerived>
+  inline Transform& operator*=(const EigenBase<OtherDerived>& other) { return *this = *this * other; }
+
+  /** Concatenates two transformations */
+  inline const Transform operator * (const Transform& other) const
+  {
+    return internal::transform_transform_product_impl<Transform,Transform>::run(*this,other);
+  }
+  
+  #if EIGEN_COMP_ICC
+private:
+  // this intermediate structure permits to workaround a bug in ICC 11:
+  //   error: template instantiation resulted in unexpected function type of "Eigen::Transform<double, 3, 32, 0>
+  //             (const Eigen::Transform<double, 3, 2, 0> &) const"
+  //  (the meaning of a name may have changed since the template declaration -- the type of the template is:
+  // "Eigen::internal::transform_transform_product_impl<Eigen::Transform<double, 3, 32, 0>,
+  //     Eigen::Transform<double, 3, Mode, Options>, <expression>>::ResultType (const Eigen::Transform<double, 3, Mode, Options> &) const")
+  // 
+  template<int OtherMode,int OtherOptions> struct icc_11_workaround
+  {
+    typedef internal::transform_transform_product_impl<Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> > ProductType;
+    typedef typename ProductType::ResultType ResultType;
+  };
+  
+public:
+  /** Concatenates two different transformations */
+  template<int OtherMode,int OtherOptions>
+  inline typename icc_11_workaround<OtherMode,OtherOptions>::ResultType
+    operator * (const Transform<Scalar,Dim,OtherMode,OtherOptions>& other) const
+  {
+    typedef typename icc_11_workaround<OtherMode,OtherOptions>::ProductType ProductType;
+    return ProductType::run(*this,other);
+  }
+  #else
+  /** Concatenates two different transformations */
+  template<int OtherMode,int OtherOptions>
+  inline typename internal::transform_transform_product_impl<Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> >::ResultType
+    operator * (const Transform<Scalar,Dim,OtherMode,OtherOptions>& other) const
+  {
+    return internal::transform_transform_product_impl<Transform,Transform<Scalar,Dim,OtherMode,OtherOptions> >::run(*this,other);
+  }
+  #endif
+
+  /** \sa MatrixBase::setIdentity() */
+  void setIdentity() { m_matrix.setIdentity(); }
+
+  /**
+   * \brief Returns an identity transformation.
+   * \todo In the future this function should be returning a Transform expression.
+   */
+  static const Transform Identity()
+  {
+    return Transform(MatrixType::Identity());
+  }
+
+  template<typename OtherDerived>
+  inline Transform& scale(const MatrixBase<OtherDerived> &other);
+
+  template<typename OtherDerived>
+  inline Transform& prescale(const MatrixBase<OtherDerived> &other);
+
+  inline Transform& scale(const Scalar& s);
+  inline Transform& prescale(const Scalar& s);
+
+  template<typename OtherDerived>
+  inline Transform& translate(const MatrixBase<OtherDerived> &other);
+
+  template<typename OtherDerived>
+  inline Transform& pretranslate(const MatrixBase<OtherDerived> &other);
+
+  template<typename RotationType>
+  inline Transform& rotate(const RotationType& rotation);
+
+  template<typename RotationType>
+  inline Transform& prerotate(const RotationType& rotation);
+
+  Transform& shear(const Scalar& sx, const Scalar& sy);
+  Transform& preshear(const Scalar& sx, const Scalar& sy);
+
+  inline Transform& operator=(const TranslationType& t);
+  inline Transform& operator*=(const TranslationType& t) { return translate(t.vector()); }
+  inline Transform operator*(const TranslationType& t) const;
+
+  inline Transform& operator=(const UniformScaling<Scalar>& t);
+  inline Transform& operator*=(const UniformScaling<Scalar>& s) { return scale(s.factor()); }
+  inline TransformTimeDiagonalReturnType operator*(const UniformScaling<Scalar>& s) const
+  {
+    TransformTimeDiagonalReturnType res = *this;
+    res.scale(s.factor());
+    return res;
+  }
+
+  inline Transform& operator*=(const DiagonalMatrix<Scalar,Dim>& s) { linear() *= s; return *this; }
+
+  template<typename Derived>
+  inline Transform& operator=(const RotationBase<Derived,Dim>& r);
+  template<typename Derived>
+  inline Transform& operator*=(const RotationBase<Derived,Dim>& r) { return rotate(r.toRotationMatrix()); }
+  template<typename Derived>
+  inline Transform operator*(const RotationBase<Derived,Dim>& r) const;
+
+  const LinearMatrixType rotation() const;
+  template<typename RotationMatrixType, typename ScalingMatrixType>
+  void computeRotationScaling(RotationMatrixType *rotation, ScalingMatrixType *scaling) const;
+  template<typename ScalingMatrixType, typename RotationMatrixType>
+  void computeScalingRotation(ScalingMatrixType *scaling, RotationMatrixType *rotation) const;
+
+  template<typename PositionDerived, typename OrientationType, typename ScaleDerived>
+  Transform& fromPositionOrientationScale(const MatrixBase<PositionDerived> &position,
+    const OrientationType& orientation, const MatrixBase<ScaleDerived> &scale);
+
+  inline Transform inverse(TransformTraits traits = (TransformTraits)Mode) const;
+
+  /** \returns a const pointer to the column major internal matrix */
+  const Scalar* data() const { return m_matrix.data(); }
+  /** \returns a non-const pointer to the column major internal matrix */
+  Scalar* data() { return m_matrix.data(); }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Transform,Transform<NewScalarType,Dim,Mode,Options> >::type cast() const
+  { return typename internal::cast_return_type<Transform,Transform<NewScalarType,Dim,Mode,Options> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Transform(const Transform<OtherScalarType,Dim,Mode,Options>& other)
+  {
+    check_template_params();
+    m_matrix = other.matrix().template cast<Scalar>();
+  }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Transform& other, const typename NumTraits<Scalar>::Real& prec = NumTraits<Scalar>::dummy_precision()) const
+  { return m_matrix.isApprox(other.m_matrix, prec); }
+
+  /** Sets the last row to [0 ... 0 1]
+    */
+  void makeAffine()
+  {
+    if(int(Mode)!=int(AffineCompact))
+    {
+      matrix().template block<1,Dim>(Dim,0).setZero();
+      matrix().coeffRef(Dim,Dim) = Scalar(1);
+    }
+  }
+
+  /** \internal
+    * \returns the Dim x Dim linear part if the transformation is affine,
+    *          and the HDim x Dim part for projective transformations.
+    */
+  inline Block<MatrixType,int(Mode)==int(Projective)?HDim:Dim,Dim> linearExt()
+  { return m_matrix.template block<int(Mode)==int(Projective)?HDim:Dim,Dim>(0,0); }
+  /** \internal
+    * \returns the Dim x Dim linear part if the transformation is affine,
+    *          and the HDim x Dim part for projective transformations.
+    */
+  inline const Block<MatrixType,int(Mode)==int(Projective)?HDim:Dim,Dim> linearExt() const
+  { return m_matrix.template block<int(Mode)==int(Projective)?HDim:Dim,Dim>(0,0); }
+
+  /** \internal
+    * \returns the translation part if the transformation is affine,
+    *          and the last column for projective transformations.
+    */
+  inline Block<MatrixType,int(Mode)==int(Projective)?HDim:Dim,1> translationExt()
+  { return m_matrix.template block<int(Mode)==int(Projective)?HDim:Dim,1>(0,Dim); }
+  /** \internal
+    * \returns the translation part if the transformation is affine,
+    *          and the last column for projective transformations.
+    */
+  inline const Block<MatrixType,int(Mode)==int(Projective)?HDim:Dim,1> translationExt() const
+  { return m_matrix.template block<int(Mode)==int(Projective)?HDim:Dim,1>(0,Dim); }
+
+
+  #ifdef EIGEN_TRANSFORM_PLUGIN
+  #include EIGEN_TRANSFORM_PLUGIN
+  #endif
+  
+protected:
+  #ifndef EIGEN_PARSED_BY_DOXYGEN
+    static EIGEN_STRONG_INLINE void check_template_params()
+    {
+      EIGEN_STATIC_ASSERT((Options & (DontAlign|RowMajor)) == Options, INVALID_MATRIX_TEMPLATE_PARAMETERS)
+    }
+  #endif
+
+};
+
+/** \ingroup Geometry_Module */
+typedef Transform<float,2,Isometry> Isometry2f;
+/** \ingroup Geometry_Module */
+typedef Transform<float,3,Isometry> Isometry3f;
+/** \ingroup Geometry_Module */
+typedef Transform<double,2,Isometry> Isometry2d;
+/** \ingroup Geometry_Module */
+typedef Transform<double,3,Isometry> Isometry3d;
+
+/** \ingroup Geometry_Module */
+typedef Transform<float,2,Affine> Affine2f;
+/** \ingroup Geometry_Module */
+typedef Transform<float,3,Affine> Affine3f;
+/** \ingroup Geometry_Module */
+typedef Transform<double,2,Affine> Affine2d;
+/** \ingroup Geometry_Module */
+typedef Transform<double,3,Affine> Affine3d;
+
+/** \ingroup Geometry_Module */
+typedef Transform<float,2,AffineCompact> AffineCompact2f;
+/** \ingroup Geometry_Module */
+typedef Transform<float,3,AffineCompact> AffineCompact3f;
+/** \ingroup Geometry_Module */
+typedef Transform<double,2,AffineCompact> AffineCompact2d;
+/** \ingroup Geometry_Module */
+typedef Transform<double,3,AffineCompact> AffineCompact3d;
+
+/** \ingroup Geometry_Module */
+typedef Transform<float,2,Projective> Projective2f;
+/** \ingroup Geometry_Module */
+typedef Transform<float,3,Projective> Projective3f;
+/** \ingroup Geometry_Module */
+typedef Transform<double,2,Projective> Projective2d;
+/** \ingroup Geometry_Module */
+typedef Transform<double,3,Projective> Projective3d;
+
+/**************************
+*** Optional QT support ***
+**************************/
+
+#ifdef EIGEN_QT_SUPPORT
+/** Initializes \c *this from a QMatrix assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim, int Mode,int Options>
+Transform<Scalar,Dim,Mode,Options>::Transform(const QMatrix& other)
+{
+  check_template_params();
+  *this = other;
+}
+
+/** Set \c *this from a QMatrix assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim, int Mode,int Options>
+Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::operator=(const QMatrix& other)
+{
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  if (Mode == int(AffineCompact))
+    m_matrix << other.m11(), other.m21(), other.dx(),
+                other.m12(), other.m22(), other.dy();
+  else
+    m_matrix << other.m11(), other.m21(), other.dx(),
+                other.m12(), other.m22(), other.dy(),
+                0, 0, 1;
+  return *this;
+}
+
+/** \returns a QMatrix from \c *this assuming the dimension is 2.
+  *
+  * \warning this conversion might loss data if \c *this is not affine
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+QMatrix Transform<Scalar,Dim,Mode,Options>::toQMatrix(void) const
+{
+  check_template_params();
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  return QMatrix(m_matrix.coeff(0,0), m_matrix.coeff(1,0),
+                 m_matrix.coeff(0,1), m_matrix.coeff(1,1),
+                 m_matrix.coeff(0,2), m_matrix.coeff(1,2));
+}
+
+/** Initializes \c *this from a QTransform assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim, int Mode,int Options>
+Transform<Scalar,Dim,Mode,Options>::Transform(const QTransform& other)
+{
+  check_template_params();
+  *this = other;
+}
+
+/** Set \c *this from a QTransform assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::operator=(const QTransform& other)
+{
+  check_template_params();
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  if (Mode == int(AffineCompact))
+    m_matrix << other.m11(), other.m21(), other.dx(),
+                other.m12(), other.m22(), other.dy();
+  else
+    m_matrix << other.m11(), other.m21(), other.dx(),
+                other.m12(), other.m22(), other.dy(),
+                other.m13(), other.m23(), other.m33();
+  return *this;
+}
+
+/** \returns a QTransform from \c *this assuming the dimension is 2.
+  *
+  * This function is available only if the token EIGEN_QT_SUPPORT is defined.
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+QTransform Transform<Scalar,Dim,Mode,Options>::toQTransform(void) const
+{
+  EIGEN_STATIC_ASSERT(Dim==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  if (Mode == int(AffineCompact))
+    return QTransform(m_matrix.coeff(0,0), m_matrix.coeff(1,0),
+                      m_matrix.coeff(0,1), m_matrix.coeff(1,1),
+                      m_matrix.coeff(0,2), m_matrix.coeff(1,2));
+  else
+    return QTransform(m_matrix.coeff(0,0), m_matrix.coeff(1,0), m_matrix.coeff(2,0),
+                      m_matrix.coeff(0,1), m_matrix.coeff(1,1), m_matrix.coeff(2,1),
+                      m_matrix.coeff(0,2), m_matrix.coeff(1,2), m_matrix.coeff(2,2));
+}
+#endif
+
+/*********************
+*** Procedural API ***
+*********************/
+
+/** Applies on the right the non uniform scale transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \sa prescale()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename OtherDerived>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::scale(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  EIGEN_STATIC_ASSERT(Mode!=int(Isometry), THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS)
+  linearExt().noalias() = (linearExt() * other.asDiagonal());
+  return *this;
+}
+
+/** Applies on the right a uniform scale of a factor \a c to \c *this
+  * and returns a reference to \c *this.
+  * \sa prescale(Scalar)
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::scale(const Scalar& s)
+{
+  EIGEN_STATIC_ASSERT(Mode!=int(Isometry), THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS)
+  linearExt() *= s;
+  return *this;
+}
+
+/** Applies on the left the non uniform scale transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \sa scale()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename OtherDerived>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::prescale(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  EIGEN_STATIC_ASSERT(Mode!=int(Isometry), THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS)
+  m_matrix.template block<Dim,HDim>(0,0).noalias() = (other.asDiagonal() * m_matrix.template block<Dim,HDim>(0,0));
+  return *this;
+}
+
+/** Applies on the left a uniform scale of a factor \a c to \c *this
+  * and returns a reference to \c *this.
+  * \sa scale(Scalar)
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::prescale(const Scalar& s)
+{
+  EIGEN_STATIC_ASSERT(Mode!=int(Isometry), THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS)
+  m_matrix.template topRows<Dim>() *= s;
+  return *this;
+}
+
+/** Applies on the right the translation matrix represented by the vector \a other
+  * to \c *this and returns a reference to \c *this.
+  * \sa pretranslate()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename OtherDerived>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::translate(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  translationExt() += linearExt() * other;
+  return *this;
+}
+
+/** Applies on the left the translation matrix represented by the vector \a other
+  * to \c *this and returns a reference to \c *this.
+  * \sa translate()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename OtherDerived>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::pretranslate(const MatrixBase<OtherDerived> &other)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(OtherDerived,int(Dim))
+  if(int(Mode)==int(Projective))
+    affine() += other * m_matrix.row(Dim);
+  else
+    translation() += other;
+  return *this;
+}
+
+/** Applies on the right the rotation represented by the rotation \a rotation
+  * to \c *this and returns a reference to \c *this.
+  *
+  * The template parameter \a RotationType is the type of the rotation which
+  * must be known by internal::toRotationMatrix<>.
+  *
+  * Natively supported types includes:
+  *   - any scalar (2D),
+  *   - a Dim x Dim matrix expression,
+  *   - a Quaternion (3D),
+  *   - a AngleAxis (3D)
+  *
+  * This mechanism is easily extendable to support user types such as Euler angles,
+  * or a pair of Quaternion for 4D rotations.
+  *
+  * \sa rotate(Scalar), class Quaternion, class AngleAxis, prerotate(RotationType)
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename RotationType>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::rotate(const RotationType& rotation)
+{
+  linearExt() *= internal::toRotationMatrix<Scalar,Dim>(rotation);
+  return *this;
+}
+
+/** Applies on the left the rotation represented by the rotation \a rotation
+  * to \c *this and returns a reference to \c *this.
+  *
+  * See rotate() for further details.
+  *
+  * \sa rotate()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename RotationType>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::prerotate(const RotationType& rotation)
+{
+  m_matrix.template block<Dim,HDim>(0,0) = internal::toRotationMatrix<Scalar,Dim>(rotation)
+                                         * m_matrix.template block<Dim,HDim>(0,0);
+  return *this;
+}
+
+/** Applies on the right the shear transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \warning 2D only.
+  * \sa preshear()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::shear(const Scalar& sx, const Scalar& sy)
+{
+  EIGEN_STATIC_ASSERT(int(Dim)==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  EIGEN_STATIC_ASSERT(Mode!=int(Isometry), THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS)
+  VectorType tmp = linear().col(0)*sy + linear().col(1);
+  linear() << linear().col(0) + linear().col(1)*sx, tmp;
+  return *this;
+}
+
+/** Applies on the left the shear transformation represented
+  * by the vector \a other to \c *this and returns a reference to \c *this.
+  * \warning 2D only.
+  * \sa shear()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::preshear(const Scalar& sx, const Scalar& sy)
+{
+  EIGEN_STATIC_ASSERT(int(Dim)==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  EIGEN_STATIC_ASSERT(Mode!=int(Isometry), THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS)
+  m_matrix.template block<Dim,HDim>(0,0) = LinearMatrixType(1, sx, sy, 1) * m_matrix.template block<Dim,HDim>(0,0);
+  return *this;
+}
+
+/******************************************************
+*** Scaling, Translation and Rotation compatibility ***
+******************************************************/
+
+template<typename Scalar, int Dim, int Mode, int Options>
+inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::operator=(const TranslationType& t)
+{
+  linear().setIdentity();
+  translation() = t.vector();
+  makeAffine();
+  return *this;
+}
+
+template<typename Scalar, int Dim, int Mode, int Options>
+inline Transform<Scalar,Dim,Mode,Options> Transform<Scalar,Dim,Mode,Options>::operator*(const TranslationType& t) const
+{
+  Transform res = *this;
+  res.translate(t.vector());
+  return res;
+}
+
+template<typename Scalar, int Dim, int Mode, int Options>
+inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::operator=(const UniformScaling<Scalar>& s)
+{
+  m_matrix.setZero();
+  linear().diagonal().fill(s.factor());
+  makeAffine();
+  return *this;
+}
+
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename Derived>
+inline Transform<Scalar,Dim,Mode,Options>& Transform<Scalar,Dim,Mode,Options>::operator=(const RotationBase<Derived,Dim>& r)
+{
+  linear() = internal::toRotationMatrix<Scalar,Dim>(r);
+  translation().setZero();
+  makeAffine();
+  return *this;
+}
+
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename Derived>
+inline Transform<Scalar,Dim,Mode,Options> Transform<Scalar,Dim,Mode,Options>::operator*(const RotationBase<Derived,Dim>& r) const
+{
+  Transform res = *this;
+  res.rotate(r.derived());
+  return res;
+}
+
+/************************
+*** Special functions ***
+************************/
+
+/** \returns the rotation part of the transformation
+  *
+  *
+  * \svd_module
+  *
+  * \sa computeRotationScaling(), computeScalingRotation(), class SVD
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+const typename Transform<Scalar,Dim,Mode,Options>::LinearMatrixType
+Transform<Scalar,Dim,Mode,Options>::rotation() const
+{
+  LinearMatrixType result;
+  computeRotationScaling(&result, (LinearMatrixType*)0);
+  return result;
+}
+
+
+/** decomposes the linear part of the transformation as a product rotation x scaling, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  *
+  *
+  * \svd_module
+  *
+  * \sa computeScalingRotation(), rotation(), class SVD
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename RotationMatrixType, typename ScalingMatrixType>
+void Transform<Scalar,Dim,Mode,Options>::computeRotationScaling(RotationMatrixType *rotation, ScalingMatrixType *scaling) const
+{
+  JacobiSVD<LinearMatrixType> svd(linear(), ComputeFullU | ComputeFullV);
+
+  Scalar x = (svd.matrixU() * svd.matrixV().adjoint()).determinant(); // so x has absolute value 1
+  VectorType sv(svd.singularValues());
+  sv.coeffRef(0) *= x;
+  if(scaling) scaling->lazyAssign(svd.matrixV() * sv.asDiagonal() * svd.matrixV().adjoint());
+  if(rotation)
+  {
+    LinearMatrixType m(svd.matrixU());
+    m.col(0) /= x;
+    rotation->lazyAssign(m * svd.matrixV().adjoint());
+  }
+}
+
+/** decomposes the linear part of the transformation as a product rotation x scaling, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  *
+  *
+  * \svd_module
+  *
+  * \sa computeRotationScaling(), rotation(), class SVD
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename ScalingMatrixType, typename RotationMatrixType>
+void Transform<Scalar,Dim,Mode,Options>::computeScalingRotation(ScalingMatrixType *scaling, RotationMatrixType *rotation) const
+{
+  JacobiSVD<LinearMatrixType> svd(linear(), ComputeFullU | ComputeFullV);
+
+  Scalar x = (svd.matrixU() * svd.matrixV().adjoint()).determinant(); // so x has absolute value 1
+  VectorType sv(svd.singularValues());
+  sv.coeffRef(0) *= x;
+  if(scaling) scaling->lazyAssign(svd.matrixU() * sv.asDiagonal() * svd.matrixU().adjoint());
+  if(rotation)
+  {
+    LinearMatrixType m(svd.matrixU());
+    m.col(0) /= x;
+    rotation->lazyAssign(m * svd.matrixV().adjoint());
+  }
+}
+
+/** Convenient method to set \c *this from a position, orientation and scale
+  * of a 3D object.
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+template<typename PositionDerived, typename OrientationType, typename ScaleDerived>
+Transform<Scalar,Dim,Mode,Options>&
+Transform<Scalar,Dim,Mode,Options>::fromPositionOrientationScale(const MatrixBase<PositionDerived> &position,
+  const OrientationType& orientation, const MatrixBase<ScaleDerived> &scale)
+{
+  linear() = internal::toRotationMatrix<Scalar,Dim>(orientation);
+  linear() *= scale.asDiagonal();
+  translation() = position;
+  makeAffine();
+  return *this;
+}
+
+namespace internal {
+
+// selector needed to avoid taking the inverse of a 3x4 matrix
+template<typename TransformType, int Mode=TransformType::Mode>
+struct projective_transform_inverse
+{
+  static inline void run(const TransformType&, TransformType&)
+  {}
+};
+
+template<typename TransformType>
+struct projective_transform_inverse<TransformType, Projective>
+{
+  static inline void run(const TransformType& m, TransformType& res)
+  {
+    res.matrix() = m.matrix().inverse();
+  }
+};
+
+} // end namespace internal
+
+
+/**
+  *
+  * \returns the inverse transformation according to some given knowledge
+  * on \c *this.
+  *
+  * \param hint allows to optimize the inversion process when the transformation
+  * is known to be not a general transformation (optional). The possible values are:
+  *  - #Projective if the transformation is not necessarily affine, i.e., if the
+  *    last row is not guaranteed to be [0 ... 0 1]
+  *  - #Affine if the last row can be assumed to be [0 ... 0 1]
+  *  - #Isometry if the transformation is only a concatenations of translations
+  *    and rotations.
+  *  The default is the template class parameter \c Mode.
+  *
+  * \warning unless \a traits is always set to NoShear or NoScaling, this function
+  * requires the generic inverse method of MatrixBase defined in the LU module. If
+  * you forget to include this module, then you will get hard to debug linking errors.
+  *
+  * \sa MatrixBase::inverse()
+  */
+template<typename Scalar, int Dim, int Mode, int Options>
+Transform<Scalar,Dim,Mode,Options>
+Transform<Scalar,Dim,Mode,Options>::inverse(TransformTraits hint) const
+{
+  Transform res;
+  if (hint == Projective)
+  {
+    internal::projective_transform_inverse<Transform>::run(*this, res);
+  }
+  else
+  {
+    if (hint == Isometry)
+    {
+      res.matrix().template topLeftCorner<Dim,Dim>() = linear().transpose();
+    }
+    else if(hint&Affine)
+    {
+      res.matrix().template topLeftCorner<Dim,Dim>() = linear().inverse();
+    }
+    else
+    {
+      eigen_assert(false && "Invalid transform traits in Transform::Inverse");
+    }
+    // translation and remaining parts
+    res.matrix().template topRightCorner<Dim,1>()
+      = - res.matrix().template topLeftCorner<Dim,Dim>() * translation();
+    res.makeAffine(); // we do need this, because in the beginning res is uninitialized
+  }
+  return res;
+}
+
+namespace internal {
+
+/*****************************************************
+*** Specializations of take affine part            ***
+*****************************************************/
+
+template<typename TransformType> struct transform_take_affine_part {
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef typename TransformType::AffinePart AffinePart;
+  typedef typename TransformType::ConstAffinePart ConstAffinePart;
+  static inline AffinePart run(MatrixType& m)
+  { return m.template block<TransformType::Dim,TransformType::HDim>(0,0); }
+  static inline ConstAffinePart run(const MatrixType& m)
+  { return m.template block<TransformType::Dim,TransformType::HDim>(0,0); }
+};
+
+template<typename Scalar, int Dim, int Options>
+struct transform_take_affine_part<Transform<Scalar,Dim,AffineCompact, Options> > {
+  typedef typename Transform<Scalar,Dim,AffineCompact,Options>::MatrixType MatrixType;
+  static inline MatrixType& run(MatrixType& m) { return m; }
+  static inline const MatrixType& run(const MatrixType& m) { return m; }
+};
+
+/*****************************************************
+*** Specializations of construct from matrix       ***
+*****************************************************/
+
+template<typename Other, int Mode, int Options, int Dim, int HDim>
+struct transform_construct_from_matrix<Other, Mode,Options,Dim,HDim, Dim,Dim>
+{
+  static inline void run(Transform<typename Other::Scalar,Dim,Mode,Options> *transform, const Other& other)
+  {
+    transform->linear() = other;
+    transform->translation().setZero();
+    transform->makeAffine();
+  }
+};
+
+template<typename Other, int Mode, int Options, int Dim, int HDim>
+struct transform_construct_from_matrix<Other, Mode,Options,Dim,HDim, Dim,HDim>
+{
+  static inline void run(Transform<typename Other::Scalar,Dim,Mode,Options> *transform, const Other& other)
+  {
+    transform->affine() = other;
+    transform->makeAffine();
+  }
+};
+
+template<typename Other, int Mode, int Options, int Dim, int HDim>
+struct transform_construct_from_matrix<Other, Mode,Options,Dim,HDim, HDim,HDim>
+{
+  static inline void run(Transform<typename Other::Scalar,Dim,Mode,Options> *transform, const Other& other)
+  { transform->matrix() = other; }
+};
+
+template<typename Other, int Options, int Dim, int HDim>
+struct transform_construct_from_matrix<Other, AffineCompact,Options,Dim,HDim, HDim,HDim>
+{
+  static inline void run(Transform<typename Other::Scalar,Dim,AffineCompact,Options> *transform, const Other& other)
+  { transform->matrix() = other.template block<Dim,HDim>(0,0); }
+};
+
+/**********************************************************
+***   Specializations of operator* with rhs EigenBase   ***
+**********************************************************/
+
+template<int LhsMode,int RhsMode>
+struct transform_product_result
+{
+  enum 
+  { 
+    Mode =
+      (LhsMode == (int)Projective    || RhsMode == (int)Projective    ) ? Projective :
+      (LhsMode == (int)Affine        || RhsMode == (int)Affine        ) ? Affine :
+      (LhsMode == (int)AffineCompact || RhsMode == (int)AffineCompact ) ? AffineCompact :
+      (LhsMode == (int)Isometry      || RhsMode == (int)Isometry      ) ? Isometry : Projective
+  };
+};
+
+template< typename TransformType, typename MatrixType >
+struct transform_right_product_impl< TransformType, MatrixType, 0 >
+{
+  typedef typename MatrixType::PlainObject ResultType;
+
+  static EIGEN_STRONG_INLINE ResultType run(const TransformType& T, const MatrixType& other)
+  {
+    return T.matrix() * other;
+  }
+};
+
+template< typename TransformType, typename MatrixType >
+struct transform_right_product_impl< TransformType, MatrixType, 1 >
+{
+  enum { 
+    Dim = TransformType::Dim, 
+    HDim = TransformType::HDim,
+    OtherRows = MatrixType::RowsAtCompileTime,
+    OtherCols = MatrixType::ColsAtCompileTime
+  };
+
+  typedef typename MatrixType::PlainObject ResultType;
+
+  static EIGEN_STRONG_INLINE ResultType run(const TransformType& T, const MatrixType& other)
+  {
+    EIGEN_STATIC_ASSERT(OtherRows==HDim, YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES);
+
+    typedef Block<ResultType, Dim, OtherCols, int(MatrixType::RowsAtCompileTime)==Dim> TopLeftLhs;
+
+    ResultType res(other.rows(),other.cols());
+    TopLeftLhs(res, 0, 0, Dim, other.cols()).noalias() = T.affine() * other;
+    res.row(OtherRows-1) = other.row(OtherRows-1);
+    
+    return res;
+  }
+};
+
+template< typename TransformType, typename MatrixType >
+struct transform_right_product_impl< TransformType, MatrixType, 2 >
+{
+  enum { 
+    Dim = TransformType::Dim, 
+    HDim = TransformType::HDim,
+    OtherRows = MatrixType::RowsAtCompileTime,
+    OtherCols = MatrixType::ColsAtCompileTime
+  };
+
+  typedef typename MatrixType::PlainObject ResultType;
+
+  static EIGEN_STRONG_INLINE ResultType run(const TransformType& T, const MatrixType& other)
+  {
+    EIGEN_STATIC_ASSERT(OtherRows==Dim, YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES);
+
+    typedef Block<ResultType, Dim, OtherCols, true> TopLeftLhs;
+    ResultType res(Replicate<typename TransformType::ConstTranslationPart, 1, OtherCols>(T.translation(),1,other.cols()));
+    TopLeftLhs(res, 0, 0, Dim, other.cols()).noalias() += T.linear() * other;
+
+    return res;
+  }
+};
+
+/**********************************************************
+***   Specializations of operator* with lhs EigenBase   ***
+**********************************************************/
+
+// generic HDim x HDim matrix * T => Projective
+template<typename Other,int Mode, int Options, int Dim, int HDim>
+struct transform_left_product_impl<Other,Mode,Options,Dim,HDim, HDim,HDim>
+{
+  typedef Transform<typename Other::Scalar,Dim,Mode,Options> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef Transform<typename Other::Scalar,Dim,Projective,Options> ResultType;
+  static ResultType run(const Other& other,const TransformType& tr)
+  { return ResultType(other * tr.matrix()); }
+};
+
+// generic HDim x HDim matrix * AffineCompact => Projective
+template<typename Other, int Options, int Dim, int HDim>
+struct transform_left_product_impl<Other,AffineCompact,Options,Dim,HDim, HDim,HDim>
+{
+  typedef Transform<typename Other::Scalar,Dim,AffineCompact,Options> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef Transform<typename Other::Scalar,Dim,Projective,Options> ResultType;
+  static ResultType run(const Other& other,const TransformType& tr)
+  {
+    ResultType res;
+    res.matrix().noalias() = other.template block<HDim,Dim>(0,0) * tr.matrix();
+    res.matrix().col(Dim) += other.col(Dim);
+    return res;
+  }
+};
+
+// affine matrix * T
+template<typename Other,int Mode, int Options, int Dim, int HDim>
+struct transform_left_product_impl<Other,Mode,Options,Dim,HDim, Dim,HDim>
+{
+  typedef Transform<typename Other::Scalar,Dim,Mode,Options> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef TransformType ResultType;
+  static ResultType run(const Other& other,const TransformType& tr)
+  {
+    ResultType res;
+    res.affine().noalias() = other * tr.matrix();
+    res.matrix().row(Dim) = tr.matrix().row(Dim);
+    return res;
+  }
+};
+
+// affine matrix * AffineCompact
+template<typename Other, int Options, int Dim, int HDim>
+struct transform_left_product_impl<Other,AffineCompact,Options,Dim,HDim, Dim,HDim>
+{
+  typedef Transform<typename Other::Scalar,Dim,AffineCompact,Options> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef TransformType ResultType;
+  static ResultType run(const Other& other,const TransformType& tr)
+  {
+    ResultType res;
+    res.matrix().noalias() = other.template block<Dim,Dim>(0,0) * tr.matrix();
+    res.translation() += other.col(Dim);
+    return res;
+  }
+};
+
+// linear matrix * T
+template<typename Other,int Mode, int Options, int Dim, int HDim>
+struct transform_left_product_impl<Other,Mode,Options,Dim,HDim, Dim,Dim>
+{
+  typedef Transform<typename Other::Scalar,Dim,Mode,Options> TransformType;
+  typedef typename TransformType::MatrixType MatrixType;
+  typedef TransformType ResultType;
+  static ResultType run(const Other& other, const TransformType& tr)
+  {
+    TransformType res;
+    if(Mode!=int(AffineCompact))
+      res.matrix().row(Dim) = tr.matrix().row(Dim);
+    res.matrix().template topRows<Dim>().noalias()
+      = other * tr.matrix().template topRows<Dim>();
+    return res;
+  }
+};
+
+/**********************************************************
+*** Specializations of operator* with another Transform ***
+**********************************************************/
+
+template<typename Scalar, int Dim, int LhsMode, int LhsOptions, int RhsMode, int RhsOptions>
+struct transform_transform_product_impl<Transform<Scalar,Dim,LhsMode,LhsOptions>,Transform<Scalar,Dim,RhsMode,RhsOptions>,false >
+{
+  enum { ResultMode = transform_product_result<LhsMode,RhsMode>::Mode };
+  typedef Transform<Scalar,Dim,LhsMode,LhsOptions> Lhs;
+  typedef Transform<Scalar,Dim,RhsMode,RhsOptions> Rhs;
+  typedef Transform<Scalar,Dim,ResultMode,LhsOptions> ResultType;
+  static ResultType run(const Lhs& lhs, const Rhs& rhs)
+  {
+    ResultType res;
+    res.linear() = lhs.linear() * rhs.linear();
+    res.translation() = lhs.linear() * rhs.translation() + lhs.translation();
+    res.makeAffine();
+    return res;
+  }
+};
+
+template<typename Scalar, int Dim, int LhsMode, int LhsOptions, int RhsMode, int RhsOptions>
+struct transform_transform_product_impl<Transform<Scalar,Dim,LhsMode,LhsOptions>,Transform<Scalar,Dim,RhsMode,RhsOptions>,true >
+{
+  typedef Transform<Scalar,Dim,LhsMode,LhsOptions> Lhs;
+  typedef Transform<Scalar,Dim,RhsMode,RhsOptions> Rhs;
+  typedef Transform<Scalar,Dim,Projective> ResultType;
+  static ResultType run(const Lhs& lhs, const Rhs& rhs)
+  {
+    return ResultType( lhs.matrix() * rhs.matrix() );
+  }
+};
+
+template<typename Scalar, int Dim, int LhsOptions, int RhsOptions>
+struct transform_transform_product_impl<Transform<Scalar,Dim,AffineCompact,LhsOptions>,Transform<Scalar,Dim,Projective,RhsOptions>,true >
+{
+  typedef Transform<Scalar,Dim,AffineCompact,LhsOptions> Lhs;
+  typedef Transform<Scalar,Dim,Projective,RhsOptions> Rhs;
+  typedef Transform<Scalar,Dim,Projective> ResultType;
+  static ResultType run(const Lhs& lhs, const Rhs& rhs)
+  {
+    ResultType res;
+    res.matrix().template topRows<Dim>() = lhs.matrix() * rhs.matrix();
+    res.matrix().row(Dim) = rhs.matrix().row(Dim);
+    return res;
+  }
+};
+
+template<typename Scalar, int Dim, int LhsOptions, int RhsOptions>
+struct transform_transform_product_impl<Transform<Scalar,Dim,Projective,LhsOptions>,Transform<Scalar,Dim,AffineCompact,RhsOptions>,true >
+{
+  typedef Transform<Scalar,Dim,Projective,LhsOptions> Lhs;
+  typedef Transform<Scalar,Dim,AffineCompact,RhsOptions> Rhs;
+  typedef Transform<Scalar,Dim,Projective> ResultType;
+  static ResultType run(const Lhs& lhs, const Rhs& rhs)
+  {
+    ResultType res(lhs.matrix().template leftCols<Dim>() * rhs.matrix());
+    res.matrix().col(Dim) += lhs.matrix().col(Dim);
+    return res;
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRANSFORM_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Translation.h b/third_party/eigen3/Eigen/src/Geometry/Translation.h
new file mode 100644
index 0000000000..7fda179cc3
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Translation.h
@@ -0,0 +1,206 @@
+// 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_TRANSLATION_H
+#define EIGEN_TRANSLATION_H
+
+namespace Eigen { 
+
+/** \geometry_module \ingroup Geometry_Module
+  *
+  * \class Translation
+  *
+  * \brief Represents a translation transformation
+  *
+  * \param _Scalar the scalar type, i.e., the type of the coefficients.
+  * \param _Dim the  dimension of the space, can be a compile time value or Dynamic
+  *
+  * \note This class is not aimed to be used to store a translation transformation,
+  * but rather to make easier the constructions and updates of Transform objects.
+  *
+  * \sa class Scaling, class Transform
+  */
+template<typename _Scalar, int _Dim>
+class Translation
+{
+public:
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Dim)
+  /** dimension of the space */
+  enum { Dim = _Dim };
+  /** the scalar type of the coefficients */
+  typedef _Scalar Scalar;
+  /** corresponding vector type */
+  typedef Matrix<Scalar,Dim,1> VectorType;
+  /** corresponding linear transformation matrix type */
+  typedef Matrix<Scalar,Dim,Dim> LinearMatrixType;
+  /** corresponding affine transformation type */
+  typedef Transform<Scalar,Dim,Affine> AffineTransformType;
+  /** corresponding isometric transformation type */
+  typedef Transform<Scalar,Dim,Isometry> IsometryTransformType;
+
+protected:
+
+  VectorType m_coeffs;
+
+public:
+
+  /** Default constructor without initialization. */
+  Translation() {}
+  /**  */
+  inline Translation(const Scalar& sx, const Scalar& sy)
+  {
+    eigen_assert(Dim==2);
+    m_coeffs.x() = sx;
+    m_coeffs.y() = sy;
+  }
+  /**  */
+  inline Translation(const Scalar& sx, const Scalar& sy, const Scalar& sz)
+  {
+    eigen_assert(Dim==3);
+    m_coeffs.x() = sx;
+    m_coeffs.y() = sy;
+    m_coeffs.z() = sz;
+  }
+  /** Constructs and initialize the translation transformation from a vector of translation coefficients */
+  explicit inline Translation(const VectorType& vector) : m_coeffs(vector) {}
+
+  /** \brief Retruns the x-translation by value. **/
+  inline Scalar x() const { return m_coeffs.x(); }
+  /** \brief Retruns the y-translation by value. **/
+  inline Scalar y() const { return m_coeffs.y(); }
+  /** \brief Retruns the z-translation by value. **/
+  inline Scalar z() const { return m_coeffs.z(); }
+
+  /** \brief Retruns the x-translation as a reference. **/
+  inline Scalar& x() { return m_coeffs.x(); }
+  /** \brief Retruns the y-translation as a reference. **/
+  inline Scalar& y() { return m_coeffs.y(); }
+  /** \brief Retruns the z-translation as a reference. **/
+  inline Scalar& z() { return m_coeffs.z(); }
+
+  const VectorType& vector() const { return m_coeffs; }
+  VectorType& vector() { return m_coeffs; }
+
+  const VectorType& translation() const { return m_coeffs; }
+  VectorType& translation() { return m_coeffs; }
+
+  /** Concatenates two translation */
+  inline Translation operator* (const Translation& other) const
+  { return Translation(m_coeffs + other.m_coeffs); }
+
+  /** Concatenates a translation and a uniform scaling */
+  inline AffineTransformType operator* (const UniformScaling<Scalar>& other) const;
+
+  /** Concatenates a translation and a linear transformation */
+  template<typename OtherDerived>
+  inline AffineTransformType operator* (const EigenBase<OtherDerived>& linear) const;
+
+  /** Concatenates a translation and a rotation */
+  template<typename Derived>
+  inline IsometryTransformType operator*(const RotationBase<Derived,Dim>& r) const
+  { return *this * IsometryTransformType(r); }
+
+  /** \returns the concatenation of a linear transformation \a l with the translation \a t */
+  // its a nightmare to define a templated friend function outside its declaration
+  template<typename OtherDerived> friend
+  inline AffineTransformType operator*(const EigenBase<OtherDerived>& linear, const Translation& t)
+  {
+    AffineTransformType res;
+    res.matrix().setZero();
+    res.linear() = linear.derived();
+    res.translation() = linear.derived() * t.m_coeffs;
+    res.matrix().row(Dim).setZero();
+    res(Dim,Dim) = Scalar(1);
+    return res;
+  }
+
+  /** Concatenates a translation and a transformation */
+  template<int Mode, int Options>
+  inline Transform<Scalar,Dim,Mode> operator* (const Transform<Scalar,Dim,Mode,Options>& t) const
+  {
+    Transform<Scalar,Dim,Mode> res = t;
+    res.pretranslate(m_coeffs);
+    return res;
+  }
+
+  /** Applies translation to vector */
+  inline VectorType operator* (const VectorType& other) const
+  { return m_coeffs + other; }
+
+  /** \returns the inverse translation (opposite) */
+  Translation inverse() const { return Translation(-m_coeffs); }
+
+  Translation& operator=(const Translation& other)
+  {
+    m_coeffs = other.m_coeffs;
+    return *this;
+  }
+
+  static const Translation Identity() { return Translation(VectorType::Zero()); }
+
+  /** \returns \c *this with scalar type casted to \a NewScalarType
+    *
+    * Note that if \a NewScalarType is equal to the current scalar type of \c *this
+    * then this function smartly returns a const reference to \c *this.
+    */
+  template<typename NewScalarType>
+  inline typename internal::cast_return_type<Translation,Translation<NewScalarType,Dim> >::type cast() const
+  { return typename internal::cast_return_type<Translation,Translation<NewScalarType,Dim> >::type(*this); }
+
+  /** Copy constructor with scalar type conversion */
+  template<typename OtherScalarType>
+  inline explicit Translation(const Translation<OtherScalarType,Dim>& other)
+  { m_coeffs = other.vector().template cast<Scalar>(); }
+
+  /** \returns \c true if \c *this is approximately equal to \a other, within the precision
+    * determined by \a prec.
+    *
+    * \sa MatrixBase::isApprox() */
+  bool isApprox(const Translation& other, typename NumTraits<Scalar>::Real prec = NumTraits<Scalar>::dummy_precision()) const
+  { return m_coeffs.isApprox(other.m_coeffs, prec); }
+
+};
+
+/** \addtogroup Geometry_Module */
+//@{
+typedef Translation<float, 2> Translation2f;
+typedef Translation<double,2> Translation2d;
+typedef Translation<float, 3> Translation3f;
+typedef Translation<double,3> Translation3d;
+//@}
+
+template<typename Scalar, int Dim>
+inline typename Translation<Scalar,Dim>::AffineTransformType
+Translation<Scalar,Dim>::operator* (const UniformScaling<Scalar>& other) const
+{
+  AffineTransformType res;
+  res.matrix().setZero();
+  res.linear().diagonal().fill(other.factor());
+  res.translation() = m_coeffs;
+  res(Dim,Dim) = Scalar(1);
+  return res;
+}
+
+template<typename Scalar, int Dim>
+template<typename OtherDerived>
+inline typename Translation<Scalar,Dim>::AffineTransformType
+Translation<Scalar,Dim>::operator* (const EigenBase<OtherDerived>& linear) const
+{
+  AffineTransformType res;
+  res.matrix().setZero();
+  res.linear() = linear.derived();
+  res.translation() = m_coeffs;
+  res.matrix().row(Dim).setZero();
+  res(Dim,Dim) = Scalar(1);
+  return res;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_TRANSLATION_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/Umeyama.h b/third_party/eigen3/Eigen/src/Geometry/Umeyama.h
new file mode 100644
index 0000000000..5e20662f80
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/Umeyama.h
@@ -0,0 +1,177 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// 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_UMEYAMA_H
+#define EIGEN_UMEYAMA_H
+
+// This file requires the user to include 
+// * Eigen/Core
+// * Eigen/LU 
+// * Eigen/SVD
+// * Eigen/Array
+
+namespace Eigen { 
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+// These helpers are required since it allows to use mixed types as parameters
+// for the Umeyama. The problem with mixed parameters is that the return type
+// cannot trivially be deduced when float and double types are mixed.
+namespace internal {
+
+// Compile time return type deduction for different MatrixBase types.
+// Different means here different alignment and parameters but the same underlying
+// real scalar type.
+template<typename MatrixType, typename OtherMatrixType>
+struct umeyama_transform_matrix_type
+{
+  enum {
+    MinRowsAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(MatrixType::RowsAtCompileTime, OtherMatrixType::RowsAtCompileTime),
+
+    // When possible we want to choose some small fixed size value since the result
+    // is likely to fit on the stack. So here, EIGEN_SIZE_MIN_PREFER_DYNAMIC is not what we want.
+    HomogeneousDimension = int(MinRowsAtCompileTime) == Dynamic ? Dynamic : int(MinRowsAtCompileTime)+1
+  };
+
+  typedef Matrix<typename traits<MatrixType>::Scalar,
+    HomogeneousDimension,
+    HomogeneousDimension,
+    AutoAlign | (traits<MatrixType>::Flags & RowMajorBit ? RowMajor : ColMajor),
+    HomogeneousDimension,
+    HomogeneousDimension
+  > type;
+};
+
+}
+
+#endif
+
+/**
+* \geometry_module \ingroup Geometry_Module
+*
+* \brief Returns the transformation between two point sets.
+*
+* The algorithm is based on:
+* "Least-squares estimation of transformation parameters between two point patterns",
+* Shinji Umeyama, PAMI 1991, DOI: 10.1109/34.88573
+*
+* It estimates parameters \f$ c, \mathbf{R}, \f$ and \f$ \mathbf{t} \f$ such that
+* \f{align*}
+*   \frac{1}{n} \sum_{i=1}^n \vert\vert y_i - (c\mathbf{R}x_i + \mathbf{t}) \vert\vert_2^2
+* \f}
+* is minimized.
+*
+* The algorithm is based on the analysis of the covariance matrix
+* \f$ \Sigma_{\mathbf{x}\mathbf{y}} \in \mathbb{R}^{d \times d} \f$
+* of the input point sets \f$ \mathbf{x} \f$ and \f$ \mathbf{y} \f$ where 
+* \f$d\f$ is corresponding to the dimension (which is typically small).
+* The analysis is involving the SVD having a complexity of \f$O(d^3)\f$
+* though the actual computational effort lies in the covariance
+* matrix computation which has an asymptotic lower bound of \f$O(dm)\f$ when 
+* the input point sets have dimension \f$d \times m\f$.
+*
+* Currently the method is working only for floating point matrices.
+*
+* \todo Should the return type of umeyama() become a Transform?
+*
+* \param src Source points \f$ \mathbf{x} = \left( x_1, \hdots, x_n \right) \f$.
+* \param dst Destination points \f$ \mathbf{y} = \left( y_1, \hdots, y_n \right) \f$.
+* \param with_scaling Sets \f$ c=1 \f$ when <code>false</code> is passed.
+* \return The homogeneous transformation 
+* \f{align*}
+*   T = \begin{bmatrix} c\mathbf{R} & \mathbf{t} \\ \mathbf{0} & 1 \end{bmatrix}
+* \f}
+* minimizing the resudiual above. This transformation is always returned as an 
+* Eigen::Matrix.
+*/
+template <typename Derived, typename OtherDerived>
+typename internal::umeyama_transform_matrix_type<Derived, OtherDerived>::type
+umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, bool with_scaling = true)
+{
+  typedef typename internal::umeyama_transform_matrix_type<Derived, OtherDerived>::type TransformationMatrixType;
+  typedef typename internal::traits<TransformationMatrixType>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef typename Derived::Index Index;
+
+  EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename internal::traits<OtherDerived>::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  enum { Dimension = EIGEN_SIZE_MIN_PREFER_DYNAMIC(Derived::RowsAtCompileTime, OtherDerived::RowsAtCompileTime) };
+
+  typedef Matrix<Scalar, Dimension, 1> VectorType;
+  typedef Matrix<Scalar, Dimension, Dimension> MatrixType;
+  typedef typename internal::plain_matrix_type_row_major<Derived>::type RowMajorMatrixType;
+
+  const Index m = src.rows(); // dimension
+  const Index n = src.cols(); // number of measurements
+
+  // required for demeaning ...
+  const RealScalar one_over_n = RealScalar(1) / static_cast<RealScalar>(n);
+
+  // computation of mean
+  const VectorType src_mean = src.rowwise().sum() * one_over_n;
+  const VectorType dst_mean = dst.rowwise().sum() * one_over_n;
+
+  // demeaning of src and dst points
+  const RowMajorMatrixType src_demean = src.colwise() - src_mean;
+  const RowMajorMatrixType dst_demean = dst.colwise() - dst_mean;
+
+  // Eq. (36)-(37)
+  const Scalar src_var = src_demean.rowwise().squaredNorm().sum() * one_over_n;
+
+  // Eq. (38)
+  const MatrixType sigma = one_over_n * dst_demean * src_demean.transpose();
+
+  JacobiSVD<MatrixType> svd(sigma, ComputeFullU | ComputeFullV);
+
+  // Initialize the resulting transformation with an identity matrix...
+  TransformationMatrixType Rt = TransformationMatrixType::Identity(m+1,m+1);
+
+  // Eq. (39)
+  VectorType S = VectorType::Ones(m);
+  if (sigma.determinant()<Scalar(0)) S(m-1) = Scalar(-1);
+
+  // Eq. (40) and (43)
+  const VectorType& d = svd.singularValues();
+  Index rank = 0; for (Index i=0; i<m; ++i) if (!internal::isMuchSmallerThan(d.coeff(i),d.coeff(0))) ++rank;
+  if (rank == m-1) {
+    if ( svd.matrixU().determinant() * svd.matrixV().determinant() > Scalar(0) ) {
+      Rt.block(0,0,m,m).noalias() = svd.matrixU()*svd.matrixV().transpose();
+    } else {
+      const Scalar s = S(m-1); S(m-1) = Scalar(-1);
+      Rt.block(0,0,m,m).noalias() = svd.matrixU() * S.asDiagonal() * svd.matrixV().transpose();
+      S(m-1) = s;
+    }
+  } else {
+    Rt.block(0,0,m,m).noalias() = svd.matrixU() * S.asDiagonal() * svd.matrixV().transpose();
+  }
+
+  if (with_scaling)
+  {
+    // Eq. (42)
+    const Scalar c = Scalar(1)/src_var * svd.singularValues().dot(S);
+
+    // Eq. (41)
+    Rt.col(m).head(m) = dst_mean;
+    Rt.col(m).head(m).noalias() -= c*Rt.topLeftCorner(m,m)*src_mean;
+    Rt.block(0,0,m,m) *= c;
+  }
+  else
+  {
+    Rt.col(m).head(m) = dst_mean;
+    Rt.col(m).head(m).noalias() -= Rt.topLeftCorner(m,m)*src_mean;
+  }
+
+  return Rt;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_UMEYAMA_H
diff --git a/third_party/eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h b/third_party/eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h
new file mode 100644
index 0000000000..3d8284f2d0
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Geometry/arch/Geometry_SSE.h
@@ -0,0 +1,115 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Rohit Garg <rpg.314@gmail.com>
+// Copyright (C) 2009-2010 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_GEOMETRY_SSE_H
+#define EIGEN_GEOMETRY_SSE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<class Derived, class OtherDerived>
+struct quat_product<Architecture::SSE, Derived, OtherDerived, float, Aligned>
+{
+  static inline Quaternion<float> run(const QuaternionBase<Derived>& _a, const QuaternionBase<OtherDerived>& _b)
+  {
+    const __m128 mask = _mm_castsi128_ps(_mm_setr_epi32(0,0,0,0x80000000));
+    Quaternion<float> res;
+    __m128 a = _a.coeffs().template packet<Aligned>(0);
+    __m128 b = _b.coeffs().template packet<Aligned>(0);
+    __m128 flip1 = _mm_xor_ps(_mm_mul_ps(vec4f_swizzle1(a,1,2,0,2),
+                                         vec4f_swizzle1(b,2,0,1,2)),mask);
+    __m128 flip2 = _mm_xor_ps(_mm_mul_ps(vec4f_swizzle1(a,3,3,3,1),
+                                         vec4f_swizzle1(b,0,1,2,1)),mask);
+    pstore(&res.x(),
+              _mm_add_ps(_mm_sub_ps(_mm_mul_ps(a,vec4f_swizzle1(b,3,3,3,3)),
+                                    _mm_mul_ps(vec4f_swizzle1(a,2,0,1,0),
+                                               vec4f_swizzle1(b,1,2,0,0))),
+                         _mm_add_ps(flip1,flip2)));
+    return res;
+  }
+};
+
+template<typename VectorLhs,typename VectorRhs>
+struct cross3_impl<Architecture::SSE,VectorLhs,VectorRhs,float,true>
+{
+  static inline typename plain_matrix_type<VectorLhs>::type
+  run(const VectorLhs& lhs, const VectorRhs& rhs)
+  {
+    __m128 a = lhs.template packet<VectorLhs::Flags&AlignedBit ? Aligned : Unaligned>(0);
+    __m128 b = rhs.template packet<VectorRhs::Flags&AlignedBit ? Aligned : Unaligned>(0);
+    __m128 mul1=_mm_mul_ps(vec4f_swizzle1(a,1,2,0,3),vec4f_swizzle1(b,2,0,1,3));
+    __m128 mul2=_mm_mul_ps(vec4f_swizzle1(a,2,0,1,3),vec4f_swizzle1(b,1,2,0,3));
+    typename plain_matrix_type<VectorLhs>::type res;
+    pstore(&res.x(),_mm_sub_ps(mul1,mul2));
+    return res;
+  }
+};
+
+
+
+
+template<class Derived, class OtherDerived>
+struct quat_product<Architecture::SSE, Derived, OtherDerived, double, Aligned>
+{
+  static inline Quaternion<double> run(const QuaternionBase<Derived>& _a, const QuaternionBase<OtherDerived>& _b)
+  {
+  const Packet2d mask = _mm_castsi128_pd(_mm_set_epi32(0x0,0x0,0x80000000,0x0));
+
+  Quaternion<double> res;
+
+  const double* a = _a.coeffs().data();
+  Packet2d b_xy = _b.coeffs().template packet<Aligned>(0);
+  Packet2d b_zw = _b.coeffs().template packet<Aligned>(2);
+  Packet2d a_xx = pset1<Packet2d>(a[0]);
+  Packet2d a_yy = pset1<Packet2d>(a[1]);
+  Packet2d a_zz = pset1<Packet2d>(a[2]);
+  Packet2d a_ww = pset1<Packet2d>(a[3]);
+
+  // two temporaries:
+  Packet2d t1, t2;
+
+  /*
+   * t1 = ww*xy + yy*zw
+   * t2 = zz*xy - xx*zw
+   * res.xy = t1 +/- swap(t2)
+   */
+  t1 = padd(pmul(a_ww, b_xy), pmul(a_yy, b_zw));
+  t2 = psub(pmul(a_zz, b_xy), pmul(a_xx, b_zw));
+#ifdef EIGEN_VECTORIZE_SSE3
+  EIGEN_UNUSED_VARIABLE(mask)
+  pstore(&res.x(), _mm_addsub_pd(t1, preverse(t2)));
+#else
+  pstore(&res.x(), padd(t1, pxor(mask,preverse(t2))));
+#endif
+  
+  /*
+   * t1 = ww*zw - yy*xy
+   * t2 = zz*zw + xx*xy
+   * res.zw = t1 -/+ swap(t2) = swap( swap(t1) +/- t2)
+   */
+  t1 = psub(pmul(a_ww, b_zw), pmul(a_yy, b_xy));
+  t2 = padd(pmul(a_zz, b_zw), pmul(a_xx, b_xy));
+#ifdef EIGEN_VECTORIZE_SSE3
+  EIGEN_UNUSED_VARIABLE(mask)
+  pstore(&res.z(), preverse(_mm_addsub_pd(preverse(t1), t2)));
+#else
+  pstore(&res.z(), psub(t1, pxor(mask,preverse(t2))));
+#endif
+
+  return res;
+}
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GEOMETRY_SSE_H
diff --git a/third_party/eigen3/Eigen/src/Householder/BlockHouseholder.h b/third_party/eigen3/Eigen/src/Householder/BlockHouseholder.h
new file mode 100644
index 0000000000..60dbea5f56
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Householder/BlockHouseholder.h
@@ -0,0 +1,68 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Vincent Lejeune
+// Copyright (C) 2010 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_BLOCK_HOUSEHOLDER_H
+#define EIGEN_BLOCK_HOUSEHOLDER_H
+
+// This file contains some helper function to deal with block householder reflectors
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal */
+template<typename TriangularFactorType,typename VectorsType,typename CoeffsType>
+void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs)
+{
+  typedef typename TriangularFactorType::Index Index;
+  typedef typename VectorsType::Scalar Scalar;
+  const Index nbVecs = vectors.cols();
+  eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs);
+
+  for(Index i = 0; i < nbVecs; i++)
+  {
+    Index rs = vectors.rows() - i;
+    Scalar Vii = vectors(i,i);
+    vectors.const_cast_derived().coeffRef(i,i) = Scalar(1);
+    triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint()
+                                       * vectors.col(i).tail(rs);
+    vectors.const_cast_derived().coeffRef(i, i) = Vii;
+    // FIXME add .noalias() once the triangular product can work inplace
+    triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>()
+                             * triFactor.col(i).head(i);
+    triFactor(i,i) = hCoeffs(i);
+  }
+}
+
+/** \internal */
+template<typename MatrixType,typename VectorsType,typename CoeffsType>
+void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs)
+{
+  typedef typename MatrixType::Index Index;
+  enum { TFactorSize = MatrixType::ColsAtCompileTime };
+  Index nbVecs = vectors.cols();
+  Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, ColMajor> T(nbVecs,nbVecs);
+  make_block_householder_triangular_factor(T, vectors, hCoeffs);
+
+  const TriangularView<const VectorsType, UnitLower>& V(vectors);
+
+  // A -= V T V^* A
+  Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0,
+         VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat;
+  // FIXME add .noalias() once the triangular product can work inplace
+  tmp = T.template triangularView<Upper>().adjoint() * tmp;
+  mat.noalias() -= V * tmp;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BLOCK_HOUSEHOLDER_H
diff --git a/third_party/eigen3/Eigen/src/Householder/Householder.h b/third_party/eigen3/Eigen/src/Householder/Householder.h
new file mode 100644
index 0000000000..32112af9bf
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Householder/Householder.h
@@ -0,0 +1,171 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009 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_HOUSEHOLDER_H
+#define EIGEN_HOUSEHOLDER_H
+
+namespace Eigen { 
+
+namespace internal {
+template<int n> struct decrement_size
+{
+  enum {
+    ret = n==Dynamic ? n : n-1
+  };
+};
+}
+
+/** Computes the elementary reflector H such that:
+  * \f$ H *this = [ beta 0 ... 0]^T \f$
+  * where the transformation H is:
+  * \f$ H = I - tau v v^*\f$
+  * and the vector v is:
+  * \f$ v^T = [1 essential^T] \f$
+  *
+  * The essential part of the vector \c v is stored in *this.
+  * 
+  * On output:
+  * \param tau the scaling factor of the Householder transformation
+  * \param beta the result of H * \c *this
+  *
+  * \sa MatrixBase::makeHouseholder(), MatrixBase::applyHouseholderOnTheLeft(),
+  *     MatrixBase::applyHouseholderOnTheRight()
+  */
+template<typename Derived>
+void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta)
+{
+  VectorBlock<Derived, internal::decrement_size<Base::SizeAtCompileTime>::ret> essentialPart(derived(), 1, size()-1);
+  makeHouseholder(essentialPart, tau, beta);
+}
+
+/** Computes the elementary reflector H such that:
+  * \f$ H *this = [ beta 0 ... 0]^T \f$
+  * where the transformation H is:
+  * \f$ H = I - tau v v^*\f$
+  * and the vector v is:
+  * \f$ v^T = [1 essential^T] \f$
+  *
+  * On output:
+  * \param essential the essential part of the vector \c v
+  * \param tau the scaling factor of the Householder transformation
+  * \param beta the result of H * \c *this
+  *
+  * \sa MatrixBase::makeHouseholderInPlace(), MatrixBase::applyHouseholderOnTheLeft(),
+  *     MatrixBase::applyHouseholderOnTheRight()
+  */
+template<typename Derived>
+template<typename EssentialPart>
+void MatrixBase<Derived>::makeHouseholder(
+  EssentialPart& essential,
+  Scalar& tau,
+  RealScalar& beta) const
+{
+  using std::sqrt;
+  using numext::conj;
+  
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(EssentialPart)
+  VectorBlock<const Derived, EssentialPart::SizeAtCompileTime> tail(derived(), 1, size()-1);
+  
+  RealScalar tailSqNorm = size()==1 ? RealScalar(0) : tail.squaredNorm();
+  Scalar c0 = coeff(0);
+
+  if(tailSqNorm == RealScalar(0) && numext::imag(c0)==RealScalar(0))
+  {
+    tau = RealScalar(0);
+    beta = numext::real(c0);
+    essential.setZero();
+  }
+  else
+  {
+    beta = sqrt(numext::abs2(c0) + tailSqNorm);
+    if (numext::real(c0)>=RealScalar(0))
+      beta = -beta;
+    essential = tail / (c0 - beta);
+    tau = conj((beta - c0) / beta);
+  }
+}
+
+/** Apply the elementary reflector H given by
+  * \f$ H = I - tau v v^*\f$
+  * with
+  * \f$ v^T = [1 essential^T] \f$
+  * from the left to a vector or matrix.
+  *
+  * On input:
+  * \param essential the essential part of the vector \c v
+  * \param tau the scaling factor of the Householder transformation
+  * \param workspace a pointer to working space with at least
+  *                  this->cols() * essential.size() entries
+  *
+  * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), 
+  *     MatrixBase::applyHouseholderOnTheRight()
+  */
+template<typename Derived>
+template<typename EssentialPart>
+void MatrixBase<Derived>::applyHouseholderOnTheLeft(
+  const EssentialPart& essential,
+  const Scalar& tau,
+  Scalar* workspace)
+{
+  if(rows() == 1)
+  {
+    *this *= Scalar(1)-tau;
+  }
+  else
+  {
+    Map<typename internal::plain_row_type<PlainObject>::type> tmp(workspace,cols());
+    Block<Derived, EssentialPart::SizeAtCompileTime, Derived::ColsAtCompileTime> bottom(derived(), 1, 0, rows()-1, cols());
+    tmp.noalias() = essential.adjoint() * bottom;
+    tmp += this->row(0);
+    this->row(0) -= tau * tmp;
+    bottom.noalias() -= tau * essential * tmp;
+  }
+}
+
+/** Apply the elementary reflector H given by
+  * \f$ H = I - tau v v^*\f$
+  * with
+  * \f$ v^T = [1 essential^T] \f$
+  * from the right to a vector or matrix.
+  *
+  * On input:
+  * \param essential the essential part of the vector \c v
+  * \param tau the scaling factor of the Householder transformation
+  * \param workspace a pointer to working space with at least
+  *                  this->cols() * essential.size() entries
+  *
+  * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), 
+  *     MatrixBase::applyHouseholderOnTheLeft()
+  */
+template<typename Derived>
+template<typename EssentialPart>
+void MatrixBase<Derived>::applyHouseholderOnTheRight(
+  const EssentialPart& essential,
+  const Scalar& tau,
+  Scalar* workspace)
+{
+  if(cols() == 1)
+  {
+    *this *= Scalar(1)-tau;
+  }
+  else
+  {
+    Map<typename internal::plain_col_type<PlainObject>::type> tmp(workspace,rows());
+    Block<Derived, Derived::RowsAtCompileTime, EssentialPart::SizeAtCompileTime> right(derived(), 0, 1, rows(), cols()-1);
+    tmp.noalias() = right * essential.conjugate();
+    tmp += this->col(0);
+    this->col(0) -= tau * tmp;
+    right.noalias() -= tau * tmp * essential.transpose();
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_HOUSEHOLDER_H
diff --git a/third_party/eigen3/Eigen/src/Householder/HouseholderSequence.h b/third_party/eigen3/Eigen/src/Householder/HouseholderSequence.h
new file mode 100644
index 0000000000..d800ca1fa4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Householder/HouseholderSequence.h
@@ -0,0 +1,441 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_HOUSEHOLDER_SEQUENCE_H
+#define EIGEN_HOUSEHOLDER_SEQUENCE_H
+
+namespace Eigen { 
+
+/** \ingroup Householder_Module
+  * \householder_module
+  * \class HouseholderSequence
+  * \brief Sequence of Householder reflections acting on subspaces with decreasing size
+  * \tparam VectorsType type of matrix containing the Householder vectors
+  * \tparam CoeffsType  type of vector containing the Householder coefficients
+  * \tparam Side        either OnTheLeft (the default) or OnTheRight
+  *
+  * This class represents a product sequence of Householder reflections where the first Householder reflection
+  * acts on the whole space, the second Householder reflection leaves the one-dimensional subspace spanned by
+  * the first unit vector invariant, the third Householder reflection leaves the two-dimensional subspace
+  * spanned by the first two unit vectors invariant, and so on up to the last reflection which leaves all but
+  * one dimensions invariant and acts only on the last dimension. Such sequences of Householder reflections
+  * are used in several algorithms to zero out certain parts of a matrix. Indeed, the methods
+  * HessenbergDecomposition::matrixQ(), Tridiagonalization::matrixQ(), HouseholderQR::householderQ(),
+  * and ColPivHouseholderQR::householderQ() all return a %HouseholderSequence.
+  *
+  * More precisely, the class %HouseholderSequence represents an \f$ n \times n \f$ matrix \f$ H \f$ of the
+  * form \f$ H = \prod_{i=0}^{n-1} H_i \f$ where the i-th Householder reflection is \f$ H_i = I - h_i v_i
+  * v_i^* \f$. The i-th Householder coefficient \f$ h_i \f$ is a scalar and the i-th Householder vector \f$
+  * v_i \f$ is a vector of the form
+  * \f[ 
+  * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ]. 
+  * \f]
+  * The last \f$ n-i \f$ entries of \f$ v_i \f$ are called the essential part of the Householder vector.
+  *
+  * Typical usages are listed below, where H is a HouseholderSequence:
+  * \code
+  * A.applyOnTheRight(H);             // A = A * H
+  * A.applyOnTheLeft(H);              // A = H * A
+  * A.applyOnTheRight(H.adjoint());   // A = A * H^*
+  * A.applyOnTheLeft(H.adjoint());    // A = H^* * A
+  * MatrixXd Q = H;                   // conversion to a dense matrix
+  * \endcode
+  * In addition to the adjoint, you can also apply the inverse (=adjoint), the transpose, and the conjugate operators.
+  *
+  * See the documentation for HouseholderSequence(const VectorsType&, const CoeffsType&) for an example.
+  *
+  * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+  */
+
+namespace internal {
+
+template<typename VectorsType, typename CoeffsType, int Side>
+struct traits<HouseholderSequence<VectorsType,CoeffsType,Side> >
+{
+  typedef typename VectorsType::Scalar Scalar;
+  typedef typename VectorsType::Index Index;
+  typedef typename VectorsType::StorageKind StorageKind;
+  enum {
+    RowsAtCompileTime = Side==OnTheLeft ? traits<VectorsType>::RowsAtCompileTime
+                                        : traits<VectorsType>::ColsAtCompileTime,
+    ColsAtCompileTime = RowsAtCompileTime,
+    MaxRowsAtCompileTime = Side==OnTheLeft ? traits<VectorsType>::MaxRowsAtCompileTime
+                                           : traits<VectorsType>::MaxColsAtCompileTime,
+    MaxColsAtCompileTime = MaxRowsAtCompileTime,
+    Flags = 0
+  };
+};
+
+template<typename VectorsType, typename CoeffsType, int Side>
+struct hseq_side_dependent_impl
+{
+  typedef Block<const VectorsType, Dynamic, 1> EssentialVectorType;
+  typedef HouseholderSequence<VectorsType, CoeffsType, OnTheLeft> HouseholderSequenceType;
+  typedef typename VectorsType::Index Index;
+  static inline const EssentialVectorType essentialVector(const HouseholderSequenceType& h, Index k)
+  {
+    Index start = k+1+h.m_shift;
+    return Block<const VectorsType,Dynamic,1>(h.m_vectors, start, k, h.rows()-start, 1);
+  }
+};
+
+template<typename VectorsType, typename CoeffsType>
+struct hseq_side_dependent_impl<VectorsType, CoeffsType, OnTheRight>
+{
+  typedef Transpose<Block<const VectorsType, 1, Dynamic> > EssentialVectorType;
+  typedef HouseholderSequence<VectorsType, CoeffsType, OnTheRight> HouseholderSequenceType;
+  typedef typename VectorsType::Index Index;
+  static inline const EssentialVectorType essentialVector(const HouseholderSequenceType& h, Index k)
+  {
+    Index start = k+1+h.m_shift;
+    return Block<const VectorsType,1,Dynamic>(h.m_vectors, k, start, 1, h.rows()-start).transpose();
+  }
+};
+
+template<typename OtherScalarType, typename MatrixType> struct matrix_type_times_scalar_type
+{
+  typedef typename scalar_product_traits<OtherScalarType, typename MatrixType::Scalar>::ReturnType
+    ResultScalar;
+  typedef Matrix<ResultScalar, MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime,
+                 0, MatrixType::MaxRowsAtCompileTime, MatrixType::MaxColsAtCompileTime> Type;
+};
+
+} // end namespace internal
+
+template<typename VectorsType, typename CoeffsType, int Side> class HouseholderSequence
+  : public EigenBase<HouseholderSequence<VectorsType,CoeffsType,Side> >
+{
+    typedef typename internal::hseq_side_dependent_impl<VectorsType,CoeffsType,Side>::EssentialVectorType EssentialVectorType;
+  
+  public:
+    enum {
+      RowsAtCompileTime = internal::traits<HouseholderSequence>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<HouseholderSequence>::ColsAtCompileTime,
+      MaxRowsAtCompileTime = internal::traits<HouseholderSequence>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<HouseholderSequence>::MaxColsAtCompileTime
+    };
+    typedef typename internal::traits<HouseholderSequence>::Scalar Scalar;
+    typedef typename VectorsType::Index Index;
+
+    typedef HouseholderSequence<
+      typename internal::conditional<NumTraits<Scalar>::IsComplex,
+        typename internal::remove_all<typename VectorsType::ConjugateReturnType>::type,
+        VectorsType>::type,
+      typename internal::conditional<NumTraits<Scalar>::IsComplex,
+        typename internal::remove_all<typename CoeffsType::ConjugateReturnType>::type,
+        CoeffsType>::type,
+      Side
+    > ConjugateReturnType;
+
+    /** \brief Constructor.
+      * \param[in]  v      %Matrix containing the essential parts of the Householder vectors
+      * \param[in]  h      Vector containing the Householder coefficients
+      *
+      * Constructs the Householder sequence with coefficients given by \p h and vectors given by \p v. The
+      * i-th Householder coefficient \f$ h_i \f$ is given by \p h(i) and the essential part of the i-th
+      * Householder vector \f$ v_i \f$ is given by \p v(k,i) with \p k > \p i (the subdiagonal part of the
+      * i-th column). If \p v has fewer columns than rows, then the Householder sequence contains as many
+      * Householder reflections as there are columns.
+      *
+      * \note The %HouseholderSequence object stores \p v and \p h by reference.
+      *
+      * Example: \include HouseholderSequence_HouseholderSequence.cpp
+      * Output: \verbinclude HouseholderSequence_HouseholderSequence.out
+      *
+      * \sa setLength(), setShift()
+      */
+    HouseholderSequence(const VectorsType& v, const CoeffsType& h)
+      : m_vectors(v), m_coeffs(h), m_trans(false), m_length(v.diagonalSize()),
+        m_shift(0)
+    {
+    }
+
+    /** \brief Copy constructor. */
+    HouseholderSequence(const HouseholderSequence& other)
+      : m_vectors(other.m_vectors),
+        m_coeffs(other.m_coeffs),
+        m_trans(other.m_trans),
+        m_length(other.m_length),
+        m_shift(other.m_shift)
+    {
+    }
+
+    /** \brief Number of rows of transformation viewed as a matrix.
+      * \returns Number of rows 
+      * \details This equals the dimension of the space that the transformation acts on.
+      */
+    Index rows() const { return Side==OnTheLeft ? m_vectors.rows() : m_vectors.cols(); }
+
+    /** \brief Number of columns of transformation viewed as a matrix.
+      * \returns Number of columns
+      * \details This equals the dimension of the space that the transformation acts on.
+      */
+    Index cols() const { return rows(); }
+
+    /** \brief Essential part of a Householder vector.
+      * \param[in]  k  Index of Householder reflection
+      * \returns    Vector containing non-trivial entries of k-th Householder vector
+      *
+      * This function returns the essential part of the Householder vector \f$ v_i \f$. This is a vector of
+      * length \f$ n-i \f$ containing the last \f$ n-i \f$ entries of the vector
+      * \f[ 
+      * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ]. 
+      * \f]
+      * The index \f$ i \f$ equals \p k + shift(), corresponding to the k-th column of the matrix \p v
+      * passed to the constructor.
+      *
+      * \sa setShift(), shift()
+      */
+    const EssentialVectorType essentialVector(Index k) const
+    {
+      eigen_assert(k >= 0 && k < m_length);
+      return internal::hseq_side_dependent_impl<VectorsType,CoeffsType,Side>::essentialVector(*this, k);
+    }
+
+    /** \brief %Transpose of the Householder sequence. */
+    HouseholderSequence transpose() const
+    {
+      return HouseholderSequence(*this).setTrans(!m_trans);
+    }
+
+    /** \brief Complex conjugate of the Householder sequence. */
+    ConjugateReturnType conjugate() const
+    {
+      return ConjugateReturnType(m_vectors.conjugate(), m_coeffs.conjugate())
+             .setTrans(m_trans)
+             .setLength(m_length)
+             .setShift(m_shift);
+    }
+
+    /** \brief Adjoint (conjugate transpose) of the Householder sequence. */
+    ConjugateReturnType adjoint() const
+    {
+      return conjugate().setTrans(!m_trans);
+    }
+
+    /** \brief Inverse of the Householder sequence (equals the adjoint). */
+    ConjugateReturnType inverse() const { return adjoint(); }
+
+    /** \internal */
+    template<typename DestType> inline void evalTo(DestType& dst) const
+    {
+      Matrix<Scalar, DestType::RowsAtCompileTime, 1,
+             AutoAlign|ColMajor, DestType::MaxRowsAtCompileTime, 1> workspace(rows());
+      evalTo(dst, workspace);
+    }
+
+    /** \internal */
+    template<typename Dest, typename Workspace>
+    void evalTo(Dest& dst, Workspace& workspace) const
+    {
+      workspace.resize(rows());
+      Index vecs = m_length;
+      if(    internal::is_same<typename internal::remove_all<VectorsType>::type,Dest>::value
+          && internal::extract_data(dst) == internal::extract_data(m_vectors))
+      {
+        // in-place
+        dst.diagonal().setOnes();
+        dst.template triangularView<StrictlyUpper>().setZero();
+        for(Index k = vecs-1; k >= 0; --k)
+        {
+          Index cornerSize = rows() - k - m_shift;
+          if(m_trans)
+            dst.bottomRightCorner(cornerSize, cornerSize)
+               .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), workspace.data());
+          else
+            dst.bottomRightCorner(cornerSize, cornerSize)
+               .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), workspace.data());
+
+          // clear the off diagonal vector
+          dst.col(k).tail(rows()-k-1).setZero();
+        }
+        // clear the remaining columns if needed
+        for(Index k = 0; k<cols()-vecs ; ++k)
+          dst.col(k).tail(rows()-k-1).setZero();
+      }
+      else
+      {
+        dst.setIdentity(rows(), rows());
+        for(Index k = vecs-1; k >= 0; --k)
+        {
+          Index cornerSize = rows() - k - m_shift;
+          if(m_trans)
+            dst.bottomRightCorner(cornerSize, cornerSize)
+               .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0));
+          else
+            dst.bottomRightCorner(cornerSize, cornerSize)
+               .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0));
+        }
+      }
+    }
+
+    /** \internal */
+    template<typename Dest> inline void applyThisOnTheRight(Dest& dst) const
+    {
+      Matrix<Scalar,1,Dest::RowsAtCompileTime,RowMajor,1,Dest::MaxRowsAtCompileTime> workspace(dst.rows());
+      applyThisOnTheRight(dst, workspace);
+    }
+
+    /** \internal */
+    template<typename Dest, typename Workspace>
+    inline void applyThisOnTheRight(Dest& dst, Workspace& workspace) const
+    {
+      workspace.resize(dst.rows());
+      for(Index k = 0; k < m_length; ++k)
+      {
+        Index actual_k = m_trans ? m_length-k-1 : k;
+        dst.rightCols(rows()-m_shift-actual_k)
+           .applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
+      }
+    }
+
+    /** \internal */
+    template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
+    {
+      Matrix<Scalar,1,Dest::ColsAtCompileTime,RowMajor,1,Dest::MaxColsAtCompileTime> workspace(dst.cols());
+      applyThisOnTheLeft(dst, workspace);
+    }
+
+    /** \internal */
+    template<typename Dest, typename Workspace>
+    inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace) const
+    {
+      workspace.resize(dst.cols());
+      for(Index k = 0; k < m_length; ++k)
+      {
+        Index actual_k = m_trans ? k : m_length-k-1;
+        dst.bottomRows(rows()-m_shift-actual_k)
+           .applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
+      }
+    }
+
+    /** \brief Computes the product of a Householder sequence with a matrix.
+      * \param[in]  other  %Matrix being multiplied.
+      * \returns    Expression object representing the product.
+      *
+      * This function computes \f$ HM \f$ where \f$ H \f$ is the Householder sequence represented by \p *this
+      * and \f$ M \f$ is the matrix \p other.
+      */
+    template<typename OtherDerived>
+    typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type operator*(const MatrixBase<OtherDerived>& other) const
+    {
+      typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type
+        res(other.template cast<typename internal::matrix_type_times_scalar_type<Scalar,OtherDerived>::ResultScalar>());
+      applyThisOnTheLeft(res);
+      return res;
+    }
+
+    template<typename _VectorsType, typename _CoeffsType, int _Side> friend struct internal::hseq_side_dependent_impl;
+
+    /** \brief Sets the length of the Householder sequence.
+      * \param [in]  length  New value for the length.
+      *
+      * By default, the length \f$ n \f$ of the Householder sequence \f$ H = H_0 H_1 \ldots H_{n-1} \f$ is set
+      * to the number of columns of the matrix \p v passed to the constructor, or the number of rows if that
+      * is smaller. After this function is called, the length equals \p length.
+      *
+      * \sa length()
+      */
+    HouseholderSequence& setLength(Index length)
+    {
+      m_length = length;
+      return *this;
+    }
+
+    /** \brief Sets the shift of the Householder sequence.
+      * \param [in]  shift  New value for the shift.
+      *
+      * By default, a %HouseholderSequence object represents \f$ H = H_0 H_1 \ldots H_{n-1} \f$ and the i-th
+      * column of the matrix \p v passed to the constructor corresponds to the i-th Householder
+      * reflection. After this function is called, the object represents \f$ H = H_{\mathrm{shift}}
+      * H_{\mathrm{shift}+1} \ldots H_{n-1} \f$ and the i-th column of \p v corresponds to the (shift+i)-th
+      * Householder reflection.
+      *
+      * \sa shift()
+      */
+    HouseholderSequence& setShift(Index shift)
+    {
+      m_shift = shift;
+      return *this;
+    }
+
+    Index length() const { return m_length; }  /**< \brief Returns the length of the Householder sequence. */
+    Index shift() const { return m_shift; }    /**< \brief Returns the shift of the Householder sequence. */
+
+    /* Necessary for .adjoint() and .conjugate() */
+    template <typename VectorsType2, typename CoeffsType2, int Side2> friend class HouseholderSequence;
+
+  protected:
+
+    /** \brief Sets the transpose flag.
+      * \param [in]  trans  New value of the transpose flag.
+      *
+      * By default, the transpose flag is not set. If the transpose flag is set, then this object represents 
+      * \f$ H^T = H_{n-1}^T \ldots H_1^T H_0^T \f$ instead of \f$ H = H_0 H_1 \ldots H_{n-1} \f$.
+      *
+      * \sa trans()
+      */
+    HouseholderSequence& setTrans(bool trans)
+    {
+      m_trans = trans;
+      return *this;
+    }
+
+    bool trans() const { return m_trans; }     /**< \brief Returns the transpose flag. */
+
+    typename VectorsType::Nested m_vectors;
+    typename CoeffsType::Nested m_coeffs;
+    bool m_trans;
+    Index m_length;
+    Index m_shift;
+};
+
+/** \brief Computes the product of a matrix with a Householder sequence.
+  * \param[in]  other  %Matrix being multiplied.
+  * \param[in]  h      %HouseholderSequence being multiplied.
+  * \returns    Expression object representing the product.
+  *
+  * This function computes \f$ MH \f$ where \f$ M \f$ is the matrix \p other and \f$ H \f$ is the
+  * Householder sequence represented by \p h.
+  */
+template<typename OtherDerived, typename VectorsType, typename CoeffsType, int Side>
+typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,OtherDerived>::Type operator*(const MatrixBase<OtherDerived>& other, const HouseholderSequence<VectorsType,CoeffsType,Side>& h)
+{
+  typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,OtherDerived>::Type
+    res(other.template cast<typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,OtherDerived>::ResultScalar>());
+  h.applyThisOnTheRight(res);
+  return res;
+}
+
+/** \ingroup Householder_Module \householder_module
+  * \brief Convenience function for constructing a Householder sequence. 
+  * \returns A HouseholderSequence constructed from the specified arguments.
+  */
+template<typename VectorsType, typename CoeffsType>
+HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsType& v, const CoeffsType& h)
+{
+  return HouseholderSequence<VectorsType,CoeffsType,OnTheLeft>(v, h);
+}
+
+/** \ingroup Householder_Module \householder_module
+  * \brief Convenience function for constructing a Householder sequence. 
+  * \returns A HouseholderSequence constructed from the specified arguments.
+  * \details This function differs from householderSequence() in that the template argument \p OnTheSide of
+  * the constructed HouseholderSequence is set to OnTheRight, instead of the default OnTheLeft.
+  */
+template<typename VectorsType, typename CoeffsType>
+HouseholderSequence<VectorsType,CoeffsType,OnTheRight> rightHouseholderSequence(const VectorsType& v, const CoeffsType& h)
+{
+  return HouseholderSequence<VectorsType,CoeffsType,OnTheRight>(v, h);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_HOUSEHOLDER_SEQUENCE_H
diff --git a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
new file mode 100644
index 0000000000..1f3c060d02
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
@@ -0,0 +1,149 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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_BASIC_PRECONDITIONERS_H
+#define EIGEN_BASIC_PRECONDITIONERS_H
+
+namespace Eigen { 
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A preconditioner based on the digonal entries
+  *
+  * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix.
+  * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
+  * \code
+  * A.diagonal().asDiagonal() . x = b
+  * \endcode
+  *
+  * \tparam _Scalar the type of the scalar.
+  *
+  * This preconditioner is suitable for both selfadjoint and general problems.
+  * The diagonal entries are pre-inverted and stored into a dense vector.
+  *
+  * \note A variant that has yet to be implemented would attempt to preserve the norm of each column.
+  *
+  */
+template <typename _Scalar>
+class DiagonalPreconditioner
+{
+    typedef _Scalar Scalar;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef typename Vector::Index Index;
+
+  public:
+    // this typedef is only to export the scalar type and compile-time dimensions to solve_retval
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+    DiagonalPreconditioner() : m_isInitialized(false) {}
+
+    template<typename MatType>
+    DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols())
+    {
+      compute(mat);
+    }
+
+    Index rows() const { return m_invdiag.size(); }
+    Index cols() const { return m_invdiag.size(); }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& analyzePattern(const MatType& )
+    {
+      return *this;
+    }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& factorize(const MatType& mat)
+    {
+      m_invdiag.resize(mat.cols());
+      for(int j=0; j<mat.outerSize(); ++j)
+      {
+        typename MatType::InnerIterator it(mat,j);
+        while(it && it.index()!=j) ++it;
+        if(it && it.index()==j && it.value()!=Scalar(0))
+          m_invdiag(j) = Scalar(1)/it.value();
+        else
+          m_invdiag(j) = Scalar(1);
+      }
+      m_isInitialized = true;
+      return *this;
+    }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& compute(const MatType& mat)
+    {
+      return factorize(mat);
+    }
+
+    template<typename Rhs, typename Dest>
+    void _solve(const Rhs& b, Dest& x) const
+    {
+      x = m_invdiag.array() * b.array() ;
+    }
+
+    template<typename Rhs> inline const internal::solve_retval<DiagonalPreconditioner, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized.");
+      eigen_assert(m_invdiag.size()==b.rows()
+                && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<DiagonalPreconditioner, Rhs>(*this, b.derived());
+    }
+
+  protected:
+    Vector m_invdiag;
+    bool m_isInitialized;
+};
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<DiagonalPreconditioner<_MatrixType>, Rhs>
+  : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs>
+{
+  typedef DiagonalPreconditioner<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A naive preconditioner which approximates any matrix as the identity matrix
+  *
+  * \sa class DiagonalPreconditioner
+  */
+class IdentityPreconditioner
+{
+  public:
+
+    IdentityPreconditioner() {}
+
+    template<typename MatrixType>
+    IdentityPreconditioner(const MatrixType& ) {}
+    
+    template<typename MatrixType>
+    IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; }
+    
+    template<typename MatrixType>
+    IdentityPreconditioner& factorize(const MatrixType& ) { return *this; }
+
+    template<typename MatrixType>
+    IdentityPreconditioner& compute(const MatrixType& ) { return *this; }
+    
+    template<typename Rhs>
+    inline const Rhs& solve(const Rhs& b) const { return b; }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_BASIC_PRECONDITIONERS_H
diff --git a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
new file mode 100644
index 0000000000..7a46b51fa6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
@@ -0,0 +1,254 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_BICGSTAB_H
+#define EIGEN_BICGSTAB_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Low-level bi conjugate gradient stabilized algorithm
+  * \param mat The matrix A
+  * \param rhs The right hand side vector b
+  * \param x On input and initial solution, on output the computed solution.
+  * \param precond A preconditioner being able to efficiently solve for an
+  *                approximation of Ax=b (regardless of b)
+  * \param iters On input the max number of iteration, on output the number of performed iterations.
+  * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+  * \return false in the case of numerical issue, for example a break down of BiCGSTAB. 
+  */
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
+              const Preconditioner& precond, int& iters,
+              typename Dest::RealScalar& tol_error)
+{
+  using std::sqrt;
+  using std::abs;
+  typedef typename Dest::RealScalar RealScalar;
+  typedef typename Dest::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,1> VectorType;
+  RealScalar tol = tol_error;
+  int maxIters = iters;
+
+  int n = mat.cols();
+  x = precond.solve(x);
+  VectorType r  = rhs - mat * x;
+  VectorType r0 = r;
+  
+  RealScalar r0_sqnorm = r0.squaredNorm();
+  RealScalar rhs_sqnorm = rhs.squaredNorm();
+  if(rhs_sqnorm == 0)
+  {
+    x.setZero();
+    return true;
+  }
+  Scalar rho    = 1;
+  Scalar alpha  = 1;
+  Scalar w      = 1;
+  
+  VectorType v = VectorType::Zero(n), p = VectorType::Zero(n);
+  VectorType y(n),  z(n);
+  VectorType kt(n), ks(n);
+
+  VectorType s(n), t(n);
+
+  RealScalar tol2 = tol*tol;
+  int i = 0;
+  int restarts = 0;
+
+  while ( r.squaredNorm()/rhs_sqnorm > tol2 && i<maxIters )
+  {
+    Scalar rho_old = rho;
+
+    rho = r0.dot(r);
+    if (internal::isMuchSmallerThan(rho,r0_sqnorm))
+    {
+      // The new residual vector became too orthogonal to the arbitrarily choosen direction r0
+      // Let's restart with a new r0:
+      r0 = r;
+      rho = r0_sqnorm = r.squaredNorm();
+      if(restarts++ == 0)
+        i = 0;
+    }
+    Scalar beta = (rho/rho_old) * (alpha / w);
+    p = r + beta * (p - w * v);
+    
+    y = precond.solve(p);
+    
+    v.noalias() = mat * y;
+
+    alpha = rho / r0.dot(v);
+    s = r - alpha * v;
+
+    z = precond.solve(s);
+    t.noalias() = mat * z;
+
+    RealScalar tmp = t.squaredNorm();
+    if(tmp>RealScalar(0))
+      w = t.dot(s) / tmp;
+    else
+      w = Scalar(0);
+    x += alpha * y + w * z;
+    r = s - w * t;
+    ++i;
+  }
+  tol_error = sqrt(r.squaredNorm()/rhs_sqnorm);
+  iters = i;
+  return true; 
+}
+
+}
+
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class BiCGSTAB;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A bi conjugate gradient stabilized solver for sparse square problems
+  *
+  * This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient
+  * stabilized algorithm. The vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+  * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+  *
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  * 
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+  * \include BiCGSTAB_simple.cpp
+  * 
+  * By default the iterations start with x=0 as an initial guess of the solution.
+  * One can control the start using the solveWithGuess() method. Here is a step by
+  * step execution example starting with a random guess and printing the evolution
+  * of the estimated error:
+  * \include BiCGSTAB_step_by_step.cpp
+  * Note that such a step by step excution is slightly slower.
+  * 
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename _MatrixType, typename _Preconditioner>
+class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
+{
+  typedef IterativeSolverBase<BiCGSTAB> Base;
+  using Base::mp_matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+public:
+
+  /** Default constructor. */
+  BiCGSTAB() : Base() {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  BiCGSTAB(const MatrixType& A) : Base(A) {}
+
+  ~BiCGSTAB() {}
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * \a x0 as an initial solution.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs,typename Guess>
+  inline const internal::solve_retval_with_guess<BiCGSTAB, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+  {
+    eigen_assert(m_isInitialized && "BiCGSTAB is not initialized.");
+    eigen_assert(Base::rows()==b.rows()
+              && "BiCGSTAB::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval_with_guess
+            <BiCGSTAB, Rhs, Guess>(*this, b.derived(), x0);
+  }
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solveWithGuess(const Rhs& b, Dest& x) const
+  {    
+    bool failed = false;
+    for(int j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+      
+      typename Dest::ColXpr xj(x,j);
+      if(!internal::bicgstab(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
+        failed = true;
+    }
+    m_info = failed ? NumericalIssue
+           : m_error <= Base::m_tolerance ? Success
+           : NoConvergence;
+    m_isInitialized = true;
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve(const Rhs& b, Dest& x) const
+  {
+//     x.setZero();
+  x = b;
+    _solveWithGuess(b,x);
+  }
+
+protected:
+
+};
+
+
+namespace internal {
+
+  template<typename _MatrixType, typename _Preconditioner, typename Rhs>
+struct solve_retval<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
+  : solve_retval_base<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
+{
+  typedef BiCGSTAB<_MatrixType, _Preconditioner> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BICGSTAB_H
diff --git a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
new file mode 100644
index 0000000000..3ce5179409
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
@@ -0,0 +1,265 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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_CONJUGATE_GRADIENT_H
+#define EIGEN_CONJUGATE_GRADIENT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Low-level conjugate gradient algorithm
+  * \param mat The matrix A
+  * \param rhs The right hand side vector b
+  * \param x On input and initial solution, on output the computed solution.
+  * \param precond A preconditioner being able to efficiently solve for an
+  *                approximation of Ax=b (regardless of b)
+  * \param iters On input the max number of iteration, on output the number of performed iterations.
+  * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+  */
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+EIGEN_DONT_INLINE
+void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
+                        const Preconditioner& precond, int& iters,
+                        typename Dest::RealScalar& tol_error)
+{
+  using std::sqrt;
+  using std::abs;
+  typedef typename Dest::RealScalar RealScalar;
+  typedef typename Dest::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,1> VectorType;
+  
+  RealScalar tol = tol_error;
+  int maxIters = iters;
+  
+  int n = mat.cols();
+
+  VectorType residual = rhs - mat * x; //initial residual
+
+  RealScalar rhsNorm2 = rhs.squaredNorm();
+  if(rhsNorm2 == 0) 
+  {
+    x.setZero();
+    iters = 0;
+    tol_error = 0;
+    return;
+  }
+  RealScalar threshold = tol*tol*rhsNorm2;
+  RealScalar residualNorm2 = residual.squaredNorm();
+  if (residualNorm2 < threshold)
+  {
+    iters = 0;
+    tol_error = sqrt(residualNorm2 / rhsNorm2);
+    return;
+  }
+  
+  VectorType p(n);
+  p = precond.solve(residual);      //initial search direction
+
+  VectorType z(n), tmp(n);
+  RealScalar absNew = numext::real(residual.dot(p));  // the square of the absolute value of r scaled by invM
+  int i = 0;
+  while(i < maxIters)
+  {
+    tmp.noalias() = mat * p;              // the bottleneck of the algorithm
+
+    Scalar alpha = absNew / p.dot(tmp);   // the amount we travel on dir
+    x += alpha * p;                       // update solution
+    residual -= alpha * tmp;              // update residue
+    
+    residualNorm2 = residual.squaredNorm();
+    if(residualNorm2 < threshold)
+      break;
+    
+    z = precond.solve(residual);          // approximately solve for "A z = residual"
+
+    RealScalar absOld = absNew;
+    absNew = numext::real(residual.dot(z));     // update the absolute value of r
+    RealScalar beta = absNew / absOld;            // calculate the Gram-Schmidt value used to create the new search direction
+    p = z + beta * p;                             // update search direction
+    i++;
+  }
+  tol_error = sqrt(residualNorm2 / rhsNorm2);
+  iters = i;
+}
+
+}
+
+template< typename _MatrixType, int _UpLo=Lower,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class ConjugateGradient;
+
+namespace internal {
+
+template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A conjugate gradient solver for sparse (or dense) self-adjoint problems
+  *
+  * This class allows to solve for A.x = b linear problems using an iterative conjugate gradient algorithm.
+  * The matrix A must be selfadjoint. The matrix A and the vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+  *
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  * 
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+  * \code
+  * int n = 10000;
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A(n,n);
+  * // fill A and b
+  * ConjugateGradient<SparseMatrix<double> > cg;
+  * cg.compute(A);
+  * x = cg.solve(b);
+  * std::cout << "#iterations:     " << cg.iterations() << std::endl;
+  * std::cout << "estimated error: " << cg.error()      << std::endl;
+  * // update b, and solve again
+  * x = cg.solve(b);
+  * \endcode
+  * 
+  * By default the iterations start with x=0 as an initial guess of the solution.
+  * One can control the start using the solveWithGuess() method. Here is a step by
+  * step execution example starting with a random guess and printing the evolution
+  * of the estimated error:
+  * * \code
+  * x = VectorXd::Random(n);
+  * cg.setMaxIterations(1);
+  * int i = 0;
+  * do {
+  *   x = cg.solveWithGuess(b,x);
+  *   std::cout << i << " : " << cg.error() << std::endl;
+  *   ++i;
+  * } while (cg.info()!=Success && i<100);
+  * \endcode
+  * Note that such a step by step excution is slightly slower.
+  * 
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
+{
+  typedef IterativeSolverBase<ConjugateGradient> Base;
+  using Base::mp_matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+  enum {
+    UpLo = _UpLo
+  };
+
+public:
+
+  /** Default constructor. */
+  ConjugateGradient() : Base() {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  ConjugateGradient(const MatrixType& A) : Base(A) {}
+
+  ~ConjugateGradient() {}
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * \a x0 as an initial solution.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs,typename Guess>
+  inline const internal::solve_retval_with_guess<ConjugateGradient, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+  {
+    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
+    eigen_assert(Base::rows()==b.rows()
+              && "ConjugateGradient::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval_with_guess
+            <ConjugateGradient, Rhs, Guess>(*this, b.derived(), x0);
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solveWithGuess(const Rhs& b, Dest& x) const
+  {
+    m_iterations = Base::maxIterations();
+    m_error = Base::m_tolerance;
+
+    for(int j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+
+      typename Dest::ColXpr xj(x,j);
+      internal::conjugate_gradient(mp_matrix->template selfadjointView<UpLo>(), b.col(j), xj,
+                                   Base::m_preconditioner, m_iterations, m_error);
+    }
+
+    m_isInitialized = true;
+    m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
+  }
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve(const Rhs& b, Dest& x) const
+  {
+    x.setOnes();
+    _solveWithGuess(b,x);
+  }
+
+protected:
+
+};
+
+
+namespace internal {
+
+template<typename _MatrixType, int _UpLo, typename _Preconditioner, typename Rhs>
+struct solve_retval<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs>
+  : solve_retval_base<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs>
+{
+  typedef ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONJUGATE_GRADIENT_H
diff --git a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
new file mode 100644
index 0000000000..b55afc1363
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
@@ -0,0 +1,467 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_INCOMPLETE_LUT_H
+#define EIGEN_INCOMPLETE_LUT_H
+
+
+namespace Eigen { 
+
+namespace internal {
+    
+/** \internal
+  * Compute a quick-sort split of a vector 
+  * On output, the vector row is permuted such that its elements satisfy
+  * abs(row(i)) >= abs(row(ncut)) if i<ncut
+  * abs(row(i)) <= abs(row(ncut)) if i>ncut 
+  * \param row The vector of values
+  * \param ind The array of index for the elements in @p row
+  * \param ncut  The number of largest elements to keep
+  **/ 
+template <typename VectorV, typename VectorI, typename Index>
+Index QuickSplit(VectorV &row, VectorI &ind, Index ncut)
+{
+  typedef typename VectorV::RealScalar RealScalar;
+  using std::swap;
+  using std::abs;
+  Index mid;
+  Index n = row.size(); /* length of the vector */
+  Index first, last ;
+  
+  ncut--; /* to fit the zero-based indices */
+  first = 0; 
+  last = n-1; 
+  if (ncut < first || ncut > last ) return 0;
+  
+  do {
+    mid = first; 
+    RealScalar abskey = abs(row(mid)); 
+    for (Index j = first + 1; j <= last; j++) {
+      if ( abs(row(j)) > abskey) {
+        ++mid;
+        swap(row(mid), row(j));
+        swap(ind(mid), ind(j));
+      }
+    }
+    /* Interchange for the pivot element */
+    swap(row(mid), row(first));
+    swap(ind(mid), ind(first));
+    
+    if (mid > ncut) last = mid - 1;
+    else if (mid < ncut ) first = mid + 1; 
+  } while (mid != ncut );
+  
+  return 0; /* mid is equal to ncut */ 
+}
+
+}// end namespace internal
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \class IncompleteLUT
+  * \brief Incomplete LU factorization with dual-threshold strategy
+  *
+  * During the numerical factorization, two dropping rules are used :
+  *  1) any element whose magnitude is less than some tolerance is dropped.
+  *    This tolerance is obtained by multiplying the input tolerance @p droptol 
+  *    by the average magnitude of all the original elements in the current row.
+  *  2) After the elimination of the row, only the @p fill largest elements in 
+  *    the L part and the @p fill largest elements in the U part are kept 
+  *    (in addition to the diagonal element ). Note that @p fill is computed from 
+  *    the input parameter @p fillfactor which is used the ratio to control the fill_in 
+  *    relatively to the initial number of nonzero elements.
+  * 
+  * The two extreme cases are when @p droptol=0 (to keep all the @p fill*2 largest elements)
+  * and when @p fill=n/2 with @p droptol being different to zero. 
+  * 
+  * References : Yousef Saad, ILUT: A dual threshold incomplete LU factorization, 
+  *              Numerical Linear Algebra with Applications, 1(4), pp 387-402, 1994.
+  * 
+  * NOTE : The following implementation is derived from the ILUT implementation
+  * in the SPARSKIT package, Copyright (C) 2005, the Regents of the University of Minnesota 
+  *  released under the terms of the GNU LGPL: 
+  *    http://www-users.cs.umn.edu/~saad/software/SPARSKIT/README
+  * However, Yousef Saad gave us permission to relicense his ILUT code to MPL2.
+  * See the Eigen mailing list archive, thread: ILUT, date: July 8, 2012:
+  *   http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2012/07/msg00064.html
+  * alternatively, on GMANE:
+  *   http://comments.gmane.org/gmane.comp.lib.eigen/3302
+  */
+template <typename _Scalar>
+class IncompleteLUT : internal::noncopyable
+{
+    typedef _Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef SparseMatrix<Scalar,RowMajor> FactorType;
+    typedef SparseMatrix<Scalar,ColMajor> PermutType;
+    typedef typename FactorType::Index Index;
+
+  public:
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+    
+    IncompleteLUT()
+      : m_droptol(NumTraits<Scalar>::dummy_precision()), m_fillfactor(10),
+        m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false)
+    {}
+    
+    template<typename MatrixType>
+    IncompleteLUT(const MatrixType& mat, const RealScalar& droptol=NumTraits<Scalar>::dummy_precision(), int fillfactor = 10)
+      : m_droptol(droptol),m_fillfactor(fillfactor),
+        m_analysisIsOk(false),m_factorizationIsOk(false),m_isInitialized(false)
+    {
+      eigen_assert(fillfactor != 0);
+      compute(mat); 
+    }
+    
+    Index rows() const { return m_lu.rows(); }
+    
+    Index cols() const { return m_lu.cols(); }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "IncompleteLUT is not initialized.");
+      return m_info;
+    }
+    
+    template<typename MatrixType>
+    void analyzePattern(const MatrixType& amat);
+    
+    template<typename MatrixType>
+    void factorize(const MatrixType& amat);
+    
+    /**
+      * Compute an incomplete LU factorization with dual threshold on the matrix mat
+      * No pivoting is done in this version
+      * 
+      **/
+    template<typename MatrixType>
+    IncompleteLUT<Scalar>& compute(const MatrixType& amat)
+    {
+      analyzePattern(amat); 
+      factorize(amat);
+      m_isInitialized = m_factorizationIsOk;
+      return *this;
+    }
+
+    void setDroptol(const RealScalar& droptol); 
+    void setFillfactor(int fillfactor); 
+    
+    template<typename Rhs, typename Dest>
+    void _solve(const Rhs& b, Dest& x) const
+    {
+      x = m_Pinv * b;  
+      x = m_lu.template triangularView<UnitLower>().solve(x);
+      x = m_lu.template triangularView<Upper>().solve(x);
+      x = m_P * x; 
+    }
+
+    template<typename Rhs> inline const internal::solve_retval<IncompleteLUT, Rhs>
+     solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "IncompleteLUT is not initialized.");
+      eigen_assert(cols()==b.rows()
+                && "IncompleteLUT::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<IncompleteLUT, Rhs>(*this, b.derived());
+    }
+
+protected:
+
+    /** keeps off-diagonal entries; drops diagonal entries */
+    struct keep_diag {
+      inline bool operator() (const Index& row, const Index& col, const Scalar&) const
+      {
+        return row!=col;
+      }
+    };
+
+protected:
+
+    FactorType m_lu;
+    RealScalar m_droptol;
+    int m_fillfactor;
+    bool m_analysisIsOk;
+    bool m_factorizationIsOk;
+    bool m_isInitialized;
+    ComputationInfo m_info;
+    PermutationMatrix<Dynamic,Dynamic,Index> m_P;     // Fill-reducing permutation
+    PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv;  // Inverse permutation
+};
+
+/**
+ * Set control parameter droptol
+ *  \param droptol   Drop any element whose magnitude is less than this tolerance 
+ **/ 
+template<typename Scalar>
+void IncompleteLUT<Scalar>::setDroptol(const RealScalar& droptol)
+{
+  this->m_droptol = droptol;   
+}
+
+/**
+ * Set control parameter fillfactor
+ * \param fillfactor  This is used to compute the  number @p fill_in of largest elements to keep on each row. 
+ **/ 
+template<typename Scalar>
+void IncompleteLUT<Scalar>::setFillfactor(int fillfactor)
+{
+  this->m_fillfactor = fillfactor;   
+}
+
+template <typename Scalar>
+template<typename _MatrixType>
+void IncompleteLUT<Scalar>::analyzePattern(const _MatrixType& amat)
+{
+  // Compute the Fill-reducing permutation
+  SparseMatrix<Scalar,ColMajor, Index> mat1 = amat;
+  SparseMatrix<Scalar,ColMajor, Index> mat2 = amat.transpose();
+  // Symmetrize the pattern
+  // FIXME for a matrix with nearly symmetric pattern, mat2+mat1 is the appropriate choice.
+  //       on the other hand for a really non-symmetric pattern, mat2*mat1 should be prefered...
+  SparseMatrix<Scalar,ColMajor, Index> AtA = mat2 + mat1;
+  AtA.prune(keep_diag());
+  internal::minimum_degree_ordering<Scalar, Index>(AtA, m_P);  // Then compute the AMD ordering...
+
+  m_Pinv  = m_P.inverse(); // ... and the inverse permutation
+
+  m_analysisIsOk = true;
+}
+
+template <typename Scalar>
+template<typename _MatrixType>
+void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
+{
+  using std::sqrt;
+  using std::swap;
+  using std::abs;
+
+  eigen_assert((amat.rows() == amat.cols()) && "The factorization should be done on a square matrix");
+  Index n = amat.cols();  // Size of the matrix
+  m_lu.resize(n,n);
+  // Declare Working vectors and variables
+  Vector u(n) ;     // real values of the row -- maximum size is n --
+  VectorXi ju(n);   // column position of the values in u -- maximum size  is n
+  VectorXi jr(n);   // Indicate the position of the nonzero elements in the vector u -- A zero location is indicated by -1
+
+  // Apply the fill-reducing permutation
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  SparseMatrix<Scalar,RowMajor, Index> mat;
+  mat = amat.twistedBy(m_Pinv);
+
+  // Initialization
+  jr.fill(-1);
+  ju.fill(0);
+  u.fill(0);
+
+  // number of largest elements to keep in each row:
+  Index fill_in =   static_cast<Index> (amat.nonZeros()*m_fillfactor)/n+1;
+  if (fill_in > n) fill_in = n;
+
+  // number of largest nonzero elements to keep in the L and the U part of the current row:
+  Index nnzL = fill_in/2;
+  Index nnzU = nnzL;
+  m_lu.reserve(n * (nnzL + nnzU + 1));
+
+  // global loop over the rows of the sparse matrix
+  for (Index ii = 0; ii < n; ii++)
+  {
+    // 1 - copy the lower and the upper part of the row i of mat in the working vector u
+
+    Index sizeu = 1; // number of nonzero elements in the upper part of the current row
+    Index sizel = 0; // number of nonzero elements in the lower part of the current row
+    ju(ii)    = ii;
+    u(ii)     = 0;
+    jr(ii)    = ii;
+    RealScalar rownorm = 0;
+
+    typename FactorType::InnerIterator j_it(mat, ii); // Iterate through the current row ii
+    for (; j_it; ++j_it)
+    {
+      Index k = j_it.index();
+      if (k < ii)
+      {
+        // copy the lower part
+        ju(sizel) = k;
+        u(sizel) = j_it.value();
+        jr(k) = sizel;
+        ++sizel;
+      }
+      else if (k == ii)
+      {
+        u(ii) = j_it.value();
+      }
+      else
+      {
+        // copy the upper part
+        Index jpos = ii + sizeu;
+        ju(jpos) = k;
+        u(jpos) = j_it.value();
+        jr(k) = jpos;
+        ++sizeu;
+      }
+      rownorm += numext::abs2(j_it.value());
+    }
+
+    // 2 - detect possible zero row
+    if(rownorm==0)
+    {
+      m_info = NumericalIssue;
+      return;
+    }
+    // Take the 2-norm of the current row as a relative tolerance
+    rownorm = sqrt(rownorm);
+
+    // 3 - eliminate the previous nonzero rows
+    Index jj = 0;
+    Index len = 0;
+    while (jj < sizel)
+    {
+      // In order to eliminate in the correct order,
+      // we must select first the smallest column index among  ju(jj:sizel)
+      Index k;
+      Index minrow = ju.segment(jj,sizel-jj).minCoeff(&k); // k is relative to the segment
+      k += jj;
+      if (minrow != ju(jj))
+      {
+        // swap the two locations
+        Index j = ju(jj);
+        swap(ju(jj), ju(k));
+        jr(minrow) = jj;   jr(j) = k;
+        swap(u(jj), u(k));
+      }
+      // Reset this location
+      jr(minrow) = -1;
+
+      // Start elimination
+      typename FactorType::InnerIterator ki_it(m_lu, minrow);
+      while (ki_it && ki_it.index() < minrow) ++ki_it;
+      eigen_internal_assert(ki_it && ki_it.col()==minrow);
+      Scalar fact = u(jj) / ki_it.value();
+
+      // drop too small elements
+      if(abs(fact) <= m_droptol)
+      {
+        jj++;
+        continue;
+      }
+
+      // linear combination of the current row ii and the row minrow
+      ++ki_it;
+      for (; ki_it; ++ki_it)
+      {
+        Scalar prod = fact * ki_it.value();
+        Index j       = ki_it.index();
+        Index jpos    = jr(j);
+        if (jpos == -1) // fill-in element
+        {
+          Index newpos;
+          if (j >= ii) // dealing with the upper part
+          {
+            newpos = ii + sizeu;
+            sizeu++;
+            eigen_internal_assert(sizeu<=n);
+          }
+          else // dealing with the lower part
+          {
+            newpos = sizel;
+            sizel++;
+            eigen_internal_assert(sizel<=ii);
+          }
+          ju(newpos) = j;
+          u(newpos) = -prod;
+          jr(j) = newpos;
+        }
+        else
+          u(jpos) -= prod;
+      }
+      // store the pivot element
+      u(len) = fact;
+      ju(len) = minrow;
+      ++len;
+
+      jj++;
+    } // end of the elimination on the row ii
+
+    // reset the upper part of the pointer jr to zero
+    for(Index k = 0; k <sizeu; k++) jr(ju(ii+k)) = -1;
+
+    // 4 - partially sort and insert the elements in the m_lu matrix
+
+    // sort the L-part of the row
+    sizel = len;
+    len = (std::min)(sizel, nnzL);
+    typename Vector::SegmentReturnType ul(u.segment(0, sizel));
+    typename VectorXi::SegmentReturnType jul(ju.segment(0, sizel));
+    internal::QuickSplit(ul, jul, len);
+
+    // store the largest m_fill elements of the L part
+    m_lu.startVec(ii);
+    for(Index k = 0; k < len; k++)
+      m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k);
+
+    // store the diagonal element
+    // apply a shifting rule to avoid zero pivots (we are doing an incomplete factorization)
+    if (u(ii) == Scalar(0))
+      u(ii) = sqrt(m_droptol) * rownorm;
+    m_lu.insertBackByOuterInnerUnordered(ii, ii) = u(ii);
+
+    // sort the U-part of the row
+    // apply the dropping rule first
+    len = 0;
+    for(Index k = 1; k < sizeu; k++)
+    {
+      if(abs(u(ii+k)) > m_droptol * rownorm )
+      {
+        ++len;
+        u(ii + len)  = u(ii + k);
+        ju(ii + len) = ju(ii + k);
+      }
+    }
+    sizeu = len + 1; // +1 to take into account the diagonal element
+    len = (std::min)(sizeu, nnzU);
+    typename Vector::SegmentReturnType uu(u.segment(ii+1, sizeu-1));
+    typename VectorXi::SegmentReturnType juu(ju.segment(ii+1, sizeu-1));
+    internal::QuickSplit(uu, juu, len);
+
+    // store the largest elements of the U part
+    for(Index k = ii + 1; k < ii + len; k++)
+      m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k);
+  }
+
+  m_lu.finalize();
+  m_lu.makeCompressed();
+
+  m_factorizationIsOk = true;
+  m_info = Success;
+}
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<IncompleteLUT<_MatrixType>, Rhs>
+  : solve_retval_base<IncompleteLUT<_MatrixType>, Rhs>
+{
+  typedef IncompleteLUT<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_INCOMPLETE_LUT_H
diff --git a/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
new file mode 100644
index 0000000000..2036922d69
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
@@ -0,0 +1,254 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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_ITERATIVE_SOLVER_BASE_H
+#define EIGEN_ITERATIVE_SOLVER_BASE_H
+
+namespace Eigen { 
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief Base class for linear iterative solvers
+  *
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename Derived>
+class IterativeSolverBase : internal::noncopyable
+{
+public:
+  typedef typename internal::traits<Derived>::MatrixType MatrixType;
+  typedef typename internal::traits<Derived>::Preconditioner Preconditioner;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::RealScalar RealScalar;
+
+public:
+
+  Derived& derived() { return *static_cast<Derived*>(this); }
+  const Derived& derived() const { return *static_cast<const Derived*>(this); }
+
+  /** Default constructor. */
+  IterativeSolverBase()
+    : mp_matrix(0)
+  {
+    init();
+  }
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  IterativeSolverBase(const MatrixType& A)
+  {
+    init();
+    compute(A);
+  }
+
+  ~IterativeSolverBase() {}
+  
+  /** Initializes the iterative solver for the sparcity pattern of the matrix \a A for further solving \c Ax=b problems.
+    *
+    * Currently, this function mostly call analyzePattern on the preconditioner. In the future
+    * we might, for instance, implement column reodering for faster matrix vector products.
+    */
+  Derived& analyzePattern(const MatrixType& A)
+  {
+    m_preconditioner.analyzePattern(A);
+    m_isInitialized = true;
+    m_analysisIsOk = true;
+    m_info = Success;
+    return derived();
+  }
+  
+  /** Initializes the iterative solver with the numerical values of the matrix \a A for further solving \c Ax=b problems.
+    *
+    * Currently, this function mostly call factorize on the preconditioner.
+    *
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  Derived& factorize(const MatrixType& A)
+  {
+    eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); 
+    mp_matrix = &A;
+    m_preconditioner.factorize(A);
+    m_factorizationIsOk = true;
+    m_info = Success;
+    return derived();
+  }
+
+  /** Initializes the iterative solver with the matrix \a A for further solving \c Ax=b problems.
+    *
+    * Currently, this function mostly initialized/compute the preconditioner. In the future
+    * we might, for instance, implement column reodering for faster matrix vector products.
+    *
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  Derived& compute(const MatrixType& A)
+  {
+    mp_matrix = &A;
+    m_preconditioner.compute(A);
+    m_isInitialized = true;
+    m_analysisIsOk = true;
+    m_factorizationIsOk = true;
+    m_info = Success;
+    return derived();
+  }
+
+  /** \internal */
+  Index rows() const { return mp_matrix ? mp_matrix->rows() : 0; }
+  /** \internal */
+  Index cols() const { return mp_matrix ? mp_matrix->cols() : 0; }
+
+  /** \returns the tolerance threshold used by the stopping criteria */
+  RealScalar tolerance() const { return m_tolerance; }
+  
+  /** Sets the tolerance threshold used by the stopping criteria */
+  Derived& setTolerance(const RealScalar& tolerance)
+  {
+    m_tolerance = tolerance;
+    return derived();
+  }
+
+  /** \returns a read-write reference to the preconditioner for custom configuration. */
+  Preconditioner& preconditioner() { return m_preconditioner; }
+  
+  /** \returns a read-only reference to the preconditioner. */
+  const Preconditioner& preconditioner() const { return m_preconditioner; }
+
+  /** \returns the max number of iterations */
+  int maxIterations() const
+  {
+    return (mp_matrix && m_maxIterations<0) ? mp_matrix->cols() : m_maxIterations;
+  }
+  
+  /** Sets the max number of iterations */
+  Derived& setMaxIterations(int maxIters)
+  {
+    m_maxIterations = maxIters;
+    return derived();
+  }
+
+  /** \returns the number of iterations performed during the last solve */
+  int iterations() const
+  {
+    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
+    return m_iterations;
+  }
+
+  /** \returns the tolerance error reached during the last solve */
+  RealScalar error() const
+  {
+    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
+    return m_error;
+  }
+
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs> inline const internal::solve_retval<Derived, Rhs>
+  solve(const MatrixBase<Rhs>& b) const
+  {
+    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
+    eigen_assert(rows()==b.rows()
+              && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval<Derived, Rhs>(derived(), b.derived());
+  }
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs>
+  inline const internal::sparse_solve_retval<IterativeSolverBase, Rhs>
+  solve(const SparseMatrixBase<Rhs>& b) const
+  {
+    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
+    eigen_assert(rows()==b.rows()
+              && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::sparse_solve_retval<IterativeSolverBase, Rhs>(*this, b.derived());
+  }
+
+  /** \returns Success if the iterations converged, and NoConvergence otherwise. */
+  ComputationInfo info() const
+  {
+    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
+    return m_info;
+  }
+  
+  /** \internal */
+  template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex>
+  void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
+  {
+    eigen_assert(rows()==b.rows());
+    
+    int rhsCols = b.cols();
+    int size = b.rows();
+    Eigen::Matrix<DestScalar,Dynamic,1> tb(size);
+    Eigen::Matrix<DestScalar,Dynamic,1> tx(size);
+    for(int k=0; k<rhsCols; ++k)
+    {
+      tb = b.col(k);
+      tx = derived().solve(tb);
+      dest.col(k) = tx.sparseView(0);
+    }
+  }
+
+protected:
+  void init()
+  {
+    m_isInitialized = false;
+    m_analysisIsOk = false;
+    m_factorizationIsOk = false;
+    m_maxIterations = -1;
+    m_tolerance = NumTraits<Scalar>::epsilon();
+  }
+  const MatrixType* mp_matrix;
+  Preconditioner m_preconditioner;
+
+  int m_maxIterations;
+  RealScalar m_tolerance;
+  
+  mutable RealScalar m_error;
+  mutable int m_iterations;
+  mutable ComputationInfo m_info;
+  mutable bool m_isInitialized, m_analysisIsOk, m_factorizationIsOk;
+};
+
+namespace internal {
+ 
+template<typename Derived, typename Rhs>
+struct sparse_solve_retval<IterativeSolverBase<Derived>, Rhs>
+  : sparse_solve_retval_base<IterativeSolverBase<Derived>, Rhs>
+{
+  typedef IterativeSolverBase<Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec().derived()._solve_sparse(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ITERATIVE_SOLVER_BASE_H
diff --git a/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h b/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h
new file mode 100644
index 0000000000..956f72d570
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/Jacobi/Jacobi.h
@@ -0,0 +1,433 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009 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_JACOBI_H
+#define EIGEN_JACOBI_H
+
+namespace Eigen { 
+
+/** \ingroup Jacobi_Module
+  * \jacobi_module
+  * \class JacobiRotation
+  * \brief Rotation given by a cosine-sine pair.
+  *
+  * This class represents a Jacobi or Givens rotation.
+  * This is a 2D rotation in the plane \c J of angle \f$ \theta \f$ defined by
+  * its cosine \c c and sine \c s as follow:
+  * \f$ J = \left ( \begin{array}{cc} c & \overline s \\ -s  & \overline c \end{array} \right ) \f$
+  *
+  * You can apply the respective counter-clockwise rotation to a column vector \c v by
+  * applying its adjoint on the left: \f$ v = J^* v \f$ that translates to the following Eigen code:
+  * \code
+  * v.applyOnTheLeft(J.adjoint());
+  * \endcode
+  *
+  * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+  */
+template<typename Scalar> class JacobiRotation
+{
+  public:
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** Default constructor without any initialization. */
+    JacobiRotation() {}
+
+    /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */
+    JacobiRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {}
+
+    Scalar& c() { return m_c; }
+    Scalar c() const { return m_c; }
+    Scalar& s() { return m_s; }
+    Scalar s() const { return m_s; }
+
+    /** Concatenates two planar rotation */
+    JacobiRotation operator*(const JacobiRotation& other)
+    {
+      using numext::conj;
+      return JacobiRotation(m_c * other.m_c - conj(m_s) * other.m_s,
+                            conj(m_c * conj(other.m_s) + conj(m_s) * conj(other.m_c)));
+    }
+
+    /** Returns the transposed transformation */
+    JacobiRotation transpose() const { using numext::conj; return JacobiRotation(m_c, -conj(m_s)); }
+
+    /** Returns the adjoint transformation */
+    JacobiRotation adjoint() const { using numext::conj; return JacobiRotation(conj(m_c), -m_s); }
+
+    template<typename Derived>
+    bool makeJacobi(const MatrixBase<Derived>&, typename Derived::Index p, typename Derived::Index q);
+    bool makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z);
+
+    void makeGivens(const Scalar& p, const Scalar& q, Scalar* z=0);
+
+  protected:
+    void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, internal::true_type);
+    void makeGivens(const Scalar& p, const Scalar& q, Scalar* z, internal::false_type);
+
+    Scalar m_c, m_s;
+};
+
+/** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the selfadjoint 2x2 matrix
+  * \f$ B = \left ( \begin{array}{cc} x & y \\ \overline y & z \end{array} \right )\f$ yields a diagonal matrix \f$ A = J^* B J \f$
+  *
+  * \sa MatrixBase::makeJacobi(const MatrixBase<Derived>&, Index, Index), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+  */
+template<typename Scalar>
+bool JacobiRotation<Scalar>::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z)
+{
+  using std::sqrt;
+  using std::abs;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  if(y == Scalar(0))
+  {
+    m_c = Scalar(1);
+    m_s = Scalar(0);
+    return false;
+  }
+  else
+  {
+    RealScalar tau = (x-z)/(RealScalar(2)*abs(y));
+    RealScalar w = sqrt(numext::abs2(tau) + RealScalar(1));
+    RealScalar t;
+    if(tau>RealScalar(0))
+    {
+      t = RealScalar(1) / (tau + w);
+    }
+    else
+    {
+      t = RealScalar(1) / (tau - w);
+    }
+    RealScalar sign_t = t > RealScalar(0) ? RealScalar(1) : RealScalar(-1);
+    RealScalar n = RealScalar(1) / sqrt(numext::abs2(t)+RealScalar(1));
+    m_s = - sign_t * (numext::conj(y) / abs(y)) * abs(t) * n;
+    m_c = n;
+    return true;
+  }
+}
+
+/** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 selfadjoint matrix
+  * \f$ B = \left ( \begin{array}{cc} \text{this}_{pp} & \text{this}_{pq} \\ (\text{this}_{pq})^* & \text{this}_{qq} \end{array} \right )\f$ yields
+  * a diagonal matrix \f$ A = J^* B J \f$
+  *
+  * Example: \include Jacobi_makeJacobi.cpp
+  * Output: \verbinclude Jacobi_makeJacobi.out
+  *
+  * \sa JacobiRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+  */
+template<typename Scalar>
+template<typename Derived>
+inline bool JacobiRotation<Scalar>::makeJacobi(const MatrixBase<Derived>& m, typename Derived::Index p, typename Derived::Index q)
+{
+  return makeJacobi(numext::real(m.coeff(p,p)), m.coeff(p,q), numext::real(m.coeff(q,q)));
+}
+
+/** Makes \c *this as a Givens rotation \c G such that applying \f$ G^* \f$ to the left of the vector
+  * \f$ V = \left ( \begin{array}{c} p \\ q \end{array} \right )\f$ yields:
+  * \f$ G^* V = \left ( \begin{array}{c} r \\ 0 \end{array} \right )\f$.
+  *
+  * The value of \a z is returned if \a z is not null (the default is null).
+  * Also note that G is built such that the cosine is always real.
+  *
+  * Example: \include Jacobi_makeGivens.cpp
+  * Output: \verbinclude Jacobi_makeGivens.out
+  *
+  * This function implements the continuous Givens rotation generation algorithm
+  * found in Anderson (2000), Discontinuous Plane Rotations and the Symmetric Eigenvalue Problem.
+  * LAPACK Working Note 150, University of Tennessee, UT-CS-00-454, December 4, 2000.
+  *
+  * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+  */
+template<typename Scalar>
+void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* z)
+{
+  makeGivens(p, q, z, typename internal::conditional<NumTraits<Scalar>::IsComplex, internal::true_type, internal::false_type>::type());
+}
+
+
+// specialization for complexes
+template<typename Scalar>
+void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type)
+{
+  using std::sqrt;
+  using std::abs;
+  using numext::conj;
+  
+  if(q==Scalar(0))
+  {
+    m_c = numext::real(p)<0 ? Scalar(-1) : Scalar(1);
+    m_s = 0;
+    if(r) *r = m_c * p;
+  }
+  else if(p==Scalar(0))
+  {
+    m_c = 0;
+    m_s = -q/abs(q);
+    if(r) *r = abs(q);
+  }
+  else
+  {
+    RealScalar p1 = numext::norm1(p);
+    RealScalar q1 = numext::norm1(q);
+    if(p1>=q1)
+    {
+      Scalar ps = p / p1;
+      RealScalar p2 = numext::abs2(ps);
+      Scalar qs = q / p1;
+      RealScalar q2 = numext::abs2(qs);
+
+      RealScalar u = sqrt(RealScalar(1) + q2/p2);
+      if(numext::real(p)<RealScalar(0))
+        u = -u;
+
+      m_c = Scalar(1)/u;
+      m_s = -qs*conj(ps)*(m_c/p2);
+      if(r) *r = p * u;
+    }
+    else
+    {
+      Scalar ps = p / q1;
+      RealScalar p2 = numext::abs2(ps);
+      Scalar qs = q / q1;
+      RealScalar q2 = numext::abs2(qs);
+
+      RealScalar u = q1 * sqrt(p2 + q2);
+      if(numext::real(p)<RealScalar(0))
+        u = -u;
+
+      p1 = abs(p);
+      ps = p/p1;
+      m_c = p1/u;
+      m_s = -conj(ps) * (q/u);
+      if(r) *r = ps * u;
+    }
+  }
+}
+
+// specialization for reals
+template<typename Scalar>
+void JacobiRotation<Scalar>::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type)
+{
+  using std::sqrt;
+  using std::abs;
+  if(q==Scalar(0))
+  {
+    m_c = p<Scalar(0) ? Scalar(-1) : Scalar(1);
+    m_s = Scalar(0);
+    if(r) *r = abs(p);
+  }
+  else if(p==Scalar(0))
+  {
+    m_c = Scalar(0);
+    m_s = q<Scalar(0) ? Scalar(1) : Scalar(-1);
+    if(r) *r = abs(q);
+  }
+  else if(abs(p) > abs(q))
+  {
+    Scalar t = q/p;
+    Scalar u = sqrt(Scalar(1) + numext::abs2(t));
+    if(p<Scalar(0))
+      u = -u;
+    m_c = Scalar(1)/u;
+    m_s = -t * m_c;
+    if(r) *r = p * u;
+  }
+  else
+  {
+    Scalar t = p/q;
+    Scalar u = sqrt(Scalar(1) + numext::abs2(t));
+    if(q<Scalar(0))
+      u = -u;
+    m_s = -Scalar(1)/u;
+    m_c = -t * m_s;
+    if(r) *r = q * u;
+  }
+
+}
+
+/****************************************************************************************
+*   Implementation of MatrixBase methods
+****************************************************************************************/
+
+/** \jacobi_module
+  * Applies the clock wise 2D rotation \a j to the set of 2D vectors of cordinates \a x and \a y:
+  * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right )  =  J \left ( \begin{array}{cc} x \\ y \end{array} \right ) \f$
+  *
+  * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight()
+  */
+namespace internal {
+template<typename VectorX, typename VectorY, typename OtherScalar>
+void apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const JacobiRotation<OtherScalar>& j);
+}
+
+/** \jacobi_module
+  * Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B,
+  * with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$.
+  *
+  * \sa class JacobiRotation, MatrixBase::applyOnTheRight(), internal::apply_rotation_in_the_plane()
+  */
+template<typename Derived>
+template<typename OtherScalar>
+inline void MatrixBase<Derived>::applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j)
+{
+  RowXpr x(this->row(p));
+  RowXpr y(this->row(q));
+  internal::apply_rotation_in_the_plane(x, y, j);
+}
+
+/** \ingroup Jacobi_Module
+  * Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J
+  * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$.
+  *
+  * \sa class JacobiRotation, MatrixBase::applyOnTheLeft(), internal::apply_rotation_in_the_plane()
+  */
+template<typename Derived>
+template<typename OtherScalar>
+inline void MatrixBase<Derived>::applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j)
+{
+  ColXpr x(this->col(p));
+  ColXpr y(this->col(q));
+  internal::apply_rotation_in_the_plane(x, y, j.transpose());
+}
+
+namespace internal {
+template<typename VectorX, typename VectorY, typename OtherScalar>
+void /*EIGEN_DONT_INLINE*/ apply_rotation_in_the_plane(VectorX& _x, VectorY& _y, const JacobiRotation<OtherScalar>& j)
+{
+  typedef typename VectorX::Index Index;
+  typedef typename VectorX::Scalar Scalar;
+  enum { PacketSize = packet_traits<Scalar>::size };
+  typedef typename packet_traits<Scalar>::type Packet;
+  eigen_assert(_x.size() == _y.size());
+  Index size = _x.size();
+  Index incrx = _x.innerStride();
+  Index incry = _y.innerStride();
+
+  Scalar* EIGEN_RESTRICT x = &_x.coeffRef(0);
+  Scalar* EIGEN_RESTRICT y = &_y.coeffRef(0);
+  
+  OtherScalar c = j.c();
+  OtherScalar s = j.s();
+  if (c==OtherScalar(1) && s==OtherScalar(0))
+    return;
+
+  /*** dynamic-size vectorized paths ***/
+
+  if(VectorX::SizeAtCompileTime == Dynamic &&
+    (VectorX::Flags & VectorY::Flags & PacketAccessBit) &&
+    ((incrx==1 && incry==1) || PacketSize == 1))
+  {
+    // both vectors are sequentially stored in memory => vectorization
+    enum { Peeling = 2 };
+
+    Index alignedStart = internal::first_aligned(y, size);
+    Index alignedEnd = alignedStart + ((size-alignedStart)/PacketSize)*PacketSize;
+
+    const Packet pc = pset1<Packet>(c);
+    const Packet ps = pset1<Packet>(s);
+    conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex,false> pcj;
+
+    for(Index i=0; i<alignedStart; ++i)
+    {
+      Scalar xi = x[i];
+      Scalar yi = y[i];
+      x[i] =  c * xi + numext::conj(s) * yi;
+      y[i] = -s * xi + numext::conj(c) * yi;
+    }
+
+    Scalar* EIGEN_RESTRICT px = x + alignedStart;
+    Scalar* EIGEN_RESTRICT py = y + alignedStart;
+
+    if(internal::first_aligned(x, size)==alignedStart)
+    {
+      for(Index i=alignedStart; i<alignedEnd; i+=PacketSize)
+      {
+        Packet xi = pload<Packet>(px);
+        Packet yi = pload<Packet>(py);
+        pstore(px, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
+        pstore(py, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
+        px += PacketSize;
+        py += PacketSize;
+      }
+    }
+    else
+    {
+      Index peelingEnd = alignedStart + ((size-alignedStart)/(Peeling*PacketSize))*(Peeling*PacketSize);
+      for(Index i=alignedStart; i<peelingEnd; i+=Peeling*PacketSize)
+      {
+        Packet xi   = ploadu<Packet>(px);
+        Packet xi1  = ploadu<Packet>(px+PacketSize);
+        Packet yi   = pload <Packet>(py);
+        Packet yi1  = pload <Packet>(py+PacketSize);
+        pstoreu(px, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
+        pstoreu(px+PacketSize, padd(pmul(pc,xi1),pcj.pmul(ps,yi1)));
+        pstore (py, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
+        pstore (py+PacketSize, psub(pcj.pmul(pc,yi1),pmul(ps,xi1)));
+        px += Peeling*PacketSize;
+        py += Peeling*PacketSize;
+      }
+      if(alignedEnd!=peelingEnd)
+      {
+        Packet xi = ploadu<Packet>(x+peelingEnd);
+        Packet yi = pload <Packet>(y+peelingEnd);
+        pstoreu(x+peelingEnd, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
+        pstore (y+peelingEnd, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
+      }
+    }
+
+    for(Index i=alignedEnd; i<size; ++i)
+    {
+      Scalar xi = x[i];
+      Scalar yi = y[i];
+      x[i] =  c * xi + numext::conj(s) * yi;
+      y[i] = -s * xi + numext::conj(c) * yi;
+    }
+  }
+
+  /*** fixed-size vectorized path ***/
+  else if(VectorX::SizeAtCompileTime != Dynamic &&
+          (VectorX::Flags & VectorY::Flags & PacketAccessBit) &&
+          (VectorX::Flags & VectorY::Flags & AlignedBit))
+  {
+    const Packet pc = pset1<Packet>(c);
+    const Packet ps = pset1<Packet>(s);
+    conj_helper<Packet,Packet,NumTraits<Scalar>::IsComplex,false> pcj;
+    Scalar* EIGEN_RESTRICT px = x;
+    Scalar* EIGEN_RESTRICT py = y;
+    for(Index i=0; i<size; i+=PacketSize)
+    {
+      Packet xi = pload<Packet>(px);
+      Packet yi = pload<Packet>(py);
+      pstore(px, padd(pmul(pc,xi),pcj.pmul(ps,yi)));
+      pstore(py, psub(pcj.pmul(pc,yi),pmul(ps,xi)));
+      px += PacketSize;
+      py += PacketSize;
+    }
+  }
+
+  /*** non-vectorized path ***/
+  else
+  {
+    for(Index i=0; i<size; ++i)
+    {
+      Scalar xi = *x;
+      Scalar yi = *y;
+      *x =  c * xi + numext::conj(s) * yi;
+      *y = -s * xi + numext::conj(c) * yi;
+      x += incrx;
+      y += incry;
+    }
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_JACOBI_H
diff --git a/third_party/eigen3/Eigen/src/LU/Determinant.h b/third_party/eigen3/Eigen/src/LU/Determinant.h
new file mode 100644
index 0000000000..bb8e78a8a8
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/LU/Determinant.h
@@ -0,0 +1,101 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_DETERMINANT_H
+#define EIGEN_DETERMINANT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived>
+inline const typename Derived::Scalar bruteforce_det3_helper
+(const MatrixBase<Derived>& matrix, int a, int b, int c)
+{
+  return matrix.coeff(0,a)
+         * (matrix.coeff(1,b) * matrix.coeff(2,c) - matrix.coeff(1,c) * matrix.coeff(2,b));
+}
+
+template<typename Derived>
+const typename Derived::Scalar bruteforce_det4_helper
+(const MatrixBase<Derived>& matrix, int j, int k, int m, int n)
+{
+  return (matrix.coeff(j,0) * matrix.coeff(k,1) - matrix.coeff(k,0) * matrix.coeff(j,1))
+       * (matrix.coeff(m,2) * matrix.coeff(n,3) - matrix.coeff(n,2) * matrix.coeff(m,3));
+}
+
+template<typename Derived,
+         int DeterminantType = Derived::RowsAtCompileTime
+> struct determinant_impl
+{
+  static inline typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    if(Derived::ColsAtCompileTime==Dynamic && m.rows()==0)
+      return typename traits<Derived>::Scalar(1);
+    return m.partialPivLu().determinant();
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 1>
+{
+  static inline typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    return m.coeff(0,0);
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 2>
+{
+  static inline typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    return m.coeff(0,0) * m.coeff(1,1) - m.coeff(1,0) * m.coeff(0,1);
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 3>
+{
+  static inline typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    return bruteforce_det3_helper(m,0,1,2)
+          - bruteforce_det3_helper(m,1,0,2)
+          + bruteforce_det3_helper(m,2,0,1);
+  }
+};
+
+template<typename Derived> struct determinant_impl<Derived, 4>
+{
+  static typename traits<Derived>::Scalar run(const Derived& m)
+  {
+    // trick by Martin Costabel to compute 4x4 det with only 30 muls
+    return bruteforce_det4_helper(m,0,1,2,3)
+          - bruteforce_det4_helper(m,0,2,1,3)
+          + bruteforce_det4_helper(m,0,3,1,2)
+          + bruteforce_det4_helper(m,1,2,0,3)
+          - bruteforce_det4_helper(m,1,3,0,2)
+          + bruteforce_det4_helper(m,2,3,0,1);
+  }
+};
+
+} // end namespace internal
+
+/** \lu_module
+  *
+  * \returns the determinant of this matrix
+  */
+template<typename Derived>
+inline typename internal::traits<Derived>::Scalar MatrixBase<Derived>::determinant() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::nested<Derived,Base::RowsAtCompileTime>::type Nested;
+  return internal::determinant_impl<typename internal::remove_all<Nested>::type>::run(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DETERMINANT_H
diff --git a/third_party/eigen3/Eigen/src/LU/FullPivLU.h b/third_party/eigen3/Eigen/src/LU/FullPivLU.h
new file mode 100644
index 0000000000..971b9da1d4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/LU/FullPivLU.h
@@ -0,0 +1,745 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_LU_H
+#define EIGEN_LU_H
+
+namespace Eigen { 
+
+/** \ingroup LU_Module
+  *
+  * \class FullPivLU
+  *
+  * \brief LU decomposition of a matrix with complete pivoting, and related features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the LU decomposition
+  *
+  * This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A is
+  * decomposed as \f$ A = P^{-1} L U Q^{-1} \f$ where L is unit-lower-triangular, U is
+  * upper-triangular, and P and Q are permutation matrices. This is a rank-revealing LU
+  * decomposition. The eigenvalues (diagonal coefficients) of U are sorted in such a way that any
+  * zeros are at the end.
+  *
+  * This decomposition provides the generic approach to solving systems of linear equations, computing
+  * the rank, invertibility, inverse, kernel, and determinant.
+  *
+  * This LU decomposition is very stable and well tested with large matrices. However there are use cases where the SVD
+  * decomposition is inherently more stable and/or flexible. For example, when computing the kernel of a matrix,
+  * working with the SVD allows to select the smallest singular values of the matrix, something that
+  * the LU decomposition doesn't see.
+  *
+  * The data of the LU decomposition can be directly accessed through the methods matrixLU(),
+  * permutationP(), permutationQ().
+  *
+  * As an exemple, here is how the original matrix can be retrieved:
+  * \include class_FullPivLU.cpp
+  * Output: \verbinclude class_FullPivLU.out
+  *
+  * \sa MatrixBase::fullPivLu(), MatrixBase::determinant(), MatrixBase::inverse()
+  */
+template<typename _MatrixType> class FullPivLU
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename internal::traits<MatrixType>::StorageKind StorageKind;
+    typedef typename MatrixType::Index Index;
+    typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
+    typedef typename internal::plain_col_type<MatrixType, Index>::type IntColVectorType;
+    typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationQType;
+    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationPType;
+
+    /**
+      * \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via LU::compute(const MatrixType&).
+      */
+    FullPivLU();
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa FullPivLU()
+      */
+    FullPivLU(Index rows, Index cols);
+
+    /** Constructor.
+      *
+      * \param matrix the matrix of which to compute the LU decomposition.
+      *               It is required to be nonzero.
+      */
+    FullPivLU(const MatrixType& matrix);
+
+    /** Computes the LU decomposition of the given matrix.
+      *
+      * \param matrix the matrix of which to compute the LU decomposition.
+      *               It is required to be nonzero.
+      *
+      * \returns a reference to *this
+      */
+    FullPivLU& compute(const MatrixType& matrix);
+
+    /** \returns the LU decomposition matrix: the upper-triangular part is U, the
+      * unit-lower-triangular part is L (at least for square matrices; in the non-square
+      * case, special care is needed, see the documentation of class FullPivLU).
+      *
+      * \sa matrixL(), matrixU()
+      */
+    inline const MatrixType& matrixLU() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_lu;
+    }
+
+    /** \returns the number of nonzero pivots in the LU decomposition.
+      * Here nonzero is meant in the exact sense, not in a fuzzy sense.
+      * So that notion isn't really intrinsically interesting, but it is
+      * still useful when implementing algorithms.
+      *
+      * \sa rank()
+      */
+    inline Index nonzeroPivots() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_nonzero_pivots;
+    }
+
+    /** \returns the absolute value of the biggest pivot, i.e. the biggest
+      *          diagonal coefficient of U.
+      */
+    RealScalar maxPivot() const { return m_maxpivot; }
+
+    /** \returns the permutation matrix P
+      *
+      * \sa permutationQ()
+      */
+    inline const PermutationPType& permutationP() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_p;
+    }
+
+    /** \returns the permutation matrix Q
+      *
+      * \sa permutationP()
+      */
+    inline const PermutationQType& permutationQ() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_q;
+    }
+
+    /** \returns the kernel of the matrix, also called its null-space. The columns of the returned matrix
+      * will form a basis of the kernel.
+      *
+      * \note If the kernel has dimension zero, then the returned matrix is a column-vector filled with zeros.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      *
+      * Example: \include FullPivLU_kernel.cpp
+      * Output: \verbinclude FullPivLU_kernel.out
+      *
+      * \sa image()
+      */
+    inline const internal::kernel_retval<FullPivLU> kernel() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return internal::kernel_retval<FullPivLU>(*this);
+    }
+
+    /** \returns the image of the matrix, also called its column-space. The columns of the returned matrix
+      * will form a basis of the kernel.
+      *
+      * \param originalMatrix the original matrix, of which *this is the LU decomposition.
+      *                       The reason why it is needed to pass it here, is that this allows
+      *                       a large optimization, as otherwise this method would need to reconstruct it
+      *                       from the LU decomposition.
+      *
+      * \note If the image has dimension zero, then the returned matrix is a column-vector filled with zeros.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      *
+      * Example: \include FullPivLU_image.cpp
+      * Output: \verbinclude FullPivLU_image.out
+      *
+      * \sa kernel()
+      */
+    inline const internal::image_retval<FullPivLU>
+      image(const MatrixType& originalMatrix) const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return internal::image_retval<FullPivLU>(*this, originalMatrix);
+    }
+
+    /** \return a solution x to the equation Ax=b, where A is the matrix of which
+      * *this is the LU decomposition.
+      *
+      * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
+      *          the only requirement in order for the equation to make sense is that
+      *          b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
+      *
+      * \returns a solution.
+      *
+      * \note_about_checking_solutions
+      *
+      * \note_about_arbitrary_choice_of_solution
+      * \note_about_using_kernel_to_study_multiple_solutions
+      *
+      * Example: \include FullPivLU_solve.cpp
+      * Output: \verbinclude FullPivLU_solve.out
+      *
+      * \sa TriangularView::solve(), kernel(), inverse()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<FullPivLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return internal::solve_retval<FullPivLU, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the determinant of the matrix of which
+      * *this is the LU decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the LU decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
+      *       optimized paths.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      *
+      * \sa MatrixBase::determinant()
+      */
+    typename internal::traits<MatrixType>::Scalar determinant() const;
+
+    /** Allows to prescribe a threshold to be used by certain methods, such as rank(),
+      * who need to determine when pivots are to be considered nonzero. This is not used for the
+      * LU decomposition itself.
+      *
+      * When it needs to get the threshold value, Eigen calls threshold(). By default, this
+      * uses a formula to automatically determine a reasonable threshold.
+      * Once you have called the present method setThreshold(const RealScalar&),
+      * your value is used instead.
+      *
+      * \param threshold The new value to use as the threshold.
+      *
+      * A pivot will be considered nonzero if its absolute value is strictly greater than
+      *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
+      * where maxpivot is the biggest pivot.
+      *
+      * If you want to come back to the default behavior, call setThreshold(Default_t)
+      */
+    FullPivLU& setThreshold(const RealScalar& threshold)
+    {
+      m_usePrescribedThreshold = true;
+      m_prescribedThreshold = threshold;
+      return *this;
+    }
+
+    /** Allows to come back to the default behavior, letting Eigen use its default formula for
+      * determining the threshold.
+      *
+      * You should pass the special object Eigen::Default as parameter here.
+      * \code lu.setThreshold(Eigen::Default); \endcode
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    FullPivLU& setThreshold(Default_t)
+    {
+      m_usePrescribedThreshold = false;
+      return *this;
+    }
+
+    /** Returns the threshold that will be used by certain methods such as rank().
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    RealScalar threshold() const
+    {
+      eigen_assert(m_isInitialized || m_usePrescribedThreshold);
+      return m_usePrescribedThreshold ? m_prescribedThreshold
+      // this formula comes from experimenting (see "LU precision tuning" thread on the list)
+      // and turns out to be identical to Higham's formula used already in LDLt.
+                                      : NumTraits<Scalar>::epsilon() * m_lu.diagonalSize();
+    }
+
+    /** \returns the rank of the matrix of which *this is the LU decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index rank() const
+    {
+      using std::abs;
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
+      Index result = 0;
+      for(Index i = 0; i < m_nonzero_pivots; ++i)
+        result += (abs(m_lu.coeff(i,i)) > premultiplied_threshold);
+      return result;
+    }
+
+    /** \returns the dimension of the kernel of the matrix of which *this is the LU decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index dimensionOfKernel() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return cols() - rank();
+    }
+
+    /** \returns true if the matrix of which *this is the LU decomposition represents an injective
+      *          linear map, i.e. has trivial kernel; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInjective() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return rank() == cols();
+    }
+
+    /** \returns true if the matrix of which *this is the LU decomposition represents a surjective
+      *          linear map; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isSurjective() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return rank() == rows();
+    }
+
+    /** \returns true if the matrix of which *this is the LU decomposition is invertible.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInvertible() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return isInjective() && (m_lu.rows() == m_lu.cols());
+    }
+
+    /** \returns the inverse of the matrix of which *this is the LU decomposition.
+      *
+      * \note If this matrix is not invertible, the returned matrix has undefined coefficients.
+      *       Use isInvertible() to first determine whether this matrix is invertible.
+      *
+      * \sa MatrixBase::inverse()
+      */
+    inline const internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType> inverse() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the inverse of a non-square matrix!");
+      return internal::solve_retval<FullPivLU,typename MatrixType::IdentityReturnType>
+               (*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
+    }
+
+    MatrixType reconstructedMatrix() const;
+
+    inline Index rows() const { return m_lu.rows(); }
+    inline Index cols() const { return m_lu.cols(); }
+
+  protected:
+    MatrixType m_lu;
+    PermutationPType m_p;
+    PermutationQType m_q;
+    IntColVectorType m_rowsTranspositions;
+    IntRowVectorType m_colsTranspositions;
+    Index m_det_pq, m_nonzero_pivots;
+    RealScalar m_maxpivot, m_prescribedThreshold;
+    bool m_isInitialized, m_usePrescribedThreshold;
+};
+
+template<typename MatrixType>
+FullPivLU<MatrixType>::FullPivLU()
+  : m_isInitialized(false), m_usePrescribedThreshold(false)
+{
+}
+
+template<typename MatrixType>
+FullPivLU<MatrixType>::FullPivLU(Index rows, Index cols)
+  : m_lu(rows, cols),
+    m_p(rows),
+    m_q(cols),
+    m_rowsTranspositions(rows),
+    m_colsTranspositions(cols),
+    m_isInitialized(false),
+    m_usePrescribedThreshold(false)
+{
+}
+
+template<typename MatrixType>
+FullPivLU<MatrixType>::FullPivLU(const MatrixType& matrix)
+  : m_lu(matrix.rows(), matrix.cols()),
+    m_p(matrix.rows()),
+    m_q(matrix.cols()),
+    m_rowsTranspositions(matrix.rows()),
+    m_colsTranspositions(matrix.cols()),
+    m_isInitialized(false),
+    m_usePrescribedThreshold(false)
+{
+  compute(matrix);
+}
+
+template<typename MatrixType>
+FullPivLU<MatrixType>& FullPivLU<MatrixType>::compute(const MatrixType& matrix)
+{
+  // the permutations are stored as int indices, so just to be sure:
+  eigen_assert(matrix.rows()<=NumTraits<int>::highest() && matrix.cols()<=NumTraits<int>::highest());
+  
+  m_isInitialized = true;
+  m_lu = matrix;
+
+  const Index size = matrix.diagonalSize();
+  const Index rows = matrix.rows();
+  const Index cols = matrix.cols();
+
+  // will store the transpositions, before we accumulate them at the end.
+  // can't accumulate on-the-fly because that will be done in reverse order for the rows.
+  m_rowsTranspositions.resize(matrix.rows());
+  m_colsTranspositions.resize(matrix.cols());
+  Index number_of_transpositions = 0; // number of NONTRIVIAL transpositions, i.e. m_rowsTranspositions[i]!=i
+
+  m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
+  m_maxpivot = RealScalar(0);
+
+  for(Index k = 0; k < size; ++k)
+  {
+    // First, we need to find the pivot.
+
+    // biggest coefficient in the remaining bottom-right corner (starting at row k, col k)
+    Index row_of_biggest_in_corner, col_of_biggest_in_corner;
+    RealScalar biggest_in_corner;
+    biggest_in_corner = m_lu.bottomRightCorner(rows-k, cols-k)
+                        .cwiseAbs()
+                        .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
+    row_of_biggest_in_corner += k; // correct the values! since they were computed in the corner,
+    col_of_biggest_in_corner += k; // need to add k to them.
+
+    if(biggest_in_corner==RealScalar(0))
+    {
+      // before exiting, make sure to initialize the still uninitialized transpositions
+      // in a sane state without destroying what we already have.
+      m_nonzero_pivots = k;
+      for(Index i = k; i < size; ++i)
+      {
+        m_rowsTranspositions.coeffRef(i) = i;
+        m_colsTranspositions.coeffRef(i) = i;
+      }
+      break;
+    }
+
+    if(biggest_in_corner > m_maxpivot) m_maxpivot = biggest_in_corner;
+
+    // Now that we've found the pivot, we need to apply the row/col swaps to
+    // bring it to the location (k,k).
+
+    m_rowsTranspositions.coeffRef(k) = row_of_biggest_in_corner;
+    m_colsTranspositions.coeffRef(k) = col_of_biggest_in_corner;
+    if(k != row_of_biggest_in_corner) {
+      m_lu.row(k).swap(m_lu.row(row_of_biggest_in_corner));
+      ++number_of_transpositions;
+    }
+    if(k != col_of_biggest_in_corner) {
+      m_lu.col(k).swap(m_lu.col(col_of_biggest_in_corner));
+      ++number_of_transpositions;
+    }
+
+    // Now that the pivot is at the right location, we update the remaining
+    // bottom-right corner by Gaussian elimination.
+
+    if(k<rows-1)
+      m_lu.col(k).tail(rows-k-1) /= m_lu.coeff(k,k);
+    if(k<size-1)
+      m_lu.block(k+1,k+1,rows-k-1,cols-k-1).noalias() -= m_lu.col(k).tail(rows-k-1) * m_lu.row(k).tail(cols-k-1);
+  }
+
+  // the main loop is over, we still have to accumulate the transpositions to find the
+  // permutations P and Q
+
+  m_p.setIdentity(rows);
+  for(Index k = size-1; k >= 0; --k)
+    m_p.applyTranspositionOnTheRight(k, m_rowsTranspositions.coeff(k));
+
+  m_q.setIdentity(cols);
+  for(Index k = 0; k < size; ++k)
+    m_q.applyTranspositionOnTheRight(k, m_colsTranspositions.coeff(k));
+
+  m_det_pq = (number_of_transpositions%2) ? -1 : 1;
+  return *this;
+}
+
+template<typename MatrixType>
+typename internal::traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant() const
+{
+  eigen_assert(m_isInitialized && "LU is not initialized.");
+  eigen_assert(m_lu.rows() == m_lu.cols() && "You can't take the determinant of a non-square matrix!");
+  return Scalar(m_det_pq) * Scalar(m_lu.diagonal().prod());
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: \f$ P^{-1} L U Q^{-1} \f$.
+ * This function is provided for debug purposes. */
+template<typename MatrixType>
+MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LU is not initialized.");
+  const Index smalldim = (std::min)(m_lu.rows(), m_lu.cols());
+  // LU
+  MatrixType res(m_lu.rows(),m_lu.cols());
+  // FIXME the .toDenseMatrix() should not be needed...
+  res = m_lu.leftCols(smalldim)
+            .template triangularView<UnitLower>().toDenseMatrix()
+      * m_lu.topRows(smalldim)
+            .template triangularView<Upper>().toDenseMatrix();
+
+  // P^{-1}(LU)
+  res = m_p.inverse() * res;
+
+  // (P^{-1}LU)Q^{-1}
+  res = res * m_q.inverse();
+
+  return res;
+}
+
+/********* Implementation of kernel() **************************************************/
+
+namespace internal {
+template<typename _MatrixType>
+struct kernel_retval<FullPivLU<_MatrixType> >
+  : kernel_retval_base<FullPivLU<_MatrixType> >
+{
+  EIGEN_MAKE_KERNEL_HELPERS(FullPivLU<_MatrixType>)
+
+  enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(
+            MatrixType::MaxColsAtCompileTime,
+            MatrixType::MaxRowsAtCompileTime)
+  };
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    using std::abs;
+    const Index cols = dec().matrixLU().cols(), dimker = cols - rank();
+    if(dimker == 0)
+    {
+      // The Kernel is just {0}, so it doesn't have a basis properly speaking, but let's
+      // avoid crashing/asserting as that depends on floating point calculations. Let's
+      // just return a single column vector filled with zeros.
+      dst.setZero();
+      return;
+    }
+
+    /* Let us use the following lemma:
+      *
+      * Lemma: If the matrix A has the LU decomposition PAQ = LU,
+      * then Ker A = Q(Ker U).
+      *
+      * Proof: trivial: just keep in mind that P, Q, L are invertible.
+      */
+
+    /* Thus, all we need to do is to compute Ker U, and then apply Q.
+      *
+      * U is upper triangular, with eigenvalues sorted so that any zeros appear at the end.
+      * Thus, the diagonal of U ends with exactly
+      * dimKer zero's. Let us use that to construct dimKer linearly
+      * independent vectors in Ker U.
+      */
+
+    Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank());
+    RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
+    Index p = 0;
+    for(Index i = 0; i < dec().nonzeroPivots(); ++i)
+      if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
+        pivots.coeffRef(p++) = i;
+    eigen_internal_assert(p == rank());
+
+    // we construct a temporaty trapezoid matrix m, by taking the U matrix and
+    // permuting the rows and cols to bring the nonnegligible pivots to the top of
+    // the main diagonal. We need that to be able to apply our triangular solvers.
+    // FIXME when we get triangularView-for-rectangular-matrices, this can be simplified
+    Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, MatrixType::Options,
+           MaxSmallDimAtCompileTime, MatrixType::MaxColsAtCompileTime>
+      m(dec().matrixLU().block(0, 0, rank(), cols));
+    for(Index i = 0; i < rank(); ++i)
+    {
+      if(i) m.row(i).head(i).setZero();
+      m.row(i).tail(cols-i) = dec().matrixLU().row(pivots.coeff(i)).tail(cols-i);
+    }
+    m.block(0, 0, rank(), rank());
+    m.block(0, 0, rank(), rank()).template triangularView<StrictlyLower>().setZero();
+    for(Index i = 0; i < rank(); ++i)
+      m.col(i).swap(m.col(pivots.coeff(i)));
+
+    // ok, we have our trapezoid matrix, we can apply the triangular solver.
+    // notice that the math behind this suggests that we should apply this to the
+    // negative of the RHS, but for performance we just put the negative sign elsewhere, see below.
+    m.topLeftCorner(rank(), rank())
+     .template triangularView<Upper>().solveInPlace(
+        m.topRightCorner(rank(), dimker)
+      );
+
+    // now we must undo the column permutation that we had applied!
+    for(Index i = rank()-1; i >= 0; --i)
+      m.col(i).swap(m.col(pivots.coeff(i)));
+
+    // see the negative sign in the next line, that's what we were talking about above.
+    for(Index i = 0; i < rank(); ++i) dst.row(dec().permutationQ().indices().coeff(i)) = -m.row(i).tail(dimker);
+    for(Index i = rank(); i < cols; ++i) dst.row(dec().permutationQ().indices().coeff(i)).setZero();
+    for(Index k = 0; k < dimker; ++k) dst.coeffRef(dec().permutationQ().indices().coeff(rank()+k), k) = Scalar(1);
+  }
+};
+
+/***** Implementation of image() *****************************************************/
+
+template<typename _MatrixType>
+struct image_retval<FullPivLU<_MatrixType> >
+  : image_retval_base<FullPivLU<_MatrixType> >
+{
+  EIGEN_MAKE_IMAGE_HELPERS(FullPivLU<_MatrixType>)
+
+  enum { MaxSmallDimAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(
+            MatrixType::MaxColsAtCompileTime,
+            MatrixType::MaxRowsAtCompileTime)
+  };
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    using std::abs;
+    if(rank() == 0)
+    {
+      // The Image is just {0}, so it doesn't have a basis properly speaking, but let's
+      // avoid crashing/asserting as that depends on floating point calculations. Let's
+      // just return a single column vector filled with zeros.
+      dst.setZero();
+      return;
+    }
+
+    Matrix<Index, Dynamic, 1, 0, MaxSmallDimAtCompileTime, 1> pivots(rank());
+    RealScalar premultiplied_threshold = dec().maxPivot() * dec().threshold();
+    Index p = 0;
+    for(Index i = 0; i < dec().nonzeroPivots(); ++i)
+      if(abs(dec().matrixLU().coeff(i,i)) > premultiplied_threshold)
+        pivots.coeffRef(p++) = i;
+    eigen_internal_assert(p == rank());
+
+    for(Index i = 0; i < rank(); ++i)
+      dst.col(i) = originalMatrix().col(dec().permutationQ().indices().coeff(pivots.coeff(i)));
+  }
+};
+
+/***** Implementation of solve() *****************************************************/
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<FullPivLU<_MatrixType>, Rhs>
+  : solve_retval_base<FullPivLU<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(FullPivLU<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    /* The decomposition PAQ = LU can be rewritten as A = P^{-1} L U Q^{-1}.
+     * So we proceed as follows:
+     * Step 1: compute c = P * rhs.
+     * Step 2: replace c by the solution x to Lx = c. Exists because L is invertible.
+     * Step 3: replace c by the solution x to Ux = c. May or may not exist.
+     * Step 4: result = Q * c;
+     */
+
+    const Index rows = dec().rows(), cols = dec().cols(),
+              nonzero_pivots = dec().nonzeroPivots();
+    eigen_assert(rhs().rows() == rows);
+    const Index smalldim = (std::min)(rows, cols);
+
+    if(nonzero_pivots == 0)
+    {
+      dst.setZero();
+      return;
+    }
+
+    typename Rhs::PlainObject c(rhs().rows(), rhs().cols());
+
+    // Step 1
+    c = dec().permutationP() * rhs();
+
+    // Step 2
+    dec().matrixLU()
+        .topLeftCorner(smalldim,smalldim)
+        .template triangularView<UnitLower>()
+        .solveInPlace(c.topRows(smalldim));
+    if(rows>cols)
+    {
+      c.bottomRows(rows-cols)
+        -= dec().matrixLU().bottomRows(rows-cols)
+         * c.topRows(cols);
+    }
+
+    // Step 3
+    dec().matrixLU()
+        .topLeftCorner(nonzero_pivots, nonzero_pivots)
+        .template triangularView<Upper>()
+        .solveInPlace(c.topRows(nonzero_pivots));
+
+    // Step 4
+    for(Index i = 0; i < nonzero_pivots; ++i)
+      dst.row(dec().permutationQ().indices().coeff(i)) = c.row(i);
+    for(Index i = nonzero_pivots; i < dec().matrixLU().cols(); ++i)
+      dst.row(dec().permutationQ().indices().coeff(i)).setZero();
+  }
+};
+
+} // end namespace internal
+
+/******* MatrixBase methods *****************************************************************/
+
+/** \lu_module
+  *
+  * \return the full-pivoting LU decomposition of \c *this.
+  *
+  * \sa class FullPivLU
+  */
+#ifndef __CUDACC__
+template<typename Derived>
+inline const FullPivLU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::fullPivLu() const
+{
+  return FullPivLU<PlainObject>(eval());
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_LU_H
diff --git a/third_party/eigen3/Eigen/src/LU/Inverse.h b/third_party/eigen3/Eigen/src/LU/Inverse.h
new file mode 100644
index 0000000000..8d1364e0a9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/LU/Inverse.h
@@ -0,0 +1,417 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_INVERSE_H
+#define EIGEN_INVERSE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************
+*** General case implementation ***
+**********************************/
+
+template<typename MatrixType, typename ResultType, int Size = MatrixType::RowsAtCompileTime>
+struct compute_inverse
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    result = matrix.partialPivLu().inverse();
+  }
+};
+
+template<typename MatrixType, typename ResultType, int Size = MatrixType::RowsAtCompileTime>
+struct compute_inverse_and_det_with_check { /* nothing! general case not supported. */ };
+
+/****************************
+*** Size 1 implementation ***
+****************************/
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 1>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    typedef typename MatrixType::Scalar Scalar;
+    result.coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0);
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 1>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& result,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    determinant = matrix.coeff(0,0);
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(invertible) result.coeffRef(0,0) = typename ResultType::Scalar(1) / determinant;
+  }
+};
+
+/****************************
+*** Size 2 implementation ***
+****************************/
+
+template<typename MatrixType, typename ResultType>
+EIGEN_DEVICE_FUNC 
+inline void compute_inverse_size2_helper(
+    const MatrixType& matrix, const typename ResultType::Scalar& invdet,
+    ResultType& result)
+{
+  result.coeffRef(0,0) = matrix.coeff(1,1) * invdet;
+  result.coeffRef(1,0) = -matrix.coeff(1,0) * invdet;
+  result.coeffRef(0,1) = -matrix.coeff(0,1) * invdet;
+  result.coeffRef(1,1) = matrix.coeff(0,0) * invdet;
+}
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 2>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    typedef typename ResultType::Scalar Scalar;
+    const Scalar invdet = typename MatrixType::Scalar(1) / matrix.determinant();
+    compute_inverse_size2_helper(matrix, invdet, result);
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 2>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    typedef typename ResultType::Scalar Scalar;
+    determinant = matrix.determinant();
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(!invertible) return;
+    const Scalar invdet = Scalar(1) / determinant;
+    compute_inverse_size2_helper(matrix, invdet, inverse);
+  }
+};
+
+/****************************
+*** Size 3 implementation ***
+****************************/
+
+template<typename MatrixType, int i, int j>
+EIGEN_DEVICE_FUNC 
+inline typename MatrixType::Scalar cofactor_3x3(const MatrixType& m)
+{
+  enum {
+    i1 = (i+1) % 3,
+    i2 = (i+2) % 3,
+    j1 = (j+1) % 3,
+    j2 = (j+2) % 3
+  };
+  return m.coeff(i1, j1) * m.coeff(i2, j2)
+       - m.coeff(i1, j2) * m.coeff(i2, j1);
+}
+
+template<typename MatrixType, typename ResultType>
+EIGEN_DEVICE_FUNC
+inline void compute_inverse_size3_helper(
+    const MatrixType& matrix,
+    const typename ResultType::Scalar& invdet,
+    const Matrix<typename ResultType::Scalar,3,1>& cofactors_col0,
+    ResultType& result)
+{
+  result.row(0) = cofactors_col0 * invdet;
+  result.coeffRef(1,0) =  cofactor_3x3<MatrixType,0,1>(matrix) * invdet;
+  result.coeffRef(1,1) =  cofactor_3x3<MatrixType,1,1>(matrix) * invdet;
+  result.coeffRef(1,2) =  cofactor_3x3<MatrixType,2,1>(matrix) * invdet;
+  result.coeffRef(2,0) =  cofactor_3x3<MatrixType,0,2>(matrix) * invdet;
+  result.coeffRef(2,1) =  cofactor_3x3<MatrixType,1,2>(matrix) * invdet;
+  result.coeffRef(2,2) =  cofactor_3x3<MatrixType,2,2>(matrix) * invdet;
+}
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 3>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    typedef typename ResultType::Scalar Scalar;
+    Matrix<typename MatrixType::Scalar,3,1> cofactors_col0;
+    cofactors_col0.coeffRef(0) =  cofactor_3x3<MatrixType,0,0>(matrix);
+    cofactors_col0.coeffRef(1) =  cofactor_3x3<MatrixType,1,0>(matrix);
+    cofactors_col0.coeffRef(2) =  cofactor_3x3<MatrixType,2,0>(matrix);
+    const Scalar det = (cofactors_col0.cwiseProduct(matrix.col(0))).sum();
+    const Scalar invdet = Scalar(1) / det;
+    compute_inverse_size3_helper(matrix, invdet, cofactors_col0, result);
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 3>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    typedef typename ResultType::Scalar Scalar;
+    Matrix<Scalar,3,1> cofactors_col0;
+    cofactors_col0.coeffRef(0) =  cofactor_3x3<MatrixType,0,0>(matrix);
+    cofactors_col0.coeffRef(1) =  cofactor_3x3<MatrixType,1,0>(matrix);
+    cofactors_col0.coeffRef(2) =  cofactor_3x3<MatrixType,2,0>(matrix);
+    determinant = (cofactors_col0.cwiseProduct(matrix.col(0))).sum();
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(!invertible) return;
+    const Scalar invdet = Scalar(1) / determinant;
+    compute_inverse_size3_helper(matrix, invdet, cofactors_col0, inverse);
+  }
+};
+
+/****************************
+*** Size 4 implementation ***
+****************************/
+
+template<typename Derived>
+EIGEN_DEVICE_FUNC 
+inline const typename Derived::Scalar general_det3_helper
+(const MatrixBase<Derived>& matrix, int i1, int i2, int i3, int j1, int j2, int j3)
+{
+  return matrix.coeff(i1,j1)
+         * (matrix.coeff(i2,j2) * matrix.coeff(i3,j3) - matrix.coeff(i2,j3) * matrix.coeff(i3,j2));
+}
+
+template<typename MatrixType, int i, int j>
+EIGEN_DEVICE_FUNC 
+inline typename MatrixType::Scalar cofactor_4x4(const MatrixType& matrix)
+{
+  enum {
+    i1 = (i+1) % 4,
+    i2 = (i+2) % 4,
+    i3 = (i+3) % 4,
+    j1 = (j+1) % 4,
+    j2 = (j+2) % 4,
+    j3 = (j+3) % 4
+  };
+  return general_det3_helper(matrix, i1, i2, i3, j1, j2, j3)
+       + general_det3_helper(matrix, i2, i3, i1, j1, j2, j3)
+       + general_det3_helper(matrix, i3, i1, i2, j1, j2, j3);
+}
+
+template<int Arch, typename Scalar, typename MatrixType, typename ResultType>
+struct compute_inverse_size4
+{
+  EIGEN_DEVICE_FUNC
+  static void run(const MatrixType& matrix, ResultType& result)
+  {
+    result.coeffRef(0,0) =  cofactor_4x4<MatrixType,0,0>(matrix);
+    result.coeffRef(1,0) = -cofactor_4x4<MatrixType,0,1>(matrix);
+    result.coeffRef(2,0) =  cofactor_4x4<MatrixType,0,2>(matrix);
+    result.coeffRef(3,0) = -cofactor_4x4<MatrixType,0,3>(matrix);
+    result.coeffRef(0,2) =  cofactor_4x4<MatrixType,2,0>(matrix);
+    result.coeffRef(1,2) = -cofactor_4x4<MatrixType,2,1>(matrix);
+    result.coeffRef(2,2) =  cofactor_4x4<MatrixType,2,2>(matrix);
+    result.coeffRef(3,2) = -cofactor_4x4<MatrixType,2,3>(matrix);
+    result.coeffRef(0,1) = -cofactor_4x4<MatrixType,1,0>(matrix);
+    result.coeffRef(1,1) =  cofactor_4x4<MatrixType,1,1>(matrix);
+    result.coeffRef(2,1) = -cofactor_4x4<MatrixType,1,2>(matrix);
+    result.coeffRef(3,1) =  cofactor_4x4<MatrixType,1,3>(matrix);
+    result.coeffRef(0,3) = -cofactor_4x4<MatrixType,3,0>(matrix);
+    result.coeffRef(1,3) =  cofactor_4x4<MatrixType,3,1>(matrix);
+    result.coeffRef(2,3) = -cofactor_4x4<MatrixType,3,2>(matrix);
+    result.coeffRef(3,3) =  cofactor_4x4<MatrixType,3,3>(matrix);
+    result /= (matrix.col(0).cwiseProduct(result.row(0).transpose())).sum();
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 4>
+ : compute_inverse_size4<Architecture::Target, typename MatrixType::Scalar,
+                            MatrixType, ResultType>
+{
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 4>
+{
+  EIGEN_DEVICE_FUNC
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    determinant = matrix.determinant();
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(invertible) compute_inverse<MatrixType, ResultType>::run(matrix, inverse);
+  }
+};
+
+/*************************
+*** MatrixBase methods ***
+*************************/
+
+template<typename MatrixType>
+struct traits<inverse_impl<MatrixType> >
+{
+  typedef typename MatrixType::PlainObject ReturnType;
+};
+
+template<typename MatrixType>
+struct inverse_impl : public ReturnByValue<inverse_impl<MatrixType> >
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename internal::eval<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+  MatrixTypeNested m_matrix;
+
+  EIGEN_DEVICE_FUNC
+  inverse_impl(const MatrixType& matrix)
+    : m_matrix(matrix)
+  {}
+
+  EIGEN_DEVICE_FUNC inline Index rows() const { return m_matrix.rows(); }
+  EIGEN_DEVICE_FUNC inline Index cols() const { return m_matrix.cols(); }
+
+  template<typename Dest>
+  EIGEN_DEVICE_FUNC
+  inline void evalTo(Dest& dst) const
+  {
+    const int Size = EIGEN_PLAIN_ENUM_MIN(MatrixType::ColsAtCompileTime,Dest::ColsAtCompileTime);
+    EIGEN_ONLY_USED_FOR_DEBUG(Size);
+    eigen_assert(( (Size<=1) || (Size>4) || (extract_data(m_matrix)!=extract_data(dst)))
+              && "Aliasing problem detected in inverse(), you need to do inverse().eval() here.");
+
+    compute_inverse<MatrixTypeNestedCleaned, Dest>::run(m_matrix, dst);
+  }
+};
+
+} // end namespace internal
+
+/** \lu_module
+  *
+  * \returns the matrix inverse of this matrix.
+  *
+  * For small fixed sizes up to 4x4, this method uses cofactors.
+  * In the general case, this method uses class PartialPivLU.
+  *
+  * \note This matrix must be invertible, otherwise the result is undefined. If you need an
+  * invertibility check, do the following:
+  * \li for fixed sizes up to 4x4, use computeInverseAndDetWithCheck().
+  * \li for the general case, use class FullPivLU.
+  *
+  * Example: \include MatrixBase_inverse.cpp
+  * Output: \verbinclude MatrixBase_inverse.out
+  *
+  * \sa computeInverseAndDetWithCheck()
+  */
+template<typename Derived>
+inline const internal::inverse_impl<Derived> MatrixBase<Derived>::inverse() const
+{
+  EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsInteger,THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES)
+  eigen_assert(rows() == cols());
+  return internal::inverse_impl<Derived>(derived());
+}
+
+/** \lu_module
+  *
+  * Computation of matrix inverse and determinant, with invertibility check.
+  *
+  * This is only for fixed-size square matrices of size up to 4x4.
+  *
+  * \param inverse Reference to the matrix in which to store the inverse.
+  * \param determinant Reference to the variable in which to store the determinant.
+  * \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
+  * \param absDeterminantThreshold Optional parameter controlling the invertibility check.
+  *                                The matrix will be declared invertible if the absolute value of its
+  *                                determinant is greater than this threshold.
+  *
+  * Example: \include MatrixBase_computeInverseAndDetWithCheck.cpp
+  * Output: \verbinclude MatrixBase_computeInverseAndDetWithCheck.out
+  *
+  * \sa inverse(), computeInverseWithCheck()
+  */
+template<typename Derived>
+template<typename ResultType>
+inline void MatrixBase<Derived>::computeInverseAndDetWithCheck(
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible,
+    const RealScalar& absDeterminantThreshold
+  ) const
+{
+  // i'd love to put some static assertions there, but SFINAE means that they have no effect...
+  eigen_assert(rows() == cols());
+  // for 2x2, it's worth giving a chance to avoid evaluating.
+  // for larger sizes, evaluating has negligible cost and limits code size.
+  typedef typename internal::conditional<
+    RowsAtCompileTime == 2,
+    typename internal::remove_all<typename internal::nested<Derived, 2>::type>::type,
+    PlainObject
+  >::type MatrixType;
+  internal::compute_inverse_and_det_with_check<MatrixType, ResultType>::run
+    (derived(), absDeterminantThreshold, inverse, determinant, invertible);
+}
+
+/** \lu_module
+  *
+  * Computation of matrix inverse, with invertibility check.
+  *
+  * This is only for fixed-size square matrices of size up to 4x4.
+  *
+  * \param inverse Reference to the matrix in which to store the inverse.
+  * \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
+  * \param absDeterminantThreshold Optional parameter controlling the invertibility check.
+  *                                The matrix will be declared invertible if the absolute value of its
+  *                                determinant is greater than this threshold.
+  *
+  * Example: \include MatrixBase_computeInverseWithCheck.cpp
+  * Output: \verbinclude MatrixBase_computeInverseWithCheck.out
+  *
+  * \sa inverse(), computeInverseAndDetWithCheck()
+  */
+template<typename Derived>
+template<typename ResultType>
+inline void MatrixBase<Derived>::computeInverseWithCheck(
+    ResultType& inverse,
+    bool& invertible,
+    const RealScalar& absDeterminantThreshold
+  ) const
+{
+  RealScalar determinant;
+  // i'd love to put some static assertions there, but SFINAE means that they have no effect...
+  eigen_assert(rows() == cols());
+  computeInverseAndDetWithCheck(inverse,determinant,invertible,absDeterminantThreshold);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_INVERSE_H
diff --git a/third_party/eigen3/Eigen/src/LU/PartialPivLU.h b/third_party/eigen3/Eigen/src/LU/PartialPivLU.h
new file mode 100644
index 0000000000..1d389ecac7
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/LU/PartialPivLU.h
@@ -0,0 +1,506 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009 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_PARTIALLU_H
+#define EIGEN_PARTIALLU_H
+
+namespace Eigen { 
+
+/** \ingroup LU_Module
+  *
+  * \class PartialPivLU
+  *
+  * \brief LU decomposition of a matrix with partial pivoting, and related features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the LU decomposition
+  *
+  * This class represents a LU decomposition of a \b square \b invertible matrix, with partial pivoting: the matrix A
+  * is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P
+  * is a permutation matrix.
+  *
+  * Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible
+  * matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class
+  * does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the
+  * matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
+  *
+  * The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided
+  * by class FullPivLU.
+  *
+  * This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class,
+  * such as rank computation. If you need these features, use class FullPivLU.
+  *
+  * This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses
+  * in the general case.
+  * On the other hand, it is \b not suitable to determine whether a given matrix is invertible.
+  *
+  * The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
+  *
+  * \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class FullPivLU
+  */
+template<typename _MatrixType> class PartialPivLU
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename internal::traits<MatrixType>::StorageKind StorageKind;
+    typedef typename MatrixType::Index Index;
+    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
+    typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
+
+
+    /**
+    * \brief Default Constructor.
+    *
+    * The default constructor is useful in cases in which the user intends to
+    * perform decompositions via PartialPivLU::compute(const MatrixType&).
+    */
+    PartialPivLU();
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa PartialPivLU()
+      */
+    PartialPivLU(Index size);
+
+    /** Constructor.
+      *
+      * \param matrix the matrix of which to compute the LU decomposition.
+      *
+      * \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
+      * If you need to deal with non-full rank, use class FullPivLU instead.
+      */
+    PartialPivLU(const MatrixType& matrix);
+
+    PartialPivLU& compute(const MatrixType& matrix);
+
+    /** \returns the LU decomposition matrix: the upper-triangular part is U, the
+      * unit-lower-triangular part is L (at least for square matrices; in the non-square
+      * case, special care is needed, see the documentation of class FullPivLU).
+      *
+      * \sa matrixL(), matrixU()
+      */
+    inline const MatrixType& matrixLU() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return m_lu;
+    }
+
+    /** \returns the permutation matrix P.
+      */
+    inline const PermutationType& permutationP() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return m_p;
+    }
+
+    /** This method returns the solution x to the equation Ax=b, where A is the matrix of which
+      * *this is the LU decomposition.
+      *
+      * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
+      *          the only requirement in order for the equation to make sense is that
+      *          b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
+      *
+      * \returns the solution.
+      *
+      * Example: \include PartialPivLU_solve.cpp
+      * Output: \verbinclude PartialPivLU_solve.out
+      *
+      * Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution
+      * theoretically exists and is unique regardless of b.
+      *
+      * \sa TriangularView::solve(), inverse(), computeInverse()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<PartialPivLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return internal::solve_retval<PartialPivLU, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the inverse of the matrix of which *this is the LU decomposition.
+      *
+      * \warning The matrix being decomposed here is assumed to be invertible. If you need to check for
+      *          invertibility, use class FullPivLU instead.
+      *
+      * \sa MatrixBase::inverse(), LU::inverse()
+      */
+    inline const internal::solve_retval<PartialPivLU,typename MatrixType::IdentityReturnType> inverse() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return internal::solve_retval<PartialPivLU,typename MatrixType::IdentityReturnType>
+               (*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
+    }
+
+    /** \returns the determinant of the matrix of which
+      * *this is the LU decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the LU decomposition has already been computed.
+      *
+      * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
+      *       optimized paths.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      *
+      * \sa MatrixBase::determinant()
+      */
+    typename internal::traits<MatrixType>::Scalar determinant() const;
+
+    MatrixType reconstructedMatrix() const;
+
+    inline Index rows() const { return m_lu.rows(); }
+    inline Index cols() const { return m_lu.cols(); }
+
+  protected:
+    MatrixType m_lu;
+    PermutationType m_p;
+    TranspositionType m_rowsTranspositions;
+    Index m_det_p;
+    bool m_isInitialized;
+};
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>::PartialPivLU()
+  : m_lu(),
+    m_p(),
+    m_rowsTranspositions(),
+    m_det_p(0),
+    m_isInitialized(false)
+{
+}
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>::PartialPivLU(Index size)
+  : m_lu(size, size),
+    m_p(size),
+    m_rowsTranspositions(size),
+    m_det_p(0),
+    m_isInitialized(false)
+{
+}
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>::PartialPivLU(const MatrixType& matrix)
+  : m_lu(matrix.rows(), matrix.rows()),
+    m_p(matrix.rows()),
+    m_rowsTranspositions(matrix.rows()),
+    m_det_p(0),
+    m_isInitialized(false)
+{
+  compute(matrix);
+}
+
+namespace internal {
+
+/** \internal This is the blocked version of fullpivlu_unblocked() */
+template<typename Scalar, int StorageOrder, typename PivIndex>
+struct partial_lu_impl
+{
+  // FIXME add a stride to Map, so that the following mapping becomes easier,
+  // another option would be to create an expression being able to automatically
+  // warp any Map, Matrix, and Block expressions as a unique type, but since that's exactly
+  // a Map + stride, why not adding a stride to Map, and convenient ctors from a Matrix,
+  // and Block.
+  typedef Map<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > MapLU;
+  typedef Block<MapLU, Dynamic, Dynamic> MatrixType;
+  typedef Block<MatrixType,Dynamic,Dynamic> BlockType;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::Index Index;
+
+  /** \internal performs the LU decomposition in-place of the matrix \a lu
+    * using an unblocked algorithm.
+    *
+    * In addition, this function returns the row transpositions in the
+    * vector \a row_transpositions which must have a size equal to the number
+    * of columns of the matrix \a lu, and an integer \a nb_transpositions
+    * which returns the actual number of transpositions.
+    *
+    * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
+    */
+  static Index unblocked_lu(MatrixType& lu, PivIndex* row_transpositions, PivIndex& nb_transpositions)
+  {
+    const Index rows = lu.rows();
+    const Index cols = lu.cols();
+    const Index size = (std::min)(rows,cols);
+    nb_transpositions = 0;
+    Index first_zero_pivot = -1;
+    for(Index k = 0; k < size; ++k)
+    {
+      Index rrows = rows-k-1;
+      Index rcols = cols-k-1;
+        
+      Index row_of_biggest_in_col;
+      RealScalar biggest_in_corner
+        = lu.col(k).tail(rows-k).cwiseAbs().maxCoeff(&row_of_biggest_in_col);
+      row_of_biggest_in_col += k;
+
+      row_transpositions[k] = PivIndex(row_of_biggest_in_col);
+
+      if(biggest_in_corner != RealScalar(0))
+      {
+        if(k != row_of_biggest_in_col)
+        {
+          lu.row(k).swap(lu.row(row_of_biggest_in_col));
+          ++nb_transpositions;
+        }
+
+        // FIXME shall we introduce a safe quotient expression in cas 1/lu.coeff(k,k)
+        // overflow but not the actual quotient?
+        lu.col(k).tail(rrows) /= lu.coeff(k,k);
+      }
+      else if(first_zero_pivot==-1)
+      {
+        // the pivot is exactly zero, we record the index of the first pivot which is exactly 0,
+        // and continue the factorization such we still have A = PLU
+        first_zero_pivot = k;
+      }
+
+      if(k<rows-1)
+        lu.bottomRightCorner(rrows,rcols).noalias() -= lu.col(k).tail(rrows) * lu.row(k).tail(rcols);
+    }
+    return first_zero_pivot;
+  }
+
+  /** \internal performs the LU decomposition in-place of the matrix represented
+    * by the variables \a rows, \a cols, \a lu_data, and \a lu_stride using a
+    * recursive, blocked algorithm.
+    *
+    * In addition, this function returns the row transpositions in the
+    * vector \a row_transpositions which must have a size equal to the number
+    * of columns of the matrix \a lu, and an integer \a nb_transpositions
+    * which returns the actual number of transpositions.
+    *
+    * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
+    *
+    * \note This very low level interface using pointers, etc. is to:
+    *   1 - reduce the number of instanciations to the strict minimum
+    *   2 - avoid infinite recursion of the instanciations with Block<Block<Block<...> > >
+    */
+  static Index blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, PivIndex* row_transpositions, PivIndex& nb_transpositions, Index maxBlockSize=256)
+  {
+    MapLU lu1(lu_data,StorageOrder==RowMajor?rows:luStride,StorageOrder==RowMajor?luStride:cols);
+    MatrixType lu(lu1,0,0,rows,cols);
+
+    const Index size = (std::min)(rows,cols);
+
+    // if the matrix is too small, no blocking:
+    if(size<=16)
+    {
+      return unblocked_lu(lu, row_transpositions, nb_transpositions);
+    }
+
+    // automatically adjust the number of subdivisions to the size
+    // of the matrix so that there is enough sub blocks:
+    Index blockSize;
+    {
+      blockSize = size/8;
+      blockSize = (blockSize/16)*16;
+      blockSize = (std::min)((std::max)(blockSize,Index(8)), maxBlockSize);
+    }
+
+    nb_transpositions = 0;
+    Index first_zero_pivot = -1;
+    for(Index k = 0; k < size; k+=blockSize)
+    {
+      Index bs = (std::min)(size-k,blockSize); // actual size of the block
+      Index trows = rows - k - bs; // trailing rows
+      Index tsize = size - k - bs; // trailing size
+
+      // partition the matrix:
+      //                          A00 | A01 | A02
+      // lu  = A_0 | A_1 | A_2 =  A10 | A11 | A12
+      //                          A20 | A21 | A22
+      BlockType A_0(lu,0,0,rows,k);
+      BlockType A_2(lu,0,k+bs,rows,tsize);
+      BlockType A11(lu,k,k,bs,bs);
+      BlockType A12(lu,k,k+bs,bs,tsize);
+      BlockType A21(lu,k+bs,k,trows,bs);
+      BlockType A22(lu,k+bs,k+bs,trows,tsize);
+
+      PivIndex nb_transpositions_in_panel;
+      // recursively call the blocked LU algorithm on [A11^T A21^T]^T
+      // with a very small blocking size:
+      Index ret = blocked_lu(trows+bs, bs, &lu.coeffRef(k,k), luStride,
+                   row_transpositions+k, nb_transpositions_in_panel, 16);
+      if(ret>=0 && first_zero_pivot==-1)
+        first_zero_pivot = k+ret;
+
+      nb_transpositions += nb_transpositions_in_panel;
+      // update permutations and apply them to A_0
+      for(Index i=k; i<k+bs; ++i)
+      {
+        Index piv = (row_transpositions[i] += k);
+        A_0.row(i).swap(A_0.row(piv));
+      }
+
+      if(trows)
+      {
+        // apply permutations to A_2
+        for(Index i=k;i<k+bs; ++i)
+          A_2.row(i).swap(A_2.row(row_transpositions[i]));
+
+        // A12 = A11^-1 A12
+        A11.template triangularView<UnitLower>().solveInPlace(A12);
+
+        A22.noalias() -= A21 * A12;
+      }
+    }
+    return first_zero_pivot;
+  }
+};
+
+/** \internal performs the LU decomposition with partial pivoting in-place.
+  */
+template<typename MatrixType, typename TranspositionType>
+void partial_lu_inplace(MatrixType& lu, TranspositionType& row_transpositions, typename TranspositionType::Index& nb_transpositions)
+{
+  eigen_assert(lu.cols() == row_transpositions.size());
+  eigen_assert((&row_transpositions.coeffRef(1)-&row_transpositions.coeffRef(0)) == 1);
+
+  partial_lu_impl
+    <typename MatrixType::Scalar, MatrixType::Flags&RowMajorBit?RowMajor:ColMajor, typename TranspositionType::Index>
+    ::blocked_lu(lu.rows(), lu.cols(), &lu.coeffRef(0,0), lu.outerStride(), &row_transpositions.coeffRef(0), nb_transpositions);
+}
+
+} // end namespace internal
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>& PartialPivLU<MatrixType>::compute(const MatrixType& matrix)
+{
+  // the row permutation is stored as int indices, so just to be sure:
+  eigen_assert(matrix.rows()<NumTraits<int>::highest());
+  
+  m_lu = matrix;
+
+  eigen_assert(matrix.rows() == matrix.cols() && "PartialPivLU is only for square (and moreover invertible) matrices");
+  const Index size = matrix.rows();
+
+  m_rowsTranspositions.resize(size);
+
+  typename TranspositionType::Index nb_transpositions;
+  internal::partial_lu_inplace(m_lu, m_rowsTranspositions, nb_transpositions);
+  m_det_p = (nb_transpositions%2) ? -1 : 1;
+
+  m_p = m_rowsTranspositions;
+
+  m_isInitialized = true;
+  return *this;
+}
+
+template<typename MatrixType>
+typename internal::traits<MatrixType>::Scalar PartialPivLU<MatrixType>::determinant() const
+{
+  eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+  return Scalar(m_det_p) * m_lu.diagonal().prod();
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: P^{-1} L U.
+ * This function is provided for debug purpose. */
+template<typename MatrixType>
+MatrixType PartialPivLU<MatrixType>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LU is not initialized.");
+  // LU
+  MatrixType res = m_lu.template triangularView<UnitLower>().toDenseMatrix()
+                 * m_lu.template triangularView<Upper>();
+
+  // P^{-1}(LU)
+  res = m_p.inverse() * res;
+
+  return res;
+}
+
+/***** Implementation of solve() *****************************************************/
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<PartialPivLU<_MatrixType>, Rhs>
+  : solve_retval_base<PartialPivLU<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(PartialPivLU<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
+    * So we proceed as follows:
+    * Step 1: compute c = Pb.
+    * Step 2: replace c by the solution x to Lx = c.
+    * Step 3: replace c by the solution x to Ux = c.
+    */
+
+    eigen_assert(rhs().rows() == dec().matrixLU().rows());
+
+    // Step 1
+    dst = dec().permutationP() * rhs();
+
+    // Step 2
+    dec().matrixLU().template triangularView<UnitLower>().solveInPlace(dst);
+
+    // Step 3
+    dec().matrixLU().template triangularView<Upper>().solveInPlace(dst);
+  }
+};
+
+} // end namespace internal
+
+/******** MatrixBase methods *******/
+
+/** \lu_module
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+#ifndef __CUDACC__
+template<typename Derived>
+inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::partialPivLu() const
+{
+  return PartialPivLU<PlainObject>(eval());
+}
+#endif
+
+#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+/** \lu_module
+  *
+  * Synonym of partialPivLu().
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+#ifndef __CUDACC__
+template<typename Derived>
+inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::lu() const
+{
+  return PartialPivLU<PlainObject>(eval());
+}
+#endif
+
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIALLU_H
diff --git a/third_party/eigen3/Eigen/src/LU/PartialPivLU_MKL.h b/third_party/eigen3/Eigen/src/LU/PartialPivLU_MKL.h
new file mode 100644
index 0000000000..9035953c82
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/LU/PartialPivLU_MKL.h
@@ -0,0 +1,85 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *     LU decomposition with partial pivoting based on LAPACKE_?getrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_PARTIALLU_LAPACK_H
+#define EIGEN_PARTIALLU_LAPACK_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<int StorageOrder> \
+struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
+{ \
+  /* \internal performs the LU decomposition in-place of the matrix represented */ \
+  static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
+  { \
+    EIGEN_UNUSED_VARIABLE(maxBlockSize);\
+    lapack_int matrix_order, first_zero_pivot; \
+    lapack_int m, n, lda, *ipiv, info; \
+    EIGTYPE* a; \
+/* Set up parameters for ?getrf */ \
+    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    lda = luStride; \
+    a = lu_data; \
+    ipiv = row_transpositions; \
+    m = rows; \
+    n = cols; \
+    nb_transpositions = 0; \
+\
+    info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
+\
+    for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
+\
+    eigen_assert(info >= 0); \
+/* something should be done with nb_transpositions */ \
+\
+    first_zero_pivot = info; \
+    return first_zero_pivot; \
+  } \
+};
+
+EIGEN_MKL_LU_PARTPIV(double, double, d)
+EIGEN_MKL_LU_PARTPIV(float, float, s)
+EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIALLU_LAPACK_H
diff --git a/third_party/eigen3/Eigen/src/LU/arch/Inverse_SSE.h b/third_party/eigen3/Eigen/src/LU/arch/Inverse_SSE.h
new file mode 100644
index 0000000000..60b7a23763
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/LU/arch/Inverse_SSE.h
@@ -0,0 +1,329 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2001 Intel Corporation
+// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// The SSE code for the 4x4 float and double matrix inverse in this file
+// comes from the following Intel's library:
+// http://software.intel.com/en-us/articles/optimized-matrix-library-for-use-with-the-intel-pentiumr-4-processors-sse2-instructions/
+//
+// Here is the respective copyright and license statement:
+//
+//   Copyright (c) 2001 Intel Corporation.
+//
+// Permition is granted to use, copy, distribute and prepare derivative works
+// of this library for any purpose and without fee, provided, that the above
+// copyright notice and this statement appear in all copies.
+// Intel makes no representations about the suitability of this software for
+// any purpose, and specifically disclaims all warranties.
+// See LEGAL.TXT for all the legal information.
+
+#ifndef EIGEN_INVERSE_SSE_H
+#define EIGEN_INVERSE_SSE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_size4<Architecture::SSE, float, MatrixType, ResultType>
+{
+  enum {
+    MatrixAlignment     = bool(MatrixType::Flags&AlignedBit),
+    ResultAlignment     = bool(ResultType::Flags&AlignedBit),
+    StorageOrdersMatch  = (MatrixType::Flags&RowMajorBit) == (ResultType::Flags&RowMajorBit)
+  };
+  
+  static void run(const MatrixType& matrix, ResultType& result)
+  {
+    EIGEN_ALIGN16 const unsigned int _Sign_PNNP[4] = { 0x00000000, 0x80000000, 0x80000000, 0x00000000 };
+
+    // Load the full matrix into registers
+    __m128 _L1 = matrix.template packet<MatrixAlignment>( 0);
+    __m128 _L2 = matrix.template packet<MatrixAlignment>( 4);
+    __m128 _L3 = matrix.template packet<MatrixAlignment>( 8);
+    __m128 _L4 = matrix.template packet<MatrixAlignment>(12);
+
+    // The inverse is calculated using "Divide and Conquer" technique. The
+    // original matrix is divide into four 2x2 sub-matrices. Since each
+    // register holds four matrix element, the smaller matrices are
+    // represented as a registers. Hence we get a better locality of the
+    // calculations.
+
+    __m128 A, B, C, D; // the four sub-matrices
+    if(!StorageOrdersMatch)
+    {
+      A = _mm_unpacklo_ps(_L1, _L2);
+      B = _mm_unpacklo_ps(_L3, _L4);
+      C = _mm_unpackhi_ps(_L1, _L2);
+      D = _mm_unpackhi_ps(_L3, _L4);
+    }
+    else
+    {
+      A = _mm_movelh_ps(_L1, _L2);
+      B = _mm_movehl_ps(_L2, _L1);
+      C = _mm_movelh_ps(_L3, _L4);
+      D = _mm_movehl_ps(_L4, _L3);
+    }
+
+    __m128 iA, iB, iC, iD,                 // partial inverse of the sub-matrices
+            DC, AB;
+    __m128 dA, dB, dC, dD;                 // determinant of the sub-matrices
+    __m128 det, d, d1, d2;
+    __m128 rd;                             // reciprocal of the determinant
+
+    //  AB = A# * B
+    AB = _mm_mul_ps(_mm_shuffle_ps(A,A,0x0F), B);
+    AB = _mm_sub_ps(AB,_mm_mul_ps(_mm_shuffle_ps(A,A,0xA5), _mm_shuffle_ps(B,B,0x4E)));
+    //  DC = D# * C
+    DC = _mm_mul_ps(_mm_shuffle_ps(D,D,0x0F), C);
+    DC = _mm_sub_ps(DC,_mm_mul_ps(_mm_shuffle_ps(D,D,0xA5), _mm_shuffle_ps(C,C,0x4E)));
+
+    //  dA = |A|
+    dA = _mm_mul_ps(_mm_shuffle_ps(A, A, 0x5F),A);
+    dA = _mm_sub_ss(dA, _mm_movehl_ps(dA,dA));
+    //  dB = |B|
+    dB = _mm_mul_ps(_mm_shuffle_ps(B, B, 0x5F),B);
+    dB = _mm_sub_ss(dB, _mm_movehl_ps(dB,dB));
+
+    //  dC = |C|
+    dC = _mm_mul_ps(_mm_shuffle_ps(C, C, 0x5F),C);
+    dC = _mm_sub_ss(dC, _mm_movehl_ps(dC,dC));
+    //  dD = |D|
+    dD = _mm_mul_ps(_mm_shuffle_ps(D, D, 0x5F),D);
+    dD = _mm_sub_ss(dD, _mm_movehl_ps(dD,dD));
+
+    //  d = trace(AB*DC) = trace(A#*B*D#*C)
+    d = _mm_mul_ps(_mm_shuffle_ps(DC,DC,0xD8),AB);
+
+    //  iD = C*A#*B
+    iD = _mm_mul_ps(_mm_shuffle_ps(C,C,0xA0), _mm_movelh_ps(AB,AB));
+    iD = _mm_add_ps(iD,_mm_mul_ps(_mm_shuffle_ps(C,C,0xF5), _mm_movehl_ps(AB,AB)));
+    //  iA = B*D#*C
+    iA = _mm_mul_ps(_mm_shuffle_ps(B,B,0xA0), _mm_movelh_ps(DC,DC));
+    iA = _mm_add_ps(iA,_mm_mul_ps(_mm_shuffle_ps(B,B,0xF5), _mm_movehl_ps(DC,DC)));
+
+    //  d = trace(AB*DC) = trace(A#*B*D#*C) [continue]
+    d  = _mm_add_ps(d, _mm_movehl_ps(d, d));
+    d  = _mm_add_ss(d, _mm_shuffle_ps(d, d, 1));
+    d1 = _mm_mul_ss(dA,dD);
+    d2 = _mm_mul_ss(dB,dC);
+
+    //  iD = D*|A| - C*A#*B
+    iD = _mm_sub_ps(_mm_mul_ps(D,_mm_shuffle_ps(dA,dA,0)), iD);
+
+    //  iA = A*|D| - B*D#*C;
+    iA = _mm_sub_ps(_mm_mul_ps(A,_mm_shuffle_ps(dD,dD,0)), iA);
+
+    //  det = |A|*|D| + |B|*|C| - trace(A#*B*D#*C)
+    det = _mm_sub_ss(_mm_add_ss(d1,d2),d);
+    rd  = _mm_div_ss(_mm_set_ss(1.0f), det);
+
+//     #ifdef ZERO_SINGULAR
+//         rd = _mm_and_ps(_mm_cmpneq_ss(det,_mm_setzero_ps()), rd);
+//     #endif
+
+    //  iB = D * (A#B)# = D*B#*A
+    iB = _mm_mul_ps(D, _mm_shuffle_ps(AB,AB,0x33));
+    iB = _mm_sub_ps(iB, _mm_mul_ps(_mm_shuffle_ps(D,D,0xB1), _mm_shuffle_ps(AB,AB,0x66)));
+    //  iC = A * (D#C)# = A*C#*D
+    iC = _mm_mul_ps(A, _mm_shuffle_ps(DC,DC,0x33));
+    iC = _mm_sub_ps(iC, _mm_mul_ps(_mm_shuffle_ps(A,A,0xB1), _mm_shuffle_ps(DC,DC,0x66)));
+
+    rd = _mm_shuffle_ps(rd,rd,0);
+    rd = _mm_xor_ps(rd, _mm_load_ps((float*)_Sign_PNNP));
+
+    //  iB = C*|B| - D*B#*A
+    iB = _mm_sub_ps(_mm_mul_ps(C,_mm_shuffle_ps(dB,dB,0)), iB);
+
+    //  iC = B*|C| - A*C#*D;
+    iC = _mm_sub_ps(_mm_mul_ps(B,_mm_shuffle_ps(dC,dC,0)), iC);
+
+    //  iX = iX / det
+    iA = _mm_mul_ps(rd,iA);
+    iB = _mm_mul_ps(rd,iB);
+    iC = _mm_mul_ps(rd,iC);
+    iD = _mm_mul_ps(rd,iD);
+
+    result.template writePacket<ResultAlignment>( 0, _mm_shuffle_ps(iA,iB,0x77));
+    result.template writePacket<ResultAlignment>( 4, _mm_shuffle_ps(iA,iB,0x22));
+    result.template writePacket<ResultAlignment>( 8, _mm_shuffle_ps(iC,iD,0x77));
+    result.template writePacket<ResultAlignment>(12, _mm_shuffle_ps(iC,iD,0x22));
+  }
+
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_size4<Architecture::SSE, double, MatrixType, ResultType>
+{
+  enum {
+    MatrixAlignment = bool(MatrixType::Flags&AlignedBit),
+    ResultAlignment = bool(ResultType::Flags&AlignedBit),
+    StorageOrdersMatch  = (MatrixType::Flags&RowMajorBit) == (ResultType::Flags&RowMajorBit)
+  };
+  static void run(const MatrixType& matrix, ResultType& result)
+  {
+    const __m128d _Sign_NP = _mm_castsi128_pd(_mm_set_epi32(0x0,0x0,0x80000000,0x0));
+    const __m128d _Sign_PN = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
+
+    // The inverse is calculated using "Divide and Conquer" technique. The
+    // original matrix is divide into four 2x2 sub-matrices. Since each
+    // register of the matrix holds two element, the smaller matrices are
+    // consisted of two registers. Hence we get a better locality of the
+    // calculations.
+
+    // the four sub-matrices
+    __m128d A1, A2, B1, B2, C1, C2, D1, D2;
+    
+    if(StorageOrdersMatch)
+    {
+      A1 = matrix.template packet<MatrixAlignment>( 0); B1 = matrix.template packet<MatrixAlignment>( 2);
+      A2 = matrix.template packet<MatrixAlignment>( 4); B2 = matrix.template packet<MatrixAlignment>( 6);
+      C1 = matrix.template packet<MatrixAlignment>( 8); D1 = matrix.template packet<MatrixAlignment>(10);
+      C2 = matrix.template packet<MatrixAlignment>(12); D2 = matrix.template packet<MatrixAlignment>(14);
+    }
+    else
+    {
+      __m128d tmp;
+      A1 = matrix.template packet<MatrixAlignment>( 0); C1 = matrix.template packet<MatrixAlignment>( 2);
+      A2 = matrix.template packet<MatrixAlignment>( 4); C2 = matrix.template packet<MatrixAlignment>( 6);
+      tmp = A1;
+      A1 = _mm_unpacklo_pd(A1,A2);
+      A2 = _mm_unpackhi_pd(tmp,A2);
+      tmp = C1;
+      C1 = _mm_unpacklo_pd(C1,C2);
+      C2 = _mm_unpackhi_pd(tmp,C2);
+      
+      B1 = matrix.template packet<MatrixAlignment>( 8); D1 = matrix.template packet<MatrixAlignment>(10);
+      B2 = matrix.template packet<MatrixAlignment>(12); D2 = matrix.template packet<MatrixAlignment>(14);
+      tmp = B1;
+      B1 = _mm_unpacklo_pd(B1,B2);
+      B2 = _mm_unpackhi_pd(tmp,B2);
+      tmp = D1;
+      D1 = _mm_unpacklo_pd(D1,D2);
+      D2 = _mm_unpackhi_pd(tmp,D2);
+    }
+    
+    __m128d iA1, iA2, iB1, iB2, iC1, iC2, iD1, iD2,     // partial invese of the sub-matrices
+            DC1, DC2, AB1, AB2;
+    __m128d dA, dB, dC, dD;     // determinant of the sub-matrices
+    __m128d det, d1, d2, rd;
+
+    //  dA = |A|
+    dA = _mm_shuffle_pd(A2, A2, 1);
+    dA = _mm_mul_pd(A1, dA);
+    dA = _mm_sub_sd(dA, _mm_shuffle_pd(dA,dA,3));
+    //  dB = |B|
+    dB = _mm_shuffle_pd(B2, B2, 1);
+    dB = _mm_mul_pd(B1, dB);
+    dB = _mm_sub_sd(dB, _mm_shuffle_pd(dB,dB,3));
+
+    //  AB = A# * B
+    AB1 = _mm_mul_pd(B1, _mm_shuffle_pd(A2,A2,3));
+    AB2 = _mm_mul_pd(B2, _mm_shuffle_pd(A1,A1,0));
+    AB1 = _mm_sub_pd(AB1, _mm_mul_pd(B2, _mm_shuffle_pd(A1,A1,3)));
+    AB2 = _mm_sub_pd(AB2, _mm_mul_pd(B1, _mm_shuffle_pd(A2,A2,0)));
+
+    //  dC = |C|
+    dC = _mm_shuffle_pd(C2, C2, 1);
+    dC = _mm_mul_pd(C1, dC);
+    dC = _mm_sub_sd(dC, _mm_shuffle_pd(dC,dC,3));
+    //  dD = |D|
+    dD = _mm_shuffle_pd(D2, D2, 1);
+    dD = _mm_mul_pd(D1, dD);
+    dD = _mm_sub_sd(dD, _mm_shuffle_pd(dD,dD,3));
+
+    //  DC = D# * C
+    DC1 = _mm_mul_pd(C1, _mm_shuffle_pd(D2,D2,3));
+    DC2 = _mm_mul_pd(C2, _mm_shuffle_pd(D1,D1,0));
+    DC1 = _mm_sub_pd(DC1, _mm_mul_pd(C2, _mm_shuffle_pd(D1,D1,3)));
+    DC2 = _mm_sub_pd(DC2, _mm_mul_pd(C1, _mm_shuffle_pd(D2,D2,0)));
+
+    //  rd = trace(AB*DC) = trace(A#*B*D#*C)
+    d1 = _mm_mul_pd(AB1, _mm_shuffle_pd(DC1, DC2, 0));
+    d2 = _mm_mul_pd(AB2, _mm_shuffle_pd(DC1, DC2, 3));
+    rd = _mm_add_pd(d1, d2);
+    rd = _mm_add_sd(rd, _mm_shuffle_pd(rd, rd,3));
+
+    //  iD = C*A#*B
+    iD1 = _mm_mul_pd(AB1, _mm_shuffle_pd(C1,C1,0));
+    iD2 = _mm_mul_pd(AB1, _mm_shuffle_pd(C2,C2,0));
+    iD1 = _mm_add_pd(iD1, _mm_mul_pd(AB2, _mm_shuffle_pd(C1,C1,3)));
+    iD2 = _mm_add_pd(iD2, _mm_mul_pd(AB2, _mm_shuffle_pd(C2,C2,3)));
+
+    //  iA = B*D#*C
+    iA1 = _mm_mul_pd(DC1, _mm_shuffle_pd(B1,B1,0));
+    iA2 = _mm_mul_pd(DC1, _mm_shuffle_pd(B2,B2,0));
+    iA1 = _mm_add_pd(iA1, _mm_mul_pd(DC2, _mm_shuffle_pd(B1,B1,3)));
+    iA2 = _mm_add_pd(iA2, _mm_mul_pd(DC2, _mm_shuffle_pd(B2,B2,3)));
+
+    //  iD = D*|A| - C*A#*B
+    dA = _mm_shuffle_pd(dA,dA,0);
+    iD1 = _mm_sub_pd(_mm_mul_pd(D1, dA), iD1);
+    iD2 = _mm_sub_pd(_mm_mul_pd(D2, dA), iD2);
+
+    //  iA = A*|D| - B*D#*C;
+    dD = _mm_shuffle_pd(dD,dD,0);
+    iA1 = _mm_sub_pd(_mm_mul_pd(A1, dD), iA1);
+    iA2 = _mm_sub_pd(_mm_mul_pd(A2, dD), iA2);
+
+    d1 = _mm_mul_sd(dA, dD);
+    d2 = _mm_mul_sd(dB, dC);
+
+    //  iB = D * (A#B)# = D*B#*A
+    iB1 = _mm_mul_pd(D1, _mm_shuffle_pd(AB2,AB1,1));
+    iB2 = _mm_mul_pd(D2, _mm_shuffle_pd(AB2,AB1,1));
+    iB1 = _mm_sub_pd(iB1, _mm_mul_pd(_mm_shuffle_pd(D1,D1,1), _mm_shuffle_pd(AB2,AB1,2)));
+    iB2 = _mm_sub_pd(iB2, _mm_mul_pd(_mm_shuffle_pd(D2,D2,1), _mm_shuffle_pd(AB2,AB1,2)));
+
+    //  det = |A|*|D| + |B|*|C| - trace(A#*B*D#*C)
+    det = _mm_add_sd(d1, d2);
+    det = _mm_sub_sd(det, rd);
+
+    //  iC = A * (D#C)# = A*C#*D
+    iC1 = _mm_mul_pd(A1, _mm_shuffle_pd(DC2,DC1,1));
+    iC2 = _mm_mul_pd(A2, _mm_shuffle_pd(DC2,DC1,1));
+    iC1 = _mm_sub_pd(iC1, _mm_mul_pd(_mm_shuffle_pd(A1,A1,1), _mm_shuffle_pd(DC2,DC1,2)));
+    iC2 = _mm_sub_pd(iC2, _mm_mul_pd(_mm_shuffle_pd(A2,A2,1), _mm_shuffle_pd(DC2,DC1,2)));
+
+    rd = _mm_div_sd(_mm_set_sd(1.0), det);
+//     #ifdef ZERO_SINGULAR
+//         rd = _mm_and_pd(_mm_cmpneq_sd(det,_mm_setzero_pd()), rd);
+//     #endif
+    rd = _mm_shuffle_pd(rd,rd,0);
+
+    //  iB = C*|B| - D*B#*A
+    dB = _mm_shuffle_pd(dB,dB,0);
+    iB1 = _mm_sub_pd(_mm_mul_pd(C1, dB), iB1);
+    iB2 = _mm_sub_pd(_mm_mul_pd(C2, dB), iB2);
+
+    d1 = _mm_xor_pd(rd, _Sign_PN);
+    d2 = _mm_xor_pd(rd, _Sign_NP);
+
+    //  iC = B*|C| - A*C#*D;
+    dC = _mm_shuffle_pd(dC,dC,0);
+    iC1 = _mm_sub_pd(_mm_mul_pd(B1, dC), iC1);
+    iC2 = _mm_sub_pd(_mm_mul_pd(B2, dC), iC2);
+
+    result.template writePacket<ResultAlignment>( 0, _mm_mul_pd(_mm_shuffle_pd(iA2, iA1, 3), d1));     // iA# / det
+    result.template writePacket<ResultAlignment>( 4, _mm_mul_pd(_mm_shuffle_pd(iA2, iA1, 0), d2));
+    result.template writePacket<ResultAlignment>( 2, _mm_mul_pd(_mm_shuffle_pd(iB2, iB1, 3), d1));     // iB# / det
+    result.template writePacket<ResultAlignment>( 6, _mm_mul_pd(_mm_shuffle_pd(iB2, iB1, 0), d2));
+    result.template writePacket<ResultAlignment>( 8, _mm_mul_pd(_mm_shuffle_pd(iC2, iC1, 3), d1));     // iC# / det
+    result.template writePacket<ResultAlignment>(12, _mm_mul_pd(_mm_shuffle_pd(iC2, iC1, 0), d2));
+    result.template writePacket<ResultAlignment>(10, _mm_mul_pd(_mm_shuffle_pd(iD2, iD1, 3), d1));     // iD# / det
+    result.template writePacket<ResultAlignment>(14, _mm_mul_pd(_mm_shuffle_pd(iD2, iD1, 0), d2));
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_INVERSE_SSE_H
diff --git a/third_party/eigen3/Eigen/src/MetisSupport/MetisSupport.h b/third_party/eigen3/Eigen/src/MetisSupport/MetisSupport.h
new file mode 100644
index 0000000000..f2bbef20c8
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/MetisSupport/MetisSupport.h
@@ -0,0 +1,137 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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 METIS_SUPPORT_H
+#define METIS_SUPPORT_H
+
+namespace Eigen {
+/**
+ * Get the fill-reducing ordering from the METIS package
+ * 
+ * If A is the original matrix and Ap is the permuted matrix, 
+ * the fill-reducing permutation is defined as follows :
+ * Row (column) i of A is the matperm(i) row (column) of Ap. 
+ * WARNING: As computed by METIS, this corresponds to the vector iperm (instead of perm)
+ */
+template <typename Index>
+class MetisOrdering
+{
+public:
+  typedef PermutationMatrix<Dynamic,Dynamic,Index> PermutationType;
+  typedef Matrix<Index,Dynamic,1> IndexVector; 
+  
+  template <typename MatrixType>
+  void get_symmetrized_graph(const MatrixType& A)
+  {
+    Index m = A.cols(); 
+    eigen_assert((A.rows() == A.cols()) && "ONLY FOR SQUARED MATRICES");
+    // Get the transpose of the input matrix 
+    MatrixType At = A.transpose(); 
+    // Get the number of nonzeros elements in each row/col of At+A
+    Index TotNz = 0; 
+    IndexVector visited(m); 
+    visited.setConstant(-1); 
+    for (int j = 0; j < m; j++)
+    {
+      // Compute the union structure of of A(j,:) and At(j,:)
+      visited(j) = j; // Do not include the diagonal element
+      // Get the nonzeros in row/column j of A
+      for (typename MatrixType::InnerIterator it(A, j); it; ++it)
+      {
+        Index idx = it.index(); // Get the row index (for column major) or column index (for row major)
+        if (visited(idx) != j ) 
+        {
+          visited(idx) = j; 
+          ++TotNz; 
+        }
+      }
+      //Get the nonzeros in row/column j of At
+      for (typename MatrixType::InnerIterator it(At, j); it; ++it)
+      {
+        Index idx = it.index(); 
+        if(visited(idx) != j)
+        {
+          visited(idx) = j; 
+          ++TotNz; 
+        }
+      }
+    }
+    // Reserve place for A + At
+    m_indexPtr.resize(m+1);
+    m_innerIndices.resize(TotNz); 
+
+    // Now compute the real adjacency list of each column/row 
+    visited.setConstant(-1); 
+    Index CurNz = 0; 
+    for (int j = 0; j < m; j++)
+    {
+      m_indexPtr(j) = CurNz; 
+      
+      visited(j) = j; // Do not include the diagonal element
+      // Add the pattern of row/column j of A to A+At
+      for (typename MatrixType::InnerIterator it(A,j); it; ++it)
+      {
+        Index idx = it.index(); // Get the row index (for column major) or column index (for row major)
+        if (visited(idx) != j ) 
+        {
+          visited(idx) = j; 
+          m_innerIndices(CurNz) = idx; 
+          CurNz++; 
+        }
+      }
+      //Add the pattern of row/column j of At to A+At
+      for (typename MatrixType::InnerIterator it(At, j); it; ++it)
+      {
+        Index idx = it.index(); 
+        if(visited(idx) != j)
+        {
+          visited(idx) = j; 
+          m_innerIndices(CurNz) = idx; 
+          ++CurNz; 
+        }
+      }
+    }
+    m_indexPtr(m) = CurNz;    
+  }
+  
+  template <typename MatrixType>
+  void operator() (const MatrixType& A, PermutationType& matperm)
+  {
+     Index m = A.cols();
+     IndexVector perm(m),iperm(m); 
+    // First, symmetrize the matrix graph. 
+     get_symmetrized_graph(A); 
+     int output_error;
+     
+     // Call the fill-reducing routine from METIS 
+     output_error = METIS_NodeND(&m, m_indexPtr.data(), m_innerIndices.data(), NULL, NULL, perm.data(), iperm.data());
+     
+    if(output_error != METIS_OK) 
+    {
+      //FIXME The ordering interface should define a class of possible errors 
+     std::cerr << "ERROR WHILE CALLING THE METIS PACKAGE \n"; 
+     return; 
+    }
+    
+    // Get the fill-reducing permutation 
+    //NOTE:  If Ap is the permuted matrix then perm and iperm vectors are defined as follows 
+    // Row (column) i of Ap is the perm(i) row(column) of A, and row (column) i of A is the iperm(i) row(column) of Ap
+    
+     matperm.resize(m);
+     for (int j = 0; j < m; j++)
+       matperm.indices()(iperm(j)) = j;
+   
+  }
+  
+  protected:
+    IndexVector m_indexPtr; // Pointer to the adjacenccy list of each row/column
+    IndexVector m_innerIndices; // Adjacency list 
+};
+
+}// end namespace eigen 
+#endif
diff --git a/third_party/eigen3/Eigen/src/OrderingMethods/Eigen_Colamd.h b/third_party/eigen3/Eigen/src/OrderingMethods/Eigen_Colamd.h
new file mode 100644
index 0000000000..44548f6607
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/OrderingMethods/Eigen_Colamd.h
@@ -0,0 +1,1850 @@
+// // This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@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/.
+
+// This file is modified from the colamd/symamd library. The copyright is below
+
+//   The authors of the code itself are Stefan I. Larimore and Timothy A.
+//   Davis (davis@cise.ufl.edu), University of Florida.  The algorithm was
+//   developed in collaboration with John Gilbert, Xerox PARC, and Esmond
+//   Ng, Oak Ridge National Laboratory.
+// 
+//     Date:
+// 
+//   September 8, 2003.  Version 2.3.
+// 
+//     Acknowledgements:
+// 
+//   This work was supported by the National Science Foundation, under
+//   grants DMS-9504974 and DMS-9803599.
+// 
+//     Notice:
+// 
+//   Copyright (c) 1998-2003 by the University of Florida.
+//   All Rights Reserved.
+// 
+//   THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+//   EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+// 
+//   Permission is hereby granted to use, copy, modify, and/or distribute
+//   this program, provided that the Copyright, this License, and the
+//   Availability of the original version is retained on all copies and made
+//   accessible to the end-user of any code or package that includes COLAMD
+//   or any modified version of COLAMD. 
+// 
+//     Availability:
+// 
+//   The colamd/symamd library is available at
+// 
+//       http://www.cise.ufl.edu/research/sparse/colamd/
+
+//   This is the http://www.cise.ufl.edu/research/sparse/colamd/colamd.h
+//   file.  It is required by the colamd.c, colamdmex.c, and symamdmex.c
+//   files, and by any C code that calls the routines whose prototypes are
+//   listed below, or that uses the colamd/symamd definitions listed below.
+  
+#ifndef EIGEN_COLAMD_H
+#define EIGEN_COLAMD_H
+
+namespace internal {
+/* Ensure that debugging is turned off: */
+#ifndef COLAMD_NDEBUG
+#define COLAMD_NDEBUG
+#endif /* NDEBUG */
+/* ========================================================================== */
+/* === Knob and statistics definitions ====================================== */
+/* ========================================================================== */
+
+/* size of the knobs [ ] array.  Only knobs [0..1] are currently used. */
+#define COLAMD_KNOBS 20
+
+/* number of output statistics.  Only stats [0..6] are currently used. */
+#define COLAMD_STATS 20 
+
+/* knobs [0] and stats [0]: dense row knob and output statistic. */
+#define COLAMD_DENSE_ROW 0
+
+/* knobs [1] and stats [1]: dense column knob and output statistic. */
+#define COLAMD_DENSE_COL 1
+
+/* stats [2]: memory defragmentation count output statistic */
+#define COLAMD_DEFRAG_COUNT 2
+
+/* stats [3]: colamd status:  zero OK, > 0 warning or notice, < 0 error */
+#define COLAMD_STATUS 3
+
+/* stats [4..6]: error info, or info on jumbled columns */ 
+#define COLAMD_INFO1 4
+#define COLAMD_INFO2 5
+#define COLAMD_INFO3 6
+
+/* error codes returned in stats [3]: */
+#define COLAMD_OK       (0)
+#define COLAMD_OK_BUT_JUMBLED     (1)
+#define COLAMD_ERROR_A_not_present    (-1)
+#define COLAMD_ERROR_p_not_present    (-2)
+#define COLAMD_ERROR_nrow_negative    (-3)
+#define COLAMD_ERROR_ncol_negative    (-4)
+#define COLAMD_ERROR_nnz_negative   (-5)
+#define COLAMD_ERROR_p0_nonzero     (-6)
+#define COLAMD_ERROR_A_too_small    (-7)
+#define COLAMD_ERROR_col_length_negative  (-8)
+#define COLAMD_ERROR_row_index_out_of_bounds  (-9)
+#define COLAMD_ERROR_out_of_memory    (-10)
+#define COLAMD_ERROR_internal_error   (-999)
+
+/* ========================================================================== */
+/* === Definitions ========================================================== */
+/* ========================================================================== */
+
+#define COLAMD_MAX(a,b) (((a) > (b)) ? (a) : (b))
+#define COLAMD_MIN(a,b) (((a) < (b)) ? (a) : (b))
+
+#define ONES_COMPLEMENT(r) (-(r)-1)
+
+/* -------------------------------------------------------------------------- */
+
+#define COLAMD_EMPTY (-1)
+
+/* Row and column status */
+#define ALIVE (0)
+#define DEAD  (-1)
+
+/* Column status */
+#define DEAD_PRINCIPAL    (-1)
+#define DEAD_NON_PRINCIPAL  (-2)
+
+/* Macros for row and column status update and checking. */
+#define ROW_IS_DEAD(r)      ROW_IS_MARKED_DEAD (Row[r].shared2.mark)
+#define ROW_IS_MARKED_DEAD(row_mark)  (row_mark < ALIVE)
+#define ROW_IS_ALIVE(r)     (Row [r].shared2.mark >= ALIVE)
+#define COL_IS_DEAD(c)      (Col [c].start < ALIVE)
+#define COL_IS_ALIVE(c)     (Col [c].start >= ALIVE)
+#define COL_IS_DEAD_PRINCIPAL(c)  (Col [c].start == DEAD_PRINCIPAL)
+#define KILL_ROW(r)     { Row [r].shared2.mark = DEAD ; }
+#define KILL_PRINCIPAL_COL(c)   { Col [c].start = DEAD_PRINCIPAL ; }
+#define KILL_NON_PRINCIPAL_COL(c) { Col [c].start = DEAD_NON_PRINCIPAL ; }
+
+/* ========================================================================== */
+/* === Colamd reporting mechanism =========================================== */
+/* ========================================================================== */
+
+// == Row and Column structures ==
+template <typename Index>
+struct colamd_col
+{
+  Index start ;   /* index for A of first row in this column, or DEAD */
+  /* if column is dead */
+  Index length ;  /* number of rows in this column */
+  union
+  {
+    Index thickness ; /* number of original columns represented by this */
+    /* col, if the column is alive */
+    Index parent ;  /* parent in parent tree super-column structure, if */
+    /* the column is dead */
+  } shared1 ;
+  union
+  {
+    Index score ; /* the score used to maintain heap, if col is alive */
+    Index order ; /* pivot ordering of this column, if col is dead */
+  } shared2 ;
+  union
+  {
+    Index headhash ;  /* head of a hash bucket, if col is at the head of */
+    /* a degree list */
+    Index hash ;  /* hash value, if col is not in a degree list */
+    Index prev ;  /* previous column in degree list, if col is in a */
+    /* degree list (but not at the head of a degree list) */
+  } shared3 ;
+  union
+  {
+    Index degree_next ; /* next column, if col is in a degree list */
+    Index hash_next ;   /* next column, if col is in a hash list */
+  } shared4 ;
+  
+};
+ 
+template <typename Index>
+struct Colamd_Row
+{
+  Index start ;   /* index for A of first col in this row */
+  Index length ;  /* number of principal columns in this row */
+  union
+  {
+    Index degree ;  /* number of principal & non-principal columns in row */
+    Index p ;   /* used as a row pointer in init_rows_cols () */
+  } shared1 ;
+  union
+  {
+    Index mark ;  /* for computing set differences and marking dead rows*/
+    Index first_column ;/* first column in row (used in garbage collection) */
+  } shared2 ;
+  
+};
+ 
+/* ========================================================================== */
+/* === Colamd recommended memory size ======================================= */
+/* ========================================================================== */
+ 
+/*
+  The recommended length Alen of the array A passed to colamd is given by
+  the COLAMD_RECOMMENDED (nnz, n_row, n_col) macro.  It returns -1 if any
+  argument is negative.  2*nnz space is required for the row and column
+  indices of the matrix. colamd_c (n_col) + colamd_r (n_row) space is
+  required for the Col and Row arrays, respectively, which are internal to
+  colamd.  An additional n_col space is the minimal amount of "elbow room",
+  and nnz/5 more space is recommended for run time efficiency.
+  
+  This macro is not needed when using symamd.
+  
+  Explicit typecast to Index added Sept. 23, 2002, COLAMD version 2.2, to avoid
+  gcc -pedantic warning messages.
+*/
+template <typename Index>
+inline Index colamd_c(Index n_col) 
+{ return Index( ((n_col) + 1) * sizeof (colamd_col<Index>) / sizeof (Index) ) ; }
+
+template <typename Index>
+inline Index  colamd_r(Index n_row)
+{ return Index(((n_row) + 1) * sizeof (Colamd_Row<Index>) / sizeof (Index)); }
+
+// Prototypes of non-user callable routines
+template <typename Index>
+static Index init_rows_cols (Index n_row, Index n_col, Colamd_Row<Index> Row [], colamd_col<Index> col [], Index A [], Index p [], Index stats[COLAMD_STATS] ); 
+
+template <typename Index>
+static void init_scoring (Index n_row, Index n_col, Colamd_Row<Index> Row [], colamd_col<Index> Col [], Index A [], Index head [], double knobs[COLAMD_KNOBS], Index *p_n_row2, Index *p_n_col2, Index *p_max_deg);
+
+template <typename Index>
+static Index find_ordering (Index n_row, Index n_col, Index Alen, Colamd_Row<Index> Row [], colamd_col<Index> Col [], Index A [], Index head [], Index n_col2, Index max_deg, Index pfree);
+
+template <typename Index>
+static void order_children (Index n_col, colamd_col<Index> Col [], Index p []);
+
+template <typename Index>
+static void detect_super_cols (colamd_col<Index> Col [], Index A [], Index head [], Index row_start, Index row_length ) ;
+
+template <typename Index>
+static Index garbage_collection (Index n_row, Index n_col, Colamd_Row<Index> Row [], colamd_col<Index> Col [], Index A [], Index *pfree) ;
+
+template <typename Index>
+static inline  Index clear_mark (Index n_row, Colamd_Row<Index> Row [] ) ;
+
+/* === No debugging ========================================================= */
+
+#define COLAMD_DEBUG0(params) ;
+#define COLAMD_DEBUG1(params) ;
+#define COLAMD_DEBUG2(params) ;
+#define COLAMD_DEBUG3(params) ;
+#define COLAMD_DEBUG4(params) ;
+
+#define COLAMD_ASSERT(expression) ((void) 0)
+
+
+/**
+ * \brief Returns the recommended value of Alen 
+ * 
+ * Returns recommended value of Alen for use by colamd.  
+ * Returns -1 if any input argument is negative.  
+ * The use of this routine or macro is optional.  
+ * Note that the macro uses its arguments   more than once, 
+ * so be careful for side effects, if you pass expressions as arguments to COLAMD_RECOMMENDED.  
+ * 
+ * \param nnz nonzeros in A
+ * \param n_row number of rows in A
+ * \param n_col number of columns in A
+ * \return recommended value of Alen for use by colamd
+ */
+template <typename Index>
+inline Index colamd_recommended ( Index nnz, Index n_row, Index n_col)
+{
+  if ((nnz) < 0 || (n_row) < 0 || (n_col) < 0)
+    return (-1);
+  else
+    return (2 * (nnz) + colamd_c (n_col) + colamd_r (n_row) + (n_col) + ((nnz) / 5)); 
+}
+
+/**
+ * \brief set default parameters  The use of this routine is optional.
+ * 
+ * Colamd: rows with more than (knobs [COLAMD_DENSE_ROW] * n_col)
+ * entries are removed prior to ordering.  Columns with more than
+ * (knobs [COLAMD_DENSE_COL] * n_row) entries are removed prior to
+ * ordering, and placed last in the output column ordering. 
+ *
+ * COLAMD_DENSE_ROW and COLAMD_DENSE_COL are defined as 0 and 1,
+ * respectively, in colamd.h.  Default values of these two knobs
+ * are both 0.5.  Currently, only knobs [0] and knobs [1] are
+ * used, but future versions may use more knobs.  If so, they will
+ * be properly set to their defaults by the future version of
+ * colamd_set_defaults, so that the code that calls colamd will
+ * not need to change, assuming that you either use
+ * colamd_set_defaults, or pass a (double *) NULL pointer as the
+ * knobs array to colamd or symamd.
+ * 
+ * \param knobs parameter settings for colamd
+ */
+
+static inline void colamd_set_defaults(double knobs[COLAMD_KNOBS])
+{
+  /* === Local variables ================================================== */
+  
+  int i ;
+
+  if (!knobs)
+  {
+    return ;      /* no knobs to initialize */
+  }
+  for (i = 0 ; i < COLAMD_KNOBS ; i++)
+  {
+    knobs [i] = 0 ;
+  }
+  knobs [COLAMD_DENSE_ROW] = 0.5 ;  /* ignore rows over 50% dense */
+  knobs [COLAMD_DENSE_COL] = 0.5 ;  /* ignore columns over 50% dense */
+}
+
+/** 
+ * \brief  Computes a column ordering using the column approximate minimum degree ordering
+ * 
+ * Computes a column ordering (Q) of A such that P(AQ)=LU or
+ * (AQ)'AQ=LL' have less fill-in and require fewer floating point
+ * operations than factorizing the unpermuted matrix A or A'A,
+ * respectively.
+ * 
+ * 
+ * \param n_row number of rows in A
+ * \param n_col number of columns in A
+ * \param Alen, size of the array A
+ * \param A row indices of the matrix, of size ALen
+ * \param p column pointers of A, of size n_col+1
+ * \param knobs parameter settings for colamd
+ * \param stats colamd output statistics and error codes
+ */
+template <typename Index>
+static bool colamd(Index n_row, Index n_col, Index Alen, Index *A, Index *p, double knobs[COLAMD_KNOBS], Index stats[COLAMD_STATS])
+{
+  /* === Local variables ================================================== */
+  
+  Index i ;     /* loop index */
+  Index nnz ;     /* nonzeros in A */
+  Index Row_size ;    /* size of Row [], in integers */
+  Index Col_size ;    /* size of Col [], in integers */
+  Index need ;      /* minimum required length of A */
+  Colamd_Row<Index> *Row ;   /* pointer into A of Row [0..n_row] array */
+  colamd_col<Index> *Col ;   /* pointer into A of Col [0..n_col] array */
+  Index n_col2 ;    /* number of non-dense, non-empty columns */
+  Index n_row2 ;    /* number of non-dense, non-empty rows */
+  Index ngarbage ;    /* number of garbage collections performed */
+  Index max_deg ;   /* maximum row degree */
+  double default_knobs [COLAMD_KNOBS] ; /* default knobs array */
+  
+  
+  /* === Check the input arguments ======================================== */
+  
+  if (!stats)
+  {
+    COLAMD_DEBUG0 (("colamd: stats not present\n")) ;
+    return (false) ;
+  }
+  for (i = 0 ; i < COLAMD_STATS ; i++)
+  {
+    stats [i] = 0 ;
+  }
+  stats [COLAMD_STATUS] = COLAMD_OK ;
+  stats [COLAMD_INFO1] = -1 ;
+  stats [COLAMD_INFO2] = -1 ;
+  
+  if (!A)   /* A is not present */
+  {
+    stats [COLAMD_STATUS] = COLAMD_ERROR_A_not_present ;
+    COLAMD_DEBUG0 (("colamd: A not present\n")) ;
+    return (false) ;
+  }
+  
+  if (!p)   /* p is not present */
+  {
+    stats [COLAMD_STATUS] = COLAMD_ERROR_p_not_present ;
+    COLAMD_DEBUG0 (("colamd: p not present\n")) ;
+    return (false) ;
+  }
+  
+  if (n_row < 0)  /* n_row must be >= 0 */
+  {
+    stats [COLAMD_STATUS] = COLAMD_ERROR_nrow_negative ;
+    stats [COLAMD_INFO1] = n_row ;
+    COLAMD_DEBUG0 (("colamd: nrow negative %d\n", n_row)) ;
+    return (false) ;
+  }
+  
+  if (n_col < 0)  /* n_col must be >= 0 */
+  {
+    stats [COLAMD_STATUS] = COLAMD_ERROR_ncol_negative ;
+    stats [COLAMD_INFO1] = n_col ;
+    COLAMD_DEBUG0 (("colamd: ncol negative %d\n", n_col)) ;
+    return (false) ;
+  }
+  
+  nnz = p [n_col] ;
+  if (nnz < 0)  /* nnz must be >= 0 */
+  {
+    stats [COLAMD_STATUS] = COLAMD_ERROR_nnz_negative ;
+    stats [COLAMD_INFO1] = nnz ;
+    COLAMD_DEBUG0 (("colamd: number of entries negative %d\n", nnz)) ;
+    return (false) ;
+  }
+  
+  if (p [0] != 0)
+  {
+    stats [COLAMD_STATUS] = COLAMD_ERROR_p0_nonzero ;
+    stats [COLAMD_INFO1] = p [0] ;
+    COLAMD_DEBUG0 (("colamd: p[0] not zero %d\n", p [0])) ;
+    return (false) ;
+  }
+  
+  /* === If no knobs, set default knobs =================================== */
+  
+  if (!knobs)
+  {
+    colamd_set_defaults (default_knobs) ;
+    knobs = default_knobs ;
+  }
+  
+  /* === Allocate the Row and Col arrays from array A ===================== */
+  
+  Col_size = colamd_c (n_col) ;
+  Row_size = colamd_r (n_row) ;
+  need = 2*nnz + n_col + Col_size + Row_size ;
+  
+  if (need > Alen)
+  {
+    /* not enough space in array A to perform the ordering */
+    stats [COLAMD_STATUS] = COLAMD_ERROR_A_too_small ;
+    stats [COLAMD_INFO1] = need ;
+    stats [COLAMD_INFO2] = Alen ;
+    COLAMD_DEBUG0 (("colamd: Need Alen >= %d, given only Alen = %d\n", need,Alen));
+    return (false) ;
+  }
+  
+  Alen -= Col_size + Row_size ;
+  Col = (colamd_col<Index> *) &A [Alen] ;
+  Row = (Colamd_Row<Index> *) &A [Alen + Col_size] ;
+
+  /* === Construct the row and column data structures ===================== */
+  
+  if (!Eigen::internal::init_rows_cols (n_row, n_col, Row, Col, A, p, stats))
+  {
+    /* input matrix is invalid */
+    COLAMD_DEBUG0 (("colamd: Matrix invalid\n")) ;
+    return (false) ;
+  }
+  
+  /* === Initialize scores, kill dense rows/columns ======================= */
+
+  Eigen::internal::init_scoring (n_row, n_col, Row, Col, A, p, knobs,
+		&n_row2, &n_col2, &max_deg) ;
+  
+  /* === Order the supercolumns =========================================== */
+  
+  ngarbage = Eigen::internal::find_ordering (n_row, n_col, Alen, Row, Col, A, p,
+			    n_col2, max_deg, 2*nnz) ;
+  
+  /* === Order the non-principal columns ================================== */
+  
+  Eigen::internal::order_children (n_col, Col, p) ;
+  
+  /* === Return statistics in stats ======================================= */
+  
+  stats [COLAMD_DENSE_ROW] = n_row - n_row2 ;
+  stats [COLAMD_DENSE_COL] = n_col - n_col2 ;
+  stats [COLAMD_DEFRAG_COUNT] = ngarbage ;
+  COLAMD_DEBUG0 (("colamd: done.\n")) ; 
+  return (true) ;
+}
+
+/* ========================================================================== */
+/* === NON-USER-CALLABLE ROUTINES: ========================================== */
+/* ========================================================================== */
+
+/* There are no user-callable routines beyond this point in the file */
+
+
+/* ========================================================================== */
+/* === init_rows_cols ======================================================= */
+/* ========================================================================== */
+
+/*
+  Takes the column form of the matrix in A and creates the row form of the
+  matrix.  Also, row and column attributes are stored in the Col and Row
+  structs.  If the columns are un-sorted or contain duplicate row indices,
+  this routine will also sort and remove duplicate row indices from the
+  column form of the matrix.  Returns false if the matrix is invalid,
+  true otherwise.  Not user-callable.
+*/
+template <typename Index>
+static Index init_rows_cols  /* returns true if OK, or false otherwise */
+  (
+    /* === Parameters ======================================================= */
+
+    Index n_row,      /* number of rows of A */
+    Index n_col,      /* number of columns of A */
+    Colamd_Row<Index> Row [],    /* of size n_row+1 */
+    colamd_col<Index> Col [],    /* of size n_col+1 */
+    Index A [],     /* row indices of A, of size Alen */
+    Index p [],     /* pointers to columns in A, of size n_col+1 */
+    Index stats [COLAMD_STATS]  /* colamd statistics */ 
+    )
+{
+  /* === Local variables ================================================== */
+
+  Index col ;     /* a column index */
+  Index row ;     /* a row index */
+  Index *cp ;     /* a column pointer */
+  Index *cp_end ;   /* a pointer to the end of a column */
+  Index *rp ;     /* a row pointer */
+  Index *rp_end ;   /* a pointer to the end of a row */
+  Index last_row ;    /* previous row */
+
+  /* === Initialize columns, and check column pointers ==================== */
+
+  for (col = 0 ; col < n_col ; col++)
+  {
+    Col [col].start = p [col] ;
+    Col [col].length = p [col+1] - p [col] ;
+
+    if (Col [col].length < 0)
+    {
+      /* column pointers must be non-decreasing */
+      stats [COLAMD_STATUS] = COLAMD_ERROR_col_length_negative ;
+      stats [COLAMD_INFO1] = col ;
+      stats [COLAMD_INFO2] = Col [col].length ;
+      COLAMD_DEBUG0 (("colamd: col %d length %d < 0\n", col, Col [col].length)) ;
+      return (false) ;
+    }
+
+    Col [col].shared1.thickness = 1 ;
+    Col [col].shared2.score = 0 ;
+    Col [col].shared3.prev = COLAMD_EMPTY ;
+    Col [col].shared4.degree_next = COLAMD_EMPTY ;
+  }
+
+  /* p [0..n_col] no longer needed, used as "head" in subsequent routines */
+
+  /* === Scan columns, compute row degrees, and check row indices ========= */
+
+  stats [COLAMD_INFO3] = 0 ;  /* number of duplicate or unsorted row indices*/
+
+  for (row = 0 ; row < n_row ; row++)
+  {
+    Row [row].length = 0 ;
+    Row [row].shared2.mark = -1 ;
+  }
+
+  for (col = 0 ; col < n_col ; col++)
+  {
+    last_row = -1 ;
+
+    cp = &A [p [col]] ;
+    cp_end = &A [p [col+1]] ;
+
+    while (cp < cp_end)
+    {
+      row = *cp++ ;
+
+      /* make sure row indices within range */
+      if (row < 0 || row >= n_row)
+      {
+	stats [COLAMD_STATUS] = COLAMD_ERROR_row_index_out_of_bounds ;
+	stats [COLAMD_INFO1] = col ;
+	stats [COLAMD_INFO2] = row ;
+	stats [COLAMD_INFO3] = n_row ;
+	COLAMD_DEBUG0 (("colamd: row %d col %d out of bounds\n", row, col)) ;
+	return (false) ;
+      }
+
+      if (row <= last_row || Row [row].shared2.mark == col)
+      {
+	/* row index are unsorted or repeated (or both), thus col */
+	/* is jumbled.  This is a notice, not an error condition. */
+	stats [COLAMD_STATUS] = COLAMD_OK_BUT_JUMBLED ;
+	stats [COLAMD_INFO1] = col ;
+	stats [COLAMD_INFO2] = row ;
+	(stats [COLAMD_INFO3]) ++ ;
+	COLAMD_DEBUG1 (("colamd: row %d col %d unsorted/duplicate\n",row,col));
+      }
+
+      if (Row [row].shared2.mark != col)
+      {
+	Row [row].length++ ;
+      }
+      else
+      {
+	/* this is a repeated entry in the column, */
+	/* it will be removed */
+	Col [col].length-- ;
+      }
+
+      /* mark the row as having been seen in this column */
+      Row [row].shared2.mark = col ;
+
+      last_row = row ;
+    }
+  }
+
+  /* === Compute row pointers ============================================= */
+
+  /* row form of the matrix starts directly after the column */
+  /* form of matrix in A */
+  Row [0].start = p [n_col] ;
+  Row [0].shared1.p = Row [0].start ;
+  Row [0].shared2.mark = -1 ;
+  for (row = 1 ; row < n_row ; row++)
+  {
+    Row [row].start = Row [row-1].start + Row [row-1].length ;
+    Row [row].shared1.p = Row [row].start ;
+    Row [row].shared2.mark = -1 ;
+  }
+
+  /* === Create row form ================================================== */
+
+  if (stats [COLAMD_STATUS] == COLAMD_OK_BUT_JUMBLED)
+  {
+    /* if cols jumbled, watch for repeated row indices */
+    for (col = 0 ; col < n_col ; col++)
+    {
+      cp = &A [p [col]] ;
+      cp_end = &A [p [col+1]] ;
+      while (cp < cp_end)
+      {
+	row = *cp++ ;
+	if (Row [row].shared2.mark != col)
+	{
+	  A [(Row [row].shared1.p)++] = col ;
+	  Row [row].shared2.mark = col ;
+	}
+      }
+    }
+  }
+  else
+  {
+    /* if cols not jumbled, we don't need the mark (this is faster) */
+    for (col = 0 ; col < n_col ; col++)
+    {
+      cp = &A [p [col]] ;
+      cp_end = &A [p [col+1]] ;
+      while (cp < cp_end)
+      {
+	A [(Row [*cp++].shared1.p)++] = col ;
+      }
+    }
+  }
+
+  /* === Clear the row marks and set row degrees ========================== */
+
+  for (row = 0 ; row < n_row ; row++)
+  {
+    Row [row].shared2.mark = 0 ;
+    Row [row].shared1.degree = Row [row].length ;
+  }
+
+  /* === See if we need to re-create columns ============================== */
+
+  if (stats [COLAMD_STATUS] == COLAMD_OK_BUT_JUMBLED)
+  {
+    COLAMD_DEBUG0 (("colamd: reconstructing column form, matrix jumbled\n")) ;
+
+
+    /* === Compute col pointers ========================================= */
+
+    /* col form of the matrix starts at A [0]. */
+    /* Note, we may have a gap between the col form and the row */
+    /* form if there were duplicate entries, if so, it will be */
+    /* removed upon the first garbage collection */
+    Col [0].start = 0 ;
+    p [0] = Col [0].start ;
+    for (col = 1 ; col < n_col ; col++)
+    {
+      /* note that the lengths here are for pruned columns, i.e. */
+      /* no duplicate row indices will exist for these columns */
+      Col [col].start = Col [col-1].start + Col [col-1].length ;
+      p [col] = Col [col].start ;
+    }
+
+    /* === Re-create col form =========================================== */
+
+    for (row = 0 ; row < n_row ; row++)
+    {
+      rp = &A [Row [row].start] ;
+      rp_end = rp + Row [row].length ;
+      while (rp < rp_end)
+      {
+	A [(p [*rp++])++] = row ;
+      }
+    }
+  }
+
+  /* === Done.  Matrix is not (or no longer) jumbled ====================== */
+
+  return (true) ;
+}
+
+
+/* ========================================================================== */
+/* === init_scoring ========================================================= */
+/* ========================================================================== */
+
+/*
+  Kills dense or empty columns and rows, calculates an initial score for
+  each column, and places all columns in the degree lists.  Not user-callable.
+*/
+template <typename Index>
+static void init_scoring
+  (
+    /* === Parameters ======================================================= */
+
+    Index n_row,      /* number of rows of A */
+    Index n_col,      /* number of columns of A */
+    Colamd_Row<Index> Row [],    /* of size n_row+1 */
+    colamd_col<Index> Col [],    /* of size n_col+1 */
+    Index A [],     /* column form and row form of A */
+    Index head [],    /* of size n_col+1 */
+    double knobs [COLAMD_KNOBS],/* parameters */
+    Index *p_n_row2,    /* number of non-dense, non-empty rows */
+    Index *p_n_col2,    /* number of non-dense, non-empty columns */
+    Index *p_max_deg    /* maximum row degree */
+    )
+{
+  /* === Local variables ================================================== */
+
+  Index c ;     /* a column index */
+  Index r, row ;    /* a row index */
+  Index *cp ;     /* a column pointer */
+  Index deg ;     /* degree of a row or column */
+  Index *cp_end ;   /* a pointer to the end of a column */
+  Index *new_cp ;   /* new column pointer */
+  Index col_length ;    /* length of pruned column */
+  Index score ;     /* current column score */
+  Index n_col2 ;    /* number of non-dense, non-empty columns */
+  Index n_row2 ;    /* number of non-dense, non-empty rows */
+  Index dense_row_count ; /* remove rows with more entries than this */
+  Index dense_col_count ; /* remove cols with more entries than this */
+  Index min_score ;   /* smallest column score */
+  Index max_deg ;   /* maximum row degree */
+  Index next_col ;    /* Used to add to degree list.*/
+
+
+  /* === Extract knobs ==================================================== */
+
+  dense_row_count = COLAMD_MAX (0, COLAMD_MIN (knobs [COLAMD_DENSE_ROW] * n_col, n_col)) ;
+  dense_col_count = COLAMD_MAX (0, COLAMD_MIN (knobs [COLAMD_DENSE_COL] * n_row, n_row)) ;
+  COLAMD_DEBUG1 (("colamd: densecount: %d %d\n", dense_row_count, dense_col_count)) ;
+  max_deg = 0 ;
+  n_col2 = n_col ;
+  n_row2 = n_row ;
+
+  /* === Kill empty columns =============================================== */
+
+  /* Put the empty columns at the end in their natural order, so that LU */
+  /* factorization can proceed as far as possible. */
+  for (c = n_col-1 ; c >= 0 ; c--)
+  {
+    deg = Col [c].length ;
+    if (deg == 0)
+    {
+      /* this is a empty column, kill and order it last */
+      Col [c].shared2.order = --n_col2 ;
+      KILL_PRINCIPAL_COL (c) ;
+    }
+  }
+  COLAMD_DEBUG1 (("colamd: null columns killed: %d\n", n_col - n_col2)) ;
+
+  /* === Kill dense columns =============================================== */
+
+  /* Put the dense columns at the end, in their natural order */
+  for (c = n_col-1 ; c >= 0 ; c--)
+  {
+    /* skip any dead columns */
+    if (COL_IS_DEAD (c))
+    {
+      continue ;
+    }
+    deg = Col [c].length ;
+    if (deg > dense_col_count)
+    {
+      /* this is a dense column, kill and order it last */
+      Col [c].shared2.order = --n_col2 ;
+      /* decrement the row degrees */
+      cp = &A [Col [c].start] ;
+      cp_end = cp + Col [c].length ;
+      while (cp < cp_end)
+      {
+	Row [*cp++].shared1.degree-- ;
+      }
+      KILL_PRINCIPAL_COL (c) ;
+    }
+  }
+  COLAMD_DEBUG1 (("colamd: Dense and null columns killed: %d\n", n_col - n_col2)) ;
+
+  /* === Kill dense and empty rows ======================================== */
+
+  for (r = 0 ; r < n_row ; r++)
+  {
+    deg = Row [r].shared1.degree ;
+    COLAMD_ASSERT (deg >= 0 && deg <= n_col) ;
+    if (deg > dense_row_count || deg == 0)
+    {
+      /* kill a dense or empty row */
+      KILL_ROW (r) ;
+      --n_row2 ;
+    }
+    else
+    {
+      /* keep track of max degree of remaining rows */
+      max_deg = COLAMD_MAX (max_deg, deg) ;
+    }
+  }
+  COLAMD_DEBUG1 (("colamd: Dense and null rows killed: %d\n", n_row - n_row2)) ;
+
+  /* === Compute initial column scores ==================================== */
+
+  /* At this point the row degrees are accurate.  They reflect the number */
+  /* of "live" (non-dense) columns in each row.  No empty rows exist. */
+  /* Some "live" columns may contain only dead rows, however.  These are */
+  /* pruned in the code below. */
+
+  /* now find the initial matlab score for each column */
+  for (c = n_col-1 ; c >= 0 ; c--)
+  {
+    /* skip dead column */
+    if (COL_IS_DEAD (c))
+    {
+      continue ;
+    }
+    score = 0 ;
+    cp = &A [Col [c].start] ;
+    new_cp = cp ;
+    cp_end = cp + Col [c].length ;
+    while (cp < cp_end)
+    {
+      /* get a row */
+      row = *cp++ ;
+      /* skip if dead */
+      if (ROW_IS_DEAD (row))
+      {
+	continue ;
+      }
+      /* compact the column */
+      *new_cp++ = row ;
+      /* add row's external degree */
+      score += Row [row].shared1.degree - 1 ;
+      /* guard against integer overflow */
+      score = COLAMD_MIN (score, n_col) ;
+    }
+    /* determine pruned column length */
+    col_length = (Index) (new_cp - &A [Col [c].start]) ;
+    if (col_length == 0)
+    {
+      /* a newly-made null column (all rows in this col are "dense" */
+      /* and have already been killed) */
+      COLAMD_DEBUG2 (("Newly null killed: %d\n", c)) ;
+      Col [c].shared2.order = --n_col2 ;
+      KILL_PRINCIPAL_COL (c) ;
+    }
+    else
+    {
+      /* set column length and set score */
+      COLAMD_ASSERT (score >= 0) ;
+      COLAMD_ASSERT (score <= n_col) ;
+      Col [c].length = col_length ;
+      Col [c].shared2.score = score ;
+    }
+  }
+  COLAMD_DEBUG1 (("colamd: Dense, null, and newly-null columns killed: %d\n",
+		  n_col-n_col2)) ;
+
+  /* At this point, all empty rows and columns are dead.  All live columns */
+  /* are "clean" (containing no dead rows) and simplicial (no supercolumns */
+  /* yet).  Rows may contain dead columns, but all live rows contain at */
+  /* least one live column. */
+
+  /* === Initialize degree lists ========================================== */
+
+
+  /* clear the hash buckets */
+  for (c = 0 ; c <= n_col ; c++)
+  {
+    head [c] = COLAMD_EMPTY ;
+  }
+  min_score = n_col ;
+  /* place in reverse order, so low column indices are at the front */
+  /* of the lists.  This is to encourage natural tie-breaking */
+  for (c = n_col-1 ; c >= 0 ; c--)
+  {
+    /* only add principal columns to degree lists */
+    if (COL_IS_ALIVE (c))
+    {
+      COLAMD_DEBUG4 (("place %d score %d minscore %d ncol %d\n",
+		      c, Col [c].shared2.score, min_score, n_col)) ;
+
+      /* === Add columns score to DList =============================== */
+
+      score = Col [c].shared2.score ;
+
+      COLAMD_ASSERT (min_score >= 0) ;
+      COLAMD_ASSERT (min_score <= n_col) ;
+      COLAMD_ASSERT (score >= 0) ;
+      COLAMD_ASSERT (score <= n_col) ;
+      COLAMD_ASSERT (head [score] >= COLAMD_EMPTY) ;
+
+      /* now add this column to dList at proper score location */
+      next_col = head [score] ;
+      Col [c].shared3.prev = COLAMD_EMPTY ;
+      Col [c].shared4.degree_next = next_col ;
+
+      /* if there already was a column with the same score, set its */
+      /* previous pointer to this new column */
+      if (next_col != COLAMD_EMPTY)
+      {
+	Col [next_col].shared3.prev = c ;
+      }
+      head [score] = c ;
+
+      /* see if this score is less than current min */
+      min_score = COLAMD_MIN (min_score, score) ;
+
+
+    }
+  }
+
+
+  /* === Return number of remaining columns, and max row degree =========== */
+
+  *p_n_col2 = n_col2 ;
+  *p_n_row2 = n_row2 ;
+  *p_max_deg = max_deg ;
+}
+
+
+/* ========================================================================== */
+/* === find_ordering ======================================================== */
+/* ========================================================================== */
+
+/*
+  Order the principal columns of the supercolumn form of the matrix
+  (no supercolumns on input).  Uses a minimum approximate column minimum
+  degree ordering method.  Not user-callable.
+*/
+template <typename Index>
+static Index find_ordering /* return the number of garbage collections */
+  (
+    /* === Parameters ======================================================= */
+
+    Index n_row,      /* number of rows of A */
+    Index n_col,      /* number of columns of A */
+    Index Alen,     /* size of A, 2*nnz + n_col or larger */
+    Colamd_Row<Index> Row [],    /* of size n_row+1 */
+    colamd_col<Index> Col [],    /* of size n_col+1 */
+    Index A [],     /* column form and row form of A */
+    Index head [],    /* of size n_col+1 */
+    Index n_col2,     /* Remaining columns to order */
+    Index max_deg,    /* Maximum row degree */
+    Index pfree     /* index of first free slot (2*nnz on entry) */
+    )
+{
+  /* === Local variables ================================================== */
+
+  Index k ;     /* current pivot ordering step */
+  Index pivot_col ;   /* current pivot column */
+  Index *cp ;     /* a column pointer */
+  Index *rp ;     /* a row pointer */
+  Index pivot_row ;   /* current pivot row */
+  Index *new_cp ;   /* modified column pointer */
+  Index *new_rp ;   /* modified row pointer */
+  Index pivot_row_start ; /* pointer to start of pivot row */
+  Index pivot_row_degree ;  /* number of columns in pivot row */
+  Index pivot_row_length ;  /* number of supercolumns in pivot row */
+  Index pivot_col_score ; /* score of pivot column */
+  Index needed_memory ;   /* free space needed for pivot row */
+  Index *cp_end ;   /* pointer to the end of a column */
+  Index *rp_end ;   /* pointer to the end of a row */
+  Index row ;     /* a row index */
+  Index col ;     /* a column index */
+  Index max_score ;   /* maximum possible score */
+  Index cur_score ;   /* score of current column */
+  unsigned int hash ;   /* hash value for supernode detection */
+  Index head_column ;   /* head of hash bucket */
+  Index first_col ;   /* first column in hash bucket */
+  Index tag_mark ;    /* marker value for mark array */
+  Index row_mark ;    /* Row [row].shared2.mark */
+  Index set_difference ;  /* set difference size of row with pivot row */
+  Index min_score ;   /* smallest column score */
+  Index col_thickness ;   /* "thickness" (no. of columns in a supercol) */
+  Index max_mark ;    /* maximum value of tag_mark */
+  Index pivot_col_thickness ; /* number of columns represented by pivot col */
+  Index prev_col ;    /* Used by Dlist operations. */
+  Index next_col ;    /* Used by Dlist operations. */
+  Index ngarbage ;    /* number of garbage collections performed */
+
+
+  /* === Initialization and clear mark ==================================== */
+
+  max_mark = INT_MAX - n_col ;  /* INT_MAX defined in <limits.h> */
+  tag_mark = Eigen::internal::clear_mark (n_row, Row) ;
+  min_score = 0 ;
+  ngarbage = 0 ;
+  COLAMD_DEBUG1 (("colamd: Ordering, n_col2=%d\n", n_col2)) ;
+
+  /* === Order the columns ================================================ */
+
+  for (k = 0 ; k < n_col2 ; /* 'k' is incremented below */)
+  {
+
+    /* === Select pivot column, and order it ============================ */
+
+    /* make sure degree list isn't empty */
+    COLAMD_ASSERT (min_score >= 0) ;
+    COLAMD_ASSERT (min_score <= n_col) ;
+    COLAMD_ASSERT (head [min_score] >= COLAMD_EMPTY) ;
+
+    /* get pivot column from head of minimum degree list */
+    while (head [min_score] == COLAMD_EMPTY && min_score < n_col)
+    {
+      min_score++ ;
+    }
+    pivot_col = head [min_score] ;
+    COLAMD_ASSERT (pivot_col >= 0 && pivot_col <= n_col) ;
+    next_col = Col [pivot_col].shared4.degree_next ;
+    head [min_score] = next_col ;
+    if (next_col != COLAMD_EMPTY)
+    {
+      Col [next_col].shared3.prev = COLAMD_EMPTY ;
+    }
+
+    COLAMD_ASSERT (COL_IS_ALIVE (pivot_col)) ;
+    COLAMD_DEBUG3 (("Pivot col: %d\n", pivot_col)) ;
+
+    /* remember score for defrag check */
+    pivot_col_score = Col [pivot_col].shared2.score ;
+
+    /* the pivot column is the kth column in the pivot order */
+    Col [pivot_col].shared2.order = k ;
+
+    /* increment order count by column thickness */
+    pivot_col_thickness = Col [pivot_col].shared1.thickness ;
+    k += pivot_col_thickness ;
+    COLAMD_ASSERT (pivot_col_thickness > 0) ;
+
+    /* === Garbage_collection, if necessary ============================= */
+
+    needed_memory = COLAMD_MIN (pivot_col_score, n_col - k) ;
+    if (pfree + needed_memory >= Alen)
+    {
+      pfree = Eigen::internal::garbage_collection (n_row, n_col, Row, Col, A, &A [pfree]) ;
+      ngarbage++ ;
+      /* after garbage collection we will have enough */
+      COLAMD_ASSERT (pfree + needed_memory < Alen) ;
+      /* garbage collection has wiped out the Row[].shared2.mark array */
+      tag_mark = Eigen::internal::clear_mark (n_row, Row) ;
+
+    }
+
+    /* === Compute pivot row pattern ==================================== */
+
+    /* get starting location for this new merged row */
+    pivot_row_start = pfree ;
+
+    /* initialize new row counts to zero */
+    pivot_row_degree = 0 ;
+
+    /* tag pivot column as having been visited so it isn't included */
+    /* in merged pivot row */
+    Col [pivot_col].shared1.thickness = -pivot_col_thickness ;
+
+    /* pivot row is the union of all rows in the pivot column pattern */
+    cp = &A [Col [pivot_col].start] ;
+    cp_end = cp + Col [pivot_col].length ;
+    while (cp < cp_end)
+    {
+      /* get a row */
+      row = *cp++ ;
+      COLAMD_DEBUG4 (("Pivot col pattern %d %d\n", ROW_IS_ALIVE (row), row)) ;
+      /* skip if row is dead */
+      if (ROW_IS_DEAD (row))
+      {
+	continue ;
+      }
+      rp = &A [Row [row].start] ;
+      rp_end = rp + Row [row].length ;
+      while (rp < rp_end)
+      {
+	/* get a column */
+	col = *rp++ ;
+	/* add the column, if alive and untagged */
+	col_thickness = Col [col].shared1.thickness ;
+	if (col_thickness > 0 && COL_IS_ALIVE (col))
+	{
+	  /* tag column in pivot row */
+	  Col [col].shared1.thickness = -col_thickness ;
+	  COLAMD_ASSERT (pfree < Alen) ;
+	  /* place column in pivot row */
+	  A [pfree++] = col ;
+	  pivot_row_degree += col_thickness ;
+	}
+      }
+    }
+
+    /* clear tag on pivot column */
+    Col [pivot_col].shared1.thickness = pivot_col_thickness ;
+    max_deg = COLAMD_MAX (max_deg, pivot_row_degree) ;
+
+
+    /* === Kill all rows used to construct pivot row ==================== */
+
+    /* also kill pivot row, temporarily */
+    cp = &A [Col [pivot_col].start] ;
+    cp_end = cp + Col [pivot_col].length ;
+    while (cp < cp_end)
+    {
+      /* may be killing an already dead row */
+      row = *cp++ ;
+      COLAMD_DEBUG3 (("Kill row in pivot col: %d\n", row)) ;
+      KILL_ROW (row) ;
+    }
+
+    /* === Select a row index to use as the new pivot row =============== */
+
+    pivot_row_length = pfree - pivot_row_start ;
+    if (pivot_row_length > 0)
+    {
+      /* pick the "pivot" row arbitrarily (first row in col) */
+      pivot_row = A [Col [pivot_col].start] ;
+      COLAMD_DEBUG3 (("Pivotal row is %d\n", pivot_row)) ;
+    }
+    else
+    {
+      /* there is no pivot row, since it is of zero length */
+      pivot_row = COLAMD_EMPTY ;
+      COLAMD_ASSERT (pivot_row_length == 0) ;
+    }
+    COLAMD_ASSERT (Col [pivot_col].length > 0 || pivot_row_length == 0) ;
+
+    /* === Approximate degree computation =============================== */
+
+    /* Here begins the computation of the approximate degree.  The column */
+    /* score is the sum of the pivot row "length", plus the size of the */
+    /* set differences of each row in the column minus the pattern of the */
+    /* pivot row itself.  The column ("thickness") itself is also */
+    /* excluded from the column score (we thus use an approximate */
+    /* external degree). */
+
+    /* The time taken by the following code (compute set differences, and */
+    /* add them up) is proportional to the size of the data structure */
+    /* being scanned - that is, the sum of the sizes of each column in */
+    /* the pivot row.  Thus, the amortized time to compute a column score */
+    /* is proportional to the size of that column (where size, in this */
+    /* context, is the column "length", or the number of row indices */
+    /* in that column).  The number of row indices in a column is */
+    /* monotonically non-decreasing, from the length of the original */
+    /* column on input to colamd. */
+
+    /* === Compute set differences ====================================== */
+
+    COLAMD_DEBUG3 (("** Computing set differences phase. **\n")) ;
+
+    /* pivot row is currently dead - it will be revived later. */
+
+    COLAMD_DEBUG3 (("Pivot row: ")) ;
+    /* for each column in pivot row */
+    rp = &A [pivot_row_start] ;
+    rp_end = rp + pivot_row_length ;
+    while (rp < rp_end)
+    {
+      col = *rp++ ;
+      COLAMD_ASSERT (COL_IS_ALIVE (col) && col != pivot_col) ;
+      COLAMD_DEBUG3 (("Col: %d\n", col)) ;
+
+      /* clear tags used to construct pivot row pattern */
+      col_thickness = -Col [col].shared1.thickness ;
+      COLAMD_ASSERT (col_thickness > 0) ;
+      Col [col].shared1.thickness = col_thickness ;
+
+      /* === Remove column from degree list =========================== */
+
+      cur_score = Col [col].shared2.score ;
+      prev_col = Col [col].shared3.prev ;
+      next_col = Col [col].shared4.degree_next ;
+      COLAMD_ASSERT (cur_score >= 0) ;
+      COLAMD_ASSERT (cur_score <= n_col) ;
+      COLAMD_ASSERT (cur_score >= COLAMD_EMPTY) ;
+      if (prev_col == COLAMD_EMPTY)
+      {
+	head [cur_score] = next_col ;
+      }
+      else
+      {
+	Col [prev_col].shared4.degree_next = next_col ;
+      }
+      if (next_col != COLAMD_EMPTY)
+      {
+	Col [next_col].shared3.prev = prev_col ;
+      }
+
+      /* === Scan the column ========================================== */
+
+      cp = &A [Col [col].start] ;
+      cp_end = cp + Col [col].length ;
+      while (cp < cp_end)
+      {
+	/* get a row */
+	row = *cp++ ;
+	row_mark = Row [row].shared2.mark ;
+	/* skip if dead */
+	if (ROW_IS_MARKED_DEAD (row_mark))
+	{
+	  continue ;
+	}
+	COLAMD_ASSERT (row != pivot_row) ;
+	set_difference = row_mark - tag_mark ;
+	/* check if the row has been seen yet */
+	if (set_difference < 0)
+	{
+	  COLAMD_ASSERT (Row [row].shared1.degree <= max_deg) ;
+	  set_difference = Row [row].shared1.degree ;
+	}
+	/* subtract column thickness from this row's set difference */
+	set_difference -= col_thickness ;
+	COLAMD_ASSERT (set_difference >= 0) ;
+	/* absorb this row if the set difference becomes zero */
+	if (set_difference == 0)
+	{
+	  COLAMD_DEBUG3 (("aggressive absorption. Row: %d\n", row)) ;
+	  KILL_ROW (row) ;
+	}
+	else
+	{
+	  /* save the new mark */
+	  Row [row].shared2.mark = set_difference + tag_mark ;
+	}
+      }
+    }
+
+
+    /* === Add up set differences for each column ======================= */
+
+    COLAMD_DEBUG3 (("** Adding set differences phase. **\n")) ;
+
+    /* for each column in pivot row */
+    rp = &A [pivot_row_start] ;
+    rp_end = rp + pivot_row_length ;
+    while (rp < rp_end)
+    {
+      /* get a column */
+      col = *rp++ ;
+      COLAMD_ASSERT (COL_IS_ALIVE (col) && col != pivot_col) ;
+      hash = 0 ;
+      cur_score = 0 ;
+      cp = &A [Col [col].start] ;
+      /* compact the column */
+      new_cp = cp ;
+      cp_end = cp + Col [col].length ;
+
+      COLAMD_DEBUG4 (("Adding set diffs for Col: %d.\n", col)) ;
+
+      while (cp < cp_end)
+      {
+	/* get a row */
+	row = *cp++ ;
+	COLAMD_ASSERT(row >= 0 && row < n_row) ;
+	row_mark = Row [row].shared2.mark ;
+	/* skip if dead */
+	if (ROW_IS_MARKED_DEAD (row_mark))
+	{
+	  continue ;
+	}
+	COLAMD_ASSERT (row_mark > tag_mark) ;
+	/* compact the column */
+	*new_cp++ = row ;
+	/* compute hash function */
+	hash += row ;
+	/* add set difference */
+	cur_score += row_mark - tag_mark ;
+	/* integer overflow... */
+	cur_score = COLAMD_MIN (cur_score, n_col) ;
+      }
+
+      /* recompute the column's length */
+      Col [col].length = (Index) (new_cp - &A [Col [col].start]) ;
+
+      /* === Further mass elimination ================================= */
+
+      if (Col [col].length == 0)
+      {
+	COLAMD_DEBUG4 (("further mass elimination. Col: %d\n", col)) ;
+	/* nothing left but the pivot row in this column */
+	KILL_PRINCIPAL_COL (col) ;
+	pivot_row_degree -= Col [col].shared1.thickness ;
+	COLAMD_ASSERT (pivot_row_degree >= 0) ;
+	/* order it */
+	Col [col].shared2.order = k ;
+	/* increment order count by column thickness */
+	k += Col [col].shared1.thickness ;
+      }
+      else
+      {
+	/* === Prepare for supercolumn detection ==================== */
+
+	COLAMD_DEBUG4 (("Preparing supercol detection for Col: %d.\n", col)) ;
+
+	/* save score so far */
+	Col [col].shared2.score = cur_score ;
+
+	/* add column to hash table, for supercolumn detection */
+	hash %= n_col + 1 ;
+
+	COLAMD_DEBUG4 ((" Hash = %d, n_col = %d.\n", hash, n_col)) ;
+	COLAMD_ASSERT (hash <= n_col) ;
+
+	head_column = head [hash] ;
+	if (head_column > COLAMD_EMPTY)
+	{
+	  /* degree list "hash" is non-empty, use prev (shared3) of */
+	  /* first column in degree list as head of hash bucket */
+	  first_col = Col [head_column].shared3.headhash ;
+	  Col [head_column].shared3.headhash = col ;
+	}
+	else
+	{
+	  /* degree list "hash" is empty, use head as hash bucket */
+	  first_col = - (head_column + 2) ;
+	  head [hash] = - (col + 2) ;
+	}
+	Col [col].shared4.hash_next = first_col ;
+
+	/* save hash function in Col [col].shared3.hash */
+	Col [col].shared3.hash = (Index) hash ;
+	COLAMD_ASSERT (COL_IS_ALIVE (col)) ;
+      }
+    }
+
+    /* The approximate external column degree is now computed.  */
+
+    /* === Supercolumn detection ======================================== */
+
+    COLAMD_DEBUG3 (("** Supercolumn detection phase. **\n")) ;
+
+    Eigen::internal::detect_super_cols (Col, A, head, pivot_row_start, pivot_row_length) ;
+
+    /* === Kill the pivotal column ====================================== */
+
+    KILL_PRINCIPAL_COL (pivot_col) ;
+
+    /* === Clear mark =================================================== */
+
+    tag_mark += (max_deg + 1) ;
+    if (tag_mark >= max_mark)
+    {
+      COLAMD_DEBUG2 (("clearing tag_mark\n")) ;
+      tag_mark = Eigen::internal::clear_mark (n_row, Row) ;
+    }
+
+    /* === Finalize the new pivot row, and column scores ================ */
+
+    COLAMD_DEBUG3 (("** Finalize scores phase. **\n")) ;
+
+    /* for each column in pivot row */
+    rp = &A [pivot_row_start] ;
+    /* compact the pivot row */
+    new_rp = rp ;
+    rp_end = rp + pivot_row_length ;
+    while (rp < rp_end)
+    {
+      col = *rp++ ;
+      /* skip dead columns */
+      if (COL_IS_DEAD (col))
+      {
+	continue ;
+      }
+      *new_rp++ = col ;
+      /* add new pivot row to column */
+      A [Col [col].start + (Col [col].length++)] = pivot_row ;
+
+      /* retrieve score so far and add on pivot row's degree. */
+      /* (we wait until here for this in case the pivot */
+      /* row's degree was reduced due to mass elimination). */
+      cur_score = Col [col].shared2.score + pivot_row_degree ;
+
+      /* calculate the max possible score as the number of */
+      /* external columns minus the 'k' value minus the */
+      /* columns thickness */
+      max_score = n_col - k - Col [col].shared1.thickness ;
+
+      /* make the score the external degree of the union-of-rows */
+      cur_score -= Col [col].shared1.thickness ;
+
+      /* make sure score is less or equal than the max score */
+      cur_score = COLAMD_MIN (cur_score, max_score) ;
+      COLAMD_ASSERT (cur_score >= 0) ;
+
+      /* store updated score */
+      Col [col].shared2.score = cur_score ;
+
+      /* === Place column back in degree list ========================= */
+
+      COLAMD_ASSERT (min_score >= 0) ;
+      COLAMD_ASSERT (min_score <= n_col) ;
+      COLAMD_ASSERT (cur_score >= 0) ;
+      COLAMD_ASSERT (cur_score <= n_col) ;
+      COLAMD_ASSERT (head [cur_score] >= COLAMD_EMPTY) ;
+      next_col = head [cur_score] ;
+      Col [col].shared4.degree_next = next_col ;
+      Col [col].shared3.prev = COLAMD_EMPTY ;
+      if (next_col != COLAMD_EMPTY)
+      {
+	Col [next_col].shared3.prev = col ;
+      }
+      head [cur_score] = col ;
+
+      /* see if this score is less than current min */
+      min_score = COLAMD_MIN (min_score, cur_score) ;
+
+    }
+
+    /* === Resurrect the new pivot row ================================== */
+
+    if (pivot_row_degree > 0)
+    {
+      /* update pivot row length to reflect any cols that were killed */
+      /* during super-col detection and mass elimination */
+      Row [pivot_row].start  = pivot_row_start ;
+      Row [pivot_row].length = (Index) (new_rp - &A[pivot_row_start]) ;
+      Row [pivot_row].shared1.degree = pivot_row_degree ;
+      Row [pivot_row].shared2.mark = 0 ;
+      /* pivot row is no longer dead */
+    }
+  }
+
+  /* === All principal columns have now been ordered ====================== */
+
+  return (ngarbage) ;
+}
+
+
+/* ========================================================================== */
+/* === order_children ======================================================= */
+/* ========================================================================== */
+
+/*
+  The find_ordering routine has ordered all of the principal columns (the
+  representatives of the supercolumns).  The non-principal columns have not
+  yet been ordered.  This routine orders those columns by walking up the
+  parent tree (a column is a child of the column which absorbed it).  The
+  final permutation vector is then placed in p [0 ... n_col-1], with p [0]
+  being the first column, and p [n_col-1] being the last.  It doesn't look
+  like it at first glance, but be assured that this routine takes time linear
+  in the number of columns.  Although not immediately obvious, the time
+  taken by this routine is O (n_col), that is, linear in the number of
+  columns.  Not user-callable.
+*/
+template <typename Index>
+static inline  void order_children
+(
+  /* === Parameters ======================================================= */
+
+  Index n_col,      /* number of columns of A */
+  colamd_col<Index> Col [],    /* of size n_col+1 */
+  Index p []      /* p [0 ... n_col-1] is the column permutation*/
+  )
+{
+  /* === Local variables ================================================== */
+
+  Index i ;     /* loop counter for all columns */
+  Index c ;     /* column index */
+  Index parent ;    /* index of column's parent */
+  Index order ;     /* column's order */
+
+  /* === Order each non-principal column ================================== */
+
+  for (i = 0 ; i < n_col ; i++)
+  {
+    /* find an un-ordered non-principal column */
+    COLAMD_ASSERT (COL_IS_DEAD (i)) ;
+    if (!COL_IS_DEAD_PRINCIPAL (i) && Col [i].shared2.order == COLAMD_EMPTY)
+    {
+      parent = i ;
+      /* once found, find its principal parent */
+      do
+      {
+	parent = Col [parent].shared1.parent ;
+      } while (!COL_IS_DEAD_PRINCIPAL (parent)) ;
+
+      /* now, order all un-ordered non-principal columns along path */
+      /* to this parent.  collapse tree at the same time */
+      c = i ;
+      /* get order of parent */
+      order = Col [parent].shared2.order ;
+
+      do
+      {
+	COLAMD_ASSERT (Col [c].shared2.order == COLAMD_EMPTY) ;
+
+	/* order this column */
+	Col [c].shared2.order = order++ ;
+	/* collaps tree */
+	Col [c].shared1.parent = parent ;
+
+	/* get immediate parent of this column */
+	c = Col [c].shared1.parent ;
+
+	/* continue until we hit an ordered column.  There are */
+	/* guarranteed not to be anymore unordered columns */
+	/* above an ordered column */
+      } while (Col [c].shared2.order == COLAMD_EMPTY) ;
+
+      /* re-order the super_col parent to largest order for this group */
+      Col [parent].shared2.order = order ;
+    }
+  }
+
+  /* === Generate the permutation ========================================= */
+
+  for (c = 0 ; c < n_col ; c++)
+  {
+    p [Col [c].shared2.order] = c ;
+  }
+}
+
+
+/* ========================================================================== */
+/* === detect_super_cols ==================================================== */
+/* ========================================================================== */
+
+/*
+  Detects supercolumns by finding matches between columns in the hash buckets.
+  Check amongst columns in the set A [row_start ... row_start + row_length-1].
+  The columns under consideration are currently *not* in the degree lists,
+  and have already been placed in the hash buckets.
+
+  The hash bucket for columns whose hash function is equal to h is stored
+  as follows:
+
+  if head [h] is >= 0, then head [h] contains a degree list, so:
+
+  head [h] is the first column in degree bucket h.
+  Col [head [h]].headhash gives the first column in hash bucket h.
+
+  otherwise, the degree list is empty, and:
+
+  -(head [h] + 2) is the first column in hash bucket h.
+
+  For a column c in a hash bucket, Col [c].shared3.prev is NOT a "previous
+  column" pointer.  Col [c].shared3.hash is used instead as the hash number
+  for that column.  The value of Col [c].shared4.hash_next is the next column
+  in the same hash bucket.
+
+  Assuming no, or "few" hash collisions, the time taken by this routine is
+  linear in the sum of the sizes (lengths) of each column whose score has
+  just been computed in the approximate degree computation.
+  Not user-callable.
+*/
+template <typename Index>
+static void detect_super_cols
+(
+  /* === Parameters ======================================================= */
+  
+  colamd_col<Index> Col [],    /* of size n_col+1 */
+  Index A [],     /* row indices of A */
+  Index head [],    /* head of degree lists and hash buckets */
+  Index row_start,    /* pointer to set of columns to check */
+  Index row_length    /* number of columns to check */
+)
+{
+  /* === Local variables ================================================== */
+
+  Index hash ;      /* hash value for a column */
+  Index *rp ;     /* pointer to a row */
+  Index c ;     /* a column index */
+  Index super_c ;   /* column index of the column to absorb into */
+  Index *cp1 ;      /* column pointer for column super_c */
+  Index *cp2 ;      /* column pointer for column c */
+  Index length ;    /* length of column super_c */
+  Index prev_c ;    /* column preceding c in hash bucket */
+  Index i ;     /* loop counter */
+  Index *rp_end ;   /* pointer to the end of the row */
+  Index col ;     /* a column index in the row to check */
+  Index head_column ;   /* first column in hash bucket or degree list */
+  Index first_col ;   /* first column in hash bucket */
+
+  /* === Consider each column in the row ================================== */
+
+  rp = &A [row_start] ;
+  rp_end = rp + row_length ;
+  while (rp < rp_end)
+  {
+    col = *rp++ ;
+    if (COL_IS_DEAD (col))
+    {
+      continue ;
+    }
+
+    /* get hash number for this column */
+    hash = Col [col].shared3.hash ;
+    COLAMD_ASSERT (hash <= n_col) ;
+
+    /* === Get the first column in this hash bucket ===================== */
+
+    head_column = head [hash] ;
+    if (head_column > COLAMD_EMPTY)
+    {
+      first_col = Col [head_column].shared3.headhash ;
+    }
+    else
+    {
+      first_col = - (head_column + 2) ;
+    }
+
+    /* === Consider each column in the hash bucket ====================== */
+
+    for (super_c = first_col ; super_c != COLAMD_EMPTY ;
+	 super_c = Col [super_c].shared4.hash_next)
+    {
+      COLAMD_ASSERT (COL_IS_ALIVE (super_c)) ;
+      COLAMD_ASSERT (Col [super_c].shared3.hash == hash) ;
+      length = Col [super_c].length ;
+
+      /* prev_c is the column preceding column c in the hash bucket */
+      prev_c = super_c ;
+
+      /* === Compare super_c with all columns after it ================ */
+
+      for (c = Col [super_c].shared4.hash_next ;
+	   c != COLAMD_EMPTY ; c = Col [c].shared4.hash_next)
+      {
+	COLAMD_ASSERT (c != super_c) ;
+	COLAMD_ASSERT (COL_IS_ALIVE (c)) ;
+	COLAMD_ASSERT (Col [c].shared3.hash == hash) ;
+
+	/* not identical if lengths or scores are different */
+	if (Col [c].length != length ||
+	    Col [c].shared2.score != Col [super_c].shared2.score)
+	{
+	  prev_c = c ;
+	  continue ;
+	}
+
+	/* compare the two columns */
+	cp1 = &A [Col [super_c].start] ;
+	cp2 = &A [Col [c].start] ;
+
+	for (i = 0 ; i < length ; i++)
+	{
+	  /* the columns are "clean" (no dead rows) */
+	  COLAMD_ASSERT (ROW_IS_ALIVE (*cp1))  ;
+	  COLAMD_ASSERT (ROW_IS_ALIVE (*cp2))  ;
+	  /* row indices will same order for both supercols, */
+	  /* no gather scatter nessasary */
+	  if (*cp1++ != *cp2++)
+	  {
+	    break ;
+	  }
+	}
+
+	/* the two columns are different if the for-loop "broke" */
+	if (i != length)
+	{
+	  prev_c = c ;
+	  continue ;
+	}
+
+	/* === Got it!  two columns are identical =================== */
+
+	COLAMD_ASSERT (Col [c].shared2.score == Col [super_c].shared2.score) ;
+
+	Col [super_c].shared1.thickness += Col [c].shared1.thickness ;
+	Col [c].shared1.parent = super_c ;
+	KILL_NON_PRINCIPAL_COL (c) ;
+	/* order c later, in order_children() */
+	Col [c].shared2.order = COLAMD_EMPTY ;
+	/* remove c from hash bucket */
+	Col [prev_c].shared4.hash_next = Col [c].shared4.hash_next ;
+      }
+    }
+
+    /* === Empty this hash bucket ======================================= */
+
+    if (head_column > COLAMD_EMPTY)
+    {
+      /* corresponding degree list "hash" is not empty */
+      Col [head_column].shared3.headhash = COLAMD_EMPTY ;
+    }
+    else
+    {
+      /* corresponding degree list "hash" is empty */
+      head [hash] = COLAMD_EMPTY ;
+    }
+  }
+}
+
+
+/* ========================================================================== */
+/* === garbage_collection =================================================== */
+/* ========================================================================== */
+
+/*
+  Defragments and compacts columns and rows in the workspace A.  Used when
+  all avaliable memory has been used while performing row merging.  Returns
+  the index of the first free position in A, after garbage collection.  The
+  time taken by this routine is linear is the size of the array A, which is
+  itself linear in the number of nonzeros in the input matrix.
+  Not user-callable.
+*/
+template <typename Index>
+static Index garbage_collection  /* returns the new value of pfree */
+  (
+    /* === Parameters ======================================================= */
+    
+    Index n_row,      /* number of rows */
+    Index n_col,      /* number of columns */
+    Colamd_Row<Index> Row [],    /* row info */
+    colamd_col<Index> Col [],    /* column info */
+    Index A [],     /* A [0 ... Alen-1] holds the matrix */
+    Index *pfree      /* &A [0] ... pfree is in use */
+    )
+{
+  /* === Local variables ================================================== */
+
+  Index *psrc ;     /* source pointer */
+  Index *pdest ;    /* destination pointer */
+  Index j ;     /* counter */
+  Index r ;     /* a row index */
+  Index c ;     /* a column index */
+  Index length ;    /* length of a row or column */
+
+  /* === Defragment the columns =========================================== */
+
+  pdest = &A[0] ;
+  for (c = 0 ; c < n_col ; c++)
+  {
+    if (COL_IS_ALIVE (c))
+    {
+      psrc = &A [Col [c].start] ;
+
+      /* move and compact the column */
+      COLAMD_ASSERT (pdest <= psrc) ;
+      Col [c].start = (Index) (pdest - &A [0]) ;
+      length = Col [c].length ;
+      for (j = 0 ; j < length ; j++)
+      {
+	r = *psrc++ ;
+	if (ROW_IS_ALIVE (r))
+	{
+	  *pdest++ = r ;
+	}
+      }
+      Col [c].length = (Index) (pdest - &A [Col [c].start]) ;
+    }
+  }
+
+  /* === Prepare to defragment the rows =================================== */
+
+  for (r = 0 ; r < n_row ; r++)
+  {
+    if (ROW_IS_ALIVE (r))
+    {
+      if (Row [r].length == 0)
+      {
+	/* this row is of zero length.  cannot compact it, so kill it */
+	COLAMD_DEBUG3 (("Defrag row kill\n")) ;
+	KILL_ROW (r) ;
+      }
+      else
+      {
+	/* save first column index in Row [r].shared2.first_column */
+	psrc = &A [Row [r].start] ;
+	Row [r].shared2.first_column = *psrc ;
+	COLAMD_ASSERT (ROW_IS_ALIVE (r)) ;
+	/* flag the start of the row with the one's complement of row */
+	*psrc = ONES_COMPLEMENT (r) ;
+
+      }
+    }
+  }
+
+  /* === Defragment the rows ============================================== */
+
+  psrc = pdest ;
+  while (psrc < pfree)
+  {
+    /* find a negative number ... the start of a row */
+    if (*psrc++ < 0)
+    {
+      psrc-- ;
+      /* get the row index */
+      r = ONES_COMPLEMENT (*psrc) ;
+      COLAMD_ASSERT (r >= 0 && r < n_row) ;
+      /* restore first column index */
+      *psrc = Row [r].shared2.first_column ;
+      COLAMD_ASSERT (ROW_IS_ALIVE (r)) ;
+
+      /* move and compact the row */
+      COLAMD_ASSERT (pdest <= psrc) ;
+      Row [r].start = (Index) (pdest - &A [0]) ;
+      length = Row [r].length ;
+      for (j = 0 ; j < length ; j++)
+      {
+	c = *psrc++ ;
+	if (COL_IS_ALIVE (c))
+	{
+	  *pdest++ = c ;
+	}
+      }
+      Row [r].length = (Index) (pdest - &A [Row [r].start]) ;
+
+    }
+  }
+  /* ensure we found all the rows */
+  COLAMD_ASSERT (debug_rows == 0) ;
+
+  /* === Return the new value of pfree ==================================== */
+
+  return ((Index) (pdest - &A [0])) ;
+}
+
+
+/* ========================================================================== */
+/* === clear_mark =========================================================== */
+/* ========================================================================== */
+
+/*
+  Clears the Row [].shared2.mark array, and returns the new tag_mark.
+  Return value is the new tag_mark.  Not user-callable.
+*/
+template <typename Index>
+static inline  Index clear_mark  /* return the new value for tag_mark */
+  (
+      /* === Parameters ======================================================= */
+
+    Index n_row,    /* number of rows in A */
+    Colamd_Row<Index> Row [] /* Row [0 ... n_row-1].shared2.mark is set to zero */
+    )
+{
+  /* === Local variables ================================================== */
+
+  Index r ;
+
+  for (r = 0 ; r < n_row ; r++)
+  {
+    if (ROW_IS_ALIVE (r))
+    {
+      Row [r].shared2.mark = 0 ;
+    }
+  }
+  return (1) ;
+}
+
+
+} // namespace internal 
+#endif
diff --git a/third_party/eigen3/Eigen/src/OrderingMethods/Ordering.h b/third_party/eigen3/Eigen/src/OrderingMethods/Ordering.h
new file mode 100644
index 0000000000..4e06097849
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/OrderingMethods/Ordering.h
@@ -0,0 +1,154 @@
+ 
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012  Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_ORDERING_H
+#define EIGEN_ORDERING_H
+
+namespace Eigen {
+  
+#include "Eigen_Colamd.h"
+
+namespace internal {
+    
+/** \internal
+  * \ingroup OrderingMethods_Module
+  * \returns the symmetric pattern A^T+A from the input matrix A. 
+  * FIXME: The values should not be considered here
+  */
+template<typename MatrixType> 
+void ordering_helper_at_plus_a(const MatrixType& mat, MatrixType& symmat)
+{
+  MatrixType C;
+  C = mat.transpose(); // NOTE: Could be  costly
+  for (int i = 0; i < C.rows(); i++) 
+  {
+      for (typename MatrixType::InnerIterator it(C, i); it; ++it)
+        it.valueRef() = 0.0;
+  }
+  symmat = C + mat; 
+}
+    
+}
+
+#ifndef EIGEN_MPL2_ONLY
+
+/** \ingroup OrderingMethods_Module
+  * \class AMDOrdering
+  *
+  * Functor computing the \em approximate \em minimum \em degree ordering
+  * If the matrix is not structurally symmetric, an ordering of A^T+A is computed
+  * \tparam  Index The type of indices of the matrix 
+  * \sa COLAMDOrdering
+  */
+template <typename Index>
+class AMDOrdering
+{
+  public:
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    
+    /** Compute the permutation vector from a sparse matrix
+     * This routine is much faster if the input matrix is column-major     
+     */
+    template <typename MatrixType>
+    void operator()(const MatrixType& mat, PermutationType& perm)
+    {
+      // Compute the symmetric pattern
+      SparseMatrix<typename MatrixType::Scalar, ColMajor, Index> symm;
+      internal::ordering_helper_at_plus_a(mat,symm); 
+    
+      // Call the AMD routine 
+      //m_mat.prune(keep_diag());
+      internal::minimum_degree_ordering(symm, perm);
+    }
+    
+    /** Compute the permutation with a selfadjoint matrix */
+    template <typename SrcType, unsigned int SrcUpLo> 
+    void operator()(const SparseSelfAdjointView<SrcType, SrcUpLo>& mat, PermutationType& perm)
+    { 
+      SparseMatrix<typename SrcType::Scalar, ColMajor, Index> C; C = mat;
+      
+      // Call the AMD routine 
+      // m_mat.prune(keep_diag()); //Remove the diagonal elements 
+      internal::minimum_degree_ordering(C, perm);
+    }
+};
+
+#endif // EIGEN_MPL2_ONLY
+
+/** \ingroup OrderingMethods_Module
+  * \class NaturalOrdering
+  *
+  * Functor computing the natural ordering (identity)
+  * 
+  * \note Returns an empty permutation matrix
+  * \tparam  Index The type of indices of the matrix 
+  */
+template <typename Index>
+class NaturalOrdering
+{
+  public:
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    
+    /** Compute the permutation vector from a column-major sparse matrix */
+    template <typename MatrixType>
+    void operator()(const MatrixType& /*mat*/, PermutationType& perm)
+    {
+      perm.resize(0); 
+    }
+    
+};
+
+/** \ingroup OrderingMethods_Module
+  * \class COLAMDOrdering
+  *
+  * Functor computing the \em column \em approximate \em minimum \em degree ordering 
+  * The matrix should be in column-major and \b compressed format (see SparseMatrix::makeCompressed()).
+  */
+template<typename Index>
+class COLAMDOrdering
+{
+  public:
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType; 
+    typedef Matrix<Index, Dynamic, 1> IndexVector;
+    
+    /** Compute the permutation vector \a perm form the sparse matrix \a mat
+      * \warning The input sparse matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      */
+    template <typename MatrixType>
+    void operator() (const MatrixType& mat, PermutationType& perm)
+    {
+      eigen_assert(mat.isCompressed() && "COLAMDOrdering requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to COLAMDOrdering");
+      
+      Index m = mat.rows();
+      Index n = mat.cols();
+      Index nnz = mat.nonZeros();
+      // Get the recommended value of Alen to be used by colamd
+      Index Alen = internal::colamd_recommended(nnz, m, n); 
+      // Set the default parameters
+      double knobs [COLAMD_KNOBS]; 
+      Index stats [COLAMD_STATS];
+      internal::colamd_set_defaults(knobs);
+      
+      Index info;
+      IndexVector p(n+1), A(Alen); 
+      for(Index i=0; i <= n; i++)   p(i) = mat.outerIndexPtr()[i];
+      for(Index i=0; i < nnz; i++)  A(i) = mat.innerIndexPtr()[i];
+      // Call Colamd routine to compute the ordering 
+      info = internal::colamd(m, n, Alen, A.data(), p.data(), knobs, stats); 
+      eigen_assert( info && "COLAMD failed " );
+      
+      perm.resize(n);
+      for (Index i = 0; i < n; i++) perm.indices()(p(i)) = i;
+    }
+};
+
+} // end namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h b/third_party/eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h
new file mode 100644
index 0000000000..8a546dc2ff
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/PaStiXSupport/PaStiXSupport.h
@@ -0,0 +1,729 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_PASTIXSUPPORT_H
+#define EIGEN_PASTIXSUPPORT_H
+
+namespace Eigen { 
+
+#if defined(DCOMPLEX)
+  #define PASTIX_COMPLEX  COMPLEX
+  #define PASTIX_DCOMPLEX DCOMPLEX
+#else
+  #define PASTIX_COMPLEX  std::complex<float>
+  #define PASTIX_DCOMPLEX std::complex<double>
+#endif
+
+/** \ingroup PaStiXSupport_Module
+  * \brief Interface to the PaStix solver
+  * 
+  * This class is used to solve the linear systems A.X = B via the PaStix library. 
+  * The matrix can be either real or complex, symmetric or not.
+  *
+  * \sa TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, bool IsStrSym = false> class PastixLU;
+template<typename _MatrixType, int Options> class PastixLLT;
+template<typename _MatrixType, int Options> class PastixLDLT;
+
+namespace internal
+{
+    
+  template<class Pastix> struct pastix_traits;
+
+  template<typename _MatrixType>
+  struct pastix_traits< PastixLU<_MatrixType> >
+  {
+    typedef _MatrixType MatrixType;
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef typename _MatrixType::Index Index;
+  };
+
+  template<typename _MatrixType, int Options>
+  struct pastix_traits< PastixLLT<_MatrixType,Options> >
+  {
+    typedef _MatrixType MatrixType;
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef typename _MatrixType::Index Index;
+  };
+
+  template<typename _MatrixType, int Options>
+  struct pastix_traits< PastixLDLT<_MatrixType,Options> >
+  {
+    typedef _MatrixType MatrixType;
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef typename _MatrixType::Index Index;
+  };
+  
+  void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, float *vals, int *perm, int * invp, float *x, int nbrhs, int *iparm, double *dparm)
+  {
+    if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
+    if (nbrhs == 0) {x = NULL; nbrhs=1;}
+    s_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); 
+  }
+  
+  void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, double *vals, int *perm, int * invp, double *x, int nbrhs, int *iparm, double *dparm)
+  {
+    if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
+    if (nbrhs == 0) {x = NULL; nbrhs=1;}
+    d_pastix(pastix_data, pastix_comm, n, ptr, idx, vals, perm, invp, x, nbrhs, iparm, dparm); 
+  }
+  
+  void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<float> *vals, int *perm, int * invp, std::complex<float> *x, int nbrhs, int *iparm, double *dparm)
+  {
+    if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
+    if (nbrhs == 0) {x = NULL; nbrhs=1;}
+    c_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<PASTIX_COMPLEX*>(vals), perm, invp, reinterpret_cast<PASTIX_COMPLEX*>(x), nbrhs, iparm, dparm); 
+  }
+  
+  void eigen_pastix(pastix_data_t **pastix_data, int pastix_comm, int n, int *ptr, int *idx, std::complex<double> *vals, int *perm, int * invp, std::complex<double> *x, int nbrhs, int *iparm, double *dparm)
+  {
+    if (n == 0) { ptr = NULL; idx = NULL; vals = NULL; }
+    if (nbrhs == 0) {x = NULL; nbrhs=1;}
+    z_pastix(pastix_data, pastix_comm, n, ptr, idx, reinterpret_cast<PASTIX_DCOMPLEX*>(vals), perm, invp, reinterpret_cast<PASTIX_DCOMPLEX*>(x), nbrhs, iparm, dparm); 
+  }
+
+  // Convert the matrix  to Fortran-style Numbering
+  template <typename MatrixType>
+  void c_to_fortran_numbering (MatrixType& mat)
+  {
+    if ( !(mat.outerIndexPtr()[0]) ) 
+    { 
+      int i;
+      for(i = 0; i <= mat.rows(); ++i)
+        ++mat.outerIndexPtr()[i];
+      for(i = 0; i < mat.nonZeros(); ++i)
+        ++mat.innerIndexPtr()[i];
+    }
+  }
+  
+  // Convert to C-style Numbering
+  template <typename MatrixType>
+  void fortran_to_c_numbering (MatrixType& mat)
+  {
+    // Check the Numbering
+    if ( mat.outerIndexPtr()[0] == 1 ) 
+    { // Convert to C-style numbering
+      int i;
+      for(i = 0; i <= mat.rows(); ++i)
+        --mat.outerIndexPtr()[i];
+      for(i = 0; i < mat.nonZeros(); ++i)
+        --mat.innerIndexPtr()[i];
+    }
+  }
+}
+
+// This is the base class to interface with PaStiX functions. 
+// Users should not used this class directly. 
+template <class Derived>
+class PastixBase : internal::noncopyable
+{
+  public:
+    typedef typename internal::pastix_traits<Derived>::MatrixType _MatrixType;
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef SparseMatrix<Scalar, ColMajor> ColSpMatrix;
+    
+  public:
+    
+    PastixBase() : m_initisOk(false), m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false), m_pastixdata(0), m_size(0)
+    {
+      init();
+    }
+    
+    ~PastixBase() 
+    {
+      clean();
+    }
+
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<PastixBase, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "Pastix solver is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "PastixBase::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<PastixBase, Rhs>(*this, b.derived());
+    }
+    
+    template<typename Rhs,typename Dest>
+    bool _solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const;
+    
+    Derived& derived()
+    {
+      return *static_cast<Derived*>(this);
+    }
+    const Derived& derived() const
+    {
+      return *static_cast<const Derived*>(this);
+    }
+
+    /** Returns a reference to the integer vector IPARM of PaStiX parameters
+      * to modify the default parameters. 
+      * The statistics related to the different phases of factorization and solve are saved here as well
+      * \sa analyzePattern() factorize()
+      */
+    Array<Index,IPARM_SIZE,1>& iparm()
+    {
+      return m_iparm; 
+    }
+    
+    /** Return a reference to a particular index parameter of the IPARM vector 
+     * \sa iparm()
+     */
+    
+    int& iparm(int idxparam)
+    {
+      return m_iparm(idxparam);
+    }
+    
+     /** Returns a reference to the double vector DPARM of PaStiX parameters 
+      * The statistics related to the different phases of factorization and solve are saved here as well
+      * \sa analyzePattern() factorize()
+      */
+    Array<RealScalar,IPARM_SIZE,1>& dparm()
+    {
+      return m_dparm; 
+    }
+    
+    
+    /** Return a reference to a particular index parameter of the DPARM vector 
+     * \sa dparm()
+     */
+    double& dparm(int idxparam)
+    {
+      return m_dparm(idxparam);
+    }
+    
+    inline Index cols() const { return m_size; }
+    inline Index rows() const { return m_size; }
+    
+     /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the PaStiX reports a problem
+      *          \c InvalidInput if the input matrix is invalid
+      *
+      * \sa iparm()          
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<PastixBase, Rhs>
+    solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "Pastix LU, LLT or LDLT is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "PastixBase::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<PastixBase, Rhs>(*this, b.derived());
+    }
+    
+  protected:
+
+    // Initialize the Pastix data structure, check the matrix
+    void init(); 
+    
+    // Compute the ordering and the symbolic factorization
+    void analyzePattern(ColSpMatrix& mat);
+    
+    // Compute the numerical factorization
+    void factorize(ColSpMatrix& mat);
+    
+    // Free all the data allocated by Pastix
+    void clean()
+    {
+      eigen_assert(m_initisOk && "The Pastix structure should be allocated first"); 
+      m_iparm(IPARM_START_TASK) = API_TASK_CLEAN;
+      m_iparm(IPARM_END_TASK) = API_TASK_CLEAN;
+      internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0,
+                             m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
+    }
+    
+    void compute(ColSpMatrix& mat);
+    
+    int m_initisOk; 
+    int m_analysisIsOk;
+    int m_factorizationIsOk;
+    bool m_isInitialized;
+    mutable ComputationInfo m_info; 
+    mutable pastix_data_t *m_pastixdata; // Data structure for pastix
+    mutable int m_comm; // The MPI communicator identifier
+    mutable Matrix<int,IPARM_SIZE,1> m_iparm; // integer vector for the input parameters
+    mutable Matrix<double,DPARM_SIZE,1> m_dparm; // Scalar vector for the input parameters
+    mutable Matrix<Index,Dynamic,1> m_perm;  // Permutation vector
+    mutable Matrix<Index,Dynamic,1> m_invp;  // Inverse permutation vector
+    mutable int m_size; // Size of the matrix 
+}; 
+
+ /** Initialize the PaStiX data structure. 
+   *A first call to this function fills iparm and dparm with the default PaStiX parameters
+   * \sa iparm() dparm()
+   */
+template <class Derived>
+void PastixBase<Derived>::init()
+{
+  m_size = 0; 
+  m_iparm.setZero(IPARM_SIZE);
+  m_dparm.setZero(DPARM_SIZE);
+  
+  m_iparm(IPARM_MODIFY_PARAMETER) = API_NO;
+  pastix(&m_pastixdata, MPI_COMM_WORLD,
+         0, 0, 0, 0,
+         0, 0, 0, 1, m_iparm.data(), m_dparm.data());
+  
+  m_iparm[IPARM_MATRIX_VERIFICATION] = API_NO;
+  m_iparm[IPARM_VERBOSE]             = 2;
+  m_iparm[IPARM_ORDERING]            = API_ORDER_SCOTCH;
+  m_iparm[IPARM_INCOMPLETE]          = API_NO;
+  m_iparm[IPARM_OOC_LIMIT]           = 2000;
+  m_iparm[IPARM_RHS_MAKING]          = API_RHS_B;
+  m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO;
+  
+  m_iparm(IPARM_START_TASK) = API_TASK_INIT;
+  m_iparm(IPARM_END_TASK) = API_TASK_INIT;
+  internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, 0, 0, 0, (Scalar*)0,
+                         0, 0, 0, 0, m_iparm.data(), m_dparm.data());
+  
+  // Check the returned error
+  if(m_iparm(IPARM_ERROR_NUMBER)) {
+    m_info = InvalidInput;
+    m_initisOk = false;
+  }
+  else { 
+    m_info = Success;
+    m_initisOk = true;
+  }
+}
+
+template <class Derived>
+void PastixBase<Derived>::compute(ColSpMatrix& mat)
+{
+  eigen_assert(mat.rows() == mat.cols() && "The input matrix should be squared");
+  
+  analyzePattern(mat);  
+  factorize(mat);
+  
+  m_iparm(IPARM_MATRIX_VERIFICATION) = API_NO;
+  m_isInitialized = m_factorizationIsOk;
+}
+
+
+template <class Derived>
+void PastixBase<Derived>::analyzePattern(ColSpMatrix& mat)
+{                         
+  eigen_assert(m_initisOk && "The initialization of PaSTiX failed");
+  
+  // clean previous calls
+  if(m_size>0)
+    clean();
+  
+  m_size = mat.rows();
+  m_perm.resize(m_size);
+  m_invp.resize(m_size);
+  
+  m_iparm(IPARM_START_TASK) = API_TASK_ORDERING;
+  m_iparm(IPARM_END_TASK) = API_TASK_ANALYSE;
+  internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(),
+               mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
+  
+  // Check the returned error
+  if(m_iparm(IPARM_ERROR_NUMBER))
+  {
+    m_info = NumericalIssue;
+    m_analysisIsOk = false;
+  }
+  else
+  { 
+    m_info = Success;
+    m_analysisIsOk = true;
+  }
+}
+
+template <class Derived>
+void PastixBase<Derived>::factorize(ColSpMatrix& mat)
+{
+//   if(&m_cpyMat != &mat) m_cpyMat = mat;
+  eigen_assert(m_analysisIsOk && "The analysis phase should be called before the factorization phase");
+  m_iparm(IPARM_START_TASK) = API_TASK_NUMFACT;
+  m_iparm(IPARM_END_TASK) = API_TASK_NUMFACT;
+  m_size = mat.rows();
+  
+  internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, m_size, mat.outerIndexPtr(), mat.innerIndexPtr(),
+               mat.valuePtr(), m_perm.data(), m_invp.data(), 0, 0, m_iparm.data(), m_dparm.data());
+  
+  // Check the returned error
+  if(m_iparm(IPARM_ERROR_NUMBER))
+  {
+    m_info = NumericalIssue;
+    m_factorizationIsOk = false;
+    m_isInitialized = false;
+  }
+  else
+  {
+    m_info = Success;
+    m_factorizationIsOk = true;
+    m_isInitialized = true;
+  }
+}
+
+/* Solve the system */
+template<typename Base>
+template<typename Rhs,typename Dest>
+bool PastixBase<Base>::_solve (const MatrixBase<Rhs> &b, MatrixBase<Dest> &x) const
+{
+  eigen_assert(m_isInitialized && "The matrix should be factorized first");
+  EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
+                     THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  int rhs = 1;
+  
+  x = b; /* on return, x is overwritten by the computed solution */
+  
+  for (int i = 0; i < b.cols(); i++){
+    m_iparm[IPARM_START_TASK]          = API_TASK_SOLVE;
+    m_iparm[IPARM_END_TASK]            = API_TASK_REFINE;
+  
+    internal::eigen_pastix(&m_pastixdata, MPI_COMM_WORLD, x.rows(), 0, 0, 0,
+                           m_perm.data(), m_invp.data(), &x(0, i), rhs, m_iparm.data(), m_dparm.data());
+  }
+  
+  // Check the returned error
+  m_info = m_iparm(IPARM_ERROR_NUMBER)==0 ? Success : NumericalIssue;
+  
+  return m_iparm(IPARM_ERROR_NUMBER)==0;
+}
+
+/** \ingroup PaStiXSupport_Module
+  * \class PastixLU
+  * \brief Sparse direct LU solver based on PaStiX library
+  * 
+  * This class is used to solve the linear systems A.X = B with a supernodal LU 
+  * factorization in the PaStiX library. The matrix A should be squared and nonsingular
+  * PaStiX requires that the matrix A has a symmetric structural pattern. 
+  * This interface can symmetrize the input matrix otherwise. 
+  * The vectors or matrices X and B can be either dense or sparse.
+  * 
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam IsStrSym Indicates if the input matrix has a symmetric pattern, default is false
+  * NOTE : Note that if the analysis and factorization phase are called separately, 
+  * the input matrix will be symmetrized at each call, hence it is advised to 
+  * symmetrize the matrix in a end-user program and set \p IsStrSym to true
+  * 
+  * \sa \ref TutorialSparseDirectSolvers
+  * 
+  */
+template<typename _MatrixType, bool IsStrSym>
+class PastixLU : public PastixBase< PastixLU<_MatrixType> >
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef PastixBase<PastixLU<MatrixType> > Base;
+    typedef typename Base::ColSpMatrix ColSpMatrix;
+    typedef typename MatrixType::Index Index;
+    
+  public:
+    PastixLU() : Base()
+    {
+      init();
+    }
+    
+    PastixLU(const MatrixType& matrix):Base()
+    {
+      init();
+      compute(matrix);
+    }
+    /** Compute the LU supernodal factorization of \p matrix. 
+      * iparm and dparm can be used to tune the PaStiX parameters. 
+      * see the PaStiX user's manual
+      * \sa analyzePattern() factorize()
+      */
+    void compute (const MatrixType& matrix)
+    {
+      m_structureIsUptodate = false;
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::compute(temp);
+    }
+    /** Compute the LU symbolic factorization of \p matrix using its sparsity pattern. 
+      * Several ordering methods can be used at this step. See the PaStiX user's manual. 
+      * The result of this operation can be used with successive matrices having the same pattern as \p matrix
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      m_structureIsUptodate = false;
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::analyzePattern(temp);
+    }
+
+    /** Compute the LU supernodal factorization of \p matrix
+      * WARNING The matrix \p matrix should have the same structural pattern 
+      * as the same used in the analysis phase.
+      * \sa analyzePattern()
+      */ 
+    void factorize(const MatrixType& matrix)
+    {
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::factorize(temp);
+    }
+  protected:
+    
+    void init()
+    {
+      m_structureIsUptodate = false;
+      m_iparm(IPARM_SYM) = API_SYM_NO;
+      m_iparm(IPARM_FACTORIZATION) = API_FACT_LU;
+    }
+    
+    void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
+    {
+      if(IsStrSym)
+        out = matrix;
+      else
+      {
+        if(!m_structureIsUptodate)
+        {
+          // update the transposed structure
+          m_transposedStructure = matrix.transpose();
+          
+          // Set the elements of the matrix to zero 
+          for (Index j=0; j<m_transposedStructure.outerSize(); ++j) 
+            for(typename ColSpMatrix::InnerIterator it(m_transposedStructure, j); it; ++it)
+              it.valueRef() = 0.0;
+
+          m_structureIsUptodate = true;
+        }
+        
+        out = m_transposedStructure + matrix;
+      }
+      internal::c_to_fortran_numbering(out);
+    }
+    
+    using Base::m_iparm;
+    using Base::m_dparm;
+    
+    ColSpMatrix m_transposedStructure;
+    bool m_structureIsUptodate;
+};
+
+/** \ingroup PaStiXSupport_Module
+  * \class PastixLLT
+  * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library
+  * 
+  * This class is used to solve the linear systems A.X = B via a LL^T supernodal Cholesky factorization
+  * available in the PaStiX library. The matrix A should be symmetric and positive definite
+  * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX
+  * The vectors or matrices X and B can be either dense or sparse
+  * 
+  * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX
+  * 
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, int _UpLo>
+class PastixLLT : public PastixBase< PastixLLT<_MatrixType, _UpLo> >
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef PastixBase<PastixLLT<MatrixType, _UpLo> > Base;
+    typedef typename Base::ColSpMatrix ColSpMatrix;
+    
+  public:
+    enum { UpLo = _UpLo };
+    PastixLLT() : Base()
+    {
+      init();
+    }
+    
+    PastixLLT(const MatrixType& matrix):Base()
+    {
+      init();
+      compute(matrix);
+    }
+
+    /** Compute the L factor of the LL^T supernodal factorization of \p matrix 
+      * \sa analyzePattern() factorize()
+      */
+    void compute (const MatrixType& matrix)
+    {
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::compute(temp);
+    }
+
+     /** Compute the LL^T symbolic factorization of \p matrix using its sparsity pattern
+      * The result of this operation can be used with successive matrices having the same pattern as \p matrix
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::analyzePattern(temp);
+    }
+      /** Compute the LL^T supernodal numerical factorization of \p matrix 
+        * \sa analyzePattern()
+        */
+    void factorize(const MatrixType& matrix)
+    {
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::factorize(temp);
+    }
+  protected:
+    using Base::m_iparm;
+    
+    void init()
+    {
+      m_iparm(IPARM_SYM) = API_SYM_YES;
+      m_iparm(IPARM_FACTORIZATION) = API_FACT_LLT;
+    }
+    
+    void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
+    {
+      // Pastix supports only lower, column-major matrices 
+      out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>();
+      internal::c_to_fortran_numbering(out);
+    }
+};
+
+/** \ingroup PaStiXSupport_Module
+  * \class PastixLDLT
+  * \brief A sparse direct supernodal Cholesky (LLT) factorization and solver based on the PaStiX library
+  * 
+  * This class is used to solve the linear systems A.X = B via a LDL^T supernodal Cholesky factorization
+  * available in the PaStiX library. The matrix A should be symmetric and positive definite
+  * WARNING Selfadjoint complex matrices are not supported in the current version of PaStiX
+  * The vectors or matrices X and B can be either dense or sparse
+  * 
+  * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam UpLo The part of the matrix to use : Lower or Upper. The default is Lower as required by PaStiX
+  * 
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType, int _UpLo>
+class PastixLDLT : public PastixBase< PastixLDLT<_MatrixType, _UpLo> >
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef PastixBase<PastixLDLT<MatrixType, _UpLo> > Base; 
+    typedef typename Base::ColSpMatrix ColSpMatrix;
+    
+  public:
+    enum { UpLo = _UpLo };
+    PastixLDLT():Base()
+    {
+      init();
+    }
+    
+    PastixLDLT(const MatrixType& matrix):Base()
+    {
+      init();
+      compute(matrix);
+    }
+
+    /** Compute the L and D factors of the LDL^T factorization of \p matrix 
+      * \sa analyzePattern() factorize()
+      */
+    void compute (const MatrixType& matrix)
+    {
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::compute(temp);
+    }
+
+    /** Compute the LDL^T symbolic factorization of \p matrix using its sparsity pattern
+      * The result of this operation can be used with successive matrices having the same pattern as \p matrix
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    { 
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::analyzePattern(temp);
+    }
+    /** Compute the LDL^T supernodal numerical factorization of \p matrix 
+      * 
+      */
+    void factorize(const MatrixType& matrix)
+    {
+      ColSpMatrix temp;
+      grabMatrix(matrix, temp);
+      Base::factorize(temp);
+    }
+
+  protected:
+    using Base::m_iparm;
+    
+    void init()
+    {
+      m_iparm(IPARM_SYM) = API_SYM_YES;
+      m_iparm(IPARM_FACTORIZATION) = API_FACT_LDLT;
+    }
+    
+    void grabMatrix(const MatrixType& matrix, ColSpMatrix& out)
+    {
+      // Pastix supports only lower, column-major matrices 
+      out.template selfadjointView<Lower>() = matrix.template selfadjointView<UpLo>();
+      internal::c_to_fortran_numbering(out);
+    }
+};
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<PastixBase<_MatrixType>, Rhs>
+  : solve_retval_base<PastixBase<_MatrixType>, Rhs>
+{
+  typedef PastixBase<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, typename Rhs>
+struct sparse_solve_retval<PastixBase<_MatrixType>, Rhs>
+  : sparse_solve_retval_base<PastixBase<_MatrixType>, Rhs>
+{
+  typedef PastixBase<_MatrixType> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/PardisoSupport/PardisoSupport.h b/third_party/eigen3/Eigen/src/PardisoSupport/PardisoSupport.h
new file mode 100644
index 0000000000..b6571069e4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/PardisoSupport/PardisoSupport.h
@@ -0,0 +1,581 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL PARDISO
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_PARDISOSUPPORT_H
+#define EIGEN_PARDISOSUPPORT_H
+
+namespace Eigen { 
+
+template<typename _MatrixType> class PardisoLU;
+template<typename _MatrixType, int Options=Upper> class PardisoLLT;
+template<typename _MatrixType, int Options=Upper> class PardisoLDLT;
+
+namespace internal
+{
+  template<typename Index>
+  struct pardiso_run_selector
+  {
+    static Index run( _MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a,
+                      Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x)
+    {
+      Index error = 0;
+      ::pardiso(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
+      return error;
+    }
+  };
+  template<>
+  struct pardiso_run_selector<long long int>
+  {
+    typedef long long int Index;
+    static Index run( _MKL_DSS_HANDLE_t pt, Index maxfct, Index mnum, Index type, Index phase, Index n, void *a,
+                      Index *ia, Index *ja, Index *perm, Index nrhs, Index *iparm, Index msglvl, void *b, void *x)
+    {
+      Index error = 0;
+      ::pardiso_64(pt, &maxfct, &mnum, &type, &phase, &n, a, ia, ja, perm, &nrhs, iparm, &msglvl, b, x, &error);
+      return error;
+    }
+  };
+
+  template<class Pardiso> struct pardiso_traits;
+
+  template<typename _MatrixType>
+  struct pardiso_traits< PardisoLU<_MatrixType> >
+  {
+    typedef _MatrixType MatrixType;
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef typename _MatrixType::Index Index;
+  };
+
+  template<typename _MatrixType, int Options>
+  struct pardiso_traits< PardisoLLT<_MatrixType, Options> >
+  {
+    typedef _MatrixType MatrixType;
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef typename _MatrixType::Index Index;
+  };
+
+  template<typename _MatrixType, int Options>
+  struct pardiso_traits< PardisoLDLT<_MatrixType, Options> >
+  {
+    typedef _MatrixType MatrixType;
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef typename _MatrixType::Index Index;    
+  };
+
+}
+
+template<class Derived>
+class PardisoImpl : internal::noncopyable
+{
+    typedef internal::pardiso_traits<Derived> Traits;
+  public:
+    typedef typename Traits::MatrixType MatrixType;
+    typedef typename Traits::Scalar Scalar;
+    typedef typename Traits::RealScalar RealScalar;
+    typedef typename Traits::Index Index;
+    typedef SparseMatrix<Scalar,RowMajor,Index> SparseMatrixType;
+    typedef Matrix<Scalar,Dynamic,1> VectorType;
+    typedef Matrix<Index, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<Index, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
+    typedef Array<Index,64,1,DontAlign> ParameterType;
+    enum {
+      ScalarIsComplex = NumTraits<Scalar>::IsComplex
+    };
+
+    PardisoImpl()
+    {
+      eigen_assert((sizeof(Index) >= sizeof(_INTEGER_t) && sizeof(Index) <= 8) && "Non-supported index type");
+      m_iparm.setZero();
+      m_msglvl = 0; // No output
+      m_initialized = false;
+    }
+
+    ~PardisoImpl()
+    {
+      pardisoRelease();
+    }
+
+    inline Index cols() const { return m_size; }
+    inline Index rows() const { return m_size; }
+  
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_initialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+    /** \warning for advanced usage only.
+      * \returns a reference to the parameter array controlling PARDISO.
+      * See the PARDISO manual to know how to use it. */
+    ParameterType& pardisoParameterArray()
+    {
+      return m_iparm;
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    Derived& analyzePattern(const MatrixType& matrix);
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    Derived& factorize(const MatrixType& matrix);
+
+    Derived& compute(const MatrixType& matrix);
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<PardisoImpl, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_initialized && "Pardiso solver is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<PardisoImpl, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<PardisoImpl, Rhs>
+    solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_initialized && "Pardiso solver is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "PardisoImpl::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<PardisoImpl, Rhs>(*this, b.derived());
+    }
+
+    Derived& derived()
+    {
+      return *static_cast<Derived*>(this);
+    }
+    const Derived& derived() const
+    {
+      return *static_cast<const Derived*>(this);
+    }
+
+    template<typename BDerived, typename XDerived>
+    bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const;
+
+  protected:
+    void pardisoRelease()
+    {
+      if(m_initialized) // Factorization ran at least once
+      {
+        internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, -1, m_size, 0, 0, 0, m_perm.data(), 0,
+                                                   m_iparm.data(), m_msglvl, 0, 0);
+      }
+    }
+
+    void pardisoInit(int type)
+    {
+      m_type = type;
+      bool symmetric = std::abs(m_type) < 10;
+      m_iparm[0] = 1;   // No solver default
+      m_iparm[1] = 3;   // use Metis for the ordering
+      m_iparm[2] = 1;   // Numbers of processors, value of OMP_NUM_THREADS
+      m_iparm[3] = 0;   // No iterative-direct algorithm
+      m_iparm[4] = 0;   // No user fill-in reducing permutation
+      m_iparm[5] = 0;   // Write solution into x
+      m_iparm[6] = 0;   // Not in use
+      m_iparm[7] = 2;   // Max numbers of iterative refinement steps
+      m_iparm[8] = 0;   // Not in use
+      m_iparm[9] = 13;  // Perturb the pivot elements with 1E-13
+      m_iparm[10] = symmetric ? 0 : 1; // Use nonsymmetric permutation and scaling MPS
+      m_iparm[11] = 0;  // Not in use
+      m_iparm[12] = symmetric ? 0 : 1;  // Maximum weighted matching algorithm is switched-off (default for symmetric).
+                                        // Try m_iparm[12] = 1 in case of inappropriate accuracy
+      m_iparm[13] = 0;  // Output: Number of perturbed pivots
+      m_iparm[14] = 0;  // Not in use
+      m_iparm[15] = 0;  // Not in use
+      m_iparm[16] = 0;  // Not in use
+      m_iparm[17] = -1; // Output: Number of nonzeros in the factor LU
+      m_iparm[18] = -1; // Output: Mflops for LU factorization
+      m_iparm[19] = 0;  // Output: Numbers of CG Iterations
+      
+      m_iparm[20] = 0;  // 1x1 pivoting
+      m_iparm[26] = 0;  // No matrix checker
+      m_iparm[27] = (sizeof(RealScalar) == 4) ? 1 : 0;
+      m_iparm[34] = 1;  // C indexing
+      m_iparm[59] = 1;  // Automatic switch between In-Core and Out-of-Core modes
+    }
+
+  protected:
+    // cached data to reduce reallocation, etc.
+    
+    void manageErrorCode(Index error)
+    {
+      switch(error)
+      {
+        case 0:
+          m_info = Success;
+          break;
+        case -4:
+        case -7:
+          m_info = NumericalIssue;
+          break;
+        default:
+          m_info = InvalidInput;
+      }
+    }
+
+    mutable SparseMatrixType m_matrix;
+    ComputationInfo m_info;
+    bool m_initialized, m_analysisIsOk, m_factorizationIsOk;
+    Index m_type, m_msglvl;
+    mutable void *m_pt[64];
+    mutable ParameterType m_iparm;
+    mutable IntColVectorType m_perm;
+    Index m_size;
+    
+};
+
+template<class Derived>
+Derived& PardisoImpl<Derived>::compute(const MatrixType& a)
+{
+  m_size = a.rows();
+  eigen_assert(a.rows() == a.cols());
+
+  pardisoRelease();
+  memset(m_pt, 0, sizeof(m_pt));
+  m_perm.setZero(m_size);
+  derived().getMatrix(a);
+  
+  Index error;
+  error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 12, m_size,
+                                                     m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
+                                                     m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
+
+  manageErrorCode(error);
+  m_analysisIsOk = true;
+  m_factorizationIsOk = true;
+  m_initialized = true;
+  return derived();
+}
+
+template<class Derived>
+Derived& PardisoImpl<Derived>::analyzePattern(const MatrixType& a)
+{
+  m_size = a.rows();
+  eigen_assert(m_size == a.cols());
+
+  pardisoRelease();
+  memset(m_pt, 0, sizeof(m_pt));
+  m_perm.setZero(m_size);
+  derived().getMatrix(a);
+  
+  Index error;
+  error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 11, m_size,
+                                                     m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
+                                                     m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
+  
+  manageErrorCode(error);
+  m_analysisIsOk = true;
+  m_factorizationIsOk = false;
+  m_initialized = true;
+  return derived();
+}
+
+template<class Derived>
+Derived& PardisoImpl<Derived>::factorize(const MatrixType& a)
+{
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  eigen_assert(m_size == a.rows() && m_size == a.cols());
+  
+  derived().getMatrix(a);
+
+  Index error;  
+  error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 22, m_size,
+                                                     m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
+                                                     m_perm.data(), 0, m_iparm.data(), m_msglvl, NULL, NULL);
+  
+  manageErrorCode(error);
+  m_factorizationIsOk = true;
+  return derived();
+}
+
+template<class Base>
+template<typename BDerived,typename XDerived>
+bool PardisoImpl<Base>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>& x) const
+{
+  if(m_iparm[0] == 0) // Factorization was not computed
+    return false;
+
+  //Index n = m_matrix.rows();
+  Index nrhs = Index(b.cols());
+  eigen_assert(m_size==b.rows());
+  eigen_assert(((MatrixBase<BDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major right hand sides are not supported");
+  eigen_assert(((MatrixBase<XDerived>::Flags & RowMajorBit) == 0 || nrhs == 1) && "Row-major matrices of unknowns are not supported");
+  eigen_assert(((nrhs == 1) || b.outerStride() == b.rows()));
+
+
+//  switch (transposed) {
+//    case SvNoTrans    : m_iparm[11] = 0 ; break;
+//    case SvTranspose  : m_iparm[11] = 2 ; break;
+//    case SvAdjoint    : m_iparm[11] = 1 ; break;
+//    default:
+//      //std::cerr << "Eigen: transposition  option \"" << transposed << "\" not supported by the PARDISO backend\n";
+//      m_iparm[11] = 0;
+//  }
+
+  Scalar* rhs_ptr = const_cast<Scalar*>(b.derived().data());
+  Matrix<Scalar,Dynamic,Dynamic,ColMajor> tmp;
+  
+  // Pardiso cannot solve in-place
+  if(rhs_ptr == x.derived().data())
+  {
+    tmp = b;
+    rhs_ptr = tmp.data();
+  }
+  
+  Index error;
+  error = internal::pardiso_run_selector<Index>::run(m_pt, 1, 1, m_type, 33, m_size,
+                                                     m_matrix.valuePtr(), m_matrix.outerIndexPtr(), m_matrix.innerIndexPtr(),
+                                                     m_perm.data(), nrhs, m_iparm.data(), m_msglvl,
+                                                     rhs_ptr, x.derived().data());
+
+  return error==0;
+}
+
+
+/** \ingroup PardisoSupport_Module
+  * \class PardisoLU
+  * \brief A sparse direct LU factorization and solver based on the PARDISO library
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a direct LU factorization
+  * using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible.
+  * The vectors or matrices X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename MatrixType>
+class PardisoLU : public PardisoImpl< PardisoLU<MatrixType> >
+{
+  protected:
+    typedef PardisoImpl< PardisoLU<MatrixType> > Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::RealScalar RealScalar;
+    using Base::pardisoInit;
+    using Base::m_matrix;
+    friend class PardisoImpl< PardisoLU<MatrixType> >;
+
+  public:
+
+    using Base::compute;
+    using Base::solve;
+
+    PardisoLU()
+      : Base()
+    {
+      pardisoInit(Base::ScalarIsComplex ? 13 : 11);
+    }
+
+    PardisoLU(const MatrixType& matrix)
+      : Base()
+    {
+      pardisoInit(Base::ScalarIsComplex ? 13 : 11);
+      compute(matrix);
+    }
+  protected:
+    void getMatrix(const MatrixType& matrix)
+    {
+      m_matrix = matrix;
+    }
+};
+
+/** \ingroup PardisoSupport_Module
+  * \class PardisoLLT
+  * \brief A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization
+  * using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite.
+  * The vectors or matrices X and B can be either dense or sparse.
+  *
+  * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam UpLo can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used.
+  *         Upper|Lower can be used to tell both triangular parts can be used as input.
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename MatrixType, int _UpLo>
+class PardisoLLT : public PardisoImpl< PardisoLLT<MatrixType,_UpLo> >
+{
+  protected:
+    typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::Index Index;
+    typedef typename Base::RealScalar RealScalar;
+    using Base::pardisoInit;
+    using Base::m_matrix;
+    friend class PardisoImpl< PardisoLLT<MatrixType,_UpLo> >;
+
+  public:
+
+    enum { UpLo = _UpLo };
+    using Base::compute;
+    using Base::solve;
+
+    PardisoLLT()
+      : Base()
+    {
+      pardisoInit(Base::ScalarIsComplex ? 4 : 2);
+    }
+
+    PardisoLLT(const MatrixType& matrix)
+      : Base()
+    {
+      pardisoInit(Base::ScalarIsComplex ? 4 : 2);
+      compute(matrix);
+    }
+    
+  protected:
+    
+    void getMatrix(const MatrixType& matrix)
+    {
+      // PARDISO supports only upper, row-major matrices
+      PermutationMatrix<Dynamic,Dynamic,Index> p_null;
+      m_matrix.resize(matrix.rows(), matrix.cols());
+      m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
+    }
+};
+
+/** \ingroup PardisoSupport_Module
+  * \class PardisoLDLT
+  * \brief A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization
+  * using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite.
+  * For complex matrices, A can also be symmetric only, see the \a Options template parameter.
+  * The vectors or matrices X and B can be either dense or sparse.
+  *
+  * \tparam MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam Options can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used.
+  *         Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix.
+  *         Upper|Lower can be used to tell both triangular parts can be used as input.
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename MatrixType, int Options>
+class PardisoLDLT : public PardisoImpl< PardisoLDLT<MatrixType,Options> >
+{
+  protected:
+    typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::Index Index;
+    typedef typename Base::RealScalar RealScalar;
+    using Base::pardisoInit;
+    using Base::m_matrix;
+    friend class PardisoImpl< PardisoLDLT<MatrixType,Options> >;
+
+  public:
+
+    using Base::compute;
+    using Base::solve;
+    enum { UpLo = Options&(Upper|Lower) };
+
+    PardisoLDLT()
+      : Base()
+    {
+      pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2);
+    }
+
+    PardisoLDLT(const MatrixType& matrix)
+      : Base()
+    {
+      pardisoInit(Base::ScalarIsComplex ? ( bool(Options&Symmetric) ? 6 : -4 ) : -2);
+      compute(matrix);
+    }
+    
+    void getMatrix(const MatrixType& matrix)
+    {
+      // PARDISO supports only upper, row-major matrices
+      PermutationMatrix<Dynamic,Dynamic,Index> p_null;
+      m_matrix.resize(matrix.rows(), matrix.cols());
+      m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
+    }
+};
+
+namespace internal {
+  
+template<typename _Derived, typename Rhs>
+struct solve_retval<PardisoImpl<_Derived>, Rhs>
+  : solve_retval_base<PardisoImpl<_Derived>, Rhs>
+{
+  typedef PardisoImpl<_Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename Derived, typename Rhs>
+struct sparse_solve_retval<PardisoImpl<Derived>, Rhs>
+  : sparse_solve_retval_base<PardisoImpl<Derived>, Rhs>
+{
+  typedef PardisoImpl<Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARDISOSUPPORT_H
diff --git a/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR.h b/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR.h
new file mode 100644
index 0000000000..4824880f51
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR.h
@@ -0,0 +1,582 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_COLPIVOTINGHOUSEHOLDERQR_H
+#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
+
+namespace Eigen { 
+
+/** \ingroup QR_Module
+  *
+  * \class ColPivHouseholderQR
+  *
+  * \brief Householder rank-revealing QR decomposition of a matrix with column-pivoting
+  *
+  * \param MatrixType the type of the matrix of which we are computing the QR decomposition
+  *
+  * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b Q and \b R
+  * such that 
+  * \f[
+  *  \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R}
+  * \f]
+  * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an 
+  * upper triangular matrix.
+  *
+  * This decomposition performs column pivoting in order to be rank-revealing and improve
+  * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR.
+  *
+  * \sa MatrixBase::colPivHouseholderQr()
+  */
+template<typename _MatrixType> class ColPivHouseholderQR
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, Options, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType;
+    typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
+    typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
+    typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
+    typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
+    typedef typename internal::plain_row_type<MatrixType, RealScalar>::type RealRowVectorType;
+    typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType;
+    
+  private:
+    
+    typedef typename PermutationType::Index PermIndexType;
+    
+  public:
+
+    /**
+    * \brief Default Constructor.
+    *
+    * The default constructor is useful in cases in which the user intends to
+    * perform decompositions via ColPivHouseholderQR::compute(const MatrixType&).
+    */
+    ColPivHouseholderQR()
+      : m_qr(),
+        m_hCoeffs(),
+        m_colsPermutation(),
+        m_colsTranspositions(),
+        m_temp(),
+        m_colSqNorms(),
+        m_isInitialized(false),
+        m_usePrescribedThreshold(false) {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa ColPivHouseholderQR()
+      */
+    ColPivHouseholderQR(Index rows, Index cols)
+      : m_qr(rows, cols),
+        m_hCoeffs((std::min)(rows,cols)),
+        m_colsPermutation(PermIndexType(cols)),
+        m_colsTranspositions(cols),
+        m_temp(cols),
+        m_colSqNorms(cols),
+        m_isInitialized(false),
+        m_usePrescribedThreshold(false) {}
+
+    /** \brief Constructs a QR factorization from a given matrix
+      *
+      * This constructor computes the QR factorization of the matrix \a matrix by calling
+      * the method compute(). It is a short cut for:
+      * 
+      * \code
+      * ColPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
+      * qr.compute(matrix);
+      * \endcode
+      * 
+      * \sa compute()
+      */
+    ColPivHouseholderQR(const MatrixType& matrix)
+      : m_qr(matrix.rows(), matrix.cols()),
+        m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
+        m_colsPermutation(PermIndexType(matrix.cols())),
+        m_colsTranspositions(matrix.cols()),
+        m_temp(matrix.cols()),
+        m_colSqNorms(matrix.cols()),
+        m_isInitialized(false),
+        m_usePrescribedThreshold(false)
+    {
+      compute(matrix);
+    }
+
+    /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
+      * *this is the QR decomposition, if any exists.
+      *
+      * \param b the right-hand-side of the equation to solve.
+      *
+      * \returns a solution.
+      *
+      * \note The case where b is a matrix is not yet implemented. Also, this
+      *       code is space inefficient.
+      *
+      * \note_about_checking_solutions
+      *
+      * \note_about_arbitrary_choice_of_solution
+      *
+      * Example: \include ColPivHouseholderQR_solve.cpp
+      * Output: \verbinclude ColPivHouseholderQR_solve.out
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<ColPivHouseholderQR, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return internal::solve_retval<ColPivHouseholderQR, Rhs>(*this, b.derived());
+    }
+
+    HouseholderSequenceType householderQ(void) const;
+    HouseholderSequenceType matrixQ(void) const
+    {
+      return householderQ(); 
+    }
+
+    /** \returns a reference to the matrix where the Householder QR decomposition is stored
+      */
+    const MatrixType& matrixQR() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return m_qr;
+    }
+    
+    /** \returns a reference to the matrix where the result Householder QR is stored 
+     * \warning The strict lower part of this matrix contains internal values. 
+     * Only the upper triangular part should be referenced. To get it, use
+     * \code matrixR().template triangularView<Upper>() \endcode
+     * For rank-deficient matrices, use 
+     * \code 
+     * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>() 
+     * \endcode
+     */
+    const MatrixType& matrixR() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return m_qr;
+    }
+    
+    ColPivHouseholderQR& compute(const MatrixType& matrix);
+
+    /** \returns a const reference to the column permutation matrix */
+    const PermutationType& colsPermutation() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return m_colsPermutation;
+    }
+
+    /** \returns the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the QR decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      * One way to work around that is to use logAbsDeterminant() instead.
+      *
+      * \sa logAbsDeterminant(), MatrixBase::determinant()
+      */
+    typename MatrixType::RealScalar absDeterminant() const;
+
+    /** \returns the natural log of the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the QR decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \note This method is useful to work around the risk of overflow/underflow that's inherent
+      * to determinant computation.
+      *
+      * \sa absDeterminant(), MatrixBase::determinant()
+      */
+    typename MatrixType::RealScalar logAbsDeterminant() const;
+
+    /** \returns the rank of the matrix of which *this is the QR decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index rank() const
+    {
+      using std::abs;
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
+      Index result = 0;
+      for(Index i = 0; i < m_nonzero_pivots; ++i)
+        result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);
+      return result;
+    }
+
+    /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index dimensionOfKernel() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return cols() - rank();
+    }
+
+    /** \returns true if the matrix of which *this is the QR decomposition represents an injective
+      *          linear map, i.e. has trivial kernel; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInjective() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return rank() == cols();
+    }
+
+    /** \returns true if the matrix of which *this is the QR decomposition represents a surjective
+      *          linear map; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isSurjective() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return rank() == rows();
+    }
+
+    /** \returns true if the matrix of which *this is the QR decomposition is invertible.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInvertible() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return isInjective() && isSurjective();
+    }
+
+    /** \returns the inverse of the matrix of which *this is the QR decomposition.
+      *
+      * \note If this matrix is not invertible, the returned matrix has undefined coefficients.
+      *       Use isInvertible() to first determine whether this matrix is invertible.
+      */
+    inline const
+    internal::solve_retval<ColPivHouseholderQR, typename MatrixType::IdentityReturnType>
+    inverse() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return internal::solve_retval<ColPivHouseholderQR,typename MatrixType::IdentityReturnType>
+               (*this, MatrixType::Identity(m_qr.rows(), m_qr.cols()));
+    }
+
+    inline Index rows() const { return m_qr.rows(); }
+    inline Index cols() const { return m_qr.cols(); }
+    
+    /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
+      * 
+      * For advanced uses only.
+      */
+    const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
+
+    /** Allows to prescribe a threshold to be used by certain methods, such as rank(),
+      * who need to determine when pivots are to be considered nonzero. This is not used for the
+      * QR decomposition itself.
+      *
+      * When it needs to get the threshold value, Eigen calls threshold(). By default, this
+      * uses a formula to automatically determine a reasonable threshold.
+      * Once you have called the present method setThreshold(const RealScalar&),
+      * your value is used instead.
+      *
+      * \param threshold The new value to use as the threshold.
+      *
+      * A pivot will be considered nonzero if its absolute value is strictly greater than
+      *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
+      * where maxpivot is the biggest pivot.
+      *
+      * If you want to come back to the default behavior, call setThreshold(Default_t)
+      */
+    ColPivHouseholderQR& setThreshold(const RealScalar& threshold)
+    {
+      m_usePrescribedThreshold = true;
+      m_prescribedThreshold = threshold;
+      return *this;
+    }
+
+    /** Allows to come back to the default behavior, letting Eigen use its default formula for
+      * determining the threshold.
+      *
+      * You should pass the special object Eigen::Default as parameter here.
+      * \code qr.setThreshold(Eigen::Default); \endcode
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    ColPivHouseholderQR& setThreshold(Default_t)
+    {
+      m_usePrescribedThreshold = false;
+      return *this;
+    }
+
+    /** Returns the threshold that will be used by certain methods such as rank().
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    RealScalar threshold() const
+    {
+      eigen_assert(m_isInitialized || m_usePrescribedThreshold);
+      return m_usePrescribedThreshold ? m_prescribedThreshold
+      // this formula comes from experimenting (see "LU precision tuning" thread on the list)
+      // and turns out to be identical to Higham's formula used already in LDLt.
+                                      : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize());
+    }
+
+    /** \returns the number of nonzero pivots in the QR decomposition.
+      * Here nonzero is meant in the exact sense, not in a fuzzy sense.
+      * So that notion isn't really intrinsically interesting, but it is
+      * still useful when implementing algorithms.
+      *
+      * \sa rank()
+      */
+    inline Index nonzeroPivots() const
+    {
+      eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+      return m_nonzero_pivots;
+    }
+
+    /** \returns the absolute value of the biggest pivot, i.e. the biggest
+      *          diagonal coefficient of R.
+      */
+    RealScalar maxPivot() const { return m_maxpivot; }
+    
+    /** \brief Reports whether the QR factorization was succesful.
+      *
+      * \note This function always returns \c Success. It is provided for compatibility 
+      * with other factorization routines.
+      * \returns \c Success 
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return Success;
+    }
+
+  protected:
+    MatrixType m_qr;
+    HCoeffsType m_hCoeffs;
+    PermutationType m_colsPermutation;
+    IntRowVectorType m_colsTranspositions;
+    RowVectorType m_temp;
+    RealRowVectorType m_colSqNorms;
+    bool m_isInitialized, m_usePrescribedThreshold;
+    RealScalar m_prescribedThreshold, m_maxpivot;
+    Index m_nonzero_pivots;
+    Index m_det_pq;
+};
+
+template<typename MatrixType>
+typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::absDeterminant() const
+{
+  using std::abs;
+  eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  return abs(m_qr.diagonal().prod());
+}
+
+template<typename MatrixType>
+typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::logAbsDeterminant() const
+{
+  eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  return m_qr.diagonal().cwiseAbs().array().log().sum();
+}
+
+/** Performs the QR factorization of the given matrix \a matrix. The result of
+  * the factorization is stored into \c *this, and a reference to \c *this
+  * is returned.
+  *
+  * \sa class ColPivHouseholderQR, ColPivHouseholderQR(const MatrixType&)
+  */
+template<typename MatrixType>
+ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const MatrixType& matrix)
+{
+  using std::abs;
+  Index rows = matrix.rows();
+  Index cols = matrix.cols();
+  Index size = matrix.diagonalSize();
+  
+  // the column permutation is stored as int indices, so just to be sure:
+  eigen_assert(cols<=NumTraits<int>::highest());
+
+  m_qr = matrix;
+  m_hCoeffs.resize(size);
+
+  m_temp.resize(cols);
+
+  m_colsTranspositions.resize(matrix.cols());
+  Index number_of_transpositions = 0;
+
+  m_colSqNorms.resize(cols);
+  for(Index k = 0; k < cols; ++k)
+    m_colSqNorms.coeffRef(k) = m_qr.col(k).squaredNorm();
+
+  RealScalar threshold_helper = m_colSqNorms.maxCoeff() * numext::abs2(NumTraits<Scalar>::epsilon()) / RealScalar(rows);
+
+  m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
+  m_maxpivot = RealScalar(0);
+
+  for(Index k = 0; k < size; ++k)
+  {
+    // first, we look up in our table m_colSqNorms which column has the biggest squared norm
+    Index biggest_col_index;
+    RealScalar biggest_col_sq_norm = m_colSqNorms.tail(cols-k).maxCoeff(&biggest_col_index);
+    biggest_col_index += k;
+
+    // since our table m_colSqNorms accumulates imprecision at every step, we must now recompute
+    // the actual squared norm of the selected column.
+    // Note that not doing so does result in solve() sometimes returning inf/nan values
+    // when running the unit test with 1000 repetitions.
+    biggest_col_sq_norm = m_qr.col(biggest_col_index).tail(rows-k).squaredNorm();
+
+    // we store that back into our table: it can't hurt to correct our table.
+    m_colSqNorms.coeffRef(biggest_col_index) = biggest_col_sq_norm;
+
+    // if the current biggest column is smaller than epsilon times the initial biggest column,
+    // terminate to avoid generating nan/inf values.
+    // Note that here, if we test instead for "biggest == 0", we get a failure every 1000 (or so)
+    // repetitions of the unit test, with the result of solve() filled with large values of the order
+    // of 1/(size*epsilon).
+    if(biggest_col_sq_norm < threshold_helper * RealScalar(rows-k))
+    {
+      m_nonzero_pivots = k;
+      m_hCoeffs.tail(size-k).setZero();
+      m_qr.bottomRightCorner(rows-k,cols-k)
+          .template triangularView<StrictlyLower>()
+          .setZero();
+      break;
+    }
+
+    // apply the transposition to the columns
+    m_colsTranspositions.coeffRef(k) = biggest_col_index;
+    if(k != biggest_col_index) {
+      m_qr.col(k).swap(m_qr.col(biggest_col_index));
+      std::swap(m_colSqNorms.coeffRef(k), m_colSqNorms.coeffRef(biggest_col_index));
+      ++number_of_transpositions;
+    }
+
+    // generate the householder vector, store it below the diagonal
+    RealScalar beta;
+    m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
+
+    // apply the householder transformation to the diagonal coefficient
+    m_qr.coeffRef(k,k) = beta;
+
+    // remember the maximum absolute value of diagonal coefficients
+    if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta);
+
+    // apply the householder transformation
+    m_qr.bottomRightCorner(rows-k, cols-k-1)
+        .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1));
+
+    // update our table of squared norms of the columns
+    m_colSqNorms.tail(cols-k-1) -= m_qr.row(k).tail(cols-k-1).cwiseAbs2();
+  }
+
+  m_colsPermutation.setIdentity(PermIndexType(cols));
+  for(PermIndexType k = 0; k < m_nonzero_pivots; ++k)
+    m_colsPermutation.applyTranspositionOnTheRight(k, PermIndexType(m_colsTranspositions.coeff(k)));
+
+  m_det_pq = (number_of_transpositions%2) ? -1 : 1;
+  m_isInitialized = true;
+
+  return *this;
+}
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<ColPivHouseholderQR<_MatrixType>, Rhs>
+  : solve_retval_base<ColPivHouseholderQR<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(ColPivHouseholderQR<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    eigen_assert(rhs().rows() == dec().rows());
+
+    const Index cols = dec().cols(),
+				nonzero_pivots = dec().nonzeroPivots();
+
+    if(nonzero_pivots == 0)
+    {
+      dst.setZero();
+      return;
+    }
+
+    typename Rhs::PlainObject c(rhs());
+
+    // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
+    c.applyOnTheLeft(householderSequence(dec().matrixQR(), dec().hCoeffs())
+                     .setLength(dec().nonzeroPivots())
+		     .transpose()
+      );
+
+    dec().matrixR()
+       .topLeftCorner(nonzero_pivots, nonzero_pivots)
+       .template triangularView<Upper>()
+       .solveInPlace(c.topRows(nonzero_pivots));
+
+    for(Index i = 0; i < nonzero_pivots; ++i) dst.row(dec().colsPermutation().indices().coeff(i)) = c.row(i);
+    for(Index i = nonzero_pivots; i < cols; ++i) dst.row(dec().colsPermutation().indices().coeff(i)).setZero();
+  }
+};
+
+} // end namespace internal
+
+/** \returns the matrix Q as a sequence of householder transformations */
+template<typename MatrixType>
+typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType>
+  ::householderQ() const
+{
+  eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
+  return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate()).setLength(m_nonzero_pivots);
+}
+
+#ifndef __CUDACC__
+/** \return the column-pivoting Householder QR decomposition of \c *this.
+  *
+  * \sa class ColPivHouseholderQR
+  */
+template<typename Derived>
+const ColPivHouseholderQR<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::colPivHouseholderQr() const
+{
+  return ColPivHouseholderQR<PlainObject>(eval());
+}
+#endif // __CUDACC__
+
+} // end namespace Eigen
+
+#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
diff --git a/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h b/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h
new file mode 100644
index 0000000000..b5b1983265
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/QR/ColPivHouseholderQR_MKL.h
@@ -0,0 +1,99 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Householder QR decomposition of a matrix with column pivoting based on
+ *    LAPACKE_?geqp3 function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
+#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_QR_COLPIV(EIGTYPE, MKLTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
+ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
+              const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix) \
+\
+{ \
+  using std::abs; \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
+  typedef MatrixType::Scalar Scalar; \
+  typedef MatrixType::RealScalar RealScalar; \
+  Index rows = matrix.rows();\
+  Index cols = matrix.cols();\
+  Index size = matrix.diagonalSize();\
+\
+  m_qr = matrix;\
+  m_hCoeffs.resize(size);\
+\
+  m_colsTranspositions.resize(cols);\
+  /*Index number_of_transpositions = 0;*/ \
+\
+  m_nonzero_pivots = 0; \
+  m_maxpivot = RealScalar(0);\
+  m_colsPermutation.resize(cols); \
+  m_colsPermutation.indices().setZero(); \
+\
+  lapack_int lda = m_qr.outerStride(), i; \
+  lapack_int matrix_order = MKLCOLROW; \
+  LAPACKE_##MKLPREFIX##geqp3( matrix_order, rows, cols, (MKLTYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (MKLTYPE*)m_hCoeffs.data()); \
+  m_isInitialized = true; \
+  m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
+  m_hCoeffs.adjointInPlace(); \
+  RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
+  lapack_int *perm = m_colsPermutation.indices().data(); \
+  for(i=0;i<size;i++) { \
+    m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
+  } \
+  for(i=0;i<cols;i++) perm[i]--;\
+\
+  /*m_det_pq = (number_of_transpositions%2) ? -1 : 1;  // TODO: It's not needed now; fix upon availability in Eigen */ \
+\
+  return *this; \
+}
+
+EIGEN_MKL_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_QR_COLPIV(float,    float,         s, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, ColMajor, LAPACK_COL_MAJOR)
+
+EIGEN_MKL_QR_COLPIV(double,   double,        d, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_QR_COLPIV(float,    float,         s, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_QR_COLPIV(dcomplex, MKL_Complex16, z, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_QR_COLPIV(scomplex, MKL_Complex8,  c, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/QR/FullPivHouseholderQR.h b/third_party/eigen3/Eigen/src/QR/FullPivHouseholderQR.h
new file mode 100644
index 0000000000..a7b0fc16f3
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/QR/FullPivHouseholderQR.h
@@ -0,0 +1,616 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_FULLPIVOTINGHOUSEHOLDERQR_H
+#define EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType;
+
+template<typename MatrixType>
+struct traits<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
+{
+  typedef typename MatrixType::PlainObject ReturnType;
+};
+
+}
+
+/** \ingroup QR_Module
+  *
+  * \class FullPivHouseholderQR
+  *
+  * \brief Householder rank-revealing QR decomposition of a matrix with full pivoting
+  *
+  * \param MatrixType the type of the matrix of which we are computing the QR decomposition
+  *
+  * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b P', \b Q and \b R
+  * such that 
+  * \f[
+  *  \mathbf{P} \, \mathbf{A} \, \mathbf{P}' = \mathbf{Q} \, \mathbf{R}
+  * \f]
+  * by using Householder transformations. Here, \b P and \b P' are permutation matrices, \b Q a unitary matrix 
+  * and \b R an upper triangular matrix.
+  *
+  * This decomposition performs a very prudent full pivoting in order to be rank-revealing and achieve optimal
+  * numerical stability. The trade-off is that it is slower than HouseholderQR and ColPivHouseholderQR.
+  *
+  * \sa MatrixBase::fullPivHouseholderQr()
+  */
+template<typename _MatrixType> class FullPivHouseholderQR
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef internal::FullPivHouseholderQRMatrixQReturnType<MatrixType> MatrixQReturnType;
+    typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
+    typedef Matrix<Index, 1,
+                   EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime,RowsAtCompileTime), RowMajor, 1,
+                   EIGEN_SIZE_MIN_PREFER_FIXED(MaxColsAtCompileTime,MaxRowsAtCompileTime)> IntDiagSizeVectorType;
+    typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
+    typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
+    typedef typename internal::plain_col_type<MatrixType>::type ColVectorType;
+
+    /** \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via FullPivHouseholderQR::compute(const MatrixType&).
+      */
+    FullPivHouseholderQR()
+      : m_qr(),
+        m_hCoeffs(),
+        m_rows_transpositions(),
+        m_cols_transpositions(),
+        m_cols_permutation(),
+        m_temp(),
+        m_isInitialized(false),
+        m_usePrescribedThreshold(false) {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa FullPivHouseholderQR()
+      */
+    FullPivHouseholderQR(Index rows, Index cols)
+      : m_qr(rows, cols),
+        m_hCoeffs((std::min)(rows,cols)),
+        m_rows_transpositions((std::min)(rows,cols)),
+        m_cols_transpositions((std::min)(rows,cols)),
+        m_cols_permutation(cols),
+        m_temp(cols),
+        m_isInitialized(false),
+        m_usePrescribedThreshold(false) {}
+
+    /** \brief Constructs a QR factorization from a given matrix
+      *
+      * This constructor computes the QR factorization of the matrix \a matrix by calling
+      * the method compute(). It is a short cut for:
+      * 
+      * \code
+      * FullPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
+      * qr.compute(matrix);
+      * \endcode
+      * 
+      * \sa compute()
+      */
+    FullPivHouseholderQR(const MatrixType& matrix)
+      : m_qr(matrix.rows(), matrix.cols()),
+        m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
+        m_rows_transpositions((std::min)(matrix.rows(), matrix.cols())),
+        m_cols_transpositions((std::min)(matrix.rows(), matrix.cols())),
+        m_cols_permutation(matrix.cols()),
+        m_temp(matrix.cols()),
+        m_isInitialized(false),
+        m_usePrescribedThreshold(false)
+    {
+      compute(matrix);
+    }
+
+    /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
+      * \c *this is the QR decomposition.
+      *
+      * \param b the right-hand-side of the equation to solve.
+      *
+      * \returns the exact or least-square solution if the rank is greater or equal to the number of columns of A,
+      * and an arbitrary solution otherwise.
+      *
+      * \note The case where b is a matrix is not yet implemented. Also, this
+      *       code is space inefficient.
+      *
+      * \note_about_checking_solutions
+      *
+      * \note_about_arbitrary_choice_of_solution
+      *
+      * Example: \include FullPivHouseholderQR_solve.cpp
+      * Output: \verbinclude FullPivHouseholderQR_solve.out
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<FullPivHouseholderQR, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return internal::solve_retval<FullPivHouseholderQR, Rhs>(*this, b.derived());
+    }
+
+    /** \returns Expression object representing the matrix Q
+      */
+    MatrixQReturnType matrixQ(void) const;
+
+    /** \returns a reference to the matrix where the Householder QR decomposition is stored
+      */
+    const MatrixType& matrixQR() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return m_qr;
+    }
+
+    FullPivHouseholderQR& compute(const MatrixType& matrix);
+
+    /** \returns a const reference to the column permutation matrix */
+    const PermutationType& colsPermutation() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return m_cols_permutation;
+    }
+
+    /** \returns a const reference to the vector of indices representing the rows transpositions */
+    const IntDiagSizeVectorType& rowsTranspositions() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return m_rows_transpositions;
+    }
+
+    /** \returns the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the QR decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      * One way to work around that is to use logAbsDeterminant() instead.
+      *
+      * \sa logAbsDeterminant(), MatrixBase::determinant()
+      */
+    typename MatrixType::RealScalar absDeterminant() const;
+
+    /** \returns the natural log of the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the QR decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \note This method is useful to work around the risk of overflow/underflow that's inherent
+      * to determinant computation.
+      *
+      * \sa absDeterminant(), MatrixBase::determinant()
+      */
+    typename MatrixType::RealScalar logAbsDeterminant() const;
+
+    /** \returns the rank of the matrix of which *this is the QR decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index rank() const
+    {
+      using std::abs;
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
+      Index result = 0;
+      for(Index i = 0; i < m_nonzero_pivots; ++i)
+        result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);
+      return result;
+    }
+
+    /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index dimensionOfKernel() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return cols() - rank();
+    }
+
+    /** \returns true if the matrix of which *this is the QR decomposition represents an injective
+      *          linear map, i.e. has trivial kernel; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInjective() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return rank() == cols();
+    }
+
+    /** \returns true if the matrix of which *this is the QR decomposition represents a surjective
+      *          linear map; false otherwise.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isSurjective() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return rank() == rows();
+    }
+
+    /** \returns true if the matrix of which *this is the QR decomposition is invertible.
+      *
+      * \note This method has to determine which pivots should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline bool isInvertible() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return isInjective() && isSurjective();
+    }
+
+    /** \returns the inverse of the matrix of which *this is the QR decomposition.
+      *
+      * \note If this matrix is not invertible, the returned matrix has undefined coefficients.
+      *       Use isInvertible() to first determine whether this matrix is invertible.
+      */    inline const
+    internal::solve_retval<FullPivHouseholderQR, typename MatrixType::IdentityReturnType>
+    inverse() const
+    {
+      eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+      return internal::solve_retval<FullPivHouseholderQR,typename MatrixType::IdentityReturnType>
+               (*this, MatrixType::Identity(m_qr.rows(), m_qr.cols()));
+    }
+
+    inline Index rows() const { return m_qr.rows(); }
+    inline Index cols() const { return m_qr.cols(); }
+    
+    /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
+      * 
+      * For advanced uses only.
+      */
+    const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
+
+    /** Allows to prescribe a threshold to be used by certain methods, such as rank(),
+      * who need to determine when pivots are to be considered nonzero. This is not used for the
+      * QR decomposition itself.
+      *
+      * When it needs to get the threshold value, Eigen calls threshold(). By default, this
+      * uses a formula to automatically determine a reasonable threshold.
+      * Once you have called the present method setThreshold(const RealScalar&),
+      * your value is used instead.
+      *
+      * \param threshold The new value to use as the threshold.
+      *
+      * A pivot will be considered nonzero if its absolute value is strictly greater than
+      *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
+      * where maxpivot is the biggest pivot.
+      *
+      * If you want to come back to the default behavior, call setThreshold(Default_t)
+      */
+    FullPivHouseholderQR& setThreshold(const RealScalar& threshold)
+    {
+      m_usePrescribedThreshold = true;
+      m_prescribedThreshold = threshold;
+      return *this;
+    }
+
+    /** Allows to come back to the default behavior, letting Eigen use its default formula for
+      * determining the threshold.
+      *
+      * You should pass the special object Eigen::Default as parameter here.
+      * \code qr.setThreshold(Eigen::Default); \endcode
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    FullPivHouseholderQR& setThreshold(Default_t)
+    {
+      m_usePrescribedThreshold = false;
+      return *this;
+    }
+
+    /** Returns the threshold that will be used by certain methods such as rank().
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    RealScalar threshold() const
+    {
+      eigen_assert(m_isInitialized || m_usePrescribedThreshold);
+      return m_usePrescribedThreshold ? m_prescribedThreshold
+      // this formula comes from experimenting (see "LU precision tuning" thread on the list)
+      // and turns out to be identical to Higham's formula used already in LDLt.
+                                      : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize());
+    }
+
+    /** \returns the number of nonzero pivots in the QR decomposition.
+      * Here nonzero is meant in the exact sense, not in a fuzzy sense.
+      * So that notion isn't really intrinsically interesting, but it is
+      * still useful when implementing algorithms.
+      *
+      * \sa rank()
+      */
+    inline Index nonzeroPivots() const
+    {
+      eigen_assert(m_isInitialized && "LU is not initialized.");
+      return m_nonzero_pivots;
+    }
+
+    /** \returns the absolute value of the biggest pivot, i.e. the biggest
+      *          diagonal coefficient of U.
+      */
+    RealScalar maxPivot() const { return m_maxpivot; }
+
+  protected:
+    MatrixType m_qr;
+    HCoeffsType m_hCoeffs;
+    IntDiagSizeVectorType m_rows_transpositions;
+    IntDiagSizeVectorType m_cols_transpositions;
+    PermutationType m_cols_permutation;
+    RowVectorType m_temp;
+    bool m_isInitialized, m_usePrescribedThreshold;
+    RealScalar m_prescribedThreshold, m_maxpivot;
+    Index m_nonzero_pivots;
+    RealScalar m_precision;
+    Index m_det_pq;
+};
+
+template<typename MatrixType>
+typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::absDeterminant() const
+{
+  using std::abs;
+  eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  return abs(m_qr.diagonal().prod());
+}
+
+template<typename MatrixType>
+typename MatrixType::RealScalar FullPivHouseholderQR<MatrixType>::logAbsDeterminant() const
+{
+  eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  return m_qr.diagonal().cwiseAbs().array().log().sum();
+}
+
+/** Performs the QR factorization of the given matrix \a matrix. The result of
+  * the factorization is stored into \c *this, and a reference to \c *this
+  * is returned.
+  *
+  * \sa class FullPivHouseholderQR, FullPivHouseholderQR(const MatrixType&)
+  */
+template<typename MatrixType>
+FullPivHouseholderQR<MatrixType>& FullPivHouseholderQR<MatrixType>::compute(const MatrixType& matrix)
+{
+  using std::abs;
+  Index rows = matrix.rows();
+  Index cols = matrix.cols();
+  Index size = (std::min)(rows,cols);
+
+  m_qr = matrix;
+  m_hCoeffs.resize(size);
+
+  m_temp.resize(cols);
+
+  m_precision = NumTraits<Scalar>::epsilon() * RealScalar(size);
+
+  m_rows_transpositions.resize(size);
+  m_cols_transpositions.resize(size);
+  Index number_of_transpositions = 0;
+
+  RealScalar biggest(0);
+
+  m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
+  m_maxpivot = RealScalar(0);
+
+  for (Index k = 0; k < size; ++k)
+  {
+    Index row_of_biggest_in_corner, col_of_biggest_in_corner;
+    RealScalar biggest_in_corner;
+
+    biggest_in_corner = m_qr.bottomRightCorner(rows-k, cols-k)
+                            .cwiseAbs()
+                            .maxCoeff(&row_of_biggest_in_corner, &col_of_biggest_in_corner);
+    row_of_biggest_in_corner += k;
+    col_of_biggest_in_corner += k;
+    if(k==0) biggest = biggest_in_corner;
+
+    // if the corner is negligible, then we have less than full rank, and we can finish early
+    if(internal::isMuchSmallerThan(biggest_in_corner, biggest, m_precision))
+    {
+      m_nonzero_pivots = k;
+      for(Index i = k; i < size; i++)
+      {
+        m_rows_transpositions.coeffRef(i) = i;
+        m_cols_transpositions.coeffRef(i) = i;
+        m_hCoeffs.coeffRef(i) = Scalar(0);
+      }
+      break;
+    }
+
+    m_rows_transpositions.coeffRef(k) = row_of_biggest_in_corner;
+    m_cols_transpositions.coeffRef(k) = col_of_biggest_in_corner;
+    if(k != row_of_biggest_in_corner) {
+      m_qr.row(k).tail(cols-k).swap(m_qr.row(row_of_biggest_in_corner).tail(cols-k));
+      ++number_of_transpositions;
+    }
+    if(k != col_of_biggest_in_corner) {
+      m_qr.col(k).swap(m_qr.col(col_of_biggest_in_corner));
+      ++number_of_transpositions;
+    }
+
+    RealScalar beta;
+    m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
+    m_qr.coeffRef(k,k) = beta;
+
+    // remember the maximum absolute value of diagonal coefficients
+    if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta);
+
+    m_qr.bottomRightCorner(rows-k, cols-k-1)
+        .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1));
+  }
+
+  m_cols_permutation.setIdentity(cols);
+  for(Index k = 0; k < size; ++k)
+    m_cols_permutation.applyTranspositionOnTheRight(k, m_cols_transpositions.coeff(k));
+
+  m_det_pq = (number_of_transpositions%2) ? -1 : 1;
+  m_isInitialized = true;
+
+  return *this;
+}
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<FullPivHouseholderQR<_MatrixType>, Rhs>
+  : solve_retval_base<FullPivHouseholderQR<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(FullPivHouseholderQR<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    const Index rows = dec().rows(), cols = dec().cols();
+    eigen_assert(rhs().rows() == rows);
+
+    // FIXME introduce nonzeroPivots() and use it here. and more generally,
+    // make the same improvements in this dec as in FullPivLU.
+    if(dec().rank()==0)
+    {
+      dst.setZero();
+      return;
+    }
+
+    typename Rhs::PlainObject c(rhs());
+
+    Matrix<Scalar,1,Rhs::ColsAtCompileTime> temp(rhs().cols());
+    for (Index k = 0; k < dec().rank(); ++k)
+    {
+      Index remainingSize = rows-k;
+      c.row(k).swap(c.row(dec().rowsTranspositions().coeff(k)));
+      c.bottomRightCorner(remainingSize, rhs().cols())
+       .applyHouseholderOnTheLeft(dec().matrixQR().col(k).tail(remainingSize-1),
+                                  dec().hCoeffs().coeff(k), &temp.coeffRef(0));
+    }
+
+    dec().matrixQR()
+       .topLeftCorner(dec().rank(), dec().rank())
+       .template triangularView<Upper>()
+       .solveInPlace(c.topRows(dec().rank()));
+
+    for(Index i = 0; i < dec().rank(); ++i) dst.row(dec().colsPermutation().indices().coeff(i)) = c.row(i);
+    for(Index i = dec().rank(); i < cols; ++i) dst.row(dec().colsPermutation().indices().coeff(i)).setZero();
+  }
+};
+
+/** \ingroup QR_Module
+  *
+  * \brief Expression type for return value of FullPivHouseholderQR::matrixQ()
+  *
+  * \tparam MatrixType type of underlying dense matrix
+  */
+template<typename MatrixType> struct FullPivHouseholderQRMatrixQReturnType
+  : public ReturnByValue<FullPivHouseholderQRMatrixQReturnType<MatrixType> >
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename FullPivHouseholderQR<MatrixType>::IntDiagSizeVectorType IntDiagSizeVectorType;
+  typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
+  typedef Matrix<typename MatrixType::Scalar, 1, MatrixType::RowsAtCompileTime, RowMajor, 1,
+                 MatrixType::MaxRowsAtCompileTime> WorkVectorType;
+
+  FullPivHouseholderQRMatrixQReturnType(const MatrixType&       qr,
+                                        const HCoeffsType&      hCoeffs,
+                                        const IntDiagSizeVectorType& rowsTranspositions)
+    : m_qr(qr),
+      m_hCoeffs(hCoeffs),
+      m_rowsTranspositions(rowsTranspositions)
+      {}
+
+  template <typename ResultType>
+  void evalTo(ResultType& result) const
+  {
+    const Index rows = m_qr.rows();
+    WorkVectorType workspace(rows);
+    evalTo(result, workspace);
+  }
+
+  template <typename ResultType>
+  void evalTo(ResultType& result, WorkVectorType& workspace) const
+  {
+    using numext::conj;
+    // compute the product H'_0 H'_1 ... H'_n-1,
+    // where H_k is the k-th Householder transformation I - h_k v_k v_k'
+    // and v_k is the k-th Householder vector [1,m_qr(k+1,k), m_qr(k+2,k), ...]
+    const Index rows = m_qr.rows();
+    const Index cols = m_qr.cols();
+    const Index size = (std::min)(rows, cols);
+    workspace.resize(rows);
+    result.setIdentity(rows, rows);
+    for (Index k = size-1; k >= 0; k--)
+    {
+      result.block(k, k, rows-k, rows-k)
+            .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), conj(m_hCoeffs.coeff(k)), &workspace.coeffRef(k));
+      result.row(k).swap(result.row(m_rowsTranspositions.coeff(k)));
+    }
+  }
+
+    Index rows() const { return m_qr.rows(); }
+    Index cols() const { return m_qr.rows(); }
+
+protected:
+  typename MatrixType::Nested m_qr;
+  typename HCoeffsType::Nested m_hCoeffs;
+  typename IntDiagSizeVectorType::Nested m_rowsTranspositions;
+};
+
+} // end namespace internal
+
+template<typename MatrixType>
+inline typename FullPivHouseholderQR<MatrixType>::MatrixQReturnType FullPivHouseholderQR<MatrixType>::matrixQ() const
+{
+  eigen_assert(m_isInitialized && "FullPivHouseholderQR is not initialized.");
+  return MatrixQReturnType(m_qr, m_hCoeffs, m_rows_transpositions);
+}
+
+#ifndef __CUDACC__
+/** \return the full-pivoting Householder QR decomposition of \c *this.
+  *
+  * \sa class FullPivHouseholderQR
+  */
+template<typename Derived>
+const FullPivHouseholderQR<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::fullPivHouseholderQr() const
+{
+  return FullPivHouseholderQR<PlainObject>(eval());
+}
+#endif // __CUDACC__
+
+} // end namespace Eigen
+
+#endif // EIGEN_FULLPIVOTINGHOUSEHOLDERQR_H
diff --git a/third_party/eigen3/Eigen/src/QR/HouseholderQR.h b/third_party/eigen3/Eigen/src/QR/HouseholderQR.h
new file mode 100644
index 0000000000..352dbf3f0e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/QR/HouseholderQR.h
@@ -0,0 +1,382 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2010 Vincent Lejeune
+//
+// 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_QR_H
+#define EIGEN_QR_H
+
+namespace Eigen { 
+
+/** \ingroup QR_Module
+  *
+  *
+  * \class HouseholderQR
+  *
+  * \brief Householder QR decomposition of a matrix
+  *
+  * \param MatrixType the type of the matrix of which we are computing the QR decomposition
+  *
+  * This class performs a QR decomposition of a matrix \b A into matrices \b Q and \b R
+  * such that 
+  * \f[
+  *  \mathbf{A} = \mathbf{Q} \, \mathbf{R}
+  * \f]
+  * by using Householder transformations. Here, \b Q a unitary matrix and \b R an upper triangular matrix.
+  * The result is stored in a compact way compatible with LAPACK.
+  *
+  * Note that no pivoting is performed. This is \b not a rank-revealing decomposition.
+  * If you want that feature, use FullPivHouseholderQR or ColPivHouseholderQR instead.
+  *
+  * This Householder QR decomposition is faster, but less numerically stable and less feature-full than
+  * FullPivHouseholderQR or ColPivHouseholderQR.
+  *
+  * \sa MatrixBase::householderQr()
+  */
+template<typename _MatrixType> class HouseholderQR
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, (MatrixType::Flags&RowMajorBit) ? RowMajor : ColMajor, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType;
+    typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
+    typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
+    typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType;
+
+    /**
+      * \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via HouseholderQR::compute(const MatrixType&).
+      */
+    HouseholderQR() : m_qr(), m_hCoeffs(), m_temp(), m_isInitialized(false) {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa HouseholderQR()
+      */
+    HouseholderQR(Index rows, Index cols)
+      : m_qr(rows, cols),
+        m_hCoeffs((std::min)(rows,cols)),
+        m_temp(cols),
+        m_isInitialized(false) {}
+
+    /** \brief Constructs a QR factorization from a given matrix
+      *
+      * This constructor computes the QR factorization of the matrix \a matrix by calling
+      * the method compute(). It is a short cut for:
+      * 
+      * \code
+      * HouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
+      * qr.compute(matrix);
+      * \endcode
+      * 
+      * \sa compute()
+      */
+    HouseholderQR(const MatrixType& matrix)
+      : m_qr(matrix.rows(), matrix.cols()),
+        m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
+        m_temp(matrix.cols()),
+        m_isInitialized(false)
+    {
+      compute(matrix);
+    }
+
+    /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
+      * *this is the QR decomposition, if any exists.
+      *
+      * \param b the right-hand-side of the equation to solve.
+      *
+      * \returns a solution.
+      *
+      * \note The case where b is a matrix is not yet implemented. Also, this
+      *       code is space inefficient.
+      *
+      * \note_about_checking_solutions
+      *
+      * \note_about_arbitrary_choice_of_solution
+      *
+      * Example: \include HouseholderQR_solve.cpp
+      * Output: \verbinclude HouseholderQR_solve.out
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<HouseholderQR, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+      return internal::solve_retval<HouseholderQR, Rhs>(*this, b.derived());
+    }
+
+    /** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.
+      *
+      * The returned expression can directly be used to perform matrix products. It can also be assigned to a dense Matrix object.
+      * Here is an example showing how to recover the full or thin matrix Q, as well as how to perform matrix products using operator*:
+      *
+      * Example: \include HouseholderQR_householderQ.cpp
+      * Output: \verbinclude HouseholderQR_householderQ.out
+      */
+    HouseholderSequenceType householderQ() const
+    {
+      eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+      return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
+    }
+
+    /** \returns a reference to the matrix where the Householder QR decomposition is stored
+      * in a LAPACK-compatible way.
+      */
+    const MatrixType& matrixQR() const
+    {
+        eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+        return m_qr;
+    }
+
+    HouseholderQR& compute(const MatrixType& matrix);
+
+    /** \returns the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the QR decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      * One way to work around that is to use logAbsDeterminant() instead.
+      *
+      * \sa logAbsDeterminant(), MatrixBase::determinant()
+      */
+    typename MatrixType::RealScalar absDeterminant() const;
+
+    /** \returns the natural log of the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the QR decomposition has already been computed.
+      *
+      * \note This is only for square matrices.
+      *
+      * \note This method is useful to work around the risk of overflow/underflow that's inherent
+      * to determinant computation.
+      *
+      * \sa absDeterminant(), MatrixBase::determinant()
+      */
+    typename MatrixType::RealScalar logAbsDeterminant() const;
+
+    inline Index rows() const { return m_qr.rows(); }
+    inline Index cols() const { return m_qr.cols(); }
+    
+    /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
+      * 
+      * For advanced uses only.
+      */
+    const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
+
+  protected:
+    MatrixType m_qr;
+    HCoeffsType m_hCoeffs;
+    RowVectorType m_temp;
+    bool m_isInitialized;
+};
+
+template<typename MatrixType>
+typename MatrixType::RealScalar HouseholderQR<MatrixType>::absDeterminant() const
+{
+  using std::abs;
+  eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  return abs(m_qr.diagonal().prod());
+}
+
+template<typename MatrixType>
+typename MatrixType::RealScalar HouseholderQR<MatrixType>::logAbsDeterminant() const
+{
+  eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  return m_qr.diagonal().cwiseAbs().array().log().sum();
+}
+
+namespace internal {
+
+/** \internal */
+template<typename MatrixQR, typename HCoeffs>
+void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename MatrixQR::Scalar* tempData = 0)
+{
+  typedef typename MatrixQR::Index Index;
+  typedef typename MatrixQR::Scalar Scalar;
+  typedef typename MatrixQR::RealScalar RealScalar;
+  Index rows = mat.rows();
+  Index cols = mat.cols();
+  Index size = (std::min)(rows,cols);
+
+  eigen_assert(hCoeffs.size() == size);
+
+  typedef Matrix<Scalar,MatrixQR::ColsAtCompileTime,1> TempType;
+  TempType tempVector;
+  if(tempData==0)
+  {
+    tempVector.resize(cols);
+    tempData = tempVector.data();
+  }
+
+  for(Index k = 0; k < size; ++k)
+  {
+    Index remainingRows = rows - k;
+    Index remainingCols = cols - k - 1;
+
+    RealScalar beta;
+    mat.col(k).tail(remainingRows).makeHouseholderInPlace(hCoeffs.coeffRef(k), beta);
+    mat.coeffRef(k,k) = beta;
+
+    // apply H to remaining part of m_qr from the left
+    mat.bottomRightCorner(remainingRows, remainingCols)
+        .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), hCoeffs.coeffRef(k), tempData+k+1);
+  }
+}
+
+/** \internal */
+template<typename MatrixQR, typename HCoeffs,
+  typename MatrixQRScalar = typename MatrixQR::Scalar,
+  bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)>
+struct householder_qr_inplace_blocked
+{
+  // This is specialized for MKL-supported Scalar types in HouseholderQR_MKL.h
+  static void run(MatrixQR& mat, HCoeffs& hCoeffs,
+      typename MatrixQR::Index maxBlockSize=32,
+      typename MatrixQR::Scalar* tempData = 0)
+  {
+    typedef typename MatrixQR::Index Index;
+    typedef typename MatrixQR::Scalar Scalar;
+    typedef Block<MatrixQR,Dynamic,Dynamic> BlockType;
+
+    Index rows = mat.rows();
+    Index cols = mat.cols();
+    Index size = (std::min)(rows, cols);
+
+    typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType;
+    TempType tempVector;
+    if(tempData==0)
+    {
+      tempVector.resize(cols);
+      tempData = tempVector.data();
+    }
+
+    Index blockSize = (std::min)(maxBlockSize,size);
+
+    Index k = 0;
+    for (k = 0; k < size; k += blockSize)
+    {
+      Index bs = (std::min)(size-k,blockSize);  // actual size of the block
+      Index tcols = cols - k - bs;            // trailing columns
+      Index brows = rows-k;                   // rows of the block
+
+      // partition the matrix:
+      //        A00 | A01 | A02
+      // mat  = A10 | A11 | A12
+      //        A20 | A21 | A22
+      // and performs the qr dec of [A11^T A12^T]^T
+      // and update [A21^T A22^T]^T using level 3 operations.
+      // Finally, the algorithm continue on A22
+
+      BlockType A11_21 = mat.block(k,k,brows,bs);
+      Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs);
+
+      householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData);
+
+      if(tcols)
+      {
+        BlockType A21_22 = mat.block(k,k+bs,brows,tcols);
+        apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment.adjoint());
+      }
+    }
+  }
+};
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<HouseholderQR<_MatrixType>, Rhs>
+  : solve_retval_base<HouseholderQR<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(HouseholderQR<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    const Index rows = dec().rows(), cols = dec().cols();
+    const Index rank = (std::min)(rows, cols);
+    eigen_assert(rhs().rows() == rows);
+
+    typename Rhs::PlainObject c(rhs());
+
+    // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
+    c.applyOnTheLeft(householderSequence(
+      dec().matrixQR().leftCols(rank),
+      dec().hCoeffs().head(rank)).transpose()
+    );
+
+    dec().matrixQR()
+       .topLeftCorner(rank, rank)
+       .template triangularView<Upper>()
+       .solveInPlace(c.topRows(rank));
+
+    dst.topRows(rank) = c.topRows(rank);
+    dst.bottomRows(cols-rank).setZero();
+  }
+};
+
+} // end namespace internal
+
+/** Performs the QR factorization of the given matrix \a matrix. The result of
+  * the factorization is stored into \c *this, and a reference to \c *this
+  * is returned.
+  *
+  * \sa class HouseholderQR, HouseholderQR(const MatrixType&)
+  */
+template<typename MatrixType>
+HouseholderQR<MatrixType>& HouseholderQR<MatrixType>::compute(const MatrixType& matrix)
+{
+  Index rows = matrix.rows();
+  Index cols = matrix.cols();
+  Index size = (std::min)(rows,cols);
+
+  m_qr = matrix;
+  m_hCoeffs.resize(size);
+
+  m_temp.resize(cols);
+
+  internal::householder_qr_inplace_blocked<MatrixType, HCoeffsType>::run(m_qr, m_hCoeffs, 48, m_temp.data());
+
+  m_isInitialized = true;
+  return *this;
+}
+
+#ifndef __CUDACC__
+/** \return the Householder QR decomposition of \c *this.
+  *
+  * \sa class HouseholderQR
+  */
+template<typename Derived>
+const HouseholderQR<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::householderQr() const
+{
+  return HouseholderQR<PlainObject>(eval());
+}
+#endif // __CUDACC__
+
+} // end namespace Eigen
+
+#endif // EIGEN_QR_H
diff --git a/third_party/eigen3/Eigen/src/QR/HouseholderQR_MKL.h b/third_party/eigen3/Eigen/src/QR/HouseholderQR_MKL.h
new file mode 100644
index 0000000000..8a3a7e4063
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/QR/HouseholderQR_MKL.h
@@ -0,0 +1,71 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Householder QR decomposition of a matrix w/o pivoting based on
+ *    LAPACKE_?geqrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_QR_MKL_H
+#define EIGEN_QR_MKL_H
+
+#include "../Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_QR_NOPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<typename MatrixQR, typename HCoeffs> \
+struct householder_qr_inplace_blocked<MatrixQR, HCoeffs, EIGTYPE, true> \
+{ \
+  static void run(MatrixQR& mat, HCoeffs& hCoeffs, \
+      typename MatrixQR::Index = 32, \
+      typename MatrixQR::Scalar* = 0) \
+  { \
+    lapack_int m = (lapack_int) mat.rows(); \
+    lapack_int n = (lapack_int) mat.cols(); \
+    lapack_int lda = (lapack_int) mat.outerStride(); \
+    lapack_int matrix_order = (MatrixQR::IsRowMajor) ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    LAPACKE_##MKLPREFIX##geqrf( matrix_order, m, n, (MKLTYPE*)mat.data(), lda, (MKLTYPE*)hCoeffs.data()); \
+    hCoeffs.adjointInPlace(); \
+  } \
+};
+
+EIGEN_MKL_QR_NOPIV(double, double, d)
+EIGEN_MKL_QR_NOPIV(float, float, s)
+EIGEN_MKL_QR_NOPIV(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_QR_NOPIV(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_QR_MKL_H
diff --git a/third_party/eigen3/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h b/third_party/eigen3/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
new file mode 100644
index 0000000000..a2cc2a9e26
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
@@ -0,0 +1,314 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@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_SUITESPARSEQRSUPPORT_H
+#define EIGEN_SUITESPARSEQRSUPPORT_H
+
+namespace Eigen {
+  
+  template<typename MatrixType> class SPQR; 
+  template<typename SPQRType> struct SPQRMatrixQReturnType; 
+  template<typename SPQRType> struct SPQRMatrixQTransposeReturnType; 
+  template <typename SPQRType, typename Derived> struct SPQR_QProduct;
+  namespace internal {
+    template <typename SPQRType> struct traits<SPQRMatrixQReturnType<SPQRType> >
+    {
+      typedef typename SPQRType::MatrixType ReturnType;
+    };
+    template <typename SPQRType> struct traits<SPQRMatrixQTransposeReturnType<SPQRType> >
+    {
+      typedef typename SPQRType::MatrixType ReturnType;
+    };
+    template <typename SPQRType, typename Derived> struct traits<SPQR_QProduct<SPQRType, Derived> >
+    {
+      typedef typename Derived::PlainObject ReturnType;
+    };
+  } // End namespace internal
+  
+/**
+ * \ingroup SPQRSupport_Module
+ * \class SPQR
+ * \brief Sparse QR factorization based on SuiteSparseQR library
+ * 
+ * This class is used to perform a multithreaded and multifrontal rank-revealing QR decomposition 
+ * of sparse matrices. The result is then used to solve linear leasts_square systems.
+ * Clearly, a QR factorization is returned such that A*P = Q*R where :
+ * 
+ * P is the column permutation. Use colsPermutation() to get it.
+ * 
+ * Q is the orthogonal matrix represented as Householder reflectors. 
+ * Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose.
+ * You can then apply it to a vector.
+ * 
+ * R is the sparse triangular factor. Use matrixQR() to get it as SparseMatrix.
+ * NOTE : The Index type of R is always UF_long. You can get it with SPQR::Index
+ * 
+ * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
+ * NOTE 
+ * 
+ */
+template<typename _MatrixType>
+class SPQR
+{
+  public:
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef UF_long Index ; 
+    typedef SparseMatrix<Scalar, ColMajor, Index> MatrixType;
+    typedef PermutationMatrix<Dynamic, Dynamic> PermutationType;
+  public:
+    SPQR() 
+      : m_isInitialized(false),
+      m_ordering(SPQR_ORDERING_DEFAULT),
+      m_allow_tol(SPQR_DEFAULT_TOL),
+      m_tolerance (NumTraits<Scalar>::epsilon())
+    { 
+      cholmod_l_start(&m_cc);
+    }
+    
+    SPQR(const _MatrixType& matrix) 
+    : m_isInitialized(false),
+      m_ordering(SPQR_ORDERING_DEFAULT),
+      m_allow_tol(SPQR_DEFAULT_TOL),
+      m_tolerance (NumTraits<Scalar>::epsilon())
+    {
+      cholmod_l_start(&m_cc);
+      compute(matrix);
+    }
+    
+    ~SPQR()
+    {
+      SPQR_free();
+      cholmod_l_finish(&m_cc);
+    }
+    void SPQR_free()
+    {
+      cholmod_l_free_sparse(&m_H, &m_cc);
+      cholmod_l_free_sparse(&m_cR, &m_cc);
+      cholmod_l_free_dense(&m_HTau, &m_cc);
+      std::free(m_E);
+      std::free(m_HPinv);
+    }
+
+    void compute(const _MatrixType& matrix)
+    {
+      if(m_isInitialized) SPQR_free();
+
+      MatrixType mat(matrix);
+      cholmod_sparse A; 
+      A = viewAsCholmod(mat);
+      Index col = matrix.cols();
+      m_rank = SuiteSparseQR<Scalar>(m_ordering, m_tolerance, col, &A, 
+                             &m_cR, &m_E, &m_H, &m_HPinv, &m_HTau, &m_cc);
+
+      if (!m_cR)
+      {
+        m_info = NumericalIssue; 
+        m_isInitialized = false;
+        return;
+      }
+      m_info = Success;
+      m_isInitialized = true;
+      m_isRUpToDate = false;
+    }
+    /** 
+     * Get the number of rows of the input matrix and the Q matrix
+     */
+    inline Index rows() const {return m_H->nrow; }
+    
+    /** 
+     * Get the number of columns of the input matrix. 
+     */
+    inline Index cols() const { return m_cR->ncol; }
+   
+      /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<SPQR, Rhs> solve(const MatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
+      eigen_assert(this->rows()==B.rows()
+                    && "SPQR::solve(): invalid number of rows of the right hand side matrix B");
+          return internal::solve_retval<SPQR, Rhs>(*this, B.derived());
+    }
+    
+    template<typename Rhs, typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
+      eigen_assert(b.cols()==1 && "This method is for vectors only");
+      
+      //Compute Q^T * b
+      typename Dest::PlainObject y;
+      y = matrixQ().transpose() * b;
+        // Solves with the triangular matrix R
+      Index rk = this->rank();
+      y.topRows(rk) = this->matrixR().topLeftCorner(rk, rk).template triangularView<Upper>().solve(y.topRows(rk));
+      y.bottomRows(cols()-rk).setZero();
+      // Apply the column permutation 
+      dest.topRows(cols()) = colsPermutation() * y.topRows(cols());
+      
+      m_info = Success;
+    }
+    
+    /** \returns the sparse triangular factor R. It is a sparse matrix
+     */
+    const MatrixType matrixR() const
+    {
+      eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
+      if(!m_isRUpToDate) {
+        m_R = viewAsEigen<Scalar,ColMajor, typename MatrixType::Index>(*m_cR);
+        m_isRUpToDate = true;
+      }
+      return m_R;
+    }
+    /// Get an expression of the matrix Q
+    SPQRMatrixQReturnType<SPQR> matrixQ() const
+    {
+      return SPQRMatrixQReturnType<SPQR>(*this);
+    }
+    /// Get the permutation that was applied to columns of A
+    PermutationType colsPermutation() const
+    { 
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      Index n = m_cR->ncol;
+      PermutationType colsPerm(n);
+      for(Index j = 0; j <n; j++) colsPerm.indices()(j) = m_E[j];
+      return colsPerm; 
+      
+    }
+    /**
+     * Gets the rank of the matrix. 
+     * It should be equal to matrixQR().cols if the matrix is full-rank
+     */
+    Index rank() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_cc.SPQR_istat[4];
+    }
+    /// Set the fill-reducing ordering method to be used
+    void setSPQROrdering(int ord) { m_ordering = ord;}
+    /// Set the tolerance tol to treat columns with 2-norm < =tol as zero
+    void setPivotThreshold(const RealScalar& tol) { m_tolerance = tol; }
+    
+    /** \returns a pointer to the SPQR workspace */
+    cholmod_common *cholmodCommon() const { return &m_cc; }
+    
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the sparse QR can not be computed
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+  protected:
+    bool m_isInitialized;
+    bool m_analysisIsOk;
+    bool m_factorizationIsOk;
+    mutable bool m_isRUpToDate;
+    mutable ComputationInfo m_info;
+    int m_ordering; // Ordering method to use, see SPQR's manual
+    int m_allow_tol; // Allow to use some tolerance during numerical factorization.
+    RealScalar m_tolerance; // treat columns with 2-norm below this tolerance as zero
+    mutable cholmod_sparse *m_cR; // The sparse R factor in cholmod format
+    mutable MatrixType m_R; // The sparse matrix R in Eigen format
+    mutable Index *m_E; // The permutation applied to columns
+    mutable cholmod_sparse *m_H;  //The householder vectors
+    mutable Index *m_HPinv; // The row permutation of H
+    mutable cholmod_dense *m_HTau; // The Householder coefficients
+    mutable Index m_rank; // The rank of the matrix
+    mutable cholmod_common m_cc; // Workspace and parameters
+    template<typename ,typename > friend struct SPQR_QProduct;
+};
+
+template <typename SPQRType, typename Derived>
+struct SPQR_QProduct : ReturnByValue<SPQR_QProduct<SPQRType,Derived> >
+{
+  typedef typename SPQRType::Scalar Scalar;
+  typedef typename SPQRType::Index Index;
+  //Define the constructor to get reference to argument types
+  SPQR_QProduct(const SPQRType& spqr, const Derived& other, bool transpose) : m_spqr(spqr),m_other(other),m_transpose(transpose) {}
+  
+  inline Index rows() const { return m_transpose ? m_spqr.rows() : m_spqr.cols(); }
+  inline Index cols() const { return m_other.cols(); }
+  // Assign to a vector
+  template<typename ResType>
+  void evalTo(ResType& res) const
+  {
+    cholmod_dense y_cd;
+    cholmod_dense *x_cd; 
+    int method = m_transpose ? SPQR_QTX : SPQR_QX; 
+    cholmod_common *cc = m_spqr.cholmodCommon();
+    y_cd = viewAsCholmod(m_other.const_cast_derived());
+    x_cd = SuiteSparseQR_qmult<Scalar>(method, m_spqr.m_H, m_spqr.m_HTau, m_spqr.m_HPinv, &y_cd, cc);
+    res = Matrix<Scalar,ResType::RowsAtCompileTime,ResType::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x), x_cd->nrow, x_cd->ncol);
+    cholmod_l_free_dense(&x_cd, cc);
+  }
+  const SPQRType& m_spqr; 
+  const Derived& m_other; 
+  bool m_transpose; 
+  
+};
+template<typename SPQRType>
+struct SPQRMatrixQReturnType{
+  
+  SPQRMatrixQReturnType(const SPQRType& spqr) : m_spqr(spqr) {}
+  template<typename Derived>
+  SPQR_QProduct<SPQRType, Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SPQR_QProduct<SPQRType,Derived>(m_spqr,other.derived(),false);
+  }
+  SPQRMatrixQTransposeReturnType<SPQRType> adjoint() const
+  {
+    return SPQRMatrixQTransposeReturnType<SPQRType>(m_spqr);
+  }
+  // To use for operations with the transpose of Q
+  SPQRMatrixQTransposeReturnType<SPQRType> transpose() const
+  {
+    return SPQRMatrixQTransposeReturnType<SPQRType>(m_spqr);
+  }
+  const SPQRType& m_spqr;
+};
+
+template<typename SPQRType>
+struct SPQRMatrixQTransposeReturnType{
+  SPQRMatrixQTransposeReturnType(const SPQRType& spqr) : m_spqr(spqr) {}
+  template<typename Derived>
+  SPQR_QProduct<SPQRType,Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SPQR_QProduct<SPQRType,Derived>(m_spqr,other.derived(), true);
+  }
+  const SPQRType& m_spqr;
+};
+
+namespace internal {
+  
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<SPQR<_MatrixType>, Rhs>
+  : solve_retval_base<SPQR<_MatrixType>, Rhs>
+{
+  typedef SPQR<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+}// End namespace Eigen
+#endif
diff --git a/third_party/eigen3/Eigen/src/SVD/JacobiSVD.h b/third_party/eigen3/Eigen/src/SVD/JacobiSVD.h
new file mode 100644
index 0000000000..d17d3a667d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SVD/JacobiSVD.h
@@ -0,0 +1,960 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_JACOBISVD_H
+#define EIGEN_JACOBISVD_H
+
+namespace Eigen { 
+
+namespace internal {
+// forward declaration (needed by ICC)
+// the empty body is required by MSVC
+template<typename MatrixType, int QRPreconditioner,
+         bool IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex>
+struct svd_precondition_2x2_block_to_be_real {};
+
+/*** QR preconditioners (R-SVD)
+ ***
+ *** Their role is to reduce the problem of computing the SVD to the case of a square matrix.
+ *** This approach, known as R-SVD, is an optimization for rectangular-enough matrices, and is a requirement for
+ *** JacobiSVD which by itself is only able to work on square matrices.
+ ***/
+
+enum { PreconditionIfMoreColsThanRows, PreconditionIfMoreRowsThanCols };
+
+template<typename MatrixType, int QRPreconditioner, int Case>
+struct qr_preconditioner_should_do_anything
+{
+  enum { a = MatrixType::RowsAtCompileTime != Dynamic &&
+             MatrixType::ColsAtCompileTime != Dynamic &&
+             MatrixType::ColsAtCompileTime <= MatrixType::RowsAtCompileTime,
+         b = MatrixType::RowsAtCompileTime != Dynamic &&
+             MatrixType::ColsAtCompileTime != Dynamic &&
+             MatrixType::RowsAtCompileTime <= MatrixType::ColsAtCompileTime,
+         ret = !( (QRPreconditioner == NoQRPreconditioner) ||
+                  (Case == PreconditionIfMoreColsThanRows && bool(a)) ||
+                  (Case == PreconditionIfMoreRowsThanCols && bool(b)) )
+  };
+};
+
+template<typename MatrixType, int QRPreconditioner, int Case,
+         bool DoAnything = qr_preconditioner_should_do_anything<MatrixType, QRPreconditioner, Case>::ret
+> struct qr_preconditioner_impl {};
+
+template<typename MatrixType, int QRPreconditioner, int Case>
+class qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  void allocate(const JacobiSVD<MatrixType, QRPreconditioner>&) {}
+  bool run(JacobiSVD<MatrixType, QRPreconditioner>&, const MatrixType&)
+  {
+    return false;
+  }
+};
+
+/*** preconditioner using FullPivHouseholderQR ***/
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
+  };
+  typedef Matrix<Scalar, 1, RowsAtCompileTime, RowMajor, 1, MaxRowsAtCompileTime> WorkspaceType;
+
+  void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.rows(), svd.cols());
+    }
+    if (svd.m_computeFullU) m_workspace.resize(svd.rows());
+  }
+
+  bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.rows() > matrix.cols())
+    {
+      m_qr.compute(matrix);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
+      if(svd.m_computeFullU) m_qr.matrixQ().evalTo(svd.m_matrixU, m_workspace);
+      if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
+      return true;
+    }
+    return false;
+  }
+private:
+  typedef FullPivHouseholderQR<MatrixType> QRType;
+  QRType m_qr;
+  WorkspaceType m_workspace;
+};
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    Options = MatrixType::Options
+  };
+  typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
+          TransposeTypeWithSameStorageOrder;
+
+  void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.cols(), svd.rows());
+    }
+    m_adjoint.resize(svd.cols(), svd.rows());
+    if (svd.m_computeFullV) m_workspace.resize(svd.cols());
+  }
+
+  bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.cols() > matrix.rows())
+    {
+      m_adjoint = matrix.adjoint();
+      m_qr.compute(m_adjoint);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
+      if(svd.m_computeFullV) m_qr.matrixQ().evalTo(svd.m_matrixV, m_workspace);
+      if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
+      return true;
+    }
+    else return false;
+  }
+private:
+  typedef FullPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
+  QRType m_qr;
+  TransposeTypeWithSameStorageOrder m_adjoint;
+  typename internal::plain_row_type<MatrixType>::type m_workspace;
+};
+
+/*** preconditioner using ColPivHouseholderQR ***/
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+
+  void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.rows(), svd.cols());
+    }
+    if (svd.m_computeFullU) m_workspace.resize(svd.rows());
+    else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
+  }
+
+  bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.rows() > matrix.cols())
+    {
+      m_qr.compute(matrix);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
+      if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
+      else if(svd.m_computeThinU)
+      {
+        svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
+      }
+      if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
+      return true;
+    }
+    return false;
+  }
+
+private:
+  typedef ColPivHouseholderQR<MatrixType> QRType;
+  QRType m_qr;
+  typename internal::plain_col_type<MatrixType>::type m_workspace;
+};
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    Options = MatrixType::Options
+  };
+
+  typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
+          TransposeTypeWithSameStorageOrder;
+
+  void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.cols(), svd.rows());
+    }
+    if (svd.m_computeFullV) m_workspace.resize(svd.cols());
+    else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
+    m_adjoint.resize(svd.cols(), svd.rows());
+  }
+
+  bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.cols() > matrix.rows())
+    {
+      m_adjoint = matrix.adjoint();
+      m_qr.compute(m_adjoint);
+
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
+      if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
+      else if(svd.m_computeThinV)
+      {
+        svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
+      }
+      if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
+      return true;
+    }
+    else return false;
+  }
+
+private:
+  typedef ColPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
+  QRType m_qr;
+  TransposeTypeWithSameStorageOrder m_adjoint;
+  typename internal::plain_row_type<MatrixType>::type m_workspace;
+};
+
+/*** preconditioner using HouseholderQR ***/
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+
+  void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
+  {
+    if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.rows(), svd.cols());
+    }
+    if (svd.m_computeFullU) m_workspace.resize(svd.rows());
+    else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
+  }
+
+  bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.rows() > matrix.cols())
+    {
+      m_qr.compute(matrix);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
+      if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
+      else if(svd.m_computeThinU)
+      {
+        svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
+      }
+      if(svd.computeV()) svd.m_matrixV.setIdentity(matrix.cols(), matrix.cols());
+      return true;
+    }
+    return false;
+  }
+private:
+  typedef HouseholderQR<MatrixType> QRType;
+  QRType m_qr;
+  typename internal::plain_col_type<MatrixType>::type m_workspace;
+};
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    Options = MatrixType::Options
+  };
+
+  typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
+          TransposeTypeWithSameStorageOrder;
+
+  void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
+  {
+    if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.cols(), svd.rows());
+    }
+    if (svd.m_computeFullV) m_workspace.resize(svd.cols());
+    else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
+    m_adjoint.resize(svd.cols(), svd.rows());
+  }
+
+  bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.cols() > matrix.rows())
+    {
+      m_adjoint = matrix.adjoint();
+      m_qr.compute(m_adjoint);
+
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
+      if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
+      else if(svd.m_computeThinV)
+      {
+        svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
+      }
+      if(svd.computeU()) svd.m_matrixU.setIdentity(matrix.rows(), matrix.rows());
+      return true;
+    }
+    else return false;
+  }
+
+private:
+  typedef HouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
+  QRType m_qr;
+  TransposeTypeWithSameStorageOrder m_adjoint;
+  typename internal::plain_row_type<MatrixType>::type m_workspace;
+};
+
+/*** 2x2 SVD implementation
+ ***
+ *** JacobiSVD consists in performing a series of 2x2 SVD subproblems
+ ***/
+
+template<typename MatrixType, int QRPreconditioner>
+struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, false>
+{
+  typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
+  typedef typename SVD::Index Index;
+  static void run(typename SVD::WorkMatrixType&, SVD&, Index, Index) {}
+};
+
+template<typename MatrixType, int QRPreconditioner>
+struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
+{
+  typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename SVD::Index Index;
+  static void run(typename SVD::WorkMatrixType& work_matrix, SVD& svd, Index p, Index q)
+  {
+    using std::sqrt;
+    Scalar z;
+    JacobiRotation<Scalar> rot;
+    RealScalar n = sqrt(numext::abs2(work_matrix.coeff(p,p)) + numext::abs2(work_matrix.coeff(q,p)));
+    if(n==0)
+    {
+      z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
+      work_matrix.row(p) *= z;
+      if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
+      if(work_matrix.coeff(q,q)!=Scalar(0))
+        z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
+      else
+        z = Scalar(0);
+      work_matrix.row(q) *= z;
+      if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
+    }
+    else
+    {
+      rot.c() = conj(work_matrix.coeff(p,p)) / n;
+      rot.s() = work_matrix.coeff(q,p) / n;
+      work_matrix.applyOnTheLeft(p,q,rot);
+      if(svd.computeU()) svd.m_matrixU.applyOnTheRight(p,q,rot.adjoint());
+      if(work_matrix.coeff(p,q) != Scalar(0))
+      {
+        Scalar z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
+        work_matrix.col(q) *= z;
+        if(svd.computeV()) svd.m_matrixV.col(q) *= z;
+      }
+      if(work_matrix.coeff(q,q) != Scalar(0))
+      {
+        z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
+        work_matrix.row(q) *= z;
+        if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
+      }
+    }
+  }
+};
+
+template<typename MatrixType, typename RealScalar, typename Index>
+void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
+                         JacobiRotation<RealScalar> *j_left,
+                         JacobiRotation<RealScalar> *j_right)
+{
+  using std::sqrt;
+  using std::abs;
+  Matrix<RealScalar,2,2> m;
+  m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
+       numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
+  JacobiRotation<RealScalar> rot1;
+  RealScalar t = m.coeff(0,0) + m.coeff(1,1);
+  RealScalar d = m.coeff(1,0) - m.coeff(0,1);
+  if(t == RealScalar(0))
+  {
+    rot1.c() = RealScalar(0);
+    rot1.s() = d > RealScalar(0) ? RealScalar(1) : RealScalar(-1);
+  }
+  else
+  {
+    RealScalar t2d2 = numext::hypot(t,d);
+    rot1.c() = abs(t)/t2d2;
+    rot1.s() = d/t2d2;
+    if(t<RealScalar(0))
+      rot1.s() = -rot1.s();
+  }
+  m.applyOnTheLeft(0,1,rot1);
+  j_right->makeJacobi(m,0,1);
+  *j_left  = rot1 * j_right->transpose();
+}
+
+} // end namespace internal
+
+/** \ingroup SVD_Module
+  *
+  *
+  * \class JacobiSVD
+  *
+  * \brief Two-sided Jacobi SVD decomposition of a rectangular matrix
+  *
+  * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
+  * \param QRPreconditioner this optional parameter allows to specify the type of QR decomposition that will be used internally
+  *                        for the R-SVD step for non-square matrices. See discussion of possible values below.
+  *
+  * SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
+  *   \f[ A = U S V^* \f]
+  * where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
+  * the diagonal entries of S are known as the \em singular \em values of \a A and the columns of \a U and \a V are known as the left
+  * and right \em singular \em vectors of \a A respectively.
+  *
+  * Singular values are always sorted in decreasing order.
+  *
+  * This JacobiSVD decomposition computes only the singular values by default. If you want \a U or \a V, you need to ask for them explicitly.
+  *
+  * You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p matrix, letting \a m be the
+  * smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual
+  * singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix,
+  * and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving.
+  *
+  * Here's an example demonstrating basic usage:
+  * \include JacobiSVD_basic.cpp
+  * Output: \verbinclude JacobiSVD_basic.out
+  *
+  * This JacobiSVD class is a two-sided Jacobi R-SVD decomposition, ensuring optimal reliability and accuracy. The downside is that it's slower than
+  * bidiagonalizing SVD algorithms for large square matrices; however its complexity is still \f$ O(n^2p) \f$ where \a n is the smaller dimension and
+  * \a p is the greater dimension, meaning that it is still of the same order of complexity as the faster bidiagonalizing R-SVD algorithms.
+  * In particular, like any R-SVD, it takes advantage of non-squareness in that its complexity is only linear in the greater dimension.
+  *
+  * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to
+  * terminate in finite (and reasonable) time.
+  *
+  * The possible values for QRPreconditioner are:
+  * \li ColPivHouseholderQRPreconditioner is the default. In practice it's very safe. It uses column-pivoting QR.
+  * \li FullPivHouseholderQRPreconditioner, is the safest and slowest. It uses full-pivoting QR.
+  *     Contrary to other QRs, it doesn't allow computing thin unitaries.
+  * \li HouseholderQRPreconditioner is the fastest, and less safe and accurate than the pivoting variants. It uses non-pivoting QR.
+  *     This is very similar in safety and accuracy to the bidiagonalization process used by bidiagonalizing SVD algorithms (since bidiagonalization
+  *     is inherently non-pivoting). However the resulting SVD is still more reliable than bidiagonalizing SVDs because the Jacobi-based iterarive
+  *     process is more reliable than the optimized bidiagonal SVD iterations.
+  * \li NoQRPreconditioner allows not to use a QR preconditioner at all. This is useful if you know that you will only be computing
+  *     JacobiSVD decompositions of square matrices. Non-square matrices require a QR preconditioner. Using this option will result in
+  *     faster compilation and smaller executable code. It won't significantly speed up computation, since JacobiSVD is always checking
+  *     if QR preconditioning is needed before applying it anyway.
+  *
+  * \sa MatrixBase::jacobiSvd()
+  */
+template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+      MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
+      MatrixOptions = MatrixType::Options
+    };
+
+    typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
+                   MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
+            MatrixUType;
+    typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
+                   MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
+            MatrixVType;
+    typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
+    typedef typename internal::plain_row_type<MatrixType>::type RowType;
+    typedef typename internal::plain_col_type<MatrixType>::type ColType;
+    typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
+                   MatrixOptions, MaxDiagSizeAtCompileTime, MaxDiagSizeAtCompileTime>
+            WorkMatrixType;
+
+    /** \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via JacobiSVD::compute(const MatrixType&).
+      */
+    JacobiSVD()
+      : m_isInitialized(false),
+        m_isAllocated(false),
+        m_usePrescribedThreshold(false),
+        m_computationOptions(0),
+        m_rows(-1), m_cols(-1), m_diagSize(0)
+    {}
+
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem size.
+      * \sa JacobiSVD()
+      */
+    JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0)
+      : m_isInitialized(false),
+        m_isAllocated(false),
+        m_usePrescribedThreshold(false),
+        m_computationOptions(0),
+        m_rows(-1), m_cols(-1)
+    {
+      allocate(rows, cols, computationOptions);
+    }
+
+    /** \brief Constructor performing the decomposition of given matrix.
+     *
+     * \param matrix the matrix to decompose
+     * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+     *                           By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
+     *                           #ComputeFullV, #ComputeThinV.
+     *
+     * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+     * available with the (non-default) FullPivHouseholderQR preconditioner.
+     */
+    JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
+      : m_isInitialized(false),
+        m_isAllocated(false),
+        m_usePrescribedThreshold(false),
+        m_computationOptions(0),
+        m_rows(-1), m_cols(-1)
+    {
+      compute(matrix, computationOptions);
+    }
+
+    /** \brief Method performing the decomposition of given matrix using custom options.
+     *
+     * \param matrix the matrix to decompose
+     * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+     *                           By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
+     *                           #ComputeFullV, #ComputeThinV.
+     *
+     * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+     * available with the (non-default) FullPivHouseholderQR preconditioner.
+     */
+    JacobiSVD& compute(const MatrixType& matrix, unsigned int computationOptions);
+
+    /** \brief Method performing the decomposition of given matrix using current options.
+     *
+     * \param matrix the matrix to decompose
+     *
+     * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
+     */
+    JacobiSVD& compute(const MatrixType& matrix)
+    {
+      return compute(matrix, m_computationOptions);
+    }
+
+    /** \returns the \a U matrix.
+     *
+     * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
+     * the U matrix is n-by-n if you asked for #ComputeFullU, and is n-by-m if you asked for #ComputeThinU.
+     *
+     * The \a m first columns of \a U are the left singular vectors of the matrix being decomposed.
+     *
+     * This method asserts that you asked for \a U to be computed.
+     */
+    const MatrixUType& matrixU() const
+    {
+      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+      eigen_assert(computeU() && "This JacobiSVD decomposition didn't compute U. Did you ask for it?");
+      return m_matrixU;
+    }
+
+    /** \returns the \a V matrix.
+     *
+     * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
+     * the V matrix is p-by-p if you asked for #ComputeFullV, and is p-by-m if you asked for ComputeThinV.
+     *
+     * The \a m first columns of \a V are the right singular vectors of the matrix being decomposed.
+     *
+     * This method asserts that you asked for \a V to be computed.
+     */
+    const MatrixVType& matrixV() const
+    {
+      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+      eigen_assert(computeV() && "This JacobiSVD decomposition didn't compute V. Did you ask for it?");
+      return m_matrixV;
+    }
+
+    /** \returns the vector of singular values.
+     *
+     * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p, the
+     * returned vector has size \a m.  Singular values are always sorted in decreasing order.
+     */
+    const SingularValuesType& singularValues() const
+    {
+      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+      return m_singularValues;
+    }
+
+    /** \returns true if \a U (full or thin) is asked for in this SVD decomposition */
+    inline bool computeU() const { return m_computeFullU || m_computeThinU; }
+    /** \returns true if \a V (full or thin) is asked for in this SVD decomposition */
+    inline bool computeV() const { return m_computeFullV || m_computeThinV; }
+
+    /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
+      *
+      * \param b the right-hand-side of the equation to solve.
+      *
+      * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
+      *
+      * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving.
+      * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<JacobiSVD, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+      eigen_assert(computeU() && computeV() && "JacobiSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
+      return internal::solve_retval<JacobiSVD, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the number of singular values that are not exactly 0 */
+    Index nonzeroSingularValues() const
+    {
+      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+      return m_nonzeroSingularValues;
+    }
+    
+    /** \returns the rank of the matrix of which \c *this is the SVD.
+      *
+      * \note This method has to determine which singular values should be considered nonzero.
+      *       For that, it uses the threshold value that you can control by calling
+      *       setThreshold(const RealScalar&).
+      */
+    inline Index rank() const
+    {
+      using std::abs;
+      eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
+      if(m_singularValues.size()==0) return 0;
+      RealScalar premultiplied_threshold = m_singularValues.coeff(0) * threshold();
+      Index i = m_nonzeroSingularValues-1;
+      while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
+      return i+1;
+    }
+    
+    /** Allows to prescribe a threshold to be used by certain methods, such as rank() and solve(),
+      * which need to determine when singular values are to be considered nonzero.
+      * This is not used for the SVD decomposition itself.
+      *
+      * When it needs to get the threshold value, Eigen calls threshold().
+      * The default is \c NumTraits<Scalar>::epsilon()
+      *
+      * \param threshold The new value to use as the threshold.
+      *
+      * A singular value will be considered nonzero if its value is strictly greater than
+      *  \f$ \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \f$.
+      *
+      * If you want to come back to the default behavior, call setThreshold(Default_t)
+      */
+    JacobiSVD& setThreshold(const RealScalar& threshold)
+    {
+      m_usePrescribedThreshold = true;
+      m_prescribedThreshold = threshold;
+      return *this;
+    }
+
+    /** Allows to come back to the default behavior, letting Eigen use its default formula for
+      * determining the threshold.
+      *
+      * You should pass the special object Eigen::Default as parameter here.
+      * \code svd.setThreshold(Eigen::Default); \endcode
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    JacobiSVD& setThreshold(Default_t)
+    {
+      m_usePrescribedThreshold = false;
+      return *this;
+    }
+
+    /** Returns the threshold that will be used by certain methods such as rank().
+      *
+      * See the documentation of setThreshold(const RealScalar&).
+      */
+    RealScalar threshold() const
+    {
+      eigen_assert(m_isInitialized || m_usePrescribedThreshold);
+      return m_usePrescribedThreshold ? m_prescribedThreshold
+                                      : (std::max<Index>)(1,m_diagSize)*NumTraits<Scalar>::epsilon();
+    }
+
+    inline Index rows() const { return m_rows; }
+    inline Index cols() const { return m_cols; }
+
+  private:
+    void allocate(Index rows, Index cols, unsigned int computationOptions);
+
+  protected:
+    MatrixUType m_matrixU;
+    MatrixVType m_matrixV;
+    SingularValuesType m_singularValues;
+    WorkMatrixType m_workMatrix;
+    bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
+    bool m_computeFullU, m_computeThinU;
+    bool m_computeFullV, m_computeThinV;
+    unsigned int m_computationOptions;
+    Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
+    RealScalar m_prescribedThreshold;
+
+    template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex>
+    friend struct internal::svd_precondition_2x2_block_to_be_real;
+    template<typename __MatrixType, int _QRPreconditioner, int _Case, bool _DoAnything>
+    friend struct internal::qr_preconditioner_impl;
+
+    internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols;
+    internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows;
+};
+
+template<typename MatrixType, int QRPreconditioner>
+void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, unsigned int computationOptions)
+{
+  eigen_assert(rows >= 0 && cols >= 0);
+
+  if (m_isAllocated &&
+      rows == m_rows &&
+      cols == m_cols &&
+      computationOptions == m_computationOptions)
+  {
+    return;
+  }
+
+  m_rows = rows;
+  m_cols = cols;
+  m_isInitialized = false;
+  m_isAllocated = true;
+  m_computationOptions = computationOptions;
+  m_computeFullU = (computationOptions & ComputeFullU) != 0;
+  m_computeThinU = (computationOptions & ComputeThinU) != 0;
+  m_computeFullV = (computationOptions & ComputeFullV) != 0;
+  m_computeThinV = (computationOptions & ComputeThinV) != 0;
+  eigen_assert(!(m_computeFullU && m_computeThinU) && "JacobiSVD: you can't ask for both full and thin U");
+  eigen_assert(!(m_computeFullV && m_computeThinV) && "JacobiSVD: you can't ask for both full and thin V");
+  eigen_assert(EIGEN_IMPLIES(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
+              "JacobiSVD: thin U and V are only available when your matrix has a dynamic number of columns.");
+  if (QRPreconditioner == FullPivHouseholderQRPreconditioner)
+  {
+      eigen_assert(!(m_computeThinU || m_computeThinV) &&
+              "JacobiSVD: can't compute thin U or thin V with the FullPivHouseholderQR preconditioner. "
+              "Use the ColPivHouseholderQR preconditioner instead.");
+  }
+  m_diagSize = (std::min)(m_rows, m_cols);
+  m_singularValues.resize(m_diagSize);
+  if(RowsAtCompileTime==Dynamic)
+    m_matrixU.resize(m_rows, m_computeFullU ? m_rows
+                            : m_computeThinU ? m_diagSize
+                            : 0);
+  if(ColsAtCompileTime==Dynamic)
+    m_matrixV.resize(m_cols, m_computeFullV ? m_cols
+                            : m_computeThinV ? m_diagSize
+                            : 0);
+  m_workMatrix.resize(m_diagSize, m_diagSize);
+  
+  if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this);
+  if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this);
+}
+
+template<typename MatrixType, int QRPreconditioner>
+JacobiSVD<MatrixType, QRPreconditioner>&
+JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsigned int computationOptions)
+{
+  using std::abs;
+  allocate(matrix.rows(), matrix.cols(), computationOptions);
+
+  // currently we stop when we reach precision 2*epsilon as the last bit of precision can require an unreasonable number of iterations,
+  // only worsening the precision of U and V as we accumulate more rotations
+  const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();
+
+  // limit for very small denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
+  const RealScalar considerAsZero = RealScalar(2) * std::numeric_limits<RealScalar>::denorm_min();
+
+  /*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
+
+  if(!m_qr_precond_morecols.run(*this, matrix) && !m_qr_precond_morerows.run(*this, matrix))
+  {
+    m_workMatrix = matrix.block(0,0,m_diagSize,m_diagSize);
+    if(m_computeFullU) m_matrixU.setIdentity(m_rows,m_rows);
+    if(m_computeThinU) m_matrixU.setIdentity(m_rows,m_diagSize);
+    if(m_computeFullV) m_matrixV.setIdentity(m_cols,m_cols);
+    if(m_computeThinV) m_matrixV.setIdentity(m_cols, m_diagSize);
+  }
+  
+  // Scaling factor to reducover/under-flows
+  RealScalar scale = m_workMatrix.cwiseAbs().maxCoeff();
+  if(scale==RealScalar(0)) scale = RealScalar(1);
+  m_workMatrix /= scale;
+
+  /*** step 2. The main Jacobi SVD iteration. ***/
+
+  bool finished = false;
+  while(!finished)
+  {
+    finished = true;
+
+    // do a sweep: for all index pairs (p,q), perform SVD of the corresponding 2x2 sub-matrix
+
+    for(Index p = 1; p < m_diagSize; ++p)
+    {
+      for(Index q = 0; q < p; ++q)
+      {
+        // if this 2x2 sub-matrix is not diagonal already...
+        // notice that this comparison will evaluate to false if any NaN is involved, ensuring that NaN's don't
+        // keep us iterating forever. Similarly, small denormal numbers are considered zero.
+        RealScalar threshold = numext::maxi(considerAsZero, precision * numext::maxi(abs(m_workMatrix.coeff(p,p)),
+                                                                                     abs(m_workMatrix.coeff(q,q))));
+        if(numext::maxi(abs(m_workMatrix.coeff(p,q)),abs(m_workMatrix.coeff(q,p))) > threshold)
+        {
+          finished = false;
+
+          // perform SVD decomposition of 2x2 sub-matrix corresponding to indices p,q to make it diagonal
+          internal::svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner>::run(m_workMatrix, *this, p, q);
+          JacobiRotation<RealScalar> j_left, j_right;
+          internal::real_2x2_jacobi_svd(m_workMatrix, p, q, &j_left, &j_right);
+
+          // accumulate resulting Jacobi rotations
+          m_workMatrix.applyOnTheLeft(p,q,j_left);
+          if(computeU()) m_matrixU.applyOnTheRight(p,q,j_left.transpose());
+
+          m_workMatrix.applyOnTheRight(p,q,j_right);
+          if(computeV()) m_matrixV.applyOnTheRight(p,q,j_right);
+        }
+      }
+    }
+  }
+
+  /*** step 3. The work matrix is now diagonal, so ensure it's positive so its diagonal entries are the singular values ***/
+
+  for(Index i = 0; i < m_diagSize; ++i)
+  {
+    RealScalar a = abs(m_workMatrix.coeff(i,i));
+    m_singularValues.coeffRef(i) = a;
+    if(computeU() && (a!=RealScalar(0))) m_matrixU.col(i) *= m_workMatrix.coeff(i,i)/a;
+  }
+  
+  m_singularValues *= scale;
+
+  /*** step 4. Sort singular values in descending order and compute the number of nonzero singular values ***/
+
+  m_nonzeroSingularValues = m_diagSize;
+  for(Index i = 0; i < m_diagSize; i++)
+  {
+    Index pos;
+    RealScalar maxRemainingSingularValue = m_singularValues.tail(m_diagSize-i).maxCoeff(&pos);
+    if(maxRemainingSingularValue == RealScalar(0))
+    {
+      m_nonzeroSingularValues = i;
+      break;
+    }
+    if(pos)
+    {
+      pos += i;
+      std::swap(m_singularValues.coeffRef(i), m_singularValues.coeffRef(pos));
+      if(computeU()) m_matrixU.col(pos).swap(m_matrixU.col(i));
+      if(computeV()) m_matrixV.col(pos).swap(m_matrixV.col(i));
+    }
+  }
+
+  m_isInitialized = true;
+  return *this;
+}
+
+namespace internal {
+template<typename _MatrixType, int QRPreconditioner, typename Rhs>
+struct solve_retval<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
+  : solve_retval_base<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
+{
+  typedef JacobiSVD<_MatrixType, QRPreconditioner> JacobiSVDType;
+  EIGEN_MAKE_SOLVE_HELPERS(JacobiSVDType,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    eigen_assert(rhs().rows() == dec().rows());
+
+    // A = U S V^*
+    // So A^{-1} = V S^{-1} U^*
+
+    Matrix<Scalar, Dynamic, Rhs::ColsAtCompileTime, 0, _MatrixType::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime> tmp;
+    Index rank = dec().rank();
+    
+    tmp.noalias() = dec().matrixU().leftCols(rank).adjoint() * rhs();
+    tmp = dec().singularValues().head(rank).asDiagonal().inverse() * tmp;
+    dst = dec().matrixV().leftCols(rank) * tmp;
+  }
+};
+} // end namespace internal
+
+#ifndef __CUDACC__
+/** \svd_module
+  *
+  * \return the singular value decomposition of \c *this computed by two-sided
+  * Jacobi transformations.
+  *
+  * \sa class JacobiSVD
+  */
+template<typename Derived>
+JacobiSVD<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::jacobiSvd(unsigned int computationOptions) const
+{
+  return JacobiSVD<PlainObject>(*this, computationOptions);
+}
+#endif // __CUDACC__
+
+} // end namespace Eigen
+
+#endif // EIGEN_JACOBISVD_H
diff --git a/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h b/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h
new file mode 100644
index 0000000000..decda75405
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SVD/JacobiSVD_MKL.h
@@ -0,0 +1,92 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *    Singular Value Decomposition - SVD.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_JACOBISVD_MKL_H
+#define EIGEN_JACOBISVD_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_SVD(EIGTYPE, MKLTYPE, MKLRTYPE, MKLPREFIX, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>& \
+JacobiSVD<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>, ColPivHouseholderQRPreconditioner>::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic>& matrix, unsigned int computationOptions) \
+{ \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
+  typedef MatrixType::Scalar Scalar; \
+  typedef MatrixType::RealScalar RealScalar; \
+  allocate(matrix.rows(), matrix.cols(), computationOptions); \
+\
+  /*const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();*/ \
+  m_nonzeroSingularValues = m_diagSize; \
+\
+  lapack_int lda = matrix.outerStride(), ldu, ldvt; \
+  lapack_int matrix_order = MKLCOLROW; \
+  char jobu, jobvt; \
+  MKLTYPE *u, *vt, dummy; \
+  jobu  = (m_computeFullU) ? 'A' : (m_computeThinU) ? 'S' : 'N'; \
+  jobvt = (m_computeFullV) ? 'A' : (m_computeThinV) ? 'S' : 'N'; \
+  if (computeU()) { \
+    ldu  = m_matrixU.outerStride(); \
+    u    = (MKLTYPE*)m_matrixU.data(); \
+  } else { ldu=1; u=&dummy; }\
+  MatrixType localV; \
+  ldvt = (m_computeFullV) ? m_cols : (m_computeThinV) ? m_diagSize : 1; \
+  if (computeV()) { \
+    localV.resize(ldvt, m_cols); \
+    vt   = (MKLTYPE*)localV.data(); \
+  } else { ldvt=1; vt=&dummy; }\
+  Matrix<MKLRTYPE, Dynamic, Dynamic> superb; superb.resize(m_diagSize, 1); \
+  MatrixType m_temp; m_temp = matrix; \
+  LAPACKE_##MKLPREFIX##gesvd( matrix_order, jobu, jobvt, m_rows, m_cols, (MKLTYPE*)m_temp.data(), lda, (MKLRTYPE*)m_singularValues.data(), u, ldu, vt, ldvt, superb.data()); \
+  if (computeV()) m_matrixV = localV.adjoint(); \
+ /* for(int i=0;i<m_diagSize;i++) if (m_singularValues.coeffRef(i) < precision) { m_nonzeroSingularValues--; m_singularValues.coeffRef(i)=RealScalar(0);}*/ \
+  m_isInitialized = true; \
+  return *this; \
+}
+
+EIGEN_MKL_SVD(double,   double,        double, d, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SVD(float,    float,         float , s, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SVD(scomplex, MKL_Complex8,  float , c, ColMajor, LAPACK_COL_MAJOR)
+
+EIGEN_MKL_SVD(double,   double,        double, d, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SVD(float,    float,         float , s, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SVD(dcomplex, MKL_Complex16, double, z, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SVD(scomplex, MKL_Complex8,  float , c, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_JACOBISVD_MKL_H
diff --git a/third_party/eigen3/Eigen/src/SVD/UpperBidiagonalization.h b/third_party/eigen3/Eigen/src/SVD/UpperBidiagonalization.h
new file mode 100644
index 0000000000..40067682c9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SVD/UpperBidiagonalization.h
@@ -0,0 +1,396 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_BIDIAGONALIZATION_H
+#define EIGEN_BIDIAGONALIZATION_H
+
+namespace Eigen { 
+
+namespace internal {
+// UpperBidiagonalization will probably be replaced by a Bidiagonalization class, don't want to make it stable API.
+// At the same time, it's useful to keep for now as it's about the only thing that is testing the BandMatrix class.
+
+template<typename _MatrixType> class UpperBidiagonalization
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      ColsAtCompileTimeMinusOne = internal::decrement_size<ColsAtCompileTime>::ret
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
+    typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType;
+    typedef BandMatrix<RealScalar, ColsAtCompileTime, ColsAtCompileTime, 1, 0, RowMajor> BidiagonalType;
+    typedef Matrix<Scalar, ColsAtCompileTime, 1> DiagVectorType;
+    typedef Matrix<Scalar, ColsAtCompileTimeMinusOne, 1> SuperDiagVectorType;
+    typedef HouseholderSequence<
+              const MatrixType,
+              CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, const Diagonal<const MatrixType,0> >
+            > HouseholderUSequenceType;
+    typedef HouseholderSequence<
+              const typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type,
+              Diagonal<const MatrixType,1>,
+              OnTheRight
+            > HouseholderVSequenceType;
+    
+    /**
+    * \brief Default Constructor.
+    *
+    * The default constructor is useful in cases in which the user intends to
+    * perform decompositions via Bidiagonalization::compute(const MatrixType&).
+    */
+    UpperBidiagonalization() : m_householder(), m_bidiagonal(), m_isInitialized(false) {}
+
+    UpperBidiagonalization(const MatrixType& matrix)
+      : m_householder(matrix.rows(), matrix.cols()),
+        m_bidiagonal(matrix.cols(), matrix.cols()),
+        m_isInitialized(false)
+    {
+      compute(matrix);
+    }
+    
+    UpperBidiagonalization& compute(const MatrixType& matrix);
+    UpperBidiagonalization& computeUnblocked(const MatrixType& matrix);
+    
+    const MatrixType& householder() const { return m_householder; }
+    const BidiagonalType& bidiagonal() const { return m_bidiagonal; }
+    
+    const HouseholderUSequenceType householderU() const
+    {
+      eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
+      return HouseholderUSequenceType(m_householder, m_householder.diagonal().conjugate());
+    }
+
+    const HouseholderVSequenceType householderV() // const here gives nasty errors and i'm lazy
+    {
+      eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
+      return HouseholderVSequenceType(m_householder.conjugate(), m_householder.const_derived().template diagonal<1>())
+             .setLength(m_householder.cols()-1)
+             .setShift(1);
+    }
+    
+  protected:
+    MatrixType m_householder;
+    BidiagonalType m_bidiagonal;
+    bool m_isInitialized;
+};
+
+// Standard upper bidiagonalization without fancy optimizations
+// This version should be faster for small matrix size
+template<typename MatrixType>
+void upperbidiagonalization_inplace_unblocked(MatrixType& mat,
+                                              typename MatrixType::RealScalar *diagonal,
+                                              typename MatrixType::RealScalar *upper_diagonal,
+                                              typename MatrixType::Scalar* tempData = 0)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+
+  Index rows = mat.rows();
+  Index cols = mat.cols();
+
+  typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixType::MaxRowsAtCompileTime,1> TempType;
+  TempType tempVector;
+  if(tempData==0)
+  {
+    tempVector.resize(rows);
+    tempData = tempVector.data();
+  }
+
+  for (Index k = 0; /* breaks at k==cols-1 below */ ; ++k)
+  {
+    Index remainingRows = rows - k;
+    Index remainingCols = cols - k - 1;
+
+    // construct left householder transform in-place in A
+    mat.col(k).tail(remainingRows)
+       .makeHouseholderInPlace(mat.coeffRef(k,k), diagonal[k]);
+    // apply householder transform to remaining part of A on the left
+    mat.bottomRightCorner(remainingRows, remainingCols)
+       .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), mat.coeff(k,k), tempData);
+
+    if(k == cols-1) break;
+
+    // construct right householder transform in-place in mat
+    mat.row(k).tail(remainingCols)
+       .makeHouseholderInPlace(mat.coeffRef(k,k+1), upper_diagonal[k]);
+    // apply householder transform to remaining part of mat on the left
+    mat.bottomRightCorner(remainingRows-1, remainingCols)
+       .applyHouseholderOnTheRight(mat.row(k).tail(remainingCols-1).transpose(), mat.coeff(k,k+1), tempData);
+  }
+}
+
+/** \internal
+  * Helper routine for the block reduction to upper bidiagonal form.
+  *
+  * Let's partition the matrix A:
+  * 
+  *      | A00 A01 |
+  *  A = |         |
+  *      | A10 A11 |
+  *
+  * This function reduces to bidiagonal form the left \c rows x \a blockSize vertical panel [A00/A10]
+  * and the \a blockSize x \c cols horizontal panel [A00 A01] of the matrix \a A. The bottom-right block A11
+  * is updated using matrix-matrix products:
+  *   A22 -= V * Y^T - X * U^T
+  * where V and U contains the left and right Householder vectors. U and V are stored in A10, and A01
+  * respectively, and the update matrices X and Y are computed during the reduction.
+  * 
+  */
+template<typename MatrixType>
+void upperbidiagonalization_blocked_helper(MatrixType& A,
+                                           typename MatrixType::RealScalar *diagonal,
+                                           typename MatrixType::RealScalar *upper_diagonal,
+                                           typename MatrixType::Index bs,
+                                           Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic> > X,
+                                           Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic> > Y)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef Ref<Matrix<Scalar, Dynamic, 1> >                    SubColumnType;
+  typedef Ref<Matrix<Scalar, 1, Dynamic>, 0, InnerStride<> >  SubRowType;
+  typedef Ref<Matrix<Scalar, Dynamic, Dynamic> >              SubMatType;
+  
+  Index brows = A.rows();
+  Index bcols = A.cols();
+
+  Scalar tau_u, tau_u_prev(0), tau_v;
+
+  for(Index k = 0; k < bs; ++k)
+  {
+    Index remainingRows = brows - k;
+    Index remainingCols = bcols - k - 1;
+
+    SubMatType X_k1( X.block(k,0, remainingRows,k) );
+    SubMatType V_k1( A.block(k,0, remainingRows,k) );
+
+    // 1 - update the k-th column of A
+    SubColumnType v_k = A.col(k).tail(remainingRows);
+          v_k -= V_k1 * Y.row(k).head(k).adjoint();
+    if(k) v_k -= X_k1 * A.col(k).head(k);
+    
+    // 2 - construct left Householder transform in-place
+    v_k.makeHouseholderInPlace(tau_v, diagonal[k]);
+       
+    if(k+1<bcols)
+    {
+      SubMatType Y_k  ( Y.block(k+1,0, remainingCols, k+1) );
+      SubMatType U_k1 ( A.block(0,k+1, k,remainingCols) );
+      
+      // this eases the application of Householder transforAions
+      // A(k,k) will store tau_v later
+      A(k,k) = Scalar(1);
+
+      // 3 - Compute y_k^T = tau_v * ( A^T*v_k - Y_k-1*V_k-1^T*v_k - U_k-1*X_k-1^T*v_k )
+      {
+        SubColumnType y_k( Y.col(k).tail(remainingCols) );
+        
+        // let's use the begining of column k of Y as a temporary vector
+        SubColumnType tmp( Y.col(k).head(k) );
+        y_k.noalias()  = A.block(k,k+1, remainingRows,remainingCols).adjoint() * v_k; // bottleneck
+        tmp.noalias()  = V_k1.adjoint()  * v_k;
+        y_k.noalias() -= Y_k.leftCols(k) * tmp;
+        tmp.noalias()  = X_k1.adjoint()  * v_k;
+        y_k.noalias() -= U_k1.adjoint()  * tmp;
+        y_k *= numext::conj(tau_v);
+      }
+
+      // 4 - update k-th row of A (it will become u_k)
+      SubRowType u_k( A.row(k).tail(remainingCols) );
+      u_k = u_k.conjugate();
+      {
+        u_k -= Y_k * A.row(k).head(k+1).adjoint();
+        if(k) u_k -= U_k1.adjoint() * X.row(k).head(k).adjoint();
+      }
+
+      // 5 - construct right Householder transform in-placecols
+      u_k.makeHouseholderInPlace(tau_u, upper_diagonal[k]);
+
+      // this eases the application of Householder transforAions
+      // A(k,k+1) will store tau_u later
+      A(k,k+1) = Scalar(1);
+
+      // 6 - Compute x_k = tau_u * ( A*u_k - X_k-1*U_k-1^T*u_k - V_k*Y_k^T*u_k )
+      {
+        SubColumnType x_k ( X.col(k).tail(remainingRows-1) );
+        
+        // let's use the begining of column k of X as a temporary vectors
+        // note that tmp0 and tmp1 overlaps
+        SubColumnType tmp0 ( X.col(k).head(k) ),
+                      tmp1 ( X.col(k).head(k+1) );
+                    
+        x_k.noalias()   = A.block(k+1,k+1, remainingRows-1,remainingCols) * u_k.transpose(); // bottleneck
+        tmp0.noalias()  = U_k1 * u_k.transpose();
+        x_k.noalias()  -= X_k1.bottomRows(remainingRows-1) * tmp0;
+        tmp1.noalias()  = Y_k.adjoint() * u_k.transpose();
+        x_k.noalias()  -= A.block(k+1,0, remainingRows-1,k+1) * tmp1;
+        x_k *= numext::conj(tau_u);
+        tau_u = numext::conj(tau_u);
+        u_k = u_k.conjugate();
+      }
+
+      if(k>0) A.coeffRef(k-1,k) = tau_u_prev;
+      tau_u_prev = tau_u;
+    }
+    else
+      A.coeffRef(k-1,k) = tau_u_prev;
+
+    A.coeffRef(k,k) = tau_v;
+  }
+  
+  if(bs<bcols)
+    A.coeffRef(bs-1,bs) = tau_u_prev;
+
+  // update A22
+  if(bcols>bs && brows>bs)
+  {
+    SubMatType A11( A.bottomRightCorner(brows-bs,bcols-bs) );
+    SubMatType A10( A.block(bs,0, brows-bs,bs) );
+    SubMatType A01( A.block(0,bs, bs,bcols-bs) );
+    Scalar tmp = A01(bs-1,0);
+    A01(bs-1,0) = 1;
+    A11.noalias() -= A10 * Y.topLeftCorner(bcols,bs).bottomRows(bcols-bs).adjoint();
+    A11.noalias() -= X.topLeftCorner(brows,bs).bottomRows(brows-bs) * A01;
+    A01(bs-1,0) = tmp;
+  }
+}
+
+/** \internal
+  *
+  * Implementation of a block-bidiagonal reduction.
+  * It is based on the following paper:
+  *   The Design of a Parallel Dense Linear Algebra Software Library: Reduction to Hessenberg, Tridiagonal, and Bidiagonal Form.
+  *   by Jaeyoung Choi, Jack J. Dongarra, David W. Walker. (1995)
+  *   section 3.3
+  */
+template<typename MatrixType, typename BidiagType>
+void upperbidiagonalization_inplace_blocked(MatrixType& A, BidiagType& bidiagonal,
+                                            typename MatrixType::Index maxBlockSize=32,
+                                            typename MatrixType::Scalar* /*tempData*/ = 0)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef Block<MatrixType,Dynamic,Dynamic> BlockType;
+
+  Index rows = A.rows();
+  Index cols = A.cols();
+  Index size = (std::min)(rows, cols);
+
+  Matrix<Scalar,MatrixType::RowsAtCompileTime,Dynamic,ColMajor,MatrixType::MaxRowsAtCompileTime> X(rows,maxBlockSize);
+  Matrix<Scalar,MatrixType::ColsAtCompileTime,Dynamic,ColMajor,MatrixType::MaxColsAtCompileTime> Y(cols,maxBlockSize);
+  Index blockSize = (std::min)(maxBlockSize,size);
+
+  Index k = 0;
+  for(k = 0; k < size; k += blockSize)
+  {
+    Index bs = (std::min)(size-k,blockSize);  // actual size of the block
+    Index brows = rows - k;                   // rows of the block
+    Index bcols = cols - k;                   // columns of the block
+
+    // partition the matrix A:
+    // 
+    //      | A00 A01 A02 |
+    //      |             |
+    // A  = | A10 A11 A12 |
+    //      |             |
+    //      | A20 A21 A22 |
+    //
+    // where A11 is a bs x bs diagonal block,
+    // and let:
+    //      | A11 A12 |
+    //  B = |         |
+    //      | A21 A22 |
+
+    BlockType B = A.block(k,k,brows,bcols);
+    
+    // This stage performs the bidiagonalization of A11, A21, A12, and updating of A22.
+    // Finally, the algorithm continue on the updated A22.
+    //
+    // However, if B is too small, or A22 empty, then let's use an unblocked strategy
+    if(k+bs==cols || bcols<48) // somewhat arbitrary threshold
+    {
+      upperbidiagonalization_inplace_unblocked(B,
+                                               &(bidiagonal.template diagonal<0>().coeffRef(k)),
+                                               &(bidiagonal.template diagonal<1>().coeffRef(k)),
+                                               X.data()
+                                              );
+      break; // We're done
+    }
+    else
+    {
+      upperbidiagonalization_blocked_helper<BlockType>( B,
+                                                        &(bidiagonal.template diagonal<0>().coeffRef(k)),
+                                                        &(bidiagonal.template diagonal<1>().coeffRef(k)),
+                                                        bs,
+                                                        X.topLeftCorner(brows,bs),
+                                                        Y.topLeftCorner(bcols,bs)
+                                                      );
+    }
+  }
+}
+
+template<typename _MatrixType>
+UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::computeUnblocked(const _MatrixType& matrix)
+{
+  Index rows = matrix.rows();
+  Index cols = matrix.cols();
+
+  eigen_assert(rows >= cols && "UpperBidiagonalization is only for Arices satisfying rows>=cols.");
+
+  m_householder = matrix;
+
+  ColVectorType temp(rows);
+
+  upperbidiagonalization_inplace_unblocked(m_householder,
+                                           &(m_bidiagonal.template diagonal<0>().coeffRef(0)),
+                                           &(m_bidiagonal.template diagonal<1>().coeffRef(0)),
+                                           temp.data());
+
+  m_isInitialized = true;
+  return *this;
+}
+
+template<typename _MatrixType>
+UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::compute(const _MatrixType& matrix)
+{
+  Index rows = matrix.rows();
+  Index cols = matrix.cols();
+
+  eigen_assert(rows >= cols && "UpperBidiagonalization is only for Arices satisfying rows>=cols.");
+
+  m_householder = matrix;
+  upperbidiagonalization_inplace_blocked(m_householder, m_bidiagonal);
+            
+  m_isInitialized = true;
+  return *this;
+}
+
+#if 0
+/** \return the Householder QR decomposition of \c *this.
+  *
+  * \sa class Bidiagonalization
+  */
+template<typename Derived>
+const UpperBidiagonalization<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::bidiagonalization() const
+{
+  return UpperBidiagonalization<PlainObject>(eval());
+}
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BIDIAGONALIZATION_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/AmbiVector.h b/third_party/eigen3/Eigen/src/SparseCore/AmbiVector.h
new file mode 100644
index 0000000000..17fff96a78
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/AmbiVector.h
@@ -0,0 +1,373 @@
+// 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_AMBIVECTOR_H
+#define EIGEN_AMBIVECTOR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal
+  * Hybrid sparse/dense vector class designed for intensive read-write operations.
+  *
+  * See BasicSparseLLT and SparseProduct for usage examples.
+  */
+template<typename _Scalar, typename _Index>
+class AmbiVector
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef _Index Index;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    AmbiVector(Index size)
+      : m_buffer(0), m_zero(0), m_size(0), m_allocatedSize(0), m_allocatedElements(0), m_mode(-1)
+    {
+      resize(size);
+    }
+
+    void init(double estimatedDensity);
+    void init(int mode);
+
+    Index nonZeros() const;
+
+    /** Specifies a sub-vector to work on */
+    void setBounds(Index start, Index end) { m_start = start; m_end = end; }
+
+    void setZero();
+
+    void restart();
+    Scalar& coeffRef(Index i);
+    Scalar& coeff(Index i);
+
+    class Iterator;
+
+    ~AmbiVector() { delete[] m_buffer; }
+
+    void resize(Index size)
+    {
+      if (m_allocatedSize < size)
+        reallocate(size);
+      m_size = size;
+    }
+
+    Index size() const { return m_size; }
+
+  protected:
+
+    void reallocate(Index size)
+    {
+      // if the size of the matrix is not too large, let's allocate a bit more than needed such
+      // that we can handle dense vector even in sparse mode.
+      delete[] m_buffer;
+      if (size<1000)
+      {
+        Index allocSize = (size * sizeof(ListEl))/sizeof(Scalar);
+        m_allocatedElements = (allocSize*sizeof(Scalar))/sizeof(ListEl);
+        m_buffer = new Scalar[allocSize];
+      }
+      else
+      {
+        m_allocatedElements = (size*sizeof(Scalar))/sizeof(ListEl);
+        m_buffer = new Scalar[size];
+      }
+      m_size = size;
+      m_start = 0;
+      m_end = m_size;
+    }
+
+    void reallocateSparse()
+    {
+      Index copyElements = m_allocatedElements;
+      m_allocatedElements = (std::min)(Index(m_allocatedElements*1.5),m_size);
+      Index allocSize = m_allocatedElements * sizeof(ListEl);
+      allocSize = allocSize/sizeof(Scalar) + (allocSize%sizeof(Scalar)>0?1:0);
+      Scalar* newBuffer = new Scalar[allocSize];
+      memcpy(newBuffer,  m_buffer,  copyElements * sizeof(ListEl));
+      delete[] m_buffer;
+      m_buffer = newBuffer;
+    }
+
+  protected:
+    // element type of the linked list
+    struct ListEl
+    {
+      Index next;
+      Index index;
+      Scalar value;
+    };
+
+    // used to store data in both mode
+    Scalar* m_buffer;
+    Scalar m_zero;
+    Index m_size;
+    Index m_start;
+    Index m_end;
+    Index m_allocatedSize;
+    Index m_allocatedElements;
+    Index m_mode;
+
+    // linked list mode
+    Index m_llStart;
+    Index m_llCurrent;
+    Index m_llSize;
+};
+
+/** \returns the number of non zeros in the current sub vector */
+template<typename _Scalar,typename _Index>
+_Index AmbiVector<_Scalar,_Index>::nonZeros() const
+{
+  if (m_mode==IsSparse)
+    return m_llSize;
+  else
+    return m_end - m_start;
+}
+
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::init(double estimatedDensity)
+{
+  if (estimatedDensity>0.1)
+    init(IsDense);
+  else
+    init(IsSparse);
+}
+
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::init(int mode)
+{
+  m_mode = mode;
+  if (m_mode==IsSparse)
+  {
+    m_llSize = 0;
+    m_llStart = -1;
+  }
+}
+
+/** Must be called whenever we might perform a write access
+  * with an index smaller than the previous one.
+  *
+  * Don't worry, this function is extremely cheap.
+  */
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::restart()
+{
+  m_llCurrent = m_llStart;
+}
+
+/** Set all coefficients of current subvector to zero */
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::setZero()
+{
+  if (m_mode==IsDense)
+  {
+    for (Index i=m_start; i<m_end; ++i)
+      m_buffer[i] = Scalar(0);
+  }
+  else
+  {
+    eigen_assert(m_mode==IsSparse);
+    m_llSize = 0;
+    m_llStart = -1;
+  }
+}
+
+template<typename _Scalar,typename _Index>
+_Scalar& AmbiVector<_Scalar,_Index>::coeffRef(_Index i)
+{
+  if (m_mode==IsDense)
+    return m_buffer[i];
+  else
+  {
+    ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_buffer);
+    // TODO factorize the following code to reduce code generation
+    eigen_assert(m_mode==IsSparse);
+    if (m_llSize==0)
+    {
+      // this is the first element
+      m_llStart = 0;
+      m_llCurrent = 0;
+      ++m_llSize;
+      llElements[0].value = Scalar(0);
+      llElements[0].index = i;
+      llElements[0].next = -1;
+      return llElements[0].value;
+    }
+    else if (i<llElements[m_llStart].index)
+    {
+      // this is going to be the new first element of the list
+      ListEl& el = llElements[m_llSize];
+      el.value = Scalar(0);
+      el.index = i;
+      el.next = m_llStart;
+      m_llStart = m_llSize;
+      ++m_llSize;
+      m_llCurrent = m_llStart;
+      return el.value;
+    }
+    else
+    {
+      Index nextel = llElements[m_llCurrent].next;
+      eigen_assert(i>=llElements[m_llCurrent].index && "you must call restart() before inserting an element with lower or equal index");
+      while (nextel >= 0 && llElements[nextel].index<=i)
+      {
+        m_llCurrent = nextel;
+        nextel = llElements[nextel].next;
+      }
+
+      if (llElements[m_llCurrent].index==i)
+      {
+        // the coefficient already exists and we found it !
+        return llElements[m_llCurrent].value;
+      }
+      else
+      {
+        if (m_llSize>=m_allocatedElements)
+        {
+          reallocateSparse();
+          llElements = reinterpret_cast<ListEl*>(m_buffer);
+        }
+        eigen_internal_assert(m_llSize<m_allocatedElements && "internal error: overflow in sparse mode");
+        // let's insert a new coefficient
+        ListEl& el = llElements[m_llSize];
+        el.value = Scalar(0);
+        el.index = i;
+        el.next = llElements[m_llCurrent].next;
+        llElements[m_llCurrent].next = m_llSize;
+        ++m_llSize;
+        return el.value;
+      }
+    }
+  }
+}
+
+template<typename _Scalar,typename _Index>
+_Scalar& AmbiVector<_Scalar,_Index>::coeff(_Index i)
+{
+  if (m_mode==IsDense)
+    return m_buffer[i];
+  else
+  {
+    ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_buffer);
+    eigen_assert(m_mode==IsSparse);
+    if ((m_llSize==0) || (i<llElements[m_llStart].index))
+    {
+      return m_zero;
+    }
+    else
+    {
+      Index elid = m_llStart;
+      while (elid >= 0 && llElements[elid].index<i)
+        elid = llElements[elid].next;
+
+      if (llElements[elid].index==i)
+        return llElements[m_llCurrent].value;
+      else
+        return m_zero;
+    }
+  }
+}
+
+/** Iterator over the nonzero coefficients */
+template<typename _Scalar,typename _Index>
+class AmbiVector<_Scalar,_Index>::Iterator
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** Default constructor
+      * \param vec the vector on which we iterate
+      * \param epsilon the minimal value used to prune zero coefficients.
+      * In practice, all coefficients having a magnitude smaller than \a epsilon
+      * are skipped.
+      */
+    Iterator(const AmbiVector& vec, const RealScalar& epsilon = 0)
+      : m_vector(vec)
+    {
+      using std::abs;
+      m_epsilon = epsilon;
+      m_isDense = m_vector.m_mode==IsDense;
+      if (m_isDense)
+      {
+        m_currentEl = 0;   // this is to avoid a compilation warning
+        m_cachedValue = 0; // this is to avoid a compilation warning
+        m_cachedIndex = m_vector.m_start-1;
+        ++(*this);
+      }
+      else
+      {
+        ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
+        m_currentEl = m_vector.m_llStart;
+        while (m_currentEl>=0 && abs(llElements[m_currentEl].value)<=m_epsilon)
+          m_currentEl = llElements[m_currentEl].next;
+        if (m_currentEl<0)
+        {
+          m_cachedValue = 0; // this is to avoid a compilation warning
+          m_cachedIndex = -1;
+        }
+        else
+        {
+          m_cachedIndex = llElements[m_currentEl].index;
+          m_cachedValue = llElements[m_currentEl].value;
+        }
+      }
+    }
+
+    Index index() const { return m_cachedIndex; }
+    Scalar value() const { return m_cachedValue; }
+
+    operator bool() const { return m_cachedIndex>=0; }
+
+    Iterator& operator++()
+    {
+      using std::abs;
+      if (m_isDense)
+      {
+        do {
+          ++m_cachedIndex;
+        } while (m_cachedIndex<m_vector.m_end && abs(m_vector.m_buffer[m_cachedIndex])<m_epsilon);
+        if (m_cachedIndex<m_vector.m_end)
+          m_cachedValue = m_vector.m_buffer[m_cachedIndex];
+        else
+          m_cachedIndex=-1;
+      }
+      else
+      {
+        ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
+        do {
+          m_currentEl = llElements[m_currentEl].next;
+        } while (m_currentEl>=0 && abs(llElements[m_currentEl].value)<m_epsilon);
+        if (m_currentEl<0)
+        {
+          m_cachedIndex = -1;
+        }
+        else
+        {
+          m_cachedIndex = llElements[m_currentEl].index;
+          m_cachedValue = llElements[m_currentEl].value;
+        }
+      }
+      return *this;
+    }
+
+  protected:
+    const AmbiVector& m_vector; // the target vector
+    Index m_currentEl;            // the current element in sparse/linked-list mode
+    RealScalar m_epsilon;       // epsilon used to prune zero coefficients
+    Index m_cachedIndex;          // current coordinate
+    Scalar m_cachedValue;       // current value
+    bool m_isDense;             // mode of the vector
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_AMBIVECTOR_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/CompressedStorage.h b/third_party/eigen3/Eigen/src/SparseCore/CompressedStorage.h
new file mode 100644
index 0000000000..ab3989ce28
--- /dev/null
+++ 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
diff --git a/third_party/eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h b/third_party/eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h
new file mode 100644
index 0000000000..5c320e2d2d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h
@@ -0,0 +1,245 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_CONSERVATIVESPARSESPARSEPRODUCT_H
+#define EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType>
+static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+{
+  typedef typename remove_all<Lhs>::type::Scalar Scalar;
+  typedef typename remove_all<Lhs>::type::Index Index;
+
+  // make sure to call innerSize/outerSize since we fake the storage order.
+  Index rows = lhs.innerSize();
+  Index cols = rhs.outerSize();
+  eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+  std::vector<bool> mask(rows,false);
+  Matrix<Scalar,Dynamic,1> values(rows);
+  Matrix<Index,Dynamic,1>  indices(rows);
+
+  // estimate the number of non zero entries
+  // given a rhs column containing Y non zeros, we assume that the respective Y columns
+  // of the lhs differs in average of one non zeros, thus the number of non zeros for
+  // the product of a rhs column with the lhs is X+Y where X is the average number of non zero
+  // per column of the lhs.
+  // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs)
+  Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros();
+
+  res.setZero();
+  res.reserve(Index(estimated_nnz_prod));
+  // we compute each column of the result, one after the other
+  for (Index j=0; j<cols; ++j)
+  {
+
+    res.startVec(j);
+    Index nnz = 0;
+    for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
+    {
+      Scalar y = rhsIt.value();
+      Index k = rhsIt.index();
+      for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt)
+      {
+        Index i = lhsIt.index();
+        Scalar x = lhsIt.value();
+        if(!mask[i])
+        {
+          mask[i] = true;
+          values[i] = x * y;
+          indices[nnz] = i;
+          ++nnz;
+        }
+        else
+          values[i] += x * y;
+      }
+    }
+
+    // unordered insertion
+    for(Index k=0; k<nnz; ++k)
+    {
+      Index i = indices[k];
+      res.insertBackByOuterInnerUnordered(j,i) = values[i];
+      mask[i] = false;
+    }
+
+#if 0
+    // alternative ordered insertion code:
+
+    Index t200 = rows/(log2(200)*1.39);
+    Index t = (rows*100)/139;
+
+    // FIXME reserve nnz non zeros
+    // FIXME implement fast sort algorithms for very small nnz
+    // if the result is sparse enough => use a quick sort
+    // otherwise => loop through the entire vector
+    // In order to avoid to perform an expensive log2 when the
+    // result is clearly very sparse we use a linear bound up to 200.
+    //if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
+    //res.startVec(j);
+    if(true)
+    {
+      if(nnz>1) std::sort(indices.data(),indices.data()+nnz);
+      for(Index k=0; k<nnz; ++k)
+      {
+        Index i = indices[k];
+        res.insertBackByOuterInner(j,i) = values[i];
+        mask[i] = false;
+      }
+    }
+    else
+    {
+      // dense path
+      for(Index i=0; i<rows; ++i)
+      {
+        if(mask[i])
+        {
+          mask[i] = false;
+          res.insertBackByOuterInner(j,i) = values[i];
+        }
+      }
+    }
+#endif
+
+  }
+  res.finalize();
+}
+
+
+} // end namespace internal
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType,
+  int LhsStorageOrder = (traits<Lhs>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+  int RhsStorageOrder = (traits<Rhs>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+  int ResStorageOrder = (traits<ResultType>::Flags&RowMajorBit) ? RowMajor : ColMajor>
+struct conservative_sparse_sparse_product_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
+{
+  typedef typename remove_all<Lhs>::type LhsCleaned;
+  typedef typename LhsCleaned::Scalar Scalar;
+
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix resCol(lhs.rows(),rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
+    // sort the non zeros:
+    RowMajorMatrix resRow(resCol);
+    res = resRow;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+     typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+     RowMajorMatrix rhsRow = rhs;
+     RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+     internal::conservative_sparse_sparse_product_impl<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow);
+     res = resRow;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    RowMajorMatrix lhsRow = lhs;
+    RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow);
+    res = resRow;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
+    res = resRow;
+  }
+};
+
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
+{
+  typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
+    res = resCol;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix lhsCol = lhs;
+    ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol);
+    res = resCol;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix rhsCol = rhs;
+    ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol);
+    res = resCol;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    RowMajorMatrix resRow(lhs.rows(),rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
+    // sort the non zeros:
+    ColMajorMatrix resCol(resRow);
+    res = resCol;
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h b/third_party/eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h
new file mode 100644
index 0000000000..ab1a266a90
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h
@@ -0,0 +1,181 @@
+// 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_MAPPED_SPARSEMATRIX_H
+#define EIGEN_MAPPED_SPARSEMATRIX_H
+
+namespace Eigen { 
+
+/** \class MappedSparseMatrix
+  *
+  * \brief Sparse matrix
+  *
+  * \param _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * See http://www.netlib.org/linalg/html_templates/node91.html for details on the storage scheme.
+  *
+  */
+namespace internal {
+template<typename _Scalar, int _Flags, typename _Index>
+struct traits<MappedSparseMatrix<_Scalar, _Flags, _Index> > : traits<SparseMatrix<_Scalar, _Flags, _Index> >
+{};
+}
+
+template<typename _Scalar, int _Flags, typename _Index>
+class MappedSparseMatrix
+  : public SparseMatrixBase<MappedSparseMatrix<_Scalar, _Flags, _Index> >
+{
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(MappedSparseMatrix)
+    enum { IsRowMajor = Base::IsRowMajor };
+
+  protected:
+
+    Index   m_outerSize;
+    Index   m_innerSize;
+    Index   m_nnz;
+    Index*  m_outerIndex;
+    Index*  m_innerIndices;
+    Scalar* m_values;
+
+  public:
+
+    inline Index rows() const { return IsRowMajor ? m_outerSize : m_innerSize; }
+    inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; }
+    inline Index innerSize() const { return m_innerSize; }
+    inline Index outerSize() const { return m_outerSize; }
+    
+    bool isCompressed() const { return true; }
+
+    //----------------------------------------
+    // direct access interface
+    inline const Scalar* valuePtr() const { return m_values; }
+    inline Scalar* valuePtr() { return m_values; }
+
+    inline const Index* innerIndexPtr() const { return m_innerIndices; }
+    inline Index* innerIndexPtr() { return m_innerIndices; }
+
+    inline const Index* outerIndexPtr() const { return m_outerIndex; }
+    inline Index* outerIndexPtr() { return m_outerIndex; }
+    //----------------------------------------
+
+    inline Scalar coeff(Index row, Index col) const
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index start = m_outerIndex[outer];
+      Index end = m_outerIndex[outer+1];
+      if (start==end)
+        return Scalar(0);
+      else if (end>0 && inner==m_innerIndices[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 Index* r = std::lower_bound(&m_innerIndices[start],&m_innerIndices[end-1],inner);
+      const Index id = r-&m_innerIndices[0];
+      return ((*r==inner) && (id<end)) ? m_values[id] : Scalar(0);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index start = m_outerIndex[outer];
+      Index end = m_outerIndex[outer+1];
+      eigen_assert(end>=start && "you probably called coeffRef on a non finalized matrix");
+      eigen_assert(end>start && "coeffRef cannot be called on a zero coefficient");
+      Index* r = std::lower_bound(&m_innerIndices[start],&m_innerIndices[end],inner);
+      const Index id = r-&m_innerIndices[0];
+      eigen_assert((*r==inner) && (id<end) && "coeffRef cannot be called on a zero coefficient");
+      return m_values[id];
+    }
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const  { return m_nnz; }
+
+    inline MappedSparseMatrix(Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr)
+      : m_outerSize(IsRowMajor?rows:cols), m_innerSize(IsRowMajor?cols:rows), m_nnz(nnz), m_outerIndex(outerIndexPtr),
+        m_innerIndices(innerIndexPtr), m_values(valuePtr)
+    {}
+
+    /** Empty destructor */
+    inline ~MappedSparseMatrix() {}
+};
+
+template<typename Scalar, int _Flags, typename _Index>
+class MappedSparseMatrix<Scalar,_Flags,_Index>::InnerIterator
+{
+  public:
+    InnerIterator(const MappedSparseMatrix& mat, Index outer)
+      : m_matrix(mat),
+        m_outer(outer),
+        m_id(mat.outerIndexPtr()[outer]),
+        m_start(m_id),
+        m_end(mat.outerIndexPtr()[outer+1])
+    {}
+
+    inline InnerIterator& operator++() { m_id++; return *this; }
+
+    inline Scalar value() const { return m_matrix.valuePtr()[m_id]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_id]); }
+
+    inline Index index() const { return m_matrix.innerIndexPtr()[m_id]; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    inline operator bool() const { return (m_id < m_end) && (m_id>=m_start); }
+
+  protected:
+    const MappedSparseMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+template<typename Scalar, int _Flags, typename _Index>
+class MappedSparseMatrix<Scalar,_Flags,_Index>::ReverseInnerIterator
+{
+  public:
+    ReverseInnerIterator(const MappedSparseMatrix& mat, Index outer)
+      : m_matrix(mat),
+        m_outer(outer),
+        m_id(mat.outerIndexPtr()[outer+1]),
+        m_start(mat.outerIndexPtr()[outer]),
+        m_end(m_id)
+    {}
+
+    inline ReverseInnerIterator& operator--() { m_id--; return *this; }
+
+    inline Scalar value() const { return m_matrix.valuePtr()[m_id-1]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_id-1]); }
+
+    inline Index index() const { return m_matrix.innerIndexPtr()[m_id-1]; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    inline operator bool() const { return (m_id <= m_end) && (m_id>m_start); }
+
+  protected:
+    const MappedSparseMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_MAPPED_SPARSEMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseBlock.h b/third_party/eigen3/Eigen/src/SparseCore/SparseBlock.h
new file mode 100644
index 0000000000..3a6d8a275c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseBlock.h
@@ -0,0 +1,547 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_SPARSE_BLOCK_H
+#define EIGEN_SPARSE_BLOCK_H
+
+namespace Eigen {
+
+template<typename XprType, int BlockRows, int BlockCols>
+class BlockImpl<XprType,BlockRows,BlockCols,true,Sparse>
+  : public SparseMatrixBase<Block<XprType,BlockRows,BlockCols,true> >
+{
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+    typedef Block<XprType, BlockRows, BlockCols, true> BlockType;
+public:
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+protected:
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+
+    class InnerIterator: public XprType::InnerIterator
+    {
+        typedef typename BlockImpl::Index Index;
+      public:
+        inline InnerIterator(const BlockType& xpr, Index outer)
+          : XprType::InnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer)
+        {}
+        inline Index row() const { return IsRowMajor ? m_outer : this->index(); }
+        inline Index col() const { return IsRowMajor ? this->index() : m_outer; }
+      protected:
+        Index m_outer;
+    };
+    class ReverseInnerIterator: public XprType::ReverseInnerIterator
+    {
+        typedef typename BlockImpl::Index Index;
+      public:
+        inline ReverseInnerIterator(const BlockType& xpr, Index outer)
+          : XprType::ReverseInnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer)
+        {}
+        inline Index row() const { return IsRowMajor ? m_outer : this->index(); }
+        inline Index col() const { return IsRowMajor ? this->index() : m_outer; }
+      protected:
+        Index m_outer;
+    };
+
+    inline BlockImpl(const XprType& xpr, int i)
+      : m_matrix(xpr), m_outerStart(i), m_outerSize(OuterSize)
+    {}
+
+    inline BlockImpl(const XprType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
+    {}
+
+    EIGEN_STRONG_INLINE Index rows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); }
+
+    Index nonZeros() const
+    {
+      Index nnz = 0;
+      Index end = m_outerStart + m_outerSize.value();
+      for(int j=m_outerStart; j<end; ++j)
+        for(typename XprType::InnerIterator it(m_matrix, j); it; ++it)
+          ++nnz;
+      return nnz;
+    }
+
+  protected:
+
+    typename XprType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+
+  public:
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+};
+
+
+/***************************************************************************
+* specialization for SparseMatrix
+***************************************************************************/
+
+namespace internal {
+
+template<typename SparseMatrixType, int BlockRows, int BlockCols>
+class sparse_matrix_block_impl
+  : public SparseMatrixBase<Block<SparseMatrixType,BlockRows,BlockCols,true> >
+{
+    typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _MatrixTypeNested;
+    typedef Block<SparseMatrixType, BlockRows, BlockCols, true> BlockType;
+public:
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+protected:
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+public:
+
+    class InnerIterator: public SparseMatrixType::InnerIterator
+    {
+      public:
+        inline InnerIterator(const BlockType& xpr, Index outer)
+          : SparseMatrixType::InnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer)
+        {}
+        inline Index row() const { return IsRowMajor ? m_outer : this->index(); }
+        inline Index col() const { return IsRowMajor ? this->index() : m_outer; }
+      protected:
+        Index m_outer;
+    };
+    class ReverseInnerIterator: public SparseMatrixType::ReverseInnerIterator
+    {
+      public:
+        inline ReverseInnerIterator(const BlockType& xpr, Index outer)
+          : SparseMatrixType::ReverseInnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer)
+        {}
+        inline Index row() const { return IsRowMajor ? m_outer : this->index(); }
+        inline Index col() const { return IsRowMajor ? this->index() : m_outer; }
+      protected:
+        Index m_outer;
+    };
+
+    inline sparse_matrix_block_impl(const SparseMatrixType& xpr, int i)
+      : m_matrix(xpr), m_outerStart(i), m_outerSize(OuterSize)
+    {}
+
+    inline sparse_matrix_block_impl(const SparseMatrixType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
+    {}
+
+    template<typename OtherDerived>
+    inline BlockType& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _NestedMatrixType;
+      _NestedMatrixType& matrix = const_cast<_NestedMatrixType&>(m_matrix);;
+      // This assignment is slow if this vector set is not empty
+      // and/or it is not at the end of the nonzeros of the underlying matrix.
+
+      // 1 - eval to a temporary to avoid transposition and/or aliasing issues
+      SparseMatrix<Scalar, IsRowMajor ? RowMajor : ColMajor, Index> tmp(other);
+
+      // 2 - let's check whether there is enough allocated memory
+      Index nnz           = tmp.nonZeros();
+      Index start         = m_outerStart==0 ? 0 : matrix.outerIndexPtr()[m_outerStart]; // starting position of the current block
+      Index end           = m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()]; // ending position of the current block
+      Index block_size    = end - start;                                                // available room in the current block
+      Index tail_size     = m_matrix.outerIndexPtr()[m_matrix.outerSize()] - end;
+
+      Index free_size     = m_matrix.isCompressed()
+                          ? Index(matrix.data().allocatedSize()) + block_size
+                          : block_size;
+
+      if(nnz>free_size)
+      {
+        // realloc manually to reduce copies
+        typename SparseMatrixType::Storage newdata(m_matrix.data().allocatedSize() - block_size + nnz);
+
+        internal::smart_copy(&m_matrix.data().value(0),  &m_matrix.data().value(0) + start, &newdata.value(0));
+        internal::smart_copy(&m_matrix.data().index(0),  &m_matrix.data().index(0) + start, &newdata.index(0));
+
+        internal::smart_copy(&tmp.data().value(0),  &tmp.data().value(0) + nnz, &newdata.value(start));
+        internal::smart_copy(&tmp.data().index(0),  &tmp.data().index(0) + nnz, &newdata.index(start));
+
+        internal::smart_copy(&matrix.data().value(end),  &matrix.data().value(end) + tail_size, &newdata.value(start+nnz));
+        internal::smart_copy(&matrix.data().index(end),  &matrix.data().index(end) + tail_size, &newdata.index(start+nnz));
+
+        newdata.resize(m_matrix.outerIndexPtr()[m_matrix.outerSize()] - block_size + nnz);
+
+        matrix.data().swap(newdata);
+      }
+      else
+      {
+        // no need to realloc, simply copy the tail at its respective position and insert tmp
+        matrix.data().resize(start + nnz + tail_size);
+
+        internal::smart_memmove(&matrix.data().value(end),  &matrix.data().value(end) + tail_size, &matrix.data().value(start + nnz));
+        internal::smart_memmove(&matrix.data().index(end),  &matrix.data().index(end) + tail_size, &matrix.data().index(start + nnz));
+
+        internal::smart_copy(&tmp.data().value(0),  &tmp.data().value(0) + nnz, &matrix.data().value(start));
+        internal::smart_copy(&tmp.data().index(0),  &tmp.data().index(0) + nnz, &matrix.data().index(start));
+      }
+
+      // update innerNonZeros
+      if(!m_matrix.isCompressed())
+        for(Index j=0; j<m_outerSize.value(); ++j)
+          matrix.innerNonZeroPtr()[m_outerStart+j] = tmp.innerVector(j).nonZeros();
+
+      // update outer index pointers
+      Index p = start;
+      for(Index k=0; k<m_outerSize.value(); ++k)
+      {
+        matrix.outerIndexPtr()[m_outerStart+k] = p;
+        p += tmp.innerVector(k).nonZeros();
+      }
+      std::ptrdiff_t offset = nnz - block_size;
+      for(Index k = m_outerStart + m_outerSize.value(); k<=matrix.outerSize(); ++k)
+      {
+        matrix.outerIndexPtr()[k] += offset;
+      }
+
+      return derived();
+    }
+
+    inline BlockType& operator=(const BlockType& other)
+    {
+      return operator=<BlockType>(other);
+    }
+
+    inline const Scalar* valuePtr() const
+    { return m_matrix.valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+    inline Scalar* valuePtr()
+    { return m_matrix.const_cast_derived().valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+
+    inline const Index* innerIndexPtr() const
+    { return m_matrix.innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+    inline Index* innerIndexPtr()
+    { return m_matrix.const_cast_derived().innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+
+    inline const Index* outerIndexPtr() const
+    { return m_matrix.outerIndexPtr() + m_outerStart; }
+    inline Index* outerIndexPtr()
+    { return m_matrix.const_cast_derived().outerIndexPtr() + m_outerStart; }
+
+    Index nonZeros() const
+    {
+      if(m_matrix.isCompressed())
+        return  std::size_t(m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()])
+              - std::size_t(m_matrix.outerIndexPtr()[m_outerStart]);
+      else if(m_outerSize.value()==0)
+        return 0;
+      else
+        return Map<const Matrix<Index,OuterSize,1> >(m_matrix.innerNonZeroPtr()+m_outerStart, m_outerSize.value()).sum();
+    }
+
+    const Scalar& lastCoeff() const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(sparse_matrix_block_impl);
+      eigen_assert(nonZeros()>0);
+      if(m_matrix.isCompressed())
+        return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart+1]-1];
+      else
+        return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart]+m_matrix.innerNonZeroPtr()[m_outerStart]-1];
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); }
+
+  protected:
+
+    typename SparseMatrixType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+
+};
+
+} // namespace internal
+
+template<typename _Scalar, int _Options, typename _Index, int BlockRows, int BlockCols>
+class BlockImpl<SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true,Sparse>
+  : public internal::sparse_matrix_block_impl<SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols>
+{
+public:
+  typedef SparseMatrix<_Scalar, _Options, _Index> SparseMatrixType;
+  typedef internal::sparse_matrix_block_impl<SparseMatrixType,BlockRows,BlockCols> Base;
+  inline BlockImpl(SparseMatrixType& xpr, int i)
+    : Base(xpr, i)
+  {}
+
+  inline BlockImpl(SparseMatrixType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+    : Base(xpr, startRow, startCol, blockRows, blockCols)
+  {}
+
+  using Base::operator=;
+};
+
+template<typename _Scalar, int _Options, typename _Index, int BlockRows, int BlockCols>
+class BlockImpl<const SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true,Sparse>
+  : public internal::sparse_matrix_block_impl<const SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols>
+{
+public:
+  typedef const SparseMatrix<_Scalar, _Options, _Index> SparseMatrixType;
+  typedef internal::sparse_matrix_block_impl<SparseMatrixType,BlockRows,BlockCols> Base;
+  inline BlockImpl(SparseMatrixType& xpr, int i)
+    : Base(xpr, i)
+  {}
+
+  inline BlockImpl(SparseMatrixType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+    : Base(xpr, startRow, startCol, blockRows, blockCols)
+  {}
+
+  using Base::operator=;
+};
+
+//----------
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major).
+  */
+template<typename Derived>
+typename SparseMatrixBase<Derived>::InnerVectorReturnType SparseMatrixBase<Derived>::innerVector(Index outer)
+{ return InnerVectorReturnType(derived(), outer); }
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major). Read-only.
+  */
+template<typename Derived>
+const typename SparseMatrixBase<Derived>::ConstInnerVectorReturnType SparseMatrixBase<Derived>::innerVector(Index outer) const
+{ return ConstInnerVectorReturnType(derived(), outer); }
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major).
+  */
+template<typename Derived>
+Block<Derived,Dynamic,Dynamic,true> SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize)
+{
+  return Block<Derived,Dynamic,Dynamic,true>(derived(),
+                                             IsRowMajor ? outerStart : 0, IsRowMajor ? 0 : outerStart,
+                                             IsRowMajor ? outerSize : rows(), IsRowMajor ? cols() : outerSize);
+
+}
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major). Read-only.
+  */
+template<typename Derived>
+const Block<const Derived,Dynamic,Dynamic,true> SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize) const
+{
+  return Block<const Derived,Dynamic,Dynamic,true>(derived(),
+                                                  IsRowMajor ? outerStart : 0, IsRowMajor ? 0 : outerStart,
+                                                  IsRowMajor ? outerSize : rows(), IsRowMajor ? cols() : outerSize);
+
+}
+
+namespace internal {
+
+template< typename XprType, int BlockRows, int BlockCols, bool InnerPanel,
+          bool OuterVector =  (BlockCols==1 && XprType::IsRowMajor)
+                               | // FIXME | instead of || to please GCC 4.4.0 stupid warning "suggest parentheses around &&".
+                                 // revert to || as soon as not needed anymore.
+                              (BlockRows==1 && !XprType::IsRowMajor)>
+class GenericSparseBlockInnerIteratorImpl;
+
+}
+
+/** Generic implementation of sparse Block expression.
+  * Real-only.
+  */
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+class BlockImpl<XprType,BlockRows,BlockCols,InnerPanel,Sparse>
+  : public SparseMatrixBase<Block<XprType,BlockRows,BlockCols,InnerPanel> >, internal::no_assignment_operator
+{
+  typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+public:
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+
+    /** Column or Row constructor
+      */
+    inline BlockImpl(const XprType& xpr, int i)
+      : m_matrix(xpr),
+        m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0),
+        m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0),
+        m_blockRows(BlockRows==1 ? 1 : xpr.rows()),
+        m_blockCols(BlockCols==1 ? 1 : xpr.cols())
+    {}
+
+    /** Dynamic-size constructor
+      */
+    inline BlockImpl(const XprType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_startRow(startRow), m_startCol(startCol), m_blockRows(blockRows), m_blockCols(blockCols)
+    {}
+
+    inline int rows() const { return m_blockRows.value(); }
+    inline int cols() const { return m_blockCols.value(); }
+
+    inline Scalar& coeffRef(int row, int col)
+    {
+      return m_matrix.const_cast_derived()
+               .coeffRef(row + m_startRow.value(), col + m_startCol.value());
+    }
+
+    inline const Scalar coeff(int row, int col) const
+    {
+      return m_matrix.coeff(row + m_startRow.value(), col + m_startCol.value());
+    }
+
+    inline Scalar& coeffRef(int index)
+    {
+      return m_matrix.const_cast_derived()
+             .coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                       m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    inline const Scalar coeff(int index) const
+    {
+      return m_matrix
+             .coeff(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                    m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    inline const _MatrixTypeNested& nestedExpression() const { return m_matrix; }
+
+    typedef internal::GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel> InnerIterator;
+
+    class ReverseInnerIterator : public _MatrixTypeNested::ReverseInnerIterator
+    {
+      typedef typename _MatrixTypeNested::ReverseInnerIterator Base;
+      const BlockType& m_block;
+      Index m_begin;
+    public:
+
+      EIGEN_STRONG_INLINE ReverseInnerIterator(const BlockType& block, Index outer)
+        : Base(block.derived().nestedExpression(), outer + (IsRowMajor ? block.m_startRow.value() : block.m_startCol.value())),
+          m_block(block),
+          m_begin(IsRowMajor ? block.m_startCol.value() : block.m_startRow.value())
+      {
+        while( (Base::operator bool()) && (Base::index() >= (IsRowMajor ? m_block.m_startCol.value()+block.m_blockCols.value() : m_block.m_startRow.value()+block.m_blockRows.value())) )
+          Base::operator--();
+      }
+
+      inline Index index()  const { return Base::index() - (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value()); }
+      inline Index outer()  const { return Base::outer() - (IsRowMajor ? m_block.m_startRow.value() : m_block.m_startCol.value()); }
+      inline Index row()    const { return Base::row()   - m_block.m_startRow.value(); }
+      inline Index col()    const { return Base::col()   - m_block.m_startCol.value(); }
+
+      inline operator bool() const { return Base::operator bool() && Base::index() >= m_begin; }
+    };
+  protected:
+    friend class internal::GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel>;
+    friend class ReverseInnerIterator;
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+
+    typename XprType::Nested m_matrix;
+    const internal::variable_if_dynamic<Index, XprType::RowsAtCompileTime == 1 ? 0 : Dynamic> m_startRow;
+    const internal::variable_if_dynamic<Index, XprType::ColsAtCompileTime == 1 ? 0 : Dynamic> m_startCol;
+    const internal::variable_if_dynamic<Index, RowsAtCompileTime> m_blockRows;
+    const internal::variable_if_dynamic<Index, ColsAtCompileTime> m_blockCols;
+
+};
+
+namespace internal {
+  template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+  class GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel,false> : public Block<XprType, BlockRows, BlockCols, InnerPanel>::_MatrixTypeNested::InnerIterator
+  {
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    enum {
+      IsRowMajor = BlockType::IsRowMajor
+    };
+    typedef typename BlockType::_MatrixTypeNested _MatrixTypeNested;
+    typedef typename BlockType::Index Index;
+    typedef typename _MatrixTypeNested::InnerIterator Base;
+    const BlockType& m_block;
+    Index m_end;
+  public:
+
+    EIGEN_STRONG_INLINE GenericSparseBlockInnerIteratorImpl(const BlockType& block, Index outer)
+      : Base(block.derived().nestedExpression(), outer + (IsRowMajor ? block.m_startRow.value() : block.m_startCol.value())),
+        m_block(block),
+        m_end(IsRowMajor ? block.m_startCol.value()+block.m_blockCols.value() : block.m_startRow.value()+block.m_blockRows.value())
+    {
+      while( (Base::operator bool()) && (Base::index() < (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value())) )
+        Base::operator++();
+    }
+
+    inline Index index()  const { return Base::index() - (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value()); }
+    inline Index outer()  const { return Base::outer() - (IsRowMajor ? m_block.m_startRow.value() : m_block.m_startCol.value()); }
+    inline Index row()    const { return Base::row()   - m_block.m_startRow.value(); }
+    inline Index col()    const { return Base::col()   - m_block.m_startCol.value(); }
+
+    inline operator bool() const { return Base::operator bool() && Base::index() < m_end; }
+  };
+
+  // Row vector of a column-major sparse matrix or column of a row-major one.
+  template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+  class GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel,true>
+  {
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    enum {
+      IsRowMajor = BlockType::IsRowMajor
+    };
+    typedef typename BlockType::_MatrixTypeNested _MatrixTypeNested;
+    typedef typename BlockType::Index Index;
+    typedef typename BlockType::Scalar Scalar;
+    const BlockType& m_block;
+    Index m_outerPos;
+    Index m_innerIndex;
+    Scalar m_value;
+    Index m_end;
+  public:
+
+    EIGEN_STRONG_INLINE GenericSparseBlockInnerIteratorImpl(const BlockType& block, Index outer = 0)
+      :
+        m_block(block),
+        m_outerPos( (IsRowMajor ? block.m_startCol.value() : block.m_startRow.value()) - 1), // -1 so that operator++ finds the first non-zero entry
+        m_innerIndex(IsRowMajor ? block.m_startRow.value() : block.m_startCol.value()),
+        m_end(IsRowMajor ? block.m_startCol.value()+block.m_blockCols.value() : block.m_startRow.value()+block.m_blockRows.value())
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+
+      ++(*this);
+    }
+
+    inline Index index()  const { return m_outerPos - (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value()); }
+    inline Index outer()  const { return 0; }
+    inline Index row()    const { return IsRowMajor ? 0 : index(); }
+    inline Index col()    const { return IsRowMajor ? index() : 0; }
+
+    inline Scalar value() const { return m_value; }
+
+    inline GenericSparseBlockInnerIteratorImpl& operator++()
+    {
+      // At end already?
+      if (m_outerPos >= m_end)
+        return *this;
+
+      // search next non-zero entry.
+      while(++m_outerPos<m_end)
+      {
+        typename XprType::InnerIterator it(m_block.m_matrix, m_outerPos);
+        // search for the key m_innerIndex in the current outer-vector
+        while(it && it.index() < m_innerIndex) ++it;
+        if(it && it.index()==m_innerIndex)
+        {
+          m_value = it.value();
+          break;
+        }
+      }
+      return *this;
+    }
+
+    inline operator bool() const { return m_outerPos < m_end; }
+  };
+
+} // end namespace internal
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_BLOCK_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseColEtree.h b/third_party/eigen3/Eigen/src/SparseCore/SparseColEtree.h
new file mode 100644
index 0000000000..f8745f4610
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseColEtree.h
@@ -0,0 +1,206 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+
+/* 
+ 
+ * NOTE: This file is the modified version of sp_coletree.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * August 1, 2008
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSE_COLETREE_H
+#define SPARSE_COLETREE_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** Find the root of the tree/set containing the vertex i : Use Path halving */ 
+template<typename Index, typename IndexVector>
+Index etree_find (Index i, IndexVector& pp)
+{
+  Index p = pp(i); // Parent 
+  Index gp = pp(p); // Grand parent 
+  while (gp != p) 
+  {
+    pp(i) = gp; // Parent pointer on find path is changed to former grand parent
+    i = gp; 
+    p = pp(i);
+    gp = pp(p);
+  }
+  return p; 
+}
+
+/** Compute the column elimination tree of a sparse matrix
+  * \param mat The matrix in column-major format. 
+  * \param parent The elimination tree
+  * \param firstRowElt The column index of the first element in each row
+  * \param perm The permutation to apply to the column of \b mat
+  */
+template <typename MatrixType, typename IndexVector>
+int coletree(const MatrixType& mat, IndexVector& parent, IndexVector& firstRowElt, typename MatrixType::Index *perm=0)
+{
+  typedef typename MatrixType::Index Index;
+  Index nc = mat.cols(); // Number of columns 
+  Index m = mat.rows();
+  Index diagSize = (std::min)(nc,m);
+  IndexVector root(nc); // root of subtree of etree 
+  root.setZero();
+  IndexVector pp(nc); // disjoint sets 
+  pp.setZero(); // Initialize disjoint sets 
+  parent.resize(mat.cols());
+  //Compute first nonzero column in each row 
+  Index row,col; 
+  firstRowElt.resize(m);
+  firstRowElt.setConstant(nc);
+  firstRowElt.segment(0, diagSize).setLinSpaced(diagSize, 0, diagSize-1);
+  bool found_diag;
+  for (col = 0; col < nc; col++)
+  {
+    Index pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it; ++it)
+    { 
+      row = it.row();
+      firstRowElt(row) = (std::min)(firstRowElt(row), col);
+    }
+  }
+  /* Compute etree by Liu's algorithm for symmetric matrices,
+          except use (firstRowElt[r],c) in place of an edge (r,c) of A.
+    Thus each row clique in A'*A is replaced by a star
+    centered at its first vertex, which has the same fill. */
+  Index rset, cset, rroot; 
+  for (col = 0; col < nc; col++) 
+  {
+    found_diag = col>=m;
+    pp(col) = col; 
+    cset = col; 
+    root(cset) = col; 
+    parent(col) = nc; 
+    /* The diagonal element is treated here even if it does not exist in the matrix
+     * hence the loop is executed once more */ 
+    Index pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it||!found_diag; ++it)
+    { //  A sequence of interleaved find and union is performed 
+      Index i = col;
+      if(it) i = it.index();
+      if (i == col) found_diag = true;
+      
+      row = firstRowElt(i);
+      if (row >= col) continue; 
+      rset = internal::etree_find(row, pp); // Find the name of the set containing row
+      rroot = root(rset);
+      if (rroot != col) 
+      {
+        parent(rroot) = col; 
+        pp(cset) = rset; 
+        cset = rset; 
+        root(cset) = col; 
+      }
+    }
+  }
+  return 0;  
+}
+
+/** 
+  * Depth-first search from vertex n.  No recursion.
+  * This routine was contributed by Cédric Doucet, CEDRAT Group, Meylan, France.
+*/
+template <typename Index, typename IndexVector>
+void nr_etdfs (Index n, IndexVector& parent, IndexVector& first_kid, IndexVector& next_kid, IndexVector& post, Index postnum)
+{
+  Index current = n, first, next;
+  while (postnum != n) 
+  {
+    // No kid for the current node
+    first = first_kid(current);
+    
+    // no kid for the current node
+    if (first == -1) 
+    {
+      // Numbering this node because it has no kid 
+      post(current) = postnum++;
+      
+      // looking for the next kid 
+      next = next_kid(current); 
+      while (next == -1) 
+      {
+        // No more kids : back to the parent node
+        current = parent(current); 
+        // numbering the parent node 
+        post(current) = postnum++;
+        
+        // Get the next kid 
+        next = next_kid(current); 
+      }
+      // stopping criterion 
+      if (postnum == n+1) return; 
+      
+      // Updating current node 
+      current = next; 
+    }
+    else 
+    {
+      current = first; 
+    }
+  }
+}
+
+
+/**
+  * \brief Post order a tree 
+  * \param n the number of nodes
+  * \param parent Input tree
+  * \param post postordered tree
+  */
+template <typename Index, typename IndexVector>
+void treePostorder(Index n, IndexVector& parent, IndexVector& post)
+{
+  IndexVector first_kid, next_kid; // Linked list of children 
+  Index postnum; 
+  // Allocate storage for working arrays and results 
+  first_kid.resize(n+1); 
+  next_kid.setZero(n+1);
+  post.setZero(n+1);
+  
+  // Set up structure describing children
+  Index v, dad; 
+  first_kid.setConstant(-1); 
+  for (v = n-1; v >= 0; v--) 
+  {
+    dad = parent(v);
+    next_kid(v) = first_kid(dad); 
+    first_kid(dad) = v; 
+  }
+  
+  // Depth-first search from dummy root vertex #n
+  postnum = 0; 
+  internal::nr_etdfs(n, parent, first_kid, next_kid, post, postnum);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // SPARSE_COLETREE_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h b/third_party/eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h
new file mode 100644
index 0000000000..ec86ca933c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h
@@ -0,0 +1,324 @@
+// 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_SPARSE_CWISE_BINARY_OP_H
+#define EIGEN_SPARSE_CWISE_BINARY_OP_H
+
+namespace Eigen { 
+
+// Here we have to handle 3 cases:
+//  1 - sparse op dense
+//  2 - dense op sparse
+//  3 - sparse op sparse
+// We also need to implement a 4th iterator for:
+//  4 - dense op dense
+// Finally, we also need to distinguish between the product and other operations :
+//                configuration      returned mode
+//  1 - sparse op dense    product      sparse
+//                         generic      dense
+//  2 - dense op sparse    product      sparse
+//                         generic      dense
+//  3 - sparse op sparse   product      sparse
+//                         generic      sparse
+//  4 - dense op dense     product      dense
+//                         generic      dense
+
+namespace internal {
+
+template<> struct promote_storage_type<Dense,Sparse>
+{ typedef Sparse ret; };
+
+template<> struct promote_storage_type<Sparse,Dense>
+{ typedef Sparse ret; };
+
+template<typename BinaryOp, typename Lhs, typename Rhs, typename Derived,
+  typename _LhsStorageMode = typename traits<Lhs>::StorageKind,
+  typename _RhsStorageMode = typename traits<Rhs>::StorageKind>
+class sparse_cwise_binary_op_inner_iterator_selector;
+
+} // end namespace internal
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp, Lhs, Rhs, Sparse>
+  : public SparseMatrixBase<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  public:
+    class InnerIterator;
+    class ReverseInnerIterator;
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+    CwiseBinaryOpImpl()
+    {
+      typedef typename internal::traits<Lhs>::StorageKind LhsStorageKind;
+      typedef typename internal::traits<Rhs>::StorageKind RhsStorageKind;
+      EIGEN_STATIC_ASSERT((
+                (!internal::is_same<LhsStorageKind,RhsStorageKind>::value)
+            ||  ((Lhs::Flags&RowMajorBit) == (Rhs::Flags&RowMajorBit))),
+            THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH);
+    }
+};
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator
+  : public internal::sparse_cwise_binary_op_inner_iterator_selector<BinaryOp,Lhs,Rhs,typename CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator>
+{
+  public:
+    typedef typename Lhs::Index Index;
+    typedef internal::sparse_cwise_binary_op_inner_iterator_selector<
+      BinaryOp,Lhs,Rhs, InnerIterator> Base;
+
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, Index outer)
+      : Base(binOp.derived(),outer)
+    {}
+};
+
+/***************************************************************************
+* Implementation of inner-iterators
+***************************************************************************/
+
+// template<typename T> struct internal::func_is_conjunction { enum { ret = false }; };
+// template<typename T> struct internal::func_is_conjunction<internal::scalar_product_op<T> > { enum { ret = true }; };
+
+// TODO generalize the internal::scalar_product_op specialization to all conjunctions if any !
+
+namespace internal {
+
+// sparse - sparse  (generic)
+template<typename BinaryOp, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<BinaryOp, Lhs, Rhs, Derived, Sparse, Sparse>
+{
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename traits<CwiseBinaryXpr>::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_lhsIter(xpr.lhs(),outer), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor())
+    {
+      this->operator++();
+    }
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      if (m_lhsIter && m_rhsIter && (m_lhsIter.index() == m_rhsIter.index()))
+      {
+        m_id = m_lhsIter.index();
+        m_value = m_functor(m_lhsIter.value(), m_rhsIter.value());
+        ++m_lhsIter;
+        ++m_rhsIter;
+      }
+      else if (m_lhsIter && (!m_rhsIter || (m_lhsIter.index() < m_rhsIter.index())))
+      {
+        m_id = m_lhsIter.index();
+        m_value = m_functor(m_lhsIter.value(), Scalar(0));
+        ++m_lhsIter;
+      }
+      else if (m_rhsIter && (!m_lhsIter || (m_lhsIter.index() > m_rhsIter.index())))
+      {
+        m_id = m_rhsIter.index();
+        m_value = m_functor(Scalar(0), m_rhsIter.value());
+        ++m_rhsIter;
+      }
+      else
+      {
+        m_value = 0; // this is to avoid a compilation warning
+        m_id = -1;
+      }
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_value; }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_id; }
+    EIGEN_STRONG_INLINE Index row() const { return Lhs::IsRowMajor ? m_lhsIter.row() : index(); }
+    EIGEN_STRONG_INLINE Index col() const { return Lhs::IsRowMajor ? index() : m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_id>=0; }
+
+  protected:
+    LhsIterator m_lhsIter;
+    RhsIterator m_rhsIter;
+    const BinaryOp& m_functor;
+    Scalar m_value;
+    Index m_id;
+};
+
+// sparse - sparse  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Sparse, Sparse>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_lhsIter(xpr.lhs(),outer), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor())
+    {
+      while (m_lhsIter && m_rhsIter && (m_lhsIter.index() != m_rhsIter.index()))
+      {
+        if (m_lhsIter.index() < m_rhsIter.index())
+          ++m_lhsIter;
+        else
+          ++m_rhsIter;
+      }
+    }
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_lhsIter;
+      ++m_rhsIter;
+      while (m_lhsIter && m_rhsIter && (m_lhsIter.index() != m_rhsIter.index()))
+      {
+        if (m_lhsIter.index() < m_rhsIter.index())
+          ++m_lhsIter;
+        else
+          ++m_rhsIter;
+      }
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_functor(m_lhsIter.value(), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_lhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return (m_lhsIter && m_rhsIter); }
+
+  protected:
+    LhsIterator m_lhsIter;
+    RhsIterator m_rhsIter;
+    const BinaryFunc& m_functor;
+};
+
+// sparse - dense  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Sparse, Dense>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename traits<CwiseBinaryXpr>::RhsNested RhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename Lhs::Index Index;
+    enum { IsRowMajor = (int(Lhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_rhs(xpr.rhs()), m_lhsIter(xpr.lhs(),outer), m_functor(xpr.functor()), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_lhsIter;
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_lhsIter.value(),
+                       m_rhs.coeff(IsRowMajor?m_outer:m_lhsIter.index(),IsRowMajor?m_lhsIter.index():m_outer)); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_lhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_lhsIter; }
+
+  protected:
+    RhsNested m_rhs;
+    LhsIterator m_lhsIter;
+    const BinaryFunc m_functor;
+    const Index m_outer;
+};
+
+// sparse - dense  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Dense, Sparse>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+
+    enum { IsRowMajor = (int(Rhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_xpr(xpr), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor()), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_rhsIter;
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_xpr.lhs().coeff(IsRowMajor?m_outer:m_rhsIter.index(),IsRowMajor?m_rhsIter.index():m_outer), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_rhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_rhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_rhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_rhsIter; }
+
+  protected:
+    const CwiseBinaryXpr& m_xpr;
+    RhsIterator m_rhsIter;
+    const BinaryFunc& m_functor;
+    const Index m_outer;
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of SparseMatrixBase and SparseCwise functions/operators
+***************************************************************************/
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+SparseMatrixBase<Derived>::operator-=(const SparseMatrixBase<OtherDerived> &other)
+{
+  return derived() = derived() - other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+SparseMatrixBase<Derived>::operator+=(const SparseMatrixBase<OtherDerived>& other)
+{
+  return derived() = derived() + other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE
+SparseMatrixBase<Derived>::cwiseProduct(const MatrixBase<OtherDerived> &other) const
+{
+  return EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_BINARY_OP_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h b/third_party/eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h
new file mode 100644
index 0000000000..5a50c78030
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h
@@ -0,0 +1,163 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_SPARSE_CWISE_UNARY_OP_H
+#define EIGEN_SPARSE_CWISE_UNARY_OP_H
+
+namespace Eigen { 
+
+template<typename UnaryOp, typename MatrixType>
+class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>
+  : public SparseMatrixBase<CwiseUnaryOp<UnaryOp, MatrixType> >
+{
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    typedef CwiseUnaryOp<UnaryOp, MatrixType> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+
+  protected:
+    typedef typename internal::traits<Derived>::_XprTypeNested _MatrixTypeNested;
+    typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator;
+    typedef typename _MatrixTypeNested::ReverseInnerIterator MatrixTypeReverseIterator;
+};
+
+template<typename UnaryOp, typename MatrixType>
+class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::InnerIterator
+    : public CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeIterator
+{
+    typedef typename CwiseUnaryOpImpl::Scalar Scalar;
+    typedef typename CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryOpImpl& unaryOp, typename CwiseUnaryOpImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    { Base::operator++(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryOpImpl::Scalar value() const { return m_functor(Base::value()); }
+
+  protected:
+    const UnaryOp m_functor;
+  private:
+    typename CwiseUnaryOpImpl::Scalar& valueRef();
+};
+
+template<typename UnaryOp, typename MatrixType>
+class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::ReverseInnerIterator
+    : public CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeReverseIterator
+{
+    typedef typename CwiseUnaryOpImpl::Scalar Scalar;
+    typedef typename CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeReverseIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const CwiseUnaryOpImpl& unaryOp, typename CwiseUnaryOpImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator& operator--()
+    { Base::operator--(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryOpImpl::Scalar value() const { return m_functor(Base::value()); }
+
+  protected:
+    const UnaryOp m_functor;
+  private:
+    typename CwiseUnaryOpImpl::Scalar& valueRef();
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>
+  : public SparseMatrixBase<CwiseUnaryView<ViewOp, MatrixType> >
+{
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    typedef CwiseUnaryView<ViewOp, MatrixType> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+
+  protected:
+    typedef typename internal::traits<Derived>::_MatrixTypeNested _MatrixTypeNested;
+    typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator;
+    typedef typename _MatrixTypeNested::ReverseInnerIterator MatrixTypeReverseIterator;
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::InnerIterator
+    : public CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeIterator
+{
+    typedef typename CwiseUnaryViewImpl::Scalar Scalar;
+    typedef typename CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryViewImpl& unaryOp, typename CwiseUnaryViewImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    { Base::operator++(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar value() const { return m_functor(Base::value()); }
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar& valueRef() { return m_functor(Base::valueRef()); }
+
+  protected:
+    const ViewOp m_functor;
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::ReverseInnerIterator
+    : public CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeReverseIterator
+{
+    typedef typename CwiseUnaryViewImpl::Scalar Scalar;
+    typedef typename CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeReverseIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const CwiseUnaryViewImpl& unaryOp, typename CwiseUnaryViewImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator& operator--()
+    { Base::operator--(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar value() const { return m_functor(Base::value()); }
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar& valueRef() { return m_functor(Base::valueRef()); }
+
+  protected:
+    const ViewOp m_functor;
+};
+
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+SparseMatrixBase<Derived>::operator*=(const Scalar& other)
+{
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename Derived::InnerIterator i(derived(),j); i; ++i)
+      i.valueRef() *= other;
+  return derived();
+}
+
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+SparseMatrixBase<Derived>::operator/=(const Scalar& other)
+{
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename Derived::InnerIterator i(derived(),j); i; ++i)
+      i.valueRef() /= other;
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_UNARY_OP_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseDenseProduct.h b/third_party/eigen3/Eigen/src/SparseCore/SparseDenseProduct.h
new file mode 100644
index 0000000000..610833f3b0
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseDenseProduct.h
@@ -0,0 +1,311 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_SPARSEDENSEPRODUCT_H
+#define EIGEN_SPARSEDENSEPRODUCT_H
+
+namespace Eigen { 
+
+template<typename Lhs, typename Rhs, int InnerSize> struct SparseDenseProductReturnType
+{
+  typedef SparseTimeDenseProduct<Lhs,Rhs> Type;
+};
+
+template<typename Lhs, typename Rhs> struct SparseDenseProductReturnType<Lhs,Rhs,1>
+{
+  typedef SparseDenseOuterProduct<Lhs,Rhs,false> Type;
+};
+
+template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductReturnType
+{
+  typedef DenseTimeSparseProduct<Lhs,Rhs> Type;
+};
+
+template<typename Lhs, typename Rhs> struct DenseSparseProductReturnType<Lhs,Rhs,1>
+{
+  typedef SparseDenseOuterProduct<Rhs,Lhs,true> Type;
+};
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, bool Tr>
+struct traits<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
+{
+  typedef Sparse StorageKind;
+  typedef typename scalar_product_traits<typename traits<Lhs>::Scalar,
+                                         typename traits<Rhs>::Scalar>::ReturnType Scalar;
+  typedef typename Lhs::Index Index;
+  typedef typename Lhs::Nested LhsNested;
+  typedef typename Rhs::Nested RhsNested;
+  typedef typename remove_all<LhsNested>::type _LhsNested;
+  typedef typename remove_all<RhsNested>::type _RhsNested;
+
+  enum {
+    LhsCoeffReadCost = traits<_LhsNested>::CoeffReadCost,
+    RhsCoeffReadCost = traits<_RhsNested>::CoeffReadCost,
+
+    RowsAtCompileTime    = Tr ? int(traits<Rhs>::RowsAtCompileTime)     : int(traits<Lhs>::RowsAtCompileTime),
+    ColsAtCompileTime    = Tr ? int(traits<Lhs>::ColsAtCompileTime)     : int(traits<Rhs>::ColsAtCompileTime),
+    MaxRowsAtCompileTime = Tr ? int(traits<Rhs>::MaxRowsAtCompileTime)  : int(traits<Lhs>::MaxRowsAtCompileTime),
+    MaxColsAtCompileTime = Tr ? int(traits<Lhs>::MaxColsAtCompileTime)  : int(traits<Rhs>::MaxColsAtCompileTime),
+
+    Flags = Tr ? RowMajorBit : 0,
+
+    CoeffReadCost = LhsCoeffReadCost + RhsCoeffReadCost + NumTraits<Scalar>::MulCost
+  };
+};
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs, bool Tr>
+class SparseDenseOuterProduct
+ : public SparseMatrixBase<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
+{
+  public:
+
+    typedef SparseMatrixBase<SparseDenseOuterProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SparseDenseOuterProduct)
+    typedef internal::traits<SparseDenseOuterProduct> Traits;
+
+  private:
+
+    typedef typename Traits::LhsNested LhsNested;
+    typedef typename Traits::RhsNested RhsNested;
+    typedef typename Traits::_LhsNested _LhsNested;
+    typedef typename Traits::_RhsNested _RhsNested;
+
+  public:
+
+    class InnerIterator;
+
+    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      EIGEN_STATIC_ASSERT(!Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
+    }
+
+    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Rhs& rhs, const Lhs& lhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      EIGEN_STATIC_ASSERT(Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return Tr ? m_rhs.rows() : m_lhs.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return Tr ? m_lhs.cols() : m_rhs.cols(); }
+
+    EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
+    EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
+
+  protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+};
+
+template<typename Lhs, typename Rhs, bool Transpose>
+class SparseDenseOuterProduct<Lhs,Rhs,Transpose>::InnerIterator : public _LhsNested::InnerIterator
+{
+    typedef typename _LhsNested::InnerIterator Base;
+    typedef typename SparseDenseOuterProduct::Index Index;
+  public:
+    EIGEN_STRONG_INLINE InnerIterator(const SparseDenseOuterProduct& prod, Index outer)
+      : Base(prod.lhs(), 0), m_outer(outer), m_factor(prod.rhs().coeff(outer))
+    {
+    }
+
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return Transpose ? Base::row() : m_outer; }
+    inline Index col() const { return Transpose ? m_outer : Base::row(); }
+
+    inline Scalar value() const { return Base::value() * m_factor; }
+
+  protected:
+    Index m_outer;
+    Scalar m_factor;
+};
+
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<SparseTimeDenseProduct<Lhs,Rhs> >
+ : traits<ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+  typedef MatrixXpr XprKind;
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,
+         typename AlphaType,
+         int LhsStorageOrder = ((SparseLhsType::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor,
+         bool ColPerCol = ((DenseRhsType::Flags&RowMajorBit)==0) || DenseRhsType::ColsAtCompileTime==1>
+struct sparse_time_dense_product_impl;
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, RowMajor, true>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::Index Index;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index c=0; c<rhs.cols(); ++c)
+    {
+      Index n = lhs.outerSize();
+      for(Index j=0; j<n; ++j)
+      {
+        typename Res::Scalar tmp(0);
+        for(LhsInnerIterator it(lhs,j); it ;++it)
+          tmp += it.value() * rhs.coeff(it.index(),c);
+        res.coeffRef(j,c) = alpha * tmp;
+      }
+    }
+  }
+};
+
+template<typename T1, typename T2/*, int _Options, typename _StrideType*/>
+struct scalar_product_traits<T1, Ref<T2/*, _Options, _StrideType*/> >
+{
+  enum {
+    Defined = 1
+  };
+  typedef typename CwiseUnaryOp<scalar_multiple2_op<T1, typename T2::Scalar>, T2>::PlainObject ReturnType;
+};
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType, typename AlphaType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, AlphaType, ColMajor, true>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  typedef typename Lhs::Index Index;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
+  {
+    for(Index c=0; c<rhs.cols(); ++c)
+    {
+      for(Index j=0; j<lhs.outerSize(); ++j)
+      {
+//        typename Res::Scalar rhs_j = alpha * rhs.coeff(j,c);
+        typename internal::scalar_product_traits<AlphaType, typename Rhs::Scalar>::ReturnType rhs_j(alpha * rhs.coeff(j,c));
+        for(LhsInnerIterator it(lhs,j); it ;++it)
+          res.coeffRef(it.index(),c) += it.value() * rhs_j;
+      }
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, RowMajor, false>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  typedef typename Lhs::Index Index;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index j=0; j<lhs.outerSize(); ++j)
+    {
+      typename Res::RowXpr res_j(res.row(j));
+      for(LhsInnerIterator it(lhs,j); it ;++it)
+        res_j += (alpha*it.value()) * rhs.row(it.index());
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, ColMajor, false>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  typedef typename Lhs::Index Index;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index j=0; j<lhs.outerSize(); ++j)
+    {
+      typename Rhs::ConstRowXpr rhs_j(rhs.row(j));
+      for(LhsInnerIterator it(lhs,j); it ;++it)
+        res.row(it.index()) += (alpha*it.value()) * rhs_j;
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,typename AlphaType>
+inline void sparse_time_dense_product(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
+{
+  sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, AlphaType>::run(lhs, rhs, res, alpha);
+}
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class SparseTimeDenseProduct
+  : public ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseTimeDenseProduct)
+
+    SparseTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      internal::sparse_time_dense_product(m_lhs, m_rhs, dest, alpha);
+    }
+
+  private:
+    SparseTimeDenseProduct& operator=(const SparseTimeDenseProduct&);
+};
+
+
+// dense = dense * sparse
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<DenseTimeSparseProduct<Lhs,Rhs> >
+ : traits<ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+};
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class DenseTimeSparseProduct
+  : public ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseProduct)
+
+    DenseTimeSparseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      Transpose<const _LhsNested> lhs_t(m_lhs);
+      Transpose<const _RhsNested> rhs_t(m_rhs);
+      Transpose<Dest> dest_t(dest);
+      internal::sparse_time_dense_product(rhs_t, lhs_t, dest_t, alpha);
+    }
+
+  private:
+    DenseTimeSparseProduct& operator=(const DenseTimeSparseProduct&);
+};
+
+// sparse * dense
+template<typename Derived>
+template<typename OtherDerived>
+inline const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
+SparseMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
+{
+  return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEDENSEPRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h b/third_party/eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h
new file mode 100644
index 0000000000..1bb590e64d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h
@@ -0,0 +1,196 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_SPARSE_DIAGONAL_PRODUCT_H
+#define EIGEN_SPARSE_DIAGONAL_PRODUCT_H
+
+namespace Eigen { 
+
+// The product of a diagonal matrix with a sparse matrix can be easily
+// implemented using expression template.
+// We have two consider very different cases:
+// 1 - diag * row-major sparse
+//     => each inner vector <=> scalar * sparse vector product
+//     => so we can reuse CwiseUnaryOp::InnerIterator
+// 2 - diag * col-major sparse
+//     => each inner vector <=> densevector * sparse vector cwise product
+//     => again, we can reuse specialization of CwiseBinaryOp::InnerIterator
+//        for that particular case
+// The two other cases are symmetric.
+
+namespace internal {
+
+template<typename Lhs, typename Rhs>
+struct traits<SparseDiagonalProduct<Lhs, Rhs> >
+{
+  typedef typename remove_all<Lhs>::type _Lhs;
+  typedef typename remove_all<Rhs>::type _Rhs;
+  typedef typename _Lhs::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<Lhs>::Index,
+                                         typename traits<Rhs>::Index>::type Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = _Lhs::RowsAtCompileTime,
+    ColsAtCompileTime = _Rhs::ColsAtCompileTime,
+
+    MaxRowsAtCompileTime = _Lhs::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = _Rhs::MaxColsAtCompileTime,
+
+    SparseFlags = is_diagonal<_Lhs>::ret ? int(_Rhs::Flags) : int(_Lhs::Flags),
+    Flags = (SparseFlags&RowMajorBit),
+    CoeffReadCost = Dynamic
+  };
+};
+
+enum {SDP_IsDiagonal, SDP_IsSparseRowMajor, SDP_IsSparseColMajor};
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType, int RhsMode, int LhsMode>
+class sparse_diagonal_product_inner_iterator_selector;
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class SparseDiagonalProduct
+  : public SparseMatrixBase<SparseDiagonalProduct<Lhs,Rhs> >,
+    internal::no_assignment_operator
+{
+    typedef typename Lhs::Nested LhsNested;
+    typedef typename Rhs::Nested RhsNested;
+
+    typedef typename internal::remove_all<LhsNested>::type _LhsNested;
+    typedef typename internal::remove_all<RhsNested>::type _RhsNested;
+
+    enum {
+      LhsMode = internal::is_diagonal<_LhsNested>::ret ? internal::SDP_IsDiagonal
+              : (_LhsNested::Flags&RowMajorBit) ? internal::SDP_IsSparseRowMajor : internal::SDP_IsSparseColMajor,
+      RhsMode = internal::is_diagonal<_RhsNested>::ret ? internal::SDP_IsDiagonal
+              : (_RhsNested::Flags&RowMajorBit) ? internal::SDP_IsSparseRowMajor : internal::SDP_IsSparseColMajor
+    };
+
+  public:
+
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseDiagonalProduct)
+
+    typedef internal::sparse_diagonal_product_inner_iterator_selector
+                      <_LhsNested,_RhsNested,SparseDiagonalProduct,LhsMode,RhsMode> InnerIterator;
+    
+    // We do not want ReverseInnerIterator for diagonal-sparse products,
+    // but this dummy declaration is needed to make diag * sparse * diag compile.
+    class ReverseInnerIterator;
+
+    EIGEN_STRONG_INLINE SparseDiagonalProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      eigen_assert(lhs.cols() == rhs.rows() && "invalid sparse matrix * diagonal matrix product");
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); }
+
+    EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
+    EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
+
+  protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+};
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsDiagonal,SDP_IsSparseRowMajor>
+  : public CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,const Rhs>::InnerIterator
+{
+    typedef typename CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,const Rhs>::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.rhs()*(expr.lhs().diagonal().coeff(outer)), outer)
+    {}
+};
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsDiagonal,SDP_IsSparseColMajor>
+  : public CwiseBinaryOp<
+      scalar_product_op<typename Lhs::Scalar>,
+      const typename Rhs::ConstInnerVectorReturnType,
+      const typename Lhs::DiagonalVectorType>::InnerIterator
+{
+    typedef typename CwiseBinaryOp<
+      scalar_product_op<typename Lhs::Scalar>,
+      const typename Rhs::ConstInnerVectorReturnType,
+      const typename Lhs::DiagonalVectorType>::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+    Index m_outer;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.rhs().innerVector(outer) .cwiseProduct(expr.lhs().diagonal()), 0), m_outer(outer)
+    {}
+    
+    inline Index outer() const { return m_outer; }
+    inline Index col() const { return m_outer; }
+};
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsSparseColMajor,SDP_IsDiagonal>
+  : public CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,const Lhs>::InnerIterator
+{
+    typedef typename CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,const Lhs>::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.lhs()*expr.rhs().diagonal().coeff(outer), outer)
+    {}
+};
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsSparseRowMajor,SDP_IsDiagonal>
+  : public CwiseBinaryOp<
+      scalar_product_op<typename Rhs::Scalar>,
+      const typename Lhs::ConstInnerVectorReturnType,
+      const Transpose<const typename Rhs::DiagonalVectorType> >::InnerIterator
+{
+    typedef typename CwiseBinaryOp<
+      scalar_product_op<typename Rhs::Scalar>,
+      const typename Lhs::ConstInnerVectorReturnType,
+      const Transpose<const typename Rhs::DiagonalVectorType> >::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+    Index m_outer;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.lhs().innerVector(outer) .cwiseProduct(expr.rhs().diagonal().transpose()), 0), m_outer(outer)
+    {}
+    
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return m_outer; }
+};
+
+} // end namespace internal
+
+// SparseMatrixBase functions
+
+template<typename Derived>
+template<typename OtherDerived>
+const SparseDiagonalProduct<Derived,OtherDerived>
+SparseMatrixBase<Derived>::operator*(const DiagonalBase<OtherDerived> &other) const
+{
+  return SparseDiagonalProduct<Derived,OtherDerived>(this->derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_DIAGONAL_PRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseDot.h b/third_party/eigen3/Eigen/src/SparseCore/SparseDot.h
new file mode 100644
index 0000000000..db39c9aecc
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseDot.h
@@ -0,0 +1,101 @@
+// 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_SPARSE_DOT_H
+#define EIGEN_SPARSE_DOT_H
+
+namespace Eigen { 
+
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::traits<Derived>::Scalar
+SparseMatrixBase<Derived>::dot(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+  EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  eigen_assert(size() == other.size());
+  eigen_assert(other.size()>0 && "you are using a non initialized vector");
+
+  typename Derived::InnerIterator i(derived(),0);
+  Scalar res(0);
+  while (i)
+  {
+    res += numext::conj(i.value()) * other.coeff(i.index());
+    ++i;
+  }
+  return res;
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::traits<Derived>::Scalar
+SparseMatrixBase<Derived>::dot(const SparseMatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+  EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  eigen_assert(size() == other.size());
+
+  typedef typename Derived::Nested  Nested;
+  typedef typename OtherDerived::Nested  OtherNested;
+  typedef typename internal::remove_all<Nested>::type  NestedCleaned;
+  typedef typename internal::remove_all<OtherNested>::type  OtherNestedCleaned;
+
+  Nested nthis(derived());
+  OtherNested nother(other.derived());
+
+  typename NestedCleaned::InnerIterator i(nthis,0);
+  typename OtherNestedCleaned::InnerIterator j(nother,0);
+  Scalar res(0);
+  while (i && j)
+  {
+    if (i.index()==j.index())
+    {
+      res += numext::conj(i.value()) * j.value();
+      ++i; ++j;
+    }
+    else if (i.index()<j.index())
+      ++i;
+    else
+      ++j;
+  }
+  return res;
+}
+
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+SparseMatrixBase<Derived>::squaredNorm() const
+{
+  return numext::real((*this).cwiseAbs2().sum());
+}
+
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+SparseMatrixBase<Derived>::norm() const
+{
+  using std::sqrt;
+  return sqrt(squaredNorm());
+}
+
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+SparseMatrixBase<Derived>::blueNorm() const
+{
+  return internal::blueNorm_impl(*this);
+}
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_DOT_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseFuzzy.h b/third_party/eigen3/Eigen/src/SparseCore/SparseFuzzy.h
new file mode 100644
index 0000000000..45f36e9eb9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseFuzzy.h
@@ -0,0 +1,26 @@
+// 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_SPARSE_FUZZY_H
+#define EIGEN_SPARSE_FUZZY_H
+
+// template<typename Derived>
+// template<typename OtherDerived>
+// bool SparseMatrixBase<Derived>::isApprox(
+//   const OtherDerived& other,
+//   typename NumTraits<Scalar>::Real prec
+// ) const
+// {
+//   const typename internal::nested<Derived,2>::type nested(derived());
+//   const typename internal::nested<OtherDerived,2>::type otherNested(other.derived());
+//   return    (nested - otherNested).cwise().abs2().sum()
+//          <= prec * prec * (std::min)(nested.cwise().abs2().sum(), otherNested.cwise().abs2().sum());
+// }
+
+#endif // EIGEN_SPARSE_FUZZY_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseMatrix.h b/third_party/eigen3/Eigen/src/SparseCore/SparseMatrix.h
new file mode 100644
index 0000000000..5070c81d9f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseMatrix.h
@@ -0,0 +1,1259 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_SPARSEMATRIX_H
+#define EIGEN_SPARSEMATRIX_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  *
+  * \class SparseMatrix
+  *
+  * \brief A versatible sparse matrix representation
+  *
+  * This class implements a more versatile variants of the common \em compressed row/column storage format.
+  * Each colmun's (resp. row) non zeros are stored as a pair of value with associated row (resp. colmiun) index.
+  * All the non zeros are stored in a single large buffer. Unlike the \em compressed format, there might be extra
+  * space inbetween the nonzeros of two successive colmuns (resp. rows) such that insertion of new non-zero
+  * can be done with limited memory reallocation and copies.
+  *
+  * A call to the function makeCompressed() turns the matrix into the standard \em compressed format
+  * compatible with many library.
+  *
+  * More details on this storage sceheme are given in the \ref TutorialSparse "manual pages".
+  *
+  * \tparam _Scalar the scalar type, i.e. the type of the coefficients
+  * \tparam _Options Union of bit flags controlling the storage scheme. Currently the only possibility
+  *                 is ColMajor or RowMajor. The default is 0 which means column-major.
+  * \tparam _Index the type of the indices. It has to be a \b signed type (e.g., short, int, std::ptrdiff_t). Default is \c int.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEMATRIX_PLUGIN.
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _Index>
+struct traits<SparseMatrix<_Scalar, _Options, _Index> >
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = Dynamic,
+    ColsAtCompileTime = Dynamic,
+    MaxRowsAtCompileTime = Dynamic,
+    MaxColsAtCompileTime = Dynamic,
+    Flags = _Options | NestByRefBit | LvalueBit,
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    SupportedAccessPatterns = InnerRandomAccessPattern
+  };
+};
+
+template<typename _Scalar, int _Options, typename _Index, int DiagIndex>
+struct traits<Diagonal<const SparseMatrix<_Scalar, _Options, _Index>, DiagIndex> >
+{
+  typedef SparseMatrix<_Scalar, _Options, _Index> MatrixType;
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+
+  typedef _Scalar Scalar;
+  typedef Dense StorageKind;
+  typedef _Index Index;
+  typedef MatrixXpr XprKind;
+
+  enum {
+    RowsAtCompileTime = Dynamic,
+    ColsAtCompileTime = 1,
+    MaxRowsAtCompileTime = Dynamic,
+    MaxColsAtCompileTime = 1,
+    Flags = 0,
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost*10
+  };
+};
+
+} // end namespace internal
+
+template<typename _Scalar, int _Options, typename _Index>
+class SparseMatrix
+  : public SparseMatrixBase<SparseMatrix<_Scalar, _Options, _Index> >
+{
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseMatrix)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseMatrix, +=)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseMatrix, -=)
+
+    typedef MappedSparseMatrix<Scalar,Flags> Map;
+    using Base::IsRowMajor;
+    typedef internal::CompressedStorage<Scalar,Index> Storage;
+    enum {
+      Options = _Options
+    };
+
+  protected:
+
+    typedef SparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix;
+
+    Index m_outerSize;
+    Index m_innerSize;
+    Index* m_outerIndex;
+    Index* m_innerNonZeros;     // optional, if null then the data is compressed
+    Storage m_data;
+    
+    Eigen::Map<Matrix<Index,Dynamic,1> > innerNonZeros() { return Eigen::Map<Matrix<Index,Dynamic,1> >(m_innerNonZeros, m_innerNonZeros?m_outerSize:0); }
+    const  Eigen::Map<const Matrix<Index,Dynamic,1> > innerNonZeros() const { return Eigen::Map<const Matrix<Index,Dynamic,1> >(m_innerNonZeros, m_innerNonZeros?m_outerSize:0); }
+
+  public:
+    
+    /** \returns whether \c *this is in compressed form. */
+    inline bool isCompressed() const { return m_innerNonZeros==0; }
+
+    /** \returns the number of rows of the matrix */
+    inline Index rows() const { return IsRowMajor ? m_outerSize : m_innerSize; }
+    /** \returns the number of columns of the matrix */
+    inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; }
+
+    /** \returns the number of rows (resp. columns) of the matrix if the storage order column major (resp. row major) */
+    inline Index innerSize() const { return m_innerSize; }
+    /** \returns the number of columns (resp. rows) of the matrix if the storage order column major (resp. row major) */
+    inline Index outerSize() const { return m_outerSize; }
+    
+    /** \returns a const pointer to the array of values.
+      * This function is aimed at interoperability with other libraries.
+      * \sa innerIndexPtr(), outerIndexPtr() */
+    inline const Scalar* valuePtr() const { return &m_data.value(0); }
+    /** \returns a non-const pointer to the array of values.
+      * This function is aimed at interoperability with other libraries.
+      * \sa innerIndexPtr(), outerIndexPtr() */
+    inline Scalar* valuePtr() { return &m_data.value(0); }
+
+    /** \returns a const pointer to the array of inner indices.
+      * This function is aimed at interoperability with other libraries.
+      * \sa valuePtr(), outerIndexPtr() */
+    inline const Index* innerIndexPtr() const { return &m_data.index(0); }
+    /** \returns a non-const pointer to the array of inner indices.
+      * This function is aimed at interoperability with other libraries.
+      * \sa valuePtr(), outerIndexPtr() */
+    inline Index* innerIndexPtr() { return &m_data.index(0); }
+
+    /** \returns a const pointer to the array of the starting positions of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \sa valuePtr(), innerIndexPtr() */
+    inline const Index* outerIndexPtr() const { return m_outerIndex; }
+    /** \returns a non-const pointer to the array of the starting positions of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \sa valuePtr(), innerIndexPtr() */
+    inline Index* outerIndexPtr() { return m_outerIndex; }
+
+    /** \returns a const pointer to the array of the number of non zeros of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \warning it returns the null pointer 0 in compressed mode */
+    inline const Index* innerNonZeroPtr() const { return m_innerNonZeros; }
+    /** \returns a non-const pointer to the array of the number of non zeros of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \warning it returns the null pointer 0 in compressed mode */
+    inline Index* innerNonZeroPtr() { return m_innerNonZeros; }
+
+    /** \internal */
+    inline Storage& data() { return m_data; }
+    /** \internal */
+    inline const Storage& data() const { return m_data; }
+
+    /** \returns the value of the matrix at position \a i, \a j
+      * This function returns Scalar(0) if the element is an explicit \em zero */
+    inline Scalar coeff(Index row, Index col) const
+    {
+      eigen_assert(row>=0 && row<rows() && col>=0 && col<cols());
+      
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      Index end = m_innerNonZeros ? m_outerIndex[outer] + m_innerNonZeros[outer] : m_outerIndex[outer+1];
+      return m_data.atInRange(m_outerIndex[outer], end, inner);
+    }
+
+    /** \returns a non-const reference to the value of the matrix at position \a i, \a j
+      *
+      * If the element does not exist then it is inserted via the insert(Index,Index) function
+      * which itself turns the matrix into a non compressed form if that was not the case.
+      *
+      * This is a O(log(nnz_j)) operation (binary search) plus the cost of insert(Index,Index)
+      * function if the element does not already exist.
+      */
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      eigen_assert(row>=0 && row<rows() && col>=0 && col<cols());
+      
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index start = m_outerIndex[outer];
+      Index end = m_innerNonZeros ? m_outerIndex[outer] + m_innerNonZeros[outer] : m_outerIndex[outer+1];
+      eigen_assert(end>=start && "you probably called coeffRef on a non finalized matrix");
+      if(end<=start)
+        return insert(row,col);
+      const Index p = m_data.searchLowerIndex(start,end-1,inner);
+      if((p<end) && (m_data.index(p)==inner))
+        return m_data.value(p);
+      else
+        return insert(row,col);
+    }
+
+    /** \returns a reference to a novel non zero coefficient with coordinates \a row x \a col.
+      * The non zero coefficient must \b not already exist.
+      *
+      * If the matrix \c *this is in compressed mode, then \c *this is turned into uncompressed
+      * mode while reserving room for 2 non zeros per inner vector. It is strongly recommended to first
+      * call reserve(const SizesType &) to reserve a more appropriate number of elements per
+      * inner vector that better match your scenario.
+      *
+      * This function performs a sorted insertion in O(1) if the elements of each inner vector are
+      * inserted in increasing inner index order, and in O(nnz_j) for a random insertion.
+      *
+      */
+    Scalar& insert(Index row, Index col)
+    {
+      eigen_assert(row>=0 && row<rows() && col>=0 && col<cols());
+      
+      if(isCompressed())
+      {
+        reserve(Matrix<Index,Dynamic,1>::Constant(outerSize(), 2));
+      }
+      return insertUncompressed(row,col);
+    }
+
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    /** Removes all non zeros but keep allocated memory */
+    inline void setZero()
+    {
+      m_data.clear();
+      memset(m_outerIndex, 0, (m_outerSize+1)*sizeof(Index));
+      if(m_innerNonZeros)
+        memset(m_innerNonZeros, 0, (m_outerSize)*sizeof(Index));
+    }
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const
+    {
+      if(m_innerNonZeros)
+        return innerNonZeros().sum();
+      return static_cast<Index>(m_data.size());
+    }
+
+    /** Preallocates \a reserveSize non zeros.
+      *
+      * Precondition: the matrix must be in compressed mode. */
+    inline void reserve(Index reserveSize)
+    {
+      eigen_assert(isCompressed() && "This function does not make sense in non compressed mode.");
+      m_data.reserve(reserveSize);
+    }
+    
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** Preallocates \a reserveSize[\c j] non zeros for each column (resp. row) \c j.
+      *
+      * This function turns the matrix in non-compressed mode */
+    template<class SizesType>
+    inline void reserve(const SizesType& reserveSizes);
+    #else
+    template<class SizesType>
+    inline void reserve(const SizesType& reserveSizes, const typename SizesType::value_type& enableif = typename SizesType::value_type())
+    {
+      EIGEN_UNUSED_VARIABLE(enableif);
+      reserveInnerVectors(reserveSizes);
+    }
+    template<class SizesType>
+    inline void reserve(const SizesType& reserveSizes, const typename SizesType::Scalar& enableif =
+    #if (!EIGEN_COMP_MSVC) || (EIGEN_COMP_MSVC>=1500) // MSVC 2005 fails to compile with this typename
+        typename
+    #endif
+        SizesType::Scalar())
+    {
+      EIGEN_UNUSED_VARIABLE(enableif);
+      reserveInnerVectors(reserveSizes);
+    }
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+  protected:
+    template<class SizesType>
+    inline void reserveInnerVectors(const SizesType& reserveSizes)
+    {
+      if(isCompressed())
+      {
+        std::size_t totalReserveSize = 0;
+        // turn the matrix into non-compressed mode
+        m_innerNonZeros = static_cast<Index*>(std::malloc(m_outerSize * sizeof(Index)));
+        if (!m_innerNonZeros) internal::throw_std_bad_alloc();
+        
+        // temporarily use m_innerSizes to hold the new starting points.
+        Index* newOuterIndex = m_innerNonZeros;
+        
+        Index count = 0;
+        for(Index j=0; j<m_outerSize; ++j)
+        {
+          newOuterIndex[j] = count;
+          count += reserveSizes[j] + (m_outerIndex[j+1]-m_outerIndex[j]);
+          totalReserveSize += reserveSizes[j];
+        }
+        m_data.reserve(totalReserveSize);
+        Index previousOuterIndex = m_outerIndex[m_outerSize];
+        for(Index j=m_outerSize-1; j>=0; --j)
+        {
+          Index innerNNZ = previousOuterIndex - m_outerIndex[j];
+          for(Index i=innerNNZ-1; i>=0; --i)
+          {
+            m_data.index(newOuterIndex[j]+i) = m_data.index(m_outerIndex[j]+i);
+            m_data.value(newOuterIndex[j]+i) = m_data.value(m_outerIndex[j]+i);
+          }
+          previousOuterIndex = m_outerIndex[j];
+          m_outerIndex[j] = newOuterIndex[j];
+          m_innerNonZeros[j] = innerNNZ;
+        }
+        m_outerIndex[m_outerSize] = m_outerIndex[m_outerSize-1] + m_innerNonZeros[m_outerSize-1] + reserveSizes[m_outerSize-1];
+        
+        m_data.resize(m_outerIndex[m_outerSize]);
+      }
+      else
+      {
+        Index* newOuterIndex = static_cast<Index*>(std::malloc((m_outerSize+1)*sizeof(Index)));
+        if (!newOuterIndex) internal::throw_std_bad_alloc();
+        
+        Index count = 0;
+        for(Index j=0; j<m_outerSize; ++j)
+        {
+          newOuterIndex[j] = count;
+          Index alreadyReserved = (m_outerIndex[j+1]-m_outerIndex[j]) - m_innerNonZeros[j];
+          Index toReserve = std::max<Index>(reserveSizes[j], alreadyReserved);
+          count += toReserve + m_innerNonZeros[j];
+        }
+        newOuterIndex[m_outerSize] = count;
+        
+        m_data.resize(count);
+        for(Index j=m_outerSize-1; j>=0; --j)
+        {
+          Index offset = newOuterIndex[j] - m_outerIndex[j];
+          if(offset>0)
+          {
+            Index innerNNZ = m_innerNonZeros[j];
+            for(Index i=innerNNZ-1; i>=0; --i)
+            {
+              m_data.index(newOuterIndex[j]+i) = m_data.index(m_outerIndex[j]+i);
+              m_data.value(newOuterIndex[j]+i) = m_data.value(m_outerIndex[j]+i);
+            }
+          }
+        }
+        
+        std::swap(m_outerIndex, newOuterIndex);
+        std::free(newOuterIndex);
+      }
+      
+    }
+  public:
+
+    //--- low level purely coherent filling ---
+
+    /** \internal
+      * \returns a reference to the non zero coefficient at position \a row, \a col assuming that:
+      * - the nonzero does not already exist
+      * - the new coefficient is the last one according to the storage order
+      *
+      * Before filling a given inner vector you must call the statVec(Index) function.
+      *
+      * After an insertion session, you should call the finalize() function.
+      *
+      * \sa insert, insertBackByOuterInner, startVec */
+    inline Scalar& insertBack(Index row, Index col)
+    {
+      return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row);
+    }
+
+    /** \internal
+      * \sa insertBack, startVec */
+    inline Scalar& insertBackByOuterInner(Index outer, Index inner)
+    {
+      eigen_assert(size_t(m_outerIndex[outer+1]) == m_data.size() && "Invalid ordered insertion (invalid outer index)");
+      eigen_assert( (m_outerIndex[outer+1]-m_outerIndex[outer]==0 || m_data.index(m_data.size()-1)<inner) && "Invalid ordered insertion (invalid inner index)");
+      Index p = m_outerIndex[outer+1];
+      ++m_outerIndex[outer+1];
+      m_data.append(Scalar(0), inner);
+      return m_data.value(p);
+    }
+
+    /** \internal
+      * \warning use it only if you know what you are doing */
+    inline Scalar& insertBackByOuterInnerUnordered(Index outer, Index inner)
+    {
+      Index p = m_outerIndex[outer+1];
+      ++m_outerIndex[outer+1];
+      m_data.append(Scalar(0), inner);
+      return m_data.value(p);
+    }
+
+    /** \internal
+      * \sa insertBack, insertBackByOuterInner */
+    inline void startVec(Index outer)
+    {
+      eigen_assert(m_outerIndex[outer]==Index(m_data.size()) && "You must call startVec for each inner vector sequentially");
+      eigen_assert(m_outerIndex[outer+1]==0 && "You must call startVec for each inner vector sequentially");
+      m_outerIndex[outer+1] = m_outerIndex[outer];
+    }
+
+    /** \internal
+      * Must be called after inserting a set of non zero entries using the low level compressed API.
+      */
+    inline void finalize()
+    {
+      if(isCompressed())
+      {
+        Index size = static_cast<Index>(m_data.size());
+        Index i = m_outerSize;
+        // find the last filled column
+        while (i>=0 && m_outerIndex[i]==0)
+          --i;
+        ++i;
+        while (i<=m_outerSize)
+        {
+          m_outerIndex[i] = size;
+          ++i;
+        }
+      }
+    }
+
+    //---
+
+    template<typename InputIterators>
+    void setFromTriplets(const InputIterators& begin, const InputIterators& end);
+
+    void sumupDuplicates();
+
+    //---
+    
+    /** \internal
+      * same as insert(Index,Index) except that the indices are given relative to the storage order */
+    Scalar& insertByOuterInner(Index j, Index i)
+    {
+      return insert(IsRowMajor ? j : i, IsRowMajor ? i : j);
+    }
+
+    /** Turns the matrix into the \em compressed format.
+      */
+    void makeCompressed()
+    {
+      if(isCompressed())
+        return;
+      
+      Index oldStart = m_outerIndex[1];
+      m_outerIndex[1] = m_innerNonZeros[0];
+      for(Index j=1; j<m_outerSize; ++j)
+      {
+        Index nextOldStart = m_outerIndex[j+1];
+        Index offset = oldStart - m_outerIndex[j];
+        if(offset>0)
+        {
+          for(Index k=0; k<m_innerNonZeros[j]; ++k)
+          {
+            m_data.index(m_outerIndex[j]+k) = m_data.index(oldStart+k);
+            m_data.value(m_outerIndex[j]+k) = m_data.value(oldStart+k);
+          }
+        }
+        m_outerIndex[j+1] = m_outerIndex[j] + m_innerNonZeros[j];
+        oldStart = nextOldStart;
+      }
+      std::free(m_innerNonZeros);
+      m_innerNonZeros = 0;
+      m_data.resize(m_outerIndex[m_outerSize]);
+      m_data.squeeze();
+    }
+
+    /** Turns the matrix into the uncompressed mode */
+    void uncompress()
+    {
+      if(m_innerNonZeros != 0)
+        return; 
+      m_innerNonZeros = static_cast<Index*>(std::malloc(m_outerSize * sizeof(Index)));
+      for (Index i = 0; i < m_outerSize; i++)
+      {
+        m_innerNonZeros[i] = m_outerIndex[i+1] - m_outerIndex[i]; 
+      }
+    }
+    
+    /** Suppresses all nonzeros which are \b much \b smaller \b than \a reference under the tolerence \a epsilon */
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      prune(default_prunning_func(reference,epsilon));
+    }
+    
+    /** Turns the matrix into compressed format, and suppresses all nonzeros which do not satisfy the predicate \a keep.
+      * The functor type \a KeepFunc must implement the following function:
+      * \code
+      * bool operator() (const Index& row, const Index& col, const Scalar& value) const;
+      * \endcode
+      * \sa prune(Scalar,RealScalar)
+      */
+    template<typename KeepFunc>
+    void prune(const KeepFunc& keep = KeepFunc())
+    {
+      // TODO optimize the uncompressed mode to avoid moving and allocating the data twice
+      // TODO also implement a unit test
+      makeCompressed();
+
+      Index k = 0;
+      for(Index j=0; j<m_outerSize; ++j)
+      {
+        Index previousStart = m_outerIndex[j];
+        m_outerIndex[j] = k;
+        Index end = m_outerIndex[j+1];
+        for(Index i=previousStart; i<end; ++i)
+        {
+          if(keep(IsRowMajor?j:m_data.index(i), IsRowMajor?m_data.index(i):j, m_data.value(i)))
+          {
+            m_data.value(k) = m_data.value(i);
+            m_data.index(k) = m_data.index(i);
+            ++k;
+          }
+        }
+      }
+      m_outerIndex[m_outerSize] = k;
+      m_data.resize(k,0);
+    }
+
+    /** Resizes the matrix to a \a rows x \a cols matrix leaving old values untouched.
+      * \sa resizeNonZeros(Index), reserve(), setZero()
+      */
+    void conservativeResize(Index rows, Index cols) 
+    {
+      // No change
+      if (this->rows() == rows && this->cols() == cols) return;
+      
+      // If one dimension is null, then there is nothing to be preserved
+      if(rows==0 || cols==0) return resize(rows,cols);
+
+      Index innerChange = IsRowMajor ? cols - this->cols() : rows - this->rows();
+      Index outerChange = IsRowMajor ? rows - this->rows() : cols - this->cols();
+      Index newInnerSize = IsRowMajor ? cols : rows;
+
+      // Deals with inner non zeros
+      if (m_innerNonZeros)
+      {
+        // Resize m_innerNonZeros
+        Index *newInnerNonZeros = static_cast<Index*>(std::realloc(m_innerNonZeros, (m_outerSize + outerChange) * sizeof(Index)));
+        if (!newInnerNonZeros) internal::throw_std_bad_alloc();
+        m_innerNonZeros = newInnerNonZeros;
+        
+        for(Index i=m_outerSize; i<m_outerSize+outerChange; i++)          
+          m_innerNonZeros[i] = 0;
+      } 
+      else if (innerChange < 0) 
+      {
+        // Inner size decreased: allocate a new m_innerNonZeros
+        m_innerNonZeros = static_cast<Index*>(std::malloc((m_outerSize+outerChange+1) * sizeof(Index)));
+        if (!m_innerNonZeros) internal::throw_std_bad_alloc();
+        for(Index i = 0; i < m_outerSize; i++)
+          m_innerNonZeros[i] = m_outerIndex[i+1] - m_outerIndex[i];
+      }
+      
+      // Change the m_innerNonZeros in case of a decrease of inner size
+      if (m_innerNonZeros && innerChange < 0)
+      {
+        for(Index i = 0; i < m_outerSize + (std::min)(outerChange, Index(0)); i++)
+        {
+          Index &n = m_innerNonZeros[i];
+          Index start = m_outerIndex[i];
+          while (n > 0 && m_data.index(start+n-1) >= newInnerSize) --n; 
+        }
+      }
+      
+      m_innerSize = newInnerSize;
+
+      // Re-allocate outer index structure if necessary
+      if (outerChange == 0)
+        return;
+          
+      Index *newOuterIndex = static_cast<Index*>(std::realloc(m_outerIndex, (m_outerSize + outerChange + 1) * sizeof(Index)));
+      if (!newOuterIndex) internal::throw_std_bad_alloc();
+      m_outerIndex = newOuterIndex;
+      if (outerChange > 0)
+      {
+        Index last = m_outerSize == 0 ? 0 : m_outerIndex[m_outerSize];
+        for(Index i=m_outerSize; i<m_outerSize+outerChange+1; i++)          
+          m_outerIndex[i] = last; 
+      }
+      m_outerSize += outerChange;
+    }
+    
+    /** Resizes the matrix to a \a rows x \a cols matrix and initializes it to zero.
+      * \sa resizeNonZeros(Index), reserve(), setZero()
+      */
+    void resize(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      m_innerSize = IsRowMajor ? cols : rows;
+      m_data.clear();
+      if (m_outerSize != outerSize || m_outerSize==0)
+      {
+        std::free(m_outerIndex);
+        m_outerIndex = static_cast<Index*>(std::malloc((outerSize + 1) * sizeof(Index)));
+        if (!m_outerIndex) internal::throw_std_bad_alloc();
+        
+        m_outerSize = outerSize;
+      }
+      if(m_innerNonZeros)
+      {
+        std::free(m_innerNonZeros);
+        m_innerNonZeros = 0;
+      }
+      memset(m_outerIndex, 0, (m_outerSize+1)*sizeof(Index));
+    }
+
+    /** \internal
+      * Resize the nonzero vector to \a size */
+    void resizeNonZeros(Index size)
+    {
+      // TODO remove this function
+      m_data.resize(size);
+    }
+
+    /** \returns a const expression of the diagonal coefficients */
+    const Diagonal<const SparseMatrix> diagonal() const { return *this; }
+
+    /** Default constructor yielding an empty \c 0 \c x \c 0 matrix */
+    inline SparseMatrix()
+      : m_outerSize(-1), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0)
+    {
+      check_template_parameters();
+      resize(0, 0);
+    }
+
+    /** Constructs a \a rows \c x \a cols empty matrix */
+    inline SparseMatrix(Index rows, Index cols)
+      : m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0)
+    {
+      check_template_parameters();
+      resize(rows, cols);
+    }
+
+    /** Constructs a sparse matrix from the sparse expression \a other */
+    template<typename OtherDerived>
+    inline SparseMatrix(const SparseMatrixBase<OtherDerived>& other)
+      : m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+      check_template_parameters();
+      *this = other.derived();
+    }
+    
+    /** Constructs a sparse matrix from the sparse selfadjoint view \a other */
+    template<typename OtherDerived, unsigned int UpLo>
+    inline SparseMatrix(const SparseSelfAdjointView<OtherDerived, UpLo>& other)
+      : m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0)
+    {
+      check_template_parameters();
+      *this = other;
+    }
+
+    /** Copy constructor (it performs a deep copy) */
+    inline SparseMatrix(const SparseMatrix& other)
+      : Base(), m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0)
+    {
+      check_template_parameters();
+      *this = other.derived();
+    }
+
+    /** \brief Copy constructor with in-place evaluation */
+    template<typename OtherDerived>
+    SparseMatrix(const ReturnByValue<OtherDerived>& other)
+      : Base(), m_outerSize(0), m_innerSize(0), m_outerIndex(0), m_innerNonZeros(0)
+    {
+      check_template_parameters();
+      initAssignment(other);
+      other.evalTo(*this);
+    }
+
+    /** Swaps the content of two sparse matrices of the same type.
+      * This is a fast operation that simply swaps the underlying pointers and parameters. */
+    inline void swap(SparseMatrix& other)
+    {
+      //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n");
+      std::swap(m_outerIndex, other.m_outerIndex);
+      std::swap(m_innerSize, other.m_innerSize);
+      std::swap(m_outerSize, other.m_outerSize);
+      std::swap(m_innerNonZeros, other.m_innerNonZeros);
+      m_data.swap(other.m_data);
+    }
+
+    /** Sets *this to the identity matrix */
+    inline void setIdentity()
+    {
+      eigen_assert(rows() == cols() && "ONLY FOR SQUARED MATRICES");
+      this->m_data.resize(rows());
+      Eigen::Map<Matrix<Index, Dynamic, 1> >(&this->m_data.index(0), rows()).setLinSpaced(0, rows()-1);
+      Eigen::Map<Matrix<Scalar, Dynamic, 1> >(&this->m_data.value(0), rows()).setOnes();
+      Eigen::Map<Matrix<Index, Dynamic, 1> >(this->m_outerIndex, rows()+1).setLinSpaced(0, rows());
+    }
+    inline SparseMatrix& operator=(const SparseMatrix& other)
+    {
+      if (other.isRValue())
+      {
+        swap(other.const_cast_derived());
+      }
+      else if(this!=&other)
+      {
+        initAssignment(other);
+        if(other.isCompressed())
+        {
+          internal::smart_copy(other.m_outerIndex, other.m_outerIndex + m_outerSize + 1, m_outerIndex);
+          m_data = other.m_data;
+        }
+        else
+        {
+          Base::operator=(other);
+        }
+      }
+      return *this;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename Lhs, typename Rhs>
+    inline SparseMatrix& operator=(const SparseSparseProduct<Lhs,Rhs>& product)
+    { return Base::operator=(product); }
+    
+    template<typename OtherDerived>
+    inline SparseMatrix& operator=(const ReturnByValue<OtherDerived>& other)
+    {
+      initAssignment(other);
+      return Base::operator=(other.derived());
+    }
+    
+    template<typename OtherDerived>
+    inline SparseMatrix& operator=(const EigenBase<OtherDerived>& other)
+    { return Base::operator=(other.derived()); }
+    #endif
+
+    template<typename OtherDerived>
+    EIGEN_DONT_INLINE SparseMatrix& operator=(const SparseMatrixBase<OtherDerived>& other);
+
+    friend std::ostream & operator << (std::ostream & s, const SparseMatrix& m)
+    {
+      EIGEN_DBG_SPARSE(
+        s << "Nonzero entries:\n";
+        if(m.isCompressed())
+          for (Index i=0; i<m.nonZeros(); ++i)
+            s << "(" << m.m_data.value(i) << "," << m.m_data.index(i) << ") ";
+        else
+          for (Index i=0; i<m.outerSize(); ++i)
+          {
+            Index p = m.m_outerIndex[i];
+            Index pe = m.m_outerIndex[i]+m.m_innerNonZeros[i];
+            Index k=p;
+            for (; k<pe; ++k)
+              s << "(" << m.m_data.value(k) << "," << m.m_data.index(k) << ") ";
+            for (; k<m.m_outerIndex[i+1]; ++k)
+              s << "(_,_) ";
+          }
+        s << std::endl;
+        s << std::endl;
+        s << "Outer pointers:\n";
+        for (Index i=0; i<m.outerSize(); ++i)
+          s << m.m_outerIndex[i] << " ";
+        s << " $" << std::endl;
+        if(!m.isCompressed())
+        {
+          s << "Inner non zeros:\n";
+          for (Index i=0; i<m.outerSize(); ++i)
+            s << m.m_innerNonZeros[i] << " ";
+          s << " $" << std::endl;
+        }
+        s << std::endl;
+      );
+      s << static_cast<const SparseMatrixBase<SparseMatrix>&>(m);
+      return s;
+    }
+
+    /** Destructor */
+    inline ~SparseMatrix()
+    {
+      std::free(m_outerIndex);
+      std::free(m_innerNonZeros);
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** Overloaded for performance */
+    Scalar sum() const;
+#endif
+    
+#   ifdef EIGEN_SPARSEMATRIX_PLUGIN
+#     include EIGEN_SPARSEMATRIX_PLUGIN
+#   endif
+
+protected:
+
+    template<typename Other>
+    void initAssignment(const Other& other)
+    {
+      resize(other.rows(), other.cols());
+      if(m_innerNonZeros)
+      {
+        std::free(m_innerNonZeros);
+        m_innerNonZeros = 0;
+      }
+    }
+
+    /** \internal
+      * \sa insert(Index,Index) */
+    EIGEN_DONT_INLINE Scalar& insertCompressed(Index row, Index col);
+
+    /** \internal
+      * A vector object that is equal to 0 everywhere but v at the position i */
+    class SingletonVector
+    {
+        Index m_index;
+        Index m_value;
+      public:
+        typedef Index value_type;
+        SingletonVector(Index i, Index v)
+          : m_index(i), m_value(v)
+        {}
+
+        Index operator[](Index i) const { return i==m_index ? m_value : 0; }
+    };
+
+    /** \internal
+      * \sa insert(Index,Index) */
+    EIGEN_DONT_INLINE Scalar& insertUncompressed(Index row, Index col);
+
+public:
+    /** \internal
+      * \sa insert(Index,Index) */
+    EIGEN_STRONG_INLINE Scalar& insertBackUncompressed(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      eigen_assert(!isCompressed());
+      eigen_assert(m_innerNonZeros[outer]<=(m_outerIndex[outer+1] - m_outerIndex[outer]));
+
+      Index p = m_outerIndex[outer] + m_innerNonZeros[outer]++;
+      m_data.index(p) = inner;
+      return (m_data.value(p) = 0);
+    }
+
+private:
+  static void check_template_parameters()
+  {
+    EIGEN_STATIC_ASSERT(NumTraits<Index>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE);
+    EIGEN_STATIC_ASSERT((Options&(ColMajor|RowMajor))==Options,INVALID_MATRIX_TEMPLATE_PARAMETERS);
+  }
+
+  struct default_prunning_func {
+    default_prunning_func(const Scalar& ref, const RealScalar& eps) : reference(ref), epsilon(eps) {}
+    inline bool operator() (const Index&, const Index&, const Scalar& value) const
+    {
+      return !internal::isMuchSmallerThan(value, reference, epsilon);
+    }
+    Scalar reference;
+    RealScalar epsilon;
+  };
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class SparseMatrix<Scalar,_Options,_Index>::InnerIterator
+{
+  public:
+    InnerIterator(const SparseMatrix& mat, Index outer)
+      : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(outer), m_id(mat.m_outerIndex[outer])
+    {
+      if(mat.isCompressed())
+        m_end = mat.m_outerIndex[outer+1];
+      else
+        m_end = m_id + mat.m_innerNonZeros[outer];
+    }
+
+    inline InnerIterator& operator++() { m_id++; return *this; }
+
+    inline const Scalar& value() const { return m_values[m_id]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id]); }
+
+    inline Index index() const { return m_indices[m_id]; }
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    inline operator bool() const { return (m_id < m_end); }
+
+  protected:
+    const Scalar* m_values;
+    const Index* m_indices;
+    const Index m_outer;
+    Index m_id;
+    Index m_end;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class SparseMatrix<Scalar,_Options,_Index>::ReverseInnerIterator
+{
+  public:
+    ReverseInnerIterator(const SparseMatrix& mat, Index outer)
+      : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(outer), m_start(mat.m_outerIndex[outer])
+    {
+      if(mat.isCompressed())
+        m_id = mat.m_outerIndex[outer+1];
+      else
+        m_id = m_start + mat.m_innerNonZeros[outer];
+    }
+
+    inline ReverseInnerIterator& operator--() { --m_id; return *this; }
+
+    inline const Scalar& value() const { return m_values[m_id-1]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id-1]); }
+
+    inline Index index() const { return m_indices[m_id-1]; }
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    inline operator bool() const { return (m_id > m_start); }
+
+  protected:
+    const Scalar* m_values;
+    const Index* m_indices;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+};
+
+namespace internal {
+
+template<typename InputIterator, typename SparseMatrixType>
+void set_from_triplets(const InputIterator& begin, const InputIterator& end, SparseMatrixType& mat, int Options = 0)
+{
+  EIGEN_UNUSED_VARIABLE(Options);
+  enum { IsRowMajor = SparseMatrixType::IsRowMajor };
+  typedef typename SparseMatrixType::Scalar Scalar;
+  typedef typename SparseMatrixType::Index Index;
+  SparseMatrix<Scalar,IsRowMajor?ColMajor:RowMajor> trMat(mat.rows(),mat.cols());
+
+  if(begin!=end)
+  {
+    // pass 1: count the nnz per inner-vector
+    Matrix<Index,Dynamic,1> wi(trMat.outerSize());
+    wi.setZero();
+    for(InputIterator it(begin); it!=end; ++it)
+    {
+      eigen_assert(it->row()>=0 && it->row()<mat.rows() && it->col()>=0 && it->col()<mat.cols());
+      wi(IsRowMajor ? it->col() : it->row())++;
+    }
+
+    // pass 2: insert all the elements into trMat
+    trMat.reserve(wi);
+    for(InputIterator it(begin); it!=end; ++it)
+      trMat.insertBackUncompressed(it->row(),it->col()) = it->value();
+
+    // pass 3:
+    trMat.sumupDuplicates();
+  }
+
+  // pass 4: transposed copy -> implicit sorting
+  mat = trMat;
+}
+
+}
+
+
+/** Fill the matrix \c *this with the list of \em triplets defined by the iterator range \a begin - \a end.
+  *
+  * A \em triplet is a tuple (i,j,value) defining a non-zero element.
+  * The input list of triplets does not have to be sorted, and can contains duplicated elements.
+  * In any case, the result is a \b sorted and \b compressed sparse matrix where the duplicates have been summed up.
+  * This is a \em O(n) operation, with \em n the number of triplet elements.
+  * The initial contents of \c *this is destroyed.
+  * The matrix \c *this must be properly resized beforehand using the SparseMatrix(Index,Index) constructor,
+  * or the resize(Index,Index) method. The sizes are not extracted from the triplet list.
+  *
+  * The \a InputIterators value_type must provide the following interface:
+  * \code
+  * Scalar value() const; // the value
+  * Scalar row() const;   // the row index i
+  * Scalar col() const;   // the column index j
+  * \endcode
+  * See for instance the Eigen::Triplet template class.
+  *
+  * Here is a typical usage example:
+  * \code
+    typedef Triplet<double> T;
+    std::vector<T> tripletList;
+    triplets.reserve(estimation_of_entries);
+    for(...)
+    {
+      // ...
+      tripletList.push_back(T(i,j,v_ij));
+    }
+    SparseMatrixType m(rows,cols);
+    m.setFromTriplets(tripletList.begin(), tripletList.end());
+    // m is ready to go!
+  * \endcode
+  *
+  * \warning The list of triplets is read multiple times (at least twice). Therefore, it is not recommended to define
+  * an abstract iterator over a complex data-structure that would be expensive to evaluate. The triplets should rather
+  * be explicitely stored into a std::vector for instance.
+  */
+template<typename Scalar, int _Options, typename _Index>
+template<typename InputIterators>
+void SparseMatrix<Scalar,_Options,_Index>::setFromTriplets(const InputIterators& begin, const InputIterators& end)
+{
+  internal::set_from_triplets(begin, end, *this);
+}
+
+/** \internal */
+template<typename Scalar, int _Options, typename _Index>
+void SparseMatrix<Scalar,_Options,_Index>::sumupDuplicates()
+{
+  eigen_assert(!isCompressed());
+  // TODO, in practice we should be able to use m_innerNonZeros for that task
+  Matrix<Index,Dynamic,1> wi(innerSize());
+  wi.fill(-1);
+  Index count = 0;
+  // for each inner-vector, wi[inner_index] will hold the position of first element into the index/value buffers
+  for(Index j=0; j<outerSize(); ++j)
+  {
+    Index start   = count;
+    Index oldEnd  = m_outerIndex[j]+m_innerNonZeros[j];
+    for(Index k=m_outerIndex[j]; k<oldEnd; ++k)
+    {
+      Index i = m_data.index(k);
+      if(wi(i)>=start)
+      {
+        // we already meet this entry => accumulate it
+        m_data.value(wi(i)) += m_data.value(k);
+      }
+      else
+      {
+        m_data.value(count) = m_data.value(k);
+        m_data.index(count) = m_data.index(k);
+        wi(i) = count;
+        ++count;
+      }
+    }
+    m_outerIndex[j] = start;
+  }
+  m_outerIndex[m_outerSize] = count;
+
+  // turn the matrix into compressed form
+  std::free(m_innerNonZeros);
+  m_innerNonZeros = 0;
+  m_data.resize(m_outerIndex[m_outerSize]);
+}
+
+template<typename Scalar, int _Options, typename _Index>
+template<typename OtherDerived>
+EIGEN_DONT_INLINE SparseMatrix<Scalar,_Options,_Index>& SparseMatrix<Scalar,_Options,_Index>::operator=(const SparseMatrixBase<OtherDerived>& other)
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+  
+  const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+  if (needToTranspose)
+  {
+    // two passes algorithm:
+    //  1 - compute the number of coeffs per dest inner vector
+    //  2 - do the actual copy/eval
+    // Since each coeff of the rhs has to be evaluated twice, let's evaluate it if needed
+    typedef typename internal::nested<OtherDerived,2>::type OtherCopy;
+    typedef typename internal::remove_all<OtherCopy>::type _OtherCopy;
+    OtherCopy otherCopy(other.derived());
+
+    SparseMatrix dest(other.rows(),other.cols());
+    Eigen::Map<Matrix<Index, Dynamic, 1> > (dest.m_outerIndex,dest.outerSize()).setZero();
+
+    // pass 1
+    // FIXME the above copy could be merged with that pass
+    for (Index j=0; j<otherCopy.outerSize(); ++j)
+      for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it)
+        ++dest.m_outerIndex[it.index()];
+
+    // prefix sum
+    Index count = 0;
+    Matrix<Index,Dynamic,1> positions(dest.outerSize());
+    for (Index j=0; j<dest.outerSize(); ++j)
+    {
+      Index tmp = dest.m_outerIndex[j];
+      dest.m_outerIndex[j] = count;
+      positions[j] = count;
+      count += tmp;
+    }
+    dest.m_outerIndex[dest.outerSize()] = count;
+    // alloc
+    dest.m_data.resize(count);
+    // pass 2
+    for (Index j=0; j<otherCopy.outerSize(); ++j)
+    {
+      for (typename _OtherCopy::InnerIterator it(otherCopy, j); it; ++it)
+      {
+        Index pos = positions[it.index()]++;
+        dest.m_data.index(pos) = j;
+        dest.m_data.value(pos) = it.value();
+      }
+    }
+    this->swap(dest);
+    return *this;
+  }
+  else
+  {
+    if(other.isRValue())
+      initAssignment(other.derived());
+    // there is no special optimization
+    return Base::operator=(other.derived());
+  }
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+EIGEN_DONT_INLINE typename SparseMatrix<_Scalar,_Options,_Index>::Scalar& SparseMatrix<_Scalar,_Options,_Index>::insertUncompressed(Index row, Index col)
+{
+  eigen_assert(!isCompressed());
+
+  const Index outer = IsRowMajor ? row : col;
+  const Index inner = IsRowMajor ? col : row;
+
+  Index room = m_outerIndex[outer+1] - m_outerIndex[outer];
+  Index innerNNZ = m_innerNonZeros[outer];
+  if(innerNNZ>=room)
+  {
+    // this inner vector is full, we need to reallocate the whole buffer :(
+    reserve(SingletonVector(outer,std::max<Index>(2,innerNNZ)));
+  }
+
+  Index startId = m_outerIndex[outer];
+  Index p = startId + m_innerNonZeros[outer];
+  while ( (p > startId) && (m_data.index(p-1) > inner) )
+  {
+    m_data.index(p) = m_data.index(p-1);
+    m_data.value(p) = m_data.value(p-1);
+    --p;
+  }
+  eigen_assert((p<=startId || m_data.index(p-1)!=inner) && "you cannot insert an element that already exists, you must call coeffRef to this end");
+
+  m_innerNonZeros[outer]++;
+
+  m_data.index(p) = inner;
+  return (m_data.value(p) = 0);
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+EIGEN_DONT_INLINE typename SparseMatrix<_Scalar,_Options,_Index>::Scalar& SparseMatrix<_Scalar,_Options,_Index>::insertCompressed(Index row, Index col)
+{
+  eigen_assert(isCompressed());
+
+  const Index outer = IsRowMajor ? row : col;
+  const Index inner = IsRowMajor ? col : row;
+
+  Index previousOuter = outer;
+  if (m_outerIndex[outer+1]==0)
+  {
+    // we start a new inner vector
+    while (previousOuter>=0 && m_outerIndex[previousOuter]==0)
+    {
+      m_outerIndex[previousOuter] = static_cast<Index>(m_data.size());
+      --previousOuter;
+    }
+    m_outerIndex[outer+1] = m_outerIndex[outer];
+  }
+
+  // here we have to handle the tricky case where the outerIndex array
+  // starts with: [ 0 0 0 0 0 1 ...] and we are inserted in, e.g.,
+  // the 2nd inner vector...
+  bool isLastVec = (!(previousOuter==-1 && m_data.size()!=0))
+                && (size_t(m_outerIndex[outer+1]) == m_data.size());
+
+  size_t startId = m_outerIndex[outer];
+  // FIXME let's make sure sizeof(long int) == sizeof(size_t)
+  size_t p = m_outerIndex[outer+1];
+  ++m_outerIndex[outer+1];
+
+  float reallocRatio = 1;
+  if (m_data.allocatedSize()<=m_data.size())
+  {
+    // if there is no preallocated memory, let's reserve a minimum of 32 elements
+    if (m_data.size()==0)
+    {
+      m_data.reserve(32);
+    }
+    else
+    {
+      // we need to reallocate the data, to reduce multiple reallocations
+      // we use a smart resize algorithm based on the current filling ratio
+      // in addition, we use float to avoid integers overflows
+      float nnzEstimate = float(m_outerIndex[outer])*float(m_outerSize)/float(outer+1);
+      reallocRatio = (nnzEstimate-float(m_data.size()))/float(m_data.size());
+      // furthermore we bound the realloc ratio to:
+      //   1) reduce multiple minor realloc when the matrix is almost filled
+      //   2) avoid to allocate too much memory when the matrix is almost empty
+      reallocRatio = (std::min)((std::max)(reallocRatio,1.5f),8.f);
+    }
+  }
+  m_data.resize(m_data.size()+1,reallocRatio);
+
+  if (!isLastVec)
+  {
+    if (previousOuter==-1)
+    {
+      // oops wrong guess.
+      // let's correct the outer offsets
+      for (Index k=0; k<=(outer+1); ++k)
+        m_outerIndex[k] = 0;
+      Index k=outer+1;
+      while(m_outerIndex[k]==0)
+        m_outerIndex[k++] = 1;
+      while (k<=m_outerSize && m_outerIndex[k]!=0)
+        m_outerIndex[k++]++;
+      p = 0;
+      --k;
+      k = m_outerIndex[k]-1;
+      while (k>0)
+      {
+        m_data.index(k) = m_data.index(k-1);
+        m_data.value(k) = m_data.value(k-1);
+        k--;
+      }
+    }
+    else
+    {
+      // we are not inserting into the last inner vec
+      // update outer indices:
+      Index j = outer+2;
+      while (j<=m_outerSize && m_outerIndex[j]!=0)
+        m_outerIndex[j++]++;
+      --j;
+      // shift data of last vecs:
+      Index k = m_outerIndex[j]-1;
+      while (k>=Index(p))
+      {
+        m_data.index(k) = m_data.index(k-1);
+        m_data.value(k) = m_data.value(k-1);
+        k--;
+      }
+    }
+  }
+
+  while ( (p > startId) && (m_data.index(p-1) > inner) )
+  {
+    m_data.index(p) = m_data.index(p-1);
+    m_data.value(p) = m_data.value(p-1);
+    --p;
+  }
+
+  m_data.index(p) = inner;
+  return (m_data.value(p) = 0);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEMATRIX_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseMatrixBase.h b/third_party/eigen3/Eigen/src/SparseCore/SparseMatrixBase.h
new file mode 100644
index 0000000000..bbcf7fb1c6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseMatrixBase.h
@@ -0,0 +1,451 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_SPARSEMATRIXBASE_H
+#define EIGEN_SPARSEMATRIXBASE_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  *
+  * \class SparseMatrixBase
+  *
+  * \brief Base class of any sparse matrices or sparse expressions
+  *
+  * \tparam Derived
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEMATRIXBASE_PLUGIN.
+  */
+template<typename Derived> class SparseMatrixBase : public EigenBase<Derived>
+{
+  public:
+
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::add_const_on_value_type_if_arithmetic<
+                         typename internal::packet_traits<Scalar>::type
+                     >::type PacketReturnType;
+
+    typedef SparseMatrixBase StorageBaseType;
+    typedef EigenBase<Derived> Base;
+    
+    template<typename OtherDerived>
+    Derived& operator=(const EigenBase<OtherDerived> &other)
+    {
+      other.derived().evalTo(derived());
+      return derived();
+    }
+
+    enum {
+
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+        /**< The number of rows at compile-time. This is just a copy of the value provided
+          * by the \a Derived type. If a value is not known at compile-time,
+          * it is set to the \a Dynamic constant.
+          * \sa MatrixBase::rows(), MatrixBase::cols(), ColsAtCompileTime, SizeAtCompileTime */
+
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+        /**< The number of columns at compile-time. This is just a copy of the value provided
+          * by the \a Derived type. If a value is not known at compile-time,
+          * it is set to the \a Dynamic constant.
+          * \sa MatrixBase::rows(), MatrixBase::cols(), RowsAtCompileTime, SizeAtCompileTime */
+
+
+      SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
+                                                   internal::traits<Derived>::ColsAtCompileTime>::ret),
+        /**< This is equal to the number of coefficients, i.e. the number of
+          * rows times the number of columns, or to \a Dynamic if this is not
+          * known at compile-time. \sa RowsAtCompileTime, ColsAtCompileTime */
+
+      MaxRowsAtCompileTime = RowsAtCompileTime,
+      MaxColsAtCompileTime = ColsAtCompileTime,
+
+      MaxSizeAtCompileTime = (internal::size_at_compile_time<MaxRowsAtCompileTime,
+                                                      MaxColsAtCompileTime>::ret),
+
+      IsVectorAtCompileTime = RowsAtCompileTime == 1 || ColsAtCompileTime == 1,
+        /**< This is set to true if either the number of rows or the number of
+          * columns is known at compile-time to be equal to 1. Indeed, in that case,
+          * we are dealing with a column-vector (if there is only one column) or with
+          * a row-vector (if there is only one row). */
+
+      Flags = internal::traits<Derived>::Flags,
+        /**< This stores expression \ref flags flags which may or may not be inherited by new expressions
+          * constructed from this one. See the \ref flags "list of flags".
+          */
+
+      CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+        /**< This is a rough measure of how expensive it is to read one coefficient from
+          * this expression.
+          */
+
+      IsRowMajor = Flags&RowMajorBit ? 1 : 0,
+      
+      InnerSizeAtCompileTime = int(IsVectorAtCompileTime) ? int(SizeAtCompileTime)
+                             : int(IsRowMajor) ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+
+      #ifndef EIGEN_PARSED_BY_DOXYGEN
+      _HasDirectAccess = (int(Flags)&DirectAccessBit) ? 1 : 0 // workaround sunCC
+      #endif
+    };
+
+    /** \internal the return type of MatrixBase::adjoint() */
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                        CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, Eigen::Transpose<const Derived> >,
+                        Transpose<const Derived>
+                     >::type AdjointReturnType;
+
+
+    typedef SparseMatrix<Scalar, Flags&RowMajorBit ? RowMajor : ColMajor, Index> PlainObject;
+
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is the "real scalar" type; if the \a Scalar type is already real numbers
+      * (e.g. int, float or double) then \a RealScalar is just the same as \a Scalar. If
+      * \a Scalar is \a std::complex<T> then RealScalar is \a T.
+      *
+      * \sa class NumTraits
+      */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** \internal the return type of coeff()
+      */
+    typedef typename internal::conditional<_HasDirectAccess, const Scalar&, Scalar>::type CoeffReturnType;
+
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,Matrix<Scalar,Dynamic,Dynamic> > ConstantReturnType;
+
+    /** type of the equivalent square matrix */
+    typedef Matrix<Scalar,EIGEN_SIZE_MAX(RowsAtCompileTime,ColsAtCompileTime),
+                          EIGEN_SIZE_MAX(RowsAtCompileTime,ColsAtCompileTime)> SquareMatrixType;
+
+    inline const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    inline Derived& derived() { return *static_cast<Derived*>(this); }
+    inline Derived& const_cast_derived() const
+    { return *static_cast<Derived*>(const_cast<SparseMatrixBase*>(this)); }
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::SparseMatrixBase
+#   include "../plugins/CommonCwiseUnaryOps.h"
+#   include "../plugins/CommonCwiseBinaryOps.h"
+#   include "../plugins/MatrixCwiseUnaryOps.h"
+#   include "../plugins/MatrixCwiseBinaryOps.h"
+#   include "../plugins/BlockMethods.h"
+#   ifdef EIGEN_SPARSEMATRIXBASE_PLUGIN
+#     include EIGEN_SPARSEMATRIXBASE_PLUGIN
+#   endif
+#   undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+
+    /** \returns the number of rows. \sa cols() */
+    inline Index rows() const { return derived().rows(); }
+    /** \returns the number of columns. \sa rows() */
+    inline Index cols() const { return derived().cols(); }
+    /** \returns the number of coefficients, which is \a rows()*cols().
+      * \sa rows(), cols(). */
+    inline Index size() const { return rows() * cols(); }
+    /** \returns the number of nonzero coefficients which is in practice the number
+      * of stored coefficients. */
+    inline Index nonZeros() const { return derived().nonZeros(); }
+    /** \returns true if either the number of rows or the number of columns is equal to 1.
+      * In other words, this function returns
+      * \code rows()==1 || cols()==1 \endcode
+      * \sa rows(), cols(), IsVectorAtCompileTime. */
+    inline bool isVector() const { return rows()==1 || cols()==1; }
+    /** \returns the size of the storage major dimension,
+      * i.e., the number of columns for a columns major matrix, and the number of rows otherwise */
+    Index outerSize() const { return (int(Flags)&RowMajorBit) ? this->rows() : this->cols(); }
+    /** \returns the size of the inner dimension according to the storage order,
+      * i.e., the number of rows for a columns major matrix, and the number of cols otherwise */
+    Index innerSize() const { return (int(Flags)&RowMajorBit) ? this->cols() : this->rows(); }
+
+    bool isRValue() const { return m_isRValue; }
+    Derived& markAsRValue() { m_isRValue = true; return derived(); }
+
+    SparseMatrixBase() : m_isRValue(false) { /* TODO check flags */ }
+
+    
+    template<typename OtherDerived>
+    Derived& operator=(const ReturnByValue<OtherDerived>& other)
+    {
+      other.evalTo(derived());
+      return derived();
+    }
+
+
+    template<typename OtherDerived>
+    inline Derived& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      return assign(other.derived());
+    }
+
+    inline Derived& operator=(const Derived& other)
+    {
+//       if (other.isRValue())
+//         derived().swap(other.const_cast_derived());
+//       else
+      return assign(other.derived());
+    }
+
+  protected:
+
+    template<typename OtherDerived>
+    inline Derived& assign(const OtherDerived& other)
+    {
+      const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+      const Index outerSize = (int(OtherDerived::Flags) & RowMajorBit) ? other.rows() : other.cols();
+      if ((!transpose) && other.isRValue())
+      {
+        // eval without temporary
+        derived().resize(other.rows(), other.cols());
+        derived().setZero();
+        derived().reserve((std::max)(this->rows(),this->cols())*2);
+        for (Index j=0; j<outerSize; ++j)
+        {
+          derived().startVec(j);
+          for (typename OtherDerived::InnerIterator it(other, j); it; ++it)
+          {
+            Scalar v = it.value();
+            derived().insertBackByOuterInner(j,it.index()) = v;
+          }
+        }
+        derived().finalize();
+      }
+      else
+      {
+        assignGeneric(other);
+      }
+      return derived();
+    }
+
+    template<typename OtherDerived>
+    inline void assignGeneric(const OtherDerived& other)
+    {
+      //const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+      eigen_assert(( ((internal::traits<Derived>::SupportedAccessPatterns&OuterRandomAccessPattern)==OuterRandomAccessPattern) ||
+                  (!((Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit)))) &&
+                  "the transpose operation is supposed to be handled in SparseMatrix::operator=");
+
+      enum { Flip = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit) };
+
+      const Index outerSize = other.outerSize();
+      //typedef typename internal::conditional<transpose, LinkedVectorMatrix<Scalar,Flags&RowMajorBit>, Derived>::type TempType;
+      // thanks to shallow copies, we always eval to a tempary
+      Derived temp(other.rows(), other.cols());
+
+      temp.reserve((std::max)(this->rows(),this->cols())*2);
+      for (Index j=0; j<outerSize; ++j)
+      {
+        temp.startVec(j);
+        for (typename OtherDerived::InnerIterator it(other.derived(), j); it; ++it)
+        {
+          Scalar v = it.value();
+          temp.insertBackByOuterInner(Flip?it.index():j,Flip?j:it.index()) = v;
+        }
+      }
+      temp.finalize();
+
+      derived() = temp.markAsRValue();
+    }
+
+  public:
+
+    template<typename Lhs, typename Rhs>
+    inline Derived& operator=(const SparseSparseProduct<Lhs,Rhs>& product);
+
+    friend std::ostream & operator << (std::ostream & s, const SparseMatrixBase& m)
+    {
+      typedef typename Derived::Nested Nested;
+      typedef typename internal::remove_all<Nested>::type NestedCleaned;
+
+      if (Flags&RowMajorBit)
+      {
+        const Nested nm(m.derived());
+        for (Index row=0; row<nm.outerSize(); ++row)
+        {
+          Index col = 0;
+          for (typename NestedCleaned::InnerIterator it(nm.derived(), row); it; ++it)
+          {
+            for ( ; col<it.index(); ++col)
+              s << "0 ";
+            s << it.value() << " ";
+            ++col;
+          }
+          for ( ; col<m.cols(); ++col)
+            s << "0 ";
+          s << std::endl;
+        }
+      }
+      else
+      {
+        const Nested nm(m.derived());
+        if (m.cols() == 1) {
+          Index row = 0;
+          for (typename NestedCleaned::InnerIterator it(nm.derived(), 0); it; ++it)
+          {
+            for ( ; row<it.index(); ++row)
+              s << "0" << std::endl;
+            s << it.value() << std::endl;
+            ++row;
+          }
+          for ( ; row<m.rows(); ++row)
+            s << "0" << std::endl;
+        }
+        else
+        {
+          SparseMatrix<Scalar, RowMajorBit, Index> trans = m;
+          s << static_cast<const SparseMatrixBase<SparseMatrix<Scalar, RowMajorBit, Index> >&>(trans);
+        }
+      }
+      return s;
+    }
+
+    template<typename OtherDerived>
+    Derived& operator+=(const SparseMatrixBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    Derived& operator-=(const SparseMatrixBase<OtherDerived>& other);
+
+    Derived& operator*=(const Scalar& other);
+    Derived& operator/=(const Scalar& other);
+
+    #define EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE \
+      CwiseBinaryOp< \
+        internal::scalar_product_op< \
+          typename internal::scalar_product_traits< \
+            typename internal::traits<Derived>::Scalar, \
+            typename internal::traits<OtherDerived>::Scalar \
+          >::ReturnType \
+        >, \
+        const Derived, \
+        const OtherDerived \
+      >
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE const EIGEN_SPARSE_CWISE_PRODUCT_RETURN_TYPE
+    cwiseProduct(const MatrixBase<OtherDerived> &other) const;
+
+    // sparse * sparse
+    template<typename OtherDerived>
+    const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type
+    operator*(const SparseMatrixBase<OtherDerived> &other) const;
+
+    // sparse * diagonal
+    template<typename OtherDerived>
+    const SparseDiagonalProduct<Derived,OtherDerived>
+    operator*(const DiagonalBase<OtherDerived> &other) const;
+
+    // diagonal * sparse
+    template<typename OtherDerived> friend
+    const SparseDiagonalProduct<OtherDerived,Derived>
+    operator*(const DiagonalBase<OtherDerived> &lhs, const SparseMatrixBase& rhs)
+    { return SparseDiagonalProduct<OtherDerived,Derived>(lhs.derived(), rhs.derived()); }
+
+    /** dense * sparse (return a dense object unless it is an outer product) */
+    template<typename OtherDerived> friend
+    const typename DenseSparseProductReturnType<OtherDerived,Derived>::Type
+    operator*(const MatrixBase<OtherDerived>& lhs, const Derived& rhs)
+    { return typename DenseSparseProductReturnType<OtherDerived,Derived>::Type(lhs.derived(),rhs); }
+
+    /** sparse * dense (returns a dense object unless it is an outer product) */
+    template<typename OtherDerived>
+    const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
+    operator*(const MatrixBase<OtherDerived> &other) const;
+    
+     /** \returns an expression of P H P^-1 where H is the matrix represented by \c *this */
+    SparseSymmetricPermutationProduct<Derived,Upper|Lower> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const
+    {
+      return SparseSymmetricPermutationProduct<Derived,Upper|Lower>(derived(), perm);
+    }
+
+    template<typename OtherDerived>
+    Derived& operator*=(const SparseMatrixBase<OtherDerived>& other);
+
+    #ifdef EIGEN2_SUPPORT
+    // deprecated
+    template<typename OtherDerived>
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type
+    solveTriangular(const MatrixBase<OtherDerived>& other) const;
+
+    // deprecated
+    template<typename OtherDerived>
+    void solveTriangularInPlace(MatrixBase<OtherDerived>& other) const;
+    #endif // EIGEN2_SUPPORT
+
+    template<int Mode>
+    inline const SparseTriangularView<Derived, Mode> triangularView() const;
+
+    template<unsigned int UpLo> inline const SparseSelfAdjointView<Derived, UpLo> selfadjointView() const;
+    template<unsigned int UpLo> inline SparseSelfAdjointView<Derived, UpLo> selfadjointView();
+
+    template<typename OtherDerived> Scalar dot(const MatrixBase<OtherDerived>& other) const;
+    template<typename OtherDerived> Scalar dot(const SparseMatrixBase<OtherDerived>& other) const;
+    RealScalar squaredNorm() const;
+    RealScalar norm()  const;
+    RealScalar blueNorm() const;
+
+    Transpose<Derived> transpose() { return derived(); }
+    const Transpose<const Derived> transpose() const { return derived(); }
+    const AdjointReturnType adjoint() const { return transpose(); }
+
+    // inner-vector
+    typedef Block<Derived,IsRowMajor?1:Dynamic,IsRowMajor?Dynamic:1,true>       InnerVectorReturnType;
+    typedef Block<const Derived,IsRowMajor?1:Dynamic,IsRowMajor?Dynamic:1,true> ConstInnerVectorReturnType;
+    InnerVectorReturnType innerVector(Index outer);
+    const ConstInnerVectorReturnType innerVector(Index outer) const;
+
+    // set of inner-vectors
+    Block<Derived,Dynamic,Dynamic,true> innerVectors(Index outerStart, Index outerSize);
+    const Block<const Derived,Dynamic,Dynamic,true> innerVectors(Index outerStart, Index outerSize) const;
+
+    /** \internal use operator= */
+    template<typename DenseDerived>
+    void evalTo(MatrixBase<DenseDerived>& dst) const
+    {
+      dst.setZero();
+      for (Index j=0; j<outerSize(); ++j)
+        for (typename Derived::InnerIterator i(derived(),j); i; ++i)
+          dst.coeffRef(i.row(),i.col()) = i.value();
+    }
+
+    Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> toDense() const
+    {
+      return derived();
+    }
+
+    template<typename OtherDerived>
+    bool isApprox(const SparseMatrixBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const
+    { return toDense().isApprox(other.toDense(),prec); }
+
+    template<typename OtherDerived>
+    bool isApprox(const MatrixBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const
+    { return toDense().isApprox(other,prec); }
+
+    /** \returns the matrix or vector obtained by evaluating this expression.
+      *
+      * Notice that in the case of a plain matrix or vector (not an expression) this function just returns
+      * a const reference, in order to avoid a useless copy.
+      */
+    inline const typename internal::eval<Derived>::type eval() const
+    { return typename internal::eval<Derived>::type(derived()); }
+
+    Scalar sum() const;
+
+  protected:
+
+    bool m_isRValue;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEMATRIXBASE_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparsePermutation.h b/third_party/eigen3/Eigen/src/SparseCore/SparsePermutation.h
new file mode 100644
index 0000000000..b85be93f6f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparsePermutation.h
@@ -0,0 +1,148 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 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_SPARSE_PERMUTATION_H
+#define EIGEN_SPARSE_PERMUTATION_H
+
+// This file implements sparse * permutation products
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed>
+struct traits<permut_sparsematrix_product_retval<PermutationType, MatrixType, Side, Transposed> >
+{
+  typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned;
+  typedef typename MatrixTypeNestedCleaned::Scalar Scalar;
+  typedef typename MatrixTypeNestedCleaned::Index Index;
+  enum {
+    SrcStorageOrder = MatrixTypeNestedCleaned::Flags&RowMajorBit ? RowMajor : ColMajor,
+    MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight
+  };
+
+  typedef typename internal::conditional<MoveOuter,
+        SparseMatrix<Scalar,SrcStorageOrder,Index>,
+        SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,Index> >::type ReturnType;
+};
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed>
+struct permut_sparsematrix_product_retval
+ : public ReturnByValue<permut_sparsematrix_product_retval<PermutationType, MatrixType, Side, Transposed> >
+{
+    typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned;
+    typedef typename MatrixTypeNestedCleaned::Scalar Scalar;
+    typedef typename MatrixTypeNestedCleaned::Index Index;
+
+    enum {
+      SrcStorageOrder = MatrixTypeNestedCleaned::Flags&RowMajorBit ? RowMajor : ColMajor,
+      MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight
+    };
+
+    permut_sparsematrix_product_retval(const PermutationType& perm, const MatrixType& matrix)
+      : m_permutation(perm), m_matrix(matrix)
+    {}
+
+    inline int rows() const { return m_matrix.rows(); }
+    inline int cols() const { return m_matrix.cols(); }
+
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      if(MoveOuter)
+      {
+        SparseMatrix<Scalar,SrcStorageOrder,Index> tmp(m_matrix.rows(), m_matrix.cols());
+        Matrix<Index,Dynamic,1> sizes(m_matrix.outerSize());
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+        {
+          Index jp = m_permutation.indices().coeff(j);
+          sizes[((Side==OnTheLeft) ^ Transposed) ? jp : j] = m_matrix.innerVector(((Side==OnTheRight) ^ Transposed) ? jp : j).size();
+        }
+        tmp.reserve(sizes);
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+        {
+          Index jp = m_permutation.indices().coeff(j);
+          Index jsrc = ((Side==OnTheRight) ^ Transposed) ? jp : j;
+          Index jdst = ((Side==OnTheLeft) ^ Transposed) ? jp : j;
+          for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,jsrc); it; ++it)
+            tmp.insertByOuterInner(jdst,it.index()) = it.value();
+        }
+        dst = tmp;
+      }
+      else
+      {
+        SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,Index> tmp(m_matrix.rows(), m_matrix.cols());
+        Matrix<Index,Dynamic,1> sizes(tmp.outerSize());
+        sizes.setZero();
+        PermutationMatrix<Dynamic,Dynamic,Index> perm;
+        if((Side==OnTheLeft) ^ Transposed)
+          perm = m_permutation;
+        else
+          perm = m_permutation.transpose();
+
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+          for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,j); it; ++it)
+            sizes[perm.indices().coeff(it.index())]++;
+        tmp.reserve(sizes);
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+          for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,j); it; ++it)
+            tmp.insertByOuterInner(perm.indices().coeff(it.index()),j) = it.value();
+        dst = tmp;
+      }
+    }
+
+  protected:
+    const PermutationType& m_permutation;
+    typename MatrixType::Nested m_matrix;
+};
+
+}
+
+
+
+/** \returns the matrix with the permutation applied to the columns
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, false>
+operator*(const SparseMatrixBase<SparseDerived>& matrix, const PermutationBase<PermDerived>& perm)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, false>(perm, matrix.derived());
+}
+
+/** \returns the matrix with the permutation applied to the rows
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, false>
+operator*( const PermutationBase<PermDerived>& perm, const SparseMatrixBase<SparseDerived>& matrix)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, false>(perm, matrix.derived());
+}
+
+
+
+/** \returns the matrix with the inverse permutation applied to the columns.
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, true>
+operator*(const SparseMatrixBase<SparseDerived>& matrix, const Transpose<PermutationBase<PermDerived> >& tperm)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, true>(tperm.nestedPermutation(), matrix.derived());
+}
+
+/** \returns the matrix with the inverse permutation applied to the rows.
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, true>
+operator*(const Transpose<PermutationBase<PermDerived> >& tperm, const SparseMatrixBase<SparseDerived>& matrix)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, true>(tperm.nestedPermutation(), matrix.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseProduct.h b/third_party/eigen3/Eigen/src/SparseCore/SparseProduct.h
new file mode 100644
index 0000000000..cf76630700
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseProduct.h
@@ -0,0 +1,188 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_SPARSEPRODUCT_H
+#define EIGEN_SPARSEPRODUCT_H
+
+namespace Eigen { 
+
+template<typename Lhs, typename Rhs>
+struct SparseSparseProductReturnType
+{
+  typedef typename internal::traits<Lhs>::Scalar Scalar;
+  typedef typename internal::traits<Lhs>::Index Index;
+  enum {
+    LhsRowMajor = internal::traits<Lhs>::Flags & RowMajorBit,
+    RhsRowMajor = internal::traits<Rhs>::Flags & RowMajorBit,
+    TransposeRhs = (!LhsRowMajor) && RhsRowMajor,
+    TransposeLhs = LhsRowMajor && (!RhsRowMajor)
+  };
+
+  typedef typename internal::conditional<TransposeLhs,
+    SparseMatrix<Scalar,0,Index>,
+    typename internal::nested<Lhs,Rhs::RowsAtCompileTime>::type>::type LhsNested;
+
+  typedef typename internal::conditional<TransposeRhs,
+    SparseMatrix<Scalar,0,Index>,
+    typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type>::type RhsNested;
+
+  typedef SparseSparseProduct<LhsNested, RhsNested> Type;
+};
+
+namespace internal {
+template<typename LhsNested, typename RhsNested>
+struct traits<SparseSparseProduct<LhsNested, RhsNested> >
+{
+  typedef MatrixXpr XprKind;
+  // clean the nested types:
+  typedef typename remove_all<LhsNested>::type _LhsNested;
+  typedef typename remove_all<RhsNested>::type _RhsNested;
+  typedef typename _LhsNested::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<_LhsNested>::Index,
+                                         typename traits<_RhsNested>::Index>::type Index;
+
+  enum {
+    LhsCoeffReadCost = _LhsNested::CoeffReadCost,
+    RhsCoeffReadCost = _RhsNested::CoeffReadCost,
+    LhsFlags = _LhsNested::Flags,
+    RhsFlags = _RhsNested::Flags,
+
+    RowsAtCompileTime    = _LhsNested::RowsAtCompileTime,
+    ColsAtCompileTime    = _RhsNested::ColsAtCompileTime,
+    MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime,
+
+    InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime),
+
+    EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit),
+
+    RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
+
+    Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+          | EvalBeforeAssigningBit
+          | EvalBeforeNestingBit,
+
+    CoeffReadCost = Dynamic
+  };
+
+  typedef Sparse StorageKind;
+};
+
+} // end namespace internal
+
+template<typename LhsNested, typename RhsNested>
+class SparseSparseProduct : internal::no_assignment_operator,
+  public SparseMatrixBase<SparseSparseProduct<LhsNested, RhsNested> >
+{
+  public:
+
+    typedef SparseMatrixBase<SparseSparseProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SparseSparseProduct)
+
+  private:
+
+    typedef typename internal::traits<SparseSparseProduct>::_LhsNested _LhsNested;
+    typedef typename internal::traits<SparseSparseProduct>::_RhsNested _RhsNested;
+
+  public:
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs), m_tolerance(0), m_conservative(true)
+    {
+      init();
+    }
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs, const RealScalar& tolerance)
+      : m_lhs(lhs), m_rhs(rhs), m_tolerance(tolerance), m_conservative(false)
+    {
+      init();
+    }
+
+    SparseSparseProduct pruned(const Scalar& reference = 0, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision()) const
+    {
+      using std::abs;
+      return SparseSparseProduct(m_lhs,m_rhs,abs(reference)*epsilon);
+    }
+
+    template<typename Dest>
+    void evalTo(Dest& result) const
+    {
+      if(m_conservative)
+        internal::conservative_sparse_sparse_product_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result);
+      else
+        internal::sparse_sparse_product_with_pruning_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result,m_tolerance);
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); }
+
+    EIGEN_STRONG_INLINE const _LhsNested& lhs() const { return m_lhs; }
+    EIGEN_STRONG_INLINE const _RhsNested& rhs() const { return m_rhs; }
+
+  protected:
+    void init()
+    {
+      eigen_assert(m_lhs.cols() == m_rhs.rows());
+
+      enum {
+        ProductIsValid = _LhsNested::ColsAtCompileTime==Dynamic
+                      || _RhsNested::RowsAtCompileTime==Dynamic
+                      || int(_LhsNested::ColsAtCompileTime)==int(_RhsNested::RowsAtCompileTime),
+        AreVectors = _LhsNested::IsVectorAtCompileTime && _RhsNested::IsVectorAtCompileTime,
+        SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(_LhsNested,_RhsNested)
+      };
+      // note to the lost user:
+      //    * for a dot product use: v1.dot(v2)
+      //    * for a coeff-wise product use: v1.cwise()*v2
+      EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
+        INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
+      EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
+        INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
+      EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
+    }
+
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+    RealScalar m_tolerance;
+    bool m_conservative;
+};
+
+// sparse = sparse * sparse
+template<typename Derived>
+template<typename Lhs, typename Rhs>
+inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product)
+{
+  product.evalTo(derived());
+  return derived();
+}
+
+/** \returns an expression of the product of two sparse matrices.
+  * By default a conservative product preserving the symbolic non zeros is performed.
+  * The automatic pruning of the small values can be achieved by calling the pruned() function
+  * in which case a totally different product algorithm is employed:
+  * \code
+  * C = (A*B).pruned();             // supress numerical zeros (exact)
+  * C = (A*B).pruned(ref);
+  * C = (A*B).pruned(ref,epsilon);
+  * \endcode
+  * where \c ref is a meaningful non zero reference value.
+  * */
+template<typename Derived>
+template<typename OtherDerived>
+inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type
+SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const
+{
+  return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEPRODUCT_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseRedux.h b/third_party/eigen3/Eigen/src/SparseCore/SparseRedux.h
new file mode 100644
index 0000000000..f3da93a71d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseRedux.h
@@ -0,0 +1,45 @@
+// 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_SPARSEREDUX_H
+#define EIGEN_SPARSEREDUX_H
+
+namespace Eigen { 
+
+template<typename Derived>
+typename internal::traits<Derived>::Scalar
+SparseMatrixBase<Derived>::sum() const
+{
+  eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix");
+  Scalar res(0);
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename Derived::InnerIterator iter(derived(),j); iter; ++iter)
+      res += iter.value();
+  return res;
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+typename internal::traits<SparseMatrix<_Scalar,_Options,_Index> >::Scalar
+SparseMatrix<_Scalar,_Options,_Index>::sum() const
+{
+  eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix");
+  return Matrix<Scalar,1,Dynamic>::Map(&m_data.value(0), m_data.size()).sum();
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+typename internal::traits<SparseVector<_Scalar,_Options, _Index> >::Scalar
+SparseVector<_Scalar,_Options,_Index>::sum() const
+{
+  eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix");
+  return Matrix<Scalar,1,Dynamic>::Map(&m_data.value(0), m_data.size()).sum();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEREDUX_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h b/third_party/eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h
new file mode 100644
index 0000000000..0eda96bc47
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h
@@ -0,0 +1,507 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_SPARSE_SELFADJOINTVIEW_H
+#define EIGEN_SPARSE_SELFADJOINTVIEW_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  * \class SparseSelfAdjointView
+  *
+  * \brief Pseudo expression to manipulate a triangular sparse matrix as a selfadjoint matrix.
+  *
+  * \param MatrixType the type of the dense matrix storing the coefficients
+  * \param UpLo can be either \c #Lower or \c #Upper
+  *
+  * This class is an expression of a sefladjoint matrix from a triangular part of a matrix
+  * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView()
+  * and most of the time this is the only way that it is used.
+  *
+  * \sa SparseMatrixBase::selfadjointView()
+  */
+template<typename Lhs, typename Rhs, int UpLo>
+class SparseSelfAdjointTimeDenseProduct;
+
+template<typename Lhs, typename Rhs, int UpLo>
+class DenseTimeSparseSelfAdjointProduct;
+
+namespace internal {
+  
+template<typename MatrixType, unsigned int UpLo>
+struct traits<SparseSelfAdjointView<MatrixType,UpLo> > : traits<MatrixType> {
+};
+
+template<int SrcUpLo,int DstUpLo,typename MatrixType,int DestOrder>
+void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm = 0);
+
+template<int UpLo,typename MatrixType,int DestOrder>
+void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm = 0);
+
+}
+
+template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView
+  : public EigenBase<SparseSelfAdjointView<MatrixType,UpLo> >
+{
+  public:
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Index,Dynamic,1> VectorI;
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+
+    inline SparseSelfAdjointView(const MatrixType& matrix) : m_matrix(matrix)
+    {
+      eigen_assert(rows()==cols() && "SelfAdjointView is only for squared matrices");
+    }
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    /** \internal \returns a reference to the nested matrix */
+    const _MatrixTypeNested& matrix() const { return m_matrix; }
+    _MatrixTypeNested& matrix() { return m_matrix.const_cast_derived(); }
+
+    /** \returns an expression of the matrix product between a sparse self-adjoint matrix \c *this and a sparse matrix \a rhs.
+      *
+      * Note that there is no algorithmic advantage of performing such a product compared to a general sparse-sparse matrix product.
+      * Indeed, the SparseSelfadjointView operand is first copied into a temporary SparseMatrix before computing the product.
+      */
+    template<typename OtherDerived>
+    SparseSparseProduct<typename OtherDerived::PlainObject, OtherDerived>
+    operator*(const SparseMatrixBase<OtherDerived>& rhs) const
+    {
+      return SparseSparseProduct<typename OtherDerived::PlainObject, OtherDerived>(*this, rhs.derived());
+    }
+
+    /** \returns an expression of the matrix product between a sparse matrix \a lhs and a sparse self-adjoint matrix \a rhs.
+      *
+      * Note that there is no algorithmic advantage of performing such a product compared to a general sparse-sparse matrix product.
+      * Indeed, the SparseSelfadjointView operand is first copied into a temporary SparseMatrix before computing the product.
+      */
+    template<typename OtherDerived> friend
+    SparseSparseProduct<OtherDerived, typename OtherDerived::PlainObject >
+    operator*(const SparseMatrixBase<OtherDerived>& lhs, const SparseSelfAdjointView& rhs)
+    {
+      return SparseSparseProduct<OtherDerived, typename OtherDerived::PlainObject>(lhs.derived(), rhs);
+    }
+    
+    /** Efficient sparse self-adjoint matrix times dense vector/matrix product */
+    template<typename OtherDerived>
+    SparseSelfAdjointTimeDenseProduct<MatrixType,OtherDerived,UpLo>
+    operator*(const MatrixBase<OtherDerived>& rhs) const
+    {
+      return SparseSelfAdjointTimeDenseProduct<MatrixType,OtherDerived,UpLo>(m_matrix, rhs.derived());
+    }
+
+    /** Efficient dense vector/matrix times sparse self-adjoint matrix product */
+    template<typename OtherDerived> friend
+    DenseTimeSparseSelfAdjointProduct<OtherDerived,MatrixType,UpLo>
+    operator*(const MatrixBase<OtherDerived>& lhs, const SparseSelfAdjointView& rhs)
+    {
+      return DenseTimeSparseSelfAdjointProduct<OtherDerived,_MatrixTypeNested,UpLo>(lhs.derived(), rhs.m_matrix);
+    }
+
+    /** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
+      * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
+      *
+      * \returns a reference to \c *this
+      *
+      * To perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
+      * call this function with u.adjoint().
+      */
+    template<typename DerivedU>
+    SparseSelfAdjointView& rankUpdate(const SparseMatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1));
+    
+    /** \internal triggered by sparse_matrix = SparseSelfadjointView; */
+    template<typename DestScalar,int StorageOrder> void evalTo(SparseMatrix<DestScalar,StorageOrder,Index>& _dest) const
+    {
+      internal::permute_symm_to_fullsymm<UpLo>(m_matrix, _dest);
+    }
+    
+    template<typename DestScalar> void evalTo(DynamicSparseMatrix<DestScalar,ColMajor,Index>& _dest) const
+    {
+      // TODO directly evaluate into _dest;
+      SparseMatrix<DestScalar,ColMajor,Index> tmp(_dest.rows(),_dest.cols());
+      internal::permute_symm_to_fullsymm<UpLo>(m_matrix, tmp);
+      _dest = tmp;
+    }
+    
+    /** \returns an expression of P H P^-1 */
+    SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const
+    {
+      return SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo>(m_matrix, perm);
+    }
+    
+    template<typename SrcMatrixType,int SrcUpLo>
+    SparseSelfAdjointView& operator=(const SparseSymmetricPermutationProduct<SrcMatrixType,SrcUpLo>& permutedMatrix)
+    {
+      permutedMatrix.evalTo(*this);
+      return *this;
+    }
+
+
+    SparseSelfAdjointView& operator=(const SparseSelfAdjointView& src)
+    {
+      PermutationMatrix<Dynamic> pnull;
+      return *this = src.twistedBy(pnull);
+    }
+
+    template<typename SrcMatrixType,unsigned int SrcUpLo>
+    SparseSelfAdjointView& operator=(const SparseSelfAdjointView<SrcMatrixType,SrcUpLo>& src)
+    {
+      PermutationMatrix<Dynamic> pnull;
+      return *this = src.twistedBy(pnull);
+    }
+    
+
+    // const SparseLLT<PlainObject, UpLo> llt() const;
+    // const SparseLDLT<PlainObject, UpLo> ldlt() const;
+
+  protected:
+
+    typename MatrixType::Nested m_matrix;
+    mutable VectorI m_countPerRow;
+    mutable VectorI m_countPerCol;
+};
+
+/***************************************************************************
+* Implementation of SparseMatrixBase methods
+***************************************************************************/
+
+template<typename Derived>
+template<unsigned int UpLo>
+const SparseSelfAdjointView<Derived, UpLo> SparseMatrixBase<Derived>::selfadjointView() const
+{
+  return derived();
+}
+
+template<typename Derived>
+template<unsigned int UpLo>
+SparseSelfAdjointView<Derived, UpLo> SparseMatrixBase<Derived>::selfadjointView()
+{
+  return derived();
+}
+
+/***************************************************************************
+* Implementation of SparseSelfAdjointView methods
+***************************************************************************/
+
+template<typename MatrixType, unsigned int UpLo>
+template<typename DerivedU>
+SparseSelfAdjointView<MatrixType,UpLo>&
+SparseSelfAdjointView<MatrixType,UpLo>::rankUpdate(const SparseMatrixBase<DerivedU>& u, const Scalar& alpha)
+{
+  SparseMatrix<Scalar,MatrixType::Flags&RowMajorBit?RowMajor:ColMajor> tmp = u * u.adjoint();
+  if(alpha==Scalar(0))
+    m_matrix.const_cast_derived() = tmp.template triangularView<UpLo>();
+  else
+    m_matrix.const_cast_derived() += alpha * tmp.template triangularView<UpLo>();
+
+  return *this;
+}
+
+/***************************************************************************
+* Implementation of sparse self-adjoint time dense matrix
+***************************************************************************/
+
+namespace internal {
+template<typename Lhs, typename Rhs, int UpLo>
+struct traits<SparseSelfAdjointTimeDenseProduct<Lhs,Rhs,UpLo> >
+ : traits<ProductBase<SparseSelfAdjointTimeDenseProduct<Lhs,Rhs,UpLo>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+};
+}
+
+template<typename Lhs, typename Rhs, int UpLo>
+class SparseSelfAdjointTimeDenseProduct
+  : public ProductBase<SparseSelfAdjointTimeDenseProduct<Lhs,Rhs,UpLo>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseSelfAdjointTimeDenseProduct)
+
+    SparseSelfAdjointTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(alpha);
+      // TODO use alpha
+      eigen_assert(alpha==Scalar(1) && "alpha != 1 is not implemented yet, sorry");
+      typedef typename internal::remove_all<Lhs>::type _Lhs;
+      typedef typename _Lhs::InnerIterator LhsInnerIterator;
+      enum {
+        LhsIsRowMajor = (_Lhs::Flags&RowMajorBit)==RowMajorBit,
+        ProcessFirstHalf =
+                 ((UpLo&(Upper|Lower))==(Upper|Lower))
+              || ( (UpLo&Upper) && !LhsIsRowMajor)
+              || ( (UpLo&Lower) && LhsIsRowMajor),
+        ProcessSecondHalf = !ProcessFirstHalf
+      };
+      for (Index j=0; j<m_lhs.outerSize(); ++j)
+      {
+        LhsInnerIterator i(m_lhs,j);
+        if (ProcessSecondHalf)
+        {
+          while (i && i.index()<j) ++i;
+          if(i && i.index()==j)
+          {
+            dest.row(j) += i.value() * m_rhs.row(j);
+            ++i;
+          }
+        }
+        for(; (ProcessFirstHalf ? i && i.index() < j : i) ; ++i)
+        {
+          Index a = LhsIsRowMajor ? j : i.index();
+          Index b = LhsIsRowMajor ? i.index() : j;
+          typename Lhs::Scalar v = i.value();
+          dest.row(a) += (v) * m_rhs.row(b);
+          dest.row(b) += numext::conj(v) * m_rhs.row(a);
+        }
+        if (ProcessFirstHalf && i && (i.index()==j))
+          dest.row(j) += i.value() * m_rhs.row(j);
+      }
+    }
+
+  private:
+    SparseSelfAdjointTimeDenseProduct& operator=(const SparseSelfAdjointTimeDenseProduct&);
+};
+
+namespace internal {
+template<typename Lhs, typename Rhs, int UpLo>
+struct traits<DenseTimeSparseSelfAdjointProduct<Lhs,Rhs,UpLo> >
+ : traits<ProductBase<DenseTimeSparseSelfAdjointProduct<Lhs,Rhs,UpLo>, Lhs, Rhs> >
+{};
+}
+
+template<typename Lhs, typename Rhs, int UpLo>
+class DenseTimeSparseSelfAdjointProduct
+  : public ProductBase<DenseTimeSparseSelfAdjointProduct<Lhs,Rhs,UpLo>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseSelfAdjointProduct)
+
+    DenseTimeSparseSelfAdjointProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& /*dest*/, const Scalar& /*alpha*/) const
+    {
+      // TODO
+    }
+
+  private:
+    DenseTimeSparseSelfAdjointProduct& operator=(const DenseTimeSparseSelfAdjointProduct&);
+};
+
+/***************************************************************************
+* Implementation of symmetric copies and permutations
+***************************************************************************/
+namespace internal {
+  
+template<typename MatrixType, int UpLo>
+struct traits<SparseSymmetricPermutationProduct<MatrixType,UpLo> > : traits<MatrixType> {
+};
+
+template<int UpLo,typename MatrixType,int DestOrder>
+void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef SparseMatrix<Scalar,DestOrder,Index> Dest;
+  typedef Matrix<Index,Dynamic,1> VectorI;
+  
+  Dest& dest(_dest.derived());
+  enum {
+    StorageOrderMatch = int(Dest::IsRowMajor) == int(MatrixType::IsRowMajor)
+  };
+  
+  Index size = mat.rows();
+  VectorI count;
+  count.resize(size);
+  count.setZero();
+  dest.resize(size,size);
+  for(Index j = 0; j<size; ++j)
+  {
+    Index jp = perm ? perm[j] : j;
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      Index r = it.row();
+      Index c = it.col();
+      Index ip = perm ? perm[i] : i;
+      if(UpLo==(Upper|Lower))
+        count[StorageOrderMatch ? jp : ip]++;
+      else if(r==c)
+        count[ip]++;
+      else if(( UpLo==Lower && r>c) || ( UpLo==Upper && r<c))
+      {
+        count[ip]++;
+        count[jp]++;
+      }
+    }
+  }
+  Index nnz = count.sum();
+  
+  // reserve space
+  dest.resizeNonZeros(nnz);
+  dest.outerIndexPtr()[0] = 0;
+  for(Index j=0; j<size; ++j)
+    dest.outerIndexPtr()[j+1] = dest.outerIndexPtr()[j] + count[j];
+  for(Index j=0; j<size; ++j)
+    count[j] = dest.outerIndexPtr()[j];
+  
+  // copy data
+  for(Index j = 0; j<size; ++j)
+  {
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      Index r = it.row();
+      Index c = it.col();
+      
+      Index jp = perm ? perm[j] : j;
+      Index ip = perm ? perm[i] : i;
+      
+      if(UpLo==(Upper|Lower))
+      {
+        Index k = count[StorageOrderMatch ? jp : ip]++;
+        dest.innerIndexPtr()[k] = StorageOrderMatch ? ip : jp;
+        dest.valuePtr()[k] = it.value();
+      }
+      else if(r==c)
+      {
+        Index k = count[ip]++;
+        dest.innerIndexPtr()[k] = ip;
+        dest.valuePtr()[k] = it.value();
+      }
+      else if(( (UpLo&Lower)==Lower && r>c) || ( (UpLo&Upper)==Upper && r<c))
+      {
+        if(!StorageOrderMatch)
+          std::swap(ip,jp);
+        Index k = count[jp]++;
+        dest.innerIndexPtr()[k] = ip;
+        dest.valuePtr()[k] = it.value();
+        k = count[ip]++;
+        dest.innerIndexPtr()[k] = jp;
+        dest.valuePtr()[k] = numext::conj(it.value());
+      }
+    }
+  }
+}
+
+template<int _SrcUpLo,int _DstUpLo,typename MatrixType,int DstOrder>
+void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DstOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  SparseMatrix<Scalar,DstOrder,Index>& dest(_dest.derived());
+  typedef Matrix<Index,Dynamic,1> VectorI;
+  enum {
+    SrcOrder = MatrixType::IsRowMajor ? RowMajor : ColMajor,
+    StorageOrderMatch = int(SrcOrder) == int(DstOrder),
+    DstUpLo = DstOrder==RowMajor ? (_DstUpLo==Upper ? Lower : Upper) : _DstUpLo,
+    SrcUpLo = SrcOrder==RowMajor ? (_SrcUpLo==Upper ? Lower : Upper) : _SrcUpLo
+  };
+  
+  Index size = mat.rows();
+  VectorI count(size);
+  count.setZero();
+  dest.resize(size,size);
+  for(Index j = 0; j<size; ++j)
+  {
+    Index jp = perm ? perm[j] : j;
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      if((int(SrcUpLo)==int(Lower) && i<j) || (int(SrcUpLo)==int(Upper) && i>j))
+        continue;
+                  
+      Index ip = perm ? perm[i] : i;
+      count[int(DstUpLo)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++;
+    }
+  }
+  dest.outerIndexPtr()[0] = 0;
+  for(Index j=0; j<size; ++j)
+    dest.outerIndexPtr()[j+1] = dest.outerIndexPtr()[j] + count[j];
+  dest.resizeNonZeros(dest.outerIndexPtr()[size]);
+  for(Index j=0; j<size; ++j)
+    count[j] = dest.outerIndexPtr()[j];
+  
+  for(Index j = 0; j<size; ++j)
+  {
+    
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      if((int(SrcUpLo)==int(Lower) && i<j) || (int(SrcUpLo)==int(Upper) && i>j))
+        continue;
+                  
+      Index jp = perm ? perm[j] : j;
+      Index ip = perm? perm[i] : i;
+      
+      Index k = count[int(DstUpLo)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++;
+      dest.innerIndexPtr()[k] = int(DstUpLo)==int(Lower) ? (std::max)(ip,jp) : (std::min)(ip,jp);
+      
+      if(!StorageOrderMatch) std::swap(ip,jp);
+      if( ((int(DstUpLo)==int(Lower) && ip<jp) || (int(DstUpLo)==int(Upper) && ip>jp)))
+        dest.valuePtr()[k] = numext::conj(it.value());
+      else
+        dest.valuePtr()[k] = it.value();
+    }
+  }
+}
+
+}
+
+template<typename MatrixType,int UpLo>
+class SparseSymmetricPermutationProduct
+  : public EigenBase<SparseSymmetricPermutationProduct<MatrixType,UpLo> >
+{
+  public:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+  protected:
+    typedef PermutationMatrix<Dynamic,Dynamic,Index> Perm;
+  public:
+    typedef Matrix<Index,Dynamic,1> VectorI;
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+    
+    SparseSymmetricPermutationProduct(const MatrixType& mat, const Perm& perm)
+      : m_matrix(mat), m_perm(perm)
+    {}
+    
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    
+    template<typename DestScalar, int Options, typename DstIndex>
+    void evalTo(SparseMatrix<DestScalar,Options,DstIndex>& _dest) const
+    {
+//       internal::permute_symm_to_fullsymm<UpLo>(m_matrix,_dest,m_perm.indices().data());
+      SparseMatrix<DestScalar,(Options&RowMajor)==RowMajor ? ColMajor : RowMajor, DstIndex> tmp;
+      internal::permute_symm_to_fullsymm<UpLo>(m_matrix,tmp,m_perm.indices().data());
+      _dest = tmp;
+    }
+    
+    template<typename DestType,unsigned int DestUpLo> void evalTo(SparseSelfAdjointView<DestType,DestUpLo>& dest) const
+    {
+      internal::permute_symm_to_symm<UpLo,DestUpLo>(m_matrix,dest.matrix(),m_perm.indices().data());
+    }
+    
+  protected:
+    MatrixTypeNested m_matrix;
+    const Perm& m_perm;
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h b/third_party/eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h
new file mode 100644
index 0000000000..fcc18f5c9c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h
@@ -0,0 +1,150 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_SPARSESPARSEPRODUCTWITHPRUNING_H
+#define EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H
+
+namespace Eigen { 
+
+namespace internal {
+
+
+// perform a pseudo in-place sparse * sparse product assuming all matrices are col major
+template<typename Lhs, typename Rhs, typename ResultType>
+static void sparse_sparse_product_with_pruning_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res, const typename ResultType::RealScalar& tolerance)
+{
+  // return sparse_sparse_product_with_pruning_impl2(lhs,rhs,res);
+
+  typedef typename remove_all<Lhs>::type::Scalar Scalar;
+  typedef typename remove_all<Lhs>::type::Index Index;
+
+  // make sure to call innerSize/outerSize since we fake the storage order.
+  Index rows = lhs.innerSize();
+  Index cols = rhs.outerSize();
+  //Index size = lhs.outerSize();
+  eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+  // allocate a temporary buffer
+  AmbiVector<Scalar,Index> tempVector(rows);
+
+  // estimate the number of non zero entries
+  // given a rhs column containing Y non zeros, we assume that the respective Y columns
+  // of the lhs differs in average of one non zeros, thus the number of non zeros for
+  // the product of a rhs column with the lhs is X+Y where X is the average number of non zero
+  // per column of the lhs.
+  // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs)
+  Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros();
+
+  // mimics a resizeByInnerOuter:
+  if(ResultType::IsRowMajor)
+    res.resize(cols, rows);
+  else
+    res.resize(rows, cols);
+
+  res.reserve(estimated_nnz_prod);
+  double ratioColRes = double(estimated_nnz_prod)/double(lhs.rows()*rhs.cols());
+  for (Index j=0; j<cols; ++j)
+  {
+    // FIXME:
+    //double ratioColRes = (double(rhs.innerVector(j).nonZeros()) + double(lhs.nonZeros())/double(lhs.cols()))/double(lhs.rows());
+    // let's do a more accurate determination of the nnz ratio for the current column j of res
+    tempVector.init(ratioColRes);
+    tempVector.setZero();
+    for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
+    {
+      // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index())
+      tempVector.restart();
+      Scalar x = rhsIt.value();
+      for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt)
+      {
+        tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x;
+      }
+    }
+    res.startVec(j);
+    for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector,tolerance); it; ++it)
+      res.insertBackByOuterInner(j,it.index()) = it.value();
+  }
+  res.finalize();
+}
+
+template<typename Lhs, typename Rhs, typename ResultType,
+  int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit,
+  int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit,
+  int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit>
+struct sparse_sparse_product_with_pruning_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
+{
+  typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+  typedef typename ResultType::RealScalar RealScalar;
+
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typename remove_all<ResultType>::type _res(res.rows(), res.cols());
+    internal::sparse_sparse_product_with_pruning_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res, tolerance);
+    res.swap(_res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    // we need a col-major matrix to hold the result
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> SparseTemporaryType;
+    SparseTemporaryType _res(res.rows(), res.cols());
+    internal::sparse_sparse_product_with_pruning_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res, tolerance);
+    res = _res;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    // let's transpose the product to get a column x column product
+    typename remove_all<ResultType>::type _res(res.rows(), res.cols());
+    internal::sparse_sparse_product_with_pruning_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res, tolerance);
+    res.swap(_res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename Lhs::Index> ColMajorMatrixLhs;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename Lhs::Index> ColMajorMatrixRhs;
+    ColMajorMatrixLhs colLhs(lhs);
+    ColMajorMatrixRhs colRhs(rhs);
+    internal::sparse_sparse_product_with_pruning_impl<ColMajorMatrixLhs,ColMajorMatrixRhs,ResultType>(colLhs, colRhs, res, tolerance);
+
+    // let's transpose the product to get a column x column product
+//     typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
+//     SparseTemporaryType _res(res.cols(), res.rows());
+//     sparse_sparse_product_with_pruning_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res);
+//     res = _res.transpose();
+  }
+};
+
+// NOTE the 2 others cases (col row *) must never occur since they are caught
+// by ProductReturnType which transforms it to (col col *) by evaluating rhs.
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseTranspose.h b/third_party/eigen3/Eigen/src/SparseCore/SparseTranspose.h
new file mode 100644
index 0000000000..7c300ee8db
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseTranspose.h
@@ -0,0 +1,63 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_SPARSETRANSPOSE_H
+#define EIGEN_SPARSETRANSPOSE_H
+
+namespace Eigen { 
+
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>
+  : public SparseMatrixBase<Transpose<MatrixType> >
+{
+    typedef typename internal::remove_all<typename MatrixType::Nested>::type _MatrixTypeNested;
+  public:
+
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Transpose<MatrixType> )
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); }
+};
+
+// NOTE: VC10 trigger an ICE if don't put typename TransposeImpl<MatrixType,Sparse>:: in front of Index,
+// a typedef typename TransposeImpl<MatrixType,Sparse>::Index Index;
+// does not fix the issue.
+// An alternative is to define the nested class in the parent class itself.
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::InnerIterator
+  : public _MatrixTypeNested::InnerIterator
+{
+    typedef typename _MatrixTypeNested::InnerIterator Base;
+    typedef typename TransposeImpl::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl<MatrixType,Sparse>::Index outer)
+      : Base(trans.derived().nestedExpression(), outer)
+    {}
+    Index row() const { return Base::col(); }
+    Index col() const { return Base::row(); }
+};
+
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInnerIterator
+  : public _MatrixTypeNested::ReverseInnerIterator
+{
+    typedef typename _MatrixTypeNested::ReverseInnerIterator Base;
+    typedef typename TransposeImpl::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl<MatrixType,Sparse>::Index outer)
+      : Base(xpr.derived().nestedExpression(), outer)
+    {}
+    Index row() const { return Base::col(); }
+    Index col() const { return Base::row(); }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRANSPOSE_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseTriangularView.h b/third_party/eigen3/Eigen/src/SparseCore/SparseTriangularView.h
new file mode 100644
index 0000000000..333127b78e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseTriangularView.h
@@ -0,0 +1,179 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_SPARSE_TRIANGULARVIEW_H
+#define EIGEN_SPARSE_TRIANGULARVIEW_H
+
+namespace Eigen { 
+
+namespace internal {
+  
+template<typename MatrixType, int Mode>
+struct traits<SparseTriangularView<MatrixType,Mode> >
+: public traits<MatrixType>
+{};
+
+} // namespace internal
+
+template<typename MatrixType, int Mode> class SparseTriangularView
+  : public SparseMatrixBase<SparseTriangularView<MatrixType,Mode> >
+{
+    enum { SkipFirst = ((Mode&Lower) && !(MatrixType::Flags&RowMajorBit))
+                    || ((Mode&Upper) &&  (MatrixType::Flags&RowMajorBit)),
+           SkipLast = !SkipFirst,
+           SkipDiag = (Mode&ZeroDiag) ? 1 : 0,
+           HasUnitDiag = (Mode&UnitDiag) ? 1 : 0
+    };
+
+  public:
+    
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseTriangularView)
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_reference<MatrixTypeNested>::type MatrixTypeNestedNonRef;
+    typedef typename internal::remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+
+    inline SparseTriangularView(const MatrixType& matrix) : m_matrix(matrix) {}
+
+    /** \internal */
+    inline const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
+
+    template<typename OtherDerived>
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type
+    solve(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> void solveInPlace(MatrixBase<OtherDerived>& other) const;
+    template<typename OtherDerived> void solveInPlace(SparseMatrixBase<OtherDerived>& other) const;
+
+  protected:
+    MatrixTypeNested m_matrix;
+};
+
+template<typename MatrixType, int Mode>
+class SparseTriangularView<MatrixType,Mode>::InnerIterator : public MatrixTypeNestedCleaned::InnerIterator
+{
+    typedef typename MatrixTypeNestedCleaned::InnerIterator Base;
+    typedef typename SparseTriangularView::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const SparseTriangularView& view, Index outer)
+      : Base(view.nestedExpression(), outer), m_returnOne(false)
+    {
+      if(SkipFirst)
+      {
+        while((*this) && ((HasUnitDiag||SkipDiag)  ? this->index()<=outer : this->index()<outer))
+          Base::operator++();
+        if(HasUnitDiag)
+          m_returnOne = true;
+      }
+      else if(HasUnitDiag && ((!Base::operator bool()) || Base::index()>=Base::outer()))
+      {
+        if((!SkipFirst) && Base::operator bool())
+          Base::operator++();
+        m_returnOne = true;
+      }
+    }
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    {
+      if(HasUnitDiag && m_returnOne)
+        m_returnOne = false;
+      else
+      {
+        Base::operator++();
+        if(HasUnitDiag && (!SkipFirst) && ((!Base::operator bool()) || Base::index()>=Base::outer()))
+        {
+          if((!SkipFirst) && Base::operator bool())
+            Base::operator++();
+          m_returnOne = true;
+        }
+      }
+      return *this;
+    }
+
+    inline Index row() const { return (MatrixType::Flags&RowMajorBit ? Base::outer() : this->index()); }
+    inline Index col() const { return (MatrixType::Flags&RowMajorBit ? this->index() : Base::outer()); }
+    inline Index index() const
+    {
+      if(HasUnitDiag && m_returnOne)  return Base::outer();
+      else                            return Base::index();
+    }
+    inline Scalar value() const
+    {
+      if(HasUnitDiag && m_returnOne)  return Scalar(1);
+      else                            return Base::value();
+    }
+
+    EIGEN_STRONG_INLINE operator bool() const
+    {
+      if(HasUnitDiag && m_returnOne)
+        return true;
+      if(SkipFirst) return  Base::operator bool();
+      else
+      {
+        if (SkipDiag) return (Base::operator bool() && this->index() < this->outer());
+        else return (Base::operator bool() && this->index() <= this->outer());
+      }
+    }
+  protected:
+    bool m_returnOne;
+};
+
+template<typename MatrixType, int Mode>
+class SparseTriangularView<MatrixType,Mode>::ReverseInnerIterator : public MatrixTypeNestedCleaned::ReverseInnerIterator
+{
+    typedef typename MatrixTypeNestedCleaned::ReverseInnerIterator Base;
+    typedef typename SparseTriangularView::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const SparseTriangularView& view, Index outer)
+      : Base(view.nestedExpression(), outer)
+    {
+      eigen_assert((!HasUnitDiag) && "ReverseInnerIterator does not support yet triangular views with a unit diagonal");
+      if(SkipLast) {
+        while((*this) && (SkipDiag ? this->index()>=outer : this->index()>outer))
+          --(*this);
+      }
+    }
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator& operator--()
+    { Base::operator--(); return *this; }
+
+    inline Index row() const { return Base::row(); }
+    inline Index col() const { return Base::col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const
+    {
+      if (SkipLast) return Base::operator bool() ;
+      else
+      {
+        if(SkipDiag) return (Base::operator bool() && this->index() > this->outer());
+        else return (Base::operator bool() && this->index() >= this->outer());
+      }
+    }
+};
+
+template<typename Derived>
+template<int Mode>
+inline const SparseTriangularView<Derived, Mode>
+SparseMatrixBase<Derived>::triangularView() const
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_TRIANGULARVIEW_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseUtil.h b/third_party/eigen3/Eigen/src/SparseCore/SparseUtil.h
new file mode 100644
index 0000000000..05023858b1
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseUtil.h
@@ -0,0 +1,171 @@
+// 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_SPARSEUTIL_H
+#define EIGEN_SPARSEUTIL_H
+
+namespace Eigen { 
+
+#ifdef NDEBUG
+#define EIGEN_DBG_SPARSE(X)
+#else
+#define EIGEN_DBG_SPARSE(X) X
+#endif
+
+#define EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename OtherDerived> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Eigen::SparseMatrixBase<OtherDerived>& other) \
+{ \
+  return Base::operator Op(other.derived()); \
+} \
+EIGEN_STRONG_INLINE Derived& operator Op(const Derived& other) \
+{ \
+  return Base::operator Op(other); \
+}
+
+#define EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename Other> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Other& scalar) \
+{ \
+  return Base::operator Op(scalar); \
+}
+
+#define EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATORS(Derived) \
+EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, =) \
+EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, +=) \
+EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, -=) \
+EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, *=) \
+EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, /=)
+
+#define _EIGEN_SPARSE_PUBLIC_INTERFACE(Derived, BaseClass) \
+  typedef BaseClass Base; \
+  typedef typename Eigen::internal::traits<Derived >::Scalar Scalar; \
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; \
+  typedef typename Eigen::internal::nested<Derived >::type Nested; \
+  typedef typename Eigen::internal::traits<Derived >::StorageKind StorageKind; \
+  typedef typename Eigen::internal::traits<Derived >::Index Index; \
+  enum { RowsAtCompileTime = Eigen::internal::traits<Derived >::RowsAtCompileTime, \
+        ColsAtCompileTime = Eigen::internal::traits<Derived >::ColsAtCompileTime, \
+        Flags = Eigen::internal::traits<Derived >::Flags, \
+        CoeffReadCost = Eigen::internal::traits<Derived >::CoeffReadCost, \
+        SizeAtCompileTime = Base::SizeAtCompileTime, \
+        IsVectorAtCompileTime = Base::IsVectorAtCompileTime }; \
+  using Base::derived; \
+  using Base::const_cast_derived;
+
+#define EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) \
+  _EIGEN_SPARSE_PUBLIC_INTERFACE(Derived, Eigen::SparseMatrixBase<Derived >)
+
+const int CoherentAccessPattern     = 0x1;
+const int InnerRandomAccessPattern  = 0x2 | CoherentAccessPattern;
+const int OuterRandomAccessPattern  = 0x4 | CoherentAccessPattern;
+const int RandomAccessPattern       = 0x8 | OuterRandomAccessPattern | InnerRandomAccessPattern;
+
+template<typename Derived> class SparseMatrixBase;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class SparseMatrix;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class DynamicSparseMatrix;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class SparseVector;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class MappedSparseMatrix;
+
+template<typename MatrixType, int Mode>           class SparseTriangularView;
+template<typename MatrixType, unsigned int UpLo>  class SparseSelfAdjointView;
+template<typename Lhs, typename Rhs>              class SparseDiagonalProduct;
+template<typename MatrixType> class SparseView;
+
+template<typename Lhs, typename Rhs>        class SparseSparseProduct;
+template<typename Lhs, typename Rhs>        class SparseTimeDenseProduct;
+template<typename Lhs, typename Rhs>        class DenseTimeSparseProduct;
+template<typename Lhs, typename Rhs, bool Transpose> class SparseDenseOuterProduct;
+
+template<typename Lhs, typename Rhs> struct SparseSparseProductReturnType;
+template<typename Lhs, typename Rhs, int InnerSize = internal::traits<Lhs>::ColsAtCompileTime> struct DenseSparseProductReturnType;
+template<typename Lhs, typename Rhs, int InnerSize = internal::traits<Lhs>::ColsAtCompileTime> struct SparseDenseProductReturnType;
+template<typename MatrixType,int UpLo> class SparseSymmetricPermutationProduct;
+
+namespace internal {
+
+template<typename T,int Rows,int Cols> struct sparse_eval;
+
+template<typename T> struct eval<T,Sparse>
+  : public sparse_eval<T, traits<T>::RowsAtCompileTime,traits<T>::ColsAtCompileTime>
+{};
+
+template<typename T,int Cols> struct sparse_eval<T,1,Cols> {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::Index _Index;
+  public:
+    typedef SparseVector<_Scalar, RowMajor, _Index> type;
+};
+
+template<typename T,int Rows> struct sparse_eval<T,Rows,1> {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::Index _Index;
+  public:
+    typedef SparseVector<_Scalar, ColMajor, _Index> type;
+};
+
+template<typename T,int Rows,int Cols> struct sparse_eval {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::Index _Index;
+    enum { _Options = ((traits<T>::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor };
+  public:
+    typedef SparseMatrix<_Scalar, _Options, _Index> type;
+};
+
+template<typename T> struct sparse_eval<T,1,1> {
+    typedef typename traits<T>::Scalar _Scalar;
+  public:
+    typedef Matrix<_Scalar, 1, 1> type;
+};
+
+template<typename T> struct plain_matrix_type<T,Sparse>
+{
+  typedef typename traits<T>::Scalar _Scalar;
+  typedef typename traits<T>::Index _Index;
+  enum { _Options = ((traits<T>::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor };
+  public:
+    typedef SparseMatrix<_Scalar, _Options, _Index> type;
+};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  *
+  * \class Triplet
+  *
+  * \brief A small structure to hold a non zero as a triplet (i,j,value).
+  *
+  * \sa SparseMatrix::setFromTriplets()
+  */
+template<typename Scalar, typename Index=typename SparseMatrix<Scalar>::Index >
+class Triplet
+{
+public:
+  Triplet() : m_row(0), m_col(0), m_value(0) {}
+
+  Triplet(const Index& i, const Index& j, const Scalar& v = Scalar(0))
+    : m_row(i), m_col(j), m_value(v)
+  {}
+
+  /** \returns the row index of the element */
+  const Index& row() const { return m_row; }
+
+  /** \returns the column index of the element */
+  const Index& col() const { return m_col; }
+
+  /** \returns the value of the element */
+  const Scalar& value() const { return m_value; }
+protected:
+  Index m_row, m_col;
+  Scalar m_value;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEUTIL_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseVector.h b/third_party/eigen3/Eigen/src/SparseCore/SparseVector.h
new file mode 100644
index 0000000000..7e15c814b6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseVector.h
@@ -0,0 +1,447 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_SPARSEVECTOR_H
+#define EIGEN_SPARSEVECTOR_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  * \class SparseVector
+  *
+  * \brief a sparse vector class
+  *
+  * \tparam _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * See http://www.netlib.org/linalg/html_templates/node91.html for details on the storage scheme.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEVECTOR_PLUGIN.
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _Index>
+struct traits<SparseVector<_Scalar, _Options, _Index> >
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    IsColVector = (_Options & RowMajorBit) ? 0 : 1,
+
+    RowsAtCompileTime = IsColVector ? Dynamic : 1,
+    ColsAtCompileTime = IsColVector ? 1 : Dynamic,
+    MaxRowsAtCompileTime = RowsAtCompileTime,
+    MaxColsAtCompileTime = ColsAtCompileTime,
+    Flags = _Options | NestByRefBit | LvalueBit | (IsColVector ? 0 : RowMajorBit),
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    SupportedAccessPatterns = InnerRandomAccessPattern
+  };
+};
+
+// Sparse-Vector-Assignment kinds:
+enum {
+  SVA_RuntimeSwitch,
+  SVA_Inner,
+  SVA_Outer
+};
+
+template< typename Dest, typename Src,
+          int AssignmentKind = !bool(Src::IsVectorAtCompileTime) ? SVA_RuntimeSwitch
+                             : Src::InnerSizeAtCompileTime==1 ? SVA_Outer
+                             : SVA_Inner>
+struct sparse_vector_assign_selector;
+
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+class SparseVector
+  : public SparseMatrixBase<SparseVector<_Scalar, _Options, _Index> >
+{
+    typedef SparseMatrixBase<SparseVector> SparseBase;
+    
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseVector)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, +=)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, -=)
+    
+    typedef internal::CompressedStorage<Scalar,Index> Storage;
+    enum { IsColVector = internal::traits<SparseVector>::IsColVector };
+    
+    enum {
+      Options = _Options
+    };
+    
+    EIGEN_STRONG_INLINE Index rows() const { return IsColVector ? m_size : 1; }
+    EIGEN_STRONG_INLINE Index cols() const { return IsColVector ? 1 : m_size; }
+    EIGEN_STRONG_INLINE Index innerSize() const { return m_size; }
+    EIGEN_STRONG_INLINE Index outerSize() const { return 1; }
+
+    EIGEN_STRONG_INLINE const Scalar* valuePtr() const { return &m_data.value(0); }
+    EIGEN_STRONG_INLINE Scalar* valuePtr() { return &m_data.value(0); }
+
+    EIGEN_STRONG_INLINE const Index* innerIndexPtr() const { return &m_data.index(0); }
+    EIGEN_STRONG_INLINE Index* innerIndexPtr() { return &m_data.index(0); }
+    
+    /** \internal */
+    inline Storage& data() { return m_data; }
+    /** \internal */
+    inline const Storage& data() const { return m_data; }
+
+    inline Scalar coeff(Index row, Index col) const
+    {
+      eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
+      return coeff(IsColVector ? row : col);
+    }
+    inline Scalar coeff(Index i) const
+    {
+      eigen_assert(i>=0 && i<m_size);
+      return m_data.at(i);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
+      return coeff(IsColVector ? row : col);
+    }
+
+    /** \returns a reference to the coefficient value at given index \a i
+      * This operation involes a log(rho*size) binary search. If the coefficient does not
+      * exist yet, then a sorted insertion into a sequential buffer is performed.
+      *
+      * This insertion might be very costly if the number of nonzeros above \a i is large.
+      */
+    inline Scalar& coeffRef(Index i)
+    {
+      eigen_assert(i>=0 && i<m_size);
+      return m_data.atWithInsertion(i);
+    }
+
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    inline void setZero() { m_data.clear(); }
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const  { return static_cast<Index>(m_data.size()); }
+
+    inline void startVec(Index outer)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+    }
+
+    inline Scalar& insertBackByOuterInner(Index outer, Index inner)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+      return insertBack(inner);
+    }
+    inline Scalar& insertBack(Index i)
+    {
+      m_data.append(0, i);
+      return m_data.value(m_data.size()-1);
+    }
+
+    inline Scalar& insert(Index row, Index col)
+    {
+      eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
+      
+      Index inner = IsColVector ? row : col;
+      Index outer = IsColVector ? col : row;
+      eigen_assert(outer==0);
+      return insert(inner);
+    }
+    Scalar& insert(Index i)
+    {
+      eigen_assert(i>=0 && i<m_size);
+      
+      Index startId = 0;
+      Index p = Index(m_data.size()) - 1;
+      // TODO smart realloc
+      m_data.resize(p+2,1);
+
+      while ( (p >= startId) && (m_data.index(p) > i) )
+      {
+        m_data.index(p+1) = m_data.index(p);
+        m_data.value(p+1) = m_data.value(p);
+        --p;
+      }
+      m_data.index(p+1) = i;
+      m_data.value(p+1) = 0;
+      return m_data.value(p+1);
+    }
+
+    /**
+      */
+    inline void reserve(Index reserveSize) { m_data.reserve(reserveSize); }
+
+
+    inline void finalize() {}
+
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      m_data.prune(reference,epsilon);
+    }
+
+    void resize(Index rows, Index cols)
+    {
+      eigen_assert(rows==1 || cols==1);
+      resize(IsColVector ? rows : cols);
+    }
+
+    void resize(Index newSize)
+    {
+      m_size = newSize;
+      m_data.clear();
+    }
+
+    void resizeNonZeros(Index size) { m_data.resize(size); }
+
+    inline SparseVector() : m_size(0) { check_template_parameters(); resize(0); }
+
+    inline SparseVector(Index size) : m_size(0) { check_template_parameters(); resize(size); }
+
+    inline SparseVector(Index rows, Index cols) : m_size(0) { check_template_parameters(); resize(rows,cols); }
+
+    template<typename OtherDerived>
+    inline SparseVector(const SparseMatrixBase<OtherDerived>& other)
+      : m_size(0)
+    {
+      check_template_parameters();
+      *this = other.derived();
+    }
+
+    inline SparseVector(const SparseVector& other)
+      : SparseBase(other), m_size(0)
+    {
+      check_template_parameters();
+      *this = other.derived();
+    }
+
+    /** Swaps the values of \c *this and \a other.
+      * Overloaded for performance: this version performs a \em shallow swap by swaping pointers and attributes only.
+      * \sa SparseMatrixBase::swap()
+      */
+    inline void swap(SparseVector& other)
+    {
+      std::swap(m_size, other.m_size);
+      m_data.swap(other.m_data);
+    }
+
+    inline SparseVector& operator=(const SparseVector& other)
+    {
+      if (other.isRValue())
+      {
+        swap(other.const_cast_derived());
+      }
+      else
+      {
+        resize(other.size());
+        m_data = other.m_data;
+      }
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    inline SparseVector& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      SparseVector tmp(other.size());
+      internal::sparse_vector_assign_selector<SparseVector,OtherDerived>::run(tmp,other.derived());
+      this->swap(tmp);
+      return *this;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename Lhs, typename Rhs>
+    inline SparseVector& operator=(const SparseSparseProduct<Lhs,Rhs>& product)
+    {
+      return Base::operator=(product);
+    }
+    #endif
+
+    friend std::ostream & operator << (std::ostream & s, const SparseVector& m)
+    {
+      for (Index i=0; i<m.nonZeros(); ++i)
+        s << "(" << m.m_data.value(i) << "," << m.m_data.index(i) << ") ";
+      s << std::endl;
+      return s;
+    }
+
+    /** Destructor */
+    inline ~SparseVector() {}
+
+    /** Overloaded for performance */
+    Scalar sum() const;
+
+  public:
+
+    /** \internal \deprecated use setZero() and reserve() */
+    EIGEN_DEPRECATED void startFill(Index reserve)
+    {
+      setZero();
+      m_data.reserve(reserve);
+    }
+
+    /** \internal \deprecated use insertBack(Index,Index) */
+    EIGEN_DEPRECATED Scalar& fill(Index r, Index c)
+    {
+      eigen_assert(r==0 || c==0);
+      return fill(IsColVector ? r : c);
+    }
+
+    /** \internal \deprecated use insertBack(Index) */
+    EIGEN_DEPRECATED Scalar& fill(Index i)
+    {
+      m_data.append(0, i);
+      return m_data.value(m_data.size()-1);
+    }
+
+    /** \internal \deprecated use insert(Index,Index) */
+    EIGEN_DEPRECATED Scalar& fillrand(Index r, Index c)
+    {
+      eigen_assert(r==0 || c==0);
+      return fillrand(IsColVector ? r : c);
+    }
+
+    /** \internal \deprecated use insert(Index) */
+    EIGEN_DEPRECATED Scalar& fillrand(Index i)
+    {
+      return insert(i);
+    }
+
+    /** \internal \deprecated use finalize() */
+    EIGEN_DEPRECATED void endFill() {}
+    
+    // These two functions were here in the 3.1 release, so let's keep them in case some code rely on them.
+    /** \internal \deprecated use data() */
+    EIGEN_DEPRECATED Storage& _data() { return m_data; }
+    /** \internal \deprecated use data() */
+    EIGEN_DEPRECATED const Storage& _data() const { return m_data; }
+    
+#   ifdef EIGEN_SPARSEVECTOR_PLUGIN
+#     include EIGEN_SPARSEVECTOR_PLUGIN
+#   endif
+
+protected:
+  
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT(NumTraits<Index>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE);
+      EIGEN_STATIC_ASSERT((_Options&(ColMajor|RowMajor))==Options,INVALID_MATRIX_TEMPLATE_PARAMETERS);
+    }
+    
+    Storage m_data;
+    Index m_size;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class SparseVector<Scalar,_Options,_Index>::InnerIterator
+{
+  public:
+    InnerIterator(const SparseVector& vec, Index outer=0)
+      : m_data(vec.m_data), m_id(0), m_end(static_cast<Index>(m_data.size()))
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+    }
+
+    InnerIterator(const internal::CompressedStorage<Scalar,Index>& data)
+      : m_data(data), m_id(0), m_end(static_cast<Index>(m_data.size()))
+    {}
+
+    inline InnerIterator& operator++() { m_id++; return *this; }
+
+    inline Scalar value() const { return m_data.value(m_id); }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_data.value(m_id)); }
+
+    inline Index index() const { return m_data.index(m_id); }
+    inline Index row() const { return IsColVector ? index() : 0; }
+    inline Index col() const { return IsColVector ? 0 : index(); }
+
+    inline operator bool() const { return (m_id < m_end); }
+
+  protected:
+    const internal::CompressedStorage<Scalar,Index>& m_data;
+    Index m_id;
+    const Index m_end;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator
+{
+  public:
+    ReverseInnerIterator(const SparseVector& vec, Index outer=0)
+      : m_data(vec.m_data), m_id(static_cast<Index>(m_data.size())), m_start(0)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+    }
+
+    ReverseInnerIterator(const internal::CompressedStorage<Scalar,Index>& data)
+      : m_data(data), m_id(static_cast<Index>(m_data.size())), m_start(0)
+    {}
+
+    inline ReverseInnerIterator& operator--() { m_id--; return *this; }
+
+    inline Scalar value() const { return m_data.value(m_id-1); }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_data.value(m_id-1)); }
+
+    inline Index index() const { return m_data.index(m_id-1); }
+    inline Index row() const { return IsColVector ? index() : 0; }
+    inline Index col() const { return IsColVector ? 0 : index(); }
+
+    inline operator bool() const { return (m_id > m_start); }
+
+  protected:
+    const internal::CompressedStorage<Scalar,Index>& m_data;
+    Index m_id;
+    const Index m_start;
+};
+
+namespace internal {
+
+template< typename Dest, typename Src>
+struct sparse_vector_assign_selector<Dest,Src,SVA_Inner> {
+  static void run(Dest& dst, const Src& src) {
+    eigen_internal_assert(src.innerSize()==src.size());
+    for(typename Src::InnerIterator it(src, 0); it; ++it)
+      dst.insert(it.index()) = it.value();
+  }
+};
+
+template< typename Dest, typename Src>
+struct sparse_vector_assign_selector<Dest,Src,SVA_Outer> {
+  static void run(Dest& dst, const Src& src) {
+    eigen_internal_assert(src.outerSize()==src.size());
+    for(typename Dest::Index i=0; i<src.size(); ++i)
+    {
+      typename Src::InnerIterator it(src, i);
+      if(it)
+        dst.insert(i) = it.value();
+    }
+  }
+};
+
+template< typename Dest, typename Src>
+struct sparse_vector_assign_selector<Dest,Src,SVA_RuntimeSwitch> {
+  static void run(Dest& dst, const Src& src) {
+    if(src.outerSize()==1)  sparse_vector_assign_selector<Dest,Src,SVA_Inner>::run(dst, src);
+    else                    sparse_vector_assign_selector<Dest,Src,SVA_Outer>::run(dst, src);
+  }
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEVECTOR_H
diff --git a/third_party/eigen3/Eigen/src/SparseCore/SparseView.h b/third_party/eigen3/Eigen/src/SparseCore/SparseView.h
new file mode 100644
index 0000000000..fd8450463f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/SparseView.h
@@ -0,0 +1,99 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Daniel Lowengrub <lowdanie@gmail.com>
+//
+// 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_SPARSEVIEW_H
+#define EIGEN_SPARSEVIEW_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename MatrixType>
+struct traits<SparseView<MatrixType> > : traits<MatrixType>
+{
+  typedef typename MatrixType::Index Index;
+  typedef Sparse StorageKind;
+  enum {
+    Flags = int(traits<MatrixType>::Flags) & (RowMajorBit)
+  };
+};
+
+} // end namespace internal
+
+template<typename MatrixType>
+class SparseView : public SparseMatrixBase<SparseView<MatrixType> >
+{
+  typedef typename MatrixType::Nested MatrixTypeNested;
+  typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+public:
+  EIGEN_SPARSE_PUBLIC_INTERFACE(SparseView)
+
+  SparseView(const MatrixType& mat, const Scalar& m_reference = Scalar(0),
+             typename NumTraits<Scalar>::Real m_epsilon = NumTraits<Scalar>::dummy_precision()) : 
+    m_matrix(mat), m_reference(m_reference), m_epsilon(m_epsilon) {}
+
+  class InnerIterator;
+
+  inline Index rows() const { return m_matrix.rows(); }
+  inline Index cols() const { return m_matrix.cols(); }
+
+  inline Index innerSize() const { return m_matrix.innerSize(); }
+  inline Index outerSize() const { return m_matrix.outerSize(); }
+
+protected:
+  MatrixTypeNested m_matrix;
+  Scalar m_reference;
+  typename NumTraits<Scalar>::Real m_epsilon;
+};
+
+template<typename MatrixType>
+class SparseView<MatrixType>::InnerIterator : public _MatrixTypeNested::InnerIterator
+{
+  typedef typename SparseView::Index Index;
+public:
+  typedef typename _MatrixTypeNested::InnerIterator IterBase;
+  InnerIterator(const SparseView& view, Index outer) :
+  IterBase(view.m_matrix, outer), m_view(view)
+  {
+    incrementToNonZero();
+  }
+
+  EIGEN_STRONG_INLINE InnerIterator& operator++()
+  {
+    IterBase::operator++();
+    incrementToNonZero();
+    return *this;
+  }
+
+  using IterBase::value;
+
+protected:
+  const SparseView& m_view;
+
+private:
+  void incrementToNonZero()
+  {
+    while((bool(*this)) && internal::isMuchSmallerThan(value(), m_view.m_reference, m_view.m_epsilon))
+    {
+      IterBase::operator++();
+    }
+  }
+};
+
+template<typename Derived>
+const SparseView<Derived> MatrixBase<Derived>::sparseView(const Scalar& m_reference,
+                                                          const typename NumTraits<Scalar>::Real& m_epsilon) const
+{
+  return SparseView<Derived>(derived(), m_reference, m_epsilon);
+}
+
+} // end namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/SparseCore/TriangularSolver.h b/third_party/eigen3/Eigen/src/SparseCore/TriangularSolver.h
new file mode 100644
index 0000000000..cb8ad82b4f
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseCore/TriangularSolver.h
@@ -0,0 +1,334 @@
+// 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_SPARSETRIANGULARSOLVER_H
+#define EIGEN_SPARSETRIANGULARSOLVER_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+  int UpLo = (Mode & Lower)
+           ? Lower
+           : (Mode & Upper)
+           ? Upper
+           : -1,
+  int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit>
+struct sparse_solve_triangular_selector;
+
+// forward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=0; i<lhs.rows(); ++i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar lastVal(0);
+        int lastIndex = 0;
+        for(typename Lhs::InnerIterator it(lhs, i); it; ++it)
+        {
+          lastVal = it.value();
+          lastIndex = it.index();
+          if(lastIndex==i)
+            break;
+          tmp -= lastVal * other.coeff(lastIndex,col);
+        }
+        if (Mode & UnitDiag)
+          other.coeffRef(i,col) = tmp;
+        else
+        {
+          eigen_assert(lastIndex==i);
+          other.coeffRef(i,col) = tmp/lastVal;
+        }
+      }
+    }
+  }
+};
+
+// backward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=lhs.rows()-1 ; i>=0 ; --i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar l_ii = 0;
+        typename Lhs::InnerIterator it(lhs, i);
+        while(it && it.index()<i)
+          ++it;
+        if(!(Mode & UnitDiag))
+        {
+          eigen_assert(it && it.index()==i);
+          l_ii = it.value();
+          ++it;
+        }
+        else if (it && it.index() == i)
+          ++it;
+        for(; it; ++it)
+        {
+          tmp -= it.value() * other.coeff(it.index(),col);
+        }
+
+        if (Mode & UnitDiag)
+          other.coeffRef(i,col) = tmp;
+        else
+          other.coeffRef(i,col) = tmp/l_ii;
+      }
+    }
+  }
+};
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=0; i<lhs.cols(); ++i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          typename Lhs::InnerIterator it(lhs, i);
+          while(it && it.index()<i)
+            ++it;
+          if(!(Mode & UnitDiag))
+          {
+            eigen_assert(it && it.index()==i);
+            tmp /= it.value();
+          }
+          if (it && it.index()==i)
+            ++it;
+          for(; it; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+// backward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=lhs.cols()-1; i>=0; --i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          if(!(Mode & UnitDiag))
+          {
+            // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements
+            typename Lhs::ReverseInnerIterator it(lhs, i);
+            while(it && it.index()!=i)
+              --it;
+            eigen_assert(it && it.index()==i);
+            other.coeffRef(i,col) /= it.value();
+          }
+          typename Lhs::InnerIterator it(lhs, i);
+          for(; it && it.index()<i; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+template<typename ExpressionType,int Mode>
+template<typename OtherDerived>
+void SparseTriangularView<ExpressionType,Mode>::solveInPlace(MatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(m_matrix.cols() == m_matrix.rows() && m_matrix.cols() == other.rows());
+  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+  enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+  typedef typename internal::conditional<copy,
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+  OtherCopy otherCopy(other.derived());
+
+  internal::sparse_solve_triangular_selector<ExpressionType, typename internal::remove_reference<OtherCopy>::type, Mode>::run(m_matrix, otherCopy);
+
+  if (copy)
+    other = otherCopy;
+}
+
+template<typename ExpressionType,int Mode>
+template<typename OtherDerived>
+typename internal::plain_matrix_type_column_major<OtherDerived>::type
+SparseTriangularView<ExpressionType,Mode>::solve(const MatrixBase<OtherDerived>& other) const
+{
+  typename internal::plain_matrix_type_column_major<OtherDerived>::type res(other);
+  solveInPlace(res);
+  return res;
+}
+
+// pure sparse path
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+  int UpLo = (Mode & Lower)
+           ? Lower
+           : (Mode & Upper)
+           ? Upper
+           : -1,
+  int StorageOrder = int(Lhs::Flags) & (RowMajorBit)>
+struct sparse_solve_triangular_sparse_selector;
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode, int UpLo>
+struct sparse_solve_triangular_sparse_selector<Lhs,Rhs,Mode,UpLo,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<Lhs>::Index,
+                                         typename traits<Rhs>::Index>::type Index;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    const bool IsLower = (UpLo==Lower);
+    AmbiVector<Scalar,Index> tempVector(other.rows()*2);
+    tempVector.setBounds(0,other.rows());
+
+    Rhs res(other.rows(), other.cols());
+    res.reserve(other.nonZeros());
+
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      // FIXME estimate number of non zeros
+      tempVector.init(.99/*float(other.col(col).nonZeros())/float(other.rows())*/);
+      tempVector.setZero();
+      tempVector.restart();
+      for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt)
+      {
+        tempVector.coeffRef(rhsIt.index()) = rhsIt.value();
+      }
+
+      for(int i=IsLower?0:lhs.cols()-1;
+          IsLower?i<lhs.cols():i>=0;
+          i+=IsLower?1:-1)
+      {
+        tempVector.restart();
+        Scalar& ci = tempVector.coeffRef(i);
+        if (ci!=Scalar(0))
+        {
+          // find
+          typename Lhs::InnerIterator it(lhs, i);
+          if(!(Mode & UnitDiag))
+          {
+            if (IsLower)
+            {
+              eigen_assert(it.index()==i);
+              ci /= it.value();
+            }
+            else
+              ci /= lhs.coeff(i,i);
+          }
+          tempVector.restart();
+          if (IsLower)
+          {
+            if (it.index()==i)
+              ++it;
+            for(; it; ++it)
+              tempVector.coeffRef(it.index()) -= ci * it.value();
+          }
+          else
+          {
+            for(; it && it.index()<i; ++it)
+              tempVector.coeffRef(it.index()) -= ci * it.value();
+          }
+        }
+      }
+
+
+      int count = 0;
+      // FIXME compute a reference value to filter zeros
+      for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector/*,1e-12*/); it; ++it)
+      {
+        ++ count;
+//         std::cerr << "fill " << it.index() << ", " << col << "\n";
+//         std::cout << it.value() << "  ";
+        // FIXME use insertBack
+        res.insert(it.index(), col) = it.value();
+      }
+//       std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n";
+    }
+    res.finalize();
+    other = res.markAsRValue();
+  }
+};
+
+} // end namespace internal
+
+template<typename ExpressionType,int Mode>
+template<typename OtherDerived>
+void SparseTriangularView<ExpressionType,Mode>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(m_matrix.cols() == m_matrix.rows() && m_matrix.cols() == other.rows());
+  eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+//   enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+//   typedef typename internal::conditional<copy,
+//     typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+//   OtherCopy otherCopy(other.derived());
+
+  internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(m_matrix, other.derived());
+
+//   if (copy)
+//     other = otherCopy;
+}
+
+#ifdef EIGEN2_SUPPORT
+
+// deprecated stuff:
+
+/** \deprecated */
+template<typename Derived>
+template<typename OtherDerived>
+void SparseMatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other) const
+{
+  this->template triangular<Flags&(Upper|Lower)>().solveInPlace(other);
+}
+
+/** \deprecated */
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::plain_matrix_type_column_major<OtherDerived>::type
+SparseMatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
+{
+  typename internal::plain_matrix_type_column_major<OtherDerived>::type res(other);
+  derived().solveTriangularInPlace(res);
+  return res;
+}
+#endif // EIGEN2_SUPPORT
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRIANGULARSOLVER_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU.h
new file mode 100644
index 0000000000..7a9aeec2da
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU.h
@@ -0,0 +1,762 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 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_SPARSE_LU_H
+#define EIGEN_SPARSE_LU_H
+
+namespace Eigen {
+
+template <typename _MatrixType, typename _OrderingType = COLAMDOrdering<typename _MatrixType::Index> > class SparseLU;
+template <typename MappedSparseMatrixType> struct SparseLUMatrixLReturnType;
+template <typename MatrixLType, typename MatrixUType> struct SparseLUMatrixUReturnType;
+
+/** \ingroup SparseLU_Module
+  * \class SparseLU
+  * 
+  * \brief Sparse supernodal LU factorization for general matrices
+  * 
+  * This class implements the supernodal LU factorization for general matrices.
+  * It uses the main techniques from the sequential SuperLU package 
+  * (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real 
+  * and complex arithmetics with single and double precision, depending on the 
+  * scalar type of your input matrix. 
+  * The code has been optimized to provide BLAS-3 operations during supernode-panel updates. 
+  * It benefits directly from the built-in high-performant Eigen BLAS routines. 
+  * Moreover, when the size of a supernode is very small, the BLAS calls are avoided to 
+  * enable a better optimization from the compiler. For best performance, 
+  * you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors. 
+  * 
+  * An important parameter of this class is the ordering method. It is used to reorder the columns 
+  * (and eventually the rows) of the matrix to reduce the number of new elements that are created during 
+  * numerical factorization. The cheapest method available is COLAMD. 
+  * See  \link OrderingMethods_Module the OrderingMethods module \endlink for the list of 
+  * built-in and external ordering methods. 
+  *
+  * Simple example with key steps 
+  * \code
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double, ColMajor> A;
+  * SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<Index> >   solver;
+  * // fill A and b;
+  * // Compute the ordering permutation vector from the structural pattern of A
+  * solver.analyzePattern(A); 
+  * // Compute the numerical factorization 
+  * solver.factorize(A); 
+  * //Use the factors to solve the linear system 
+  * x = solver.solve(b); 
+  * \endcode
+  * 
+  * \warning The input matrix A should be in a \b compressed and \b column-major form.
+  * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
+  * 
+  * \note Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix. 
+  * For badly scaled matrices, this step can be useful to reduce the pivoting during factorization. 
+  * If this is the case for your matrices, you can try the basic scaling method at
+  *  "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
+  * 
+  * \tparam _MatrixType The type of the sparse matrix. It must be a column-major SparseMatrix<>
+  * \tparam _OrderingType The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD
+  * 
+  * 
+  * \sa \ref TutorialSparseDirectSolvers
+  * \sa \ref OrderingMethods_Module
+  */
+template <typename _MatrixType, typename _OrderingType>
+class SparseLU : public internal::SparseLUImpl<typename _MatrixType::Scalar, typename _MatrixType::Index>
+{
+  public:
+    typedef _MatrixType MatrixType; 
+    typedef _OrderingType OrderingType;
+    typedef typename MatrixType::Scalar Scalar; 
+    typedef typename MatrixType::RealScalar RealScalar; 
+    typedef typename MatrixType::Index Index; 
+    typedef SparseMatrix<Scalar,ColMajor,Index> NCMatrix;
+    typedef internal::MappedSuperNodalMatrix<Scalar, Index> SCMatrix; 
+    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
+    typedef Matrix<Index,Dynamic,1> IndexVector;
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    typedef internal::SparseLUImpl<Scalar, Index> Base;
+    
+  public:
+    SparseLU():m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
+    {
+      initperfvalues(); 
+    }
+    SparseLU(const MatrixType& matrix):m_isInitialized(true),m_lastError(""),m_Ustore(0,0,0,0,0,0),m_symmetricmode(false),m_diagpivotthresh(1.0),m_detPermR(1)
+    {
+      initperfvalues(); 
+      compute(matrix);
+    }
+    
+    ~SparseLU()
+    {
+      // Free all explicit dynamic pointers 
+    }
+    
+    void analyzePattern (const MatrixType& matrix);
+    void factorize (const MatrixType& matrix);
+    void simplicialfactorize(const MatrixType& matrix);
+    
+    /**
+      * Compute the symbolic and numeric factorization of the input sparse matrix.
+      * The input matrix should be in column-major storage. 
+      */
+    void compute (const MatrixType& matrix)
+    {
+      // Analyze 
+      analyzePattern(matrix); 
+      //Factorize
+      factorize(matrix);
+    } 
+    
+    inline Index rows() const { return m_mat.rows(); }
+    inline Index cols() const { return m_mat.cols(); }
+    /** Indicate that the pattern of the input matrix is symmetric */
+    void isSymmetric(bool sym)
+    {
+      m_symmetricmode = sym;
+    }
+    
+    /** \returns an expression of the matrix L, internally stored as supernodes
+      * The only operation available with this expression is the triangular solve
+      * \code
+      * y = b; matrixL().solveInPlace(y);
+      * \endcode
+      */
+    SparseLUMatrixLReturnType<SCMatrix> matrixL() const
+    {
+      return SparseLUMatrixLReturnType<SCMatrix>(m_Lstore);
+    }
+    /** \returns an expression of the matrix U,
+      * The only operation available with this expression is the triangular solve
+      * \code
+      * y = b; matrixU().solveInPlace(y);
+      * \endcode
+      */
+    SparseLUMatrixUReturnType<SCMatrix,MappedSparseMatrix<Scalar,ColMajor,Index> > matrixU() const
+    {
+      return SparseLUMatrixUReturnType<SCMatrix, MappedSparseMatrix<Scalar,ColMajor,Index> >(m_Lstore, m_Ustore);
+    }
+
+    /**
+      * \returns a reference to the row matrix permutation \f$ P_r \f$ such that \f$P_r A P_c^T = L U\f$
+      * \sa colsPermutation()
+      */
+    inline const PermutationType& rowsPermutation() const
+    {
+      return m_perm_r;
+    }
+    /**
+      * \returns a reference to the column matrix permutation\f$ P_c^T \f$ such that \f$P_r A P_c^T = L U\f$
+      * \sa rowsPermutation()
+      */
+    inline const PermutationType& colsPermutation() const
+    {
+      return m_perm_c;
+    }
+    /** Set the threshold used for a diagonal entry to be an acceptable pivot. */
+    void setPivotThreshold(const RealScalar& thresh)
+    {
+      m_diagpivotthresh = thresh; 
+    }
+
+    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \warning the destination matrix X in X = this->solve(B) must be colmun-major.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<SparseLU, Rhs> solve(const MatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_factorizationIsOk && "SparseLU is not initialized."); 
+      eigen_assert(rows()==B.rows()
+                    && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
+          return internal::solve_retval<SparseLU, Rhs>(*this, B.derived());
+    }
+
+    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<SparseLU, Rhs> solve(const SparseMatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_factorizationIsOk && "SparseLU is not initialized."); 
+      eigen_assert(rows()==B.rows()
+                    && "SparseLU::solve(): invalid number of rows of the right hand side matrix B");
+          return internal::sparse_solve_retval<SparseLU, Rhs>(*this, B.derived());
+    }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the LU factorization reports a problem, zero diagonal for instance
+      *          \c InvalidInput if the input matrix is invalid
+      *
+      * \sa iparm()          
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+    
+    /**
+      * \returns A string describing the type of error
+      */
+    std::string lastErrorMessage() const
+    {
+      return m_lastError; 
+    }
+
+    template<typename Rhs, typename Dest>
+    bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &X_base) const
+    {
+      Dest& X(X_base.derived());
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first");
+      EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,
+                        THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+      
+      // Permute the right hand side to form X = Pr*B
+      // on return, X is overwritten by the computed solution
+      X.resize(B.rows(),B.cols());
+
+      // this ugly const_cast_derived() helps to detect aliasing when applying the permutations
+      for(Index j = 0; j < B.cols(); ++j)
+        X.col(j) = rowsPermutation() * B.const_cast_derived().col(j);
+      
+      //Forward substitution with L
+      this->matrixL().solveInPlace(X);
+      this->matrixU().solveInPlace(X);
+      
+      // Permute back the solution 
+      for (Index j = 0; j < B.cols(); ++j)
+        X.col(j) = colsPermutation().inverse() * X.col(j);
+      
+      return true; 
+    }
+    
+    /**
+      * \returns the absolute value of the determinant of the matrix of which
+      * *this is the QR decomposition.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      * One way to work around that is to use logAbsDeterminant() instead.
+      *
+      * \sa logAbsDeterminant(), signDeterminant()
+      */
+    Scalar absDeterminant()
+    {
+      using std::abs;
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+      // Initialize with the determinant of the row matrix
+      Scalar det = Scalar(1.);
+      //Note that the diagonal blocks of U are stored in supernodes,
+      // which are available in the  L part :)
+      for (Index j = 0; j < this->cols(); ++j)
+      {
+        for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
+        {
+          if(it.row() < j) continue;
+          if(it.row() == j)
+          {
+            det *= abs(it.value());
+            break;
+          }
+        }
+      }
+      return det;
+    }
+
+    /** \returns the natural log of the absolute value of the determinant of the matrix
+      * of which **this is the QR decomposition
+      *
+      * \note This method is useful to work around the risk of overflow/underflow that's
+      * inherent to the determinant computation.
+      *
+      * \sa absDeterminant(), signDeterminant()
+      */
+    Scalar logAbsDeterminant() const
+    {
+      using std::log;
+      using std::abs;
+
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+      Scalar det = Scalar(0.);
+      for (Index j = 0; j < this->cols(); ++j)
+      {
+        for (typename SCMatrix::InnerIterator it(m_Lstore, j); it; ++it)
+        {
+          if(it.row() < j) continue;
+          if(it.row() == j)
+          {
+            det += log(abs(it.value()));
+            break;
+          }
+        }
+      }
+      return det;
+    }
+
+    /** \returns A number representing the sign of the determinant
+      *
+      * \sa absDeterminant(), logAbsDeterminant()
+      */
+    Scalar signDeterminant()
+    {
+      eigen_assert(m_factorizationIsOk && "The matrix should be factorized first.");
+      return Scalar(m_detPermR);
+    }
+
+  protected:
+    // Functions 
+    void initperfvalues()
+    {
+      m_perfv.panel_size = 1;
+      m_perfv.relax = 1; 
+      m_perfv.maxsuper = 128; 
+      m_perfv.rowblk = 16; 
+      m_perfv.colblk = 8; 
+      m_perfv.fillfactor = 20;  
+    }
+      
+    // Variables 
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_factorizationIsOk;
+    bool m_analysisIsOk;
+    std::string m_lastError;
+    NCMatrix m_mat; // The input (permuted ) matrix 
+    SCMatrix m_Lstore; // The lower triangular matrix (supernodal)
+    MappedSparseMatrix<Scalar,ColMajor,Index> m_Ustore; // The upper triangular matrix
+    PermutationType m_perm_c; // Column permutation 
+    PermutationType m_perm_r ; // Row permutation
+    IndexVector m_etree; // Column elimination tree 
+    
+    typename Base::GlobalLU_t m_glu; 
+                               
+    // SparseLU options 
+    bool m_symmetricmode;
+    // values for performance 
+    internal::perfvalues<Index> m_perfv; 
+    RealScalar m_diagpivotthresh; // Specifies the threshold used for a diagonal entry to be an acceptable pivot
+    Index m_nnzL, m_nnzU; // Nonzeros in L and U factors 
+    Index m_detPermR; // Determinant of the coefficient matrix
+  private:
+    // Disable copy constructor 
+    SparseLU (const SparseLU& );
+  
+}; // End class SparseLU
+
+
+
+// Functions needed by the anaysis phase
+/** 
+  * Compute the column permutation to minimize the fill-in
+  * 
+  *  - Apply this permutation to the input matrix - 
+  * 
+  *  - Compute the column elimination tree on the permuted matrix 
+  * 
+  *  - Postorder the elimination tree and the column permutation
+  * 
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseLU<MatrixType, OrderingType>::analyzePattern(const MatrixType& mat)
+{
+  
+  //TODO  It is possible as in SuperLU to compute row and columns scaling vectors to equilibrate the matrix mat.
+  
+  OrderingType ord; 
+  ord(mat,m_perm_c);
+  
+  // Apply the permutation to the column of the input  matrix
+  //First copy the whole input matrix. 
+  m_mat = mat;
+  if (m_perm_c.size()) {
+    m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers. FIXME : This vector is filled but not subsequently used.  
+    //Then, permute only the column pointers
+    const Index * outerIndexPtr;
+    if (mat.isCompressed()) outerIndexPtr = mat.outerIndexPtr();
+    else
+    {
+      Index *outerIndexPtr_t = new Index[mat.cols()+1];
+      for(Index i = 0; i <= mat.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
+      outerIndexPtr = outerIndexPtr_t;
+    }
+    for (Index i = 0; i < mat.cols(); i++)
+    {
+      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
+      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
+    }
+    if(!mat.isCompressed()) delete[] outerIndexPtr;
+  }
+  // Compute the column elimination tree of the permuted matrix 
+  IndexVector firstRowElt;
+  internal::coletree(m_mat, m_etree,firstRowElt); 
+     
+  // In symmetric mode, do not do postorder here
+  if (!m_symmetricmode) {
+    IndexVector post, iwork; 
+    // Post order etree
+    internal::treePostorder(m_mat.cols(), m_etree, post); 
+      
+   
+    // Renumber etree in postorder 
+    Index m = m_mat.cols(); 
+    iwork.resize(m+1);
+    for (Index i = 0; i < m; ++i) iwork(post(i)) = post(m_etree(i));
+    m_etree = iwork;
+    
+    // Postmultiply A*Pc by post, i.e reorder the matrix according to the postorder of the etree
+    PermutationType post_perm(m); 
+    for (Index i = 0; i < m; i++) 
+      post_perm.indices()(i) = post(i); 
+        
+    // Combine the two permutations : postorder the permutation for future use
+    if(m_perm_c.size()) {
+      m_perm_c = post_perm * m_perm_c;
+    }
+    
+  } // end postordering 
+  
+  m_analysisIsOk = true; 
+}
+
+// Functions needed by the numerical factorization phase
+
+
+/** 
+  *  - Numerical factorization 
+  *  - Interleaved with the symbolic factorization 
+  * On exit,  info is 
+  * 
+  *    = 0: successful factorization
+  * 
+  *    > 0: if info = i, and i is
+  * 
+  *       <= A->ncol: U(i,i) is exactly zero. The factorization has
+  *          been completed, but the factor U is exactly singular,
+  *          and division by zero will occur if it is used to solve a
+  *          system of equations.
+  * 
+  *       > A->ncol: number of bytes allocated when memory allocation
+  *         failure occurred, plus A->ncol. If lwork = -1, it is
+  *         the estimated amount of space needed, plus A->ncol.  
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseLU<MatrixType, OrderingType>::factorize(const MatrixType& matrix)
+{
+  using internal::emptyIdxLU;
+  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first"); 
+  eigen_assert((matrix.rows() == matrix.cols()) && "Only for squared matrices");
+  
+  typedef typename IndexVector::Scalar Index; 
+  
+  
+  // Apply the column permutation computed in analyzepattern()
+  //   m_mat = matrix * m_perm_c.inverse(); 
+  m_mat = matrix;
+  if (m_perm_c.size()) 
+  {
+    m_mat.uncompress(); //NOTE: The effect of this command is only to create the InnerNonzeros pointers.
+    //Then, permute only the column pointers
+    const Index * outerIndexPtr;
+    if (matrix.isCompressed()) outerIndexPtr = matrix.outerIndexPtr();
+    else
+    {
+      Index* outerIndexPtr_t = new Index[matrix.cols()+1];
+      for(Index i = 0; i <= matrix.cols(); i++) outerIndexPtr_t[i] = m_mat.outerIndexPtr()[i];
+      outerIndexPtr = outerIndexPtr_t;
+    }
+    for (Index i = 0; i < matrix.cols(); i++)
+    {
+      m_mat.outerIndexPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i];
+      m_mat.innerNonZeroPtr()[m_perm_c.indices()(i)] = outerIndexPtr[i+1] - outerIndexPtr[i];
+    }
+    if(!matrix.isCompressed()) delete[] outerIndexPtr;
+  } 
+  else 
+  { //FIXME This should not be needed if the empty permutation is handled transparently
+    m_perm_c.resize(matrix.cols());
+    for(Index i = 0; i < matrix.cols(); ++i) m_perm_c.indices()(i) = i;
+  }
+  
+  Index m = m_mat.rows();
+  Index n = m_mat.cols();
+  Index nnz = m_mat.nonZeros();
+  Index maxpanel = m_perfv.panel_size * m;
+  // Allocate working storage common to the factor routines
+  Index lwork = 0;
+  Index info = Base::memInit(m, n, nnz, lwork, m_perfv.fillfactor, m_perfv.panel_size, m_glu); 
+  if (info) 
+  {
+    m_lastError = "UNABLE TO ALLOCATE WORKING MEMORY\n\n" ;
+    m_factorizationIsOk = false;
+    return ; 
+  }
+  
+  // Set up pointers for integer working arrays 
+  IndexVector segrep(m); segrep.setZero();
+  IndexVector parent(m); parent.setZero();
+  IndexVector xplore(m); xplore.setZero();
+  IndexVector repfnz(maxpanel);
+  IndexVector panel_lsub(maxpanel);
+  IndexVector xprune(n); xprune.setZero();
+  IndexVector marker(m*internal::LUNoMarker); marker.setZero();
+  
+  repfnz.setConstant(-1); 
+  panel_lsub.setConstant(-1);
+  
+  // Set up pointers for scalar working arrays 
+  ScalarVector dense; 
+  dense.setZero(maxpanel);
+  ScalarVector tempv; 
+  tempv.setZero(internal::LUnumTempV(m, m_perfv.panel_size, m_perfv.maxsuper, /*m_perfv.rowblk*/m) );
+  
+  // Compute the inverse of perm_c
+  PermutationType iperm_c(m_perm_c.inverse()); 
+  
+  // Identify initial relaxed snodes
+  IndexVector relax_end(n);
+  if ( m_symmetricmode == true ) 
+    Base::heap_relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
+  else
+    Base::relax_snode(n, m_etree, m_perfv.relax, marker, relax_end);
+  
+  
+  m_perm_r.resize(m); 
+  m_perm_r.indices().setConstant(-1);
+  marker.setConstant(-1);
+  m_detPermR = 1; // Record the determinant of the row permutation
+  
+  m_glu.supno(0) = emptyIdxLU; m_glu.xsup.setConstant(0);
+  m_glu.xsup(0) = m_glu.xlsub(0) = m_glu.xusub(0) = m_glu.xlusup(0) = Index(0);
+  
+  // Work on one 'panel' at a time. A panel is one of the following :
+  //  (a) a relaxed supernode at the bottom of the etree, or
+  //  (b) panel_size contiguous columns, <panel_size> defined by the user
+  Index jcol; 
+  IndexVector panel_histo(n);
+  Index pivrow; // Pivotal row number in the original row matrix
+  Index nseg1; // Number of segments in U-column above panel row jcol
+  Index nseg; // Number of segments in each U-column 
+  Index irep; 
+  Index i, k, jj; 
+  for (jcol = 0; jcol < n; )
+  {
+    // Adjust panel size so that a panel won't overlap with the next relaxed snode. 
+    Index panel_size = m_perfv.panel_size; // upper bound on panel width
+    for (k = jcol + 1; k < (std::min)(jcol+panel_size, n); k++)
+    {
+      if (relax_end(k) != emptyIdxLU) 
+      {
+        panel_size = k - jcol; 
+        break; 
+      }
+    }
+    if (k == n) 
+      panel_size = n - jcol; 
+      
+    // Symbolic outer factorization on a panel of columns 
+    Base::panel_dfs(m, panel_size, jcol, m_mat, m_perm_r.indices(), nseg1, dense, panel_lsub, segrep, repfnz, xprune, marker, parent, xplore, m_glu); 
+    
+    // Numeric sup-panel updates in topological order 
+    Base::panel_bmod(m, panel_size, jcol, nseg1, dense, tempv, segrep, repfnz, m_glu); 
+    
+    // Sparse LU within the panel, and below the panel diagonal 
+    for ( jj = jcol; jj< jcol + panel_size; jj++) 
+    {
+      k = (jj - jcol) * m; // Column index for w-wide arrays 
+      
+      nseg = nseg1; // begin after all the panel segments
+      //Depth-first-search for the current column
+      VectorBlock<IndexVector> panel_lsubk(panel_lsub, k, m);
+      VectorBlock<IndexVector> repfnz_k(repfnz, k, m); 
+      info = Base::column_dfs(m, jj, m_perm_r.indices(), m_perfv.maxsuper, nseg, panel_lsubk, segrep, repfnz_k, xprune, marker, parent, xplore, m_glu); 
+      if ( info ) 
+      {
+        m_lastError =  "UNABLE TO EXPAND MEMORY IN COLUMN_DFS() ";
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      // Numeric updates to this column 
+      VectorBlock<ScalarVector> dense_k(dense, k, m); 
+      VectorBlock<IndexVector> segrep_k(segrep, nseg1, m-nseg1); 
+      info = Base::column_bmod(jj, (nseg - nseg1), dense_k, tempv, segrep_k, repfnz_k, jcol, m_glu); 
+      if ( info ) 
+      {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COLUMN_BMOD() ";
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      
+      // Copy the U-segments to ucol(*)
+      info = Base::copy_to_ucol(jj, nseg, segrep, repfnz_k ,m_perm_r.indices(), dense_k, m_glu); 
+      if ( info ) 
+      {
+        m_lastError = "UNABLE TO EXPAND MEMORY IN COPY_TO_UCOL() ";
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      
+      // Form the L-segment 
+      info = Base::pivotL(jj, m_diagpivotthresh, m_perm_r.indices(), iperm_c.indices(), pivrow, m_glu);
+      if ( info ) 
+      {
+        m_lastError = "THE MATRIX IS STRUCTURALLY SINGULAR ... ZERO COLUMN AT ";
+        std::ostringstream returnInfo;
+        returnInfo << info; 
+        m_lastError += returnInfo.str();
+        m_info = NumericalIssue; 
+        m_factorizationIsOk = false; 
+        return; 
+      }
+      
+      // Update the determinant of the row permutation matrix
+      if (pivrow != jj) m_detPermR *= -1;
+
+      // Prune columns (0:jj-1) using column jj
+      Base::pruneL(jj, m_perm_r.indices(), pivrow, nseg, segrep, repfnz_k, xprune, m_glu); 
+      
+      // Reset repfnz for this column 
+      for (i = 0; i < nseg; i++)
+      {
+        irep = segrep(i); 
+        repfnz_k(irep) = emptyIdxLU; 
+      }
+    } // end SparseLU within the panel  
+    jcol += panel_size;  // Move to the next panel
+  } // end for -- end elimination 
+  
+  // Count the number of nonzeros in factors 
+  Base::countnz(n, m_nnzL, m_nnzU, m_glu); 
+  // Apply permutation  to the L subscripts 
+  Base::fixupL(n, m_perm_r.indices(), m_glu); 
+  
+  // Create supernode matrix L 
+  m_Lstore.setInfos(m, n, m_glu.lusup, m_glu.xlusup, m_glu.lsub, m_glu.xlsub, m_glu.supno, m_glu.xsup); 
+  // Create the column major upper sparse matrix  U; 
+  new (&m_Ustore) MappedSparseMatrix<Scalar, ColMajor, Index> ( m, n, m_nnzU, m_glu.xusub.data(), m_glu.usub.data(), m_glu.ucol.data() ); 
+  
+  m_info = Success;
+  m_factorizationIsOk = true;
+}
+
+template<typename MappedSupernodalType>
+struct SparseLUMatrixLReturnType : internal::no_assignment_operator
+{
+  typedef typename MappedSupernodalType::Index Index;
+  typedef typename MappedSupernodalType::Scalar Scalar;
+  SparseLUMatrixLReturnType(const MappedSupernodalType& mapL) : m_mapL(mapL)
+  { }
+  Index rows() { return m_mapL.rows(); }
+  Index cols() { return m_mapL.cols(); }
+  template<typename Dest>
+  void solveInPlace( MatrixBase<Dest> &X) const
+  {
+    m_mapL.solveInPlace(X);
+  }
+  const MappedSupernodalType& m_mapL;
+};
+
+template<typename MatrixLType, typename MatrixUType>
+struct SparseLUMatrixUReturnType : internal::no_assignment_operator
+{
+  typedef typename MatrixLType::Index Index;
+  typedef typename MatrixLType::Scalar Scalar;
+  SparseLUMatrixUReturnType(const MatrixLType& mapL, const MatrixUType& mapU)
+  : m_mapL(mapL),m_mapU(mapU)
+  { }
+  Index rows() { return m_mapL.rows(); }
+  Index cols() { return m_mapL.cols(); }
+
+  template<typename Dest>   void solveInPlace(MatrixBase<Dest> &X) const
+  {
+    Index nrhs = X.cols();
+    Index n = X.rows();
+    // Backward solve with U
+    for (Index k = m_mapL.nsuper(); k >= 0; k--)
+    {
+      Index fsupc = m_mapL.supToCol()[k];
+      Index lda = m_mapL.colIndexPtr()[fsupc+1] - m_mapL.colIndexPtr()[fsupc]; // leading dimension
+      Index nsupc = m_mapL.supToCol()[k+1] - fsupc;
+      Index luptr = m_mapL.colIndexPtr()[fsupc];
+
+      if (nsupc == 1)
+      {
+        for (Index j = 0; j < nrhs; j++)
+        {
+          X(fsupc, j) /= m_mapL.valuePtr()[luptr];
+        }
+      }
+      else
+      {
+        Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(m_mapL.valuePtr()[luptr]), nsupc, nsupc, OuterStride<>(lda) );
+        Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) );
+        U = A.template triangularView<Upper>().solve(U);
+      }
+
+      for (Index j = 0; j < nrhs; ++j)
+      {
+        for (Index jcol = fsupc; jcol < fsupc + nsupc; jcol++)
+        {
+          typename MatrixUType::InnerIterator it(m_mapU, jcol);
+          for ( ; it; ++it)
+          {
+            Index irow = it.index();
+            X(irow, j) -= X(jcol, j) * it.value();
+          }
+        }
+      }
+    } // End For U-solve
+  }
+  const MatrixLType& m_mapL;
+  const MatrixUType& m_mapU;
+};
+
+namespace internal {
+  
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
+  : solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
+{
+  typedef SparseLU<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct sparse_solve_retval<SparseLU<_MatrixType,Derived>, Rhs>
+  : sparse_solve_retval_base<SparseLU<_MatrixType,Derived>, Rhs>
+{
+  typedef SparseLU<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+} // end namespace internal
+
+} // End namespace Eigen 
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLUImpl.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLUImpl.h
new file mode 100644
index 0000000000..14d70897df
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLUImpl.h
@@ -0,0 +1,64 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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 SPARSELU_IMPL_H
+#define SPARSELU_IMPL_H
+
+namespace Eigen {
+namespace internal {
+  
+/** \ingroup SparseLU_Module
+  * \class SparseLUImpl
+  * Base class for sparseLU
+  */
+template <typename Scalar, typename Index>
+class SparseLUImpl
+{
+  public:
+    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
+    typedef Matrix<Index,Dynamic,1> IndexVector; 
+    typedef typename ScalarVector::RealScalar RealScalar; 
+    typedef Ref<Matrix<Scalar,Dynamic,1> > BlockScalarVector;
+    typedef Ref<Matrix<Index,Dynamic,1> > BlockIndexVector;
+    typedef LU_GlobalLU_t<IndexVector, ScalarVector> GlobalLU_t; 
+    typedef SparseMatrix<Scalar,ColMajor,Index> MatrixType; 
+    
+  protected:
+     template <typename VectorType>
+     Index expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions);
+     Index memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size,  GlobalLU_t& glu); 
+     template <typename VectorType>
+     Index memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions);
+     void heap_relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end); 
+     void relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end); 
+     Index snode_dfs(const Index jcol, const Index kcol,const MatrixType& mat,  IndexVector& xprune, IndexVector& marker, GlobalLU_t& glu); 
+     Index snode_bmod (const Index jcol, const Index fsupc, ScalarVector& dense, GlobalLU_t& glu);
+     Index pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu);
+     template <typename Traits>
+     void dfs_kernel(const Index jj, IndexVector& perm_r,
+                    Index& nseg, IndexVector& panel_lsub, IndexVector& segrep,
+                    Ref<IndexVector> repfnz_col, IndexVector& xprune, Ref<IndexVector> marker, IndexVector& parent,
+                    IndexVector& xplore, GlobalLU_t& glu, Index& nextl_col, Index krow, Traits& traits);
+     void panel_dfs(const Index m, const Index w, const Index jcol, MatrixType& A, IndexVector& perm_r, Index& nseg, ScalarVector& dense, IndexVector& panel_lsub, IndexVector& segrep, IndexVector& repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu);
+    
+     void panel_bmod(const Index m, const Index w, const Index jcol, const Index nseg, ScalarVector& dense, ScalarVector& tempv, IndexVector& segrep, IndexVector& repfnz, GlobalLU_t& glu);
+     Index column_dfs(const Index m, const Index jcol, IndexVector& perm_r, Index maxsuper, Index& nseg,  BlockIndexVector lsub_col, IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu);
+     Index column_bmod(const Index jcol, const Index nseg, BlockScalarVector dense, ScalarVector& tempv, BlockIndexVector segrep, BlockIndexVector repfnz, Index fpanelc, GlobalLU_t& glu); 
+     Index copy_to_ucol(const Index jcol, const Index nseg, IndexVector& segrep, BlockIndexVector repfnz ,IndexVector& perm_r, BlockScalarVector dense, GlobalLU_t& glu); 
+     void pruneL(const Index jcol, const IndexVector& perm_r, const Index pivrow, const Index nseg, const IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, GlobalLU_t& glu);
+     void countnz(const Index n, Index& nnzL, Index& nnzU, GlobalLU_t& glu); 
+     void fixupL(const Index n, const IndexVector& perm_r, GlobalLU_t& glu); 
+     
+     template<typename , typename >
+     friend struct column_dfs_traits;
+}; 
+
+} // end namespace internal
+} // namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Memory.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Memory.h
new file mode 100644
index 0000000000..1ffa7d54e9
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Memory.h
@@ -0,0 +1,227 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]memory.c files in SuperLU 
+ 
+ * -- SuperLU routine (version 3.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * August 1, 2008
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+
+#ifndef EIGEN_SPARSELU_MEMORY
+#define EIGEN_SPARSELU_MEMORY
+
+namespace Eigen {
+namespace internal {
+  
+enum { LUNoMarker = 3 };
+enum {emptyIdxLU = -1};
+template<typename Index>
+inline Index LUnumTempV(Index& m, Index& w, Index& t, Index& b)
+{
+  return (std::max)(m, (t+b)*w);
+}
+
+template< typename Scalar, typename Index>
+inline Index LUTempSpace(Index&m, Index& w)
+{
+  return (2*w + 4 + LUNoMarker) * m * sizeof(Index) + (w + 1) * m * sizeof(Scalar);
+}
+
+
+
+
+/** 
+  * Expand the existing storage to accomodate more fill-ins
+  * \param vec Valid pointer to the vector to allocate or expand
+  * \param[in,out] length  At input, contain the current length of the vector that is to be increased. At output, length of the newly allocated vector
+  * \param[in] nbElts Current number of elements in the factors
+  * \param keep_prev  1: use length  and do not expand the vector; 0: compute new_len and expand
+  * \param[in,out] num_expansions Number of times the memory has been expanded
+  */
+template <typename Scalar, typename Index>
+template <typename VectorType>
+Index  SparseLUImpl<Scalar,Index>::expand(VectorType& vec, Index& length, Index nbElts, Index keep_prev, Index& num_expansions) 
+{
+  
+  float alpha = 1.5; // Ratio of the memory increase 
+  Index new_len; // New size of the allocated memory
+  
+  if(num_expansions == 0 || keep_prev) 
+    new_len = length ; // First time allocate requested
+  else 
+    new_len = (std::max)(length+1,Index(alpha * length));
+  
+  VectorType old_vec; // Temporary vector to hold the previous values   
+  if (nbElts > 0 )
+    old_vec = vec.segment(0,nbElts); 
+  
+  //Allocate or expand the current vector
+#ifdef EIGEN_EXCEPTIONS
+  try
+#endif
+  {
+    vec.resize(new_len); 
+  }
+#ifdef EIGEN_EXCEPTIONS
+  catch(std::bad_alloc& )
+#else
+  if(!vec.size())
+#endif
+  {
+    if (!num_expansions)
+    {
+      // First time to allocate from LUMemInit()
+      // Let LUMemInit() deals with it.
+      return -1;
+    }
+    if (keep_prev)
+    {
+      // In this case, the memory length should not not be reduced
+      return new_len;
+    }
+    else 
+    {
+      // Reduce the size and increase again 
+      Index tries = 0; // Number of attempts
+      do 
+      {
+        alpha = (alpha + 1)/2;
+        new_len = (std::max)(length+1,Index(alpha * length));
+#ifdef EIGEN_EXCEPTIONS
+        try
+#endif
+        {
+          vec.resize(new_len); 
+        }
+#ifdef EIGEN_EXCEPTIONS
+        catch(std::bad_alloc& )
+#else
+        if (!vec.size())
+#endif
+        {
+          tries += 1; 
+          if ( tries > 10) return new_len; 
+        }
+      } while (!vec.size());
+    }
+  }
+  //Copy the previous values to the newly allocated space 
+  if (nbElts > 0)
+    vec.segment(0, nbElts) = old_vec;   
+   
+  
+  length  = new_len;
+  if(num_expansions) ++num_expansions;
+  return 0; 
+}
+
+/**
+ * \brief  Allocate various working space for the numerical factorization phase.
+ * \param m number of rows of the input matrix 
+ * \param n number of columns 
+ * \param annz number of initial nonzeros in the matrix 
+ * \param lwork  if lwork=-1, this routine returns an estimated size of the required memory
+ * \param glu persistent data to facilitate multiple factors : will be deleted later ??
+ * \param fillratio estimated ratio of fill in the factors
+ * \param panel_size Size of a panel
+ * \return an estimated size of the required memory if lwork = -1; otherwise, return the size of actually allocated memory when allocation failed, and 0 on success
+ * \note Unlike SuperLU, this routine does not support successive factorization with the same pattern and the same row permutation
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::memInit(Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size,  GlobalLU_t& glu)
+{
+  Index& num_expansions = glu.num_expansions; //No memory expansions so far
+  num_expansions = 0;
+  glu.nzumax = glu.nzlumax = (std::min)(fillratio * annz / n, m) * n; // estimated number of nonzeros in U 
+  glu.nzlmax = (std::max)(Index(4), fillratio) * annz / 4; // estimated  nnz in L factor
+  // Return the estimated size to the user if necessary
+  Index tempSpace;
+  tempSpace = (2*panel_size + 4 + LUNoMarker) * m * sizeof(Index) + (panel_size + 1) * m * sizeof(Scalar);
+  if (lwork == emptyIdxLU) 
+  {
+    Index estimated_size;
+    estimated_size = (5 * n + 5) * sizeof(Index)  + tempSpace
+                    + (glu.nzlmax + glu.nzumax) * sizeof(Index) + (glu.nzlumax+glu.nzumax) *  sizeof(Scalar) + n; 
+    return estimated_size;
+  }
+  
+  // Setup the required space 
+  
+  // First allocate Integer pointers for L\U factors
+  glu.xsup.resize(n+1);
+  glu.supno.resize(n+1);
+  glu.xlsub.resize(n+1);
+  glu.xlusup.resize(n+1);
+  glu.xusub.resize(n+1);
+
+  // Reserve memory for L/U factors
+  do 
+  {
+    if(     (expand<ScalarVector>(glu.lusup, glu.nzlumax, 0, 0, num_expansions)<0)
+        ||  (expand<ScalarVector>(glu.ucol,  glu.nzumax,  0, 0, num_expansions)<0)
+        ||  (expand<IndexVector> (glu.lsub,  glu.nzlmax,  0, 0, num_expansions)<0)
+        ||  (expand<IndexVector> (glu.usub,  glu.nzumax,  0, 1, num_expansions)<0) )
+    {
+      //Reduce the estimated size and retry
+      glu.nzlumax /= 2;
+      glu.nzumax /= 2;
+      glu.nzlmax /= 2;
+      if (glu.nzlumax < annz ) return glu.nzlumax; 
+    }
+  } while (!glu.lusup.size() || !glu.ucol.size() || !glu.lsub.size() || !glu.usub.size());
+  
+  ++num_expansions;
+  return 0;
+  
+} // end LuMemInit
+
+/** 
+ * \brief Expand the existing storage 
+ * \param vec vector to expand 
+ * \param[in,out] maxlen On input, previous size of vec (Number of elements to copy ). on output, new size
+ * \param nbElts current number of elements in the vector.
+ * \param memtype Type of the element to expand
+ * \param num_expansions Number of expansions 
+ * \return 0 on success, > 0 size of the memory allocated so far
+ */
+template <typename Scalar, typename Index>
+template <typename VectorType>
+Index SparseLUImpl<Scalar,Index>::memXpand(VectorType& vec, Index& maxlen, Index nbElts, MemType memtype, Index& num_expansions)
+{
+  Index failed_size; 
+  if (memtype == USUB)
+     failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 1, num_expansions);
+  else
+    failed_size = this->expand<VectorType>(vec, maxlen, nbElts, 0, num_expansions);
+
+  if (failed_size)
+    return failed_size; 
+  
+  return 0 ;  
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // EIGEN_SPARSELU_MEMORY
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Structs.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Structs.h
new file mode 100644
index 0000000000..24d6bf1794
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Structs.h
@@ -0,0 +1,111 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* 
+ * NOTE: This file comes from a partly modified version of files slu_[s,d,c,z]defs.h
+ * -- SuperLU routine (version 4.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November, 2010
+ * 
+ * Global data structures used in LU factorization -
+ * 
+ *   nsuper: #supernodes = nsuper + 1, numbered [0, nsuper].
+ *   (xsup,supno): supno[i] is the supernode no to which i belongs;
+ *  xsup(s) points to the beginning of the s-th supernode.
+ *  e.g.   supno 0 1 2 2 3 3 3 4 4 4 4 4   (n=12)
+ *          xsup 0 1 2 4 7 12
+ *  Note: dfs will be performed on supernode rep. relative to the new 
+ *        row pivoting ordering
+ *
+ *   (xlsub,lsub): lsub[*] contains the compressed subscript of
+ *  rectangular supernodes; xlsub[j] points to the starting
+ *  location of the j-th column in lsub[*]. Note that xlsub 
+ *  is indexed by column.
+ *  Storage: original row subscripts
+ *
+ *      During the course of sparse LU factorization, we also use
+ *  (xlsub,lsub) for the purpose of symmetric pruning. For each
+ *  supernode {s,s+1,...,t=s+r} with first column s and last
+ *  column t, the subscript set
+ *    lsub[j], j=xlsub[s], .., xlsub[s+1]-1
+ *  is the structure of column s (i.e. structure of this supernode).
+ *  It is used for the storage of numerical values.
+ *  Furthermore,
+ *    lsub[j], j=xlsub[t], .., xlsub[t+1]-1
+ *  is the structure of the last column t of this supernode.
+ *  It is for the purpose of symmetric pruning. Therefore, the
+ *  structural subscripts can be rearranged without making physical
+ *  interchanges among the numerical values.
+ *
+ *  However, if the supernode has only one column, then we
+ *  only keep one set of subscripts. For any subscript interchange
+ *  performed, similar interchange must be done on the numerical
+ *  values.
+ *
+ *  The last column structures (for pruning) will be removed
+ *  after the numercial LU factorization phase.
+ *
+ *   (xlusup,lusup): lusup[*] contains the numerical values of the
+ *  rectangular supernodes; xlusup[j] points to the starting
+ *  location of the j-th column in storage vector lusup[*]
+ *  Note: xlusup is indexed by column.
+ *  Each rectangular supernode is stored by column-major
+ *  scheme, consistent with Fortran 2-dim array storage.
+ *
+ *   (xusub,ucol,usub): ucol[*] stores the numerical values of
+ *  U-columns outside the rectangular supernodes. The row
+ *  subscript of nonzero ucol[k] is stored in usub[k].
+ *  xusub[i] points to the starting location of column i in ucol.
+ *  Storage: new row subscripts; that is subscripts of PA.
+ */
+
+#ifndef EIGEN_LU_STRUCTS
+#define EIGEN_LU_STRUCTS
+namespace Eigen {
+namespace internal {
+  
+typedef enum {LUSUP, UCOL, LSUB, USUB, LLVL, ULVL} MemType; 
+
+template <typename IndexVector, typename ScalarVector>
+struct LU_GlobalLU_t {
+  typedef typename IndexVector::Scalar Index; 
+  IndexVector xsup; //First supernode column ... xsup(s) points to the beginning of the s-th supernode
+  IndexVector supno; // Supernode number corresponding to this column (column to supernode mapping)
+  ScalarVector  lusup; // nonzero values of L ordered by columns 
+  IndexVector lsub; // Compressed row indices of L rectangular supernodes. 
+  IndexVector xlusup; // pointers to the beginning of each column in lusup
+  IndexVector xlsub; // pointers to the beginning of each column in lsub
+  Index   nzlmax; // Current max size of lsub
+  Index   nzlumax; // Current max size of lusup
+  ScalarVector  ucol; // nonzero values of U ordered by columns 
+  IndexVector usub; // row indices of U columns in ucol
+  IndexVector xusub; // Pointers to the beginning of each column of U in ucol 
+  Index   nzumax; // Current max size of ucol
+  Index   n; // Number of columns in the matrix  
+  Index   num_expansions; 
+};
+
+// Values to set for performance
+template <typename Index>
+struct perfvalues {
+  Index panel_size; // a panel consists of at most <panel_size> consecutive columns
+  Index relax; // To control degree of relaxing supernodes. If the number of nodes (columns) 
+                // in a subtree of the elimination tree is less than relax, this subtree is considered 
+                // as one supernode regardless of the row structures of those columns
+  Index maxsuper; // The maximum size for a supernode in complete LU
+  Index rowblk; // The minimum row dimension for 2-D blocking to be used;
+  Index colblk; // The minimum column dimension for 2-D blocking to be used;
+  Index fillfactor; // The estimated fills factors for L and U, compared with A
+}; 
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // EIGEN_LU_STRUCTS
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h
new file mode 100644
index 0000000000..ad6f2183fe
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h
@@ -0,0 +1,298 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 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_SPARSELU_SUPERNODAL_MATRIX_H
+#define EIGEN_SPARSELU_SUPERNODAL_MATRIX_H
+
+namespace Eigen {
+namespace internal {
+
+/** \ingroup SparseLU_Module
+ * \brief a class to manipulate the L supernodal factor from the SparseLU factorization
+ * 
+ * This class  contain the data to easily store 
+ * and manipulate the supernodes during the factorization and solution phase of Sparse LU. 
+ * Only the lower triangular matrix has supernodes.
+ * 
+ * NOTE : This class corresponds to the SCformat structure in SuperLU
+ * 
+ */
+/* TODO
+ * InnerIterator as for sparsematrix 
+ * SuperInnerIterator to iterate through all supernodes 
+ * Function for triangular solve
+ */
+template <typename _Scalar, typename _Index>
+class MappedSuperNodalMatrix
+{
+  public:
+    typedef _Scalar Scalar; 
+    typedef _Index Index;
+    typedef Matrix<Index,Dynamic,1> IndexVector; 
+    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
+  public:
+    MappedSuperNodalMatrix()
+    {
+      
+    }
+    MappedSuperNodalMatrix(Index m, Index n,  ScalarVector& nzval, IndexVector& nzval_colptr, IndexVector& rowind, 
+             IndexVector& rowind_colptr, IndexVector& col_to_sup, IndexVector& sup_to_col )
+    {
+      setInfos(m, n, nzval, nzval_colptr, rowind, rowind_colptr, col_to_sup, sup_to_col);
+    }
+    
+    ~MappedSuperNodalMatrix()
+    {
+      
+    }
+    /**
+     * Set appropriate pointers for the lower triangular supernodal matrix
+     * These infos are available at the end of the numerical factorization
+     * FIXME This class will be modified such that it can be use in the course 
+     * of the factorization.
+     */
+    void setInfos(Index m, Index n, ScalarVector& nzval, IndexVector& nzval_colptr, IndexVector& rowind, 
+             IndexVector& rowind_colptr, IndexVector& col_to_sup, IndexVector& sup_to_col )
+    {
+      m_row = m;
+      m_col = n; 
+      m_nzval = nzval.data(); 
+      m_nzval_colptr = nzval_colptr.data(); 
+      m_rowind = rowind.data(); 
+      m_rowind_colptr = rowind_colptr.data(); 
+      m_nsuper = col_to_sup(n); 
+      m_col_to_sup = col_to_sup.data(); 
+      m_sup_to_col = sup_to_col.data(); 
+    }
+    
+    /**
+     * Number of rows
+     */
+    Index rows() { return m_row; }
+    
+    /**
+     * Number of columns
+     */
+    Index cols() { return m_col; }
+    
+    /**
+     * Return the array of nonzero values packed by column
+     * 
+     * The size is nnz
+     */
+    Scalar* valuePtr() {  return m_nzval; }
+    
+    const Scalar* valuePtr() const 
+    {
+      return m_nzval; 
+    }
+    /**
+     * Return the pointers to the beginning of each column in \ref valuePtr()
+     */
+    Index* colIndexPtr()
+    {
+      return m_nzval_colptr; 
+    }
+    
+    const Index* colIndexPtr() const
+    {
+      return m_nzval_colptr; 
+    }
+    
+    /**
+     * Return the array of compressed row indices of all supernodes
+     */
+    Index* rowIndex()  { return m_rowind; }
+    
+    const Index* rowIndex() const
+    {
+      return m_rowind; 
+    }
+    
+    /**
+     * Return the location in \em rowvaluePtr() which starts each column
+     */
+    Index* rowIndexPtr() { return m_rowind_colptr; }
+    
+    const Index* rowIndexPtr() const 
+    {
+      return m_rowind_colptr; 
+    }
+    
+    /** 
+     * Return the array of column-to-supernode mapping 
+     */
+    Index* colToSup()  { return m_col_to_sup; }
+    
+    const Index* colToSup() const
+    {
+      return m_col_to_sup;       
+    }
+    /**
+     * Return the array of supernode-to-column mapping
+     */
+    Index* supToCol() { return m_sup_to_col; }
+    
+    const Index* supToCol() const 
+    {
+      return m_sup_to_col;
+    }
+    
+    /**
+     * Return the number of supernodes
+     */
+    Index nsuper() const 
+    {
+      return m_nsuper; 
+    }
+    
+    class InnerIterator; 
+    template<typename Dest>
+    void solveInPlace( MatrixBase<Dest>&X) const;
+    
+      
+      
+    
+  protected:
+    Index m_row; // Number of rows
+    Index m_col; // Number of columns 
+    Index m_nsuper; // Number of supernodes 
+    Scalar* m_nzval; //array of nonzero values packed by column
+    Index* m_nzval_colptr; //nzval_colptr[j] Stores the location in nzval[] which starts column j 
+    Index* m_rowind; // Array of compressed row indices of rectangular supernodes
+    Index* m_rowind_colptr; //rowind_colptr[j] stores the location in rowind[] which starts column j
+    Index* m_col_to_sup; // col_to_sup[j] is the supernode number to which column j belongs
+    Index* m_sup_to_col; //sup_to_col[s] points to the starting column of the s-th supernode
+    
+  private :
+};
+
+/**
+  * \brief InnerIterator class to iterate over nonzero values of the current column in the supernodal matrix L
+  * 
+  */
+template<typename Scalar, typename Index>
+class MappedSuperNodalMatrix<Scalar,Index>::InnerIterator
+{
+  public:
+     InnerIterator(const MappedSuperNodalMatrix& mat, Index outer)
+      : m_matrix(mat),
+        m_outer(outer), 
+        m_supno(mat.colToSup()[outer]),
+        m_idval(mat.colIndexPtr()[outer]),
+        m_startidval(m_idval),
+        m_endidval(mat.colIndexPtr()[outer+1]),
+        m_idrow(mat.rowIndexPtr()[outer]),
+        m_endidrow(mat.rowIndexPtr()[outer+1])
+    {}
+    inline InnerIterator& operator++()
+    { 
+      m_idval++; 
+      m_idrow++;
+      return *this;
+    }
+    inline Scalar value() const { return m_matrix.valuePtr()[m_idval]; }
+    
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_idval]); }
+    
+    inline Index index() const { return m_matrix.rowIndex()[m_idrow]; }
+    inline Index row() const { return index(); }
+    inline Index col() const { return m_outer; }
+    
+    inline Index supIndex() const { return m_supno; }
+    
+    inline operator bool() const 
+    { 
+      return ( (m_idval < m_endidval) && (m_idval >= m_startidval)
+                && (m_idrow < m_endidrow) );
+    }
+    
+  protected:
+    const MappedSuperNodalMatrix& m_matrix; // Supernodal lower triangular matrix 
+    const Index m_outer;                    // Current column 
+    const Index m_supno;                    // Current SuperNode number
+    Index m_idval;                          // Index to browse the values in the current column
+    const Index m_startidval;               // Start of the column value
+    const Index m_endidval;                 // End of the column value
+    Index m_idrow;                          // Index to browse the row indices 
+    Index m_endidrow;                       // End index of row indices of the current column
+};
+
+/**
+ * \brief Solve with the supernode triangular matrix
+ * 
+ */
+template<typename Scalar, typename Index>
+template<typename Dest>
+void MappedSuperNodalMatrix<Scalar,Index>::solveInPlace( MatrixBase<Dest>&X) const
+{
+    Index n = X.rows(); 
+    Index nrhs = X.cols(); 
+    const Scalar * Lval = valuePtr();                 // Nonzero values 
+    Matrix<Scalar,Dynamic,Dynamic> work(n, nrhs);     // working vector
+    work.setZero();
+    for (Index k = 0; k <= nsuper(); k ++)
+    {
+      Index fsupc = supToCol()[k];                    // First column of the current supernode 
+      Index istart = rowIndexPtr()[fsupc];            // Pointer index to the subscript of the current column
+      Index nsupr = rowIndexPtr()[fsupc+1] - istart;  // Number of rows in the current supernode
+      Index nsupc = supToCol()[k+1] - fsupc;          // Number of columns in the current supernode
+      Index nrow = nsupr - nsupc;                     // Number of rows in the non-diagonal part of the supernode
+      Index irow;                                     //Current index row
+      
+      if (nsupc == 1 )
+      {
+        for (Index j = 0; j < nrhs; j++)
+        {
+          InnerIterator it(*this, fsupc);
+          ++it; // Skip the diagonal element
+          for (; it; ++it)
+          {
+            irow = it.row();
+            X(irow, j) -= X(fsupc, j) * it.value();
+          }
+        }
+      }
+      else
+      {
+        // The supernode has more than one column 
+        Index luptr = colIndexPtr()[fsupc]; 
+        Index lda = colIndexPtr()[fsupc+1] - luptr;
+        
+        // Triangular solve 
+        Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A( &(Lval[luptr]), nsupc, nsupc, OuterStride<>(lda) ); 
+        Map< Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > U (&(X(fsupc,0)), nsupc, nrhs, OuterStride<>(n) ); 
+        U = A.template triangularView<UnitLower>().solve(U); 
+        
+        // Matrix-vector product 
+        new (&A) Map<const Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > ( &(Lval[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) ); 
+        work.block(0, 0, nrow, nrhs) = A * U; 
+        
+        //Begin Scatter 
+        for (Index j = 0; j < nrhs; j++)
+        {
+          Index iptr = istart + nsupc; 
+          for (Index i = 0; i < nrow; i++)
+          {
+            irow = rowIndex()[iptr]; 
+            X(irow, j) -= work(i, j); // Scatter operation
+            work(i, j) = Scalar(0); 
+            iptr++;
+          }
+        }
+      }
+    } 
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSELU_MATRIX_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Utils.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Utils.h
new file mode 100644
index 0000000000..15352ac33a
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_Utils.h
@@ -0,0 +1,80 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_SPARSELU_UTILS_H
+#define EIGEN_SPARSELU_UTILS_H
+
+namespace Eigen {
+namespace internal {
+
+/**
+ * \brief Count Nonzero elements in the factors
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::countnz(const Index n, Index& nnzL, Index& nnzU, GlobalLU_t& glu)
+{
+ nnzL = 0; 
+ nnzU = (glu.xusub)(n); 
+ Index nsuper = (glu.supno)(n); 
+ Index jlen; 
+ Index i, j, fsupc;
+ if (n <= 0 ) return; 
+ // For each supernode
+ for (i = 0; i <= nsuper; i++)
+ {
+   fsupc = glu.xsup(i); 
+   jlen = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); 
+   
+   for (j = fsupc; j < glu.xsup(i+1); j++)
+   {
+     nnzL += jlen; 
+     nnzU += j - fsupc + 1; 
+     jlen--; 
+   }
+ }
+}
+
+/**
+ * \brief Fix up the data storage lsub for L-subscripts. 
+ * 
+ * It removes the subscripts sets for structural pruning, 
+ * and applies permutation to the remaining subscripts
+ * 
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::fixupL(const Index n, const IndexVector& perm_r, GlobalLU_t& glu)
+{
+  Index fsupc, i, j, k, jstart; 
+  
+  Index nextl = 0; 
+  Index nsuper = (glu.supno)(n); 
+  
+  // For each supernode 
+  for (i = 0; i <= nsuper; i++)
+  {
+    fsupc = glu.xsup(i); 
+    jstart = glu.xlsub(fsupc); 
+    glu.xlsub(fsupc) = nextl; 
+    for (j = jstart; j < glu.xlsub(fsupc + 1); j++)
+    {
+      glu.lsub(nextl) = perm_r(glu.lsub(j)); // Now indexed into P*A
+      nextl++;
+    }
+    for (k = fsupc+1; k < glu.xsup(i+1); k++)
+      glu.xlsub(k) = nextl; // other columns in supernode i
+  }
+  
+  glu.xlsub(n) = nextl; 
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // EIGEN_SPARSELU_UTILS_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_column_bmod.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_column_bmod.h
new file mode 100644
index 0000000000..f24bd87d3e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_column_bmod.h
@@ -0,0 +1,180 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of xcolumn_bmod.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * October 15, 2003
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_COLUMN_BMOD_H
+#define SPARSELU_COLUMN_BMOD_H
+
+namespace Eigen {
+
+namespace internal {
+/**
+ * \brief Performs numeric block updates (sup-col) in topological order
+ * 
+ * \param jcol current column to update
+ * \param nseg Number of segments in the U part
+ * \param dense Store the full representation of the column
+ * \param tempv working array 
+ * \param segrep segment representative ...
+ * \param repfnz ??? First nonzero column in each row ???  ...
+ * \param fpanelc First column in the current panel
+ * \param glu Global LU data. 
+ * \return 0 - successful return 
+ *         > 0 - number of bytes allocated when run out of space
+ * 
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::column_bmod(const Index jcol, const Index nseg, BlockScalarVector dense, ScalarVector& tempv, BlockIndexVector segrep, BlockIndexVector repfnz, Index fpanelc, GlobalLU_t& glu)
+{
+  Index  jsupno, k, ksub, krep, ksupno; 
+  Index lptr, nrow, isub, irow, nextlu, new_next, ufirst; 
+  Index fsupc, nsupc, nsupr, luptr, kfnz, no_zeros; 
+  /* krep = representative of current k-th supernode
+    * fsupc =  first supernodal column
+    * nsupc = number of columns in a supernode
+    * nsupr = number of rows in a supernode
+    * luptr = location of supernodal LU-block in storage
+    * kfnz = first nonz in the k-th supernodal segment
+    * no_zeros = no lf leading zeros in a supernodal U-segment
+    */
+  
+  jsupno = glu.supno(jcol);
+  // For each nonzero supernode segment of U[*,j] in topological order 
+  k = nseg - 1; 
+  Index d_fsupc; // distance between the first column of the current panel and the 
+               // first column of the current snode
+  Index fst_col; // First column within small LU update
+  Index segsize; 
+  for (ksub = 0; ksub < nseg; ksub++)
+  {
+    krep = segrep(k); k--; 
+    ksupno = glu.supno(krep); 
+    if (jsupno != ksupno )
+    {
+      // outside the rectangular supernode 
+      fsupc = glu.xsup(ksupno); 
+      fst_col = (std::max)(fsupc, fpanelc); 
+      
+      // Distance from the current supernode to the current panel; 
+      // d_fsupc = 0 if fsupc > fpanelc
+      d_fsupc = fst_col - fsupc; 
+      
+      luptr = glu.xlusup(fst_col) + d_fsupc; 
+      lptr = glu.xlsub(fsupc) + d_fsupc; 
+      
+      kfnz = repfnz(krep); 
+      kfnz = (std::max)(kfnz, fpanelc); 
+      
+      segsize = krep - kfnz + 1; 
+      nsupc = krep - fst_col + 1; 
+      nsupr = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); 
+      nrow = nsupr - d_fsupc - nsupc;
+      Index lda = glu.xlusup(fst_col+1) - glu.xlusup(fst_col);
+      
+      
+      // Perform a triangular solver and block update, 
+      // then scatter the result of sup-col update to dense
+      no_zeros = kfnz - fst_col; 
+      if(segsize==1)
+        LU_kernel_bmod<1>::run(segsize, dense, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+      else
+        LU_kernel_bmod<Dynamic>::run(segsize, dense, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+    } // end if jsupno 
+  } // end for each segment
+  
+  // Process the supernodal portion of  L\U[*,j]
+  nextlu = glu.xlusup(jcol); 
+  fsupc = glu.xsup(jsupno);
+  
+  // copy the SPA dense into L\U[*,j]
+  Index mem; 
+  new_next = nextlu + glu.xlsub(fsupc + 1) - glu.xlsub(fsupc); 
+  Index offset = internal::first_multiple<Index>(new_next, internal::packet_traits<Scalar>::size) - new_next;
+  if(offset)
+    new_next += offset;
+  while (new_next > glu.nzlumax )
+  {
+    mem = memXpand<ScalarVector>(glu.lusup, glu.nzlumax, nextlu, LUSUP, glu.num_expansions);  
+    if (mem) return mem; 
+  }
+  
+  for (isub = glu.xlsub(fsupc); isub < glu.xlsub(fsupc+1); isub++)
+  {
+    irow = glu.lsub(isub);
+    glu.lusup(nextlu) = dense(irow);
+    dense(irow) = Scalar(0.0); 
+    ++nextlu; 
+  }
+  
+  if(offset)
+  {
+    glu.lusup.segment(nextlu,offset).setZero();
+    nextlu += offset;
+  }
+  glu.xlusup(jcol + 1) = nextlu;  // close L\U(*,jcol); 
+  
+  /* For more updates within the panel (also within the current supernode),
+   * should start from the first column of the panel, or the first column
+   * of the supernode, whichever is bigger. There are two cases:
+   *  1) fsupc < fpanelc, then fst_col <-- fpanelc
+   *  2) fsupc >= fpanelc, then fst_col <-- fsupc
+   */
+  fst_col = (std::max)(fsupc, fpanelc); 
+  
+  if (fst_col  < jcol)
+  {
+    // Distance between the current supernode and the current panel
+    // d_fsupc = 0 if fsupc >= fpanelc
+    d_fsupc = fst_col - fsupc; 
+    
+    lptr = glu.xlsub(fsupc) + d_fsupc; 
+    luptr = glu.xlusup(fst_col) + d_fsupc; 
+    nsupr = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); // leading dimension
+    nsupc = jcol - fst_col; // excluding jcol 
+    nrow = nsupr - d_fsupc - nsupc; 
+    
+    // points to the beginning of jcol in snode L\U(jsupno) 
+    ufirst = glu.xlusup(jcol) + d_fsupc; 
+    Index lda = glu.xlusup(jcol+1) - glu.xlusup(jcol);
+    Map<Matrix<Scalar,Dynamic,Dynamic>, 0,  OuterStride<> > A( &(glu.lusup.data()[luptr]), nsupc, nsupc, OuterStride<>(lda) ); 
+    VectorBlock<ScalarVector> u(glu.lusup, ufirst, nsupc); 
+    u = A.template triangularView<UnitLower>().solve(u); 
+    
+    new (&A) Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > ( &(glu.lusup.data()[luptr+nsupc]), nrow, nsupc, OuterStride<>(lda) ); 
+    VectorBlock<ScalarVector> l(glu.lusup, ufirst+nsupc, nrow); 
+    l.noalias() -= A * u;
+    
+  } // End if fst_col
+  return 0; 
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_COLUMN_BMOD_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_column_dfs.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_column_dfs.h
new file mode 100644
index 0000000000..4c04b0e44e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_column_dfs.h
@@ -0,0 +1,177 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]column_dfs.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 2.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November 15, 1997
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_COLUMN_DFS_H
+#define SPARSELU_COLUMN_DFS_H
+
+template <typename Scalar, typename Index> class SparseLUImpl;
+namespace Eigen {
+
+namespace internal {
+
+template<typename IndexVector, typename ScalarVector>
+struct column_dfs_traits : no_assignment_operator
+{
+  typedef typename ScalarVector::Scalar Scalar;
+  typedef typename IndexVector::Scalar Index;
+  column_dfs_traits(Index jcol, Index& jsuper, typename SparseLUImpl<Scalar, Index>::GlobalLU_t& glu, SparseLUImpl<Scalar, Index>& luImpl)
+   : m_jcol(jcol), m_jsuper_ref(jsuper), m_glu(glu), m_luImpl(luImpl)
+ {}
+  bool update_segrep(Index /*krep*/, Index /*jj*/)
+  {
+    return true;
+  }
+  void mem_expand(IndexVector& lsub, Index& nextl, Index chmark)
+  {
+    if (nextl >= m_glu.nzlmax)
+      m_luImpl.memXpand(lsub, m_glu.nzlmax, nextl, LSUB, m_glu.num_expansions); 
+    if (chmark != (m_jcol-1)) m_jsuper_ref = emptyIdxLU;
+  }
+  enum { ExpandMem = true };
+  
+  Index m_jcol;
+  Index& m_jsuper_ref;
+  typename SparseLUImpl<Scalar, Index>::GlobalLU_t& m_glu;
+  SparseLUImpl<Scalar, Index>& m_luImpl;
+};
+
+
+/**
+ * \brief Performs a symbolic factorization on column jcol and decide the supernode boundary
+ * 
+ * A supernode representative is the last column of a supernode.
+ * The nonzeros in U[*,j] are segments that end at supernodes representatives. 
+ * The routine returns a list of the supernodal representatives 
+ * in topological order of the dfs that generates them. 
+ * The location of the first nonzero in each supernodal segment 
+ * (supernodal entry location) is also returned. 
+ * 
+ * \param m number of rows in the matrix
+ * \param jcol Current column 
+ * \param perm_r Row permutation
+ * \param maxsuper  Maximum number of column allowed in a supernode
+ * \param [in,out] nseg Number of segments in current U[*,j] - new segments appended
+ * \param lsub_col defines the rhs vector to start the dfs
+ * \param [in,out] segrep Segment representatives - new segments appended 
+ * \param repfnz  First nonzero location in each row
+ * \param xprune 
+ * \param marker  marker[i] == jj, if i was visited during dfs of current column jj;
+ * \param parent
+ * \param xplore working array
+ * \param glu global LU data 
+ * \return 0 success
+ *         > 0 number of bytes allocated when run out of space
+ * 
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::column_dfs(const Index m, const Index jcol, IndexVector& perm_r, Index maxsuper, Index& nseg,  BlockIndexVector lsub_col, IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu)
+{
+  
+  Index jsuper = glu.supno(jcol); 
+  Index nextl = glu.xlsub(jcol); 
+  VectorBlock<IndexVector> marker2(marker, 2*m, m); 
+  
+  
+  column_dfs_traits<IndexVector, ScalarVector> traits(jcol, jsuper, glu, *this);
+  
+  // For each nonzero in A(*,jcol) do dfs 
+  for (Index k = 0; ((k < m) ? lsub_col[k] != emptyIdxLU : false) ; k++)
+  {
+    Index krow = lsub_col(k); 
+    lsub_col(k) = emptyIdxLU; 
+    Index kmark = marker2(krow); 
+    
+    // krow was visited before, go to the next nonz; 
+    if (kmark == jcol) continue;
+    
+    dfs_kernel(jcol, perm_r, nseg, glu.lsub, segrep, repfnz, xprune, marker2, parent,
+                   xplore, glu, nextl, krow, traits);
+  } // for each nonzero ... 
+  
+  Index fsupc, jptr, jm1ptr, ito, ifrom, istop;
+  Index nsuper = glu.supno(jcol);
+  Index jcolp1 = jcol + 1;
+  Index jcolm1 = jcol - 1;
+  
+  // check to see if j belongs in the same supernode as j-1
+  if ( jcol == 0 )
+  { // Do nothing for column 0 
+    nsuper = glu.supno(0) = 0 ;
+  }
+  else 
+  {
+    fsupc = glu.xsup(nsuper); 
+    jptr = glu.xlsub(jcol); // Not yet compressed
+    jm1ptr = glu.xlsub(jcolm1); 
+    
+    // Use supernodes of type T2 : see SuperLU paper
+    if ( (nextl-jptr != jptr-jm1ptr-1) ) jsuper = emptyIdxLU;
+    
+    // Make sure the number of columns in a supernode doesn't
+    // exceed threshold
+    if ( (jcol - fsupc) >= maxsuper) jsuper = emptyIdxLU; 
+    
+    /* If jcol starts a new supernode, reclaim storage space in
+     * glu.lsub from previous supernode. Note we only store 
+     * the subscript set of the first and last columns of 
+     * a supernode. (first for num values, last for pruning)
+     */
+    if (jsuper == emptyIdxLU)
+    { // starts a new supernode 
+      if ( (fsupc < jcolm1-1) ) 
+      { // >= 3 columns in nsuper
+        ito = glu.xlsub(fsupc+1);
+        glu.xlsub(jcolm1) = ito; 
+        istop = ito + jptr - jm1ptr; 
+        xprune(jcolm1) = istop; // intialize xprune(jcol-1)
+        glu.xlsub(jcol) = istop; 
+        
+        for (ifrom = jm1ptr; ifrom < nextl; ++ifrom, ++ito)
+          glu.lsub(ito) = glu.lsub(ifrom); 
+        nextl = ito;  // = istop + length(jcol)
+      }
+      nsuper++; 
+      glu.supno(jcol) = nsuper; 
+    } // if a new supernode 
+  } // end else:  jcol > 0
+  
+  // Tidy up the pointers before exit
+  glu.xsup(nsuper+1) = jcolp1; 
+  glu.supno(jcolp1) = nsuper; 
+  xprune(jcol) = nextl;  // Intialize upper bound for pruning
+  glu.xlsub(jcolp1) = nextl; 
+  
+  return 0; 
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h
new file mode 100644
index 0000000000..170610d9f2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h
@@ -0,0 +1,106 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]copy_to_ucol.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 2.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November 15, 1997
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_COPY_TO_UCOL_H
+#define SPARSELU_COPY_TO_UCOL_H
+
+namespace Eigen {
+namespace internal {
+
+/**
+ * \brief Performs numeric block updates (sup-col) in topological order
+ * 
+ * \param jcol current column to update
+ * \param nseg Number of segments in the U part
+ * \param segrep segment representative ...
+ * \param repfnz First nonzero column in each row  ...
+ * \param perm_r Row permutation 
+ * \param dense Store the full representation of the column
+ * \param glu Global LU data. 
+ * \return 0 - successful return 
+ *         > 0 - number of bytes allocated when run out of space
+ * 
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::copy_to_ucol(const Index jcol, const Index nseg, IndexVector& segrep, BlockIndexVector repfnz ,IndexVector& perm_r, BlockScalarVector dense, GlobalLU_t& glu)
+{  
+  Index ksub, krep, ksupno; 
+    
+  Index jsupno = glu.supno(jcol);
+  
+  // For each nonzero supernode segment of U[*,j] in topological order 
+  Index k = nseg - 1, i; 
+  Index nextu = glu.xusub(jcol); 
+  Index kfnz, isub, segsize; 
+  Index new_next,irow; 
+  Index fsupc, mem; 
+  for (ksub = 0; ksub < nseg; ksub++)
+  {
+    krep = segrep(k); k--; 
+    ksupno = glu.supno(krep); 
+    if (jsupno != ksupno ) // should go into ucol(); 
+    {
+      kfnz = repfnz(krep); 
+      if (kfnz != emptyIdxLU)
+      { // Nonzero U-segment 
+        fsupc = glu.xsup(ksupno); 
+        isub = glu.xlsub(fsupc) + kfnz - fsupc; 
+        segsize = krep - kfnz + 1; 
+        new_next = nextu + segsize; 
+        while (new_next > glu.nzumax) 
+        {
+          mem = memXpand<ScalarVector>(glu.ucol, glu.nzumax, nextu, UCOL, glu.num_expansions); 
+          if (mem) return mem; 
+          mem = memXpand<IndexVector>(glu.usub, glu.nzumax, nextu, USUB, glu.num_expansions); 
+          if (mem) return mem; 
+          
+        }
+        
+        for (i = 0; i < segsize; i++)
+        {
+          irow = glu.lsub(isub); 
+          glu.usub(nextu) = perm_r(irow); // Unlike the L part, the U part is stored in its final order
+          glu.ucol(nextu) = dense(irow); 
+          dense(irow) = Scalar(0.0); 
+          nextu++;
+          isub++;
+        }
+        
+      } // end nonzero U-segment 
+      
+    } // end if jsupno 
+    
+  } // end for each segment
+  glu.xusub(jcol + 1) = nextu; // close U(*,jcol)
+  return 0; 
+}
+
+} // namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_COPY_TO_UCOL_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_gemm_kernel.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_gemm_kernel.h
new file mode 100644
index 0000000000..9e4e3e72b7
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_gemm_kernel.h
@@ -0,0 +1,279 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 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_SPARSELU_GEMM_KERNEL_H
+#define EIGEN_SPARSELU_GEMM_KERNEL_H
+
+namespace Eigen {
+
+namespace internal {
+
+
+/** \internal
+  * A general matrix-matrix product kernel optimized for the SparseLU factorization.
+  *  - A, B, and C must be column major
+  *  - lda and ldc must be multiples of the respective packet size
+  *  - C must have the same alignment as A
+  */
+template<typename Scalar,typename Index>
+EIGEN_DONT_INLINE
+void sparselu_gemm(Index m, Index n, Index d, const Scalar* A, Index lda, const Scalar* B, Index ldb, Scalar* C, Index ldc)
+{
+  using namespace Eigen::internal;
+  
+  typedef typename packet_traits<Scalar>::type Packet;
+  enum {
+    NumberOfRegisters = EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS,
+    PacketSize = packet_traits<Scalar>::size,
+    PM = 8,                             // peeling in M
+    RN = 2,                             // register blocking
+    RK = NumberOfRegisters>=16 ? 4 : 2, // register blocking
+    BM = 4096/sizeof(Scalar),           // number of rows of A-C per chunk
+    SM = PM*PacketSize                  // step along M
+  };
+  Index d_end = (d/RK)*RK;    // number of columns of A (rows of B) suitable for full register blocking
+  Index n_end = (n/RN)*RN;    // number of columns of B-C suitable for processing RN columns at once
+  Index i0 = internal::first_aligned(A,m);
+  
+  eigen_internal_assert(((lda%PacketSize)==0) && ((ldc%PacketSize)==0) && (i0==internal::first_aligned(C,m)));
+  
+  // handle the non aligned rows of A and C without any optimization:
+  for(Index i=0; i<i0; ++i)
+  {
+    for(Index j=0; j<n; ++j)
+    {
+      Scalar c = C[i+j*ldc];
+      for(Index k=0; k<d; ++k)
+        c += B[k+j*ldb] * A[i+k*lda];
+      C[i+j*ldc] = c;
+    }
+  }
+  // process the remaining rows per chunk of BM rows
+  for(Index ib=i0; ib<m; ib+=BM)
+  {
+    Index actual_b = std::min<Index>(BM, m-ib);                 // actual number of rows
+    Index actual_b_end1 = (actual_b/SM)*SM;                   // actual number of rows suitable for peeling
+    Index actual_b_end2 = (actual_b/PacketSize)*PacketSize;   // actual number of rows suitable for vectorization
+    
+    // Let's process two columns of B-C at once
+    for(Index j=0; j<n_end; j+=RN)
+    {
+      const Scalar* Bc0 = B+(j+0)*ldb;
+      const Scalar* Bc1 = B+(j+1)*ldb;
+      
+      for(Index k=0; k<d_end; k+=RK)
+      {
+        
+        // load and expand a RN x RK block of B
+        Packet b00, b10, b20, b30, b01, b11, b21, b31;
+                  b00 = pset1<Packet>(Bc0[0]);
+                  b10 = pset1<Packet>(Bc0[1]);
+        if(RK==4) b20 = pset1<Packet>(Bc0[2]);
+        if(RK==4) b30 = pset1<Packet>(Bc0[3]);
+                  b01 = pset1<Packet>(Bc1[0]);
+                  b11 = pset1<Packet>(Bc1[1]);
+        if(RK==4) b21 = pset1<Packet>(Bc1[2]);
+        if(RK==4) b31 = pset1<Packet>(Bc1[3]);
+        
+        Packet a0, a1, a2, a3, c0, c1, t0, t1;
+        
+        const Scalar* A0 = A+ib+(k+0)*lda;
+        const Scalar* A1 = A+ib+(k+1)*lda;
+        const Scalar* A2 = A+ib+(k+2)*lda;
+        const Scalar* A3 = A+ib+(k+3)*lda;
+        
+        Scalar* C0 = C+ib+(j+0)*ldc;
+        Scalar* C1 = C+ib+(j+1)*ldc;
+        
+                  a0 = pload<Packet>(A0);
+                  a1 = pload<Packet>(A1);
+        if(RK==4)
+        {
+          a2 = pload<Packet>(A2);
+          a3 = pload<Packet>(A3);
+        }
+        else
+        {
+          // workaround "may be used uninitialized in this function" warning
+          a2 = a3 = a0;
+        }
+        
+#define KMADD(c, a, b, tmp) {tmp = b; tmp = pmul(a,tmp); c = padd(c,tmp);}
+#define WORK(I)  \
+                    c0 = pload<Packet>(C0+i+(I)*PacketSize);   \
+                    c1 = pload<Packet>(C1+i+(I)*PacketSize);   \
+                    KMADD(c0, a0, b00, t0)      \
+                    KMADD(c1, a0, b01, t1)      \
+                    a0 = pload<Packet>(A0+i+(I+1)*PacketSize); \
+                    KMADD(c0, a1, b10, t0)      \
+                    KMADD(c1, a1, b11, t1)       \
+                    a1 = pload<Packet>(A1+i+(I+1)*PacketSize); \
+          if(RK==4) KMADD(c0, a2, b20, t0)       \
+          if(RK==4) KMADD(c1, a2, b21, t1)       \
+          if(RK==4) a2 = pload<Packet>(A2+i+(I+1)*PacketSize); \
+          if(RK==4) KMADD(c0, a3, b30, t0)       \
+          if(RK==4) KMADD(c1, a3, b31, t1)       \
+          if(RK==4) a3 = pload<Packet>(A3+i+(I+1)*PacketSize); \
+                    pstore(C0+i+(I)*PacketSize, c0);           \
+                    pstore(C1+i+(I)*PacketSize, c1)
+        
+        // process rows of A' - C' with aggressive vectorization and peeling 
+        for(Index i=0; i<actual_b_end1; i+=PacketSize*8)
+        {
+          EIGEN_ASM_COMMENT("SPARSELU_GEMML_KERNEL1");
+                    prefetch((A0+i+(5)*PacketSize));
+                    prefetch((A1+i+(5)*PacketSize));
+          if(RK==4) prefetch((A2+i+(5)*PacketSize));
+          if(RK==4) prefetch((A3+i+(5)*PacketSize));
+                    WORK(0);
+                    WORK(1);
+                    WORK(2);
+                    WORK(3);
+                    WORK(4);
+                    WORK(5);
+                    WORK(6);
+                    WORK(7);
+        }
+        // process the remaining rows with vectorization only
+        for(Index i=actual_b_end1; i<actual_b_end2; i+=PacketSize)
+        {
+          WORK(0);
+        }
+#undef WORK
+        // process the remaining rows without vectorization
+        for(Index i=actual_b_end2; i<actual_b; ++i)
+        {
+          if(RK==4)
+          {
+            C0[i] += A0[i]*Bc0[0]+A1[i]*Bc0[1]+A2[i]*Bc0[2]+A3[i]*Bc0[3];
+            C1[i] += A0[i]*Bc1[0]+A1[i]*Bc1[1]+A2[i]*Bc1[2]+A3[i]*Bc1[3];
+          }
+          else
+          {
+            C0[i] += A0[i]*Bc0[0]+A1[i]*Bc0[1];
+            C1[i] += A0[i]*Bc1[0]+A1[i]*Bc1[1];
+          }
+        }
+        
+        Bc0 += RK;
+        Bc1 += RK;
+      } // peeled loop on k
+    } // peeled loop on the columns j
+    // process the last column (we now perform a matrux-vector product)
+    if((n-n_end)>0)
+    {
+      const Scalar* Bc0 = B+(n-1)*ldb;
+      
+      for(Index k=0; k<d_end; k+=RK)
+      {
+        
+        // load and expand a 1 x RK block of B
+        Packet b00, b10, b20, b30;
+                  b00 = pset1<Packet>(Bc0[0]);
+                  b10 = pset1<Packet>(Bc0[1]);
+        if(RK==4) b20 = pset1<Packet>(Bc0[2]);
+        if(RK==4) b30 = pset1<Packet>(Bc0[3]);
+        
+        Packet a0, a1, a2, a3, c0, t0/*, t1*/;
+        
+        const Scalar* A0 = A+ib+(k+0)*lda;
+        const Scalar* A1 = A+ib+(k+1)*lda;
+        const Scalar* A2 = A+ib+(k+2)*lda;
+        const Scalar* A3 = A+ib+(k+3)*lda;
+        
+        Scalar* C0 = C+ib+(n_end)*ldc;
+        
+                  a0 = pload<Packet>(A0);
+                  a1 = pload<Packet>(A1);
+        if(RK==4)
+        {
+          a2 = pload<Packet>(A2);
+          a3 = pload<Packet>(A3);
+        }
+        else
+        {
+          // workaround "may be used uninitialized in this function" warning
+          a2 = a3 = a0;
+        }
+        
+#define WORK(I) \
+                  c0 = pload<Packet>(C0+i+(I)*PacketSize);   \
+                  KMADD(c0, a0, b00, t0)       \
+                  a0 = pload<Packet>(A0+i+(I+1)*PacketSize); \
+                  KMADD(c0, a1, b10, t0)       \
+                  a1 = pload<Packet>(A1+i+(I+1)*PacketSize); \
+        if(RK==4) KMADD(c0, a2, b20, t0)       \
+        if(RK==4) a2 = pload<Packet>(A2+i+(I+1)*PacketSize); \
+        if(RK==4) KMADD(c0, a3, b30, t0)       \
+        if(RK==4) a3 = pload<Packet>(A3+i+(I+1)*PacketSize); \
+                  pstore(C0+i+(I)*PacketSize, c0);
+        
+        // agressive vectorization and peeling
+        for(Index i=0; i<actual_b_end1; i+=PacketSize*8)
+        {
+          EIGEN_ASM_COMMENT("SPARSELU_GEMML_KERNEL2");
+          WORK(0);
+          WORK(1);
+          WORK(2);
+          WORK(3);
+          WORK(4);
+          WORK(5);
+          WORK(6);
+          WORK(7);
+        }
+        // vectorization only
+        for(Index i=actual_b_end1; i<actual_b_end2; i+=PacketSize)
+        {
+          WORK(0);
+        }
+        // remaining scalars
+        for(Index i=actual_b_end2; i<actual_b; ++i)
+        {
+          if(RK==4) 
+            C0[i] += A0[i]*Bc0[0]+A1[i]*Bc0[1]+A2[i]*Bc0[2]+A3[i]*Bc0[3];
+          else
+            C0[i] += A0[i]*Bc0[0]+A1[i]*Bc0[1];
+        }
+        
+        Bc0 += RK;
+#undef WORK
+      }
+    }
+    
+    // process the last columns of A, corresponding to the last rows of B
+    Index rd = d-d_end;
+    if(rd>0)
+    {
+      for(Index j=0; j<n; ++j)
+      {
+        enum {
+          Alignment = PacketSize>1 ? Aligned : 0
+        };
+        typedef Map<Matrix<Scalar,Dynamic,1>, Alignment > MapVector;
+        typedef Map<const Matrix<Scalar,Dynamic,1>, Alignment > ConstMapVector;
+        if(rd==1)       MapVector(C+j*ldc+ib,actual_b) += B[0+d_end+j*ldb] * ConstMapVector(A+(d_end+0)*lda+ib, actual_b);
+        
+        else if(rd==2)  MapVector(C+j*ldc+ib,actual_b) += B[0+d_end+j*ldb] * ConstMapVector(A+(d_end+0)*lda+ib, actual_b)
+                                                        + B[1+d_end+j*ldb] * ConstMapVector(A+(d_end+1)*lda+ib, actual_b);
+        
+        else            MapVector(C+j*ldc+ib,actual_b) += B[0+d_end+j*ldb] * ConstMapVector(A+(d_end+0)*lda+ib, actual_b)
+                                                        + B[1+d_end+j*ldb] * ConstMapVector(A+(d_end+1)*lda+ib, actual_b)
+                                                        + B[2+d_end+j*ldb] * ConstMapVector(A+(d_end+2)*lda+ib, actual_b);
+      }
+    }
+  
+  } // blocking on the rows of A and C
+}
+#undef KMADD
+
+} // namespace internal
+
+} // namespace Eigen
+
+#endif // EIGEN_SPARSELU_GEMM_KERNEL_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h
new file mode 100644
index 0000000000..7a4e4305aa
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h
@@ -0,0 +1,127 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* This file is a modified version of heap_relax_snode.c file in SuperLU
+ * -- SuperLU routine (version 3.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * October 15, 2003
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+
+#ifndef SPARSELU_HEAP_RELAX_SNODE_H
+#define SPARSELU_HEAP_RELAX_SNODE_H
+
+namespace Eigen {
+namespace internal {
+
+/** 
+ * \brief Identify the initial relaxed supernodes
+ * 
+ * This routine applied to a symmetric elimination tree. 
+ * It assumes that the matrix has been reordered according to the postorder of the etree
+ * \param n The number of columns
+ * \param et elimination tree 
+ * \param relax_columns Maximum number of columns allowed in a relaxed snode 
+ * \param descendants Number of descendants of each node in the etree
+ * \param relax_end last column in a supernode
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::heap_relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end)
+{
+  
+  // The etree may not be postordered, but its heap ordered  
+  IndexVector post;
+  internal::treePostorder(n, et, post); // Post order etree
+  IndexVector inv_post(n+1); 
+  Index i;
+  for (i = 0; i < n+1; ++i) inv_post(post(i)) = i; // inv_post = post.inverse()???
+  
+  // Renumber etree in postorder 
+  IndexVector iwork(n);
+  IndexVector et_save(n+1);
+  for (i = 0; i < n; ++i)
+  {
+    iwork(post(i)) = post(et(i));
+  }
+  et_save = et; // Save the original etree
+  et = iwork; 
+  
+  // compute the number of descendants of each node in the etree
+  relax_end.setConstant(emptyIdxLU);
+  Index j, parent; 
+  descendants.setZero();
+  for (j = 0; j < n; j++) 
+  {
+    parent = et(j);
+    if (parent != n) // not the dummy root
+      descendants(parent) += descendants(j) + 1;
+  }
+  // Identify the relaxed supernodes by postorder traversal of the etree
+  Index snode_start; // beginning of a snode 
+  Index k;
+  Index nsuper_et_post = 0; // Number of relaxed snodes in postordered etree 
+  Index nsuper_et = 0; // Number of relaxed snodes in the original etree 
+  Index l; 
+  for (j = 0; j < n; )
+  {
+    parent = et(j);
+    snode_start = j; 
+    while ( parent != n && descendants(parent) < relax_columns ) 
+    {
+      j = parent; 
+      parent = et(j);
+    }
+    // Found a supernode in postordered etree, j is the last column 
+    ++nsuper_et_post;
+    k = n;
+    for (i = snode_start; i <= j; ++i)
+      k = (std::min)(k, inv_post(i));
+    l = inv_post(j);
+    if ( (l - k) == (j - snode_start) )  // Same number of columns in the snode
+    {
+      // This is also a supernode in the original etree
+      relax_end(k) = l; // Record last column 
+      ++nsuper_et; 
+    }
+    else 
+    {
+      for (i = snode_start; i <= j; ++i) 
+      {
+        l = inv_post(i);
+        if (descendants(i) == 0) 
+        {
+          relax_end(l) = l;
+          ++nsuper_et;
+        }
+      }
+    }
+    j++;
+    // Search for a new leaf
+    while (descendants(j) != 0 && j < n) j++;
+  } // End postorder traversal of the etree
+  
+  // Recover the original etree
+  et = et_save; 
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // SPARSELU_HEAP_RELAX_SNODE_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h
new file mode 100644
index 0000000000..0d0283b132
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_kernel_bmod.h
@@ -0,0 +1,130 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 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 SPARSELU_KERNEL_BMOD_H
+#define SPARSELU_KERNEL_BMOD_H
+
+namespace Eigen {
+namespace internal {
+  
+/**
+ * \brief Performs numeric block updates from a given supernode to a single column
+ * 
+ * \param segsize Size of the segment (and blocks ) to use for updates
+ * \param[in,out] dense Packed values of the original matrix
+ * \param tempv temporary vector to use for updates
+ * \param lusup array containing the supernodes
+ * \param lda Leading dimension in the supernode
+ * \param nrow Number of rows in the rectangular part of the supernode
+ * \param lsub compressed row subscripts of supernodes
+ * \param lptr pointer to the first column of the current supernode in lsub
+ * \param no_zeros Number of nonzeros elements before the diagonal part of the supernode
+ * \return 0 on success
+ */
+template <int SegSizeAtCompileTime> struct LU_kernel_bmod
+{
+  template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index>
+  static EIGEN_DONT_INLINE void run(const int segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, Index& luptr, const Index lda,
+                                    const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros);
+};
+
+template <int SegSizeAtCompileTime>
+template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index>
+EIGEN_DONT_INLINE void LU_kernel_bmod<SegSizeAtCompileTime>::run(const int segsize, BlockScalarVector& dense, ScalarVector& tempv, ScalarVector& lusup, Index& luptr, const Index lda,
+                                                                  const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros)
+{
+  typedef typename ScalarVector::Scalar Scalar;
+  // First, copy U[*,j] segment from dense(*) to tempv(*)
+  // The result of triangular solve is in tempv[*]; 
+    // The result of matric-vector update is in dense[*]
+  Index isub = lptr + no_zeros; 
+  int i;
+  Index irow;
+  for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
+  {
+    irow = lsub(isub); 
+    tempv(i) = dense(irow); 
+    ++isub; 
+  }
+  // Dense triangular solve -- start effective triangle
+  luptr += lda * no_zeros + no_zeros; 
+  // Form Eigen matrix and vector 
+  Map<Matrix<Scalar,SegSizeAtCompileTime,SegSizeAtCompileTime>, 0, OuterStride<> > A( &(lusup.data()[luptr]), segsize, segsize, OuterStride<>(lda) );
+  Map<Matrix<Scalar,SegSizeAtCompileTime,1> > u(tempv.data(), segsize);
+  
+  u = A.template triangularView<UnitLower>().solve(u); 
+  
+  // Dense matrix-vector product y <-- B*x 
+  luptr += segsize;
+  const Index PacketSize = internal::packet_traits<Scalar>::size;
+  Index ldl = internal::first_multiple(nrow, PacketSize);
+  Map<Matrix<Scalar,Dynamic,SegSizeAtCompileTime>, 0, OuterStride<> > B( &(lusup.data()[luptr]), nrow, segsize, OuterStride<>(lda) );
+  Index aligned_offset = internal::first_aligned(tempv.data()+segsize, PacketSize);
+  Index aligned_with_B_offset = (PacketSize-internal::first_aligned(B.data(), PacketSize))%PacketSize;
+  Map<Matrix<Scalar,Dynamic,1>, 0, OuterStride<> > l(tempv.data()+segsize+aligned_offset+aligned_with_B_offset, nrow, OuterStride<>(ldl) );
+  
+  l.setZero();
+  internal::sparselu_gemm<Scalar>(l.rows(), l.cols(), B.cols(), B.data(), B.outerStride(), u.data(), u.outerStride(), l.data(), l.outerStride());
+  
+  // Scatter tempv[] into SPA dense[] as a temporary storage 
+  isub = lptr + no_zeros;
+  for (i = 0; i < ((SegSizeAtCompileTime==Dynamic)?segsize:SegSizeAtCompileTime); i++)
+  {
+    irow = lsub(isub++); 
+    dense(irow) = tempv(i);
+  }
+  
+  // Scatter l into SPA dense[]
+  for (i = 0; i < nrow; i++)
+  {
+    irow = lsub(isub++); 
+    dense(irow) -= l(i);
+  } 
+}
+
+template <> struct LU_kernel_bmod<1>
+{
+  template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index>
+  static EIGEN_DONT_INLINE void run(const int /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, Index& luptr,
+                                    const Index lda, const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros);
+};
+
+
+template <typename BlockScalarVector, typename ScalarVector, typename IndexVector, typename Index>
+EIGEN_DONT_INLINE void LU_kernel_bmod<1>::run(const int /*segsize*/, BlockScalarVector& dense, ScalarVector& /*tempv*/, ScalarVector& lusup, Index& luptr,
+                                              const Index lda, const Index nrow, IndexVector& lsub, const Index lptr, const Index no_zeros)
+{
+  typedef typename ScalarVector::Scalar Scalar;
+  Scalar f = dense(lsub(lptr + no_zeros));
+  luptr += lda * no_zeros + no_zeros + 1;
+  const Scalar* a(lusup.data() + luptr);
+  const /*typename IndexVector::Scalar*/Index*  irow(lsub.data()+lptr + no_zeros + 1);
+  Index i = 0;
+  for (; i+1 < nrow; i+=2)
+  {
+    Index i0 = *(irow++);
+    Index i1 = *(irow++);
+    Scalar a0 = *(a++);
+    Scalar a1 = *(a++);
+    Scalar d0 = dense.coeff(i0);
+    Scalar d1 = dense.coeff(i1);
+    d0 -= f*a0;
+    d1 -= f*a1;
+    dense.coeffRef(i0) = d0;
+    dense.coeffRef(i1) = d1;
+  }
+  if(i<nrow)
+    dense.coeffRef(*(irow++)) -= f * *(a++);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif // SPARSELU_KERNEL_BMOD_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h
new file mode 100644
index 0000000000..da0e0fc3c6
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_panel_bmod.h
@@ -0,0 +1,223 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]panel_bmod.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * October 15, 2003
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_PANEL_BMOD_H
+#define SPARSELU_PANEL_BMOD_H
+
+namespace Eigen {
+namespace internal {
+
+/**
+ * \brief Performs numeric block updates (sup-panel) in topological order.
+ * 
+ * Before entering this routine, the original nonzeros in the panel
+ * were already copied i nto the spa[m,w]
+ * 
+ * \param m number of rows in the matrix
+ * \param w Panel size
+ * \param jcol Starting  column of the panel
+ * \param nseg Number of segments in the U part
+ * \param dense Store the full representation of the panel 
+ * \param tempv working array 
+ * \param segrep segment representative... first row in the segment
+ * \param repfnz First nonzero rows
+ * \param glu Global LU data. 
+ * 
+ * 
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::panel_bmod(const Index m, const Index w, const Index jcol, 
+                                            const Index nseg, ScalarVector& dense, ScalarVector& tempv,
+                                            IndexVector& segrep, IndexVector& repfnz, GlobalLU_t& glu)
+{
+  
+  Index ksub,jj,nextl_col; 
+  Index fsupc, nsupc, nsupr, nrow; 
+  Index krep, kfnz; 
+  Index lptr; // points to the row subscripts of a supernode 
+  Index luptr; // ...
+  Index segsize,no_zeros ; 
+  // For each nonz supernode segment of U[*,j] in topological order
+  Index k = nseg - 1; 
+  const Index PacketSize = internal::packet_traits<Scalar>::size;
+  
+  for (ksub = 0; ksub < nseg; ksub++)
+  { // For each updating supernode
+    /* krep = representative of current k-th supernode
+     * fsupc =  first supernodal column
+     * nsupc = number of columns in a supernode
+     * nsupr = number of rows in a supernode
+     */
+    krep = segrep(k); k--; 
+    fsupc = glu.xsup(glu.supno(krep)); 
+    nsupc = krep - fsupc + 1; 
+    nsupr = glu.xlsub(fsupc+1) - glu.xlsub(fsupc); 
+    nrow = nsupr - nsupc; 
+    lptr = glu.xlsub(fsupc); 
+    
+    // loop over the panel columns to detect the actual number of columns and rows
+    Index u_rows = 0;
+    Index u_cols = 0;
+    for (jj = jcol; jj < jcol + w; jj++)
+    {
+      nextl_col = (jj-jcol) * m; 
+      VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+      
+      kfnz = repfnz_col(krep); 
+      if ( kfnz == emptyIdxLU ) 
+        continue; // skip any zero segment
+      
+      segsize = krep - kfnz + 1;
+      u_cols++;
+      u_rows = (std::max)(segsize,u_rows);
+    }
+    
+    if(nsupc >= 2)
+    { 
+      Index ldu = internal::first_multiple<Index>(u_rows, PacketSize);
+      Map<Matrix<Scalar,Dynamic,Dynamic>, Aligned,  OuterStride<> > U(tempv.data(), u_rows, u_cols, OuterStride<>(ldu));
+      
+      // gather U
+      Index u_col = 0;
+      for (jj = jcol; jj < jcol + w; jj++)
+      {
+        nextl_col = (jj-jcol) * m; 
+        VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+        VectorBlock<ScalarVector> dense_col(dense, nextl_col, m); // Scatter/gather entire matrix column from/to here
+        
+        kfnz = repfnz_col(krep); 
+        if ( kfnz == emptyIdxLU ) 
+          continue; // skip any zero segment
+        
+        segsize = krep - kfnz + 1;
+        luptr = glu.xlusup(fsupc);    
+        no_zeros = kfnz - fsupc; 
+        
+        Index isub = lptr + no_zeros;
+        Index off = u_rows-segsize;
+        for (Index i = 0; i < off; i++) U(i,u_col) = 0;
+        for (Index i = 0; i < segsize; i++)
+        {
+          Index irow = glu.lsub(isub); 
+          U(i+off,u_col) = dense_col(irow); 
+          ++isub; 
+        }
+        u_col++;
+      }
+      // solve U = A^-1 U
+      luptr = glu.xlusup(fsupc);
+      Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc);
+      no_zeros = (krep - u_rows + 1) - fsupc;
+      luptr += lda * no_zeros + no_zeros;
+      Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > A(glu.lusup.data()+luptr, u_rows, u_rows, OuterStride<>(lda) );
+      U = A.template triangularView<UnitLower>().solve(U);
+      
+      // update
+      luptr += u_rows;
+      Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > B(glu.lusup.data()+luptr, nrow, u_rows, OuterStride<>(lda) );
+      eigen_assert(tempv.size()>w*ldu + nrow*w + 1);
+      
+      Index ldl = internal::first_multiple<Index>(nrow, PacketSize);
+      Index offset = (PacketSize-internal::first_aligned(B.data(), PacketSize)) % PacketSize;
+      Map<Matrix<Scalar,Dynamic,Dynamic>, 0, OuterStride<> > L(tempv.data()+w*ldu+offset, nrow, u_cols, OuterStride<>(ldl));
+      
+      L.setZero();
+      internal::sparselu_gemm<Scalar>(L.rows(), L.cols(), B.cols(), B.data(), B.outerStride(), U.data(), U.outerStride(), L.data(), L.outerStride());
+      
+      // scatter U and L
+      u_col = 0;
+      for (jj = jcol; jj < jcol + w; jj++)
+      {
+        nextl_col = (jj-jcol) * m; 
+        VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+        VectorBlock<ScalarVector> dense_col(dense, nextl_col, m); // Scatter/gather entire matrix column from/to here
+        
+        kfnz = repfnz_col(krep); 
+        if ( kfnz == emptyIdxLU ) 
+          continue; // skip any zero segment
+        
+        segsize = krep - kfnz + 1;
+        no_zeros = kfnz - fsupc; 
+        Index isub = lptr + no_zeros;
+        
+        Index off = u_rows-segsize;
+        for (Index i = 0; i < segsize; i++)
+        {
+          Index irow = glu.lsub(isub++); 
+          dense_col(irow) = U.coeff(i+off,u_col);
+          U.coeffRef(i+off,u_col) = 0;
+        }
+        
+        // Scatter l into SPA dense[]
+        for (Index i = 0; i < nrow; i++)
+        {
+          Index irow = glu.lsub(isub++); 
+          dense_col(irow) -= L.coeff(i,u_col);
+          L.coeffRef(i,u_col) = 0;
+        }
+        u_col++;
+      }
+    }
+    else // level 2 only
+    {
+      // Sequence through each column in the panel
+      for (jj = jcol; jj < jcol + w; jj++)
+      {
+        nextl_col = (jj-jcol) * m; 
+        VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero column index for each row
+        VectorBlock<ScalarVector> dense_col(dense, nextl_col, m); // Scatter/gather entire matrix column from/to here
+        
+        kfnz = repfnz_col(krep); 
+        if ( kfnz == emptyIdxLU ) 
+          continue; // skip any zero segment
+        
+        segsize = krep - kfnz + 1;
+        luptr = glu.xlusup(fsupc);
+        
+        Index lda = glu.xlusup(fsupc+1)-glu.xlusup(fsupc);// nsupr
+        
+        // Perform a trianglar solve and block update, 
+        // then scatter the result of sup-col update to dense[]
+        no_zeros = kfnz - fsupc; 
+              if(segsize==1)  LU_kernel_bmod<1>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+        else  if(segsize==2)  LU_kernel_bmod<2>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+        else  if(segsize==3)  LU_kernel_bmod<3>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros);
+        else                  LU_kernel_bmod<Dynamic>::run(segsize, dense_col, tempv, glu.lusup, luptr, lda, nrow, glu.lsub, lptr, no_zeros); 
+      } // End for each column in the panel 
+    }
+    
+  } // End for each updating supernode
+} // end panel bmod
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // SPARSELU_PANEL_BMOD_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_panel_dfs.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_panel_dfs.h
new file mode 100644
index 0000000000..dc0054efd2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_panel_dfs.h
@@ -0,0 +1,258 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]panel_dfs.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 2.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November 15, 1997
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_PANEL_DFS_H
+#define SPARSELU_PANEL_DFS_H
+
+namespace Eigen {
+
+namespace internal {
+  
+template<typename IndexVector>
+struct panel_dfs_traits
+{
+  typedef typename IndexVector::Scalar Index;
+  panel_dfs_traits(Index jcol, Index* marker)
+    : m_jcol(jcol), m_marker(marker)
+  {}
+  bool update_segrep(Index krep, Index jj)
+  {
+    if(m_marker[krep]<m_jcol)
+    {
+      m_marker[krep] = jj; 
+      return true;
+    }
+    return false;
+  }
+  void mem_expand(IndexVector& /*glu.lsub*/, Index /*nextl*/, Index /*chmark*/) {}
+  enum { ExpandMem = false };
+  Index m_jcol;
+  Index* m_marker;
+};
+
+
+template <typename Scalar, typename Index>
+template <typename Traits>
+void SparseLUImpl<Scalar,Index>::dfs_kernel(const Index jj, IndexVector& perm_r,
+                   Index& nseg, IndexVector& panel_lsub, IndexVector& segrep,
+                   Ref<IndexVector> repfnz_col, IndexVector& xprune, Ref<IndexVector> marker, IndexVector& parent,
+                   IndexVector& xplore, GlobalLU_t& glu,
+                   Index& nextl_col, Index krow, Traits& traits
+                  )
+{
+  
+  Index kmark = marker(krow);
+      
+  // For each unmarked krow of jj
+  marker(krow) = jj; 
+  Index kperm = perm_r(krow); 
+  if (kperm == emptyIdxLU ) {
+    // krow is in L : place it in structure of L(*, jj)
+    panel_lsub(nextl_col++) = krow;  // krow is indexed into A
+    
+    traits.mem_expand(panel_lsub, nextl_col, kmark);
+  }
+  else 
+  {
+    // krow is in U : if its supernode-representative krep
+    // has been explored, update repfnz(*)
+    // krep = supernode representative of the current row
+    Index krep = glu.xsup(glu.supno(kperm)+1) - 1; 
+    // First nonzero element in the current column:
+    Index myfnz = repfnz_col(krep); 
+    
+    if (myfnz != emptyIdxLU )
+    {
+      // Representative visited before
+      if (myfnz > kperm ) repfnz_col(krep) = kperm; 
+      
+    }
+    else 
+    {
+      // Otherwise, perform dfs starting at krep
+      Index oldrep = emptyIdxLU; 
+      parent(krep) = oldrep; 
+      repfnz_col(krep) = kperm; 
+      Index xdfs =  glu.xlsub(krep); 
+      Index maxdfs = xprune(krep); 
+      
+      Index kpar;
+      do 
+      {
+        // For each unmarked kchild of krep
+        while (xdfs < maxdfs) 
+        {
+          Index kchild = glu.lsub(xdfs); 
+          xdfs++; 
+          Index chmark = marker(kchild); 
+          
+          if (chmark != jj ) 
+          {
+            marker(kchild) = jj; 
+            Index chperm = perm_r(kchild); 
+            
+            if (chperm == emptyIdxLU) 
+            {
+              // case kchild is in L: place it in L(*, j)
+              panel_lsub(nextl_col++) = kchild;
+              traits.mem_expand(panel_lsub, nextl_col, chmark);
+            }
+            else
+            {
+              // case kchild is in U :
+              // chrep = its supernode-rep. If its rep has been explored, 
+              // update its repfnz(*)
+              Index chrep = glu.xsup(glu.supno(chperm)+1) - 1; 
+              myfnz = repfnz_col(chrep); 
+              
+              if (myfnz != emptyIdxLU) 
+              { // Visited before 
+                if (myfnz > chperm) 
+                  repfnz_col(chrep) = chperm; 
+              }
+              else 
+              { // Cont. dfs at snode-rep of kchild
+                xplore(krep) = xdfs; 
+                oldrep = krep; 
+                krep = chrep; // Go deeper down G(L)
+                parent(krep) = oldrep; 
+                repfnz_col(krep) = chperm; 
+                xdfs = glu.xlsub(krep); 
+                maxdfs = xprune(krep); 
+                
+              } // end if myfnz != -1
+            } // end if chperm == -1 
+                
+          } // end if chmark !=jj
+        } // end while xdfs < maxdfs
+        
+        // krow has no more unexplored nbrs :
+        //    Place snode-rep krep in postorder DFS, if this 
+        //    segment is seen for the first time. (Note that 
+        //    "repfnz(krep)" may change later.)
+        //    Baktrack dfs to its parent
+        if(traits.update_segrep(krep,jj))
+        //if (marker1(krep) < jcol )
+        {
+          segrep(nseg) = krep; 
+          ++nseg; 
+          //marker1(krep) = jj; 
+        }
+        
+        kpar = parent(krep); // Pop recursion, mimic recursion 
+        if (kpar == emptyIdxLU) 
+          break; // dfs done 
+        krep = kpar; 
+        xdfs = xplore(krep); 
+        maxdfs = xprune(krep); 
+
+      } while (kpar != emptyIdxLU); // Do until empty stack 
+      
+    } // end if (myfnz = -1)
+
+  } // end if (kperm == -1)   
+}
+
+/**
+ * \brief Performs a symbolic factorization on a panel of columns [jcol, jcol+w)
+ * 
+ * A supernode representative is the last column of a supernode.
+ * The nonzeros in U[*,j] are segments that end at supernodes representatives
+ * 
+ * The routine returns a list of the supernodal representatives 
+ * in topological order of the dfs that generates them. This list is 
+ * a superset of the topological order of each individual column within 
+ * the panel.
+ * The location of the first nonzero in each supernodal segment 
+ * (supernodal entry location) is also returned. Each column has 
+ * a separate list for this purpose. 
+ * 
+ * Two markers arrays are used for dfs :
+ *    marker[i] == jj, if i was visited during dfs of current column jj;
+ *    marker1[i] >= jcol, if i was visited by earlier columns in this panel; 
+ * 
+ * \param[in] m number of rows in the matrix
+ * \param[in] w Panel size
+ * \param[in] jcol Starting  column of the panel
+ * \param[in] A Input matrix in column-major storage
+ * \param[in] perm_r Row permutation
+ * \param[out] nseg Number of U segments
+ * \param[out] dense Accumulate the column vectors of the panel
+ * \param[out] panel_lsub Subscripts of the row in the panel 
+ * \param[out] segrep Segment representative i.e first nonzero row of each segment
+ * \param[out] repfnz First nonzero location in each row
+ * \param[out] xprune The pruned elimination tree
+ * \param[out] marker work vector
+ * \param  parent The elimination tree
+ * \param xplore work vector
+ * \param glu The global data structure
+ * 
+ */
+
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::panel_dfs(const Index m, const Index w, const Index jcol, MatrixType& A, IndexVector& perm_r, Index& nseg, ScalarVector& dense, IndexVector& panel_lsub, IndexVector& segrep, IndexVector& repfnz, IndexVector& xprune, IndexVector& marker, IndexVector& parent, IndexVector& xplore, GlobalLU_t& glu)
+{
+  Index nextl_col; // Next available position in panel_lsub[*,jj] 
+  
+  // Initialize pointers 
+  VectorBlock<IndexVector> marker1(marker, m, m); 
+  nseg = 0; 
+  
+  panel_dfs_traits<IndexVector> traits(jcol, marker1.data());
+  
+  // For each column in the panel 
+  for (Index jj = jcol; jj < jcol + w; jj++) 
+  {
+    nextl_col = (jj - jcol) * m; 
+    
+    VectorBlock<IndexVector> repfnz_col(repfnz, nextl_col, m); // First nonzero location in each row
+    VectorBlock<ScalarVector> dense_col(dense,nextl_col, m); // Accumulate a column vector here
+    
+    
+    // For each nnz in A[*, jj] do depth first search
+    for (typename MatrixType::InnerIterator it(A, jj); it; ++it)
+    {
+      Index krow = it.row(); 
+      dense_col(krow) = it.value();
+      
+      Index kmark = marker(krow); 
+      if (kmark == jj) 
+        continue; // krow visited before, go to the next nonzero
+      
+      dfs_kernel(jj, perm_r, nseg, panel_lsub, segrep, repfnz_col, xprune, marker, parent,
+                   xplore, glu, nextl_col, krow, traits);
+    }// end for nonzeros in column jj
+    
+  } // end for column jj
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_PANEL_DFS_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h
new file mode 100644
index 0000000000..457789c780
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pivotL.h
@@ -0,0 +1,136 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of xpivotL.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * October 15, 2003
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_PIVOTL_H
+#define SPARSELU_PIVOTL_H
+
+namespace Eigen {
+namespace internal {
+  
+/**
+ * \brief Performs the numerical pivotin on the current column of L, and the CDIV operation.
+ * 
+ * Pivot policy :
+ * (1) Compute thresh = u * max_(i>=j) abs(A_ij);
+ * (2) IF user specifies pivot row k and abs(A_kj) >= thresh THEN
+ *           pivot row = k;
+ *       ELSE IF abs(A_jj) >= thresh THEN
+ *           pivot row = j;
+ *       ELSE
+ *           pivot row = m;
+ * 
+ *   Note: If you absolutely want to use a given pivot order, then set u=0.0.
+ * 
+ * \param jcol The current column of L
+ * \param diagpivotthresh diagonal pivoting threshold
+ * \param[in,out] perm_r Row permutation (threshold pivoting)
+ * \param[in] iperm_c column permutation - used to finf diagonal of Pc*A*Pc'
+ * \param[out] pivrow  The pivot row
+ * \param glu Global LU data
+ * \return 0 if success, i > 0 if U(i,i) is exactly zero 
+ * 
+ */
+template <typename Scalar, typename Index>
+Index SparseLUImpl<Scalar,Index>::pivotL(const Index jcol, const RealScalar& diagpivotthresh, IndexVector& perm_r, IndexVector& iperm_c, Index& pivrow, GlobalLU_t& glu)
+{
+  
+  Index fsupc = (glu.xsup)((glu.supno)(jcol)); // First column in the supernode containing the column jcol
+  Index nsupc = jcol - fsupc; // Number of columns in the supernode portion, excluding jcol; nsupc >=0
+  Index lptr = glu.xlsub(fsupc); // pointer to the starting location of the row subscripts for this supernode portion
+  Index nsupr = glu.xlsub(fsupc+1) - lptr; // Number of rows in the supernode
+  Index lda = glu.xlusup(fsupc+1) - glu.xlusup(fsupc); // leading dimension
+  Scalar* lu_sup_ptr = &(glu.lusup.data()[glu.xlusup(fsupc)]); // Start of the current supernode
+  Scalar* lu_col_ptr = &(glu.lusup.data()[glu.xlusup(jcol)]); // Start of jcol in the supernode
+  Index* lsub_ptr = &(glu.lsub.data()[lptr]); // Start of row indices of the supernode
+  
+  // Determine the largest abs numerical value for partial pivoting 
+  Index diagind = iperm_c(jcol); // diagonal index 
+  RealScalar pivmax = 0.0; 
+  Index pivptr = nsupc; 
+  Index diag = emptyIdxLU; 
+  RealScalar rtemp;
+  Index isub, icol, itemp, k; 
+  for (isub = nsupc; isub < nsupr; ++isub) {
+    using std::abs;
+    rtemp = abs(lu_col_ptr[isub]);
+    if (rtemp > pivmax) {
+      pivmax = rtemp; 
+      pivptr = isub;
+    } 
+    if (lsub_ptr[isub] == diagind) diag = isub;
+  }
+  
+  // Test for singularity
+  if ( pivmax == 0.0 ) {
+    pivrow = lsub_ptr[pivptr];
+    perm_r(pivrow) = jcol;
+    return (jcol+1);
+  }
+  
+  RealScalar thresh = diagpivotthresh * pivmax; 
+  
+  // Choose appropriate pivotal element 
+  
+  {
+    // Test if the diagonal element can be used as a pivot (given the threshold value)
+    if (diag >= 0 ) 
+    {
+      // Diagonal element exists
+      using std::abs;
+      rtemp = abs(lu_col_ptr[diag]);
+      if (rtemp != 0.0 && rtemp >= thresh) pivptr = diag;
+    }
+    pivrow = lsub_ptr[pivptr];
+  }
+  
+  // Record pivot row
+  perm_r(pivrow) = jcol; 
+  // Interchange row subscripts
+  if (pivptr != nsupc )
+  {
+    std::swap( lsub_ptr[pivptr], lsub_ptr[nsupc] );
+    // Interchange numerical values as well, for the two rows in the whole snode
+    // such that L is indexed the same way as A
+    for (icol = 0; icol <= nsupc; icol++)
+    {
+      itemp = pivptr + icol * lda; 
+      std::swap(lu_sup_ptr[itemp], lu_sup_ptr[nsupc + icol * lda]);
+    }
+  }
+  // cdiv operations
+  Scalar temp = Scalar(1.0) / lu_col_ptr[nsupc];
+  for (k = nsupc+1; k < nsupr; k++)
+    lu_col_ptr[k] *= temp; 
+  return 0;
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_PIVOTL_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pruneL.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pruneL.h
new file mode 100644
index 0000000000..66460d1688
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_pruneL.h
@@ -0,0 +1,135 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* 
+ 
+ * NOTE: This file is the modified version of [s,d,c,z]pruneL.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 2.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * November 15, 1997
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSELU_PRUNEL_H
+#define SPARSELU_PRUNEL_H
+
+namespace Eigen {
+namespace internal {
+
+/**
+ * \brief Prunes the L-structure.
+ *
+ * It prunes the L-structure  of supernodes whose L-structure contains the current pivot row "pivrow"
+ * 
+ * 
+ * \param jcol The current column of L
+ * \param[in] perm_r Row permutation
+ * \param[out] pivrow  The pivot row
+ * \param nseg Number of segments
+ * \param segrep 
+ * \param repfnz
+ * \param[out] xprune 
+ * \param glu Global LU data
+ * 
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::pruneL(const Index jcol, const IndexVector& perm_r, const Index pivrow, const Index nseg, const IndexVector& segrep, BlockIndexVector repfnz, IndexVector& xprune, GlobalLU_t& glu)
+{
+  // For each supernode-rep irep in U(*,j]
+  Index jsupno = glu.supno(jcol); 
+  Index i,irep,irep1; 
+  bool movnum, do_prune = false; 
+  Index kmin = 0, kmax = 0, minloc, maxloc,krow; 
+  for (i = 0; i < nseg; i++)
+  {
+    irep = segrep(i); 
+    irep1 = irep + 1; 
+    do_prune = false; 
+    
+    // Don't prune with a zero U-segment 
+    if (repfnz(irep) == emptyIdxLU) continue; 
+    
+    // If a snode overlaps with the next panel, then the U-segment
+    // is fragmented into two parts -- irep and irep1. We should let 
+    // pruning occur at the rep-column in irep1s snode. 
+    if (glu.supno(irep) == glu.supno(irep1) ) continue; // don't prune 
+    
+    // If it has not been pruned & it has a nonz in row L(pivrow,i)
+    if (glu.supno(irep) != jsupno )
+    {
+      if ( xprune (irep) >= glu.xlsub(irep1) )
+      {
+        kmin = glu.xlsub(irep);
+        kmax = glu.xlsub(irep1) - 1; 
+        for (krow = kmin; krow <= kmax; krow++)
+        {
+          if (glu.lsub(krow) == pivrow) 
+          {
+            do_prune = true; 
+            break; 
+          }
+        }
+      }
+      
+      if (do_prune) 
+      {
+        // do a quicksort-type partition
+        // movnum=true means that the num values have to be exchanged
+        movnum = false; 
+        if (irep == glu.xsup(glu.supno(irep)) ) // Snode of size 1 
+          movnum = true; 
+        
+        while (kmin <= kmax)
+        {
+          if (perm_r(glu.lsub(kmax)) == emptyIdxLU)
+            kmax--; 
+          else if ( perm_r(glu.lsub(kmin)) != emptyIdxLU)
+            kmin++;
+          else 
+          {
+            // kmin below pivrow (not yet pivoted), and kmax
+            // above pivrow: interchange the two suscripts
+            std::swap(glu.lsub(kmin), glu.lsub(kmax)); 
+            
+            // If the supernode has only one column, then we 
+            // only keep one set of subscripts. For any subscript
+            // intercnahge performed, similar interchange must be 
+            // done on the numerical values. 
+            if (movnum) 
+            {
+              minloc = glu.xlusup(irep) + ( kmin - glu.xlsub(irep) ); 
+              maxloc = glu.xlusup(irep) + ( kmax - glu.xlsub(irep) ); 
+              std::swap(glu.lusup(minloc), glu.lusup(maxloc)); 
+            }
+            kmin++;
+            kmax--;
+          }
+        } // end while 
+        
+        xprune(irep) = kmin;  //Pruning 
+      } // end if do_prune 
+    } // end pruning 
+  } // End for each U-segment
+}
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // SPARSELU_PRUNEL_H
diff --git a/third_party/eigen3/Eigen/src/SparseLU/SparseLU_relax_snode.h b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_relax_snode.h
new file mode 100644
index 0000000000..58ec32e27e
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseLU/SparseLU_relax_snode.h
@@ -0,0 +1,83 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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/.
+
+/* This file is a modified version of heap_relax_snode.c file in SuperLU
+ * -- SuperLU routine (version 3.0) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * October 15, 2003
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+
+#ifndef SPARSELU_RELAX_SNODE_H
+#define SPARSELU_RELAX_SNODE_H
+
+namespace Eigen {
+
+namespace internal {
+ 
+/** 
+ * \brief Identify the initial relaxed supernodes
+ * 
+ * This routine is applied to a column elimination tree. 
+ * It assumes that the matrix has been reordered according to the postorder of the etree
+ * \param n  the number of columns
+ * \param et elimination tree 
+ * \param relax_columns Maximum number of columns allowed in a relaxed snode 
+ * \param descendants Number of descendants of each node in the etree
+ * \param relax_end last column in a supernode
+ */
+template <typename Scalar, typename Index>
+void SparseLUImpl<Scalar,Index>::relax_snode (const Index n, IndexVector& et, const Index relax_columns, IndexVector& descendants, IndexVector& relax_end)
+{
+  
+  // compute the number of descendants of each node in the etree
+  Index j, parent; 
+  relax_end.setConstant(emptyIdxLU);
+  descendants.setZero();
+  for (j = 0; j < n; j++) 
+  {
+    parent = et(j);
+    if (parent != n) // not the dummy root
+      descendants(parent) += descendants(j) + 1;
+  }
+  // Identify the relaxed supernodes by postorder traversal of the etree
+  Index snode_start; // beginning of a snode 
+  for (j = 0; j < n; )
+  {
+    parent = et(j);
+    snode_start = j; 
+    while ( parent != n && descendants(parent) < relax_columns ) 
+    {
+      j = parent; 
+      parent = et(j);
+    }
+    // Found a supernode in postordered etree, j is the last column 
+    relax_end(snode_start) = j; // Record last column
+    j++;
+    // Search for a new leaf
+    while (descendants(j) != 0 && j < n) j++;
+  } // End postorder traversal of the etree
+  
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+#endif
diff --git a/third_party/eigen3/Eigen/src/SparseQR/SparseQR.h b/third_party/eigen3/Eigen/src/SparseQR/SparseQR.h
new file mode 100644
index 0000000000..5fb5bc2038
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SparseQR/SparseQR.h
@@ -0,0 +1,675 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012-2013 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012-2013 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_SPARSE_QR_H
+#define EIGEN_SPARSE_QR_H
+
+namespace Eigen {
+
+template<typename MatrixType, typename OrderingType> class SparseQR;
+template<typename SparseQRType> struct SparseQRMatrixQReturnType;
+template<typename SparseQRType> struct SparseQRMatrixQTransposeReturnType;
+template<typename SparseQRType, typename Derived> struct SparseQR_QProduct;
+namespace internal {
+  template <typename SparseQRType> struct traits<SparseQRMatrixQReturnType<SparseQRType> >
+  {
+    typedef typename SparseQRType::MatrixType ReturnType;
+    typedef typename ReturnType::Index Index;
+    typedef typename ReturnType::StorageKind StorageKind;
+  };
+  template <typename SparseQRType> struct traits<SparseQRMatrixQTransposeReturnType<SparseQRType> >
+  {
+    typedef typename SparseQRType::MatrixType ReturnType;
+  };
+  template <typename SparseQRType, typename Derived> struct traits<SparseQR_QProduct<SparseQRType, Derived> >
+  {
+    typedef typename Derived::PlainObject ReturnType;
+  };
+} // End namespace internal
+
+/**
+  * \ingroup SparseQR_Module
+  * \class SparseQR
+  * \brief Sparse left-looking rank-revealing QR factorization
+  * 
+  * This class implements a left-looking rank-revealing QR decomposition 
+  * of sparse matrices. When a column has a norm less than a given tolerance
+  * it is implicitly permuted to the end. The QR factorization thus obtained is 
+  * given by A*P = Q*R where R is upper triangular or trapezoidal. 
+  * 
+  * P is the column permutation which is the product of the fill-reducing and the
+  * rank-revealing permutations. Use colsPermutation() to get it.
+  * 
+  * Q is the orthogonal matrix represented as products of Householder reflectors. 
+  * Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose.
+  * You can then apply it to a vector.
+  * 
+  * R is the sparse triangular or trapezoidal matrix. The later occurs when A is rank-deficient.
+  * matrixR().topLeftCorner(rank(), rank()) always returns a triangular factor of full rank.
+  * 
+  * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
+  * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module 
+  *  OrderingMethods \endlink module for the list of built-in and external ordering methods.
+  * 
+  * \warning The input sparse matrix A must be in compressed mode (see SparseMatrix::makeCompressed()).
+  * 
+  */
+template<typename _MatrixType, typename _OrderingType>
+class SparseQR
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef _OrderingType OrderingType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef SparseMatrix<Scalar,ColMajor,Index> QRMatrixType;
+    typedef Matrix<Index, Dynamic, 1> IndexVector;
+    typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+  public:
+    SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
+    { }
+    
+    /** Construct a QR factorization of the matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa compute()
+      */
+    SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
+    {
+      compute(mat);
+    }
+    
+    /** Computes the QR factorization of the sparse matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa analyzePattern(), factorize()
+      */
+    void compute(const MatrixType& mat)
+    {
+      analyzePattern(mat);
+      factorize(mat);
+    }
+    void analyzePattern(const MatrixType& mat);
+    void factorize(const MatrixType& mat);
+    
+    /** \returns the number of rows of the represented matrix. 
+      */
+    inline Index rows() const { return m_pmat.rows(); }
+    
+    /** \returns the number of columns of the represented matrix. 
+      */
+    inline Index cols() const { return m_pmat.cols();}
+    
+    /** \returns a const reference to the \b sparse upper triangular matrix R of the QR factorization.
+      */
+    const QRMatrixType& matrixR() const { return m_R; }
+    
+    /** \returns the number of non linearly dependent columns as determined by the pivoting threshold.
+      *
+      * \sa setPivotThreshold()
+      */
+    Index rank() const 
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      return m_nonzeropivots; 
+    }
+    
+    /** \returns an expression of the matrix Q as products of sparse Householder reflectors.
+    * The common usage of this function is to apply it to a dense matrix or vector
+    * \code
+    * VectorXd B1, B2;
+    * // Initialize B1
+    * B2 = matrixQ() * B1;
+    * \endcode
+    *
+    * To get a plain SparseMatrix representation of Q:
+    * \code
+    * SparseMatrix<double> Q;
+    * Q = SparseQR<SparseMatrix<double> >(A).matrixQ();
+    * \endcode
+    * Internally, this call simply performs a sparse product between the matrix Q
+    * and a sparse identity matrix. However, due to the fact that the sparse
+    * reflectors are stored unsorted, two transpositions are needed to sort
+    * them before performing the product.
+    */
+    SparseQRMatrixQReturnType<SparseQR> matrixQ() const 
+    { return SparseQRMatrixQReturnType<SparseQR>(*this); }
+    
+    /** \returns a const reference to the column permutation P that was applied to A such that A*P = Q*R
+      * It is the combination of the fill-in reducing permutation and numerical column pivoting.
+      */
+    const PermutationType& colsPermutation() const
+    { 
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_outputPerm_c;
+    }
+    
+    /** \returns A string describing the type of error.
+      * This method is provided to ease debugging, not to handle errors.
+      */
+    std::string lastErrorMessage() const { return m_lastError; }
+    
+    /** \internal */
+    template<typename Rhs, typename Dest>
+    bool _solve(const MatrixBase<Rhs> &B, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+
+      Index rank = this->rank();
+      
+      // Compute Q^T * b;
+      typename Dest::PlainObject y, b;
+      y = this->matrixQ().transpose() * B; 
+      b = y;
+      
+      // Solve with the triangular matrix R
+      y.resize((std::max)(cols(),Index(y.rows())),y.cols());
+      y.topRows(rank) = this->matrixR().topLeftCorner(rank, rank).template triangularView<Upper>().solve(b.topRows(rank));
+      y.bottomRows(y.rows()-rank).setZero();
+
+      // Apply the column permutation
+      if (m_perm_c.size())  dest.topRows(cols()) = colsPermutation() * y.topRows(cols());
+      else                  dest = y.topRows(cols());
+      
+      m_info = Success;
+      return true;
+    }
+    
+
+    /** Sets the threshold that is used to determine linearly dependent columns during the factorization.
+      *
+      * In practice, if during the factorization the norm of the column that has to be eliminated is below
+      * this threshold, then the entire column is treated as zero, and it is moved at the end.
+      */
+    void setPivotThreshold(const RealScalar& threshold)
+    {
+      m_useDefaultThreshold = false;
+      m_threshold = threshold;
+    }
+    
+    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<SparseQR, Rhs> solve(const MatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+      return internal::solve_retval<SparseQR, Rhs>(*this, B.derived());
+    }
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<SparseQR, Rhs> solve(const SparseMatrixBase<Rhs>& B) const
+    {
+          eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+          eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+          return internal::sparse_solve_retval<SparseQR, Rhs>(*this, B.derived());
+    }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the QR factorization reports a numerical problem
+      *          \c InvalidInput if the input matrix is invalid
+      *
+      * \sa iparm()          
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+  protected:
+    inline void sort_matrix_Q()
+    {
+      if(this->m_isQSorted) return;
+      // The matrix Q is sorted during the transposition
+      SparseMatrix<Scalar, RowMajor, Index> mQrm(this->m_Q);
+      this->m_Q = mQrm;
+      this->m_isQSorted = true;
+    }
+
+    
+  protected:
+    bool m_isInitialized;
+    bool m_analysisIsok;
+    bool m_factorizationIsok;
+    mutable ComputationInfo m_info;
+    std::string m_lastError;
+    QRMatrixType m_pmat;            // Temporary matrix
+    QRMatrixType m_R;               // The triangular factor matrix
+    QRMatrixType m_Q;               // The orthogonal reflectors
+    ScalarVector m_hcoeffs;         // The Householder coefficients
+    PermutationType m_perm_c;       // Fill-reducing  Column  permutation
+    PermutationType m_pivotperm;    // The permutation for rank revealing
+    PermutationType m_outputPerm_c; // The final column permutation
+    RealScalar m_threshold;         // Threshold to determine null Householder reflections
+    bool m_useDefaultThreshold;     // Use default threshold
+    Index m_nonzeropivots;          // Number of non zero pivots found 
+    IndexVector m_etree;            // Column elimination tree
+    IndexVector m_firstRowElt;      // First element in each row
+    bool m_isQSorted;               // whether Q is sorted or not
+    
+    template <typename, typename > friend struct SparseQR_QProduct;
+    template <typename > friend struct SparseQRMatrixQReturnType;
+    
+};
+
+/** \brief Preprocessing step of a QR factorization 
+  * 
+  * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+  * 
+  * In this step, the fill-reducing permutation is computed and applied to the columns of A
+  * and the column elimination tree is computed as well. Only the sparsity pattern of \a mat is exploited.
+  * 
+  * \note In this step it is assumed that there is no empty row in the matrix \a mat.
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
+{
+  eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR");
+  // Compute the column fill reducing ordering
+  OrderingType ord; 
+  ord(mat, m_perm_c); 
+  Index n = mat.cols();
+  Index m = mat.rows();
+  
+  if (!m_perm_c.size())
+  {
+    m_perm_c.resize(n);
+    m_perm_c.indices().setLinSpaced(n, 0,n-1);
+  }
+  
+  // Compute the column elimination tree of the permuted matrix
+  m_outputPerm_c = m_perm_c.inverse();
+  internal::coletree(mat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
+  
+  m_R.resize(n, n);
+  m_Q.resize(m, n);
+  
+  // Allocate space for nonzero elements : rough estimation
+  m_R.reserve(2*mat.nonZeros()); //FIXME Get a more accurate estimation through symbolic factorization with the etree
+  m_Q.reserve(2*mat.nonZeros());
+  m_hcoeffs.resize(n);
+  m_analysisIsok = true;
+}
+
+/** \brief Performs the numerical QR factorization of the input matrix
+  * 
+  * The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with
+  * a matrix having the same sparsity pattern than \a mat.
+  * 
+  * \param mat The sparse column-major matrix
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
+{
+  using std::abs;
+  using std::max;
+  
+  eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step");
+  Index m = mat.rows();
+  Index n = mat.cols();
+  IndexVector mark(m); mark.setConstant(-1);  // Record the visited nodes
+  IndexVector Ridx(n), Qidx(m);               // Store temporarily the row indexes for the current column of R and Q
+  Index nzcolR, nzcolQ;                       // Number of nonzero for the current column of R and Q
+  ScalarVector tval(m);                       // The dense vector used to compute the current column
+  bool found_diag;
+    
+  m_pmat = mat;
+  m_pmat.uncompress(); // To have the innerNonZeroPtr allocated
+  // Apply the fill-in reducing permutation lazily:
+  for (int i = 0; i < n; i++)
+  {
+    Index p = m_perm_c.size() ? m_perm_c.indices()(i) : i;
+    m_pmat.outerIndexPtr()[p] = mat.outerIndexPtr()[i]; 
+    m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i]; 
+  }
+  
+  /* Compute the default threshold, see : 
+   * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
+   * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3 
+   */
+  if(m_useDefaultThreshold) 
+  {
+    RealScalar max2Norm = 0.0;
+    for (int j = 0; j < n; j++) max2Norm = (max)(max2Norm, m_pmat.col(j).norm());
+    m_threshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon();
+  }
+  
+  // Initialize the numerical permutation
+  m_pivotperm.setIdentity(n);
+  
+  Index nonzeroCol = 0; // Record the number of valid pivots
+  
+  // Left looking rank-revealing QR factorization: compute a column of R and Q at a time
+  for (Index col = 0; col < (std::min)(n,m); ++col)
+  {
+    mark.setConstant(-1);
+    m_R.startVec(col);
+    m_Q.startVec(col);
+    mark(nonzeroCol) = col;
+    Qidx(0) = nonzeroCol;
+    nzcolR = 0; nzcolQ = 1;
+    found_diag = col>=m;
+    tval.setZero(); 
+    
+    // Symbolic factorization: find the nonzero locations of the column k of the factors R and Q, i.e.,
+    // all the nodes (with indexes lower than rank) reachable through the column elimination tree (etree) rooted at node k.
+    // Note: if the diagonal entry does not exist, then its contribution must be explicitly added,
+    // thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found.
+    for (typename MatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp)
+    {
+      Index curIdx = nonzeroCol ;
+      if(itp) curIdx = itp.row();
+      if(curIdx == nonzeroCol) found_diag = true;
+      
+      // Get the nonzeros indexes of the current column of R
+      Index st = m_firstRowElt(curIdx); // The traversal of the etree starts here 
+      if (st < 0 )
+      {
+        m_lastError = "Empty row found during numerical factorization";
+        m_info = InvalidInput;
+        return;
+      }
+
+      // Traverse the etree 
+      Index bi = nzcolR;
+      for (; mark(st) != col; st = m_etree(st))
+      {
+        Ridx(nzcolR) = st;  // Add this row to the list,
+        mark(st) = col;     // and mark this row as visited
+        nzcolR++;
+      }
+
+      // Reverse the list to get the topological ordering
+      Index nt = nzcolR-bi;
+      for(Index i = 0; i < nt/2; i++) std::swap(Ridx(bi+i), Ridx(nzcolR-i-1));
+       
+      // Copy the current (curIdx,pcol) value of the input matrix
+      if(itp) tval(curIdx) = itp.value();
+      else    tval(curIdx) = Scalar(0);
+      
+      // Compute the pattern of Q(:,k)
+      if(curIdx > nonzeroCol && mark(curIdx) != col ) 
+      {
+        Qidx(nzcolQ) = curIdx;  // Add this row to the pattern of Q,
+        mark(curIdx) = col;     // and mark it as visited
+        nzcolQ++;
+      }
+    }
+
+    // Browse all the indexes of R(:,col) in reverse order
+    for (Index i = nzcolR-1; i >= 0; i--)
+    {
+      Index curIdx = m_pivotperm.indices()(Ridx(i));
+      
+      // Apply the curIdx-th householder vector to the current column (temporarily stored into tval)
+      Scalar tdot(0);
+      
+      // First compute q' * tval
+      tdot = m_Q.col(curIdx).dot(tval);
+
+      tdot *= m_hcoeffs(curIdx);
+      
+      // Then update tval = tval - q * tau
+      // FIXME: tval -= tdot * m_Q.col(curIdx) should amount to the same (need to check/add support for efficient "dense ?= sparse")
+      for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
+        tval(itq.row()) -= itq.value() * tdot;
+
+      // Detect fill-in for the current column of Q
+      if(m_etree(Ridx(i)) == nonzeroCol)
+      {
+        for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
+        {
+          Index iQ = itq.row();
+          if (mark(iQ) != col)
+          {
+            Qidx(nzcolQ++) = iQ;  // Add this row to the pattern of Q,
+            mark(iQ) = col;       // and mark it as visited
+          }
+        }
+      }
+    } // End update current column
+        
+    // Compute the Householder reflection that eliminate the current column
+    // FIXME this step should call the Householder module.
+    Scalar tau;
+    RealScalar beta;
+    Scalar c0 = nzcolQ ? tval(Qidx(0)) : Scalar(0);
+    
+    // First, the squared norm of Q((col+1):m, col)
+    RealScalar sqrNorm = 0.;
+    for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
+    
+    if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
+    {
+      tau = RealScalar(0);
+      beta = numext::real(c0);
+      tval(Qidx(0)) = 1;
+     }
+    else
+    {
+      using std::sqrt;
+      beta = sqrt(numext::abs2(c0) + sqrNorm);
+      if(numext::real(c0) >= RealScalar(0))
+        beta = -beta;
+      tval(Qidx(0)) = 1;
+      for (Index itq = 1; itq < nzcolQ; ++itq)
+        tval(Qidx(itq)) /= (c0 - beta);
+      tau = numext::conj((beta-c0) / beta);
+        
+    }
+
+    // Insert values in R
+    for (Index  i = nzcolR-1; i >= 0; i--)
+    {
+      Index curIdx = Ridx(i);
+      if(curIdx < nonzeroCol) 
+      {
+        m_R.insertBackByOuterInnerUnordered(col, curIdx) = tval(curIdx);
+        tval(curIdx) = Scalar(0.);
+      }
+    }
+
+    if(abs(beta) >= m_threshold)
+    {
+      m_R.insertBackByOuterInner(col, nonzeroCol) = beta;
+      nonzeroCol++;
+      // The householder coefficient
+      m_hcoeffs(col) = tau;
+      // Record the householder reflections
+      for (Index itq = 0; itq < nzcolQ; ++itq)
+      {
+        Index iQ = Qidx(itq);
+        m_Q.insertBackByOuterInnerUnordered(col,iQ) = tval(iQ);
+        tval(iQ) = Scalar(0.);
+      }    
+    }
+    else
+    {
+      // Zero pivot found: move implicitly this column to the end
+      m_hcoeffs(col) = Scalar(0);
+      for (Index j = nonzeroCol; j < n-1; j++) 
+        std::swap(m_pivotperm.indices()(j), m_pivotperm.indices()[j+1]);
+      
+      // Recompute the column elimination tree
+      internal::coletree(m_pmat, m_etree, m_firstRowElt, m_pivotperm.indices().data());
+    }
+  }
+  
+  // Finalize the column pointers of the sparse matrices R and Q
+  m_Q.finalize();
+  m_Q.makeCompressed();
+  m_R.finalize();
+  m_R.makeCompressed();
+  m_isQSorted = false;
+  
+  m_nonzeropivots = nonzeroCol;
+  
+  if(nonzeroCol<n)
+  {
+    // Permute the triangular factor to put the 'dead' columns to the end
+    MatrixType tempR(m_R);
+    m_R = tempR * m_pivotperm;
+    
+    // Update the column permutation
+    m_outputPerm_c = m_outputPerm_c * m_pivotperm;
+  }
+  
+  m_isInitialized = true; 
+  m_factorizationIsok = true;
+  m_info = Success;
+}
+
+namespace internal {
+  
+template<typename _MatrixType, typename OrderingType, typename Rhs>
+struct solve_retval<SparseQR<_MatrixType,OrderingType>, Rhs>
+  : solve_retval_base<SparseQR<_MatrixType,OrderingType>, Rhs>
+{
+  typedef SparseQR<_MatrixType,OrderingType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+template<typename _MatrixType, typename OrderingType, typename Rhs>
+struct sparse_solve_retval<SparseQR<_MatrixType, OrderingType>, Rhs>
+ : sparse_solve_retval_base<SparseQR<_MatrixType, OrderingType>, Rhs>
+{
+  typedef SparseQR<_MatrixType, OrderingType> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec, Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+} // end namespace internal
+
+template <typename SparseQRType, typename Derived>
+struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived> >
+{
+  typedef typename SparseQRType::QRMatrixType MatrixType;
+  typedef typename SparseQRType::Scalar Scalar;
+  typedef typename SparseQRType::Index Index;
+  // Get the references 
+  SparseQR_QProduct(const SparseQRType& qr, const Derived& other, bool transpose) : 
+  m_qr(qr),m_other(other),m_transpose(transpose) {}
+  inline Index rows() const { return m_transpose ? m_qr.rows() : m_qr.cols(); }
+  inline Index cols() const { return m_other.cols(); }
+  
+  // Assign to a vector
+  template<typename DesType>
+  void evalTo(DesType& res) const
+  {
+    Index n = m_qr.cols();
+    res = m_other;
+    if (m_transpose)
+    {
+      eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
+      //Compute res = Q' * other column by column
+      for(Index j = 0; j < res.cols(); j++){
+        for (Index k = 0; k < n; k++)
+        {
+          Scalar tau = Scalar(0);
+          tau = m_qr.m_Q.col(k).dot(res.col(j));
+          if(tau==Scalar(0)) continue;
+          tau = tau * m_qr.m_hcoeffs(k);
+          res.col(j) -= tau * m_qr.m_Q.col(k);
+        }
+      }
+    }
+    else
+    {
+      eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
+      // Compute res = Q' * other column by column
+      for(Index j = 0; j < res.cols(); j++)
+      {
+        for (Index k = n-1; k >=0; k--)
+        {
+          Scalar tau = Scalar(0);
+          tau = m_qr.m_Q.col(k).dot(res.col(j));
+          if(tau==Scalar(0)) continue;
+          tau = tau * m_qr.m_hcoeffs(k);
+          res.col(j) -= tau * m_qr.m_Q.col(k);
+        }
+      }
+    }
+  }
+  
+  const SparseQRType& m_qr;
+  const Derived& m_other;
+  bool m_transpose;
+};
+
+template<typename SparseQRType>
+struct SparseQRMatrixQReturnType : public EigenBase<SparseQRMatrixQReturnType<SparseQRType> >
+{  
+  typedef typename SparseQRType::Index Index;
+  typedef typename SparseQRType::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+  SparseQRMatrixQReturnType(const SparseQRType& qr) : m_qr(qr) {}
+  template<typename Derived>
+  SparseQR_QProduct<SparseQRType, Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(),false);
+  }
+  SparseQRMatrixQTransposeReturnType<SparseQRType> adjoint() const
+  {
+    return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
+  }
+  inline Index rows() const { return m_qr.rows(); }
+  inline Index cols() const { return m_qr.cols(); }
+  // To use for operations with the transpose of Q
+  SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const
+  {
+    return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
+  }
+  template<typename Dest> void evalTo(MatrixBase<Dest>& dest) const
+  {
+    dest.derived() = m_qr.matrixQ() * Dest::Identity(m_qr.rows(), m_qr.rows());
+  }
+  template<typename Dest> void evalTo(SparseMatrixBase<Dest>& dest) const
+  {
+    Dest idMat(m_qr.rows(), m_qr.rows());
+    idMat.setIdentity();
+    // Sort the sparse householder reflectors if needed
+    const_cast<SparseQRType *>(&m_qr)->sort_matrix_Q();
+    dest.derived() = SparseQR_QProduct<SparseQRType, Dest>(m_qr, idMat, false);
+  }
+
+  const SparseQRType& m_qr;
+};
+
+template<typename SparseQRType>
+struct SparseQRMatrixQTransposeReturnType
+{
+  SparseQRMatrixQTransposeReturnType(const SparseQRType& qr) : m_qr(qr) {}
+  template<typename Derived>
+  SparseQR_QProduct<SparseQRType,Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(), true);
+  }
+  const SparseQRType& m_qr;
+};
+
+} // end namespace Eigen
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/StlSupport/StdDeque.h b/third_party/eigen3/Eigen/src/StlSupport/StdDeque.h
new file mode 100644
index 0000000000..4ee8e5c10a
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/StlSupport/StdDeque.h
@@ -0,0 +1,134 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STDDEQUE_H
+#define EIGEN_STDDEQUE_H
+
+#include "Eigen/src/StlSupport/details.h"
+
+// Define the explicit instantiation (e.g. necessary for the Intel compiler)
+#if defined(__INTEL_COMPILER) || defined(__GNUC__)
+  #define EIGEN_EXPLICIT_STL_DEQUE_INSTANTIATION(...) template class std::deque<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> >;
+#else
+  #define EIGEN_EXPLICIT_STL_DEQUE_INSTANTIATION(...)
+#endif
+
+/**
+ * This section contains a convenience MACRO which allows an easy specialization of
+ * std::deque such that for data types with alignment issues the correct allocator
+ * is used automatically.
+ */
+#define EIGEN_DEFINE_STL_DEQUE_SPECIALIZATION(...) \
+EIGEN_EXPLICIT_STL_DEQUE_INSTANTIATION(__VA_ARGS__) \
+namespace std \
+{ \
+  template<typename _Ay> \
+  class deque<__VA_ARGS__, _Ay>  \
+    : public deque<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> > \
+  { \
+    typedef deque<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> > deque_base; \
+  public: \
+    typedef __VA_ARGS__ value_type; \
+    typedef typename deque_base::allocator_type allocator_type; \
+    typedef typename deque_base::size_type size_type;  \
+    typedef typename deque_base::iterator iterator;  \
+    explicit deque(const allocator_type& a = allocator_type()) : deque_base(a) {}  \
+    template<typename InputIterator> \
+    deque(InputIterator first, InputIterator last, const allocator_type& a = allocator_type()) : deque_base(first, last, a) {} \
+    deque(const deque& c) : deque_base(c) {}  \
+    explicit deque(size_type num, const value_type& val = value_type()) : deque_base(num, val) {} \
+    deque(iterator start, iterator end) : deque_base(start, end) {}  \
+    deque& operator=(const deque& x) {  \
+      deque_base::operator=(x);  \
+      return *this;  \
+    } \
+  }; \
+}
+
+// check whether we really need the std::deque specialization
+#if !(defined(_GLIBCXX_DEQUE) && (!EIGEN_GNUC_AT_LEAST(4,1))) /* Note that before gcc-4.1 we already have: std::deque::resize(size_type,const T&). */
+
+namespace std {
+
+#define EIGEN_STD_DEQUE_SPECIALIZATION_BODY \
+  public:  \
+    typedef T value_type; \
+    typedef typename deque_base::allocator_type allocator_type; \
+    typedef typename deque_base::size_type size_type;  \
+    typedef typename deque_base::iterator iterator;  \
+    typedef typename deque_base::const_iterator const_iterator;  \
+    explicit deque(const allocator_type& a = allocator_type()) : deque_base(a) {}  \
+    template<typename InputIterator> \
+    deque(InputIterator first, InputIterator last, const allocator_type& a = allocator_type()) \
+    : deque_base(first, last, a) {} \
+    deque(const deque& c) : deque_base(c) {}  \
+    explicit deque(size_type num, const value_type& val = value_type()) : deque_base(num, val) {} \
+    deque(iterator start, iterator end) : deque_base(start, end) {}  \
+    deque& operator=(const deque& x) {  \
+      deque_base::operator=(x);  \
+      return *this;  \
+    }
+
+  template<typename T>
+  class deque<T,EIGEN_ALIGNED_ALLOCATOR<T> >
+    : public deque<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T),
+                   Eigen::aligned_allocator_indirection<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T)> >
+{
+  typedef deque<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T),
+                Eigen::aligned_allocator_indirection<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T)> > deque_base;
+  EIGEN_STD_DEQUE_SPECIALIZATION_BODY
+
+  void resize(size_type new_size)
+  { resize(new_size, T()); }
+
+#if defined(_DEQUE_)
+  // workaround MSVC std::deque implementation
+  void resize(size_type new_size, const value_type& x)
+  {
+    if (deque_base::size() < new_size)
+      deque_base::_Insert_n(deque_base::end(), new_size - deque_base::size(), x);
+    else if (new_size < deque_base::size())
+      deque_base::erase(deque_base::begin() + new_size, deque_base::end());
+  }
+  void push_back(const value_type& x)
+  { deque_base::push_back(x); } 
+  void push_front(const value_type& x)
+  { deque_base::push_front(x); }
+  using deque_base::insert;  
+  iterator insert(const_iterator position, const value_type& x)
+  { return deque_base::insert(position,x); }
+  void insert(const_iterator position, size_type new_size, const value_type& x)
+  { deque_base::insert(position, new_size, x); }
+#elif defined(_GLIBCXX_DEQUE) && EIGEN_GNUC_AT_LEAST(4,2)
+  // workaround GCC std::deque implementation
+  void resize(size_type new_size, const value_type& x)
+  {
+    if (new_size < deque_base::size())
+      deque_base::_M_erase_at_end(this->_M_impl._M_start + new_size);
+    else
+      deque_base::insert(deque_base::end(), new_size - deque_base::size(), x);
+  }
+#else
+  // either GCC 4.1 or non-GCC
+  // default implementation which should always work.
+  void resize(size_type new_size, const value_type& x)
+  {
+    if (new_size < deque_base::size())
+      deque_base::erase(deque_base::begin() + new_size, deque_base::end());
+    else if (new_size > deque_base::size())
+      deque_base::insert(deque_base::end(), new_size - deque_base::size(), x);
+  }
+#endif
+  };
+}
+
+#endif // check whether specialization is actually required
+
+#endif // EIGEN_STDDEQUE_H
diff --git a/third_party/eigen3/Eigen/src/StlSupport/StdList.h b/third_party/eigen3/Eigen/src/StlSupport/StdList.h
new file mode 100644
index 0000000000..627381ecec
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/StlSupport/StdList.h
@@ -0,0 +1,114 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STDLIST_H
+#define EIGEN_STDLIST_H
+
+#include "Eigen/src/StlSupport/details.h"
+
+// Define the explicit instantiation (e.g. necessary for the Intel compiler)
+#if defined(__INTEL_COMPILER) || defined(__GNUC__)
+  #define EIGEN_EXPLICIT_STL_LIST_INSTANTIATION(...) template class std::list<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> >;
+#else
+  #define EIGEN_EXPLICIT_STL_LIST_INSTANTIATION(...)
+#endif
+
+/**
+ * This section contains a convenience MACRO which allows an easy specialization of
+ * std::list such that for data types with alignment issues the correct allocator
+ * is used automatically.
+ */
+#define EIGEN_DEFINE_STL_LIST_SPECIALIZATION(...) \
+EIGEN_EXPLICIT_STL_LIST_INSTANTIATION(__VA_ARGS__) \
+namespace std \
+{ \
+  template<typename _Ay> \
+  class list<__VA_ARGS__, _Ay>  \
+    : public list<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> > \
+  { \
+    typedef list<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> > list_base; \
+  public: \
+    typedef __VA_ARGS__ value_type; \
+    typedef typename list_base::allocator_type allocator_type; \
+    typedef typename list_base::size_type size_type;  \
+    typedef typename list_base::iterator iterator;  \
+    explicit list(const allocator_type& a = allocator_type()) : list_base(a) {}  \
+    template<typename InputIterator> \
+    list(InputIterator first, InputIterator last, const allocator_type& a = allocator_type()) : list_base(first, last, a) {} \
+    list(const list& c) : list_base(c) {}  \
+    explicit list(size_type num, const value_type& val = value_type()) : list_base(num, val) {} \
+    list(iterator start, iterator end) : list_base(start, end) {}  \
+    list& operator=(const list& x) {  \
+      list_base::operator=(x);  \
+      return *this;  \
+    } \
+  }; \
+}
+
+// check whether we really need the std::vector specialization
+#if !(defined(_GLIBCXX_VECTOR) && (!EIGEN_GNUC_AT_LEAST(4,1))) /* Note that before gcc-4.1 we already have: std::list::resize(size_type,const T&). */
+
+namespace std
+{
+
+#define EIGEN_STD_LIST_SPECIALIZATION_BODY \
+  public:  \
+    typedef T value_type; \
+    typedef typename list_base::allocator_type allocator_type; \
+    typedef typename list_base::size_type size_type;  \
+    typedef typename list_base::iterator iterator;  \
+    typedef typename list_base::const_iterator const_iterator;  \
+    explicit list(const allocator_type& a = allocator_type()) : list_base(a) {}  \
+    template<typename InputIterator> \
+    list(InputIterator first, InputIterator last, const allocator_type& a = allocator_type()) \
+    : list_base(first, last, a) {} \
+    list(const list& c) : list_base(c) {}  \
+    explicit list(size_type num, const value_type& val = value_type()) : list_base(num, val) {} \
+    list(iterator start, iterator end) : list_base(start, end) {}  \
+    list& operator=(const list& x) {  \
+    list_base::operator=(x);  \
+    return *this; \
+  }
+
+  template<typename T>
+  class list<T,EIGEN_ALIGNED_ALLOCATOR<T> >
+    : public list<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T),
+                  Eigen::aligned_allocator_indirection<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T)> >
+  {
+    typedef list<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T),
+                 Eigen::aligned_allocator_indirection<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T)> > list_base;
+    EIGEN_STD_LIST_SPECIALIZATION_BODY
+
+    void resize(size_type new_size)
+    { resize(new_size, T()); }
+
+    void resize(size_type new_size, const value_type& x)
+    {
+      if (list_base::size() < new_size)
+        list_base::insert(list_base::end(), new_size - list_base::size(), x);
+      else
+        while (new_size < list_base::size()) list_base::pop_back();
+    }
+
+#if defined(_LIST_)
+    // workaround MSVC std::list implementation
+    void push_back(const value_type& x)
+    { list_base::push_back(x); } 
+    using list_base::insert;  
+    iterator insert(const_iterator position, const value_type& x)
+    { return list_base::insert(position,x); }
+    void insert(const_iterator position, size_type new_size, const value_type& x)
+    { list_base::insert(position, new_size, x); }
+#endif
+  };
+}
+
+#endif // check whether specialization is actually required
+
+#endif // EIGEN_STDLIST_H
diff --git a/third_party/eigen3/Eigen/src/StlSupport/StdVector.h b/third_party/eigen3/Eigen/src/StlSupport/StdVector.h
new file mode 100644
index 0000000000..40a9abefa8
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/StlSupport/StdVector.h
@@ -0,0 +1,126 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STDVECTOR_H
+#define EIGEN_STDVECTOR_H
+
+#include "Eigen/src/StlSupport/details.h"
+
+/**
+ * This section contains a convenience MACRO which allows an easy specialization of
+ * std::vector such that for data types with alignment issues the correct allocator
+ * is used automatically.
+ */
+#define EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(...) \
+namespace std \
+{ \
+  template<> \
+  class vector<__VA_ARGS__, std::allocator<__VA_ARGS__> >  \
+    : public vector<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> > \
+  { \
+    typedef vector<__VA_ARGS__, EIGEN_ALIGNED_ALLOCATOR<__VA_ARGS__> > vector_base; \
+  public: \
+    typedef __VA_ARGS__ value_type; \
+    typedef vector_base::allocator_type allocator_type; \
+    typedef vector_base::size_type size_type;  \
+    typedef vector_base::iterator iterator;  \
+    explicit vector(const allocator_type& a = allocator_type()) : vector_base(a) {}  \
+    template<typename InputIterator> \
+    vector(InputIterator first, InputIterator last, const allocator_type& a = allocator_type()) : vector_base(first, last, a) {} \
+    vector(const vector& c) : vector_base(c) {}  \
+    explicit vector(size_type num, const value_type& val = value_type()) : vector_base(num, val) {} \
+    vector(iterator start, iterator end) : vector_base(start, end) {}  \
+    vector& operator=(const vector& x) {  \
+      vector_base::operator=(x);  \
+      return *this;  \
+    } \
+  }; \
+}
+
+namespace std {
+
+#define EIGEN_STD_VECTOR_SPECIALIZATION_BODY \
+  public:  \
+    typedef T value_type; \
+    typedef typename vector_base::allocator_type allocator_type; \
+    typedef typename vector_base::size_type size_type;  \
+    typedef typename vector_base::iterator iterator;  \
+    typedef typename vector_base::const_iterator const_iterator;  \
+    explicit vector(const allocator_type& a = allocator_type()) : vector_base(a) {}  \
+    template<typename InputIterator> \
+    vector(InputIterator first, InputIterator last, const allocator_type& a = allocator_type()) \
+    : vector_base(first, last, a) {} \
+    vector(const vector& c) : vector_base(c) {}  \
+    explicit vector(size_type num, const value_type& val = value_type()) : vector_base(num, val) {} \
+    vector(iterator start, iterator end) : vector_base(start, end) {}  \
+    vector& operator=(const vector& x) {  \
+      vector_base::operator=(x);  \
+      return *this;  \
+    }
+
+  template<typename T>
+  class vector<T,EIGEN_ALIGNED_ALLOCATOR<T> >
+    : public vector<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T),
+                    Eigen::aligned_allocator_indirection<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T)> >
+{
+  typedef vector<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T),
+                 Eigen::aligned_allocator_indirection<EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T)> > vector_base;
+  EIGEN_STD_VECTOR_SPECIALIZATION_BODY
+
+  void resize(size_type new_size)
+  { resize(new_size, T()); }
+
+#if defined(_VECTOR_)
+  // workaround MSVC std::vector implementation
+  void resize(size_type new_size, const value_type& x)
+  {
+    if (vector_base::size() < new_size)
+      vector_base::_Insert_n(vector_base::end(), new_size - vector_base::size(), x);
+    else if (new_size < vector_base::size())
+      vector_base::erase(vector_base::begin() + new_size, vector_base::end());
+  }
+  void push_back(const value_type& x)
+  { vector_base::push_back(x); } 
+  using vector_base::insert;  
+  iterator insert(const_iterator position, const value_type& x)
+  { return vector_base::insert(position,x); }
+  void insert(const_iterator position, size_type new_size, const value_type& x)
+  { vector_base::insert(position, new_size, x); }
+#elif defined(_GLIBCXX_VECTOR) && (!(EIGEN_GNUC_AT_LEAST(4,1)))
+  /* Note that before gcc-4.1 we already have: std::vector::resize(size_type,const T&).
+   * However, this specialization is still needed to make the above EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION trick to work. */
+  void resize(size_type new_size, const value_type& x)
+  {
+    vector_base::resize(new_size,x);
+  }
+#elif defined(_GLIBCXX_VECTOR) && EIGEN_GNUC_AT_LEAST(4,2)
+  // workaround GCC std::vector implementation
+  void resize(size_type new_size, const value_type& x)
+  {
+    if (new_size < vector_base::size())
+      vector_base::_M_erase_at_end(this->_M_impl._M_start + new_size);
+    else
+      vector_base::insert(vector_base::end(), new_size - vector_base::size(), x);
+  }
+#else
+  // either GCC 4.1 or non-GCC
+  // default implementation which should always work.
+  void resize(size_type new_size, const value_type& x)
+  {
+    if (new_size < vector_base::size())
+      vector_base::erase(vector_base::begin() + new_size, vector_base::end());
+    else if (new_size > vector_base::size())
+      vector_base::insert(vector_base::end(), new_size - vector_base::size(), x);
+  }
+#endif
+  };
+}
+
+#endif // EIGEN_STDVECTOR_H
diff --git a/third_party/eigen3/Eigen/src/StlSupport/details.h b/third_party/eigen3/Eigen/src/StlSupport/details.h
new file mode 100644
index 0000000000..e42ec024f2
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/StlSupport/details.h
@@ -0,0 +1,84 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
+//
+// 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_STL_DETAILS_H
+#define EIGEN_STL_DETAILS_H
+
+#ifndef EIGEN_ALIGNED_ALLOCATOR
+  #define EIGEN_ALIGNED_ALLOCATOR Eigen::aligned_allocator
+#endif
+
+namespace Eigen {
+
+  // This one is needed to prevent reimplementing the whole std::vector.
+  template <class T>
+  class aligned_allocator_indirection : public EIGEN_ALIGNED_ALLOCATOR<T>
+  {
+  public:
+    typedef size_t    size_type;
+    typedef ptrdiff_t difference_type;
+    typedef T*        pointer;
+    typedef const T*  const_pointer;
+    typedef T&        reference;
+    typedef const T&  const_reference;
+    typedef T         value_type;
+
+    template<class U>
+    struct rebind
+    {
+      typedef aligned_allocator_indirection<U> other;
+    };
+
+    aligned_allocator_indirection() {}
+    aligned_allocator_indirection(const aligned_allocator_indirection& ) : EIGEN_ALIGNED_ALLOCATOR<T>() {}
+    aligned_allocator_indirection(const EIGEN_ALIGNED_ALLOCATOR<T>& ) {}
+    template<class U>
+    aligned_allocator_indirection(const aligned_allocator_indirection<U>& ) {}
+    template<class U>
+    aligned_allocator_indirection(const EIGEN_ALIGNED_ALLOCATOR<U>& ) {}
+    ~aligned_allocator_indirection() {}
+  };
+
+#if EIGEN_COMP_MSVC
+
+  // sometimes, MSVC detects, at compile time, that the argument x
+  // in std::vector::resize(size_t s,T x) won't be aligned and generate an error
+  // even if this function is never called. Whence this little wrapper.
+#define EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T) \
+  typename Eigen::internal::conditional< \
+    Eigen::internal::is_arithmetic<T>::value, \
+    T, \
+    Eigen::internal::workaround_msvc_stl_support<T> \
+  >::type
+
+  namespace internal {
+  template<typename T> struct workaround_msvc_stl_support : public T
+  {
+    inline workaround_msvc_stl_support() : T() {}
+    inline workaround_msvc_stl_support(const T& other) : T(other) {}
+    inline operator T& () { return *static_cast<T*>(this); }
+    inline operator const T& () const { return *static_cast<const T*>(this); }
+    template<typename OtherT>
+    inline T& operator=(const OtherT& other)
+    { T::operator=(other); return *this; }
+    inline workaround_msvc_stl_support& operator=(const workaround_msvc_stl_support& other)
+    { T::operator=(other); return *this; }
+  };
+  }
+
+#else
+
+#define EIGEN_WORKAROUND_MSVC_STL_SUPPORT(T) T
+
+#endif
+
+}
+
+#endif // EIGEN_STL_DETAILS_H
diff --git a/third_party/eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h b/third_party/eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h
new file mode 100644
index 0000000000..bcb355760c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/SuperLUSupport/SuperLUSupport.h
@@ -0,0 +1,1026 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_SUPERLUSUPPORT_H
+#define EIGEN_SUPERLUSUPPORT_H
+
+namespace Eigen { 
+
+#define DECL_GSSVX(PREFIX,FLOATTYPE,KEYTYPE)		\
+    extern "C" {                                                                                          \
+      typedef struct { FLOATTYPE for_lu; FLOATTYPE total_needed; int expansions; } PREFIX##mem_usage_t;   \
+      extern void PREFIX##gssvx(superlu_options_t *, SuperMatrix *, int *, int *, int *,                  \
+                                char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *,           \
+                                void *, int, SuperMatrix *, SuperMatrix *,                                \
+                                FLOATTYPE *, FLOATTYPE *, FLOATTYPE *, FLOATTYPE *,                       \
+                                PREFIX##mem_usage_t *, SuperLUStat_t *, int *);                           \
+    }                                                                                                     \
+    inline float SuperLU_gssvx(superlu_options_t *options, SuperMatrix *A,                                \
+         int *perm_c, int *perm_r, int *etree, char *equed,                                               \
+         FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L,                                                      \
+         SuperMatrix *U, void *work, int lwork,                                                           \
+         SuperMatrix *B, SuperMatrix *X,                                                                  \
+         FLOATTYPE *recip_pivot_growth,                                                                   \
+         FLOATTYPE *rcond, FLOATTYPE *ferr, FLOATTYPE *berr,                                              \
+         SuperLUStat_t *stats, int *info, KEYTYPE) {                                                      \
+    PREFIX##mem_usage_t mem_usage;                                                                        \
+    PREFIX##gssvx(options, A, perm_c, perm_r, etree, equed, R, C, L,                                      \
+         U, work, lwork, B, X, recip_pivot_growth, rcond,                                                 \
+         ferr, berr, &mem_usage, stats, info);                                                            \
+    return mem_usage.for_lu; /* bytes used by the factor storage */                                       \
+  }
+
+DECL_GSSVX(s,float,float)
+DECL_GSSVX(c,float,std::complex<float>)
+DECL_GSSVX(d,double,double)
+DECL_GSSVX(z,double,std::complex<double>)
+
+#ifdef MILU_ALPHA
+#define EIGEN_SUPERLU_HAS_ILU
+#endif
+
+#ifdef EIGEN_SUPERLU_HAS_ILU
+
+// similarly for the incomplete factorization using gsisx
+#define DECL_GSISX(PREFIX,FLOATTYPE,KEYTYPE)                                                    \
+    extern "C" {                                                                                \
+      extern void PREFIX##gsisx(superlu_options_t *, SuperMatrix *, int *, int *, int *,        \
+                         char *, FLOATTYPE *, FLOATTYPE *, SuperMatrix *, SuperMatrix *,        \
+                         void *, int, SuperMatrix *, SuperMatrix *, FLOATTYPE *, FLOATTYPE *,   \
+                         PREFIX##mem_usage_t *, SuperLUStat_t *, int *);                        \
+    }                                                                                           \
+    inline float SuperLU_gsisx(superlu_options_t *options, SuperMatrix *A,                      \
+         int *perm_c, int *perm_r, int *etree, char *equed,                                     \
+         FLOATTYPE *R, FLOATTYPE *C, SuperMatrix *L,                                            \
+         SuperMatrix *U, void *work, int lwork,                                                 \
+         SuperMatrix *B, SuperMatrix *X,                                                        \
+         FLOATTYPE *recip_pivot_growth,                                                         \
+         FLOATTYPE *rcond,                                                                      \
+         SuperLUStat_t *stats, int *info, KEYTYPE) {                                            \
+    PREFIX##mem_usage_t mem_usage;                                                              \
+    PREFIX##gsisx(options, A, perm_c, perm_r, etree, equed, R, C, L,                            \
+         U, work, lwork, B, X, recip_pivot_growth, rcond,                                       \
+         &mem_usage, stats, info);                                                              \
+    return mem_usage.for_lu; /* bytes used by the factor storage */                             \
+  }
+
+DECL_GSISX(s,float,float)
+DECL_GSISX(c,float,std::complex<float>)
+DECL_GSISX(d,double,double)
+DECL_GSISX(z,double,std::complex<double>)
+
+#endif
+
+template<typename MatrixType>
+struct SluMatrixMapHelper;
+
+/** \internal
+  *
+  * A wrapper class for SuperLU matrices. It supports only compressed sparse matrices
+  * and dense matrices. Supernodal and other fancy format are not supported by this wrapper.
+  *
+  * This wrapper class mainly aims to avoids the need of dynamic allocation of the storage structure.
+  */
+struct SluMatrix : SuperMatrix
+{
+  SluMatrix()
+  {
+    Store = &storage;
+  }
+
+  SluMatrix(const SluMatrix& other)
+    : SuperMatrix(other)
+  {
+    Store = &storage;
+    storage = other.storage;
+  }
+
+  SluMatrix& operator=(const SluMatrix& other)
+  {
+    SuperMatrix::operator=(static_cast<const SuperMatrix&>(other));
+    Store = &storage;
+    storage = other.storage;
+    return *this;
+  }
+
+  struct
+  {
+    union {int nnz;int lda;};
+    void *values;
+    int *innerInd;
+    int *outerInd;
+  } storage;
+
+  void setStorageType(Stype_t t)
+  {
+    Stype = t;
+    if (t==SLU_NC || t==SLU_NR || t==SLU_DN)
+      Store = &storage;
+    else
+    {
+      eigen_assert(false && "storage type not supported");
+      Store = 0;
+    }
+  }
+
+  template<typename Scalar>
+  void setScalarType()
+  {
+    if (internal::is_same<Scalar,float>::value)
+      Dtype = SLU_S;
+    else if (internal::is_same<Scalar,double>::value)
+      Dtype = SLU_D;
+    else if (internal::is_same<Scalar,std::complex<float> >::value)
+      Dtype = SLU_C;
+    else if (internal::is_same<Scalar,std::complex<double> >::value)
+      Dtype = SLU_Z;
+    else
+    {
+      eigen_assert(false && "Scalar type not supported by SuperLU");
+    }
+  }
+
+  template<typename MatrixType>
+  static SluMatrix Map(MatrixBase<MatrixType>& _mat)
+  {
+    MatrixType& mat(_mat.derived());
+    eigen_assert( ((MatrixType::Flags&RowMajorBit)!=RowMajorBit) && "row-major dense matrices are not supported by SuperLU");
+    SluMatrix res;
+    res.setStorageType(SLU_DN);
+    res.setScalarType<typename MatrixType::Scalar>();
+    res.Mtype     = SLU_GE;
+
+    res.nrow      = mat.rows();
+    res.ncol      = mat.cols();
+
+    res.storage.lda       = MatrixType::IsVectorAtCompileTime ? mat.size() : mat.outerStride();
+    res.storage.values    = (void*)(mat.data());
+    return res;
+  }
+
+  template<typename MatrixType>
+  static SluMatrix Map(SparseMatrixBase<MatrixType>& mat)
+  {
+    SluMatrix res;
+    if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
+    {
+      res.setStorageType(SLU_NR);
+      res.nrow      = mat.cols();
+      res.ncol      = mat.rows();
+    }
+    else
+    {
+      res.setStorageType(SLU_NC);
+      res.nrow      = mat.rows();
+      res.ncol      = mat.cols();
+    }
+
+    res.Mtype       = SLU_GE;
+
+    res.storage.nnz       = mat.nonZeros();
+    res.storage.values    = mat.derived().valuePtr();
+    res.storage.innerInd  = mat.derived().innerIndexPtr();
+    res.storage.outerInd  = mat.derived().outerIndexPtr();
+
+    res.setScalarType<typename MatrixType::Scalar>();
+
+    // FIXME the following is not very accurate
+    if (MatrixType::Flags & Upper)
+      res.Mtype = SLU_TRU;
+    if (MatrixType::Flags & Lower)
+      res.Mtype = SLU_TRL;
+
+    eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
+
+    return res;
+  }
+};
+
+template<typename Scalar, int Rows, int Cols, int Options, int MRows, int MCols>
+struct SluMatrixMapHelper<Matrix<Scalar,Rows,Cols,Options,MRows,MCols> >
+{
+  typedef Matrix<Scalar,Rows,Cols,Options,MRows,MCols> MatrixType;
+  static void run(MatrixType& mat, SluMatrix& res)
+  {
+    eigen_assert( ((Options&RowMajor)!=RowMajor) && "row-major dense matrices is not supported by SuperLU");
+    res.setStorageType(SLU_DN);
+    res.setScalarType<Scalar>();
+    res.Mtype     = SLU_GE;
+
+    res.nrow      = mat.rows();
+    res.ncol      = mat.cols();
+
+    res.storage.lda       = mat.outerStride();
+    res.storage.values    = mat.data();
+  }
+};
+
+template<typename Derived>
+struct SluMatrixMapHelper<SparseMatrixBase<Derived> >
+{
+  typedef Derived MatrixType;
+  static void run(MatrixType& mat, SluMatrix& res)
+  {
+    if ((MatrixType::Flags&RowMajorBit)==RowMajorBit)
+    {
+      res.setStorageType(SLU_NR);
+      res.nrow      = mat.cols();
+      res.ncol      = mat.rows();
+    }
+    else
+    {
+      res.setStorageType(SLU_NC);
+      res.nrow      = mat.rows();
+      res.ncol      = mat.cols();
+    }
+
+    res.Mtype       = SLU_GE;
+
+    res.storage.nnz       = mat.nonZeros();
+    res.storage.values    = mat.valuePtr();
+    res.storage.innerInd  = mat.innerIndexPtr();
+    res.storage.outerInd  = mat.outerIndexPtr();
+
+    res.setScalarType<typename MatrixType::Scalar>();
+
+    // FIXME the following is not very accurate
+    if (MatrixType::Flags & Upper)
+      res.Mtype = SLU_TRU;
+    if (MatrixType::Flags & Lower)
+      res.Mtype = SLU_TRL;
+
+    eigen_assert(((MatrixType::Flags & SelfAdjoint)==0) && "SelfAdjoint matrix shape not supported by SuperLU");
+  }
+};
+
+namespace internal {
+
+template<typename MatrixType>
+SluMatrix asSluMatrix(MatrixType& mat)
+{
+  return SluMatrix::Map(mat);
+}
+
+/** View a Super LU matrix as an Eigen expression */
+template<typename Scalar, int Flags, typename Index>
+MappedSparseMatrix<Scalar,Flags,Index> map_superlu(SluMatrix& sluMat)
+{
+  eigen_assert((Flags&RowMajor)==RowMajor && sluMat.Stype == SLU_NR
+         || (Flags&ColMajor)==ColMajor && sluMat.Stype == SLU_NC);
+
+  Index outerSize = (Flags&RowMajor)==RowMajor ? sluMat.ncol : sluMat.nrow;
+
+  return MappedSparseMatrix<Scalar,Flags,Index>(
+    sluMat.nrow, sluMat.ncol, sluMat.storage.outerInd[outerSize],
+    sluMat.storage.outerInd, sluMat.storage.innerInd, reinterpret_cast<Scalar*>(sluMat.storage.values) );
+}
+
+} // end namespace internal
+
+/** \ingroup SuperLUSupport_Module
+  * \class SuperLUBase
+  * \brief The base class for the direct and incomplete LU factorization of SuperLU
+  */
+template<typename _MatrixType, typename Derived>
+class SuperLUBase : internal::noncopyable
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;    
+    typedef SparseMatrix<Scalar> LUMatrixType;
+
+  public:
+
+    SuperLUBase() {}
+
+    ~SuperLUBase()
+    {
+      clearFactors();
+    }
+    
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    
+    /** \returns a reference to the Super LU option object to configure the  Super LU algorithms. */
+    inline superlu_options_t& options() { return m_sluOptions; }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    void compute(const MatrixType& matrix)
+    {
+      derived().analyzePattern(matrix);
+      derived().factorize(matrix);
+    }
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<SuperLUBase, Rhs> solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "SuperLU is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "SuperLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<SuperLUBase, Rhs>(*this, b.derived());
+    }
+    
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<SuperLUBase, Rhs> solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "SuperLU is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "SuperLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<SuperLUBase, Rhs>(*this, b.derived());
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& /*matrix*/)
+    {
+      m_isInitialized = true;
+      m_info = Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+    }
+    
+    template<typename Stream>
+    void dumpMemory(Stream& /*s*/)
+    {}
+    
+  protected:
+    
+    void initFactorization(const MatrixType& a)
+    {
+      set_default_options(&this->m_sluOptions);
+      
+      const int size = a.rows();
+      m_matrix = a;
+
+      m_sluA = internal::asSluMatrix(m_matrix);
+      clearFactors();
+
+      m_p.resize(size);
+      m_q.resize(size);
+      m_sluRscale.resize(size);
+      m_sluCscale.resize(size);
+      m_sluEtree.resize(size);
+
+      // set empty B and X
+      m_sluB.setStorageType(SLU_DN);
+      m_sluB.setScalarType<Scalar>();
+      m_sluB.Mtype          = SLU_GE;
+      m_sluB.storage.values = 0;
+      m_sluB.nrow           = 0;
+      m_sluB.ncol           = 0;
+      m_sluB.storage.lda    = size;
+      m_sluX                = m_sluB;
+      
+      m_extractedDataAreDirty = true;
+    }
+    
+    void init()
+    {
+      m_info = InvalidInput;
+      m_isInitialized = false;
+      m_sluL.Store = 0;
+      m_sluU.Store = 0;
+    }
+    
+    void extractData() const;
+
+    void clearFactors()
+    {
+      if(m_sluL.Store)
+        Destroy_SuperNode_Matrix(&m_sluL);
+      if(m_sluU.Store)
+        Destroy_CompCol_Matrix(&m_sluU);
+
+      m_sluL.Store = 0;
+      m_sluU.Store = 0;
+
+      memset(&m_sluL,0,sizeof m_sluL);
+      memset(&m_sluU,0,sizeof m_sluU);
+    }
+
+    // cached data to reduce reallocation, etc.
+    mutable LUMatrixType m_l;
+    mutable LUMatrixType m_u;
+    mutable IntColVectorType m_p;
+    mutable IntRowVectorType m_q;
+
+    mutable LUMatrixType m_matrix;  // copy of the factorized matrix
+    mutable SluMatrix m_sluA;
+    mutable SuperMatrix m_sluL, m_sluU;
+    mutable SluMatrix m_sluB, m_sluX;
+    mutable SuperLUStat_t m_sluStat;
+    mutable superlu_options_t m_sluOptions;
+    mutable std::vector<int> m_sluEtree;
+    mutable Matrix<RealScalar,Dynamic,1> m_sluRscale, m_sluCscale;
+    mutable Matrix<RealScalar,Dynamic,1> m_sluFerr, m_sluBerr;
+    mutable char m_sluEqued;
+
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+    mutable bool m_extractedDataAreDirty;
+    
+  private:
+    SuperLUBase(SuperLUBase& ) { }
+};
+
+
+/** \ingroup SuperLUSupport_Module
+  * \class SuperLU
+  * \brief A sparse direct LU factorization and solver based on the SuperLU library
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a direct LU factorization
+  * using the SuperLU library. The sparse matrix A must be squared and invertible. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType>
+class SuperLU : public SuperLUBase<_MatrixType,SuperLU<_MatrixType> >
+{
+  public:
+    typedef SuperLUBase<_MatrixType,SuperLU> Base;
+    typedef _MatrixType MatrixType;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::RealScalar RealScalar;
+    typedef typename Base::Index Index;
+    typedef typename Base::IntRowVectorType IntRowVectorType;
+    typedef typename Base::IntColVectorType IntColVectorType;    
+    typedef typename Base::LUMatrixType LUMatrixType;
+    typedef TriangularView<LUMatrixType, Lower|UnitDiag>  LMatrixType;
+    typedef TriangularView<LUMatrixType,  Upper>           UMatrixType;
+
+  public:
+
+    SuperLU() : Base() { init(); }
+
+    SuperLU(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~SuperLU()
+    {
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      m_info = InvalidInput;
+      m_isInitialized = false;
+      Base::analyzePattern(matrix);
+    }
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix);
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    
+    inline const LMatrixType& matrixL() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_l;
+    }
+
+    inline const UMatrixType& matrixU() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_u;
+    }
+
+    inline const IntColVectorType& permutationP() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_p;
+    }
+
+    inline const IntRowVectorType& permutationQ() const
+    {
+      if (m_extractedDataAreDirty) this->extractData();
+      return m_q;
+    }
+    
+    Scalar determinant() const;
+    
+  protected:
+    
+    using Base::m_matrix;
+    using Base::m_sluOptions;
+    using Base::m_sluA;
+    using Base::m_sluB;
+    using Base::m_sluX;
+    using Base::m_p;
+    using Base::m_q;
+    using Base::m_sluEtree;
+    using Base::m_sluEqued;
+    using Base::m_sluRscale;
+    using Base::m_sluCscale;
+    using Base::m_sluL;
+    using Base::m_sluU;
+    using Base::m_sluStat;
+    using Base::m_sluFerr;
+    using Base::m_sluBerr;
+    using Base::m_l;
+    using Base::m_u;
+    
+    using Base::m_analysisIsOk;
+    using Base::m_factorizationIsOk;
+    using Base::m_extractedDataAreDirty;
+    using Base::m_isInitialized;
+    using Base::m_info;
+    
+    void init()
+    {
+      Base::init();
+      
+      set_default_options(&this->m_sluOptions);
+      m_sluOptions.PrintStat        = NO;
+      m_sluOptions.ConditionNumber  = NO;
+      m_sluOptions.Trans            = NOTRANS;
+      m_sluOptions.ColPerm          = COLAMD;
+    }
+    
+    
+  private:
+    SuperLU(SuperLU& ) { }
+};
+
+template<typename MatrixType>
+void SuperLU<MatrixType>::factorize(const MatrixType& a)
+{
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  if(!m_analysisIsOk)
+  {
+    m_info = InvalidInput;
+    return;
+  }
+  
+  this->initFactorization(a);
+  
+  m_sluOptions.ColPerm = COLAMD;
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+  RealScalar ferr, berr;
+
+  StatInit(&m_sluStat);
+  SuperLU_gssvx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
+                &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &ferr, &berr,
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+
+  m_extractedDataAreDirty = true;
+
+  // FIXME how to better check for errors ???
+  m_info = info == 0 ? Success : NumericalIssue;
+  m_factorizationIsOk = true;
+}
+
+template<typename MatrixType>
+template<typename Rhs,typename Dest>
+void SuperLU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+  const int size = m_matrix.rows();
+  const int rhsCols = b.cols();
+  eigen_assert(size==b.rows());
+
+  m_sluOptions.Trans = NOTRANS;
+  m_sluOptions.Fact = FACTORED;
+  m_sluOptions.IterRefine = NOREFINE;
+  
+
+  m_sluFerr.resize(rhsCols);
+  m_sluBerr.resize(rhsCols);
+  m_sluB = SluMatrix::Map(b.const_cast_derived());
+  m_sluX = SluMatrix::Map(x.derived());
+  
+  typename Rhs::PlainObject b_cpy;
+  if(m_sluEqued!='N')
+  {
+    b_cpy = b;
+    m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());  
+  }
+
+  StatInit(&m_sluStat);
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+  SuperLU_gssvx(&m_sluOptions, &m_sluA,
+                m_q.data(), m_p.data(),
+                &m_sluEtree[0], &m_sluEqued,
+                &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &m_sluFerr[0], &m_sluBerr[0],
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+  m_info = info==0 ? Success : NumericalIssue;
+}
+
+// the code of this extractData() function has been adapted from the SuperLU's Matlab support code,
+//
+//  Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+//
+//  THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+//  EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+//
+template<typename MatrixType, typename Derived>
+void SuperLUBase<MatrixType,Derived>::extractData() const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for extracting factors, you must first call either compute() or analyzePattern()/factorize()");
+  if (m_extractedDataAreDirty)
+  {
+    int         upper;
+    int         fsupc, istart, nsupr;
+    int         lastl = 0, lastu = 0;
+    SCformat    *Lstore = static_cast<SCformat*>(m_sluL.Store);
+    NCformat    *Ustore = static_cast<NCformat*>(m_sluU.Store);
+    Scalar      *SNptr;
+
+    const int size = m_matrix.rows();
+    m_l.resize(size,size);
+    m_l.resizeNonZeros(Lstore->nnz);
+    m_u.resize(size,size);
+    m_u.resizeNonZeros(Ustore->nnz);
+
+    int* Lcol = m_l.outerIndexPtr();
+    int* Lrow = m_l.innerIndexPtr();
+    Scalar* Lval = m_l.valuePtr();
+
+    int* Ucol = m_u.outerIndexPtr();
+    int* Urow = m_u.innerIndexPtr();
+    Scalar* Uval = m_u.valuePtr();
+
+    Ucol[0] = 0;
+    Ucol[0] = 0;
+
+    /* for each supernode */
+    for (int k = 0; k <= Lstore->nsuper; ++k)
+    {
+      fsupc   = L_FST_SUPC(k);
+      istart  = L_SUB_START(fsupc);
+      nsupr   = L_SUB_START(fsupc+1) - istart;
+      upper   = 1;
+
+      /* for each column in the supernode */
+      for (int j = fsupc; j < L_FST_SUPC(k+1); ++j)
+      {
+        SNptr = &((Scalar*)Lstore->nzval)[L_NZ_START(j)];
+
+        /* Extract U */
+        for (int i = U_NZ_START(j); i < U_NZ_START(j+1); ++i)
+        {
+          Uval[lastu] = ((Scalar*)Ustore->nzval)[i];
+          /* Matlab doesn't like explicit zero. */
+          if (Uval[lastu] != 0.0)
+            Urow[lastu++] = U_SUB(i);
+        }
+        for (int i = 0; i < upper; ++i)
+        {
+          /* upper triangle in the supernode */
+          Uval[lastu] = SNptr[i];
+          /* Matlab doesn't like explicit zero. */
+          if (Uval[lastu] != 0.0)
+            Urow[lastu++] = L_SUB(istart+i);
+        }
+        Ucol[j+1] = lastu;
+
+        /* Extract L */
+        Lval[lastl] = 1.0; /* unit diagonal */
+        Lrow[lastl++] = L_SUB(istart + upper - 1);
+        for (int i = upper; i < nsupr; ++i)
+        {
+          Lval[lastl] = SNptr[i];
+          /* Matlab doesn't like explicit zero. */
+          if (Lval[lastl] != 0.0)
+            Lrow[lastl++] = L_SUB(istart+i);
+        }
+        Lcol[j+1] = lastl;
+
+        ++upper;
+      } /* for j ... */
+
+    } /* for k ... */
+
+    // squeeze the matrices :
+    m_l.resizeNonZeros(lastl);
+    m_u.resizeNonZeros(lastu);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template<typename MatrixType>
+typename SuperLU<MatrixType>::Scalar SuperLU<MatrixType>::determinant() const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for computing the determinant, you must first call either compute() or analyzePattern()/factorize()");
+  
+  if (m_extractedDataAreDirty)
+    this->extractData();
+
+  Scalar det = Scalar(1);
+  for (int j=0; j<m_u.cols(); ++j)
+  {
+    if (m_u.outerIndexPtr()[j+1]-m_u.outerIndexPtr()[j] > 0)
+    {
+      int lastId = m_u.outerIndexPtr()[j+1]-1;
+      eigen_assert(m_u.innerIndexPtr()[lastId]<=j);
+      if (m_u.innerIndexPtr()[lastId]==j)
+        det *= m_u.valuePtr()[lastId];
+    }
+  }
+  if(m_sluEqued!='N')
+    return det/m_sluRscale.prod()/m_sluCscale.prod();
+  else
+    return det;
+}
+
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+#define EIGEN_SUPERLU_HAS_ILU
+#endif
+
+#ifdef EIGEN_SUPERLU_HAS_ILU
+
+/** \ingroup SuperLUSupport_Module
+  * \class SuperILU
+  * \brief A sparse direct \b incomplete LU factorization and solver based on the SuperLU library
+  *
+  * This class allows to solve for an approximate solution of A.X = B sparse linear problems via an incomplete LU factorization
+  * using the SuperLU library. This class is aimed to be used as a preconditioner of the iterative linear solvers.
+  *
+  * \warning This class requires SuperLU 4 or later.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \sa \ref TutorialSparseDirectSolvers, class ConjugateGradient, class BiCGSTAB
+  */
+
+template<typename _MatrixType>
+class SuperILU : public SuperLUBase<_MatrixType,SuperILU<_MatrixType> >
+{
+  public:
+    typedef SuperLUBase<_MatrixType,SuperILU> Base;
+    typedef _MatrixType MatrixType;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::RealScalar RealScalar;
+    typedef typename Base::Index Index;
+
+  public:
+
+    SuperILU() : Base() { init(); }
+
+    SuperILU(const MatrixType& matrix) : Base()
+    {
+      init();
+      Base::compute(matrix);
+    }
+
+    ~SuperILU()
+    {
+    }
+    
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      * 
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      Base::analyzePattern(matrix);
+    }
+    
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix);
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const;
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+    
+  protected:
+    
+    using Base::m_matrix;
+    using Base::m_sluOptions;
+    using Base::m_sluA;
+    using Base::m_sluB;
+    using Base::m_sluX;
+    using Base::m_p;
+    using Base::m_q;
+    using Base::m_sluEtree;
+    using Base::m_sluEqued;
+    using Base::m_sluRscale;
+    using Base::m_sluCscale;
+    using Base::m_sluL;
+    using Base::m_sluU;
+    using Base::m_sluStat;
+    using Base::m_sluFerr;
+    using Base::m_sluBerr;
+    using Base::m_l;
+    using Base::m_u;
+    
+    using Base::m_analysisIsOk;
+    using Base::m_factorizationIsOk;
+    using Base::m_extractedDataAreDirty;
+    using Base::m_isInitialized;
+    using Base::m_info;
+
+    void init()
+    {
+      Base::init();
+      
+      ilu_set_default_options(&m_sluOptions);
+      m_sluOptions.PrintStat        = NO;
+      m_sluOptions.ConditionNumber  = NO;
+      m_sluOptions.Trans            = NOTRANS;
+      m_sluOptions.ColPerm          = MMD_AT_PLUS_A;
+      
+      // no attempt to preserve column sum
+      m_sluOptions.ILU_MILU = SILU;
+      // only basic ILU(k) support -- no direct control over memory consumption
+      // better to use ILU_DropRule = DROP_BASIC | DROP_AREA
+      // and set ILU_FillFactor to max memory growth
+      m_sluOptions.ILU_DropRule = DROP_BASIC;
+      m_sluOptions.ILU_DropTol = NumTraits<Scalar>::dummy_precision()*10;
+    }
+    
+  private:
+    SuperILU(SuperILU& ) { }
+};
+
+template<typename MatrixType>
+void SuperILU<MatrixType>::factorize(const MatrixType& a)
+{
+  eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+  if(!m_analysisIsOk)
+  {
+    m_info = InvalidInput;
+    return;
+  }
+  
+  this->initFactorization(a);
+
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+
+  StatInit(&m_sluStat);
+  SuperLU_gsisx(&m_sluOptions, &m_sluA, m_q.data(), m_p.data(), &m_sluEtree[0],
+                &m_sluEqued, &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+
+  // FIXME how to better check for errors ???
+  m_info = info == 0 ? Success : NumericalIssue;
+  m_factorizationIsOk = true;
+}
+
+template<typename MatrixType>
+template<typename Rhs,typename Dest>
+void SuperILU<MatrixType>::_solve(const MatrixBase<Rhs> &b, MatrixBase<Dest>& x) const
+{
+  eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or analyzePattern()/factorize()");
+
+  const int size = m_matrix.rows();
+  const int rhsCols = b.cols();
+  eigen_assert(size==b.rows());
+
+  m_sluOptions.Trans = NOTRANS;
+  m_sluOptions.Fact = FACTORED;
+  m_sluOptions.IterRefine = NOREFINE;
+
+  m_sluFerr.resize(rhsCols);
+  m_sluBerr.resize(rhsCols);
+  m_sluB = SluMatrix::Map(b.const_cast_derived());
+  m_sluX = SluMatrix::Map(x.derived());
+
+  typename Rhs::PlainObject b_cpy;
+  if(m_sluEqued!='N')
+  {
+    b_cpy = b;
+    m_sluB = SluMatrix::Map(b_cpy.const_cast_derived());  
+  }
+  
+  int info = 0;
+  RealScalar recip_pivot_growth, rcond;
+
+  StatInit(&m_sluStat);
+  SuperLU_gsisx(&m_sluOptions, &m_sluA,
+                m_q.data(), m_p.data(),
+                &m_sluEtree[0], &m_sluEqued,
+                &m_sluRscale[0], &m_sluCscale[0],
+                &m_sluL, &m_sluU,
+                NULL, 0,
+                &m_sluB, &m_sluX,
+                &recip_pivot_growth, &rcond,
+                &m_sluStat, &info, Scalar());
+  StatFree(&m_sluStat);
+
+  m_info = info==0 ? Success : NumericalIssue;
+}
+#endif
+
+namespace internal {
+  
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs>
+  : solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs>
+{
+  typedef SuperLUBase<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec().derived()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, typename Derived, typename Rhs>
+struct sparse_solve_retval<SuperLUBase<_MatrixType,Derived>, Rhs>
+  : sparse_solve_retval_base<SuperLUBase<_MatrixType,Derived>, Rhs>
+{
+  typedef SuperLUBase<_MatrixType,Derived> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SUPERLUSUPPORT_H
diff --git a/third_party/eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h b/third_party/eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h
new file mode 100644
index 0000000000..3a48cecf76
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/UmfPackSupport/UmfPackSupport.h
@@ -0,0 +1,432 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_UMFPACKSUPPORT_H
+#define EIGEN_UMFPACKSUPPORT_H
+
+namespace Eigen { 
+
+/* TODO extract L, extract U, compute det, etc... */
+
+// generic double/complex<double> wrapper functions:
+
+inline void umfpack_free_numeric(void **Numeric, double)
+{ umfpack_di_free_numeric(Numeric); *Numeric = 0; }
+
+inline void umfpack_free_numeric(void **Numeric, std::complex<double>)
+{ umfpack_zi_free_numeric(Numeric); *Numeric = 0; }
+
+inline void umfpack_free_symbolic(void **Symbolic, double)
+{ umfpack_di_free_symbolic(Symbolic); *Symbolic = 0; }
+
+inline void umfpack_free_symbolic(void **Symbolic, std::complex<double>)
+{ umfpack_zi_free_symbolic(Symbolic); *Symbolic = 0; }
+
+inline int umfpack_symbolic(int n_row,int n_col,
+                            const int Ap[], const int Ai[], const double Ax[], void **Symbolic,
+                            const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
+{
+  return umfpack_di_symbolic(n_row,n_col,Ap,Ai,Ax,Symbolic,Control,Info);
+}
+
+inline int umfpack_symbolic(int n_row,int n_col,
+                            const int Ap[], const int Ai[], const std::complex<double> Ax[], void **Symbolic,
+                            const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO])
+{
+  return umfpack_zi_symbolic(n_row,n_col,Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Control,Info);
+}
+
+inline int umfpack_numeric( const int Ap[], const int Ai[], const double Ax[],
+                            void *Symbolic, void **Numeric,
+                            const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
+{
+  return umfpack_di_numeric(Ap,Ai,Ax,Symbolic,Numeric,Control,Info);
+}
+
+inline int umfpack_numeric( const int Ap[], const int Ai[], const std::complex<double> Ax[],
+                            void *Symbolic, void **Numeric,
+                            const double Control[UMFPACK_CONTROL],double Info [UMFPACK_INFO])
+{
+  return umfpack_zi_numeric(Ap,Ai,&numext::real_ref(Ax[0]),0,Symbolic,Numeric,Control,Info);
+}
+
+inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const double Ax[],
+                          double X[], const double B[], void *Numeric,
+                          const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
+{
+  return umfpack_di_solve(sys,Ap,Ai,Ax,X,B,Numeric,Control,Info);
+}
+
+inline int umfpack_solve( int sys, const int Ap[], const int Ai[], const std::complex<double> Ax[],
+                          std::complex<double> X[], const std::complex<double> B[], void *Numeric,
+                          const double Control[UMFPACK_CONTROL], double Info[UMFPACK_INFO])
+{
+  return umfpack_zi_solve(sys,Ap,Ai,&numext::real_ref(Ax[0]),0,&numext::real_ref(X[0]),0,&numext::real_ref(B[0]),0,Numeric,Control,Info);
+}
+
+inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, double)
+{
+  return umfpack_di_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
+}
+
+inline int umfpack_get_lunz(int *lnz, int *unz, int *n_row, int *n_col, int *nz_udiag, void *Numeric, std::complex<double>)
+{
+  return umfpack_zi_get_lunz(lnz,unz,n_row,n_col,nz_udiag,Numeric);
+}
+
+inline int umfpack_get_numeric(int Lp[], int Lj[], double Lx[], int Up[], int Ui[], double Ux[],
+                               int P[], int Q[], double Dx[], int *do_recip, double Rs[], void *Numeric)
+{
+  return umfpack_di_get_numeric(Lp,Lj,Lx,Up,Ui,Ux,P,Q,Dx,do_recip,Rs,Numeric);
+}
+
+inline int umfpack_get_numeric(int Lp[], int Lj[], std::complex<double> Lx[], int Up[], int Ui[], std::complex<double> Ux[],
+                               int P[], int Q[], std::complex<double> Dx[], int *do_recip, double Rs[], void *Numeric)
+{
+  double& lx0_real = numext::real_ref(Lx[0]);
+  double& ux0_real = numext::real_ref(Ux[0]);
+  double& dx0_real = numext::real_ref(Dx[0]);
+  return umfpack_zi_get_numeric(Lp,Lj,Lx?&lx0_real:0,0,Up,Ui,Ux?&ux0_real:0,0,P,Q,
+                                Dx?&dx0_real:0,0,do_recip,Rs,Numeric);
+}
+
+inline int umfpack_get_determinant(double *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO])
+{
+  return umfpack_di_get_determinant(Mx,Ex,NumericHandle,User_Info);
+}
+
+inline int umfpack_get_determinant(std::complex<double> *Mx, double *Ex, void *NumericHandle, double User_Info [UMFPACK_INFO])
+{
+  double& mx_real = numext::real_ref(*Mx);
+  return umfpack_zi_get_determinant(&mx_real,0,Ex,NumericHandle,User_Info);
+}
+
+/** \ingroup UmfPackSupport_Module
+  * \brief A sparse LU factorization and solver based on UmfPack
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LU factorization
+  * using the UmfPack library. The sparse matrix A must be squared and full rank.
+  * The vectors or matrices X and B can be either dense or sparse.
+  *
+  * \warning The input matrix A should be in a \b compressed and \b column-major form.
+  * Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  *
+  * \sa \ref TutorialSparseDirectSolvers
+  */
+template<typename _MatrixType>
+class UmfPackLU : internal::noncopyable
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> IntRowVectorType;
+    typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> IntColVectorType;
+    typedef SparseMatrix<Scalar> LUMatrixType;
+    typedef SparseMatrix<Scalar,ColMajor,int> UmfpackMatrixType;
+
+  public:
+
+    UmfPackLU() { init(); }
+
+    UmfPackLU(const MatrixType& matrix)
+    {
+      init();
+      compute(matrix);
+    }
+
+    ~UmfPackLU()
+    {
+      if(m_symbolic) umfpack_free_symbolic(&m_symbolic,Scalar());
+      if(m_numeric)  umfpack_free_numeric(&m_numeric,Scalar());
+    }
+
+    inline Index rows() const { return m_copyMatrix.rows(); }
+    inline Index cols() const { return m_copyMatrix.cols(); }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+    inline const LUMatrixType& matrixL() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_l;
+    }
+
+    inline const LUMatrixType& matrixU() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_u;
+    }
+
+    inline const IntColVectorType& permutationP() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_p;
+    }
+
+    inline const IntRowVectorType& permutationQ() const
+    {
+      if (m_extractedDataAreDirty) extractData();
+      return m_q;
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix 
+     *  Note that the matrix should be column-major, and in compressed format for best performance.
+     *  \sa SparseMatrix::makeCompressed().
+     */
+    void compute(const MatrixType& matrix)
+    {
+      analyzePattern(matrix);
+      factorize(matrix);
+    }
+
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<UmfPackLU, Rhs> solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "UmfPackLU is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "UmfPackLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<UmfPackLU, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const internal::sparse_solve_retval<UmfPackLU, Rhs> solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "UmfPackLU is not initialized.");
+      eigen_assert(rows()==b.rows()
+                && "UmfPackLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::sparse_solve_retval<UmfPackLU, Rhs>(*this, b.derived());
+    }
+
+    /** Performs a symbolic decomposition on the sparcity of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize(), compute()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      if(m_symbolic)
+        umfpack_free_symbolic(&m_symbolic,Scalar());
+      if(m_numeric)
+        umfpack_free_numeric(&m_numeric,Scalar());
+      
+      grapInput(matrix);
+
+      int errorCode = 0;
+      errorCode = umfpack_symbolic(matrix.rows(), matrix.cols(), m_outerIndexPtr, m_innerIndexPtr, m_valuePtr,
+                                   &m_symbolic, 0, 0);
+
+      m_isInitialized = true;
+      m_info = errorCode ? InvalidInput : Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
+      *
+      * \sa analyzePattern(), compute()
+      */
+    void factorize(const MatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "UmfPackLU: you must first call analyzePattern()");
+      if(m_numeric)
+        umfpack_free_numeric(&m_numeric,Scalar());
+
+      grapInput(matrix);
+
+      int errorCode;
+      errorCode = umfpack_numeric(m_outerIndexPtr, m_innerIndexPtr, m_valuePtr,
+                                  m_symbolic, &m_numeric, 0, 0);
+
+      m_info = errorCode ? NumericalIssue : Success;
+      m_factorizationIsOk = true;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename BDerived,typename XDerived>
+    bool _solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const;
+    #endif
+
+    Scalar determinant() const;
+
+    void extractData() const;
+
+  protected:
+
+
+    void init()
+    {
+      m_info = InvalidInput;
+      m_isInitialized = false;
+      m_numeric = 0;
+      m_symbolic = 0;
+      m_outerIndexPtr = 0;
+      m_innerIndexPtr = 0;
+      m_valuePtr      = 0;
+    }
+    
+    void grapInput(const MatrixType& mat)
+    {
+      m_copyMatrix.resize(mat.rows(), mat.cols());
+      if( ((MatrixType::Flags&RowMajorBit)==RowMajorBit) || sizeof(typename MatrixType::Index)!=sizeof(int) || !mat.isCompressed() )
+      {
+        // non supported input -> copy
+        m_copyMatrix = mat;
+        m_outerIndexPtr = m_copyMatrix.outerIndexPtr();
+        m_innerIndexPtr = m_copyMatrix.innerIndexPtr();
+        m_valuePtr      = m_copyMatrix.valuePtr();
+      }
+      else
+      {
+        m_outerIndexPtr = mat.outerIndexPtr();
+        m_innerIndexPtr = mat.innerIndexPtr();
+        m_valuePtr      = mat.valuePtr();
+      }
+    }
+
+    // cached data to reduce reallocation, etc.
+    mutable LUMatrixType m_l;
+    mutable LUMatrixType m_u;
+    mutable IntColVectorType m_p;
+    mutable IntRowVectorType m_q;
+
+    UmfpackMatrixType m_copyMatrix;
+    const Scalar* m_valuePtr;
+    const int* m_outerIndexPtr;
+    const int* m_innerIndexPtr;
+    void* m_numeric;
+    void* m_symbolic;
+
+    mutable ComputationInfo m_info;
+    bool m_isInitialized;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+    mutable bool m_extractedDataAreDirty;
+    
+  private:
+    UmfPackLU(UmfPackLU& ) { }
+};
+
+
+template<typename MatrixType>
+void UmfPackLU<MatrixType>::extractData() const
+{
+  if (m_extractedDataAreDirty)
+  {
+    // get size of the data
+    int lnz, unz, rows, cols, nz_udiag;
+    umfpack_get_lunz(&lnz, &unz, &rows, &cols, &nz_udiag, m_numeric, Scalar());
+
+    // allocate data
+    m_l.resize(rows,(std::min)(rows,cols));
+    m_l.resizeNonZeros(lnz);
+
+    m_u.resize((std::min)(rows,cols),cols);
+    m_u.resizeNonZeros(unz);
+
+    m_p.resize(rows);
+    m_q.resize(cols);
+
+    // extract
+    umfpack_get_numeric(m_l.outerIndexPtr(), m_l.innerIndexPtr(), m_l.valuePtr(),
+                        m_u.outerIndexPtr(), m_u.innerIndexPtr(), m_u.valuePtr(),
+                        m_p.data(), m_q.data(), 0, 0, 0, m_numeric);
+
+    m_extractedDataAreDirty = false;
+  }
+}
+
+template<typename MatrixType>
+typename UmfPackLU<MatrixType>::Scalar UmfPackLU<MatrixType>::determinant() const
+{
+  Scalar det;
+  umfpack_get_determinant(&det, 0, m_numeric, 0);
+  return det;
+}
+
+template<typename MatrixType>
+template<typename BDerived,typename XDerived>
+bool UmfPackLU<MatrixType>::_solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived> &x) const
+{
+  const int rhsCols = b.cols();
+  eigen_assert((BDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major rhs yet");
+  eigen_assert((XDerived::Flags&RowMajorBit)==0 && "UmfPackLU backend does not support non col-major result yet");
+  eigen_assert(b.derived().data() != x.derived().data() && " Umfpack does not support inplace solve");
+  
+  int errorCode;
+  for (int j=0; j<rhsCols; ++j)
+  {
+    errorCode = umfpack_solve(UMFPACK_A,
+        m_outerIndexPtr, m_innerIndexPtr, m_valuePtr,
+        &x.col(j).coeffRef(0), &b.const_cast_derived().col(j).coeffRef(0), m_numeric, 0, 0);
+    if (errorCode!=0)
+      return false;
+  }
+
+  return true;
+}
+
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<UmfPackLU<_MatrixType>, Rhs>
+  : solve_retval_base<UmfPackLU<_MatrixType>, Rhs>
+{
+  typedef UmfPackLU<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+template<typename _MatrixType, typename Rhs>
+struct sparse_solve_retval<UmfPackLU<_MatrixType>, Rhs>
+  : sparse_solve_retval_base<UmfPackLU<_MatrixType>, Rhs>
+{
+  typedef UmfPackLU<_MatrixType> Dec;
+  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    this->defaultEvalTo(dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_UMFPACKSUPPORT_H
diff --git a/third_party/eigen3/Eigen/src/misc/Image.h b/third_party/eigen3/Eigen/src/misc/Image.h
new file mode 100644
index 0000000000..75c5f433a8
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/misc/Image.h
@@ -0,0 +1,84 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MISC_IMAGE_H
+#define EIGEN_MISC_IMAGE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \class image_retval_base
+  *
+  */
+template<typename DecompositionType>
+struct traits<image_retval_base<DecompositionType> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef Matrix<
+    typename MatrixType::Scalar,
+    MatrixType::RowsAtCompileTime, // the image is a subspace of the destination space, whose
+                                   // dimension is the number of rows of the original matrix
+    Dynamic,                       // we don't know at compile time the dimension of the image (the rank)
+    MatrixType::Options,
+    MatrixType::MaxRowsAtCompileTime, // the image matrix will consist of columns from the original matrix,
+    MatrixType::MaxColsAtCompileTime  // so it has the same number of rows and at most as many columns.
+  > ReturnType;
+};
+
+template<typename _DecompositionType> struct image_retval_base
+ : public ReturnByValue<image_retval_base<_DecompositionType> >
+{
+  typedef _DecompositionType DecompositionType;
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef ReturnByValue<image_retval_base> Base;
+  typedef typename Base::Index Index;
+
+  image_retval_base(const DecompositionType& dec, const MatrixType& originalMatrix)
+    : m_dec(dec), m_rank(dec.rank()),
+      m_cols(m_rank == 0 ? 1 : m_rank),
+      m_originalMatrix(originalMatrix)
+  {}
+
+  inline Index rows() const { return m_dec.rows(); }
+  inline Index cols() const { return m_cols; }
+  inline Index rank() const { return m_rank; }
+  inline const DecompositionType& dec() const { return m_dec; }
+  inline const MatrixType& originalMatrix() const { return m_originalMatrix; }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    static_cast<const image_retval<DecompositionType>*>(this)->evalTo(dst);
+  }
+
+  protected:
+    const DecompositionType& m_dec;
+    Index m_rank, m_cols;
+    const MatrixType& m_originalMatrix;
+};
+
+} // end namespace internal
+
+#define EIGEN_MAKE_IMAGE_HELPERS(DecompositionType) \
+  typedef typename DecompositionType::MatrixType MatrixType; \
+  typedef typename MatrixType::Scalar Scalar; \
+  typedef typename MatrixType::RealScalar RealScalar; \
+  typedef typename MatrixType::Index Index; \
+  typedef Eigen::internal::image_retval_base<DecompositionType> Base; \
+  using Base::dec; \
+  using Base::originalMatrix; \
+  using Base::rank; \
+  using Base::rows; \
+  using Base::cols; \
+  image_retval(const DecompositionType& dec, const MatrixType& originalMatrix) \
+    : Base(dec, originalMatrix) {}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MISC_IMAGE_H
diff --git a/third_party/eigen3/Eigen/src/misc/Kernel.h b/third_party/eigen3/Eigen/src/misc/Kernel.h
new file mode 100644
index 0000000000..b9e1518fd4
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/misc/Kernel.h
@@ -0,0 +1,81 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MISC_KERNEL_H
+#define EIGEN_MISC_KERNEL_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \class kernel_retval_base
+  *
+  */
+template<typename DecompositionType>
+struct traits<kernel_retval_base<DecompositionType> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef Matrix<
+    typename MatrixType::Scalar,
+    MatrixType::ColsAtCompileTime, // the number of rows in the "kernel matrix"
+                                   // is the number of cols of the original matrix
+                                   // so that the product "matrix * kernel = zero" makes sense
+    Dynamic,                       // we don't know at compile-time the dimension of the kernel
+    MatrixType::Options,
+    MatrixType::MaxColsAtCompileTime, // see explanation for 2nd template parameter
+    MatrixType::MaxColsAtCompileTime // the kernel is a subspace of the domain space,
+                                     // whose dimension is the number of columns of the original matrix
+  > ReturnType;
+};
+
+template<typename _DecompositionType> struct kernel_retval_base
+ : public ReturnByValue<kernel_retval_base<_DecompositionType> >
+{
+  typedef _DecompositionType DecompositionType;
+  typedef ReturnByValue<kernel_retval_base> Base;
+  typedef typename Base::Index Index;
+
+  kernel_retval_base(const DecompositionType& dec)
+    : m_dec(dec),
+      m_rank(dec.rank()),
+      m_cols(m_rank==dec.cols() ? 1 : dec.cols() - m_rank)
+  {}
+
+  inline Index rows() const { return m_dec.cols(); }
+  inline Index cols() const { return m_cols; }
+  inline Index rank() const { return m_rank; }
+  inline const DecompositionType& dec() const { return m_dec; }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    static_cast<const kernel_retval<DecompositionType>*>(this)->evalTo(dst);
+  }
+
+  protected:
+    const DecompositionType& m_dec;
+    Index m_rank, m_cols;
+};
+
+} // end namespace internal
+
+#define EIGEN_MAKE_KERNEL_HELPERS(DecompositionType) \
+  typedef typename DecompositionType::MatrixType MatrixType; \
+  typedef typename MatrixType::Scalar Scalar; \
+  typedef typename MatrixType::RealScalar RealScalar; \
+  typedef typename MatrixType::Index Index; \
+  typedef Eigen::internal::kernel_retval_base<DecompositionType> Base; \
+  using Base::dec; \
+  using Base::rank; \
+  using Base::rows; \
+  using Base::cols; \
+  kernel_retval(const DecompositionType& dec) : Base(dec) {}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MISC_KERNEL_H
diff --git a/third_party/eigen3/Eigen/src/misc/Solve.h b/third_party/eigen3/Eigen/src/misc/Solve.h
new file mode 100644
index 0000000000..7f70d60afb
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/misc/Solve.h
@@ -0,0 +1,76 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MISC_SOLVE_H
+#define EIGEN_MISC_SOLVE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \class solve_retval_base
+  *
+  */
+template<typename DecompositionType, typename Rhs>
+struct traits<solve_retval_base<DecompositionType, Rhs> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef Matrix<typename Rhs::Scalar,
+                 MatrixType::ColsAtCompileTime,
+                 Rhs::ColsAtCompileTime,
+                 Rhs::PlainObject::Options,
+                 MatrixType::MaxColsAtCompileTime,
+                 Rhs::MaxColsAtCompileTime> ReturnType;
+};
+
+template<typename _DecompositionType, typename Rhs> struct solve_retval_base
+ : public ReturnByValue<solve_retval_base<_DecompositionType, Rhs> >
+{
+  typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
+  typedef _DecompositionType DecompositionType;
+  typedef ReturnByValue<solve_retval_base> Base;
+  typedef typename Base::Index Index;
+
+  solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
+    : m_dec(dec), m_rhs(rhs)
+  {}
+
+  inline Index rows() const { return m_dec.cols(); }
+  inline Index cols() const { return m_rhs.cols(); }
+  inline const DecompositionType& dec() const { return m_dec; }
+  inline const RhsNestedCleaned& rhs() const { return m_rhs; }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    static_cast<const solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
+  }
+
+  protected:
+    const DecompositionType& m_dec;
+    typename Rhs::Nested m_rhs;
+};
+
+} // end namespace internal
+
+#define EIGEN_MAKE_SOLVE_HELPERS(DecompositionType,Rhs) \
+  typedef typename DecompositionType::MatrixType MatrixType; \
+  typedef typename MatrixType::Scalar Scalar; \
+  typedef typename MatrixType::RealScalar RealScalar; \
+  typedef typename MatrixType::Index Index; \
+  typedef Eigen::internal::solve_retval_base<DecompositionType,Rhs> Base; \
+  using Base::dec; \
+  using Base::rhs; \
+  using Base::rows; \
+  using Base::cols; \
+  solve_retval(const DecompositionType& dec, const Rhs& rhs) \
+    : Base(dec, rhs) {}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MISC_SOLVE_H
diff --git a/third_party/eigen3/Eigen/src/misc/SparseSolve.h b/third_party/eigen3/Eigen/src/misc/SparseSolve.h
new file mode 100644
index 0000000000..05caa9266b
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/misc/SparseSolve.h
@@ -0,0 +1,130 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 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_SPARSE_SOLVE_H
+#define EIGEN_SPARSE_SOLVE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
+template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
+  
+template<typename DecompositionType, typename Rhs>
+struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType;
+};
+
+template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
+ : public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
+{
+  typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
+  typedef _DecompositionType DecompositionType;
+  typedef ReturnByValue<sparse_solve_retval_base> Base;
+  typedef typename Base::Index Index;
+
+  sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
+    : m_dec(dec), m_rhs(rhs)
+  {}
+
+  inline Index rows() const { return m_dec.cols(); }
+  inline Index cols() const { return m_rhs.cols(); }
+  inline const DecompositionType& dec() const { return m_dec; }
+  inline const RhsNestedCleaned& rhs() const { return m_rhs; }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
+  }
+
+  protected:
+    template<typename DestScalar, int DestOptions, typename DestIndex>
+    inline void defaultEvalTo(SparseMatrix<DestScalar,DestOptions,DestIndex>& dst) const
+    {
+      // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix.
+      static const int NbColsAtOnce = 4;
+      int rhsCols = m_rhs.cols();
+      int size = m_rhs.rows();
+      // the temporary matrices do not need more columns than NbColsAtOnce:
+      int tmpCols = (std::min)(rhsCols, NbColsAtOnce); 
+      Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,tmpCols);
+      Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmpX(size,tmpCols);
+      for(int k=0; k<rhsCols; k+=NbColsAtOnce)
+      {
+        int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce);
+        tmp.leftCols(actualCols) = m_rhs.middleCols(k,actualCols);
+        tmpX.leftCols(actualCols) = m_dec.solve(tmp.leftCols(actualCols));
+        dst.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView();
+      }
+    }
+    const DecompositionType& m_dec;
+    typename Rhs::Nested m_rhs;
+};
+
+#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
+  typedef typename DecompositionType::MatrixType MatrixType; \
+  typedef typename MatrixType::Scalar Scalar; \
+  typedef typename MatrixType::RealScalar RealScalar; \
+  typedef typename MatrixType::Index Index; \
+  typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
+  using Base::dec; \
+  using Base::rhs; \
+  using Base::rows; \
+  using Base::cols; \
+  sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
+    : Base(dec, rhs) {}
+
+
+
+template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess;
+
+template<typename DecompositionType, typename Rhs, typename Guess>
+struct traits<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef Matrix<typename Rhs::Scalar,
+                 MatrixType::ColsAtCompileTime,
+                 Rhs::ColsAtCompileTime,
+                 Rhs::PlainObject::Options,
+                 MatrixType::MaxColsAtCompileTime,
+                 Rhs::MaxColsAtCompileTime> ReturnType;
+};
+
+template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess
+ : public ReturnByValue<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
+{
+  typedef typename DecompositionType::Index Index;
+
+  solve_retval_with_guess(const DecompositionType& dec, const Rhs& rhs, const Guess& guess)
+    : m_dec(dec), m_rhs(rhs), m_guess(guess)
+  {}
+
+  inline Index rows() const { return m_dec.cols(); }
+  inline Index cols() const { return m_rhs.cols(); }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    dst = m_guess;
+    m_dec._solveWithGuess(m_rhs,dst);
+  }
+
+  protected:
+    const DecompositionType& m_dec;
+    const typename Rhs::Nested m_rhs;
+    const typename Guess::Nested m_guess;
+};
+
+} // namepsace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SOLVE_H
diff --git a/third_party/eigen3/Eigen/src/misc/blas.h b/third_party/eigen3/Eigen/src/misc/blas.h
new file mode 100644
index 0000000000..6fce99ed5c
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/misc/blas.h
@@ -0,0 +1,658 @@
+#ifndef BLAS_H
+#define BLAS_H
+
+#ifdef __cplusplus
+extern "C"
+{
+#endif
+
+#define BLASFUNC(FUNC) FUNC##_
+
+#ifdef __WIN64__
+typedef long long BLASLONG;
+typedef unsigned long long BLASULONG;
+#else
+typedef long BLASLONG;
+typedef unsigned long BLASULONG;
+#endif
+
+int    BLASFUNC(xerbla)(const char *, int *info, int);
+
+float  BLASFUNC(sdot)  (int *, float  *, int *, float  *, int *);
+float  BLASFUNC(sdsdot)(int *, float  *,        float  *, int *, float  *, int *);
+
+double BLASFUNC(dsdot) (int *, float  *, int *, float  *, int *);
+double BLASFUNC(ddot)  (int *, double *, int *, double *, int *);
+double BLASFUNC(qdot)  (int *, double *, int *, double *, int *);
+
+int  BLASFUNC(cdotuw)  (int *, float  *, int *, float  *, int *, float*);
+int  BLASFUNC(cdotcw)  (int *, float  *, int *, float  *, int *, float*);
+int  BLASFUNC(zdotuw)  (int *, double  *, int *, double  *, int *, double*);
+int  BLASFUNC(zdotcw)  (int *, double  *, int *, double  *, int *, double*);
+
+int    BLASFUNC(saxpy) (int *, float  *, float  *, int *, float  *, int *);
+int    BLASFUNC(daxpy) (int *, double *, double *, int *, double *, int *);
+int    BLASFUNC(qaxpy) (int *, double *, double *, int *, double *, int *);
+int    BLASFUNC(caxpy) (int *, float  *, float  *, int *, float  *, int *);
+int    BLASFUNC(zaxpy) (int *, double *, double *, int *, double *, int *);
+int    BLASFUNC(xaxpy) (int *, double *, double *, int *, double *, int *);
+int    BLASFUNC(caxpyc)(int *, float  *, float  *, int *, float  *, int *);
+int    BLASFUNC(zaxpyc)(int *, double *, double *, int *, double *, int *);
+int    BLASFUNC(xaxpyc)(int *, double *, double *, int *, double *, int *);
+
+int    BLASFUNC(scopy) (int *, float  *, int *, float  *, int *);
+int    BLASFUNC(dcopy) (int *, double *, int *, double *, int *);
+int    BLASFUNC(qcopy) (int *, double *, int *, double *, int *);
+int    BLASFUNC(ccopy) (int *, float  *, int *, float  *, int *);
+int    BLASFUNC(zcopy) (int *, double *, int *, double *, int *);
+int    BLASFUNC(xcopy) (int *, double *, int *, double *, int *);
+
+int    BLASFUNC(sswap) (int *, float  *, int *, float  *, int *);
+int    BLASFUNC(dswap) (int *, double *, int *, double *, int *);
+int    BLASFUNC(qswap) (int *, double *, int *, double *, int *);
+int    BLASFUNC(cswap) (int *, float  *, int *, float  *, int *);
+int    BLASFUNC(zswap) (int *, double *, int *, double *, int *);
+int    BLASFUNC(xswap) (int *, double *, int *, double *, int *);
+
+float  BLASFUNC(sasum) (int *, float  *, int *);
+float  BLASFUNC(scasum)(int *, float  *, int *);
+double BLASFUNC(dasum) (int *, double *, int *);
+double BLASFUNC(qasum) (int *, double *, int *);
+double BLASFUNC(dzasum)(int *, double *, int *);
+double BLASFUNC(qxasum)(int *, double *, int *);
+
+int    BLASFUNC(isamax)(int *, float  *, int *);
+int    BLASFUNC(idamax)(int *, double *, int *);
+int    BLASFUNC(iqamax)(int *, double *, int *);
+int    BLASFUNC(icamax)(int *, float  *, int *);
+int    BLASFUNC(izamax)(int *, double *, int *);
+int    BLASFUNC(ixamax)(int *, double *, int *);
+
+int    BLASFUNC(ismax) (int *, float  *, int *);
+int    BLASFUNC(idmax) (int *, double *, int *);
+int    BLASFUNC(iqmax) (int *, double *, int *);
+int    BLASFUNC(icmax) (int *, float  *, int *);
+int    BLASFUNC(izmax) (int *, double *, int *);
+int    BLASFUNC(ixmax) (int *, double *, int *);
+
+int    BLASFUNC(isamin)(int *, float  *, int *);
+int    BLASFUNC(idamin)(int *, double *, int *);
+int    BLASFUNC(iqamin)(int *, double *, int *);
+int    BLASFUNC(icamin)(int *, float  *, int *);
+int    BLASFUNC(izamin)(int *, double *, int *);
+int    BLASFUNC(ixamin)(int *, double *, int *);
+
+int    BLASFUNC(ismin)(int *, float  *, int *);
+int    BLASFUNC(idmin)(int *, double *, int *);
+int    BLASFUNC(iqmin)(int *, double *, int *);
+int    BLASFUNC(icmin)(int *, float  *, int *);
+int    BLASFUNC(izmin)(int *, double *, int *);
+int    BLASFUNC(ixmin)(int *, double *, int *);
+
+float  BLASFUNC(samax) (int *, float  *, int *);
+double BLASFUNC(damax) (int *, double *, int *);
+double BLASFUNC(qamax) (int *, double *, int *);
+float  BLASFUNC(scamax)(int *, float  *, int *);
+double BLASFUNC(dzamax)(int *, double *, int *);
+double BLASFUNC(qxamax)(int *, double *, int *);
+
+float  BLASFUNC(samin) (int *, float  *, int *);
+double BLASFUNC(damin) (int *, double *, int *);
+double BLASFUNC(qamin) (int *, double *, int *);
+float  BLASFUNC(scamin)(int *, float  *, int *);
+double BLASFUNC(dzamin)(int *, double *, int *);
+double BLASFUNC(qxamin)(int *, double *, int *);
+
+float  BLASFUNC(smax)  (int *, float  *, int *);
+double BLASFUNC(dmax)  (int *, double *, int *);
+double BLASFUNC(qmax)  (int *, double *, int *);
+float  BLASFUNC(scmax) (int *, float  *, int *);
+double BLASFUNC(dzmax) (int *, double *, int *);
+double BLASFUNC(qxmax) (int *, double *, int *);
+
+float  BLASFUNC(smin)  (int *, float  *, int *);
+double BLASFUNC(dmin)  (int *, double *, int *);
+double BLASFUNC(qmin)  (int *, double *, int *);
+float  BLASFUNC(scmin) (int *, float  *, int *);
+double BLASFUNC(dzmin) (int *, double *, int *);
+double BLASFUNC(qxmin) (int *, double *, int *);
+
+int    BLASFUNC(sscal) (int *,  float  *, float  *, int *);
+int    BLASFUNC(dscal) (int *,  double *, double *, int *);
+int    BLASFUNC(qscal) (int *,  double *, double *, int *);
+int    BLASFUNC(cscal) (int *,  float  *, float  *, int *);
+int    BLASFUNC(zscal) (int *,  double *, double *, int *);
+int    BLASFUNC(xscal) (int *,  double *, double *, int *);
+int    BLASFUNC(csscal)(int *,  float  *, float  *, int *);
+int    BLASFUNC(zdscal)(int *,  double *, double *, int *);
+int    BLASFUNC(xqscal)(int *,  double *, double *, int *);
+
+float  BLASFUNC(snrm2) (int *, float  *, int *);
+float  BLASFUNC(scnrm2)(int *, float  *, int *);
+
+double BLASFUNC(dnrm2) (int *, double *, int *);
+double BLASFUNC(qnrm2) (int *, double *, int *);
+double BLASFUNC(dznrm2)(int *, double *, int *);
+double BLASFUNC(qxnrm2)(int *, double *, int *);
+
+int    BLASFUNC(srot)  (int *, float  *, int *, float  *, int *, float  *, float  *);
+int    BLASFUNC(drot)  (int *, double *, int *, double *, int *, double *, double *);
+int    BLASFUNC(qrot)  (int *, double *, int *, double *, int *, double *, double *);
+int    BLASFUNC(csrot) (int *, float  *, int *, float  *, int *, float  *, float  *);
+int    BLASFUNC(zdrot) (int *, double *, int *, double *, int *, double *, double *);
+int    BLASFUNC(xqrot) (int *, double *, int *, double *, int *, double *, double *);
+
+int    BLASFUNC(srotg) (float  *, float  *, float  *, float  *);
+int    BLASFUNC(drotg) (double *, double *, double *, double *);
+int    BLASFUNC(qrotg) (double *, double *, double *, double *);
+int    BLASFUNC(crotg) (float  *, float  *, float  *, float  *);
+int    BLASFUNC(zrotg) (double *, double *, double *, double *);
+int    BLASFUNC(xrotg) (double *, double *, double *, double *);
+
+int    BLASFUNC(srotmg)(float  *, float  *, float  *, float  *, float  *);
+int    BLASFUNC(drotmg)(double *, double *, double *, double *, double *);
+
+int    BLASFUNC(srotm) (int *, float  *, int *, float  *, int *, float  *);
+int    BLASFUNC(drotm) (int *, double *, int *, double *, int *, double *);
+int    BLASFUNC(qrotm) (int *, double *, int *, double *, int *, double *);
+
+/* Level 2 routines */
+
+int BLASFUNC(sger)(int *,    int *, float *,  float *, int *,
+		   float *,  int *, float *,  int *);
+int BLASFUNC(dger)(int *,    int *, double *, double *, int *,
+		   double *, int *, double *, int *);
+int BLASFUNC(qger)(int *,    int *, double *, double *, int *,
+		   double *, int *, double *, int *);
+int BLASFUNC(cgeru)(int *,    int *, float *,  float *, int *,
+		    float *,  int *, float *,  int *);
+int BLASFUNC(cgerc)(int *,    int *, float *,  float *, int *,
+		    float *,  int *, float *,  int *);
+int BLASFUNC(zgeru)(int *,    int *, double *, double *, int *,
+		    double *, int *, double *, int *);
+int BLASFUNC(zgerc)(int *,    int *, double *, double *, int *,
+		    double *, int *, double *, int *);
+int BLASFUNC(xgeru)(int *,    int *, double *, double *, int *,
+		    double *, int *, double *, int *);
+int BLASFUNC(xgerc)(int *,    int *, double *, double *, int *,
+		    double *, int *, double *, int *);
+
+int BLASFUNC(sgemv)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(dgemv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(qgemv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(cgemv)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zgemv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(xgemv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+
+int BLASFUNC(strsv) (char *, char *, char *, int *, float  *, int *,
+		     float  *, int *);
+int BLASFUNC(dtrsv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+int BLASFUNC(qtrsv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+int BLASFUNC(ctrsv) (char *, char *, char *, int *, float  *, int *,
+		     float  *, int *);
+int BLASFUNC(ztrsv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+int BLASFUNC(xtrsv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+
+int BLASFUNC(stpsv) (char *, char *, char *, int *, float  *, float  *, int *);
+int BLASFUNC(dtpsv) (char *, char *, char *, int *, double *, double *, int *);
+int BLASFUNC(qtpsv) (char *, char *, char *, int *, double *, double *, int *);
+int BLASFUNC(ctpsv) (char *, char *, char *, int *, float  *, float  *, int *);
+int BLASFUNC(ztpsv) (char *, char *, char *, int *, double *, double *, int *);
+int BLASFUNC(xtpsv) (char *, char *, char *, int *, double *, double *, int *);
+
+int BLASFUNC(strmv) (char *, char *, char *, int *, float  *, int *,
+		     float  *, int *);
+int BLASFUNC(dtrmv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+int BLASFUNC(qtrmv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+int BLASFUNC(ctrmv) (char *, char *, char *, int *, float  *, int *,
+		     float  *, int *);
+int BLASFUNC(ztrmv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+int BLASFUNC(xtrmv) (char *, char *, char *, int *, double *, int *,
+		     double *, int *);
+
+int BLASFUNC(stpmv) (char *, char *, char *, int *, float  *, float  *, int *);
+int BLASFUNC(dtpmv) (char *, char *, char *, int *, double *, double *, int *);
+int BLASFUNC(qtpmv) (char *, char *, char *, int *, double *, double *, int *);
+int BLASFUNC(ctpmv) (char *, char *, char *, int *, float  *, float  *, int *);
+int BLASFUNC(ztpmv) (char *, char *, char *, int *, double *, double *, int *);
+int BLASFUNC(xtpmv) (char *, char *, char *, int *, double *, double *, int *);
+
+int BLASFUNC(stbmv) (char *, char *, char *, int *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(dtbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+int BLASFUNC(qtbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+int BLASFUNC(ctbmv) (char *, char *, char *, int *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(ztbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+int BLASFUNC(xtbmv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+
+int BLASFUNC(stbsv) (char *, char *, char *, int *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(dtbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+int BLASFUNC(qtbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+int BLASFUNC(ctbsv) (char *, char *, char *, int *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(ztbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+int BLASFUNC(xtbsv) (char *, char *, char *, int *, int *, double *, int *, double *, int *);
+
+int BLASFUNC(ssymv) (char *, int *, float  *, float *, int *,
+		     float  *, int *, float *, float *, int *);
+int BLASFUNC(dsymv) (char *, int *, double  *, double *, int *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(qsymv) (char *, int *, double  *, double *, int *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(csymv) (char *, int *, float  *, float *, int *,
+		     float  *, int *, float *, float *, int *);
+int BLASFUNC(zsymv) (char *, int *, double  *, double *, int *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(xsymv) (char *, int *, double  *, double *, int *,
+		     double  *, int *, double *, double *, int *);
+
+int BLASFUNC(sspmv) (char *, int *, float  *, float *,
+		     float  *, int *, float *, float *, int *);
+int BLASFUNC(dspmv) (char *, int *, double  *, double *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(qspmv) (char *, int *, double  *, double *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(cspmv) (char *, int *, float  *, float *,
+		     float  *, int *, float *, float *, int *);
+int BLASFUNC(zspmv) (char *, int *, double  *, double *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(xspmv) (char *, int *, double  *, double *,
+		     double  *, int *, double *, double *, int *);
+
+int BLASFUNC(ssyr) (char *, int *, float   *, float  *, int *,
+		    float  *, int *);
+int BLASFUNC(dsyr) (char *, int *, double  *, double *, int *,
+		    double *, int *);
+int BLASFUNC(qsyr) (char *, int *, double  *, double *, int *,
+		    double *, int *);
+int BLASFUNC(csyr) (char *, int *, float   *, float  *, int *,
+		    float  *, int *);
+int BLASFUNC(zsyr) (char *, int *, double  *, double *, int *,
+		    double *, int *);
+int BLASFUNC(xsyr) (char *, int *, double  *, double *, int *,
+		    double *, int *);
+
+int BLASFUNC(ssyr2) (char *, int *, float   *,
+		     float  *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(dsyr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *, int *);
+int BLASFUNC(qsyr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *, int *);
+int BLASFUNC(csyr2) (char *, int *, float   *,
+		     float  *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(zsyr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *, int *);
+int BLASFUNC(xsyr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *, int *);
+
+int BLASFUNC(sspr) (char *, int *, float   *, float  *, int *,
+		    float  *);
+int BLASFUNC(dspr) (char *, int *, double  *, double *, int *,
+		    double *);
+int BLASFUNC(qspr) (char *, int *, double  *, double *, int *,
+		    double *);
+int BLASFUNC(cspr) (char *, int *, float   *, float  *, int *,
+		    float  *);
+int BLASFUNC(zspr) (char *, int *, double  *, double *, int *,
+		    double *);
+int BLASFUNC(xspr) (char *, int *, double  *, double *, int *,
+		    double *);
+
+int BLASFUNC(sspr2) (char *, int *, float   *,
+		     float  *, int *, float  *, int *, float  *);
+int BLASFUNC(dspr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *);
+int BLASFUNC(qspr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *);
+int BLASFUNC(cspr2) (char *, int *, float   *,
+		     float  *, int *, float  *, int *, float  *);
+int BLASFUNC(zspr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *);
+int BLASFUNC(xspr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *);
+
+int BLASFUNC(cher) (char *, int *, float   *, float  *, int *,
+		    float  *, int *);
+int BLASFUNC(zher) (char *, int *, double  *, double *, int *,
+		    double *, int *);
+int BLASFUNC(xher) (char *, int *, double  *, double *, int *,
+		    double *, int *);
+
+int BLASFUNC(chpr) (char *, int *, float   *, float  *, int *, float  *);
+int BLASFUNC(zhpr) (char *, int *, double  *, double *, int *, double *);
+int BLASFUNC(xhpr) (char *, int *, double  *, double *, int *, double *);
+
+int BLASFUNC(cher2) (char *, int *, float   *,
+		     float  *, int *, float  *, int *, float  *, int *);
+int BLASFUNC(zher2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *, int *);
+int BLASFUNC(xher2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *, int *);
+
+int BLASFUNC(chpr2) (char *, int *, float   *,
+		     float  *, int *, float  *, int *, float  *);
+int BLASFUNC(zhpr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *);
+int BLASFUNC(xhpr2) (char *, int *, double  *,
+		     double *, int *, double *, int *, double *);
+
+int BLASFUNC(chemv) (char *, int *, float  *, float *, int *,
+		     float  *, int *, float *, float *, int *);
+int BLASFUNC(zhemv) (char *, int *, double  *, double *, int *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(xhemv) (char *, int *, double  *, double *, int *,
+		     double  *, int *, double *, double *, int *);
+
+int BLASFUNC(chpmv) (char *, int *, float  *, float *,
+		     float  *, int *, float *, float *, int *);
+int BLASFUNC(zhpmv) (char *, int *, double  *, double *,
+		     double  *, int *, double *, double *, int *);
+int BLASFUNC(xhpmv) (char *, int *, double  *, double *,
+		     double  *, int *, double *, double *, int *);
+
+int BLASFUNC(snorm)(char *, int *, int *, float  *, int *);
+int BLASFUNC(dnorm)(char *, int *, int *, double *, int *);
+int BLASFUNC(cnorm)(char *, int *, int *, float  *, int *);
+int BLASFUNC(znorm)(char *, int *, int *, double *, int *);
+
+int BLASFUNC(sgbmv)(char *, int *, int *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(dgbmv)(char *, int *, int *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(qgbmv)(char *, int *, int *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(cgbmv)(char *, int *, int *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zgbmv)(char *, int *, int *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(xgbmv)(char *, int *, int *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+
+int BLASFUNC(ssbmv)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(dsbmv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(qsbmv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(csbmv)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zsbmv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(xsbmv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+
+int BLASFUNC(chbmv)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zhbmv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+int BLASFUNC(xhbmv)(char *, int *, int *, double *, double *, int *,
+		    double *, int *, double *, double *, int *);
+
+/* Level 3 routines */
+
+int BLASFUNC(sgemm)(char *, char *, int *, int *, int *, float *,
+	   float  *, int *, float  *, int *, float  *, float  *, int *);
+int BLASFUNC(dgemm)(char *, char *, int *, int *, int *, double *,
+	   double *, int *, double *, int *, double *, double *, int *);
+int BLASFUNC(qgemm)(char *, char *, int *, int *, int *, double *,
+	   double *, int *, double *, int *, double *, double *, int *);
+int BLASFUNC(cgemm)(char *, char *, int *, int *, int *, float *,
+	   float  *, int *, float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zgemm)(char *, char *, int *, int *, int *, double *,
+	   double *, int *, double *, int *, double *, double *, int *);
+int BLASFUNC(xgemm)(char *, char *, int *, int *, int *, double *,
+	   double *, int *, double *, int *, double *, double *, int *);
+
+int BLASFUNC(cgemm3m)(char *, char *, int *, int *, int *, float *,
+	   float  *, int *, float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zgemm3m)(char *, char *, int *, int *, int *, double *,
+	   double *, int *, double *, int *, double *, double *, int *);
+int BLASFUNC(xgemm3m)(char *, char *, int *, int *, int *, double *,
+	   double *, int *, double *, int *, double *, double *, int *);
+
+int BLASFUNC(sge2mm)(char *, char *, char *, int *, int *,
+		     float *, float  *, int *, float  *, int *,
+		     float *, float  *, int *);
+int BLASFUNC(dge2mm)(char *, char *, char *, int *, int *,
+		     double *, double  *, int *, double  *, int *,
+		     double *, double  *, int *);
+int BLASFUNC(cge2mm)(char *, char *, char *, int *, int *,
+		     float *, float  *, int *, float  *, int *,
+		     float *, float  *, int *);
+int BLASFUNC(zge2mm)(char *, char *, char *, int *, int *,
+		     double *, double  *, int *, double  *, int *,
+		     double *, double  *, int *);
+
+int BLASFUNC(strsm)(char *, char *, char *, char *, int *, int *,
+	   float *,  float *, int *, float *, int *);
+int BLASFUNC(dtrsm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+int BLASFUNC(qtrsm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+int BLASFUNC(ctrsm)(char *, char *, char *, char *, int *, int *,
+	   float *,  float *, int *, float *, int *);
+int BLASFUNC(ztrsm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+int BLASFUNC(xtrsm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+
+int BLASFUNC(strmm)(char *, char *, char *, char *, int *, int *,
+	   float *,  float *, int *, float *, int *);
+int BLASFUNC(dtrmm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+int BLASFUNC(qtrmm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+int BLASFUNC(ctrmm)(char *, char *, char *, char *, int *, int *,
+	   float *,  float *, int *, float *, int *);
+int BLASFUNC(ztrmm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+int BLASFUNC(xtrmm)(char *, char *, char *, char *, int *, int *,
+	   double *,  double *, int *, double *, int *);
+
+int BLASFUNC(ssymm)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, int *, float  *, float  *, int *);
+int BLASFUNC(dsymm)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+int BLASFUNC(qsymm)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+int BLASFUNC(csymm)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zsymm)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+int BLASFUNC(xsymm)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+
+int BLASFUNC(csymm3m)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zsymm3m)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+int BLASFUNC(xsymm3m)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+
+int BLASFUNC(ssyrk)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, float  *, int *);
+int BLASFUNC(dsyrk)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, double *, int *);
+int BLASFUNC(qsyrk)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, double *, int *);
+int BLASFUNC(csyrk)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, float  *, int *);
+int BLASFUNC(zsyrk)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, double *, int *);
+int BLASFUNC(xsyrk)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, double *, int *);
+
+int BLASFUNC(ssyr2k)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float *, int *, float  *, float  *, int *);
+int BLASFUNC(dsyr2k)(char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+int BLASFUNC(qsyr2k)(char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+int BLASFUNC(csyr2k)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float *, int *, float  *, float  *, int *);
+int BLASFUNC(zsyr2k)(char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+int BLASFUNC(xsyr2k)(char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+
+int BLASFUNC(chemm)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zhemm)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+int BLASFUNC(xhemm)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+
+int BLASFUNC(chemm3m)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, int *, float  *, float  *, int *);
+int BLASFUNC(zhemm3m)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+int BLASFUNC(xhemm3m)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, int *, double *, double *, int *);
+
+int BLASFUNC(cherk)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float  *, float  *, int *);
+int BLASFUNC(zherk)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, double *, int *);
+int BLASFUNC(xherk)(char *, char *, int *, int *, double *, double *, int *,
+	   double *, double *, int *);
+
+int BLASFUNC(cher2k)(char *, char *, int *, int *, float  *, float  *, int *,
+	   float *, int *, float  *, float  *, int *);
+int BLASFUNC(zher2k)(char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+int BLASFUNC(xher2k)(char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+int BLASFUNC(cher2m)(char *, char *, char *, int *, int *, float  *, float  *, int *,
+	   float *, int *, float  *, float  *, int *);
+int BLASFUNC(zher2m)(char *, char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+int BLASFUNC(xher2m)(char *, char *, char *, int *, int *, double *, double *, int *,
+	   double*, int *, double *, double *, int *);
+
+int BLASFUNC(sgemt)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *);
+int BLASFUNC(dgemt)(char *, int *, int *, double *, double *, int *,
+		    double *, int *);
+int BLASFUNC(cgemt)(char *, int *, int *, float  *, float  *, int *,
+		    float  *, int *);
+int BLASFUNC(zgemt)(char *, int *, int *, double *, double *, int *,
+		    double *, int *);
+
+int BLASFUNC(sgema)(char *, char *, int *, int *, float  *,
+		    float  *, int *, float *, float  *, int *, float *, int *);
+int BLASFUNC(dgema)(char *, char *, int *, int *, double *,
+		    double *, int *, double*, double *, int *, double*, int *);
+int BLASFUNC(cgema)(char *, char *, int *, int *, float  *,
+		    float  *, int *, float *, float  *, int *, float *, int *);
+int BLASFUNC(zgema)(char *, char *, int *, int *, double *,
+		    double *, int *, double*, double *, int *, double*, int *);
+
+int BLASFUNC(sgems)(char *, char *, int *, int *, float  *,
+		    float  *, int *, float *, float  *, int *, float *, int *);
+int BLASFUNC(dgems)(char *, char *, int *, int *, double *,
+		    double *, int *, double*, double *, int *, double*, int *);
+int BLASFUNC(cgems)(char *, char *, int *, int *, float  *,
+		    float  *, int *, float *, float  *, int *, float *, int *);
+int BLASFUNC(zgems)(char *, char *, int *, int *, double *,
+		    double *, int *, double*, double *, int *, double*, int *);
+
+int BLASFUNC(sgetf2)(int *, int *, float  *, int *, int *, int *);
+int BLASFUNC(dgetf2)(int *, int *, double *, int *, int *, int *);
+int BLASFUNC(qgetf2)(int *, int *, double *, int *, int *, int *);
+int BLASFUNC(cgetf2)(int *, int *, float  *, int *, int *, int *);
+int BLASFUNC(zgetf2)(int *, int *, double *, int *, int *, int *);
+int BLASFUNC(xgetf2)(int *, int *, double *, int *, int *, int *);
+
+int BLASFUNC(sgetrf)(int *, int *, float  *, int *, int *, int *);
+int BLASFUNC(dgetrf)(int *, int *, double *, int *, int *, int *);
+int BLASFUNC(qgetrf)(int *, int *, double *, int *, int *, int *);
+int BLASFUNC(cgetrf)(int *, int *, float  *, int *, int *, int *);
+int BLASFUNC(zgetrf)(int *, int *, double *, int *, int *, int *);
+int BLASFUNC(xgetrf)(int *, int *, double *, int *, int *, int *);
+
+int BLASFUNC(slaswp)(int *, float  *, int *, int *, int *, int *, int *);
+int BLASFUNC(dlaswp)(int *, double *, int *, int *, int *, int *, int *);
+int BLASFUNC(qlaswp)(int *, double *, int *, int *, int *, int *, int *);
+int BLASFUNC(claswp)(int *, float  *, int *, int *, int *, int *, int *);
+int BLASFUNC(zlaswp)(int *, double *, int *, int *, int *, int *, int *);
+int BLASFUNC(xlaswp)(int *, double *, int *, int *, int *, int *, int *);
+
+int BLASFUNC(sgetrs)(char *, int *, int *, float  *, int *, int *, float  *, int *, int *);
+int BLASFUNC(dgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *);
+int BLASFUNC(qgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *);
+int BLASFUNC(cgetrs)(char *, int *, int *, float  *, int *, int *, float  *, int *, int *);
+int BLASFUNC(zgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *);
+int BLASFUNC(xgetrs)(char *, int *, int *, double *, int *, int *, double *, int *, int *);
+
+int BLASFUNC(sgesv)(int *, int *, float  *, int *, int *, float *, int *, int *);
+int BLASFUNC(dgesv)(int *, int *, double *, int *, int *, double*, int *, int *);
+int BLASFUNC(qgesv)(int *, int *, double *, int *, int *, double*, int *, int *);
+int BLASFUNC(cgesv)(int *, int *, float  *, int *, int *, float *, int *, int *);
+int BLASFUNC(zgesv)(int *, int *, double *, int *, int *, double*, int *, int *);
+int BLASFUNC(xgesv)(int *, int *, double *, int *, int *, double*, int *, int *);
+
+int BLASFUNC(spotf2)(char *, int *, float  *, int *, int *);
+int BLASFUNC(dpotf2)(char *, int *, double *, int *, int *);
+int BLASFUNC(qpotf2)(char *, int *, double *, int *, int *);
+int BLASFUNC(cpotf2)(char *, int *, float  *, int *, int *);
+int BLASFUNC(zpotf2)(char *, int *, double *, int *, int *);
+int BLASFUNC(xpotf2)(char *, int *, double *, int *, int *);
+
+int BLASFUNC(spotrf)(char *, int *, float  *, int *, int *);
+int BLASFUNC(dpotrf)(char *, int *, double *, int *, int *);
+int BLASFUNC(qpotrf)(char *, int *, double *, int *, int *);
+int BLASFUNC(cpotrf)(char *, int *, float  *, int *, int *);
+int BLASFUNC(zpotrf)(char *, int *, double *, int *, int *);
+int BLASFUNC(xpotrf)(char *, int *, double *, int *, int *);
+
+int BLASFUNC(slauu2)(char *, int *, float  *, int *, int *);
+int BLASFUNC(dlauu2)(char *, int *, double *, int *, int *);
+int BLASFUNC(qlauu2)(char *, int *, double *, int *, int *);
+int BLASFUNC(clauu2)(char *, int *, float  *, int *, int *);
+int BLASFUNC(zlauu2)(char *, int *, double *, int *, int *);
+int BLASFUNC(xlauu2)(char *, int *, double *, int *, int *);
+
+int BLASFUNC(slauum)(char *, int *, float  *, int *, int *);
+int BLASFUNC(dlauum)(char *, int *, double *, int *, int *);
+int BLASFUNC(qlauum)(char *, int *, double *, int *, int *);
+int BLASFUNC(clauum)(char *, int *, float  *, int *, int *);
+int BLASFUNC(zlauum)(char *, int *, double *, int *, int *);
+int BLASFUNC(xlauum)(char *, int *, double *, int *, int *);
+
+int BLASFUNC(strti2)(char *, char *, int *, float  *, int *, int *);
+int BLASFUNC(dtrti2)(char *, char *, int *, double *, int *, int *);
+int BLASFUNC(qtrti2)(char *, char *, int *, double *, int *, int *);
+int BLASFUNC(ctrti2)(char *, char *, int *, float  *, int *, int *);
+int BLASFUNC(ztrti2)(char *, char *, int *, double *, int *, int *);
+int BLASFUNC(xtrti2)(char *, char *, int *, double *, int *, int *);
+
+int BLASFUNC(strtri)(char *, char *, int *, float  *, int *, int *);
+int BLASFUNC(dtrtri)(char *, char *, int *, double *, int *, int *);
+int BLASFUNC(qtrtri)(char *, char *, int *, double *, int *, int *);
+int BLASFUNC(ctrtri)(char *, char *, int *, float  *, int *, int *);
+int BLASFUNC(ztrtri)(char *, char *, int *, double *, int *, int *);
+int BLASFUNC(xtrtri)(char *, char *, int *, double *, int *, int *);
+
+int BLASFUNC(spotri)(char *, int *, float  *, int *, int *);
+int BLASFUNC(dpotri)(char *, int *, double *, int *, int *);
+int BLASFUNC(qpotri)(char *, int *, double *, int *, int *);
+int BLASFUNC(cpotri)(char *, int *, float  *, int *, int *);
+int BLASFUNC(zpotri)(char *, int *, double *, int *, int *);
+int BLASFUNC(xpotri)(char *, int *, double *, int *, int *);
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif
diff --git a/third_party/eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h b/third_party/eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h
new file mode 100644
index 0000000000..6e3f674573
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/ArrayCwiseBinaryOps.h
@@ -0,0 +1,241 @@
+/** \returns an expression of the coefficient wise product of \c *this and \a other
+  *
+  * \sa MatrixBase::cwiseProduct
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const EIGEN_CWISE_PRODUCT_RETURN_TYPE(Derived,OtherDerived)
+operator*(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_PRODUCT_RETURN_TYPE(Derived,OtherDerived)(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient wise quotient of \c *this and \a other
+  *
+  * \sa MatrixBase::cwiseQuotient
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_quotient_op<Scalar>, const Derived, const OtherDerived>
+operator/(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return CwiseBinaryOp<internal::scalar_quotient_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient-wise min of \c *this and \a other
+  *
+  * Example: \include Cwise_min.cpp
+  * Output: \verbinclude Cwise_min.out
+  *
+  * \sa max()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(min,internal::scalar_min_op)
+
+/** \returns an expression of the coefficient-wise min of \c *this and scalar \a other
+  *
+  * \sa max()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived,
+                                        const CwiseNullaryOp<internal::scalar_constant_op<Scalar>, PlainObject> >
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+min
+#else
+(min)
+#endif
+(const Scalar &other) const
+{
+  return (min)(Derived::PlainObject::Constant(rows(), cols(), other));
+}
+
+/** \returns an expression of the coefficient-wise max of \c *this and \a other
+  *
+  * Example: \include Cwise_max.cpp
+  * Output: \verbinclude Cwise_max.out
+  *
+  * \sa min()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(max,internal::scalar_max_op)
+
+/** \returns an expression of the coefficient-wise max of \c *this and scalar \a other
+  *
+  * \sa min()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived,
+                                        const CwiseNullaryOp<internal::scalar_constant_op<Scalar>, PlainObject> >
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+max
+#else
+(max)
+#endif
+(const Scalar &other) const
+{
+  return (max)(Derived::PlainObject::Constant(rows(), cols(), other));
+}
+
+/** \returns an expression of the coefficient-wise \< operator of *this and \a other
+  *
+  * Example: \include Cwise_less.cpp
+  * Output: \verbinclude Cwise_less.out
+  *
+  * \sa all(), any(), operator>(), operator<=()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator<,std::less)
+
+/** \returns an expression of the coefficient-wise \<= operator of *this and \a other
+  *
+  * Example: \include Cwise_less_equal.cpp
+  * Output: \verbinclude Cwise_less_equal.out
+  *
+  * \sa all(), any(), operator>=(), operator<()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator<=,std::less_equal)
+
+/** \returns an expression of the coefficient-wise \> operator of *this and \a other
+  *
+  * Example: \include Cwise_greater.cpp
+  * Output: \verbinclude Cwise_greater.out
+  *
+  * \sa all(), any(), operator>=(), operator<()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator>,std::greater)
+
+/** \returns an expression of the coefficient-wise \>= operator of *this and \a other
+  *
+  * Example: \include Cwise_greater_equal.cpp
+  * Output: \verbinclude Cwise_greater_equal.out
+  *
+  * \sa all(), any(), operator>(), operator<=()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator>=,std::greater_equal)
+
+/** \returns an expression of the coefficient-wise == operator of *this and \a other
+  *
+  * \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
+  * In order to check for equality between two vectors or matrices with floating-point coefficients, it is
+  * generally a far better idea to use a fuzzy comparison as provided by isApprox() and
+  * isMuchSmallerThan().
+  *
+  * Example: \include Cwise_equal_equal.cpp
+  * Output: \verbinclude Cwise_equal_equal.out
+  *
+  * \sa all(), any(), isApprox(), isMuchSmallerThan()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator==,std::equal_to)
+
+/** \returns an expression of the coefficient-wise != operator of *this and \a other
+  *
+  * \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
+  * In order to check for equality between two vectors or matrices with floating-point coefficients, it is
+  * generally a far better idea to use a fuzzy comparison as provided by isApprox() and
+  * isMuchSmallerThan().
+  *
+  * Example: \include Cwise_not_equal.cpp
+  * Output: \verbinclude Cwise_not_equal.out
+  *
+  * \sa all(), any(), isApprox(), isMuchSmallerThan()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator!=,std::not_equal_to)
+
+// scalar addition
+
+/** \returns an expression of \c *this with each coeff incremented by the constant \a scalar
+  *
+  * Example: \include Cwise_plus.cpp
+  * Output: \verbinclude Cwise_plus.out
+  *
+  * \sa operator+=(), operator-()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_add_op<Scalar>, const Derived>
+operator+(const Scalar& scalar) const
+{
+  return CwiseUnaryOp<internal::scalar_add_op<Scalar>, const Derived>(derived(), internal::scalar_add_op<Scalar>(scalar));
+}
+
+EIGEN_DEVICE_FUNC
+friend inline const CwiseUnaryOp<internal::scalar_add_op<Scalar>, const Derived>
+operator+(const Scalar& scalar,const EIGEN_CURRENT_STORAGE_BASE_CLASS<Derived>& other)
+{
+  return other + scalar;
+}
+
+/** \returns an expression of \c *this with each coeff decremented by the constant \a scalar
+  *
+  * Example: \include Cwise_minus.cpp
+  * Output: \verbinclude Cwise_minus.out
+  *
+  * \sa operator+(), operator-=()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_sub_op<Scalar>, const Derived>
+operator-(const Scalar& scalar) const
+{
+  return CwiseUnaryOp<internal::scalar_sub_op<Scalar>, const Derived>(derived(), internal::scalar_sub_op<Scalar>(scalar));;
+}
+
+EIGEN_DEVICE_FUNC
+friend inline const CwiseUnaryOp<internal::scalar_rsub_op<Scalar>, const Derived>
+operator-(const Scalar& scalar,const EIGEN_CURRENT_STORAGE_BASE_CLASS<Derived>& other)
+{
+  return CwiseUnaryOp<internal::scalar_rsub_op<Scalar>, const Derived>(other.derived(), internal::scalar_rsub_op<Scalar>(scalar));;
+}
+
+/** \returns an expression of the coefficient-wise && operator of *this and \a other
+  *
+  * \warning this operator is for expression of bool only.
+  *
+  * Example: \include Cwise_boolean_and.cpp
+  * Output: \verbinclude Cwise_boolean_and.out
+  *
+  * \sa operator||(), select()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+inline const CwiseBinaryOp<internal::scalar_boolean_and_op, const Derived, const OtherDerived>
+operator&&(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<bool,Scalar>::value && internal::is_same<bool,typename OtherDerived::Scalar>::value),
+                      THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL);
+  return CwiseBinaryOp<internal::scalar_boolean_and_op, const Derived, const OtherDerived>(derived(),other.derived());
+}
+
+/** \returns an expression of the coefficient-wise || operator of *this and \a other
+  *
+  * \warning this operator is for expression of bool only.
+  *
+  * Example: \include Cwise_boolean_or.cpp
+  * Output: \verbinclude Cwise_boolean_or.out
+  *
+  * \sa operator&&(), select()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+inline const CwiseBinaryOp<internal::scalar_boolean_or_op, const Derived, const OtherDerived>
+operator||(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<bool,Scalar>::value && internal::is_same<bool,typename OtherDerived::Scalar>::value),
+                      THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL);
+  return CwiseBinaryOp<internal::scalar_boolean_or_op, const Derived, const OtherDerived>(derived(),other.derived());
+}
+
+/** \returns an expression of the coefficient-wise ^ operator of *this and \a other
+  *
+  * \warning this operator is for expression of bool only.
+  *
+  * Example: \include Cwise_boolean_xor.cpp
+  * Output: \verbinclude Cwise_boolean_xor.out
+  *
+  * \sa operator^(), select()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+inline const CwiseBinaryOp<internal::scalar_boolean_xor_op, const Derived, const OtherDerived>
+operator^(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<bool,Scalar>::value && internal::is_same<bool,typename OtherDerived::Scalar>::value),
+                      THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL);
+  return CwiseBinaryOp<internal::scalar_boolean_xor_op, const Derived, const OtherDerived>(derived(),other.derived());
+}
+
diff --git a/third_party/eigen3/Eigen/src/plugins/ArrayCwiseUnaryOps.h b/third_party/eigen3/Eigen/src/plugins/ArrayCwiseUnaryOps.h
new file mode 100644
index 0000000000..ea6778c3f5
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/ArrayCwiseUnaryOps.h
@@ -0,0 +1,245 @@
+
+
+/** \returns an expression of the coefficient-wise absolute value of \c *this
+  *
+  * Example: \include Cwise_abs.cpp
+  * Output: \verbinclude Cwise_abs.out
+  *
+  * \sa abs2()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseUnaryOp<internal::scalar_abs_op<Scalar>, const Derived>
+abs() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise squared absolute value of \c *this
+  *
+  * Example: \include Cwise_abs2.cpp
+  * Output: \verbinclude Cwise_abs2.out
+  *
+  * \sa abs(), square()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseUnaryOp<internal::scalar_abs2_op<Scalar>, const Derived>
+abs2() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise exponential of *this.
+  *
+  * Example: \include Cwise_exp.cpp
+  * Output: \verbinclude Cwise_exp.out
+  *
+  * \sa pow(), log(), sin(), cos()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_exp_op<Scalar>, const Derived>
+exp() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise logarithm of *this.
+  *
+  * Example: \include Cwise_log.cpp
+  * Output: \verbinclude Cwise_log.out
+  *
+  * \sa exp()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_log_op<Scalar>, const Derived>
+log() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise square root of *this.
+  *
+  * Example: \include Cwise_sqrt.cpp
+  * Output: \verbinclude Cwise_sqrt.out
+  *
+  * \sa rsqrt(), pow(), square()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_sqrt_op<Scalar>, const Derived>
+sqrt() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise reciprocal square root of *this.
+  *
+  * \sa sqrt(), pow(), square()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_rsqrt_op<Scalar>, const Derived>
+rsqrt() const
+{
+  return derived();
+}
+
+
+/** \returns an expression of the coefficient-wise cosine of *this.
+  *
+  * Example: \include Cwise_cos.cpp
+  * Output: \verbinclude Cwise_cos.out
+  *
+  * \sa sin(), acos()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_cos_op<Scalar>, const Derived>
+cos() const
+{
+  return derived();
+}
+
+
+/** \returns an expression of the coefficient-wise sine of *this.
+  *
+  * Example: \include Cwise_sin.cpp
+  * Output: \verbinclude Cwise_sin.out
+  *
+  * \sa cos(), asin()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_sin_op<Scalar>, const Derived>
+sin() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise arc cosine of *this.
+  *
+  * Example: \include Cwise_acos.cpp
+  * Output: \verbinclude Cwise_acos.out
+  *
+  * \sa cos(), asin()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_acos_op<Scalar>, const Derived>
+acos() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise arc sine of *this.
+  *
+  * Example: \include Cwise_asin.cpp
+  * Output: \verbinclude Cwise_asin.out
+  *
+  * \sa sin(), acos()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_asin_op<Scalar>, const Derived>
+asin() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise tan of *this.
+  *
+  * Example: \include Cwise_tan.cpp
+  * Output: \verbinclude Cwise_tan.out
+  *
+  * \sa cos(), sin()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_tan_op<Scalar>, Derived>
+tan() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise arc tan of *this.
+  *
+  * Example: \include Cwise_atan.cpp
+  * Output: \verbinclude Cwise_atan.out
+  *
+  * \sa cos(), sin(), tan()
+  */
+inline const CwiseUnaryOp<internal::scalar_atan_op<Scalar>, Derived>
+atan() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise power of *this to the given exponent.
+  *
+  * Example: \include Cwise_pow.cpp
+  * Output: \verbinclude Cwise_pow.out
+  *
+  * \sa exp(), log()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_pow_op<Scalar>, const Derived>
+pow(const Scalar& exponent) const
+{
+  return CwiseUnaryOp<internal::scalar_pow_op<Scalar>, const Derived>
+          (derived(), internal::scalar_pow_op<Scalar>(exponent));
+}
+
+
+/** \returns an expression of the coefficient-wise inverse of *this.
+  *
+  * Example: \include Cwise_inverse.cpp
+  * Output: \verbinclude Cwise_inverse.out
+  *
+  * \sa operator/(), operator*()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const Derived>
+inverse() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise square of *this.
+  *
+  * Example: \include Cwise_square.cpp
+  * Output: \verbinclude Cwise_square.out
+  *
+  * \sa operator/(), operator*(), abs2()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_square_op<Scalar>, const Derived>
+square() const
+{
+  return derived();
+}
+
+/** \returns an expression of the coefficient-wise cube of *this.
+  *
+  * Example: \include Cwise_cube.cpp
+  * Output: \verbinclude Cwise_cube.out
+  *
+  * \sa square(), pow()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_cube_op<Scalar>, const Derived>
+cube() const
+{
+  return derived();
+}
+
+#define EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(METHOD_NAME,FUNCTOR) \
+  EIGEN_DEVICE_FUNC \
+  inline const CwiseUnaryOp<std::binder2nd<FUNCTOR<Scalar> >, const Derived> \
+  METHOD_NAME(const Scalar& s) const { \
+    return CwiseUnaryOp<std::binder2nd<FUNCTOR<Scalar> >, const Derived> \
+            (derived(), std::bind2nd(FUNCTOR<Scalar>(), s)); \
+  } \
+  friend inline const CwiseUnaryOp<std::binder1st<FUNCTOR<Scalar> >, const Derived> \
+  METHOD_NAME(const Scalar& s, const Derived& d) { \
+    return CwiseUnaryOp<std::binder1st<FUNCTOR<Scalar> >, const Derived> \
+            (d, std::bind1st(FUNCTOR<Scalar>(), s)); \
+  }
+
+EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator==,  std::equal_to)
+EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator!=,  std::not_equal_to)
+EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator<,   std::less)
+EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator<=,  std::less_equal)
+EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator>,   std::greater)
+EIGEN_MAKE_SCALAR_CWISE_UNARY_OP(operator>=,  std::greater_equal)
diff --git a/third_party/eigen3/Eigen/src/plugins/BlockMethods.h b/third_party/eigen3/Eigen/src/plugins/BlockMethods.h
new file mode 100644
index 0000000000..9b7fdc4aa7
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/BlockMethods.h
@@ -0,0 +1,995 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_PARSED_BY_DOXYGEN
+
+/** \internal expression type of a column */
+typedef Block<Derived, internal::traits<Derived>::RowsAtCompileTime, 1, !IsRowMajor> ColXpr;
+typedef const Block<const Derived, internal::traits<Derived>::RowsAtCompileTime, 1, !IsRowMajor> ConstColXpr;
+/** \internal expression type of a row */
+typedef Block<Derived, 1, internal::traits<Derived>::ColsAtCompileTime, IsRowMajor> RowXpr;
+typedef const Block<const Derived, 1, internal::traits<Derived>::ColsAtCompileTime, IsRowMajor> ConstRowXpr;
+/** \internal expression type of a block of whole columns */
+typedef Block<Derived, internal::traits<Derived>::RowsAtCompileTime, Dynamic, !IsRowMajor> ColsBlockXpr;
+typedef const Block<const Derived, internal::traits<Derived>::RowsAtCompileTime, Dynamic, !IsRowMajor> ConstColsBlockXpr;
+/** \internal expression type of a block of whole rows */
+typedef Block<Derived, Dynamic, internal::traits<Derived>::ColsAtCompileTime, IsRowMajor> RowsBlockXpr;
+typedef const Block<const Derived, Dynamic, internal::traits<Derived>::ColsAtCompileTime, IsRowMajor> ConstRowsBlockXpr;
+/** \internal expression type of a block of whole columns */
+template<int N> struct NColsBlockXpr { typedef Block<Derived, internal::traits<Derived>::RowsAtCompileTime, N, !IsRowMajor> Type; };
+template<int N> struct ConstNColsBlockXpr { typedef const Block<const Derived, internal::traits<Derived>::RowsAtCompileTime, N, !IsRowMajor> Type; };
+/** \internal expression type of a block of whole rows */
+template<int N> struct NRowsBlockXpr { typedef Block<Derived, N, internal::traits<Derived>::ColsAtCompileTime, IsRowMajor> Type; };
+template<int N> struct ConstNRowsBlockXpr { typedef const Block<const Derived, N, internal::traits<Derived>::ColsAtCompileTime, IsRowMajor> Type; };
+
+typedef VectorBlock<Derived> SegmentReturnType;
+typedef const VectorBlock<const Derived> ConstSegmentReturnType;
+template<int Size> struct FixedSegmentReturnType { typedef VectorBlock<Derived, Size> Type; };
+template<int Size> struct ConstFixedSegmentReturnType { typedef const VectorBlock<const Derived, Size> Type; };
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+/** \returns a dynamic-size expression of a block in *this.
+  *
+  * \param startRow the first row in the block
+  * \param startCol the first column in the block
+  * \param blockRows the number of rows in the block
+  * \param blockCols the number of columns in the block
+  *
+  * Example: \include MatrixBase_block_int_int_int_int.cpp
+  * Output: \verbinclude MatrixBase_block_int_int_int_int.out
+  *
+  * \note Even though the returned expression has dynamic size, in the case
+  * when it is applied to a fixed-size matrix, it inherits a fixed maximal size,
+  * which means that evaluating it does not cause a dynamic memory allocation.
+  *
+  * \sa class Block, block(Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline Block<Derived> block(Index startRow, Index startCol, Index blockRows, Index blockCols)
+{
+  return Block<Derived>(derived(), startRow, startCol, blockRows, blockCols);
+}
+
+/** This is the const version of block(Index,Index,Index,Index). */
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived> block(Index startRow, Index startCol, Index blockRows, Index blockCols) const
+{
+  return Block<const Derived>(derived(), startRow, startCol, blockRows, blockCols);
+}
+
+
+
+
+/** \returns a dynamic-size expression of a top-right corner of *this.
+  *
+  * \param cRows the number of rows in the corner
+  * \param cCols the number of columns in the corner
+  *
+  * Example: \include MatrixBase_topRightCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_topRightCorner_int_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline Block<Derived> topRightCorner(Index cRows, Index cCols)
+{
+  return Block<Derived>(derived(), 0, cols() - cCols, cRows, cCols);
+}
+
+/** This is the const version of topRightCorner(Index, Index).*/
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived> topRightCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived>(derived(), 0, cols() - cCols, cRows, cCols);
+}
+
+/** \returns an expression of a fixed-size top-right corner of *this.
+  *
+  * \tparam CRows the number of rows in the corner
+  * \tparam CCols the number of columns in the corner
+  *
+  * Example: \include MatrixBase_template_int_int_topRightCorner.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_topRightCorner.out
+  *
+  * \sa class Block, block<int,int>(Index,Index)
+  */
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline Block<Derived, CRows, CCols> topRightCorner()
+{
+  return Block<Derived, CRows, CCols>(derived(), 0, cols() - CCols);
+}
+
+/** This is the const version of topRightCorner<int, int>().*/
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived, CRows, CCols> topRightCorner() const
+{
+  return Block<const Derived, CRows, CCols>(derived(), 0, cols() - CCols);
+}
+
+/** \returns an expression of a top-right corner of *this.
+  *
+  * \tparam CRows number of rows in corner as specified at compile-time
+  * \tparam CCols number of columns in corner as specified at compile-time
+  * \param  cRows number of rows in corner as specified at run-time
+  * \param  cCols number of columns in corner as specified at run-time
+  *
+  * This function is mainly useful for corners where the number of rows is specified at compile-time
+  * and the number of columns is specified at run-time, or vice versa. The compile-time and run-time
+  * information should not contradict. In other words, \a cRows should equal \a CRows unless
+  * \a CRows is \a Dynamic, and the same for the number of columns.
+  *
+  * Example: \include MatrixBase_template_int_int_topRightCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_topRightCorner_int_int.out
+  *
+  * \sa class Block
+  */
+template<int CRows, int CCols>
+inline Block<Derived, CRows, CCols> topRightCorner(Index cRows, Index cCols)
+{
+  return Block<Derived, CRows, CCols>(derived(), 0, cols() - cCols, cRows, cCols);
+}
+
+/** This is the const version of topRightCorner<int, int>(Index, Index).*/
+template<int CRows, int CCols>
+inline const Block<const Derived, CRows, CCols> topRightCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived, CRows, CCols>(derived(), 0, cols() - cCols, cRows, cCols);
+}
+
+
+
+/** \returns a dynamic-size expression of a top-left corner of *this.
+  *
+  * \param cRows the number of rows in the corner
+  * \param cCols the number of columns in the corner
+  *
+  * Example: \include MatrixBase_topLeftCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_topLeftCorner_int_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline Block<Derived> topLeftCorner(Index cRows, Index cCols)
+{
+  return Block<Derived>(derived(), 0, 0, cRows, cCols);
+}
+
+/** This is the const version of topLeftCorner(Index, Index).*/
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived> topLeftCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived>(derived(), 0, 0, cRows, cCols);
+}
+
+/** \returns an expression of a fixed-size top-left corner of *this.
+  *
+  * The template parameters CRows and CCols are the number of rows and columns in the corner.
+  *
+  * Example: \include MatrixBase_template_int_int_topLeftCorner.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_topLeftCorner.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline Block<Derived, CRows, CCols> topLeftCorner()
+{
+  return Block<Derived, CRows, CCols>(derived(), 0, 0);
+}
+
+/** This is the const version of topLeftCorner<int, int>().*/
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived, CRows, CCols> topLeftCorner() const
+{
+  return Block<const Derived, CRows, CCols>(derived(), 0, 0);
+}
+
+/** \returns an expression of a top-left corner of *this.
+  *
+  * \tparam CRows number of rows in corner as specified at compile-time
+  * \tparam CCols number of columns in corner as specified at compile-time
+  * \param  cRows number of rows in corner as specified at run-time
+  * \param  cCols number of columns in corner as specified at run-time
+  *
+  * This function is mainly useful for corners where the number of rows is specified at compile-time
+  * and the number of columns is specified at run-time, or vice versa. The compile-time and run-time
+  * information should not contradict. In other words, \a cRows should equal \a CRows unless
+  * \a CRows is \a Dynamic, and the same for the number of columns.
+  *
+  * Example: \include MatrixBase_template_int_int_topLeftCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_topLeftCorner_int_int.out
+  *
+  * \sa class Block
+  */
+template<int CRows, int CCols>
+inline Block<Derived, CRows, CCols> topLeftCorner(Index cRows, Index cCols)
+{
+  return Block<Derived, CRows, CCols>(derived(), 0, 0, cRows, cCols);
+}
+
+/** This is the const version of topLeftCorner<int, int>(Index, Index).*/
+template<int CRows, int CCols>
+inline const Block<const Derived, CRows, CCols> topLeftCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived, CRows, CCols>(derived(), 0, 0, cRows, cCols);
+}
+
+
+
+/** \returns a dynamic-size expression of a bottom-right corner of *this.
+  *
+  * \param cRows the number of rows in the corner
+  * \param cCols the number of columns in the corner
+  *
+  * Example: \include MatrixBase_bottomRightCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_bottomRightCorner_int_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline Block<Derived> bottomRightCorner(Index cRows, Index cCols)
+{
+  return Block<Derived>(derived(), rows() - cRows, cols() - cCols, cRows, cCols);
+}
+
+/** This is the const version of bottomRightCorner(Index, Index).*/
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived> bottomRightCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived>(derived(), rows() - cRows, cols() - cCols, cRows, cCols);
+}
+
+/** \returns an expression of a fixed-size bottom-right corner of *this.
+  *
+  * The template parameters CRows and CCols are the number of rows and columns in the corner.
+  *
+  * Example: \include MatrixBase_template_int_int_bottomRightCorner.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_bottomRightCorner.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline Block<Derived, CRows, CCols> bottomRightCorner()
+{
+  return Block<Derived, CRows, CCols>(derived(), rows() - CRows, cols() - CCols);
+}
+
+/** This is the const version of bottomRightCorner<int, int>().*/
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived, CRows, CCols> bottomRightCorner() const
+{
+  return Block<const Derived, CRows, CCols>(derived(), rows() - CRows, cols() - CCols);
+}
+
+/** \returns an expression of a bottom-right corner of *this.
+  *
+  * \tparam CRows number of rows in corner as specified at compile-time
+  * \tparam CCols number of columns in corner as specified at compile-time
+  * \param  cRows number of rows in corner as specified at run-time
+  * \param  cCols number of columns in corner as specified at run-time
+  *
+  * This function is mainly useful for corners where the number of rows is specified at compile-time
+  * and the number of columns is specified at run-time, or vice versa. The compile-time and run-time
+  * information should not contradict. In other words, \a cRows should equal \a CRows unless
+  * \a CRows is \a Dynamic, and the same for the number of columns.
+  *
+  * Example: \include MatrixBase_template_int_int_bottomRightCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_bottomRightCorner_int_int.out
+  *
+  * \sa class Block
+  */
+template<int CRows, int CCols>
+inline Block<Derived, CRows, CCols> bottomRightCorner(Index cRows, Index cCols)
+{
+  return Block<Derived, CRows, CCols>(derived(), rows() - cRows, cols() - cCols, cRows, cCols);
+}
+
+/** This is the const version of bottomRightCorner<int, int>(Index, Index).*/
+template<int CRows, int CCols>
+inline const Block<const Derived, CRows, CCols> bottomRightCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived, CRows, CCols>(derived(), rows() - cRows, cols() - cCols, cRows, cCols);
+}
+
+
+
+/** \returns a dynamic-size expression of a bottom-left corner of *this.
+  *
+  * \param cRows the number of rows in the corner
+  * \param cCols the number of columns in the corner
+  *
+  * Example: \include MatrixBase_bottomLeftCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_bottomLeftCorner_int_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline Block<Derived> bottomLeftCorner(Index cRows, Index cCols)
+{
+  return Block<Derived>(derived(), rows() - cRows, 0, cRows, cCols);
+}
+
+/** This is the const version of bottomLeftCorner(Index, Index).*/
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived> bottomLeftCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived>(derived(), rows() - cRows, 0, cRows, cCols);
+}
+
+/** \returns an expression of a fixed-size bottom-left corner of *this.
+  *
+  * The template parameters CRows and CCols are the number of rows and columns in the corner.
+  *
+  * Example: \include MatrixBase_template_int_int_bottomLeftCorner.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_bottomLeftCorner.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline Block<Derived, CRows, CCols> bottomLeftCorner()
+{
+  return Block<Derived, CRows, CCols>(derived(), rows() - CRows, 0);
+}
+
+/** This is the const version of bottomLeftCorner<int, int>().*/
+template<int CRows, int CCols>
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived, CRows, CCols> bottomLeftCorner() const
+{
+  return Block<const Derived, CRows, CCols>(derived(), rows() - CRows, 0);
+}
+
+/** \returns an expression of a bottom-left corner of *this.
+  *
+  * \tparam CRows number of rows in corner as specified at compile-time
+  * \tparam CCols number of columns in corner as specified at compile-time
+  * \param  cRows number of rows in corner as specified at run-time
+  * \param  cCols number of columns in corner as specified at run-time
+  *
+  * This function is mainly useful for corners where the number of rows is specified at compile-time
+  * and the number of columns is specified at run-time, or vice versa. The compile-time and run-time
+  * information should not contradict. In other words, \a cRows should equal \a CRows unless
+  * \a CRows is \a Dynamic, and the same for the number of columns.
+  *
+  * Example: \include MatrixBase_template_int_int_bottomLeftCorner_int_int.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_bottomLeftCorner_int_int.out
+  *
+  * \sa class Block
+  */
+template<int CRows, int CCols>
+inline Block<Derived, CRows, CCols> bottomLeftCorner(Index cRows, Index cCols)
+{
+  return Block<Derived, CRows, CCols>(derived(), rows() - cRows, 0, cRows, cCols);
+}
+
+/** This is the const version of bottomLeftCorner<int, int>(Index, Index).*/
+template<int CRows, int CCols>
+inline const Block<const Derived, CRows, CCols> bottomLeftCorner(Index cRows, Index cCols) const
+{
+  return Block<const Derived, CRows, CCols>(derived(), rows() - cRows, 0, cRows, cCols);
+}
+
+
+
+/** \returns a block consisting of the top rows of *this.
+  *
+  * \param n the number of rows in the block
+  *
+  * Example: \include MatrixBase_topRows_int.cpp
+  * Output: \verbinclude MatrixBase_topRows_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline RowsBlockXpr topRows(Index n)
+{
+  return RowsBlockXpr(derived(), 0, 0, n, cols());
+}
+
+/** This is the const version of topRows(Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstRowsBlockXpr topRows(Index n) const
+{
+  return ConstRowsBlockXpr(derived(), 0, 0, n, cols());
+}
+
+/** \returns a block consisting of the top rows of *this.
+  *
+  * \tparam N the number of rows in the block as specified at compile-time
+  * \param n the number of rows in the block as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_topRows.cpp
+  * Output: \verbinclude MatrixBase_template_int_topRows.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename NRowsBlockXpr<N>::Type topRows(Index n = N)
+{
+  return typename NRowsBlockXpr<N>::Type(derived(), 0, 0, n, cols());
+}
+
+/** This is the const version of topRows<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstNRowsBlockXpr<N>::Type topRows(Index n = N) const
+{
+  return typename ConstNRowsBlockXpr<N>::Type(derived(), 0, 0, n, cols());
+}
+
+
+
+/** \returns a block consisting of the bottom rows of *this.
+  *
+  * \param n the number of rows in the block
+  *
+  * Example: \include MatrixBase_bottomRows_int.cpp
+  * Output: \verbinclude MatrixBase_bottomRows_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline RowsBlockXpr bottomRows(Index n)
+{
+  return RowsBlockXpr(derived(), rows() - n, 0, n, cols());
+}
+
+/** This is the const version of bottomRows(Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstRowsBlockXpr bottomRows(Index n) const
+{
+  return ConstRowsBlockXpr(derived(), rows() - n, 0, n, cols());
+}
+
+/** \returns a block consisting of the bottom rows of *this.
+  *
+  * \tparam N the number of rows in the block as specified at compile-time
+  * \param n the number of rows in the block as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_bottomRows.cpp
+  * Output: \verbinclude MatrixBase_template_int_bottomRows.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename NRowsBlockXpr<N>::Type bottomRows(Index n = N)
+{
+  return typename NRowsBlockXpr<N>::Type(derived(), rows() - n, 0, n, cols());
+}
+
+/** This is the const version of bottomRows<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstNRowsBlockXpr<N>::Type bottomRows(Index n = N) const
+{
+  return typename ConstNRowsBlockXpr<N>::Type(derived(), rows() - n, 0, n, cols());
+}
+
+
+
+/** \returns a block consisting of a range of rows of *this.
+  *
+  * \param startRow the index of the first row in the block
+  * \param n the number of rows in the block
+  *
+  * Example: \include DenseBase_middleRows_int.cpp
+  * Output: \verbinclude DenseBase_middleRows_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline RowsBlockXpr middleRows(Index startRow, Index n)
+{
+  return RowsBlockXpr(derived(), startRow, 0, n, cols());
+}
+
+/** This is the const version of middleRows(Index,Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstRowsBlockXpr middleRows(Index startRow, Index n) const
+{
+  return ConstRowsBlockXpr(derived(), startRow, 0, n, cols());
+}
+
+/** \returns a block consisting of a range of rows of *this.
+  *
+  * \tparam N the number of rows in the block as specified at compile-time
+  * \param startRow the index of the first row in the block
+  * \param n the number of rows in the block as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include DenseBase_template_int_middleRows.cpp
+  * Output: \verbinclude DenseBase_template_int_middleRows.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename NRowsBlockXpr<N>::Type middleRows(Index startRow, Index n = N)
+{
+  return typename NRowsBlockXpr<N>::Type(derived(), startRow, 0, n, cols());
+}
+
+/** This is the const version of middleRows<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstNRowsBlockXpr<N>::Type middleRows(Index startRow, Index n = N) const
+{
+  return typename ConstNRowsBlockXpr<N>::Type(derived(), startRow, 0, n, cols());
+}
+
+
+
+/** \returns a block consisting of the left columns of *this.
+  *
+  * \param n the number of columns in the block
+  *
+  * Example: \include MatrixBase_leftCols_int.cpp
+  * Output: \verbinclude MatrixBase_leftCols_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline ColsBlockXpr leftCols(Index n)
+{
+  return ColsBlockXpr(derived(), 0, 0, rows(), n);
+}
+
+/** This is the const version of leftCols(Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstColsBlockXpr leftCols(Index n) const
+{
+  return ConstColsBlockXpr(derived(), 0, 0, rows(), n);
+}
+
+/** \returns a block consisting of the left columns of *this.
+  *
+  * \tparam N the number of columns in the block as specified at compile-time
+  * \param n the number of columns in the block as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_leftCols.cpp
+  * Output: \verbinclude MatrixBase_template_int_leftCols.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename NColsBlockXpr<N>::Type leftCols(Index n = N)
+{
+  return typename NColsBlockXpr<N>::Type(derived(), 0, 0, rows(), n);
+}
+
+/** This is the const version of leftCols<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstNColsBlockXpr<N>::Type leftCols(Index n = N) const
+{
+  return typename ConstNColsBlockXpr<N>::Type(derived(), 0, 0, rows(), n);
+}
+
+
+
+/** \returns a block consisting of the right columns of *this.
+  *
+  * \param n the number of columns in the block
+  *
+  * Example: \include MatrixBase_rightCols_int.cpp
+  * Output: \verbinclude MatrixBase_rightCols_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline ColsBlockXpr rightCols(Index n)
+{
+  return ColsBlockXpr(derived(), 0, cols() - n, rows(), n);
+}
+
+/** This is the const version of rightCols(Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstColsBlockXpr rightCols(Index n) const
+{
+  return ConstColsBlockXpr(derived(), 0, cols() - n, rows(), n);
+}
+
+/** \returns a block consisting of the right columns of *this.
+  *
+  * \tparam N the number of columns in the block as specified at compile-time
+  * \param n the number of columns in the block as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_rightCols.cpp
+  * Output: \verbinclude MatrixBase_template_int_rightCols.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename NColsBlockXpr<N>::Type rightCols(Index n = N)
+{
+  return typename NColsBlockXpr<N>::Type(derived(), 0, cols() - n, rows(), n);
+}
+
+/** This is the const version of rightCols<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstNColsBlockXpr<N>::Type rightCols(Index n = N) const
+{
+  return typename ConstNColsBlockXpr<N>::Type(derived(), 0, cols() - n, rows(), n);
+}
+
+
+
+/** \returns a block consisting of a range of columns of *this.
+  *
+  * \param startCol the index of the first column in the block
+  * \param numCols the number of columns in the block
+  *
+  * Example: \include DenseBase_middleCols_int.cpp
+  * Output: \verbinclude DenseBase_middleCols_int.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline ColsBlockXpr middleCols(Index startCol, Index numCols)
+{
+  return ColsBlockXpr(derived(), 0, startCol, rows(), numCols);
+}
+
+/** This is the const version of middleCols(Index,Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstColsBlockXpr middleCols(Index startCol, Index numCols) const
+{
+  return ConstColsBlockXpr(derived(), 0, startCol, rows(), numCols);
+}
+
+/** \returns a block consisting of a range of columns of *this.
+  *
+  * \tparam N the number of columns in the block as specified at compile-time
+  * \param startCol the index of the first column in the block
+  * \param n the number of columns in the block as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include DenseBase_template_int_middleCols.cpp
+  * Output: \verbinclude DenseBase_template_int_middleCols.out
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename NColsBlockXpr<N>::Type middleCols(Index startCol, Index n = N)
+{
+  return typename NColsBlockXpr<N>::Type(derived(), 0, startCol, rows(), n);
+}
+
+/** This is the const version of middleCols<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstNColsBlockXpr<N>::Type middleCols(Index startCol, Index n = N) const
+{
+  return typename ConstNColsBlockXpr<N>::Type(derived(), 0, startCol, rows(), n);
+}
+
+
+
+/** \returns a fixed-size expression of a block in *this.
+  *
+  * The template parameters \a BlockRows and \a BlockCols are the number of
+  * rows and columns in the block.
+  *
+  * \param startRow the first row in the block
+  * \param startCol the first column in the block
+  *
+  * Example: \include MatrixBase_block_int_int.cpp
+  * Output: \verbinclude MatrixBase_block_int_int.out
+  *
+  * \note since block is a templated member, the keyword template has to be used
+  * if the matrix type is also a template parameter: \code m.template block<3,3>(1,1); \endcode
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int BlockRows, int BlockCols>
+EIGEN_DEVICE_FUNC
+inline Block<Derived, BlockRows, BlockCols> block(Index startRow, Index startCol)
+{
+  return Block<Derived, BlockRows, BlockCols>(derived(), startRow, startCol);
+}
+
+/** This is the const version of block<>(Index, Index). */
+template<int BlockRows, int BlockCols>
+EIGEN_DEVICE_FUNC
+inline const Block<const Derived, BlockRows, BlockCols> block(Index startRow, Index startCol) const
+{
+  return Block<const Derived, BlockRows, BlockCols>(derived(), startRow, startCol);
+}
+
+/** \returns an expression of a block in *this.
+  *
+  * \tparam BlockRows number of rows in block as specified at compile-time
+  * \tparam BlockCols number of columns in block as specified at compile-time
+  * \param  startRow  the first row in the block
+  * \param  startCol  the first column in the block
+  * \param  blockRows number of rows in block as specified at run-time
+  * \param  blockCols number of columns in block as specified at run-time
+  *
+  * This function is mainly useful for blocks where the number of rows is specified at compile-time
+  * and the number of columns is specified at run-time, or vice versa. The compile-time and run-time
+  * information should not contradict. In other words, \a blockRows should equal \a BlockRows unless
+  * \a BlockRows is \a Dynamic, and the same for the number of columns.
+  *
+  * Example: \include MatrixBase_template_int_int_block_int_int_int_int.cpp
+  * Output: \verbinclude MatrixBase_template_int_int_block_int_int_int_int.cpp
+  *
+  * \sa class Block, block(Index,Index,Index,Index)
+  */
+template<int BlockRows, int BlockCols>
+inline Block<Derived, BlockRows, BlockCols> block(Index startRow, Index startCol, 
+                                                  Index blockRows, Index blockCols)
+{
+  return Block<Derived, BlockRows, BlockCols>(derived(), startRow, startCol, blockRows, blockCols);
+}
+
+/** This is the const version of block<>(Index, Index, Index, Index). */
+template<int BlockRows, int BlockCols>
+inline const Block<const Derived, BlockRows, BlockCols> block(Index startRow, Index startCol,
+                                                              Index blockRows, Index blockCols) const
+{
+  return Block<const Derived, BlockRows, BlockCols>(derived(), startRow, startCol, blockRows, blockCols);
+}
+
+/** \returns an expression of the \a i-th column of *this. Note that the numbering starts at 0.
+  *
+  * Example: \include MatrixBase_col.cpp
+  * Output: \verbinclude MatrixBase_col.out
+  *
+  * \sa row(), class Block */
+EIGEN_DEVICE_FUNC
+inline ColXpr col(Index i)
+{
+  return ColXpr(derived(), i);
+}
+
+/** This is the const version of col(). */
+EIGEN_DEVICE_FUNC
+inline ConstColXpr col(Index i) const
+{
+  return ConstColXpr(derived(), i);
+}
+
+/** \returns an expression of the \a i-th row of *this. Note that the numbering starts at 0.
+  *
+  * Example: \include MatrixBase_row.cpp
+  * Output: \verbinclude MatrixBase_row.out
+  *
+  * \sa col(), class Block */
+EIGEN_DEVICE_FUNC
+inline RowXpr row(Index i)
+{
+  return RowXpr(derived(), i);
+}
+
+/** This is the const version of row(). */
+EIGEN_DEVICE_FUNC
+inline ConstRowXpr row(Index i) const
+{
+  return ConstRowXpr(derived(), i);
+}
+
+/** \returns a dynamic-size expression of a segment (i.e. a vector block) in *this.
+  *
+  * \only_for_vectors
+  *
+  * \param start the first coefficient in the segment
+  * \param n the number of coefficients in the segment
+  *
+  * Example: \include MatrixBase_segment_int_int.cpp
+  * Output: \verbinclude MatrixBase_segment_int_int.out
+  *
+  * \note Even though the returned expression has dynamic size, in the case
+  * when it is applied to a fixed-size vector, it inherits a fixed maximal size,
+  * which means that evaluating it does not cause a dynamic memory allocation.
+  *
+  * \sa class Block, segment(Index)
+  */
+EIGEN_DEVICE_FUNC
+inline SegmentReturnType segment(Index start, Index n)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return SegmentReturnType(derived(), start, n);
+}
+
+
+/** This is the const version of segment(Index,Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstSegmentReturnType segment(Index start, Index n) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return ConstSegmentReturnType(derived(), start, n);
+}
+
+/** \returns a dynamic-size expression of the first coefficients of *this.
+  *
+  * \only_for_vectors
+  *
+  * \param n the number of coefficients in the segment
+  *
+  * Example: \include MatrixBase_start_int.cpp
+  * Output: \verbinclude MatrixBase_start_int.out
+  *
+  * \note Even though the returned expression has dynamic size, in the case
+  * when it is applied to a fixed-size vector, it inherits a fixed maximal size,
+  * which means that evaluating it does not cause a dynamic memory allocation.
+  *
+  * \sa class Block, block(Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline SegmentReturnType head(Index n)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return SegmentReturnType(derived(), 0, n);
+}
+
+/** This is the const version of head(Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstSegmentReturnType head(Index n) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return ConstSegmentReturnType(derived(), 0, n);
+}
+
+/** \returns a dynamic-size expression of the last coefficients of *this.
+  *
+  * \only_for_vectors
+  *
+  * \param n the number of coefficients in the segment
+  *
+  * Example: \include MatrixBase_end_int.cpp
+  * Output: \verbinclude MatrixBase_end_int.out
+  *
+  * \note Even though the returned expression has dynamic size, in the case
+  * when it is applied to a fixed-size vector, it inherits a fixed maximal size,
+  * which means that evaluating it does not cause a dynamic memory allocation.
+  *
+  * \sa class Block, block(Index,Index)
+  */
+EIGEN_DEVICE_FUNC
+inline SegmentReturnType tail(Index n)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return SegmentReturnType(derived(), this->size() - n, n);
+}
+
+/** This is the const version of tail(Index).*/
+EIGEN_DEVICE_FUNC
+inline ConstSegmentReturnType tail(Index n) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return ConstSegmentReturnType(derived(), this->size() - n, n);
+}
+
+/** \returns a fixed-size expression of a segment (i.e. a vector block) in \c *this
+  *
+  * \only_for_vectors
+  *
+  * \tparam N the number of coefficients in the segment as specified at compile-time
+  * \param start the index of the first element in the segment
+  * \param n the number of coefficients in the segment as specified at compile-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_segment.cpp
+  * Output: \verbinclude MatrixBase_template_int_segment.out
+  *
+  * \sa class Block
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename FixedSegmentReturnType<N>::Type segment(Index start, Index n = N)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return typename FixedSegmentReturnType<N>::Type(derived(), start, n);
+}
+
+/** This is the const version of segment<int>(Index).*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstFixedSegmentReturnType<N>::Type segment(Index start, Index n = N) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return typename ConstFixedSegmentReturnType<N>::Type(derived(), start, n);
+}
+
+/** \returns a fixed-size expression of the first coefficients of *this.
+  *
+  * \only_for_vectors
+  *
+  * \tparam N the number of coefficients in the segment as specified at compile-time
+  * \param  n the number of coefficients in the segment as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_start.cpp
+  * Output: \verbinclude MatrixBase_template_int_start.out
+  *
+  * \sa class Block
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename FixedSegmentReturnType<N>::Type head(Index n = N)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return typename FixedSegmentReturnType<N>::Type(derived(), 0, n);
+}
+
+/** This is the const version of head<int>().*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstFixedSegmentReturnType<N>::Type head(Index n = N) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return typename ConstFixedSegmentReturnType<N>::Type(derived(), 0, n);
+}
+
+/** \returns a fixed-size expression of the last coefficients of *this.
+  *
+  * \only_for_vectors
+  *
+  * \tparam N the number of coefficients in the segment as specified at compile-time
+  * \param  n the number of coefficients in the segment as specified at run-time
+  *
+  * The compile-time and run-time information should not contradict. In other words,
+  * \a n should equal \a N unless \a N is \a Dynamic.
+  *
+  * Example: \include MatrixBase_template_int_end.cpp
+  * Output: \verbinclude MatrixBase_template_int_end.out
+  *
+  * \sa class Block
+  */
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename FixedSegmentReturnType<N>::Type tail(Index n = N)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return typename FixedSegmentReturnType<N>::Type(derived(), size() - n);
+}
+
+/** This is the const version of tail<int>.*/
+template<int N>
+EIGEN_DEVICE_FUNC
+inline typename ConstFixedSegmentReturnType<N>::Type tail(Index n = N) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  return typename ConstFixedSegmentReturnType<N>::Type(derived(), size() - n);
+}
diff --git a/third_party/eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h b/third_party/eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h
new file mode 100644
index 0000000000..a8fa287c90
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/CommonCwiseBinaryOps.h
@@ -0,0 +1,47 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// This file is a base class plugin containing common coefficient wise functions.
+
+/** \returns an expression of the difference of \c *this and \a other
+  *
+  * \note If you want to substract a given scalar from all coefficients, see Cwise::operator-().
+  *
+  * \sa class CwiseBinaryOp, operator-=()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator-,internal::scalar_difference_op)
+
+/** \returns an expression of the sum of \c *this and \a other
+  *
+  * \note If you want to add a given scalar to all coefficients, see Cwise::operator+().
+  *
+  * \sa class CwiseBinaryOp, operator+=()
+  */
+EIGEN_MAKE_CWISE_BINARY_OP(operator+,internal::scalar_sum_op)
+
+/** \returns an expression of a custom coefficient-wise operator \a func of *this and \a other
+  *
+  * The template parameter \a CustomBinaryOp is the type of the functor
+  * of the custom operator (see class CwiseBinaryOp for an example)
+  *
+  * Here is an example illustrating the use of custom functors:
+  * \include class_CwiseBinaryOp.cpp
+  * Output: \verbinclude class_CwiseBinaryOp.out
+  *
+  * \sa class CwiseBinaryOp, operator+(), operator-(), cwiseProduct()
+  */
+template<typename CustomBinaryOp, typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<CustomBinaryOp, const Derived, const OtherDerived>
+binaryExpr(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other, const CustomBinaryOp& func = CustomBinaryOp()) const
+{
+  return CwiseBinaryOp<CustomBinaryOp, const Derived, const OtherDerived>(derived(), other.derived(), func);
+}
+
diff --git a/third_party/eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h b/third_party/eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h
new file mode 100644
index 0000000000..aa20215745
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/CommonCwiseUnaryOps.h
@@ -0,0 +1,201 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// This file is a base class plugin containing common coefficient wise functions.
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+/** \internal Represents a scalar multiple of an expression */
+typedef CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const Derived> ScalarMultipleReturnType;
+/** \internal Represents a quotient of an expression by a scalar*/
+typedef CwiseUnaryOp<internal::scalar_quotient1_op<Scalar>, const Derived> ScalarQuotient1ReturnType;
+/** \internal the return type of conjugate() */
+typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                    const CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, const Derived>,
+                    const Derived&
+                  >::type ConjugateReturnType;
+/** \internal the return type of real() const */
+typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                    const CwiseUnaryOp<internal::scalar_real_op<Scalar>, const Derived>,
+                    const Derived&
+                  >::type RealReturnType;
+/** \internal the return type of real() */
+typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                    CwiseUnaryView<internal::scalar_real_ref_op<Scalar>, Derived>,
+                    Derived&
+                  >::type NonConstRealReturnType;
+/** \internal the return type of imag() const */
+typedef CwiseUnaryOp<internal::scalar_imag_op<Scalar>, const Derived> ImagReturnType;
+/** \internal the return type of imag() */
+typedef CwiseUnaryView<internal::scalar_imag_ref_op<Scalar>, Derived> NonConstImagReturnType;
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+/** \returns an expression of the opposite of \c *this
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_opposite_op<typename internal::traits<Derived>::Scalar>, const Derived>
+operator-() const { return derived(); }
+
+
+/** \returns an expression of \c *this scaled by the scalar factor \a scalar */
+EIGEN_DEVICE_FUNC
+inline const ScalarMultipleReturnType
+operator*(const Scalar& scalar) const
+{
+  return CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const Derived>
+    (derived(), internal::scalar_multiple_op<Scalar>(scalar));
+}
+
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+const ScalarMultipleReturnType operator*(const RealScalar& scalar) const;
+#endif
+
+/** \returns an expression of \c *this divided by the scalar value \a scalar */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_quotient1_op<typename internal::traits<Derived>::Scalar>, const Derived>
+operator/(const Scalar& scalar) const
+{
+  return CwiseUnaryOp<internal::scalar_quotient1_op<Scalar>, const Derived>
+    (derived(), internal::scalar_quotient1_op<Scalar>(scalar));
+}
+
+/** Overloaded for efficient real matrix times complex scalar value */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_multiple2_op<Scalar,std::complex<Scalar> >, const Derived>
+operator*(const std::complex<Scalar>& scalar) const
+{
+  return CwiseUnaryOp<internal::scalar_multiple2_op<Scalar,std::complex<Scalar> >, const Derived>
+    (*static_cast<const Derived*>(this), internal::scalar_multiple2_op<Scalar,std::complex<Scalar> >(scalar));
+}
+
+EIGEN_DEVICE_FUNC
+inline friend const ScalarMultipleReturnType
+operator*(const Scalar& scalar, const StorageBaseType& matrix)
+{ return matrix*scalar; }
+
+EIGEN_DEVICE_FUNC
+inline friend const CwiseUnaryOp<internal::scalar_multiple2_op<Scalar,std::complex<Scalar> >, const Derived>
+operator*(const std::complex<Scalar>& scalar, const StorageBaseType& matrix)
+{ return matrix*scalar; }
+
+/** \returns an expression of *this with the \a Scalar type casted to
+  * \a NewScalar.
+  *
+  * The template parameter \a NewScalar is the type we are casting the scalars to.
+  *
+  * \sa class CwiseUnaryOp
+  */
+template<typename NewType>
+EIGEN_DEVICE_FUNC
+typename internal::cast_return_type<Derived,const CwiseUnaryOp<internal::scalar_cast_op<typename internal::traits<Derived>::Scalar, NewType>, const Derived> >::type
+cast() const
+{
+  return derived();
+}
+
+/** \returns an expression of *this with the \a Scalar type converted to
+  * \a NewScalar using the custom conversion functor \a ConvertOp.
+  *
+  * The template parameter \a NewType is the type we are casting the scalars to.
+  * The template parameter \a ConvertOp is the conversion functor.
+  *
+  * \sa class CwiseUnaryOp
+  */
+template<typename NewType, typename ConvertOp>
+typename internal::cast_return_type<Derived,const CwiseUnaryOp<internal::scalar_convert_op<typename internal::traits<Derived>::Scalar, NewType, ConvertOp>, const Derived> >::type
+convert() const
+{
+  return derived();
+}
+
+/** \returns an expression of the complex conjugate of \c *this.
+  *
+  * \sa adjoint() */
+EIGEN_DEVICE_FUNC
+inline ConjugateReturnType
+conjugate() const
+{
+  return ConjugateReturnType(derived());
+}
+
+/** \returns a read-only expression of the real part of \c *this.
+  *
+  * \sa imag() */
+EIGEN_DEVICE_FUNC
+inline RealReturnType
+real() const { return derived(); }
+
+/** \returns an read-only expression of the imaginary part of \c *this.
+  *
+  * \sa real() */
+EIGEN_DEVICE_FUNC
+inline const ImagReturnType
+imag() const { return derived(); }
+
+/** \brief Apply a unary operator coefficient-wise
+  * \param[in]  func  Functor implementing the unary operator
+  * \tparam  CustomUnaryOp Type of \a func  
+  * \returns An expression of a custom coefficient-wise unary operator \a func of *this
+  *
+  * The function \c ptr_fun() from the C++ standard library can be used to make functors out of normal functions.
+  *
+  * Example:
+  * \include class_CwiseUnaryOp_ptrfun.cpp
+  * Output: \verbinclude class_CwiseUnaryOp_ptrfun.out
+  *
+  * Genuine functors allow for more possibilities, for instance it may contain a state.
+  *
+  * Example:
+  * \include class_CwiseUnaryOp.cpp
+  * Output: \verbinclude class_CwiseUnaryOp.out
+  *
+  * \sa class CwiseUnaryOp, class CwiseBinaryOp
+  */
+template<typename CustomUnaryOp>
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<CustomUnaryOp, const Derived>
+unaryExpr(const CustomUnaryOp& func = CustomUnaryOp()) const
+{
+  return CwiseUnaryOp<CustomUnaryOp, const Derived>(derived(), func);
+}
+
+/** \returns an expression of a custom coefficient-wise unary operator \a func of *this
+  *
+  * The template parameter \a CustomUnaryOp is the type of the functor
+  * of the custom unary operator.
+  *
+  * Example:
+  * \include class_CwiseUnaryOp.cpp
+  * Output: \verbinclude class_CwiseUnaryOp.out
+  *
+  * \sa class CwiseUnaryOp, class CwiseBinaryOp
+  */
+template<typename CustomViewOp>
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryView<CustomViewOp, const Derived>
+unaryViewExpr(const CustomViewOp& func = CustomViewOp()) const
+{
+  return CwiseUnaryView<CustomViewOp, const Derived>(derived(), func);
+}
+
+/** \returns a non const expression of the real part of \c *this.
+  *
+  * \sa imag() */
+EIGEN_DEVICE_FUNC
+inline NonConstRealReturnType
+real() { return derived(); }
+
+/** \returns a non const expression of the imaginary part of \c *this.
+  *
+  * \sa real() */
+EIGEN_DEVICE_FUNC
+inline NonConstImagReturnType
+imag() { return derived(); }
diff --git a/third_party/eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h b/third_party/eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h
new file mode 100644
index 0000000000..b9582a5a06
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/MatrixCwiseBinaryOps.h
@@ -0,0 +1,134 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// This file is a base class plugin containing matrix specifics coefficient wise functions.
+
+/** \returns an expression of the Schur product (coefficient wise product) of *this and \a other
+  *
+  * Example: \include MatrixBase_cwiseProduct.cpp
+  * Output: \verbinclude MatrixBase_cwiseProduct.out
+  *
+  * \sa class CwiseBinaryOp, cwiseAbs2
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const EIGEN_CWISE_PRODUCT_RETURN_TYPE(Derived,OtherDerived)
+cwiseProduct(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return EIGEN_CWISE_PRODUCT_RETURN_TYPE(Derived,OtherDerived)(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient-wise == operator of *this and \a other
+  *
+  * \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
+  * In order to check for equality between two vectors or matrices with floating-point coefficients, it is
+  * generally a far better idea to use a fuzzy comparison as provided by isApprox() and
+  * isMuchSmallerThan().
+  *
+  * Example: \include MatrixBase_cwiseEqual.cpp
+  * Output: \verbinclude MatrixBase_cwiseEqual.out
+  *
+  * \sa cwiseNotEqual(), isApprox(), isMuchSmallerThan()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+inline const CwiseBinaryOp<std::equal_to<Scalar>, const Derived, const OtherDerived>
+cwiseEqual(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return CwiseBinaryOp<std::equal_to<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient-wise != operator of *this and \a other
+  *
+  * \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
+  * In order to check for equality between two vectors or matrices with floating-point coefficients, it is
+  * generally a far better idea to use a fuzzy comparison as provided by isApprox() and
+  * isMuchSmallerThan().
+  *
+  * Example: \include MatrixBase_cwiseNotEqual.cpp
+  * Output: \verbinclude MatrixBase_cwiseNotEqual.out
+  *
+  * \sa cwiseEqual(), isApprox(), isMuchSmallerThan()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+inline const CwiseBinaryOp<std::not_equal_to<Scalar>, const Derived, const OtherDerived>
+cwiseNotEqual(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return CwiseBinaryOp<std::not_equal_to<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient-wise min of *this and \a other
+  *
+  * Example: \include MatrixBase_cwiseMin.cpp
+  * Output: \verbinclude MatrixBase_cwiseMin.out
+  *
+  * \sa class CwiseBinaryOp, max()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const OtherDerived>
+cwiseMin(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient-wise min of *this and scalar \a other
+  *
+  * \sa class CwiseBinaryOp, min()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const ConstantReturnType>
+cwiseMin(const Scalar &other) const
+{
+  return cwiseMin(Derived::Constant(rows(), cols(), other));
+}
+
+/** \returns an expression of the coefficient-wise max of *this and \a other
+  *
+  * Example: \include MatrixBase_cwiseMax.cpp
+  * Output: \verbinclude MatrixBase_cwiseMax.out
+  *
+  * \sa class CwiseBinaryOp, min()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const OtherDerived>
+cwiseMax(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
+}
+
+/** \returns an expression of the coefficient-wise max of *this and scalar \a other
+  *
+  * \sa class CwiseBinaryOp, min()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const ConstantReturnType>
+cwiseMax(const Scalar &other) const
+{
+  return cwiseMax(Derived::Constant(rows(), cols(), other));
+}
+
+
+/** \returns an expression of the coefficient-wise quotient of *this and \a other
+  *
+  * Example: \include MatrixBase_cwiseQuotient.cpp
+  * Output: \verbinclude MatrixBase_cwiseQuotient.out
+  *
+  * \sa class CwiseBinaryOp, cwiseProduct(), cwiseInverse()
+  */
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_quotient_op<Scalar>, const Derived, const OtherDerived>
+cwiseQuotient(const EIGEN_CURRENT_STORAGE_BASE_CLASS<OtherDerived> &other) const
+{
+  return CwiseBinaryOp<internal::scalar_quotient_op<Scalar>, const Derived, const OtherDerived>(derived(), other.derived());
+}
diff --git a/third_party/eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h b/third_party/eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h
new file mode 100644
index 0000000000..1bb15f862d
--- /dev/null
+++ b/third_party/eigen3/Eigen/src/plugins/MatrixCwiseUnaryOps.h
@@ -0,0 +1,72 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// This file is a base class plugin containing matrix specifics coefficient wise functions.
+
+/** \returns an expression of the coefficient-wise absolute value of \c *this
+  *
+  * Example: \include MatrixBase_cwiseAbs.cpp
+  * Output: \verbinclude MatrixBase_cwiseAbs.out
+  *
+  * \sa cwiseAbs2()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseUnaryOp<internal::scalar_abs_op<Scalar>, const Derived>
+cwiseAbs() const { return derived(); }
+
+/** \returns an expression of the coefficient-wise squared absolute value of \c *this
+  *
+  * Example: \include MatrixBase_cwiseAbs2.cpp
+  * Output: \verbinclude MatrixBase_cwiseAbs2.out
+  *
+  * \sa cwiseAbs()
+  */
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE const CwiseUnaryOp<internal::scalar_abs2_op<Scalar>, const Derived>
+cwiseAbs2() const { return derived(); }
+
+/** \returns an expression of the coefficient-wise square root of *this.
+  *
+  * Example: \include MatrixBase_cwiseSqrt.cpp
+  * Output: \verbinclude MatrixBase_cwiseSqrt.out
+  *
+  * \sa cwisePow(), cwiseSquare()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_sqrt_op<Scalar>, const Derived>
+cwiseSqrt() const { return derived(); }
+
+/** \returns an expression of the coefficient-wise inverse of *this.
+  *
+  * Example: \include MatrixBase_cwiseInverse.cpp
+  * Output: \verbinclude MatrixBase_cwiseInverse.out
+  *
+  * \sa cwiseProduct()
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const Derived>
+cwiseInverse() const { return derived(); }
+
+/** \returns an expression of the coefficient-wise == operator of \c *this and a scalar \a s
+  *
+  * \warning this performs an exact comparison, which is generally a bad idea with floating-point types.
+  * In order to check for equality between two vectors or matrices with floating-point coefficients, it is
+  * generally a far better idea to use a fuzzy comparison as provided by isApprox() and
+  * isMuchSmallerThan().
+  *
+  * \sa cwiseEqual(const MatrixBase<OtherDerived> &) const
+  */
+EIGEN_DEVICE_FUNC
+inline const CwiseUnaryOp<std::binder1st<std::equal_to<Scalar> >, const Derived>
+cwiseEqual(const Scalar& s) const
+{
+  return CwiseUnaryOp<std::binder1st<std::equal_to<Scalar> >,const Derived>
+          (derived(), std::bind1st(std::equal_to<Scalar>(), s));
+}
diff --git a/third_party/eigen3/LICENSE b/third_party/eigen3/LICENSE
new file mode 100644
index 0000000000..a25d8e6fc6
--- /dev/null
+++ b/third_party/eigen3/LICENSE
@@ -0,0 +1,1936 @@
+Eigen is primarily MPL2 licensed. See COPYING.MPL2 and these links:
+  http://www.mozilla.org/MPL/2.0/
+  http://www.mozilla.org/MPL/2.0/FAQ.html
+
+Some files contain third-party code under BSD or LGPL licenses, whence
+the other COPYING.* files here.
+
+All the LGPL code is either LGPL 2.1-only, or LGPL 2.1-or-later.
+For this reason, the COPYING.LGPL file contains the LGPL 2.1 text.
+
+If you want to guarantee that the Eigen code that you are #including
+is licensed under the MPL2 and possibly more permissive licenses (like
+BSD), #define this preprocessor symbol: EIGEN_MPL2_ONLY 
+For example, with most compilers, you could add this to your project
+      CXXFLAGS: -DEIGEN_MPL2_ONLY 
+This will cause a compilation error to be generated if you #include
+any code that is LGPL licensed.
+
+----------------------------------------------------------------------
+Following applies to:
+./test/mapstaticmethods.cpp
+./test/schur_real.cpp
+./test/prec_inverse_4x4.cpp
+./test/smallvectors.cpp
+./test/redux.cpp
+./test/special_numbers.cpp
+./test/adjoint.cpp
+./test/resize.cpp
+./test/mixingtypes.cpp
+./test/product_trmv.cpp
+./test/sparse_solvers.cpp
+./test/cholesky.cpp
+./test/geo_quaternion.cpp
+./test/miscmatrices.cpp
+./test/stddeque.cpp
+./test/integer_types.cpp
+./test/product_large.cpp
+./test/eigensolver_generic.cpp
+./test/householder.cpp
+./test/geo_orthomethods.cpp
+./test/array_for_matrix.cpp
+./test/sparseLM.cpp
+./test/upperbidiagonalization.cpp
+./test/nomalloc.cpp
+./test/packetmath.cpp
+./test/jacobisvd.cpp
+./test/geo_transformations.cpp
+./test/swap.cpp
+./test/eigensolver_selfadjoint.cpp
+./test/inverse.cpp
+./test/product_selfadjoint.cpp
+./test/product_trsolve.cpp
+./test/product_extra.cpp
+./test/sparse_solver.h
+./test/mapstride.cpp
+./test/mapped_matrix.cpp
+./test/geo_eulerangles.cpp
+./test/eigen2support.cpp
+./test/denseLM.cpp
+./test/stdvector.cpp
+./test/nesting_ops.cpp
+./test/sparse_permutations.cpp
+./test/zerosized.cpp
+./test/exceptions.cpp
+./test/vectorwiseop.cpp
+./test/cwiseop.cpp
+./test/basicstuff.cpp
+./test/product_trmm.cpp
+./test/linearstructure.cpp
+./test/sparse_product.cpp
+./test/stdvector_overload.cpp
+./test/stable_norm.cpp
+./test/umeyama.cpp
+./test/unalignedcount.cpp
+./test/triangular.cpp
+./test/product_mmtr.cpp
+./test/sparse_basic.cpp
+./test/sparse_vector.cpp
+./test/meta.cpp
+./test/real_qz.cpp
+./test/ref.cpp
+./test/eigensolver_complex.cpp
+./test/cholmod_support.cpp
+./test/conjugate_gradient.cpp
+./test/sparse.h
+./test/simplicial_cholesky.cpp
+./test/bicgstab.cpp
+./test/dynalloc.cpp
+./test/product_notemporary.cpp
+./test/geo_hyperplane.cpp
+./test/lu.cpp
+./test/qr.cpp
+./test/hessenberg.cpp
+./test/sizeof.cpp
+./test/main.h
+./test/selfadjoint.cpp
+./test/permutationmatrices.cpp
+./test/superlu_support.cpp
+./test/qtvector.cpp
+./test/geo_homogeneous.cpp
+./test/determinant.cpp
+./test/array_reverse.cpp
+./test/unalignedassert.cpp
+./test/stdlist.cpp
+./test/product_symm.cpp
+./test/corners.cpp
+./test/dontalign.cpp
+./test/visitor.cpp
+./test/geo_alignedbox.cpp
+./test/diagonalmatrices.cpp
+./test/product_small.cpp
+./test/eigensolver_generalized_real.cpp
+./test/umfpack_support.cpp
+./test/first_aligned.cpp
+./test/qr_fullpivoting.cpp
+./test/array_replicate.cpp
+./test/geo_parametrizedline.cpp
+./test/eigen2/eigen2_unalignedassert.cpp
+./test/eigen2/eigen2_prec_inverse_4x4.cpp
+./test/eigen2/eigen2_alignedbox.cpp
+./test/eigen2/eigen2_sparse_product.cpp
+./test/eigen2/eigen2_meta.cpp
+./test/eigen2/eigen2_nomalloc.cpp
+./test/eigen2/eigen2_visitor.cpp
+./test/eigen2/eigen2_packetmath.cpp
+./test/eigen2/eigen2_svd.cpp
+./test/eigen2/eigen2_mixingtypes.cpp
+./test/eigen2/eigen2_qr.cpp
+./test/eigen2/eigen2_cwiseop.cpp
+./test/eigen2/eigen2_geometry_with_eigen2_prefix.cpp
+./test/eigen2/eigen2_smallvectors.cpp
+./test/eigen2/eigen2_commainitializer.cpp
+./test/eigen2/eigen2_sparse_solvers.cpp
+./test/eigen2/eigen2_hyperplane.cpp
+./test/eigen2/eigen2_eigensolver.cpp
+./test/eigen2/eigen2_linearstructure.cpp
+./test/eigen2/eigen2_sizeof.cpp
+./test/eigen2/eigen2_parametrizedline.cpp
+./test/eigen2/eigen2_lu.cpp
+./test/eigen2/eigen2_adjoint.cpp
+./test/eigen2/eigen2_geometry.cpp
+./test/eigen2/eigen2_stdvector.cpp
+./test/eigen2/eigen2_newstdvector.cpp
+./test/eigen2/eigen2_submatrices.cpp
+./test/eigen2/sparse.h
+./test/eigen2/eigen2_swap.cpp
+./test/eigen2/eigen2_triangular.cpp
+./test/eigen2/eigen2_basicstuff.cpp
+./test/eigen2/gsl_helper.h
+./test/eigen2/eigen2_dynalloc.cpp
+./test/eigen2/eigen2_array.cpp
+./test/eigen2/eigen2_map.cpp
+./test/eigen2/main.h
+./test/eigen2/eigen2_miscmatrices.cpp
+./test/eigen2/eigen2_product_large.cpp
+./test/eigen2/eigen2_first_aligned.cpp
+./test/eigen2/eigen2_cholesky.cpp
+./test/eigen2/eigen2_determinant.cpp
+./test/eigen2/eigen2_sum.cpp
+./test/eigen2/eigen2_inverse.cpp
+./test/eigen2/eigen2_regression.cpp
+./test/eigen2/eigen2_product_small.cpp
+./test/eigen2/eigen2_qtvector.cpp
+./test/eigen2/eigen2_sparse_vector.cpp
+./test/eigen2/product.h
+./test/eigen2/eigen2_sparse_basic.cpp
+./test/eigen2/eigen2_bug_132.cpp
+./test/array.cpp
+./test/product_syrk.cpp
+./test/commainitializer.cpp
+./test/conservative_resize.cpp
+./test/qr_colpivoting.cpp
+./test/nullary.cpp
+./test/bandmatrix.cpp
+./test/pastix_support.cpp
+./test/product.h
+./test/block.cpp
+./test/vectorization_logic.cpp
+./test/jacobi.cpp
+./test/diagonal.cpp
+./test/schur_complex.cpp
+./test/sizeoverflow.cpp
+./bench/BenchTimer.h
+./bench/benchFFT.cpp
+./bench/eig33.cpp
+./bench/spbench/spbenchsolver.h
+./bench/spbench/spbenchstyle.h
+./lapack/complex_double.cpp
+./lapack/cholesky.cpp
+./lapack/lapack_common.h
+./lapack/eigenvalues.cpp
+./lapack/single.cpp
+./lapack/lu.cpp
+./lapack/complex_single.cpp
+./lapack/double.cpp
+./demos/mix_eigen_and_c/binary_library.cpp
+./demos/mix_eigen_and_c/binary_library.h
+./demos/mix_eigen_and_c/example.c
+./demos/mandelbrot/mandelbrot.cpp
+./demos/mandelbrot/mandelbrot.h
+./demos/opengl/icosphere.cpp
+./demos/opengl/icosphere.h
+./demos/opengl/camera.cpp
+./demos/opengl/quaternion_demo.h
+./demos/opengl/camera.h
+./demos/opengl/trackball.h
+./demos/opengl/gpuhelper.h
+./demos/opengl/trackball.cpp
+./demos/opengl/gpuhelper.cpp
+./demos/opengl/quaternion_demo.cpp
+./debug/gdb/printers.py
+./unsupported/test/minres.cpp
+./unsupported/test/openglsupport.cpp
+./unsupported/test/jacobisvd.cpp
+./unsupported/test/dgmres.cpp
+./unsupported/test/matrix_square_root.cpp
+./unsupported/test/bdcsvd.cpp
+./unsupported/test/matrix_exponential.cpp
+./unsupported/test/forward_adolc.cpp
+./unsupported/test/polynomialsolver.cpp
+./unsupported/test/matrix_function.cpp
+./unsupported/test/sparse_extra.cpp
+./unsupported/test/matrix_functions.h
+./unsupported/test/svd_common.h
+./unsupported/test/FFTW.cpp
+./unsupported/test/alignedvector3.cpp
+./unsupported/test/autodiff.cpp
+./unsupported/test/gmres.cpp
+./unsupported/test/BVH.cpp
+./unsupported/test/levenberg_marquardt.cpp
+./unsupported/test/matrix_power.cpp
+./unsupported/test/kronecker_product.cpp
+./unsupported/test/splines.cpp
+./unsupported/test/polynomialutils.cpp
+./unsupported/bench/bench_svd.cpp
+./unsupported/Eigen/IterativeSolvers
+./unsupported/Eigen/src/IterativeSolvers/DGMRES.h
+./unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h
+./unsupported/Eigen/src/IterativeSolvers/GMRES.h
+./unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h
+./unsupported/Eigen/src/IterativeSolvers/Scaling.h
+./unsupported/Eigen/src/IterativeSolvers/MINRES.h
+./unsupported/Eigen/src/SparseExtra/RandomSetter.h
+./unsupported/Eigen/src/SparseExtra/MatrixMarketIterator.h
+./unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h
+./unsupported/Eigen/src/SparseExtra/MarketIO.h
+./unsupported/Eigen/src/SparseExtra/BlockOfDynamicSparseMatrix.h
+./unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h
+./unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
+./unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
+./unsupported/Eigen/src/BVH/BVAlgorithms.h
+./unsupported/Eigen/src/BVH/KdBVH.h
+./unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
+./unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h
+./unsupported/Eigen/src/AutoDiff/AutoDiffVector.h
+./unsupported/Eigen/src/Splines/Spline.h
+./unsupported/Eigen/src/Splines/SplineFitting.h
+./unsupported/Eigen/src/Splines/SplineFwd.h
+./unsupported/Eigen/src/SVD/JacobiSVD.h
+./unsupported/Eigen/src/SVD/BDCSVD.h
+./unsupported/Eigen/src/SVD/SVDBase.h
+./unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h
+./unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h
+./unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h
+./unsupported/Eigen/src/MatrixFunctions/StemFunction.h
+./unsupported/Eigen/src/MatrixFunctions/MatrixPower.h
+./unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h
+./unsupported/Eigen/src/MatrixFunctions/MatrixFunctionAtomic.h
+./unsupported/Eigen/src/MoreVectorization/MathFunctions.h
+./unsupported/Eigen/src/LevenbergMarquardt/LevenbergMarquardt.h
+./unsupported/Eigen/src/FFT/ei_fftw_impl.h
+./unsupported/Eigen/src/FFT/ei_kissfft_impl.h
+./unsupported/Eigen/src/Polynomials/PolynomialSolver.h
+./unsupported/Eigen/src/Polynomials/Companion.h
+./unsupported/Eigen/src/Polynomials/PolynomialUtils.h
+./unsupported/Eigen/src/NumericalDiff/NumericalDiff.h
+./unsupported/Eigen/src/Skyline/SkylineProduct.h
+./unsupported/Eigen/src/Skyline/SkylineMatrixBase.h
+./unsupported/Eigen/src/Skyline/SkylineStorage.h
+./unsupported/Eigen/src/Skyline/SkylineUtil.h
+./unsupported/Eigen/src/Skyline/SkylineInplaceLU.h
+./unsupported/Eigen/src/Skyline/SkylineMatrix.h
+./unsupported/Eigen/SparseExtra
+./unsupported/Eigen/AdolcForward
+./unsupported/Eigen/KroneckerProduct
+./unsupported/Eigen/NonLinearOptimization
+./unsupported/Eigen/BVH
+./unsupported/Eigen/OpenGLSupport
+./unsupported/Eigen/ArpackSupport
+./unsupported/Eigen/AutoDiff
+./unsupported/Eigen/Splines
+./unsupported/Eigen/MPRealSupport
+./unsupported/Eigen/MatrixFunctions
+./unsupported/Eigen/MoreVectorization
+./unsupported/Eigen/LevenbergMarquardt
+./unsupported/Eigen/AlignedVector3
+./unsupported/Eigen/FFT
+./unsupported/Eigen/Polynomials
+./unsupported/Eigen/NumericalDiff
+./unsupported/Eigen/Skyline
+./COPYING.README
+./COPYING.README
+./LICENSE
+./LICENSE
+./LICENSE
+./Eigen/Eigen2Support
+./Eigen/src/Eigen2Support/VectorBlock.h
+./Eigen/src/Eigen2Support/Cwise.h
+./Eigen/src/Eigen2Support/Minor.h
+./Eigen/src/Eigen2Support/Lazy.h
+./Eigen/src/Eigen2Support/Memory.h
+./Eigen/src/Eigen2Support/MathFunctions.h
+./Eigen/src/Eigen2Support/Geometry/AlignedBox.h
+./Eigen/src/Eigen2Support/Geometry/Hyperplane.h
+./Eigen/src/Eigen2Support/Geometry/Quaternion.h
+./Eigen/src/Eigen2Support/Geometry/Rotation2D.h
+./Eigen/src/Eigen2Support/Geometry/ParametrizedLine.h
+./Eigen/src/Eigen2Support/Geometry/RotationBase.h
+./Eigen/src/Eigen2Support/Geometry/Translation.h
+./Eigen/src/Eigen2Support/Geometry/Scaling.h
+./Eigen/src/Eigen2Support/Geometry/AngleAxis.h
+./Eigen/src/Eigen2Support/Geometry/Transform.h
+./Eigen/src/Eigen2Support/TriangularSolver.h
+./Eigen/src/Eigen2Support/LU.h
+./Eigen/src/Eigen2Support/QR.h
+./Eigen/src/Eigen2Support/SVD.h
+./Eigen/src/Eigen2Support/Meta.h
+./Eigen/src/Eigen2Support/Block.h
+./Eigen/src/Eigen2Support/Macros.h
+./Eigen/src/Eigen2Support/LeastSquares.h
+./Eigen/src/Eigen2Support/CwiseOperators.h
+./Eigen/src/Jacobi/Jacobi.h
+./Eigen/src/misc/Kernel.h
+./Eigen/src/misc/SparseSolve.h
+./Eigen/src/misc/Solve.h
+./Eigen/src/misc/Image.h
+./Eigen/src/SparseCore/SparseColEtree.h
+./Eigen/src/SparseCore/SparseTranspose.h
+./Eigen/src/SparseCore/SparseUtil.h
+./Eigen/src/SparseCore/SparseCwiseBinaryOp.h
+./Eigen/src/SparseCore/SparseDiagonalProduct.h
+./Eigen/src/SparseCore/SparseProduct.h
+./Eigen/src/SparseCore/SparseDot.h
+./Eigen/src/SparseCore/SparseCwiseUnaryOp.h
+./Eigen/src/SparseCore/SparseSparseProductWithPruning.h
+./Eigen/src/SparseCore/SparseBlock.h
+./Eigen/src/SparseCore/SparseDenseProduct.h
+./Eigen/src/SparseCore/CompressedStorage.h
+./Eigen/src/SparseCore/SparseMatrixBase.h
+./Eigen/src/SparseCore/MappedSparseMatrix.h
+./Eigen/src/SparseCore/SparseTriangularView.h
+./Eigen/src/SparseCore/SparseView.h
+./Eigen/src/SparseCore/SparseFuzzy.h
+./Eigen/src/SparseCore/TriangularSolver.h
+./Eigen/src/SparseCore/SparseSelfAdjointView.h
+./Eigen/src/SparseCore/SparseMatrix.h
+./Eigen/src/SparseCore/SparseVector.h
+./Eigen/src/SparseCore/AmbiVector.h
+./Eigen/src/SparseCore/ConservativeSparseSparseProduct.h
+./Eigen/src/SparseCore/SparseRedux.h
+./Eigen/src/SparseCore/SparsePermutation.h
+./Eigen/src/Eigenvalues/RealSchur.h
+./Eigen/src/Eigenvalues/ComplexEigenSolver.h
+./Eigen/src/Eigenvalues/GeneralizedEigenSolver.h
+./Eigen/src/Eigenvalues/ComplexSchur.h
+./Eigen/src/Eigenvalues/RealQZ.h
+./Eigen/src/Eigenvalues/EigenSolver.h
+./Eigen/src/Eigenvalues/HessenbergDecomposition.h
+./Eigen/src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h
+./Eigen/src/Eigenvalues/Tridiagonalization.h
+./Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h
+./Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
+./Eigen/src/SuperLUSupport/SuperLUSupport.h
+./Eigen/src/StlSupport/StdDeque.h
+./Eigen/src/StlSupport/StdVector.h
+./Eigen/src/StlSupport/StdList.h
+./Eigen/src/StlSupport/details.h
+./Eigen/src/SparseQR/SparseQR.h
+./Eigen/src/LU/Inverse.h
+./Eigen/src/LU/arch/Inverse_SSE.h
+./Eigen/src/LU/Determinant.h
+./Eigen/src/LU/PartialPivLU.h
+./Eigen/src/LU/FullPivLU.h
+./Eigen/src/UmfPackSupport/UmfPackSupport.h
+./Eigen/src/OrderingMethods/Ordering.h
+./Eigen/src/OrderingMethods/Eigen_Colamd.h
+./Eigen/src/QR/HouseholderQR.h
+./Eigen/src/QR/ColPivHouseholderQR.h
+./Eigen/src/QR/FullPivHouseholderQR.h
+./Eigen/src/SVD/JacobiSVD.h
+./Eigen/src/SVD/UpperBidiagonalization.h
+./Eigen/src/Geometry/OrthoMethods.h
+./Eigen/src/Geometry/AlignedBox.h
+./Eigen/src/Geometry/Hyperplane.h
+./Eigen/src/Geometry/Quaternion.h
+./Eigen/src/Geometry/EulerAngles.h
+./Eigen/src/Geometry/Rotation2D.h
+./Eigen/src/Geometry/ParametrizedLine.h
+./Eigen/src/Geometry/RotationBase.h
+./Eigen/src/Geometry/arch/Geometry_SSE.h
+./Eigen/src/Geometry/Umeyama.h
+./Eigen/src/Geometry/Homogeneous.h
+./Eigen/src/Geometry/Translation.h
+./Eigen/src/Geometry/Scaling.h
+./Eigen/src/Geometry/AngleAxis.h
+./Eigen/src/Geometry/Transform.h
+./Eigen/src/plugins/BlockMethods.h
+./Eigen/src/plugins/CommonCwiseUnaryOps.h
+./Eigen/src/plugins/CommonCwiseBinaryOps.h
+./Eigen/src/plugins/MatrixCwiseUnaryOps.h
+./Eigen/src/plugins/MatrixCwiseBinaryOps.h
+./Eigen/src/Householder/Householder.h
+./Eigen/src/Householder/HouseholderSequence.h
+./Eigen/src/Householder/BlockHouseholder.h
+./Eigen/src/Core/VectorBlock.h
+./Eigen/src/Core/Matrix.h
+./Eigen/src/Core/Ref.h
+./Eigen/src/Core/SelfAdjointView.h
+./Eigen/src/Core/MathFunctions.h
+./Eigen/src/Core/GlobalFunctions.h
+./Eigen/src/Core/MapBase.h
+./Eigen/src/Core/EigenBase.h
+./Eigen/src/Core/GenericPacketMath.h
+./Eigen/src/Core/NestByValue.h
+./Eigen/src/Core/CwiseUnaryOp.h
+./Eigen/src/Core/SolveTriangular.h
+./Eigen/src/Core/Fuzzy.h
+./Eigen/src/Core/Visitor.h
+./Eigen/src/Core/Map.h
+./Eigen/src/Core/NoAlias.h
+./Eigen/src/Core/Diagonal.h
+./Eigen/src/Core/StableNorm.h
+./Eigen/src/Core/CoreIterators.h
+./Eigen/src/Core/products/Parallelizer.h
+./Eigen/src/Core/products/SelfadjointMatrixVector.h
+./Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h
+./Eigen/src/Core/products/TriangularSolverMatrix.h
+./Eigen/src/Core/products/GeneralMatrixMatrix.h
+./Eigen/src/Core/products/SelfadjointProduct.h
+./Eigen/src/Core/products/CoeffBasedProduct.h
+./Eigen/src/Core/products/TriangularMatrixVector.h
+./Eigen/src/Core/products/SelfadjointMatrixMatrix.h
+./Eigen/src/Core/products/TriangularSolverVector.h
+./Eigen/src/Core/products/SelfadjointRank2Update.h
+./Eigen/src/Core/products/GeneralBlockPanelKernel.h
+./Eigen/src/Core/products/GeneralMatrixVector.h
+./Eigen/src/Core/products/TriangularMatrixMatrix.h
+./Eigen/src/Core/Reverse.h
+./Eigen/src/Core/BooleanRedux.h
+./Eigen/src/Core/Replicate.h
+./Eigen/src/Core/arch/AltiVec/PacketMath.h
+./Eigen/src/Core/arch/AltiVec/Complex.h
+./Eigen/src/Core/arch/SSE/PacketMath.h
+./Eigen/src/Core/arch/SSE/Complex.h
+./Eigen/src/Core/arch/SSE/MathFunctions.h
+./Eigen/src/Core/arch/NEON/PacketMath.h
+./Eigen/src/Core/arch/NEON/Complex.h
+./Eigen/src/Core/arch/Default/Settings.h
+./Eigen/src/Core/CwiseUnaryView.h
+./Eigen/src/Core/Array.h
+./Eigen/src/Core/ArrayWrapper.h
+./Eigen/src/Core/Swap.h
+./Eigen/src/Core/Transpositions.h
+./Eigen/src/Core/Random.h
+./Eigen/src/Core/IO.h
+./Eigen/src/Core/SelfCwiseBinaryOp.h
+./Eigen/src/Core/VectorwiseOp.h
+./Eigen/src/Core/Select.h
+./Eigen/src/Core/ArrayBase.h
+./Eigen/src/Core/DenseCoeffsBase.h
+./Eigen/src/Core/DiagonalProduct.h
+./Eigen/src/Core/Assign.h
+./Eigen/src/Core/Redux.h
+./Eigen/src/Core/ForceAlignedAccess.h
+./Eigen/src/Core/BandMatrix.h
+./Eigen/src/Core/PlainObjectBase.h
+./Eigen/src/Core/DenseBase.h
+./Eigen/src/Core/Flagged.h
+./Eigen/src/Core/CwiseBinaryOp.h
+./Eigen/src/Core/ProductBase.h
+./Eigen/src/Core/TriangularMatrix.h
+./Eigen/src/Core/Transpose.h
+./Eigen/src/Core/DiagonalMatrix.h
+./Eigen/src/Core/Dot.h
+./Eigen/src/Core/Functors.h
+./Eigen/src/Core/PermutationMatrix.h
+./Eigen/src/Core/NumTraits.h
+./Eigen/src/Core/MatrixBase.h
+./Eigen/src/Core/DenseStorage.h
+./Eigen/src/Core/util/Memory.h
+./Eigen/src/Core/util/StaticAssert.h
+./Eigen/src/Core/util/BlasUtil.h
+./Eigen/src/Core/util/MatrixMapper.h
+./Eigen/src/Core/util/XprHelper.h
+./Eigen/src/Core/util/ForwardDeclarations.h
+./Eigen/src/Core/util/Meta.h
+./Eigen/src/Core/util/Macros.h
+./Eigen/src/Core/util/Constants.h
+./Eigen/src/Core/CwiseNullaryOp.h
+./Eigen/src/Core/Block.h
+./Eigen/src/Core/GeneralProduct.h
+./Eigen/src/Core/CommaInitializer.h
+./Eigen/src/Core/ReturnByValue.h
+./Eigen/src/Core/Stride.h
+./Eigen/src/SPQRSupport/SuiteSparseQRSupport.h
+./Eigen/src/SparseLU/SparseLU_column_dfs.h
+./Eigen/src/SparseLU/SparseLU_panel_dfs.h
+./Eigen/src/SparseLU/SparseLU_relax_snode.h
+./Eigen/src/SparseLU/SparseLU_panel_bmod.h
+./Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h
+./Eigen/src/SparseLU/SparseLU_Utils.h
+./Eigen/src/SparseLU/SparseLU_gemm_kernel.h
+./Eigen/src/SparseLU/SparseLU_kernel_bmod.h
+./Eigen/src/SparseLU/SparseLU_pivotL.h
+./Eigen/src/SparseLU/SparseLU_Memory.h
+./Eigen/src/SparseLU/SparseLU_heap_relax_snode.h
+./Eigen/src/SparseLU/SparseLUImpl.h
+./Eigen/src/SparseLU/SparseLU_copy_to_ucol.h
+./Eigen/src/SparseLU/SparseLU_Structs.h
+./Eigen/src/SparseLU/SparseLU.h
+./Eigen/src/SparseLU/SparseLU_column_bmod.h
+./Eigen/src/SparseLU/SparseLU_pruneL.h
+./Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
+./Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
+./Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
+./Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
+./Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
+./Eigen/src/SparseCholesky/SimplicialCholesky.h
+./Eigen/src/Cholesky/LDLT.h
+./Eigen/src/Cholesky/LLT.h
+./Eigen/src/CholmodSupport/CholmodSupport.h
+./Eigen/src/PaStiXSupport/PaStiXSupport.h
+./Eigen/src/MetisSupport/MetisSupport.h
+./Eigen/StdVector
+./Eigen/Core
+./Eigen/SparseLU
+./Eigen/StdList
+./Eigen/StdDeque
+./Eigen/SparseCholesky
+./scripts/relicense.py
+./scripts/relicense.py
+./blas/BandTriangularSolver.h
+./blas/PackedTriangularMatrixVector.h
+./blas/complex_double.cpp
+./blas/level2_real_impl.h
+./blas/level1_cplx_impl.h
+./blas/level1_impl.h
+./blas/level1_real_impl.h
+./blas/level3_impl.h
+./blas/single.cpp
+./blas/level2_cplx_impl.h
+./blas/PackedSelfadjointProduct.h
+./blas/Rank2Update.h
+./blas/complex_single.cpp
+./blas/PackedTriangularSolverVector.h
+./blas/double.cpp
+./blas/common.h
+./blas/level2_impl.h
+./blas/GeneralRank1Update.h
+
+Mozilla Public License Version 2.0
+==================================
+
+1. Definitions
+--------------
+
+1.1. "Contributor"
+    means each individual or legal entity that creates, contributes to
+    the creation of, or owns Covered Software.
+
+1.2. "Contributor Version"
+    means the combination of the Contributions of others (if any) used
+    by a Contributor and that particular Contributor's Contribution.
+
+1.3. "Contribution"
+    means Covered Software of a particular Contributor.
+
+1.4. "Covered Software"
+    means Source Code Form to which the initial Contributor has attached
+    the notice in Exhibit A, the Executable Form of such Source Code
+    Form, and Modifications of such Source Code Form, in each case
+    including portions thereof.
+
+1.5. "Incompatible With Secondary Licenses"
+    means
+
+    (a) that the initial Contributor has attached the notice described
+        in Exhibit B to the Covered Software; or
+
+    (b) that the Covered Software was made available under the terms of
+        version 1.1 or earlier of the License, but not also under the
+        terms of a Secondary License.
+
+1.6. "Executable Form"
+    means any form of the work other than Source Code Form.
+
+1.7. "Larger Work"
+    means a work that combines Covered Software with other material, in 
+    a separate file or files, that is not Covered Software.
+
+1.8. "License"
+    means this document.
+
+1.9. "Licensable"
+    means having the right to grant, to the maximum extent possible,
+    whether at the time of the initial grant or subsequently, any and
+    all of the rights conveyed by this License.
+
+1.10. "Modifications"
+    means any of the following:
+
+    (a) any file in Source Code Form that results from an addition to,
+        deletion from, or modification of the contents of Covered
+        Software; or
+
+    (b) any new file in Source Code Form that contains any Covered
+        Software.
+
+1.11. "Patent Claims" of a Contributor
+    means any patent claim(s), including without limitation, method,
+    process, and apparatus claims, in any patent Licensable by such
+    Contributor that would be infringed, but for the grant of the
+    License, by the making, using, selling, offering for sale, having
+    made, import, or transfer of either its Contributions or its
+    Contributor Version.
+
+1.12. "Secondary License"
+    means either the GNU General Public License, Version 2.0, the GNU
+    Lesser General Public License, Version 2.1, the GNU Affero General
+    Public License, Version 3.0, or any later versions of those
+    licenses.
+
+1.13. "Source Code Form"
+    means the form of the work preferred for making modifications.
+
+1.14. "You" (or "Your")
+    means an individual or a legal entity exercising rights under this
+    License. For legal entities, "You" includes any entity that
+    controls, is controlled by, or is under common control with You. For
+    purposes of this definition, "control" means (a) the power, direct
+    or indirect, to cause the direction or management of such entity,
+    whether by contract or otherwise, or (b) ownership of more than
+    fifty percent (50%) of the outstanding shares or beneficial
+    ownership of such entity.
+
+2. License Grants and Conditions
+--------------------------------
+
+2.1. Grants
+
+Each Contributor hereby grants You a world-wide, royalty-free,
+non-exclusive license:
+
+(a) under intellectual property rights (other than patent or trademark)
+    Licensable by such Contributor to use, reproduce, make available,
+    modify, display, perform, distribute, and otherwise exploit its
+    Contributions, either on an unmodified basis, with Modifications, or
+    as part of a Larger Work; and
+
+(b) under Patent Claims of such Contributor to make, use, sell, offer
+    for sale, have made, import, and otherwise transfer either its
+    Contributions or its Contributor Version.
+
+2.2. Effective Date
+
+The licenses granted in Section 2.1 with respect to any Contribution
+become effective for each Contribution on the date the Contributor first
+distributes such Contribution.
+
+2.3. Limitations on Grant Scope
+
+The licenses granted in this Section 2 are the only rights granted under
+this License. No additional rights or licenses will be implied from the
+distribution or licensing of Covered Software under this License.
+Notwithstanding Section 2.1(b) above, no patent license is granted by a
+Contributor:
+
+(a) for any code that a Contributor has removed from Covered Software;
+    or
+
+(b) for infringements caused by: (i) Your and any other third party's
+    modifications of Covered Software, or (ii) the combination of its
+    Contributions with other software (except as part of its Contributor
+    Version); or
+
+(c) under Patent Claims infringed by Covered Software in the absence of
+    its Contributions.
+
+This License does not grant any rights in the trademarks, service marks,
+or logos of any Contributor (except as may be necessary to comply with
+the notice requirements in Section 3.4).
+
+2.4. Subsequent Licenses
+
+No Contributor makes additional grants as a result of Your choice to
+distribute the Covered Software under a subsequent version of this
+License (see Section 10.2) or under the terms of a Secondary License (if
+permitted under the terms of Section 3.3).
+
+2.5. Representation
+
+Each Contributor represents that the Contributor believes its
+Contributions are its original creation(s) or it has sufficient rights
+to grant the rights to its Contributions conveyed by this License.
+
+2.6. Fair Use
+
+This License is not intended to limit any rights You have under
+applicable copyright doctrines of fair use, fair dealing, or other
+equivalents.
+
+2.7. Conditions
+
+Sections 3.1, 3.2, 3.3, and 3.4 are conditions of the licenses granted
+in Section 2.1.
+
+3. Responsibilities
+-------------------
+
+3.1. Distribution of Source Form
+
+All distribution of Covered Software in Source Code Form, including any
+Modifications that You create or to which You contribute, must be under
+the terms of this License. You must inform recipients that the Source
+Code Form of the Covered Software is governed by the terms of this
+License, and how they can obtain a copy of this License. You may not
+attempt to alter or restrict the recipients' rights in the Source Code
+Form.
+
+3.2. Distribution of Executable Form
+
+If You distribute Covered Software in Executable Form then:
+
+(a) such Covered Software must also be made available in Source Code
+    Form, as described in Section 3.1, and You must inform recipients of
+    the Executable Form how they can obtain a copy of such Source Code
+    Form by reasonable means in a timely manner, at a charge no more
+    than the cost of distribution to the recipient; and
+
+(b) You may distribute such Executable Form under the terms of this
+    License, or sublicense it under different terms, provided that the
+    license for the Executable Form does not attempt to limit or alter
+    the recipients' rights in the Source Code Form under this License.
+
+3.3. Distribution of a Larger Work
+
+You may create and distribute a Larger Work under terms of Your choice,
+provided that You also comply with the requirements of this License for
+the Covered Software. If the Larger Work is a combination of Covered
+Software with a work governed by one or more Secondary Licenses, and the
+Covered Software is not Incompatible With Secondary Licenses, this
+License permits You to additionally distribute such Covered Software
+under the terms of such Secondary License(s), so that the recipient of
+the Larger Work may, at their option, further distribute the Covered
+Software under the terms of either this License or such Secondary
+License(s).
+
+3.4. Notices
+
+You may not remove or alter the substance of any license notices
+(including copyright notices, patent notices, disclaimers of warranty,
+or limitations of liability) contained within the Source Code Form of
+the Covered Software, except that You may alter any license notices to
+the extent required to remedy known factual inaccuracies.
+
+3.5. Application of Additional Terms
+
+You may choose to offer, and to charge a fee for, warranty, support,
+indemnity or liability obligations to one or more recipients of Covered
+Software. However, You may do so only on Your own behalf, and not on
+behalf of any Contributor. You must make it absolutely clear that any
+such warranty, support, indemnity, or liability obligation is offered by
+You alone, and You hereby agree to indemnify every Contributor for any
+liability incurred by such Contributor as a result of warranty, support,
+indemnity or liability terms You offer. You may include additional
+disclaimers of warranty and limitations of liability specific to any
+jurisdiction.
+
+4. Inability to Comply Due to Statute or Regulation
+---------------------------------------------------
+
+If it is impossible for You to comply with any of the terms of this
+License with respect to some or all of the Covered Software due to
+statute, judicial order, or regulation then You must: (a) comply with
+the terms of this License to the maximum extent possible; and (b)
+describe the limitations and the code they affect. Such description must
+be placed in a text file included with all distributions of the Covered
+Software under this License. Except to the extent prohibited by statute
+or regulation, such description must be sufficiently detailed for a
+recipient of ordinary skill to be able to understand it.
+
+5. Termination
+--------------
+
+5.1. The rights granted under this License will terminate automatically
+if You fail to comply with any of its terms. However, if You become
+compliant, then the rights granted under this License from a particular
+Contributor are reinstated (a) provisionally, unless and until such
+Contributor explicitly and finally terminates Your grants, and (b) on an
+ongoing basis, if such Contributor fails to notify You of the
+non-compliance by some reasonable means prior to 60 days after You have
+come back into compliance. Moreover, Your grants from a particular
+Contributor are reinstated on an ongoing basis if such Contributor
+notifies You of the non-compliance by some reasonable means, this is the
+first time You have received notice of non-compliance with this License
+from such Contributor, and You become compliant prior to 30 days after
+Your receipt of the notice.
+
+5.2. If You initiate litigation against any entity by asserting a patent
+infringement claim (excluding declaratory judgment actions,
+counter-claims, and cross-claims) alleging that a Contributor Version
+directly or indirectly infringes any patent, then the rights granted to
+You by any and all Contributors for the Covered Software under Section
+2.1 of this License shall terminate.
+
+5.3. In the event of termination under Sections 5.1 or 5.2 above, all
+end user license agreements (excluding distributors and resellers) which
+have been validly granted by You or Your distributors under this License
+prior to termination shall survive termination.
+
+************************************************************************
+*                                                                      *
+*  6. Disclaimer of Warranty                                           *
+*  -------------------------                                           *
+*                                                                      *
+*  Covered Software is provided under this License on an "as is"       *
+*  basis, without warranty of any kind, either expressed, implied, or  *
+*  statutory, including, without limitation, warranties that the       *
+*  Covered Software is free of defects, merchantable, fit for a        *
+*  particular purpose or non-infringing. The entire risk as to the     *
+*  quality and performance of the Covered Software is with You.        *
+*  Should any Covered Software prove defective in any respect, You     *
+*  (not any Contributor) assume the cost of any necessary servicing,   *
+*  repair, or correction. This disclaimer of warranty constitutes an   *
+*  essential part of this License. No use of any Covered Software is   *
+*  authorized under this License except under this disclaimer.         *
+*                                                                      *
+************************************************************************
+
+************************************************************************
+*                                                                      *
+*  7. Limitation of Liability                                          *
+*  --------------------------                                          *
+*                                                                      *
+*  Under no circumstances and under no legal theory, whether tort      *
+*  (including negligence), contract, or otherwise, shall any           *
+*  Contributor, or anyone who distributes Covered Software as          *
+*  permitted above, be liable to You for any direct, indirect,         *
+*  special, incidental, or consequential damages of any character      *
+*  including, without limitation, damages for lost profits, loss of    *
+*  goodwill, work stoppage, computer failure or malfunction, or any    *
+*  and all other commercial damages or losses, even if such party      *
+*  shall have been informed of the possibility of such damages. This   *
+*  limitation of liability shall not apply to liability for death or   *
+*  personal injury resulting from such party's negligence to the       *
+*  extent applicable law prohibits such limitation. Some               *
+*  jurisdictions do not allow the exclusion or limitation of           *
+*  incidental or consequential damages, so this exclusion and          *
+*  limitation may not apply to You.                                    *
+*                                                                      *
+************************************************************************
+
+8. Litigation
+-------------
+
+Any litigation relating to this License may be brought only in the
+courts of a jurisdiction where the defendant maintains its principal
+place of business and such litigation shall be governed by laws of that
+jurisdiction, without reference to its conflict-of-law provisions.
+Nothing in this Section shall prevent a party's ability to bring
+cross-claims or counter-claims.
+
+9. Miscellaneous
+----------------
+
+This License represents the complete agreement concerning the subject
+matter hereof. If any provision of this License is held to be
+unenforceable, such provision shall be reformed only to the extent
+necessary to make it enforceable. Any law or regulation which provides
+that the language of a contract shall be construed against the drafter
+shall not be used to construe this License against a Contributor.
+
+10. Versions of the License
+---------------------------
+
+10.1. New Versions
+
+Mozilla Foundation is the license steward. Except as provided in Section
+10.3, no one other than the license steward has the right to modify or
+publish new versions of this License. Each version will be given a
+distinguishing version number.
+
+10.2. Effect of New Versions
+
+You may distribute the Covered Software under the terms of the version
+of the License under which You originally received the Covered Software,
+or under the terms of any subsequent version published by the license
+steward.
+
+10.3. Modified Versions
+
+If you create software not governed by this License, and you want to
+create a new license for such software, you may create and use a
+modified version of this License if you rename the license and remove
+any references to the name of the license steward (except to note that
+such modified license differs from this License).
+
+10.4. Distributing Source Code Form that is Incompatible With Secondary
+Licenses
+
+If You choose to distribute Source Code Form that is Incompatible With
+Secondary Licenses under the terms of this version of the License, the
+notice described in Exhibit B of this License must be attached.
+
+Exhibit A - Source Code Form License Notice
+-------------------------------------------
+
+  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/.
+
+If it is not possible or desirable to put the notice in a particular
+file, then You may include the notice in a location (such as a LICENSE
+file in a relevant directory) where a recipient would be likely to look
+for such a notice.
+
+You may add additional accurate notices of copyright ownership.
+
+Exhibit B - "Incompatible With Secondary Licenses" Notice
+---------------------------------------------------------
+
+  This Source Code Form is "Incompatible With Secondary Licenses", as
+  defined by the Mozilla Public License, v. 2.0.
+
+----------------------------------------------------------------------
+Following applies to:
+./doc/UsingIntelMKL.dox
+./doc/UsingIntelMKL.dox
+./Eigen/src/Eigenvalues/ComplexSchur_MKL.h
+./Eigen/src/Eigenvalues/ComplexSchur_MKL.h
+./Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h
+./Eigen/src/Eigenvalues/SelfAdjointEigenSolver_MKL.h
+./Eigen/src/Eigenvalues/RealSchur_MKL.h
+./Eigen/src/Eigenvalues/RealSchur_MKL.h
+./Eigen/src/LU/arch/Inverse_SSE.h
+./Eigen/src/LU/arch/Inverse_SSE.h
+./Eigen/src/LU/PartialPivLU_MKL.h
+./Eigen/src/LU/PartialPivLU_MKL.h
+./Eigen/src/QR/HouseholderQR_MKL.h
+./Eigen/src/QR/HouseholderQR_MKL.h
+./Eigen/src/QR/ColPivHouseholderQR_MKL.h
+./Eigen/src/QR/ColPivHouseholderQR_MKL.h
+./Eigen/src/SVD/JacobiSVD_MKL.h
+./Eigen/src/SVD/JacobiSVD_MKL.h
+./Eigen/src/PardisoSupport/PardisoSupport.h
+./Eigen/src/PardisoSupport/PardisoSupport.h
+./Eigen/src/Core/Assign_MKL.h
+./Eigen/src/Core/Assign_MKL.h
+./Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h
+./Eigen/src/Core/products/SelfadjointMatrixVector_MKL.h
+./Eigen/src/Core/products/GeneralMatrixVector_MKL.h
+./Eigen/src/Core/products/GeneralMatrixVector_MKL.h
+./Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h
+./Eigen/src/Core/products/SelfadjointMatrixMatrix_MKL.h
+./Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h
+./Eigen/src/Core/products/TriangularMatrixMatrix_MKL.h
+./Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h
+./Eigen/src/Core/products/GeneralMatrixMatrix_MKL.h
+./Eigen/src/Core/products/TriangularMatrixVector_MKL.h
+./Eigen/src/Core/products/TriangularMatrixVector_MKL.h
+./Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h
+./Eigen/src/Core/products/GeneralMatrixMatrixTriangular_MKL.h
+./Eigen/src/Core/products/TriangularSolverMatrix_MKL.h
+./Eigen/src/Core/products/TriangularSolverMatrix_MKL.h
+./Eigen/src/Core/util/MKL_support.h
+./Eigen/src/Core/util/MKL_support.h
+./Eigen/src/Cholesky/LLT_MKL.h
+./Eigen/src/Cholesky/LLT_MKL.h
+
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ * Redistributions of source code must retain the above copyright
+   notice, this list of conditions and the following disclaimer.  *
+   Redistributions in binary form must reproduce the above copyright
+   notice, this list of conditions and the following disclaimer in the
+   documentation and/or other materials provided with the
+   distribution.  * Neither the name of Intel Corporation nor the
+   names of its contributors may be used to endorse or promote
+   products derived from this software without specific prior written
+   permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+ OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+ SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+ LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+ DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ */
+
+----------------------------------------------------------------------
+Following applies to:
+  everything under ./bench/btl
+
+                    GNU GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.
+
+                            Preamble
+
+  The GNU General Public License is a free, copyleft license for
+software and other kinds of works.
+
+  The licenses for most software and other practical works are designed
+to take away your freedom to share and change the works.  By contrast,
+the GNU General Public License is intended to guarantee your freedom to
+share and change all versions of a program--to make sure it remains free
+software for all its users.  We, the Free Software Foundation, use the
+GNU General Public License for most of our software; it applies also to
+any other work released this way by its authors.  You can apply it to
+your programs, too.
+
+  When we speak of free software, we are referring to freedom, not
+price.  Our General Public Licenses are designed to make sure that you
+have the freedom to distribute copies of free software (and charge for
+them if you wish), that you receive source code or can get it if you
+want it, that you can change the software or use pieces of it in new
+free programs, and that you know you can do these things.
+
+  To protect your rights, we need to prevent others from denying you
+these rights or asking you to surrender the rights.  Therefore, you have
+certain responsibilities if you distribute copies of the software, or if
+you modify it: responsibilities to respect the freedom of others.
+
+  For example, if you distribute copies of such a program, whether
+gratis or for a fee, you must pass on to the recipients the same
+freedoms that you received.  You must make sure that they, too, receive
+or can get the source code.  And you must show them these terms so they
+know their rights.
+
+  Developers that use the GNU GPL protect your rights with two steps:
+(1) assert copyright on the software, and (2) offer you this License
+giving you legal permission to copy, distribute and/or modify it.
+
+  For the developers' and authors' protection, the GPL clearly explains
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+    This program is distributed in the hope that it will be useful,
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+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program.  If not, see
+    <http://www.gnu.org/licenses/>.
+
+Also add information on how to contact you by electronic and paper mail.
+
+  If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:
+
+    <program> Copyright (C) <year> <name of author> This program comes
+    with ABSOLUTELY NO WARRANTY; for details type `show w'.  This is
+    free software, and you are welcome to redistribute it under
+    certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the
+appropriate parts of the General Public License.  Of course, your
+program's commands might be different; for a GUI interface, you would
+use an "about box".
+
+  You should also get your employer (if you work as a programmer) or
+school, if any, to sign a "copyright disclaimer" for the program, if
+necessary.  For more information on this, and how to apply and follow
+the GNU GPL, see <http://www.gnu.org/licenses/>.
+
+  The GNU General Public License does not permit incorporating your
+program into proprietary programs.  If your program is a subroutine
+library, you may consider it more useful to permit linking proprietary
+applications with the library.  If this is what you want to do, use
+the GNU Lesser General Public License instead of this License.  But
+first, please read <http://www.gnu.org/philosophy/why-not-lgpl.html>.
+
+
+----------------------------------------------------------------------
+Following applies to:
+./test/metis_support.cpp
+./test/sparselu.cpp
+./unsupported/test/mpreal/mpreal.h
+./unsupported/Eigen/src/IterativeSolvers/IterationController.h
+./unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h
+./unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h
+./Eigen/src/OrderingMethods/Amd.h
+./Eigen/src/SparseCholesky/SimplicialCholesky_impl.h
+
+                  GNU LESSER GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.
+
+
+  This version of the GNU Lesser General Public License incorporates
+the terms and conditions of version 3 of the GNU General Public
+License, supplemented by the additional permissions listed below.
+
+  0. Additional Definitions. 
+
+  As used herein, "this License" refers to version 3 of the GNU Lesser
+General Public License, and the "GNU GPL" refers to version 3 of the
+GNU General Public License.
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+other than an Application or a Combined Work as defined below.
+
+  An "Application" is any work that makes use of an interface provided
+by the Library, but which is not otherwise based on the Library.
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+  A "Combined Work" is a work produced by combining or linking an
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+  The "Corresponding Application Code" for a Combined Work means the
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+  1. Exception to Section 3 of the GNU GPL.
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+  You may convey a covered work under sections 3 and 4 of this License
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+  2. Conveying Modified Versions.
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+  If you modify a copy of the Library, and, in your modifications, a
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+
+   b) under the GNU GPL, with none of the additional permissions of
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+  3. Object Code Incorporating Material from Library Header Files.
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+  The object code form of an Application may incorporate material from
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+   d) Do one of the following:
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+   e) Provide Installation Information, but only if you would otherwise
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+   you use option 4d0, the Installation Information must accompany
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+   Information in the manner specified by section 6 of the GNU GPL
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+  5. Combined Libraries.
+
+  You may place library facilities that are a work based on the
+Library side by side in a single library together with other library
+facilities that are not Applications and are not covered by this
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+choice, if you do both of the following:
+
+   a) Accompany the combined library with a copy of the same work based
+   on the Library, uncombined with any other library facilities,
+   conveyed under the terms of this License.
+
+   b) Give prominent notice with the combined library that part of it
+   is a work based on the Library, and explaining where to find the
+   accompanying uncombined form of the same work.
+
+  6. Revised Versions of the GNU Lesser General Public License.
+
+  The Free Software Foundation may publish revised and/or new versions
+of the GNU Lesser General Public License from time to time. Such new
+versions will be similar in spirit to the present version, but may
+differ in detail to address new problems or concerns.
+
+  Each version is given a distinguishing version number. If the
+Library as you received it specifies that a certain numbered version
+of the GNU Lesser General Public License "or any later version"
+applies to it, you have the option of following the terms and
+conditions either of that published version or of any later version
+published by the Free Software Foundation. If the Library as you
+received it does not specify a version number of the GNU Lesser
+General Public License, you may choose any version of the GNU Lesser
+General Public License ever published by the Free Software Foundation.
+
+  If the Library as you received it specifies that a proxy can decide
+whether future versions of the GNU Lesser General Public License shall
+apply, that proxy's public statement of acceptance of any version is
+permanent authorization for you to choose that version for the
+Library.
+
+
+----------------------------------------------------------------------
+Following applies to:
+./unsupported/Eigen/src/LevenbergMarquardt/LevenbergMarquardt.h
+./unsupported/Eigen/src/LevenbergMarquardt/LMcovar.h
+./unsupported/Eigen/src/LevenbergMarquardt/LMonestep.h
+./unsupported/Eigen/src/LevenbergMarquardt/LMpar.h
+./unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h
+
+Minpack Copyright Notice (1999) University of Chicago.  All rights
+reserved
+
+Redistribution and use in source and binary forms, with or
+without modification, are permitted provided that the
+following conditions are met:
+
+1. Redistributions of source code must retain the above
+copyright notice, this list of conditions and the following
+disclaimer.
+
+2. Redistributions in binary form must reproduce the above
+copyright notice, this list of conditions and the following
+disclaimer in the documentation and/or other materials
+provided with the distribution.
+
+3. The end-user documentation included with the
+redistribution, if any, must include the following
+acknowledgment:
+
+   "This product includes software developed by the
+   University of Chicago, as Operator of Argonne National
+   Laboratory.
+
+Alternately, this acknowledgment may appear in the software
+itself, if and wherever such third-party acknowledgments
+normally appear.
+
+4. WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"
+WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE
+UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND
+THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES
+OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE
+OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY
+OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR
+USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF
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+DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION
+UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL
+BE CORRECTED.
+
+5. LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT
+HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF
+ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,
+INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF
+ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF
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+SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT
+(INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,
+EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE
+POSSIBILITY OF SUCH LOSS OR DAMAGES.
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/Core b/third_party/eigen3/unsupported/Eigen/CXX11/Core
new file mode 100644
index 0000000000..1b3690716c
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/Core
@@ -0,0 +1,46 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_CORE_MODULE
+#define EIGEN_CXX11_CORE_MODULE
+
+#include <Eigen/Core>
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+/** \defgroup CXX11_Core_Module C++11 Core Module
+  *
+  * This module provides common core features for all modules that
+  * explicitly depend on C++11. Currently, this is only the Tensor
+  * module. Note that at this stage, you should not need to include
+  * this module directly.
+  *
+  * It also provides a limited fallback for compilers that don't support
+  * CXX11 yet, such as nvcc.
+  *
+  * \code
+  * #include <Eigen/CXX11/Core>
+  * \endcode
+  */
+
+// Only a subset of cxx11 is allowed at Google, so we default to emulate the
+// cxx11 functionality that we need.
+#include "src/Core/util/FixedSizeVector.h"
+#if 1
+#include <vector>
+#include "src/Core/util/EmulateCXX11Meta.h"
+#else
+#include "src/Core/util/CXX11Workarounds.h"
+#include "src/Core/util/CXX11Meta.h"
+#endif
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_CXX11_CORE_MODULE
+
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/FixedPoint b/third_party/eigen3/unsupported/Eigen/CXX11/FixedPoint
new file mode 100644
index 0000000000..35b55de46d
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/FixedPoint
@@ -0,0 +1,51 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_FIXED_POINT_MODULE
+#define EIGEN_CXX11_FIXED_POINT_MODULE
+
+#include <Eigen/Core>
+#include <stdint.h>
+
+/** \defgroup CXX11_FixedPoint_Module Fixed Point Module
+  *
+  * This module provides common core features for all modules that
+  * explicitly depend on C++11. Currently, this is only the Tensor
+  * module. Note that at this stage, you should not need to include
+  * this module directly.
+  *
+  * It also provides a limited fallback for compilers that don't support
+  * CXX11 yet, such as nvcc.
+  *
+  * \code
+  * #include <Eigen/CXX11/FixedPoint>
+  * \endcode
+  */
+
+#include "src/FixedPoint/FixedPointTypes.h"
+
+// Use optimized implementations whenever available
+#ifdef EIGEN_VECTORIZE_AVX2
+#define EIGEN_USE_OPTIMIZED_INT8_UINT8_MAT_MAT_PRODUCT
+#include "src/Tensor/TensorContractionThreadPool.h"
+#include "src/FixedPoint/PacketMathAVX2.h"
+#include "src/FixedPoint/MatMatProductAVX2.h"
+#include "src/FixedPoint/TypeCastingAVX2.h"
+
+#elif defined EIGEN_VECTORIZE_NEON
+#define EIGEN_USE_OPTIMIZED_INT8_UINT8_MAT_MAT_PRODUCT
+#include "src/FixedPoint/MatMatProductNEON.h"
+#endif
+
+// Use the default implementation when no optimized code is available
+#include "src/FixedPoint/MatMatProduct.h"
+#include "src/FixedPoint/MatVecProduct.h"
+
+
+#endif // EIGEN_CXX11_FIXED_POINT_MODULE
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/NeuralNetworks b/third_party/eigen3/unsupported/Eigen/CXX11/NeuralNetworks
new file mode 100644
index 0000000000..7741b68d8a
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/NeuralNetworks
@@ -0,0 +1,35 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_MODULE
+#define EIGEN_CXX11_NEURAL_NETWORKS_MODULE
+
+#include "unsupported/Eigen/CXX11/Tensor"
+
+/** \defgroup CXX11_NeuralNetworks_Module Neural Networks Module
+  *
+  * This module provides an efficient implementation of the common primitives
+  * used by neural networks.
+  * The primitives are  built on top of the tensor library.
+  *
+  * \code
+  * #include <Eigen/CXX11/NeuralNetworks>
+  * \endcode
+  */
+
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/Activations.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/Attention.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/Pooling.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/SoftMax.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardCuboidConvolutions.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/CuboidConvolution.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardSpatialConvolutions.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/SpatialConvolutions.h"
+
+#endif  // EIGEN_CXX11_NEURAL_NETWORKS_MODULE
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/Tensor b/third_party/eigen3/unsupported/Eigen/CXX11/Tensor
new file mode 100644
index 0000000000..3904c72eef
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/Tensor
@@ -0,0 +1,145 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSOR_MODULE
+#define EIGEN_CXX11_TENSOR_MODULE
+
+#include "Eigen/src/Core/util/StaticAssert.h"
+#include "unsupported/Eigen/CXX11/Core"
+
+#include "Eigen/src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup CXX11_Tensor_Module Tensor Module
+  *
+  * This module provides a Tensor class for storing arbitrarily indexed
+  * objects.
+  *
+  * \code
+  * #include <Eigen/CXX11/Tensor>
+  * \endcode
+  */
+
+#include <cstddef>
+#include <cstring>
+#include <stdint.h>
+
+#if __cplusplus > 199711
+#include <random>
+#endif
+
+#ifdef EIGEN_USE_THREADS
+#if defined(EIGEN_USE_CUSTOM_THREAD_POOL)
+// Use the Eigen implementation of the ThreadPool class. We only need to
+// include a few multithreading headers
+#include <condition_variable>
+#include <deque>
+#include <mutex>
+#include <thread>
+#else
+#include "tensorflow/core/platform/port.h"
+#endif  // EIGEN_USE_CUSTOM_THREAD_POOL
+
+#include <functional>
+
+#endif  // EIGEN_USE_THREADS
+
+#ifdef EIGEN_USE_GPU
+#include "tensorflow/core/platform/port.h"
+#if !defined(__GCUDACC__) && !defined(__GCUDACC_HOST__)
+#include <cuda.h>
+#include <cufft.h>
+#include <cuda_runtime.h>
+#ifdef __CUDACC__
+#include <curand_kernel.h>
+#endif  // defined(__CUDACC__)
+#else
+#include "perftools/gputools/executor/gcuda.h"
+#ifdef __CUDACC__
+#include "third_party/gpus/cuda/curand_device/curand_kernel.h"
+#endif  // defined(__CUDACC__)
+#endif  // __GCUDACC__
+#endif  // EIGEN_USE_GPU
+
+#ifdef _WIN32
+#include <winbase.h>
+#elif defined(__APPLE__)
+#include <mach/mach_time.h>
+#else
+#include <time.h>
+#endif
+
+#include "Eigen/Core"
+
+// Beware: the order of the include matters to some compilers. For example
+// TensorIndexList.h should be included before TensorDimensions.h in order to
+// use index lists to encode tensor dimensions when compiling with llvm.
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorForwardDeclarations.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorMeta.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorDeviceType.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorIndexList.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorDimensionList.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorDimensions.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorInitializer.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorFunctors.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorIntDiv.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorBase.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorEvaluator.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorExpr.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorReduction.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorArgMax.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorConcatenation.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorContractionMappers.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorContraction.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorContractionThreadPool.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorContractionCuda.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorConversion.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorConvolution.h"
+#include "unsupported/Eigen/CXX11/src/NeuralNetworks/TensorConvolutionByFFT.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorFFT.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorPatch.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorImagePatch.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorVolumePatch.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorBroadcasting.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorChipping.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorInflation.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorMorphing.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorPadding.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorReverse.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorTrueIndices.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorShuffling.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorStriding.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorCustomOp.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorForcedEval.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorGenerator.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorAssign.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorExecutor.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorDevice.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorStorage.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/Tensor.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorFixedSize.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorVarDim.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorMap.h"
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorRef.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorReductionCuda.h"
+
+#include "unsupported/Eigen/CXX11/src/Tensor/TensorIO.h"
+
+#include "Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CXX11_TENSOR_MODULE
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/TensorSymmetry b/third_party/eigen3/unsupported/Eigen/CXX11/TensorSymmetry
new file mode 100644
index 0000000000..027c6087f9
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/TensorSymmetry
@@ -0,0 +1,40 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSORSYMMETRY_MODULE
+#define EIGEN_CXX11_TENSORSYMMETRY_MODULE
+
+#include <Eigen/CXX11/Tensor>
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+/** \defgroup CXX11_TensorSymmetry_Module Tensor Symmetry Module
+  *
+  * This module provides a classes that allow for the definition of
+  * symmetries w.r.t. tensor indices.
+  *
+  * Including this module will implicitly include the Tensor module.
+  *
+  * \code
+  * #include <Eigen/TensorSymmetry>
+  * \endcode
+  */
+
+#include "src/TensorSymmetry/util/TemplateGroupTheory.h"
+#include "src/TensorSymmetry/Symmetry.h"
+#include "src/TensorSymmetry/StaticSymmetry.h"
+#include "src/TensorSymmetry/DynamicSymmetry.h"
+
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_CXX11_TENSORSYMMETRY_MODULE
+
+/*
+ * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle;
+ */
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/CXX11Meta.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/CXX11Meta.h
new file mode 100644
index 0000000000..ad6a9dda10
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/CXX11Meta.h
@@ -0,0 +1,508 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11META_H
+#define EIGEN_CXX11META_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal
+  * \file CXX11/Core/util/CXX11Meta.h
+  * This file contains generic metaprogramming classes which are not specifically related to Eigen.
+  * This file expands upon Core/util/Meta.h and adds support for C++11 specific features.
+  */
+
+template<typename... tt>
+struct type_list { constexpr static int count = sizeof...(tt); };
+
+template<typename t, typename... tt>
+struct type_list<t, tt...> { constexpr static int count = sizeof...(tt) + 1; typedef t first_type; };
+
+template<typename T, T... nn>
+struct numeric_list { constexpr static std::size_t count = sizeof...(nn); };
+
+template<typename T, T n, T... nn>
+struct numeric_list<T, n, nn...> { constexpr static std::size_t count = sizeof...(nn) + 1; constexpr static T first_value = n; };
+
+/* numeric list constructors
+ *
+ * equivalencies:
+ *     constructor                                              result
+ *     typename gen_numeric_list<int, 5>::type                  numeric_list<int, 0,1,2,3,4>
+ *     typename gen_numeric_list_reversed<int, 5>::type         numeric_list<int, 4,3,2,1,0>
+ *     typename gen_numeric_list_swapped_pair<int, 5,1,2>::type numeric_list<int, 0,2,1,3,4>
+ *     typename gen_numeric_list_repeated<int, 0, 5>::type      numeric_list<int, 0,0,0,0,0>
+ */
+
+template<typename T, std::size_t n, T... ii> struct gen_numeric_list              : gen_numeric_list<T, n-1, n-1, ii...> {};
+template<typename T, T... ii>                struct gen_numeric_list<T, 0, ii...> { typedef numeric_list<T, ii...> type; };
+
+template<typename T, std::size_t n, T... ii> struct gen_numeric_list_reversed              : gen_numeric_list_reversed<T, n-1, ii..., n-1> {};
+template<typename T, T... ii>                struct gen_numeric_list_reversed<T, 0, ii...> { typedef numeric_list<T, ii...> type; };
+
+template<typename T, std::size_t n, T a, T b, T... ii> struct gen_numeric_list_swapped_pair                    : gen_numeric_list_swapped_pair<T, n-1, a, b, (n-1) == a ? b : ((n-1) == b ? a : (n-1)), ii...> {};
+template<typename T, T a, T b, T... ii>                struct gen_numeric_list_swapped_pair<T, 0, a, b, ii...> { typedef numeric_list<T, ii...> type; };
+
+template<typename T, std::size_t n, T V, T... nn> struct gen_numeric_list_repeated                 : gen_numeric_list_repeated<T, n-1, V, V, nn...> {};
+template<typename T, T V, T... nn>                struct gen_numeric_list_repeated<T, 0, V, nn...> { typedef numeric_list<T, nn...> type; };
+
+/* list manipulation: concatenate */
+
+template<class a, class b> struct concat;
+
+template<typename... as, typename... bs> struct concat<type_list<as...>,       type_list<bs...>>        { typedef type_list<as..., bs...> type; };
+template<typename T, T... as, T... bs>   struct concat<numeric_list<T, as...>, numeric_list<T, bs...> > { typedef numeric_list<T, as..., bs...> type; };
+
+template<typename... p> struct mconcat;
+template<typename a>                             struct mconcat<a>           { typedef a type; };
+template<typename a, typename b>                 struct mconcat<a, b>        : concat<a, b> {};
+template<typename a, typename b, typename... cs> struct mconcat<a, b, cs...> : concat<a, typename mconcat<b, cs...>::type> {};
+
+/* list manipulation: extract slices */
+
+template<int n, typename x> struct take;
+template<int n, typename a, typename... as> struct take<n, type_list<a, as...>> : concat<type_list<a>, typename take<n-1, type_list<as...>>::type> {};
+template<int n>                             struct take<n, type_list<>>         { typedef type_list<> type; };
+template<typename a, typename... as>        struct take<0, type_list<a, as...>> { typedef type_list<> type; };
+template<>                                  struct take<0, type_list<>>         { typedef type_list<> type; };
+
+template<typename T, int n, T a, T... as> struct take<n, numeric_list<T, a, as...>> : concat<numeric_list<T, a>, typename take<n-1, numeric_list<T, as...>>::type> {};
+template<typename T, int n>               struct take<n, numeric_list<T>>           { typedef numeric_list<T> type; };
+template<typename T, T a, T... as>        struct take<0, numeric_list<T, a, as...>> { typedef numeric_list<T> type; };
+template<typename T>                      struct take<0, numeric_list<T>>           { typedef numeric_list<T> type; };
+
+template<typename T, int n, T... ii>      struct h_skip_helper_numeric;
+template<typename T, int n, T i, T... ii> struct h_skip_helper_numeric<T, n, i, ii...> : h_skip_helper_numeric<T, n-1, ii...> {};
+template<typename T, T i, T... ii>        struct h_skip_helper_numeric<T, 0, i, ii...> { typedef numeric_list<T, i, ii...> type; };
+template<typename T, int n>               struct h_skip_helper_numeric<T, n>           { typedef numeric_list<T> type; };
+template<typename T>                      struct h_skip_helper_numeric<T, 0>           { typedef numeric_list<T> type; };
+
+template<int n, typename... tt>             struct h_skip_helper_type;
+template<int n, typename t, typename... tt> struct h_skip_helper_type<n, t, tt...> : h_skip_helper_type<n-1, tt...> {};
+template<typename t, typename... tt>        struct h_skip_helper_type<0, t, tt...> { typedef type_list<t, tt...> type; };
+template<int n>                             struct h_skip_helper_type<n>           { typedef type_list<> type; };
+template<>                                  struct h_skip_helper_type<0>           { typedef type_list<> type; };
+
+template<int n>
+struct h_skip {
+  template<typename T, T... ii>
+  constexpr static inline typename h_skip_helper_numeric<T, n, ii...>::type helper(numeric_list<T, ii...>) { return typename h_skip_helper_numeric<T, n, ii...>::type(); }
+  template<typename... tt>
+  constexpr static inline typename h_skip_helper_type<n, tt...>::type helper(type_list<tt...>) { return typename h_skip_helper_type<n, tt...>::type(); }
+};
+
+template<int n, typename a> struct skip { typedef decltype(h_skip<n>::helper(a())) type; };
+
+template<int start, int count, typename a> struct slice : take<count, typename skip<start, a>::type> {};
+
+/* list manipulation: retrieve single element from list */
+
+template<int n, typename x> struct get;
+
+template<int n, typename a, typename... as>               struct get<n, type_list<a, as...>>   : get<n-1, type_list<as...>> {};
+template<typename a, typename... as>                      struct get<0, type_list<a, as...>>   { typedef a type; };
+template<int n EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, as)> struct get<n, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(as)>> { static_assert((n - n) < 0, "meta-template get: The element to extract from a list must be smaller than the size of the list."); };
+
+template<typename T, int n, T a, T... as>                        struct get<n, numeric_list<T, a, as...>>   : get<n-1, numeric_list<T, as...>> {};
+template<typename T, T a, T... as>                               struct get<0, numeric_list<T, a, as...>>   { constexpr static T value = a; };
+template<typename T, int n EIGEN_TPL_PP_SPEC_HACK_DEFC(T, as)>   struct get<n, numeric_list<T EIGEN_TPL_PP_SPEC_HACK_USEC(as)>> { static_assert((n - n) < 0, "meta-template get: The element to extract from a list must be smaller than the size of the list."); };
+
+/* always get type, regardless of dummy; good for parameter pack expansion */
+
+template<typename T, T dummy, typename t> struct id_numeric  { typedef t type; };
+template<typename dummy, typename t>      struct id_type     { typedef t type; };
+
+/* equality checking, flagged version */
+
+template<typename a, typename b> struct is_same_gf : is_same<a, b> { constexpr static int global_flags = 0; };
+
+/* apply_op to list */
+
+template<
+  bool from_left, // false
+  template<typename, typename> class op,
+  typename additional_param,
+  typename... values
+>
+struct h_apply_op_helper                                        { typedef type_list<typename op<values, additional_param>::type...> type; };
+template<
+  template<typename, typename> class op,
+  typename additional_param,
+  typename... values
+>
+struct h_apply_op_helper<true, op, additional_param, values...> { typedef type_list<typename op<additional_param, values>::type...> type; };
+
+template<
+  bool from_left,
+  template<typename, typename> class op,
+  typename additional_param
+>
+struct h_apply_op
+{
+  template<typename... values>
+  constexpr static typename h_apply_op_helper<from_left, op, additional_param, values...>::type helper(type_list<values...>)
+  { return typename h_apply_op_helper<from_left, op, additional_param, values...>::type(); }
+};
+
+template<
+  template<typename, typename> class op,
+  typename additional_param,
+  typename a
+>
+struct apply_op_from_left { typedef decltype(h_apply_op<true, op, additional_param>::helper(a())) type; };
+
+template<
+  template<typename, typename> class op,
+  typename additional_param,
+  typename a
+>
+struct apply_op_from_right { typedef decltype(h_apply_op<false, op, additional_param>::helper(a())) type; };
+
+/* see if an element is in a list */
+
+template<
+  template<typename, typename> class test,
+  typename check_against,
+  typename h_list,
+  bool last_check_positive = false
+>
+struct contained_in_list;
+
+template<
+  template<typename, typename> class test,
+  typename check_against,
+  typename h_list
+>
+struct contained_in_list<test, check_against, h_list, true>
+{
+  constexpr static bool value = true;
+};
+
+template<
+  template<typename, typename> class test,
+  typename check_against,
+  typename a,
+  typename... as
+>
+struct contained_in_list<test, check_against, type_list<a, as...>, false> : contained_in_list<test, check_against, type_list<as...>, test<check_against, a>::value> {};
+
+template<
+  template<typename, typename> class test,
+  typename check_against
+  EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, empty)
+>
+struct contained_in_list<test, check_against, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>, false> { constexpr static bool value = false; };
+
+/* see if an element is in a list and check for global flags */
+
+template<
+  template<typename, typename> class test,
+  typename check_against,
+  typename h_list,
+  int default_flags = 0,
+  bool last_check_positive = false,
+  int last_check_flags = default_flags
+>
+struct contained_in_list_gf;
+
+template<
+  template<typename, typename> class test,
+  typename check_against,
+  typename h_list,
+  int default_flags,
+  int last_check_flags
+>
+struct contained_in_list_gf<test, check_against, h_list, default_flags, true, last_check_flags>
+{
+  constexpr static bool value = true;
+  constexpr static int global_flags = last_check_flags;
+};
+
+template<
+  template<typename, typename> class test,
+  typename check_against,
+  typename a,
+  typename... as,
+  int default_flags,
+  int last_check_flags
+>
+struct contained_in_list_gf<test, check_against, type_list<a, as...>, default_flags, false, last_check_flags> : contained_in_list_gf<test, check_against, type_list<as...>, default_flags, test<check_against, a>::value, test<check_against, a>::global_flags> {};
+
+template<
+  template<typename, typename> class test,
+  typename check_against
+  EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, empty),
+  int default_flags,
+  int last_check_flags
+>
+struct contained_in_list_gf<test, check_against, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>, default_flags, false, last_check_flags> { constexpr static bool value = false; constexpr static int global_flags = default_flags; };
+
+/* generic reductions */
+
+template<
+  typename Reducer,
+  typename... Ts
+> struct reduce;
+
+template<
+  typename Reducer,
+  typename A,
+  typename... Ts
+> struct reduce<Reducer, A, Ts...>
+{
+  constexpr static inline A run(A a, Ts...) { return a; }
+};
+
+template<
+  typename Reducer,
+  typename A,
+  typename B,
+  typename... Ts
+> struct reduce<Reducer, A, B, Ts...>
+{
+  constexpr static inline auto run(A a, B b, Ts... ts) -> decltype(Reducer::run(a, reduce<Reducer, B, Ts...>::run(b, ts...))) {
+    return Reducer::run(a, reduce<Reducer, B, Ts...>::run(b, ts...));
+  }
+};
+
+/* generic binary operations */
+
+struct sum_op           { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a + b)   { return a + b;   } };
+struct product_op       { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a * b)   { return a * b;   } };
+
+struct logical_and_op   { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a && b)  { return a && b;  } };
+struct logical_or_op    { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a || b)  { return a || b;  } };
+
+struct equal_op         { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a == b)  { return a == b;  } };
+struct not_equal_op     { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a != b)  { return a != b;  } };
+struct lesser_op        { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a < b)   { return a < b;   } };
+struct lesser_equal_op  { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a <= b)  { return a <= b;  } };
+struct greater_op       { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a > b)   { return a > b;   } };
+struct greater_equal_op { template<typename A, typename B> constexpr static inline auto run(A a, B b) -> decltype(a >= b)  { return a >= b;  } };
+
+/* generic unary operations */
+
+struct not_op                { template<typename A> constexpr static inline auto run(A a) -> decltype(!a)      { return !a;      } };
+struct negation_op           { template<typename A> constexpr static inline auto run(A a) -> decltype(-a)      { return -a;      } };
+struct greater_equal_zero_op { template<typename A> constexpr static inline auto run(A a) -> decltype(a >= 0)  { return a >= 0;  } };
+
+
+/* reductions for lists */
+
+// using auto -> return value spec makes ICC 13.0 and 13.1 crash here, so we have to hack it
+// together in front... (13.0 doesn't work with array_prod/array_reduce/... anyway, but 13.1
+// does...
+template<typename... Ts>
+constexpr inline decltype(reduce<product_op, Ts...>::run((*((Ts*)0))...)) arg_prod(Ts... ts)
+{
+  return reduce<product_op, Ts...>::run(ts...);
+}
+
+template<typename... Ts>
+constexpr inline decltype(reduce<sum_op, Ts...>::run((*((Ts*)0))...)) arg_sum(Ts... ts)
+{
+  return reduce<sum_op, Ts...>::run(ts...);
+}
+
+/* reverse arrays */
+
+template<typename Array, int... n>
+constexpr inline Array h_array_reverse(Array arr, numeric_list<int, n...>)
+{
+  return {{array_get<sizeof...(n) - n - 1>(arr)...}};
+}
+
+template<typename T, std::size_t N>
+constexpr inline std::array<T, N> array_reverse(std::array<T, N> arr)
+{
+  return h_array_reverse(arr, typename gen_numeric_list<int, N>::type());
+}
+
+/* generic array reductions */
+
+// can't reuse standard reduce() interface above because Intel's Compiler
+// *really* doesn't like it, so we just reimplement the stuff
+// (start from N - 1 and work down to 0 because specialization for
+// n == N - 1 also doesn't work in Intel's compiler, so it goes into
+// an infinite loop)
+template<typename Reducer, typename T, std::size_t N, std::size_t n = N - 1>
+struct h_array_reduce {
+  constexpr static inline auto run(std::array<T, N> arr, T identity) -> decltype(Reducer::run(h_array_reduce<Reducer, T, N, n - 1>::run(arr), array_get<n>(arr)))
+  {
+    return Reducer::run(h_array_reduce<Reducer, T, N, n - 1>::run(arr), array_get<n>(arr));
+  }
+};
+
+template<typename Reducer, typename T, std::size_t N>
+struct h_array_reduce<Reducer, T, N, 0>
+{
+  constexpr static inline T run(std::array<T, N> arr, T identity)
+  {
+    return array_get<0>(arr);
+  }
+};
+
+template<typename Reducer, typename T, std::size_t N>
+struct h_array_reduce<Reducer, T, 0>
+{
+  constexpr static inline T run(std::array<T, 0> arr, T identity)
+  {
+    return identity;
+  }
+};
+
+template<typename Reducer, typename T, std::size_t N>
+constexpr inline auto array_reduce(std::array<T, N> arr, T identity) -> decltype(h_array_reduce<Reducer, T, N>::run(arr))
+{
+  return h_array_reduce<Reducer, T, N>::run(arr, identity);
+}
+
+/* standard array reductions */
+
+template<typename T, std::size_t N>
+constexpr inline auto array_sum(std::array<T, N> arr) -> decltype(array_reduce<sum_op, T, N>(arr))
+{
+  return array_reduce<sum_op, T, N>(arr, 0);
+}
+
+template<typename T, std::size_t N>
+constexpr inline auto array_prod(std::array<T, N> arr) -> decltype(array_reduce<product_op, T, N>(arr))
+{
+  return array_reduce<product_op, T, N>(arr, 1);
+}
+
+/* zip an array */
+
+template<typename Op, typename A, typename B, std::size_t N, int... n>
+constexpr inline std::array<decltype(Op::run(A(), B())),N> h_array_zip(std::array<A, N> a, std::array<B, N> b, numeric_list<int, n...>)
+{
+  return std::array<decltype(Op::run(A(), B())),N>{{ Op::run(array_get<n>(a), array_get<n>(b))... }};
+}
+
+template<typename Op, typename A, typename B, std::size_t N>
+constexpr inline std::array<decltype(Op::run(A(), B())),N> array_zip(std::array<A, N> a, std::array<B, N> b)
+{
+  return h_array_zip<Op>(a, b, typename gen_numeric_list<int, N>::type());
+}
+
+/* zip an array and reduce the result */
+
+template<typename Reducer, typename Op, typename A, typename B, std::size_t N, int... n>
+constexpr inline auto h_array_zip_and_reduce(std::array<A, N> a, std::array<B, N> b, numeric_list<int, n...>) -> decltype(reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A(), B()))>::type...>::run(Op::run(array_get<n>(a), array_get<n>(b))...))
+{
+  return reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A(), B()))>::type...>::run(Op::run(array_get<n>(a), array_get<n>(b))...);
+}
+
+template<typename Reducer, typename Op, typename A, typename B, std::size_t N>
+constexpr inline auto array_zip_and_reduce(std::array<A, N> a, std::array<B, N> b) -> decltype(h_array_zip_and_reduce<Reducer, Op, A, B, N>(a, b, typename gen_numeric_list<int, N>::type()))
+{
+  return h_array_zip_and_reduce<Reducer, Op, A, B, N>(a, b, typename gen_numeric_list<int, N>::type());
+}
+
+/* apply stuff to an array */
+
+template<typename Op, typename A, std::size_t N, int... n>
+constexpr inline std::array<decltype(Op::run(A())),N> h_array_apply(std::array<A, N> a, numeric_list<int, n...>)
+{
+  return std::array<decltype(Op::run(A())),N>{{ Op::run(array_get<n>(a))... }};
+}
+
+template<typename Op, typename A, std::size_t N>
+constexpr inline std::array<decltype(Op::run(A())),N> array_apply(std::array<A, N> a)
+{
+  return h_array_apply<Op>(a, typename gen_numeric_list<int, N>::type());
+}
+
+/* apply stuff to an array and reduce */
+
+template<typename Reducer, typename Op, typename A, std::size_t N, int... n>
+constexpr inline auto h_array_apply_and_reduce(std::array<A, N> arr, numeric_list<int, n...>) -> decltype(reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A()))>::type...>::run(Op::run(array_get<n>(arr))...))
+{
+  return reduce<Reducer, typename id_numeric<int,n,decltype(Op::run(A()))>::type...>::run(Op::run(array_get<n>(arr))...);
+}
+
+template<typename Reducer, typename Op, typename A, std::size_t N>
+constexpr inline auto array_apply_and_reduce(std::array<A, N> a) -> decltype(h_array_apply_and_reduce<Reducer, Op, A, N>(a, typename gen_numeric_list<int, N>::type()))
+{
+  return h_array_apply_and_reduce<Reducer, Op, A, N>(a, typename gen_numeric_list<int, N>::type());
+}
+
+/* repeat a value n times (and make an array out of it
+ * usage:
+ *   std::array<int, 16> = repeat<16>(42);
+ */
+
+template<int n>
+struct h_repeat
+{
+  template<typename t, int... ii>
+  constexpr static inline std::array<t, n> run(t v, numeric_list<int, ii...>)
+  {
+    return {{ typename id_numeric<int, ii, t>::type(v)... }};
+  }
+};
+
+template<int n, typename t>
+constexpr std::array<t, n> repeat(t v) { return h_repeat<n>::run(v, typename gen_numeric_list<int, n>::type()); }
+
+/* instantiate a class by a C-style array */
+template<class InstType, typename ArrType, std::size_t N, bool Reverse, typename... Ps>
+struct h_instantiate_by_c_array;
+
+template<class InstType, typename ArrType, std::size_t N, typename... Ps>
+struct h_instantiate_by_c_array<InstType, ArrType, N, false, Ps...>
+{
+  static InstType run(ArrType* arr, Ps... args)
+  {
+    return h_instantiate_by_c_array<InstType, ArrType, N - 1, false, Ps..., ArrType>::run(arr + 1, args..., arr[0]);
+  }
+};
+
+template<class InstType, typename ArrType, std::size_t N, typename... Ps>
+struct h_instantiate_by_c_array<InstType, ArrType, N, true, Ps...>
+{
+  static InstType run(ArrType* arr, Ps... args)
+  {
+    return h_instantiate_by_c_array<InstType, ArrType, N - 1, false, ArrType, Ps...>::run(arr + 1, arr[0], args...);
+  }
+};
+
+template<class InstType, typename ArrType, typename... Ps>
+struct h_instantiate_by_c_array<InstType, ArrType, 0, false, Ps...>
+{
+  static InstType run(ArrType* arr, Ps... args)
+  {
+    (void)arr;
+    return InstType(args...);
+  }
+};
+
+template<class InstType, typename ArrType, typename... Ps>
+struct h_instantiate_by_c_array<InstType, ArrType, 0, true, Ps...>
+{
+  static InstType run(ArrType* arr, Ps... args)
+  {
+    (void)arr;
+    return InstType(args...);
+  }
+};
+
+template<class InstType, typename ArrType, std::size_t N, bool Reverse = false>
+InstType instantiate_by_c_array(ArrType* arr)
+{
+  return h_instantiate_by_c_array<InstType, ArrType, N, Reverse>::run(arr);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11META_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/CXX11Workarounds.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/CXX11Workarounds.h
new file mode 100644
index 0000000000..a590cf4e18
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/CXX11Workarounds.h
@@ -0,0 +1,116 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11WORKAROUNDS_H
+#define EIGEN_CXX11WORKAROUNDS_H
+
+/* COMPATIBILITY CHECKS
+ * (so users of compilers that are too old get some realistic error messages)
+ */
+#if defined(__INTEL_COMPILER) && (__INTEL_COMPILER < 1310)
+#error Intel Compiler only supports required C++ features since version 13.1.
+// note that most stuff in principle works with 13.0 but when combining
+// some features, at some point 13.0 will just fail with an internal assertion
+#elif defined(__GNUC__) && !defined(__clang__) && !defined(__INTEL_COMPILER) && (__GNUC__ < 4 || (__GNUC__ == 4 && __GNUC_MINOR__ < 6))
+// G++ < 4.6 by default will continue processing the source files - even if we use #error to make
+// it error out. For this reason, we use the pragma to make sure G++ aborts at the first error
+// it sees. Unfortunately, that is still not our #error directive, but at least the output is
+// short enough the user has a chance to see that the compiler version is not sufficient for
+// the funky template mojo we use.
+#pragma GCC diagnostic error "-Wfatal-errors"
+#error GNU C++ Compiler (g++) only supports required C++ features since version 4.6.
+#endif
+
+/* Check that the compiler at least claims to support C++11. It might not be sufficient
+ * because the compiler may not implement it correctly, but at least we'll know.
+ */
+#if __cplusplus <= 199711L
+#if defined(__GNUC__) && !defined(__clang__) && !defined(__INTEL_COMPILER)
+#pragma GCC diagnostic error "-Wfatal-errors"
+#endif
+#error This library needs at least a C++11 compliant compiler. If you use g++/clang, please enable the -std=c++11 compiler flag. (-std=c++0x on older versions.)
+#endif
+
+namespace Eigen {
+
+// Use std::array as Eigen array
+template <typename T, std::size_t N> using array = std::array<T, N>;
+
+namespace internal {
+
+/* std::get is only constexpr in C++14, not yet in C++11
+ *     - libstdc++ from version 4.7 onwards has it nevertheless,
+ *                                          so use that
+ *     - libstdc++ older versions: use _M_instance directly
+ *     - libc++ all versions so far: use __elems_ directly
+ *     - all other libs: use std::get to be portable, but
+ *                       this may not be constexpr
+ */
+#if defined(__GLIBCXX__) && __GLIBCXX__ < 20120322
+#define STD_GET_ARR_HACK             a._M_instance[I]
+#elif defined(_LIBCPP_VERSION)
+#define STD_GET_ARR_HACK             a.__elems_[I]
+#else
+#define STD_GET_ARR_HACK             std::template get<I, T, N>(a)
+#endif
+
+template<std::size_t I, class T, std::size_t N> constexpr inline T&       array_get(std::array<T,N>&       a) { return (T&)       STD_GET_ARR_HACK; }
+template<std::size_t I, class T, std::size_t N> constexpr inline T&&      array_get(std::array<T,N>&&      a) { return (T&&)      STD_GET_ARR_HACK; }
+template<std::size_t I, class T, std::size_t N> constexpr inline T const& array_get(std::array<T,N> const& a) { return (T const&) STD_GET_ARR_HACK; }
+
+template<std::size_t I, class T> constexpr inline T&       array_get(std::vector<T>&       a) { return a[I]; }
+template<std::size_t I, class T> constexpr inline T&&      array_get(std::vector<T>&&      a) { return a[I]; }
+template<std::size_t I, class T> constexpr inline T const& array_get(std::vector<T> const& a) { return a[I]; }
+
+#undef STD_GET_ARR_HACK
+
+template <typename T> struct array_size;
+template<class T, std::size_t N> struct array_size<const std::array<T,N> > {
+  static const size_t value = N;
+};
+template <typename T> struct array_size;
+template<class T, std::size_t N> struct array_size<std::array<T,N> > {
+  static const size_t value = N;
+};
+
+/* Suppose you have a template of the form
+ * template<typename T> struct X;
+ * And you want to specialize it in such a way:
+ *    template<typename S1, typename... SN> struct X<Foo<S1, SN...>> { ::: };
+ *    template<>                            struct X<Foo<>>          { ::: };
+ * This will work in Intel's compiler 13.0, but only to some extent in g++ 4.6, since
+ * g++ can only match templates called with parameter packs if the number of template
+ * arguments is not a fixed size (so inside the first specialization, referencing
+ * X<Foo<Sn...>> will fail in g++). On the other hand, g++ will accept the following:
+ *    template<typename S...> struct X<Foo<S...>> { ::: }:
+ * as an additional (!) specialization, which will then only match the empty case.
+ * But Intel's compiler 13.0 won't accept that, it will only accept the empty syntax,
+ * so we have to create a workaround for this.
+ */
+#if defined(__GNUC__) && !defined(__INTEL_COMPILER)
+#define EIGEN_TPL_PP_SPEC_HACK_DEF(mt, n)    mt... n
+#define EIGEN_TPL_PP_SPEC_HACK_DEFC(mt, n)   , EIGEN_TPL_PP_SPEC_HACK_DEF(mt, n)
+#define EIGEN_TPL_PP_SPEC_HACK_USE(n)        n...
+#define EIGEN_TPL_PP_SPEC_HACK_USEC(n)       , n...
+#else
+#define EIGEN_TPL_PP_SPEC_HACK_DEF(mt, n)
+#define EIGEN_TPL_PP_SPEC_HACK_DEFC(mt, n)
+#define EIGEN_TPL_PP_SPEC_HACK_USE(n)
+#define EIGEN_TPL_PP_SPEC_HACK_USEC(n)
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11WORKAROUNDS_H
+
+/*
+ * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle;
+ */
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/EmulateCXX11Meta.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/EmulateCXX11Meta.h
new file mode 100644
index 0000000000..a1e1dca8e1
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/EmulateCXX11Meta.h
@@ -0,0 +1,456 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_EMULATE_CXX11_META_H
+#define EIGEN_EMULATE_CXX11_META_H
+
+
+
+namespace Eigen {
+
+// The array class is only available starting with cxx11. Emulate our own here
+// if needed
+template <typename T, size_t n> class array {
+ public:
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE T& operator[] (size_t index) { return values[index]; }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const T& operator[] (size_t index) const { return values[index]; }
+
+  static EIGEN_ALWAYS_INLINE std::size_t size() { return n; }
+
+  T values[n];
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array() { }
+  explicit EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v) {
+    EIGEN_STATIC_ASSERT(n==1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v1, const T& v2) {
+    EIGEN_STATIC_ASSERT(n==2, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3) {
+    EIGEN_STATIC_ASSERT(n==3, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+    values[2] = v3;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3,
+                            const T& v4) {
+    EIGEN_STATIC_ASSERT(n==4, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+    values[2] = v3;
+    values[3] = v4;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4,
+                            const T& v5) {
+    EIGEN_STATIC_ASSERT(n==5, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+    values[2] = v3;
+    values[3] = v4;
+    values[4] = v5;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4,
+                            const T& v5, const T& v6) {
+    EIGEN_STATIC_ASSERT(n==6, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+    values[2] = v3;
+    values[3] = v4;
+    values[4] = v5;
+    values[5] = v6;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(const T& v1, const T& v2, const T& v3, const T& v4,
+                            const T& v5, const T& v6, const T& v7) {
+    EIGEN_STATIC_ASSERT(n==7, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+    values[2] = v3;
+    values[3] = v4;
+    values[4] = v5;
+    values[5] = v6;
+    values[6] = v7;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array(
+      const T& v1, const T& v2, const T& v3, const T& v4,
+      const T& v5, const T& v6, const T& v7, const T& v8) {
+    EIGEN_STATIC_ASSERT(n==8, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    values[0] = v1;
+    values[1] = v2;
+    values[2] = v3;
+    values[3] = v4;
+    values[4] = v5;
+    values[5] = v6;
+    values[6] = v7;
+    values[7] = v8;
+  }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+  array(std::initializer_list<T> l) {
+    eigen_assert(l.size() == n);
+    internal::smart_copy(l.begin(), l.end(), values);
+  }
+#endif
+};
+
+// Specialize array for zero size
+template <typename T> class array<T, 0> {
+ public:
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE T& operator[] (size_t index) {
+    eigen_assert(false && "Can't index a zero size array");
+    return *static_cast<T*>(NULL);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const T& operator[] (size_t index) const {
+    eigen_assert(false && "Can't index a zero size array");
+    return *static_cast<const T*>(NULL);
+  }
+
+  static EIGEN_ALWAYS_INLINE std::size_t size() { return 0; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE array() { }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+  array(std::initializer_list<T> l) {
+    eigen_assert(l.size() == 0);
+  }
+#endif
+};
+
+namespace internal {
+
+/** \internal
+  * \file CXX11/Core/util/EmulateCXX11Meta.h
+  * This file emulates a subset of the functionality provided by CXXMeta.h for
+  * compilers that don't yet support cxx11 such as nvcc.
+  */
+
+struct empty_list { static const std::size_t count = 0; };
+
+template<typename T, typename Tail=empty_list> struct type_list {
+  typedef T HeadType;
+  typedef Tail TailType;
+  static const T head;
+  static const Tail tail;
+  static const std::size_t count = 1 + Tail::count;
+};
+
+struct null_type { };
+
+template<typename T1 = null_type, typename T2 = null_type, typename T3 = null_type,
+         typename T4 = null_type, typename T5 = null_type, typename T6 = null_type,
+         typename T7 = null_type, typename T8 = null_type>
+struct make_type_list {
+  typedef typename make_type_list<T2, T3, T4, T5, T6, T7, T8>::type tailresult;
+
+  typedef type_list<T1, tailresult> type;
+};
+
+template<> struct make_type_list<> {
+  typedef empty_list type;
+};
+
+
+template <std::size_t index, class TList> struct get_type;
+
+template <class Head, class Tail>
+struct get_type<0, type_list<Head, Tail> >
+{
+  typedef Head type;
+};
+
+template <std::size_t i, class Head, class Tail>
+struct get_type<i, type_list<Head, Tail> >
+{
+  typedef typename get_type<i-1, Tail>::type type;
+};
+
+
+/* numeric list */
+template <typename T, T n>
+struct type2val {
+  typedef T type;
+  static const T value = n;
+};
+
+
+template<typename T, size_t n, T V> struct gen_numeric_list_repeated;
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 1, V> {
+  typedef typename make_type_list<type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 2, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 3, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 4, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 5, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 6, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>,
+                                  type2val<T, V>, type2val<T, V>, type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 7, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>,
+                                  type2val<T, V>, type2val<T, V>, type2val<T, V>,
+                                  type2val<T, V> >::type type;
+};
+
+template<typename T, T V> struct gen_numeric_list_repeated<T, 8, V> {
+  typedef typename make_type_list<type2val<T, V>, type2val<T, V>, type2val<T, V>,
+                                  type2val<T, V>, type2val<T, V>, type2val<T, V>,
+                                  type2val<T, V>, type2val<T, V> >::type type;
+};
+
+
+template <std::size_t index, class NList> struct get;
+
+template <std::size_t i>
+struct get<i, empty_list>
+{
+  get() { eigen_assert(false && "index overflow"); }
+  typedef void type;
+  static const char value = '\0';
+};
+
+template <std::size_t i, class Head>
+struct get<i, type_list<Head, empty_list> >
+{
+  get() { eigen_assert(false && "index overflow"); }
+  typedef void type;
+  static const char value = '\0';
+};
+
+template <class Head>
+struct get<0, type_list<Head, empty_list> >
+{
+  typedef typename Head::type type;
+  static const type value = Head::value;
+};
+
+template <class Head, class Tail>
+struct get<0, type_list<Head, Tail> >
+{
+  typedef typename Head::type type;
+  static const type value = Head::value;
+};
+
+template <std::size_t i, class Head, class Tail>
+struct get<i, type_list<Head, Tail> >
+{
+  typedef typename Tail::HeadType::type type;
+  static const type value = get<i-1, Tail>::value;
+};
+
+
+template <class NList> struct arg_prod {
+  static const typename NList::HeadType::type value = get<0, NList>::value * arg_prod<typename NList::TailType>::value;
+};
+template <> struct arg_prod<empty_list> {
+  static const int value = 1;
+};
+
+
+template<int n, typename t>
+array<t, n> repeat(t v) {
+  array<t, n> array;
+  array.fill(v);
+  return array;
+}
+
+template<std::size_t I, class Head, class Tail>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Head::type array_get(type_list<Head, Tail>& a) {
+  return get<I, type_list<Head, Tail> >::value;
+}
+template<std::size_t I, class Head, class Tail>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Head::type array_get(const type_list<Head, Tail>& a) {
+  return get<I, type_list<Head, Tail> >::value;
+}
+
+template <class NList>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename NList::HeadType::type array_prod(const NList& l) {
+  return arg_prod<NList>::value;
+};
+
+template<std::size_t n, typename t>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE t array_prod(const array<t, n>& a) {
+  t prod = 1;
+  for (size_t i = 0; i < n; ++i) { prod *= a[i]; }
+  return prod;
+}
+
+template<typename t>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE t array_prod(const std::vector<t>& a) {
+  t prod = 1;
+  for (size_t i = 0; i < a.size(); ++i) { prod *= a[i]; }
+  return prod;
+}
+
+template<std::size_t I, class T, std::size_t N>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& array_get(array<T,N>& a) {
+  return a[I];
+}
+template<std::size_t I, class T, std::size_t N>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& array_get(const array<T,N>& a) {
+  return a[I];
+}
+
+template<std::size_t I, class T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T& array_get(std::vector<T>& a) {
+  return a[I];
+}
+template<std::size_t I, class T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T& array_get(const std::vector<T>& a) {
+  return a[I];
+}
+
+template <typename T> struct array_size;
+template<class T, std::size_t N> struct array_size<array<T,N> > {
+  static const size_t value = N;
+};
+template <typename T> struct array_size;
+template<class T, std::size_t N> struct array_size<array<T,N>& > {
+  static const size_t value = N;
+};
+template <typename T> struct array_size;
+template<class T, std::size_t N> struct array_size<const array<T,N> > {
+  static const size_t value = N;
+};
+template <typename T> struct array_size;
+template<class T, std::size_t N> struct array_size<const array<T,N>& > {
+  static const size_t value = N;
+};
+
+struct sum_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a + b; }
+};
+struct product_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a * b; }
+};
+
+struct logical_and_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a && b; }
+};
+struct logical_or_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a || b; }
+};
+
+struct equal_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a == b; }
+};
+struct not_equal_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a != b; }
+};
+struct lesser_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a < b; }
+};
+struct lesser_equal_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a <= b; }
+};
+
+struct greater_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a > b; }
+};
+struct greater_equal_op {
+  template<typename A, typename B> static inline bool run(A a, B b) { return a >= b; }
+};
+
+struct not_op {
+  template<typename A> static inline bool run(A a) { return !a; }
+};
+struct negation_op {
+  template<typename A> static inline bool run(A a) { return -a; }
+};
+struct greater_equal_zero_op {
+  template<typename A> static inline bool run(A a) { return a >= 0; }
+};
+
+
+template<typename Reducer, typename Op, typename A, std::size_t N>
+struct ArrayApplyAndReduce {
+  static inline bool run(const array<A, N>& a) {
+    EIGEN_STATIC_ASSERT(N >= 2, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    bool result = Reducer::run(Op::run(a[0]), Op::run(a[1]));
+    for (size_t i = 2; i < N; ++i) {
+      result = Reducer::run(result, Op::run(a[i]));
+    }
+    return result;
+  }
+};
+
+template<typename Reducer, typename Op, typename A>
+struct ArrayApplyAndReduce<Reducer, Op, A, 1>  {
+  static inline bool run(const array<A, 1>& a) {
+    return Op::run(a[0]);
+  }
+};
+
+template<typename Reducer, typename Op, typename A, std::size_t N>
+inline bool array_apply_and_reduce(const array<A, N>& a) {
+  return ArrayApplyAndReduce<Reducer, Op, A, N>::run(a);
+}
+
+template<typename Reducer, typename Op, typename A, typename B, std::size_t N>
+struct ArrayZipAndReduce {
+  static inline bool run(const array<A, N>& a, const array<B, N>& b) {
+    EIGEN_STATIC_ASSERT(N >= 2, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    bool result = Reducer::run(Op::run(a[0], b[0]), Op::run(a[1], b[1]));
+    for (size_t i = 2; i < N; ++i) {
+      result = Reducer::run(result, Op::run(a[i], b[i]));
+    }
+    return result;
+  }
+};
+
+template<typename Reducer, typename Op, typename A, typename B>
+struct ArrayZipAndReduce<Reducer, Op, A, B, 1> {
+  static inline bool run(const array<A, 1>& a, const array<B, 1>& b) {
+    return Op::run(a[0], b[0]);
+  }
+};
+
+template<typename Reducer, typename Op, typename A, typename B, std::size_t N>
+inline bool array_zip_and_reduce(const array<A, N>& a, const array<B, N>& b) {
+  return ArrayZipAndReduce<Reducer, Op, A, B, N>::run(a, b);
+}
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+
+
+#endif  // EIGEN_EMULATE_CXX11_META_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/FixedSizeVector.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/FixedSizeVector.h
new file mode 100644
index 0000000000..c68119aa03
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Core/util/FixedSizeVector.h
@@ -0,0 +1,128 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_FIXEDSIZEVECTOR_H
+#define EIGEN_FIXEDSIZEVECTOR_H
+
+namespace Eigen {
+
+/** \class FixedSizeVector
+  * \ingroup Core
+  *
+  * \brief The FixedSizeVector class.
+  *
+  * The %FixedSizeVector provides a subset of std::vector functionality.
+  *
+  * The goal is to provide basic std::vector operations when using
+  * std::vector is not an option (e.g. on GPU or when compiling using
+  * FMA/AVX, as this can cause either compilation failures or illegal
+  * instruction failures).
+  *
+  */
+template <typename T>
+class FixedSizeVector {
+ public:
+  // Construct a new FixedSizeVector, reserve n elements.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit FixedSizeVector(size_t n)
+      : reserve_(n), size_(0),
+        data_(static_cast<T*>(internal::aligned_malloc(n * sizeof(T)))) {
+    for (size_t i = 0; i < n; ++i) { new (&data_[i]) T; }
+  }
+
+  // Construct a new FixedSizeVector, reserve and resize to n.
+  // Copy the init value to all elements.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit FixedSizeVector(size_t n, const T& init)
+      : reserve_(n), size_(n),
+        data_(static_cast<T*>(internal::aligned_malloc(n * sizeof(T)))) {
+    for (size_t i = 0; i < n; ++i) { new (&data_[i]) T(init); }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  ~FixedSizeVector() {
+    for (size_t i = 0; i < size_; ++i) {
+      data_[i].~T();
+    }
+    internal::aligned_free(data_);
+  }
+
+  // Append new elements (up to reserved size).
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void push_back(const T& t) {
+    eigen_assert(size_ < reserve_);
+    data_[size_++] = t;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const T& operator[] (size_t i) const {
+    eigen_assert(i < size_);
+    return data_[i];
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  T& operator[] (size_t i) {
+    eigen_assert(i < size_);
+    return data_[i];
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  T& back() {
+    eigen_assert(size_ > 0);
+    return data_[size_ - 1];
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const T& back() const {
+    eigen_assert(size_ > 0);
+    return data_[size_ - 1];
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void pop_back() {
+    // NOTE: This does not destroy the value at the end the way
+    // std::vector's version of pop_back() does.  That happens when
+    // the Vector is destroyed.
+    eigen_assert(size_ > 0);
+    size_--;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  size_t size() const { return size_; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  bool empty() const { return size_ == 0; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  T* data() { return data_; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const T* data() const { return data_; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  T* begin() { return data_; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  T* end() { return data_ + size_; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const T* begin() const { return data_; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const T* end() const { return data_ + size_; }
+
+ private:
+  size_t reserve_;
+  size_t size_;
+  T* data_;
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_FIXEDSIZEVECTOR_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/FixedPointTypes.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/FixedPointTypes.h
new file mode 100644
index 0000000000..564729ce48
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/FixedPointTypes.h
@@ -0,0 +1,341 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_FIXED_POINT_TYPES_H
+#define EIGEN_CXX11_FIXED_POINT_TYPES_H
+
+#include <cmath>
+#include <iostream>
+
+namespace Eigen {
+
+// The mantissa part of the fixed point representation. See
+// go/tensorfixedpoint for details
+struct QInt8;
+struct QUInt8;
+struct QInt16;
+struct QUInt16;
+struct QInt32;
+
+template <>
+struct NumTraits<QInt8> : GenericNumTraits<int8_t> {};
+template <>
+struct NumTraits<QUInt8> : GenericNumTraits<uint8_t> {};
+template <>
+struct NumTraits<QInt16> : GenericNumTraits<int16_t> {};
+template <>
+struct NumTraits<QUInt16> : GenericNumTraits<uint16_t> {};
+template <>
+struct NumTraits<QInt32> : GenericNumTraits<int32_t> {};
+
+namespace internal {
+template <>
+struct scalar_product_traits<QInt32, double> {
+  enum {
+    // Cost = NumTraits<T>::MulCost,
+    Defined = 1
+  };
+  typedef QInt32 ReturnType;
+};
+}
+
+// Wrap the 8bit int into a QInt8 struct instead of using a typedef to prevent
+// the compiler from silently type cast the mantissa into a bigger or a smaller
+// representation.
+struct QInt8 {
+  QInt8() {}
+  QInt8(const int8_t v) : value(v) {}
+  QInt8(const QInt32 v);
+
+  operator int() const { return static_cast<int>(value); }
+
+  int8_t value;
+};
+
+struct QUInt8 {
+  QUInt8() {}
+  QUInt8(const uint8_t v) : value(v) {}
+  QUInt8(const QInt32 v);
+
+  operator int() const { return static_cast<int>(value); }
+
+  uint8_t value;
+};
+
+struct QInt16 {
+  QInt16() {}
+  QInt16(const int16_t v) : value(v) {}
+  QInt16(const QInt32 v);
+  operator int() const { return static_cast<int>(value); }
+
+  int16_t value;
+};
+
+struct QUInt16 {
+  QUInt16() {}
+  QUInt16(const uint16_t v) : value(v) {}
+  QUInt16(const QInt32 v);
+  operator int() const { return static_cast<int>(value); }
+
+  uint16_t value;
+};
+
+struct QInt32 {
+  QInt32() {}
+  QInt32(const int8_t v) : value(v) {}
+  QInt32(const int32_t v) : value(v) {}
+  QInt32(const QInt8 v) : value(v.value) {}
+  QInt32(const float v) : value(static_cast<int32_t>(lrint(v))) {}
+#ifdef EIGEN_MAKING_DOCS
+  // Workaround to fix build on PPC.
+  QInt32(unsigned long v) : value(v) {}
+#endif
+
+  operator float() const { return static_cast<float>(value); }
+
+  int32_t value;
+};
+
+EIGEN_STRONG_INLINE QInt8::QInt8(const QInt32 v)
+    : value(v.value > 127 ? 127 : (v.value < -128 ? -128 : v.value)) {}
+EIGEN_STRONG_INLINE QUInt8::QUInt8(const QInt32 v)
+    : value(v.value > 255 ? 255 : (v.value < 0 ? 0 : v.value)) {}
+EIGEN_STRONG_INLINE QInt16::QInt16(const QInt32 v)
+    : value(v.value > 32767 ? 32767 : (v.value < -32768 ? -32768 : v.value)) {}
+EIGEN_STRONG_INLINE QUInt16::QUInt16(const QInt32 v)
+    : value(v.value > 65535 ? 65535 : (v.value < 0 ? 0 : v.value)) {}
+
+// Basic widening 8-bit operations: This will be vectorized in future CLs.
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt8 a, const QInt8 b) {
+  return QInt32(static_cast<int32_t>(a.value) * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt8 a, const QUInt8 b) {
+  return QInt32(static_cast<int32_t>(a.value) * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt8 a, const QInt8 b) {
+  return QInt32(static_cast<int32_t>(a.value) + static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt8 a, const QInt8 b) {
+  return QInt32(static_cast<int32_t>(a.value) - static_cast<int32_t>(b.value));
+}
+
+// Basic widening 16-bit operations: This will be vectorized in future CLs.
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt16 a, const QInt16 b) {
+  return QInt32(static_cast<int32_t>(a.value) * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt16 a, const QUInt16 b) {
+  return QInt32(static_cast<int32_t>(a.value) * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt16 a, const QInt16 b) {
+  return QInt32(static_cast<int32_t>(a.value) + static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt16 a, const QInt16 b) {
+  return QInt32(static_cast<int32_t>(a.value) - static_cast<int32_t>(b.value));
+}
+
+// Mixed QInt32 op QInt8 operations. This will be vectorized in future CLs.
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt32 a, const QInt8 b) {
+  return QInt32(a.value + static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt8 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) + b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt32 a, const QInt8 b) {
+  return QInt32(a.value - static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt8 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) - b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt32 a, const QInt8 b) {
+  return QInt32(a.value * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt8 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) * b.value);
+}
+
+// Mixed QInt32 op QInt16 operations. This will be vectorized in future CLs.
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt32 a, const QInt16 b) {
+  return QInt32(a.value + static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt16 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) + b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt32 a, const QInt16 b) {
+  return QInt32(a.value - static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt16 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) - b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt32 a, const QInt16 b) {
+  return QInt32(a.value * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt16 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) * b.value);
+}
+
+// Mixed QInt32 op QUInt8 operations. This will be vectorized in future CLs.
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt32 a, const QUInt8 b) {
+  return QInt32(a.value + static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator+(const QUInt8 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) + b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt32 a, const QUInt8 b) {
+  return QInt32(a.value - static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QUInt8 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) - b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt32 a, const QUInt8 b) {
+  return QInt32(a.value * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QUInt8 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) * b.value);
+}
+
+// Mixed QInt32 op QUInt16 operations. This will be vectorized in future CLs.
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt32 a, const QUInt16 b) {
+  return QInt32(a.value + static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator+(const QUInt16 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) + b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt32 a, const QUInt16 b) {
+  return QInt32(a.value - static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QUInt16 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) - b.value);
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt32 a, const QUInt16 b) {
+  return QInt32(a.value * static_cast<int32_t>(b.value));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QUInt16 a, const QInt32 b) {
+  return QInt32(static_cast<int32_t>(a.value) * b.value);
+}
+
+// Basic arithmetic operations on QInt32, which behaves like a int32_t.
+EIGEN_STRONG_INLINE QInt32 operator+(const QInt32 a, const QInt32 b) {
+  return a.value + b.value;
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt32 a, const QInt32 b) {
+  return a.value - b.value;
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt32 a, const QInt32 b) {
+  return a.value * b.value;
+}
+EIGEN_STRONG_INLINE QInt32 operator/(const QInt32 a, const QInt32 b) {
+  return a.value / b.value;
+}
+EIGEN_STRONG_INLINE QInt32& operator+=(QInt32& a, const QInt32 b) {
+  a.value += b.value;
+  return a;
+}
+EIGEN_STRONG_INLINE QInt32& operator-=(QInt32& a, const QInt32 b) {
+  a.value -= b.value;
+  return a;
+}
+EIGEN_STRONG_INLINE QInt32& operator*=(QInt32& a, const QInt32 b) {
+  a.value *= b.value;
+  return a;
+}
+EIGEN_STRONG_INLINE QInt32& operator/=(QInt32& a, const QInt32 b) {
+  a.value /= b.value;
+  return a;
+}
+EIGEN_STRONG_INLINE QInt32 operator-(const QInt32 a) {
+  return -a.value;
+}
+
+// Scaling QInt32 by double. We do the arithmetic in double because
+// float only has 23 bits of mantissa, so casting QInt32 to float might reduce
+// accuracy by discarding up to 7 (least significant) bits.
+EIGEN_STRONG_INLINE QInt32 operator*(const QInt32 a, const double b) {
+  return static_cast<int32_t>(lrint(static_cast<double>(a.value) * b));
+}
+EIGEN_STRONG_INLINE QInt32 operator*(const double a, const QInt32 b) {
+  return static_cast<int32_t>(lrint(a * static_cast<double>(b.value)));
+}
+EIGEN_STRONG_INLINE QInt32& operator*=(QInt32& a, const double b) {
+  a.value = static_cast<int32_t>(lrint(static_cast<double>(a.value) * b));
+  return a;
+}
+
+// Comparisons
+EIGEN_STRONG_INLINE bool operator==(const QInt8 a, const QInt8 b) {
+  return a.value == b.value;
+}
+EIGEN_STRONG_INLINE bool operator==(const QUInt8 a, const QUInt8 b) {
+  return a.value == b.value;
+}
+EIGEN_STRONG_INLINE bool operator==(const QInt16 a, const QInt16 b) {
+  return a.value == b.value;
+}
+EIGEN_STRONG_INLINE bool operator==(const QUInt16 a, const QUInt16 b) {
+  return a.value == b.value;
+}
+EIGEN_STRONG_INLINE bool operator==(const QInt32 a, const QInt32 b) {
+  return a.value == b.value;
+}
+
+EIGEN_STRONG_INLINE bool operator<(const QInt8 a, const QInt8 b) {
+  return a.value < b.value;
+}
+EIGEN_STRONG_INLINE bool operator<(const QUInt8 a, const QUInt8 b) {
+  return a.value < b.value;
+}
+EIGEN_STRONG_INLINE bool operator<(const QInt16 a, const QInt16 b) {
+  return a.value < b.value;
+}
+EIGEN_STRONG_INLINE bool operator<(const QUInt16 a, const QUInt16 b) {
+  return a.value < b.value;
+}
+EIGEN_STRONG_INLINE bool operator<(const QInt32 a, const QInt32 b) {
+  return a.value < b.value;
+}
+
+EIGEN_STRONG_INLINE bool operator>(const QInt8 a, const QInt8 b) {
+  return a.value > b.value;
+}
+EIGEN_STRONG_INLINE bool operator>(const QUInt8 a, const QUInt8 b) {
+  return a.value > b.value;
+}
+EIGEN_STRONG_INLINE bool operator>(const QInt16 a, const QInt16 b) {
+  return a.value > b.value;
+}
+EIGEN_STRONG_INLINE bool operator>(const QUInt16 a, const QUInt16 b) {
+  return a.value > b.value;
+}
+EIGEN_STRONG_INLINE bool operator>(const QInt32 a, const QInt32 b) {
+  return a.value > b.value;
+}
+
+EIGEN_STRONG_INLINE std::ostream& operator<<(std::ostream& os, QInt8 a) {
+  os << static_cast<int>(a.value);
+  return os;
+}
+EIGEN_STRONG_INLINE std::ostream& operator<<(std::ostream& os, QUInt8 a) {
+  os << static_cast<int>(a.value);
+  return os;
+}
+EIGEN_STRONG_INLINE std::ostream& operator<<(std::ostream& os, QInt16 a) {
+  os << static_cast<int>(a.value);
+  return os;
+}
+EIGEN_STRONG_INLINE std::ostream& operator<<(std::ostream& os, QUInt16 a) {
+  os << static_cast<int>(a.value);
+  return os;
+}
+EIGEN_STRONG_INLINE std::ostream& operator<<(std::ostream& os, QInt32 a) {
+  os << a.value;
+  return os;
+}
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_FIXED_POINT_TYPES_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProduct.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProduct.h
new file mode 100644
index 0000000000..4d0dca07df
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProduct.h
@@ -0,0 +1,255 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_H
+#define EIGEN_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_H
+
+
+namespace Eigen {
+namespace internal {
+
+// Accumulate the product of 2 QInt8 inputs on 32 bits to prevent
+// overflows
+template<> struct scalar_product_traits<QInt8, QInt8>
+{
+  enum {
+    Defined = 1
+  };
+  typedef QInt32 ReturnType;
+};
+
+// Accumulate the product of QInt8 inputs with QUint8 inputs on 32 bits
+// to prevent overflows
+template<> struct scalar_product_traits<QInt8, QUInt8>
+{
+  enum {
+    Defined = 1
+  };
+  typedef QInt32 ReturnType;
+};
+
+// Description of the product implementation. It's pretty simple now since
+// nothing is vectorized yet.
+// This definition tackle the case where both lhs and rhs are encoded using
+// signed 8bit integers
+#ifndef EIGEN_USE_OPTIMIZED_INT8_INT8_MAT_MAT_PRODUCT
+
+template<bool _ConjLhs, bool _ConjRhs>
+class gebp_traits<QInt8, QInt8, _ConjLhs, _ConjRhs>
+{
+public:
+  typedef QInt8 LhsScalar;
+  typedef QInt8 RhsScalar;
+  typedef QInt32 ResScalar;
+
+  enum {
+    // register block size along the M and N directions
+    // One for the current implementation
+    nr = 1,
+    mr = 1,
+    // Progress made at each iteration of the product loop
+    // also 1 for the current implementation
+    LhsProgress = 1,
+    RhsProgress = 1
+  };
+};
+
+// The signed 8bit Mat-Mat product itself.
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel<QInt8, QInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+{
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const QInt8* blockA, const QInt8* blockB,
+                  Index rows, Index depth, Index cols, QInt32 alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+};
+
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel<QInt8, QInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+::operator()(const DataMapper& res, const QInt8* blockA, const QInt8* blockB,
+             Index rows, Index depth, Index cols, QInt32 alpha,
+             Index strideA, Index strideB, Index offsetA, Index offsetB)
+{
+  EIGEN_STATIC_ASSERT(!ConjugateLhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(!ConjugateRhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  eigen_assert(alpha.value == 1);
+  eigen_assert(strideA == -1);
+  eigen_assert(strideB == -1);
+  eigen_assert(offsetA == 0);
+  eigen_assert(offsetB == 0);
+
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+  eigen_assert(depth > 0);
+  eigen_assert(blockA);
+  eigen_assert(blockB);
+
+  for (Index j = 0; j < cols; ++j) {
+    Index startB = j * depth;
+
+    for (Index i = 0; i < rows; ++i) {
+      Index startA = i * depth;
+
+      for (Index k = 0; k < depth; ++k) {
+        res(i, j) += blockA[startA + k] * blockB[startB + k];
+      }
+    }
+  }
+}
+#endif
+
+
+// This definition tackle the case where the lhs is encoded using signed 8bit
+// integers and the rhs using unsigned 8bit integers.
+#ifndef EIGEN_USE_OPTIMIZED_INT8_UINT8_MAT_MAT_PRODUCT
+template<bool _ConjLhs, bool _ConjRhs>
+class gebp_traits<QInt8, QUInt8, _ConjLhs, _ConjRhs>
+{
+public:
+  typedef QInt8 LhsScalar;
+  typedef QUInt8 RhsScalar;
+  typedef QInt32 ResScalar;
+
+  enum {
+    // register block size along the M and N directions
+    // One for the current implementation
+    nr = 1,
+    mr = 1,
+    // Progress made at each iteration of the product loop
+    // also 1 for the current implementation
+    LhsProgress = 1,
+    RhsProgress = 1
+  };
+};
+
+// Mat-Mat product of a signed 8bit lhs with an unsigned 8bit rhs
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+{
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+                  Index rows, Index depth, Index cols, QInt32 alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+};
+
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+::operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+             Index rows, Index depth, Index cols, QInt32 alpha,
+             Index strideA, Index strideB, Index offsetA, Index offsetB)
+{
+  EIGEN_STATIC_ASSERT(!ConjugateLhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(!ConjugateRhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  eigen_assert(alpha.value == 1);
+  eigen_assert(strideA == -1);
+  eigen_assert(strideB == -1);
+  eigen_assert(offsetA == 0);
+  eigen_assert(offsetB == 0);
+
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+  eigen_assert(depth > 0);
+  eigen_assert(blockA);
+  eigen_assert(blockB);
+
+  for (Index j = 0; j < cols; ++j) {
+    Index startB = j * depth;
+
+    for (Index i = 0; i < rows; ++i) {
+      Index startA = i * depth;
+
+      for (Index k = 0; k < depth; ++k) {
+        res(i, j) += blockA[startA + k] * blockB[startB + k];
+      }
+    }
+  }
+}
+#endif
+
+
+// This definition tackle the case where the khs is encoded using unsigned 8bit
+// integers and the rhs using signed 8bit integers.
+#ifndef EIGEN_USE_OPTIMIZED_UINT8_INT8_MAT_MAT_PRODUCT
+template<bool _ConjLhs, bool _ConjRhs>
+class gebp_traits<QUInt8, QInt8, _ConjLhs, _ConjRhs>
+{
+public:
+  typedef QUInt8 LhsScalar;
+  typedef QInt8 RhsScalar;
+  typedef QInt32 ResScalar;
+
+  enum {
+    // register block size along the M and N directions
+    // One for the current implementation
+    nr = 1,
+    mr = 1,
+    // Progress made at each iteration of the product loop
+    // also 1 for the current implementation
+    LhsProgress = 1,
+    RhsProgress = 1
+  };
+};
+
+
+// Mat-Mat product of an unsigned 8bit lhs with a signed 8bit rhs
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel<QUInt8, QInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+{
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const QUInt8* blockA, const QInt8* blockB,
+                  Index rows, Index depth, Index cols, QInt32 alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+};
+
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel<QUInt8, QInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+::operator()(const DataMapper& res, const QUInt8* blockA, const QInt8* blockB,
+             Index rows, Index depth, Index cols, QInt32 alpha,
+             Index strideA, Index strideB, Index offsetA, Index offsetB)
+{
+  EIGEN_STATIC_ASSERT(!ConjugateLhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(!ConjugateRhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  eigen_assert(alpha.value == 1);
+  eigen_assert(strideA == -1);
+  eigen_assert(strideB == -1);
+  eigen_assert(offsetA == 0);
+  eigen_assert(offsetB == 0);
+
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+  eigen_assert(depth > 0);
+  eigen_assert(blockA);
+  eigen_assert(blockB);
+
+  for (Index j = 0; j < cols; ++j) {
+    Index startB = j * depth;
+
+    for (Index i = 0; i < rows; ++i) {
+      Index startA = i * depth;
+
+      for (Index k = 0; k < depth; ++k) {
+        res(i, j) += blockA[startA + k] * blockB[startB + k];
+      }
+    }
+  }
+}
+#endif
+
+}  // namespace internal
+}  // namespace Eigen
+
+
+
+#endif  // EIGEN_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProductAVX2.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProductAVX2.h
new file mode 100644
index 0000000000..d561b79fbd
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProductAVX2.h
@@ -0,0 +1,1743 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+// Copyright (C) 2015 Matthew Sarett <msarett@google.com>
+//
+// 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_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_AVX2_H
+#define EIGEN_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_AVX2_H
+
+namespace Eigen {
+namespace internal {
+
+// AVX2 optimized implementation of Mat-Mat product.
+// LHS is encoded using signed 8-bit integers.
+// RHS is encoded using unsigned 8-bit integers.
+#ifdef EIGEN_USE_OPTIMIZED_INT8_UINT8_MAT_MAT_PRODUCT
+
+// Define quantized traits
+template<bool _ConjLhs, bool _ConjRhs>
+class gebp_traits<QInt8, QUInt8, _ConjLhs, _ConjRhs>
+{
+public:
+  typedef QInt8 LhsScalar;
+  typedef QUInt8 RhsScalar;
+  typedef QInt32 ResScalar;
+
+  enum {
+    // Define register blocking scheme.
+    nr = 32,
+    mr = 32,
+    kr = 8,
+    // Ignore progress tracking per loop iteration.
+    LhsProgress = -1,
+    RhsProgress = -1
+  };
+};
+
+// Specialized blocking for quantized implementations.
+// Used by TensorContractionThreadPool, inputs must have dimensions that are
+// multiples of 32.
+template<int KcFactor, typename Index>
+struct ComputeGemmByColBlockingSizes<QInt8, QUInt8, KcFactor, Index> {
+  void operator()(Index& k, Index& m, Index& n, Index num_threads)
+  {
+    eigen_assert(m % 32 == 0);
+    eigen_assert(n % 32 == 0);
+    eigen_assert(k % 32 == 0);
+    if (!k || !m || !n) {
+      return;
+    }
+    n = (((n / num_threads) + 31) / 32) * 32;
+  }
+};
+
+// Specialized blocking for quantized implementations.
+// Used by TensorContractionThreadPool, inputs must have dimensions that are
+// multiples of 32.
+template<int KcFactor, typename Index>
+struct ComputeGemmByRowBlockingSizes<QInt8, QUInt8, KcFactor, Index> {
+  void operator()(Index& k, Index& m, Index& n, Index num_threads)
+  {
+    eigen_assert(m % 32 == 0);
+    eigen_assert(n % 32 == 0 || n == 1);
+    eigen_assert(k % 32 == 0);
+    if (!k || !m || !n) {
+      return;
+    }
+    // Special case to avoid breaking the unimplemented matrix-vector case
+    if (n == 1) {
+      n = 32;
+    }
+    m = (((m / num_threads) + 31) / 32) * 32;
+  }
+};
+
+// Specialized blocking for quantized implementations.
+// Used by TensorContraction and GeneralMatrixMatrix, inputs are padded to
+// multiples of 32.
+template <int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
+class gemm_blocking_space<ColMajor, QInt8, QInt8, MaxRows, MaxCols, MaxDepth,
+                          KcFactor, false>
+    : public level3_blocking<QInt8, QInt8> {
+  DenseIndex m_sizeA;
+  DenseIndex m_sizeB;
+
+ public:
+  gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth,
+                      DenseIndex /*num_threads*/, bool /*l3_blocking*/) {
+    this->m_mc = ((rows + 31) / 32) * 32;
+    this->m_nc = ((cols + 31) / 32) * 32;
+    this->m_kc = ((depth + 31) / 32) * 32;
+    m_sizeA = this->m_mc * this->m_kc;
+    m_sizeB = this->m_kc * this->m_nc;
+  }
+  void allocateA() {
+    if (this->m_blockA == 0) this->m_blockA = aligned_new<QInt8>(m_sizeA);
+  }
+  void allocateB() {
+    if (this->m_blockB == 0) this->m_blockB = aligned_new<QInt8>(m_sizeB);
+  }
+  void allocateAll() {
+    allocateA();
+    allocateB();
+  }
+  ~gemm_blocking_space() {
+    aligned_delete(this->m_blockA, m_sizeA);
+    aligned_delete(this->m_blockB, m_sizeB);
+  }
+};
+
+
+template <int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
+class gemm_blocking_space<ColMajor, QInt8, QUInt8, MaxRows, MaxCols, MaxDepth,
+                          KcFactor, false>
+    : public level3_blocking<QInt8, QUInt8> {
+  DenseIndex m_sizeA;
+  DenseIndex m_sizeB;
+
+ public:
+  gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth,
+                      DenseIndex /*num_threads*/, bool /*l3_blocking*/) {
+    this->m_mc = ((rows + 31) / 32) * 32;
+    this->m_nc = ((cols + 31) / 32) * 32;
+    this->m_kc = ((depth + 31) / 32) * 32;
+    m_sizeA = this->m_mc * this->m_kc;
+    m_sizeB = this->m_kc * this->m_nc;
+  }
+  void allocateA() {
+    if (this->m_blockA == 0) this->m_blockA = aligned_new<QInt8>(m_sizeA);
+  }
+  void allocateB() {
+    if (this->m_blockB == 0) this->m_blockB = aligned_new<QUInt8>(m_sizeB);
+  }
+  void allocateAll() {
+    allocateA();
+    allocateB();
+  }
+  ~gemm_blocking_space() {
+    aligned_delete(this->m_blockA, m_sizeA);
+    aligned_delete(this->m_blockB, m_sizeB);
+  }
+};
+
+// Alternate templates for any input sizes
+template<typename Scalar, typename Index, typename DataMapper, int Pack1, int Pack2, int StorageOrder, bool Conjugate = false, bool PanelMode = false>
+struct gemm_pack_lhs_any;
+template <typename Index, typename DataMapper, int Pack1, int Pack2, bool Conjugate, bool PanelMode>
+struct gemm_pack_lhs_any<QInt8, Index, DataMapper, Pack1, Pack2, ColMajor, Conjugate, PanelMode> {
+  EIGEN_DONT_INLINE void operator()
+      (QInt8* blockA, const DataMapper& lhs, Index depth, Index rows, Index stride = 0, Index offset = 0);
+};
+
+template<typename Scalar, typename Index, typename DataMapper, int nr, int StorageOrder, bool Conjugate = false, bool PanelMode=false>
+struct gemm_pack_rhs_any;
+template <typename Index, typename DataMapper, int nr, bool Conjugate, bool PanelMode>
+struct gemm_pack_rhs_any<QUInt8, Index, DataMapper, nr, ColMajor, Conjugate, PanelMode> {
+  EIGEN_DONT_INLINE void operator()
+      (QUInt8* blockB, const DataMapper& rhs, Index depth, Index cols, Index stride = 0, Index offset = 0);
+};
+
+template<typename LhsScalar, typename RhsScalar, typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs=false, bool ConjugateRhs=false>
+struct gebp_kernel_any;
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel_any<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+{
+  typedef typename DataMapper::LinearMapper LinearMapper;
+
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+                  Index rows, Index depth, Index cols, QInt32 alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+};
+
+// Alternate implementations for any input sizes
+template <typename Index, typename DataMapper, int Pack1, int Pack2, bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_lhs_any<QInt8, Index, DataMapper, Pack1, Pack2, ColMajor, Conjugate, PanelMode>::
+operator()(QInt8* blockA, const DataMapper& lhs, Index depth, Index rows, Index stride, Index offset) {
+  eigen_assert(stride == 0);
+  eigen_assert(offset == 0);
+
+  // Get vector pointer
+  __m256i* blockA_256 = reinterpret_cast<__m256i*>(blockA);
+
+  // Get even multiples of the dimensions
+  Index rows_32 = (rows / 32) * 32;
+  Index depth_8 = (depth / 8) * 8;
+
+  // Get padding for when depth is not a multiple of 32
+  int padding = 0;
+  if (depth % 32 != 0) {
+    int depth_32 = (depth / 32) * 32;
+    int extra_depth = depth - depth_32;
+    int extra_depth_8 = ((extra_depth + 7) / 8) * 8;
+    padding = 32 - extra_depth_8;
+  }
+
+  // Pack rows in sets of 32
+  for (Index m = 0; m < rows_32; m += 32) {
+    // Pack depth in sets of 8
+    for (Index k = 0; k < depth_8; k += 8) {
+      // Load vectors
+      __m256i L_A = lhs.loadPacket(m, k);
+      __m256i L_B = lhs.loadPacket(m, k + 1);
+
+      // Interleave 8-bit elements
+      __m256i L_AB0_AB16 = _mm256_unpacklo_epi8(L_A, L_B);
+      __m256i L_AB8_AB24 = _mm256_unpackhi_epi8(L_A, L_B);
+
+      __m256i L_C = lhs.loadPacket(m, k + 2);
+      __m256i L_D = lhs.loadPacket(m, k + 3);
+      __m256i L_CD0_CD16 = _mm256_unpacklo_epi8(L_C, L_D);
+      __m256i L_CD8_CD24 = _mm256_unpackhi_epi8(L_C, L_D);
+
+      // Interleave 16-bit elements
+      __m256i L_AD0_AD16 = _mm256_unpacklo_epi16(L_AB0_AB16, L_CD0_CD16);
+      __m256i L_AD4_AD20 = _mm256_unpackhi_epi16(L_AB0_AB16, L_CD0_CD16);
+
+      // Use permute before we store to cross 128-bit lanes
+      __m256i L_AD0 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD0);
+
+      // Complete packing for 32 x 8 block
+      __m256i L_AD16 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x31);
+      __m256i L_AD8_AD24 = _mm256_unpacklo_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD12_AD28 = _mm256_unpackhi_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD8 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD8);
+      _mm256_store_si256(blockA_256++, L_AD16);
+      __m256i L_AD24 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x31);
+      _mm256_store_si256(blockA_256++, L_AD24);
+      __m256i L_E = lhs.loadPacket(m, k + 4);
+      __m256i L_F = lhs.loadPacket(m, k + 5);
+      __m256i L_EF0_EF16 = _mm256_unpacklo_epi8(L_E, L_F);
+      __m256i L_EF8_EF24 = _mm256_unpackhi_epi8(L_E, L_F);
+      __m256i L_G = lhs.loadPacket(m, k + 6);
+      __m256i L_H = lhs.loadPacket(m, k + 7);
+      __m256i L_GH0_GH16 = _mm256_unpacklo_epi8(L_G, L_H);
+      __m256i L_GH8_GH24 = _mm256_unpackhi_epi8(L_G, L_H);
+      __m256i L_EH0_EH16 = _mm256_unpacklo_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH4_EH20 = _mm256_unpackhi_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH0 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH0);
+      __m256i L_EH16 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x31);
+      __m256i L_EH8_EH24 = _mm256_unpacklo_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH12_EH28 = _mm256_unpackhi_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH8 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH8);
+      _mm256_store_si256(blockA_256++, L_EH16);
+      __m256i L_EH24 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x31);
+      _mm256_store_si256(blockA_256++, L_EH24);
+    }
+
+    // Finish the k dimension, padding with zeros
+    if (depth_8 < depth) {
+      __m256i L_A, L_B, L_C, L_D, L_E, L_F, L_G, L_H;
+      switch (depth - depth_8) {
+      case 1:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        break;
+      case 2:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = lhs.loadPacket(m, depth_8 + 1);
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        break;
+      case 3:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = lhs.loadPacket(m, depth_8 + 1);
+        L_C = lhs.loadPacket(m, depth_8 + 2);
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        break;
+      case 4:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = lhs.loadPacket(m, depth_8 + 1);
+        L_C = lhs.loadPacket(m, depth_8 + 2);
+        L_D = lhs.loadPacket(m, depth_8 + 3);
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        break;
+      case 5:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = lhs.loadPacket(m, depth_8 + 1);
+        L_C = lhs.loadPacket(m, depth_8 + 2);
+        L_D = lhs.loadPacket(m, depth_8 + 3);
+        L_E = lhs.loadPacket(m, depth_8 + 4);
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        break;
+      case 6:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = lhs.loadPacket(m, depth_8 + 1);
+        L_C = lhs.loadPacket(m, depth_8 + 2);
+        L_D = lhs.loadPacket(m, depth_8 + 3);
+        L_E = lhs.loadPacket(m, depth_8 + 4);
+        L_F = lhs.loadPacket(m, depth_8 + 5);
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        break;
+      case 7:
+        L_A = lhs.loadPacket(m, depth_8);
+        L_B = lhs.loadPacket(m, depth_8 + 1);
+        L_C = lhs.loadPacket(m, depth_8 + 2);
+        L_D = lhs.loadPacket(m, depth_8 + 3);
+        L_E = lhs.loadPacket(m, depth_8 + 4);
+        L_F = lhs.loadPacket(m, depth_8 + 5);
+        L_G = lhs.loadPacket(m, depth_8 + 6);
+        L_H = _mm256_setzero_si256();
+        break;
+      }
+
+      // Interleave 8-bit elements
+      __m256i L_AB0_AB16 = _mm256_unpacklo_epi8(L_A, L_B);
+      __m256i L_AB8_AB24 = _mm256_unpackhi_epi8(L_A, L_B);
+
+      __m256i L_CD0_CD16 = _mm256_unpacklo_epi8(L_C, L_D);
+      __m256i L_CD8_CD24 = _mm256_unpackhi_epi8(L_C, L_D);
+
+      // Interleave 16-bit elements
+      __m256i L_AD0_AD16 = _mm256_unpacklo_epi16(L_AB0_AB16, L_CD0_CD16);
+      __m256i L_AD4_AD20 = _mm256_unpackhi_epi16(L_AB0_AB16, L_CD0_CD16);
+
+      // Use permute before we store to cross 128-bit lanes
+      __m256i L_AD0 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD0);
+
+      // Complete packing
+      __m256i L_AD16 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x31);
+      __m256i L_AD8_AD24 = _mm256_unpacklo_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD12_AD28 = _mm256_unpackhi_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD8 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD8);
+      _mm256_store_si256(blockA_256++, L_AD16);
+      __m256i L_AD24 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x31);
+      _mm256_store_si256(blockA_256++, L_AD24);
+      __m256i L_EF0_EF16 = _mm256_unpacklo_epi8(L_E, L_F);
+      __m256i L_EF8_EF24 = _mm256_unpackhi_epi8(L_E, L_F);
+      __m256i L_GH0_GH16 = _mm256_unpacklo_epi8(L_G, L_H);
+      __m256i L_GH8_GH24 = _mm256_unpackhi_epi8(L_G, L_H);
+      __m256i L_EH0_EH16 = _mm256_unpacklo_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH4_EH20 = _mm256_unpackhi_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH0 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH0);
+      __m256i L_EH16 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x31);
+      __m256i L_EH8_EH24 = _mm256_unpacklo_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH12_EH28 = _mm256_unpackhi_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH8 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH8);
+      _mm256_store_si256(blockA_256++, L_EH16);
+      __m256i L_EH24 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x31);
+      _mm256_store_si256(blockA_256++, L_EH24);
+    }
+    blockA_256 += padding;
+  }
+
+  // Finish the m dimension, padding with zeros
+  if (rows_32 < rows) {
+    // Pack depth in sets of 8
+    for (Index k = 0; k < depth_8; k += 8) {
+      // Load vectors
+      __m256i L_A = _mm256_setzero_si256();
+      __m256i L_B = _mm256_setzero_si256();
+      __m256i L_C = _mm256_setzero_si256();
+      __m256i L_D = _mm256_setzero_si256();
+      __m256i L_E = _mm256_setzero_si256();
+      __m256i L_F = _mm256_setzero_si256();
+      __m256i L_G = _mm256_setzero_si256();
+      __m256i L_H = _mm256_setzero_si256();
+      for (Index m = 0; m < rows - rows_32; m++) {
+        QInt8* ptr = (QInt8*) &L_A;
+        ptr[m] = lhs(rows_32 + m, k);
+        ptr = (QInt8*) &L_B;
+        ptr[m] = lhs(rows_32 + m, k + 1);
+        ptr = (QInt8*) &L_C;
+        ptr[m] = lhs(rows_32 + m, k + 2);
+        ptr = (QInt8*) &L_D;
+        ptr[m] = lhs(rows_32 + m, k + 3);
+        ptr = (QInt8*) &L_E;
+        ptr[m] = lhs(rows_32 + m, k + 4);
+        ptr = (QInt8*) &L_F;
+        ptr[m] = lhs(rows_32 + m, k + 5);
+        ptr = (QInt8*) &L_G;
+        ptr[m] = lhs(rows_32 + m, k + 6);
+        ptr = (QInt8*) &L_H;
+        ptr[m] = lhs(rows_32 + m, k + 7);
+      }
+
+      // Interleave 8-bit elements
+      __m256i L_AB0_AB16 = _mm256_unpacklo_epi8(L_A, L_B);
+      __m256i L_AB8_AB24 = _mm256_unpackhi_epi8(L_A, L_B);
+      __m256i L_CD0_CD16 = _mm256_unpacklo_epi8(L_C, L_D);
+      __m256i L_CD8_CD24 = _mm256_unpackhi_epi8(L_C, L_D);
+
+      // Interleave 16-bit elements
+      __m256i L_AD0_AD16 = _mm256_unpacklo_epi16(L_AB0_AB16, L_CD0_CD16);
+      __m256i L_AD4_AD20 = _mm256_unpackhi_epi16(L_AB0_AB16, L_CD0_CD16);
+
+      // Use permute before we store to cross 128-bit lanes
+      __m256i L_AD0 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD0);
+
+      // Complete packing for 32 x 8 block
+      __m256i L_AD16 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x31);
+      __m256i L_AD8_AD24 = _mm256_unpacklo_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD12_AD28 = _mm256_unpackhi_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD8 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD8);
+      _mm256_store_si256(blockA_256++, L_AD16);
+      __m256i L_AD24 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x31);
+      _mm256_store_si256(blockA_256++, L_AD24);
+      __m256i L_EF0_EF16 = _mm256_unpacklo_epi8(L_E, L_F);
+      __m256i L_EF8_EF24 = _mm256_unpackhi_epi8(L_E, L_F);
+      __m256i L_GH0_GH16 = _mm256_unpacklo_epi8(L_G, L_H);
+      __m256i L_GH8_GH24 = _mm256_unpackhi_epi8(L_G, L_H);
+      __m256i L_EH0_EH16 = _mm256_unpacklo_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH4_EH20 = _mm256_unpackhi_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH0 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH0);
+      __m256i L_EH16 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x31);
+      __m256i L_EH8_EH24 = _mm256_unpacklo_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH12_EH28 = _mm256_unpackhi_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH8 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH8);
+      _mm256_store_si256(blockA_256++, L_EH16);
+      __m256i L_EH24 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x31);
+      _mm256_store_si256(blockA_256++, L_EH24);
+    }
+
+    // Finish the k dimension, padding with zeros
+    if (depth_8 < depth) {
+      __m256i L_A, L_B, L_C, L_D, L_E, L_F, L_G, L_H;
+      QInt8* ptr;
+      switch (depth - depth_8) {
+      case 1:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          QInt8* ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+        }
+        break;
+      case 2:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+          ptr = (QInt8*) &L_B;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 1);
+        }
+        break;
+      case 3:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+          ptr = (QInt8*) &L_B;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 1);
+          ptr = (QInt8*) &L_C;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 2);
+        }
+        break;
+      case 4:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+          ptr = (QInt8*) &L_B;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 1);
+          ptr = (QInt8*) &L_C;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 2);
+          ptr = (QInt8*) &L_D;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 3);
+        }
+        break;
+      case 5:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+          ptr = (QInt8*) &L_B;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 1);
+          ptr = (QInt8*) &L_C;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 2);
+          ptr = (QInt8*) &L_D;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 3);
+          ptr = (QInt8*) &L_E;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 4);
+        }
+        break;
+      case 6:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+          ptr = (QInt8*) &L_B;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 1);
+          ptr = (QInt8*) &L_C;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 2);
+          ptr = (QInt8*) &L_D;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 3);
+          ptr = (QInt8*) &L_E;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 4);
+          ptr = (QInt8*) &L_F;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 5);
+        }
+        break;
+      case 7:
+        L_A = _mm256_setzero_si256();
+        L_B = _mm256_setzero_si256();
+        L_C = _mm256_setzero_si256();
+        L_D = _mm256_setzero_si256();
+        L_E = _mm256_setzero_si256();
+        L_F = _mm256_setzero_si256();
+        L_G = _mm256_setzero_si256();
+        L_H = _mm256_setzero_si256();
+        for (Index m = 0; m < rows - rows_32; m++) {
+          ptr = (QInt8*) &L_A;
+          ptr[m] = lhs(rows_32 + m, depth_8);
+          ptr = (QInt8*) &L_B;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 1);
+          ptr = (QInt8*) &L_C;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 2);
+          ptr = (QInt8*) &L_D;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 3);
+          ptr = (QInt8*) &L_E;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 4);
+          ptr = (QInt8*) &L_F;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 5);
+          ptr = (QInt8*) &L_G;
+          ptr[m] = lhs(rows_32 + m, depth_8 + 6);
+        }
+        break;
+      }
+
+      // Interleave 8-bit elements
+      __m256i L_AB0_AB16 = _mm256_unpacklo_epi8(L_A, L_B);
+      __m256i L_AB8_AB24 = _mm256_unpackhi_epi8(L_A, L_B);
+      __m256i L_CD0_CD16 = _mm256_unpacklo_epi8(L_C, L_D);
+      __m256i L_CD8_CD24 = _mm256_unpackhi_epi8(L_C, L_D);
+
+      // Interleave 16-bit elements
+      __m256i L_AD0_AD16 = _mm256_unpacklo_epi16(L_AB0_AB16, L_CD0_CD16);
+      __m256i L_AD4_AD20 = _mm256_unpackhi_epi16(L_AB0_AB16, L_CD0_CD16);
+
+      // Use permute before we store to cross 128-bit lanes
+      __m256i L_AD0 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD0);
+
+      // Complete packing
+      __m256i L_AD16 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x31);
+      __m256i L_AD8_AD24 = _mm256_unpacklo_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD12_AD28 = _mm256_unpackhi_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD8 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD8);
+      _mm256_store_si256(blockA_256++, L_AD16);
+      __m256i L_AD24 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x31);
+      _mm256_store_si256(blockA_256++, L_AD24);
+      __m256i L_EF0_EF16 = _mm256_unpacklo_epi8(L_E, L_F);
+      __m256i L_EF8_EF24 = _mm256_unpackhi_epi8(L_E, L_F);
+      __m256i L_GH0_GH16 = _mm256_unpacklo_epi8(L_G, L_H);
+      __m256i L_GH8_GH24 = _mm256_unpackhi_epi8(L_G, L_H);
+      __m256i L_EH0_EH16 = _mm256_unpacklo_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH4_EH20 = _mm256_unpackhi_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH0 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH0);
+      __m256i L_EH16 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x31);
+      __m256i L_EH8_EH24 = _mm256_unpacklo_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH12_EH28 = _mm256_unpackhi_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH8 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH8);
+      _mm256_store_si256(blockA_256++, L_EH16);
+      __m256i L_EH24 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x31);
+      _mm256_store_si256(blockA_256++, L_EH24);
+    }
+  }
+}
+
+template <typename Index, typename DataMapper, int nr, bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_rhs_any<QUInt8, Index, DataMapper, nr, ColMajor, Conjugate, PanelMode>::
+operator()(QUInt8* blockB, const DataMapper& rhs, Index depth, Index cols, Index stride, Index offset) {
+  eigen_assert(stride == 0);
+  eigen_assert(offset == 0);
+
+  // Get vector pointer
+  __m256i* blockB_256 = reinterpret_cast<__m256i*>(blockB);
+
+  // Get even multiples of the dimensions
+  Index cols_32 = (cols / 32) * 32;
+  Index depth_32 = (depth / 32) * 32;
+
+  // Perform a step of the packing for 4 columns
+  __m256i R_AB_L, R_AB_H, R_CD_L, R_CD_H, R_AD_0, R_AD_8, R_AD_16, R_AD_24;
+#define PACK_STEP                                            \
+  R_AB_L = _mm256_unpacklo_epi64(R_A, R_B);                  \
+  R_CD_L = _mm256_unpacklo_epi64(R_C, R_D);                  \
+  R_AB_H = _mm256_unpackhi_epi64(R_A, R_B);                  \
+  R_CD_H = _mm256_unpackhi_epi64(R_C, R_D);                  \
+  R_AD_0 = _mm256_permute2x128_si256(R_AB_L, R_CD_L, 0x20);  \
+  R_AD_16 = _mm256_permute2x128_si256(R_AB_L, R_CD_L, 0x31); \
+  R_AD_8 = _mm256_permute2x128_si256(R_AB_H, R_CD_H, 0x20);  \
+  R_AD_24 = _mm256_permute2x128_si256(R_AB_H, R_CD_H, 0x31); \
+  _mm256_store_si256(blockB_256, R_AD_0);                    \
+  _mm256_store_si256(blockB_256 + 8, R_AD_8);                \
+  _mm256_store_si256(blockB_256 + 16, R_AD_16);              \
+  _mm256_store_si256(blockB_256 + 24, R_AD_24);              \
+  blockB_256++;
+
+  // Pack cols in sets of 32
+  for (Index n = 0; n < cols_32; n += 32) {
+    // Pack depth in sets of 32
+    for (Index k = 0; k < depth_32; k += 32) {
+      __m256i R_A = rhs.loadPacket(k, n);
+      __m256i R_B = rhs.loadPacket(k, n + 1);
+      __m256i R_C = rhs.loadPacket(k, n + 2);
+      __m256i R_D = rhs.loadPacket(k, n + 3);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 4);
+      R_B = rhs.loadPacket(k, n + 5);
+      R_C = rhs.loadPacket(k, n + 6);
+      R_D = rhs.loadPacket(k, n + 7);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 8);
+      R_B = rhs.loadPacket(k, n + 9);
+      R_C = rhs.loadPacket(k, n + 10);
+      R_D = rhs.loadPacket(k, n + 11);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 12);
+      R_B = rhs.loadPacket(k, n + 13);
+      R_C = rhs.loadPacket(k, n + 14);
+      R_D = rhs.loadPacket(k, n + 15);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 16);
+      R_B = rhs.loadPacket(k, n + 17);
+      R_C = rhs.loadPacket(k, n + 18);
+      R_D = rhs.loadPacket(k, n + 19);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 20);
+      R_B = rhs.loadPacket(k, n + 21);
+      R_C = rhs.loadPacket(k, n + 22);
+      R_D = rhs.loadPacket(k, n + 23);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 24);
+      R_B = rhs.loadPacket(k, n + 25);
+      R_C = rhs.loadPacket(k, n + 26);
+      R_D = rhs.loadPacket(k, n + 27);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 28);
+      R_B = rhs.loadPacket(k, n + 29);
+      R_C = rhs.loadPacket(k, n + 30);
+      R_D = rhs.loadPacket(k, n + 31);
+      PACK_STEP;
+
+      blockB_256 += 24;
+    }
+
+    if (depth_32 < depth) {
+      QUInt8* ptr;
+      __m256i R_A = _mm256_setzero_si256();
+      __m256i R_B = _mm256_setzero_si256();
+      __m256i R_C = _mm256_setzero_si256();
+      __m256i R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 1);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 2);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 3);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 4);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 5);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 6);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 7);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 8);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 9);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 10);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 11);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 12);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 13);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 14);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 15);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 16);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 17);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 18);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 19);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 20);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 21);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 22);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 23);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 24);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 25);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 26);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 27);
+      }
+      PACK_STEP;
+
+      R_A = _mm256_setzero_si256();
+      R_B = _mm256_setzero_si256();
+      R_C = _mm256_setzero_si256();
+      R_D = _mm256_setzero_si256();
+      for (Index k = depth_32; k < depth; k++) {
+        ptr = (QUInt8*) &R_A;
+        ptr[k - depth_32] = rhs(k, n + 28);
+        ptr = (QUInt8*) &R_B;
+        ptr[k - depth_32] = rhs(k, n + 29);
+        ptr = (QUInt8*) &R_C;
+        ptr[k - depth_32] = rhs(k, n + 30);
+        ptr = (QUInt8*) &R_D;
+        ptr[k - depth_32] = rhs(k, n + 31);
+      }
+      PACK_STEP;
+      blockB_256 += 24;
+    }
+  }
+
+  // Finish packing cols
+  if (cols_32 < cols) {
+    // Pack depth in sets of 32
+    for (Index k = 0; k < depth_32; k += 32) {
+      __m256i R_A, R_B, R_C, R_D;
+      Index n;
+      for (n = cols_32; n < cols; n += 4) {
+        switch (cols - n) {
+        case 1:
+          R_A = rhs.loadPacket(k, n);
+          R_B = _mm256_setzero_si256();
+          R_C = _mm256_setzero_si256();
+          R_D = _mm256_setzero_si256();
+          PACK_STEP;
+          break;
+        case 2:
+          R_A = rhs.loadPacket(k, n);
+          R_B = rhs.loadPacket(k, n + 1);
+          R_C = _mm256_setzero_si256();
+          R_D = _mm256_setzero_si256();
+          PACK_STEP;
+          break;
+        case 3:
+          R_A = rhs.loadPacket(k, n);
+          R_B = rhs.loadPacket(k, n + 1);
+          R_C = rhs.loadPacket(k, n + 2);
+          R_D = _mm256_setzero_si256();
+          PACK_STEP;
+          break;
+        default:
+          R_A = rhs.loadPacket(k, n);
+          R_B = rhs.loadPacket(k, n + 1);
+          R_C = rhs.loadPacket(k, n + 2);
+          R_D = rhs.loadPacket(k, n + 3);
+          PACK_STEP;
+          break;
+        }
+      }
+
+      // Increment the block pointer.
+      // We must pad if cols is not a multiple of 32.
+      blockB_256 += 32 - (n - cols_32) / 4;
+    }
+
+    if (depth_32 < depth) {
+      for (Index n = cols_32; n < cols; n += 4) {
+        QUInt8* ptr;
+        __m256i R_A = _mm256_setzero_si256();
+        __m256i R_B = _mm256_setzero_si256();
+        __m256i R_C = _mm256_setzero_si256();
+        __m256i R_D = _mm256_setzero_si256();
+        switch (cols - n) {
+        case 1:
+          for (Index k = depth_32; k < depth; k++) {
+            ptr = (QUInt8*) &R_A;
+            ptr[k - depth_32] = rhs(k, n);
+          }
+          PACK_STEP;
+          break;
+        case 2:
+          for (Index k = depth_32; k < depth; k++) {
+            ptr = (QUInt8*) &R_A;
+            ptr[k - depth_32] = rhs(k, n);
+            ptr = (QUInt8*) &R_B;
+            ptr[k - depth_32] = rhs(k, n + 1);
+          }
+          PACK_STEP;
+          break;
+        case 3:
+          for (Index k = depth_32; k < depth; k++) {
+            ptr = (QUInt8*) &R_A;
+            ptr[k - depth_32] = rhs(k, n);
+            ptr = (QUInt8*) &R_B;
+            ptr[k - depth_32] = rhs(k, n + 1);
+            ptr = (QUInt8*) &R_C;
+            ptr[k - depth_32] = rhs(k, n + 2);
+          }
+          PACK_STEP;
+          break;
+        default:
+          for (Index k = depth_32; k < depth; k++) {
+            ptr = (QUInt8*) &R_A;
+            ptr[k - depth_32] = rhs(k, n);
+            ptr = (QUInt8*) &R_B;
+            ptr[k - depth_32] = rhs(k, n + 1);
+            ptr = (QUInt8*) &R_C;
+            ptr[k - depth_32] = rhs(k, n + 2);
+            ptr = (QUInt8*) &R_D;
+            ptr[k - depth_32] = rhs(k, n + 3);
+          }
+          PACK_STEP;
+          break;
+        }
+      }
+    }
+  }
+#undef PACK_STEP
+}
+
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel_any<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+::operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+             Index rows, Index depth, Index cols, QInt32 alpha,
+             Index strideA, Index strideB, Index offsetA, Index offsetB)
+{
+  EIGEN_STATIC_ASSERT(!ConjugateLhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(!ConjugateRhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  eigen_assert(alpha.value == 1);
+  eigen_assert(strideA == -1);
+  eigen_assert(strideB == -1);
+  eigen_assert(offsetA == 0);
+  eigen_assert(offsetB == 0);
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+  eigen_assert(depth > 0);
+  eigen_assert(blockA);
+  eigen_assert(blockB);
+
+  Index rows_32 = ((rows + 31) / 32) * 32;
+  Index cols_32 = ((cols + 31) / 32) * 32;
+  Index depth_32 = ((depth + 31) / 32) * 32;
+
+  // Create result block
+  ei_declare_aligned_stack_constructed_variable(QInt32, blockO, 32 * 32, 0);
+  memset(blockO, 0, 32 * 32 * sizeof(QInt32));
+
+  // Get vectorized pointers
+  __m256i* blockO_256 = reinterpret_cast<__m256i*>(blockO);
+  const __m256i* blockA_256 = reinterpret_cast<const __m256i*>(blockA);
+  const __m256i* blockB_256 = reinterpret_cast<const __m256i*>(blockB);
+
+  // Loop over blocks of 32 columns
+  for (Index n = 0; n < cols_32; n += 32) {
+    // Reset index into blockA
+    Index indexL = 0;
+    // Loop over blocks of 32 rows
+    for (Index m = 0; m < rows_32; m += 32) {
+      // Reset index into blockB
+      Index indexR = n / 32 * depth_32;
+      // Loop over blocks of 8 on depth
+      for (Index k = 0; k < depth_32; k += 8) {
+        // Load inputs
+        __m256i L_AD0 = blockA_256[indexL++];
+        __m256i L_AD8 = blockA_256[indexL++];
+        __m256i L_AD16 = blockA_256[indexL++];
+        __m256i L_AD24 = blockA_256[indexL++];
+        __m256i L_EH0 = blockA_256[indexL++];
+        __m256i L_EH8 = blockA_256[indexL++];
+        __m256i L_EH16 = blockA_256[indexL++];
+        __m256i L_EH24 = blockA_256[indexL++];
+        __m256i R_AH0 = blockB_256[indexR++];
+        __m256i R_AH4 = blockB_256[indexR++];
+        __m256i R_AH8 = blockB_256[indexR++];
+        __m256i R_AH12 = blockB_256[indexR++];
+        __m256i R_AH16 = blockB_256[indexR++];
+        __m256i R_AH20 = blockB_256[indexR++];
+        __m256i R_AH24 = blockB_256[indexR++];
+        __m256i R_AH28 = blockB_256[indexR++];
+
+        // This constant is used with madd to convert 16 bit to 32 bit
+        const __m256i ONE = _mm256_set1_epi32(0x00010001);
+
+        // Declare variables used in COMPUTE_STEP
+        __m256i P_16_A, P_16_B, P_32_A, P_32_B, P_32;
+
+#define COMPUTE_STEP(R_INPUT_A, R_INPUT_B, OFFSET)                             \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD0);                             \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH0);                             \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET,                                                 \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET), P_32));     \
+                                                                               \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD8);                             \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH8);                             \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET + 1,                                             \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET + 1), P_32)); \
+                                                                               \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD16);                            \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH16);                            \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET + 2,                                             \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET + 2), P_32)); \
+                                                                               \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD24);                            \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH24);                            \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET + 3,                                             \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET + 3), P_32));
+
+        // Permute and shuffle to copy a single value across the entire vector
+        // Then compute the multiplication
+        __m256i R_AH0_ = _mm256_permute2x128_si256(R_AH0, R_AH0, 0x00);
+        __m256i R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        __m256i R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 0);
+        __m256i R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        __m256i R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 1);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH0, R_AH0, 0x11);
+        __m256i R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        __m256i R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 2);
+        __m256i R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        __m256i R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 3);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH4, R_AH4, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 4);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 5);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH4, R_AH4, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 6);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 7);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH8, R_AH8, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 8);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 9);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH8, R_AH8, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 10);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 11);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH12, R_AH12, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 12);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 13);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH12, R_AH12, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 14);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 15);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH16, R_AH16, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 16);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 17);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH16, R_AH16, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 18);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 19);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH20, R_AH20, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 20);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 21);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH20, R_AH20, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 22);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 23);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH24, R_AH24, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 24);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 25);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH24, R_AH24, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 26);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 27);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH28, R_AH28, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 28);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 29);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH28, R_AH28, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 30);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 31);
+
+#undef COMPUTE_STEP
+      }
+
+      // Transfer the results to the result matrix.
+      if (m + 32 <= rows && n + 32 <= cols) {
+        Index i = 0;
+        for (Index j = n; j < n + 32; j++) {
+          LinearMapper r0 = res.getLinearMapper(m, j);
+          LinearMapper r1 = res.getLinearMapper(m + 8, j);
+          LinearMapper r2 = res.getLinearMapper(m + 16, j);
+          LinearMapper r3 = res.getLinearMapper(m + 24, j);
+          r0.storePacket(
+              0, _mm256_add_epi32(blockO_256[i++], r0.loadPacket(0)));
+          r1.storePacket(
+              0, _mm256_add_epi32(blockO_256[i++], r1.loadPacket(0)));
+          r2.storePacket(
+              0, _mm256_add_epi32(blockO_256[i++], r2.loadPacket(0)));
+          r3.storePacket(
+              0, _mm256_add_epi32(blockO_256[i++], r3.loadPacket(0)));
+        }
+      }
+      else {
+        for (Index j = n; j < cols; j++) {
+          for (Index i = m; i < rows; i++) {
+            res(i, j) = blockO[(j - n) * 32 + (i - m)];
+          }
+        }
+      }
+
+      // Zero the result block so it can be reused
+      memset(blockO, 0, 32 * 32 * sizeof(QInt32));
+    }
+  }
+}
+
+// Below are the fully optimized versions that are correct only for sizes that
+// are multiple of 32.  It is about a 10% performance benefit to keep these
+// implementations separate.
+
+// Arrange a block of the left input matrix in contiguous memory.
+//
+// Given column major input (A0 beside A1 in memory):
+// A0 B0 C0 D0 E0 F0 G0 H0 ...
+// A1 B1 C1 D1 E1 F1 G1 H1 ...
+// A2 B2 C2 D2 E2 F2 G2 H2 ...
+// A3 B3 C3 D3 E3 F3 G3 H3 ...
+// A4 B4 C4 D4 E4 F4 G4 H4 ...
+// A5 B5 C5 D5 E5 F5 G5 H5 ...
+// A6 B6 C6 D6 E6 F6 G6 H6 ...
+// A7 B7 C7 D7 E7 F7 G7 H7 ...
+// A8 ...
+// ...
+//
+// Packing yields output (A0 beside B0 in memory):
+// A0 B0 C0 D0
+// A1 B1 C1 D1
+// A2 B2 C2 D2
+// A3 B3 C3 D3
+// A4 B4 C4 D4
+// A5 B5 C5 D5
+// A6 B6 C6 D6
+// A7 B7 C7 D7
+// ...
+// A31 B31 C31 D31
+// E0 F0 G0 H0
+// E1 F1 G1 H1
+// E2 F2 G2 H2
+// E3 F3 G3 H3
+// E4 F4 G4 H4
+// E5 F5 G5 H5
+// E6 F6 G6 H6
+// E7 F7 G7 H7
+// ...
+//
+// Four elements of the same row are arranged contiguously because maddubs and
+// madd both perform an adjacent addition in the kernel.
+template <typename Index, typename DataMapper, int Pack1, int Pack2,
+          bool Conjugate, bool PanelMode>
+struct gemm_pack_lhs<QInt8, Index, DataMapper, Pack1, Pack2, ColMajor,
+                     Conjugate, PanelMode> {
+  EIGEN_DONT_INLINE void operator()(QInt8* blockA, const DataMapper& lhs,
+                                    Index depth, Index rows, Index stride = 0,
+                                    Index offset = 0);
+};
+
+template <typename Index, typename DataMapper, int Pack1, int Pack2,
+          bool Conjugate, bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_lhs<QInt8, Index, DataMapper, Pack1, Pack2,
+                                     ColMajor, Conjugate, PanelMode>::
+operator()(QInt8* blockA, const DataMapper& lhs, Index depth, Index rows,
+           Index stride, Index offset) {
+  eigen_assert(stride == 0);
+  eigen_assert(offset == 0);
+
+  // Use alternate function for weird sizes
+  if (rows % 32 != 0 || depth % 32 != 0) {
+    gemm_pack_lhs_any<QInt8, Index, DataMapper, Pack1, Pack2, ColMajor, Conjugate, PanelMode> lhs_pack;
+    return lhs_pack(blockA, lhs, depth, rows, stride, offset);
+  }
+
+  // Get vector pointer
+  __m256i* blockA_256 = reinterpret_cast<__m256i*>(blockA);
+
+  // Pack rows in sets of 32
+  for (Index m = 0; m < rows; m += 32) {
+    // Pack depth in sets of 8
+    for (Index k = 0; k < depth; k += 8) {
+      // Load vectors
+      __m256i L_A = lhs.loadPacket(m, k);
+      __m256i L_B = lhs.loadPacket(m, k + 1);
+
+      // Interleave 8-bit elements
+      __m256i L_AB0_AB16 = _mm256_unpacklo_epi8(L_A, L_B);
+      __m256i L_AB8_AB24 = _mm256_unpackhi_epi8(L_A, L_B);
+
+      __m256i L_C = lhs.loadPacket(m, k + 2);
+      __m256i L_D = lhs.loadPacket(m, k + 3);
+      __m256i L_CD0_CD16 = _mm256_unpacklo_epi8(L_C, L_D);
+      __m256i L_CD8_CD24 = _mm256_unpackhi_epi8(L_C, L_D);
+
+      // Interleave 16-bit elements
+      __m256i L_AD0_AD16 = _mm256_unpacklo_epi16(L_AB0_AB16, L_CD0_CD16);
+      __m256i L_AD4_AD20 = _mm256_unpackhi_epi16(L_AB0_AB16, L_CD0_CD16);
+
+      // Use permute before we store to cross 128-bit lanes
+      __m256i L_AD0 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD0);
+
+      // Complete packing for 32 x 8 block
+      __m256i L_AD16 = _mm256_permute2x128_si256(L_AD0_AD16, L_AD4_AD20, 0x31);
+      __m256i L_AD8_AD24 = _mm256_unpacklo_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD12_AD28 = _mm256_unpackhi_epi16(L_AB8_AB24, L_CD8_CD24);
+      __m256i L_AD8 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x20);
+      _mm256_store_si256(blockA_256++, L_AD8);
+      _mm256_store_si256(blockA_256++, L_AD16);
+      __m256i L_AD24 = _mm256_permute2x128_si256(L_AD8_AD24, L_AD12_AD28, 0x31);
+      _mm256_store_si256(blockA_256++, L_AD24);
+      __m256i L_E = lhs.loadPacket(m, k + 4);
+      __m256i L_F = lhs.loadPacket(m, k + 5);
+      __m256i L_EF0_EF16 = _mm256_unpacklo_epi8(L_E, L_F);
+      __m256i L_EF8_EF24 = _mm256_unpackhi_epi8(L_E, L_F);
+      __m256i L_G = lhs.loadPacket(m, k + 6);
+      __m256i L_H = lhs.loadPacket(m, k + 7);
+      __m256i L_GH0_GH16 = _mm256_unpacklo_epi8(L_G, L_H);
+      __m256i L_GH8_GH24 = _mm256_unpackhi_epi8(L_G, L_H);
+      __m256i L_EH0_EH16 = _mm256_unpacklo_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH4_EH20 = _mm256_unpackhi_epi16(L_EF0_EF16, L_GH0_GH16);
+      __m256i L_EH0 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH0);
+      __m256i L_EH16 = _mm256_permute2x128_si256(L_EH0_EH16, L_EH4_EH20, 0x31);
+      __m256i L_EH8_EH24 = _mm256_unpacklo_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH12_EH28 = _mm256_unpackhi_epi16(L_EF8_EF24, L_GH8_GH24);
+      __m256i L_EH8 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x20);
+      _mm256_store_si256(blockA_256++, L_EH8);
+      _mm256_store_si256(blockA_256++, L_EH16);
+      __m256i L_EH24 = _mm256_permute2x128_si256(L_EH8_EH24, L_EH12_EH28, 0x31);
+      _mm256_store_si256(blockA_256++, L_EH24);
+    }
+  }
+}
+
+// Arrange a block of the right input matrix in contiguous memory.
+//
+// Given column major input (A0 beside A1 in memory):
+// A0 B0 C0 D0 E0 F0 G0 H0 ...
+// A1 B1 C1 D1 E1 F1 G1 H1 ...
+// A2 B2 C2 D2 E2 F2 G2 H2 ...
+// A3 B3 C3 D3 E3 F3 G3 H3 ...
+// A4 B4 C4 D4 E4 F4 G4 H4 ...
+// A5 B5 C5 D5 E5 F5 G5 H5 ...
+// A6 B6 C6 D6 E6 F6 G6 H6 ...
+// A7 B7 C7 D7 E7 F7 G7 H7 ...
+// A8 ...
+// ...
+//
+// Packing yields row major output (A0 beside A1 in memory):
+// A0 A1 A2 A3 A4 A5 A6 A7
+// B0 B1 B2 B3 B4 B5 B6 B7
+// ...
+//
+// At least four elements of the same col are arranged contiguously because
+// maddubs and madd both perform an adjacent addition in the kernel.  We can
+// save work by leaving 8 adjacent elements because kr = 8.
+template <typename Index, typename DataMapper, int nr, bool Conjugate,
+          bool PanelMode>
+struct gemm_pack_rhs<QUInt8, Index, DataMapper, nr, ColMajor, Conjugate,
+                     PanelMode> {
+  EIGEN_DONT_INLINE void operator()(QUInt8* blockB, const DataMapper& rhs,
+                                    Index depth, Index cols, Index stride = 0,
+                                    Index offset = 0);
+};
+
+template <typename Index, typename DataMapper, int nr, bool Conjugate,
+          bool PanelMode>
+EIGEN_DONT_INLINE void gemm_pack_rhs<QUInt8, Index, DataMapper, nr, ColMajor,
+                                     Conjugate, PanelMode>::
+operator()(QUInt8* blockB, const DataMapper& rhs, Index depth, Index cols,
+           Index stride, Index offset) {
+  eigen_assert(stride == 0);
+  eigen_assert(offset == 0);
+
+  // Use alternate function for weird sizes
+  if (cols % 32 != 0 || depth % 32 != 0) {
+    gemm_pack_rhs_any<QUInt8, Index, DataMapper, nr, ColMajor, Conjugate, PanelMode> rhs_pack;
+    return rhs_pack(blockB, rhs, depth, cols, stride, offset);
+  }
+
+  // Get vector pointer
+  __m256i* blockB_256 = reinterpret_cast<__m256i*>(blockB);
+
+  // Perform a step of the packing for 4 columns
+  __m256i R_AB_L, R_AB_H, R_CD_L, R_CD_H, R_AD_0, R_AD_8, R_AD_16, R_AD_24;
+#define PACK_STEP                                            \
+  R_AB_L = _mm256_unpacklo_epi64(R_A, R_B);                  \
+  R_CD_L = _mm256_unpacklo_epi64(R_C, R_D);                  \
+  R_AB_H = _mm256_unpackhi_epi64(R_A, R_B);                  \
+  R_CD_H = _mm256_unpackhi_epi64(R_C, R_D);                  \
+  R_AD_0 = _mm256_permute2x128_si256(R_AB_L, R_CD_L, 0x20);  \
+  R_AD_16 = _mm256_permute2x128_si256(R_AB_L, R_CD_L, 0x31); \
+  R_AD_8 = _mm256_permute2x128_si256(R_AB_H, R_CD_H, 0x20);  \
+  R_AD_24 = _mm256_permute2x128_si256(R_AB_H, R_CD_H, 0x31); \
+  _mm256_store_si256(blockB_256, R_AD_0);                    \
+  _mm256_store_si256(blockB_256 + 8, R_AD_8);                \
+  _mm256_store_si256(blockB_256 + 16, R_AD_16);              \
+  _mm256_store_si256(blockB_256 + 24, R_AD_24);              \
+  blockB_256++;
+
+  // Pack cols in sets of 32
+  for (Index n = 0; n < cols; n += 32) {
+    // Pack depth in sets of 32
+    for (Index k = 0; k < depth; k += 32) {
+      __m256i R_A = rhs.loadPacket(k, n);
+      __m256i R_B = rhs.loadPacket(k, n + 1);
+      __m256i R_C = rhs.loadPacket(k, n + 2);
+      __m256i R_D = rhs.loadPacket(k, n + 3);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 4);
+      R_B = rhs.loadPacket(k, n + 5);
+      R_C = rhs.loadPacket(k, n + 6);
+      R_D = rhs.loadPacket(k, n + 7);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 8);
+      R_B = rhs.loadPacket(k, n + 9);
+      R_C = rhs.loadPacket(k, n + 10);
+      R_D = rhs.loadPacket(k, n + 11);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 12);
+      R_B = rhs.loadPacket(k, n + 13);
+      R_C = rhs.loadPacket(k, n + 14);
+      R_D = rhs.loadPacket(k, n + 15);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 16);
+      R_B = rhs.loadPacket(k, n + 17);
+      R_C = rhs.loadPacket(k, n + 18);
+      R_D = rhs.loadPacket(k, n + 19);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 20);
+      R_B = rhs.loadPacket(k, n + 21);
+      R_C = rhs.loadPacket(k, n + 22);
+      R_D = rhs.loadPacket(k, n + 23);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 24);
+      R_B = rhs.loadPacket(k, n + 25);
+      R_C = rhs.loadPacket(k, n + 26);
+      R_D = rhs.loadPacket(k, n + 27);
+      PACK_STEP;
+
+      R_A = rhs.loadPacket(k, n + 28);
+      R_B = rhs.loadPacket(k, n + 29);
+      R_C = rhs.loadPacket(k, n + 30);
+      R_D = rhs.loadPacket(k, n + 31);
+      PACK_STEP;
+
+      blockB_256 += 24;
+    }
+  }
+#undef PACK_STEP
+}
+
+// Perform the actual multiplication on packed inputs
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+{
+  typedef typename DataMapper::LinearMapper LinearMapper;
+
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+                  Index rows, Index depth, Index cols, QInt32 alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+};
+
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+::operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+             Index rows, Index depth, Index cols, QInt32 alpha,
+             Index strideA, Index strideB, Index offsetA, Index offsetB)
+{
+  EIGEN_STATIC_ASSERT(!ConjugateLhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(!ConjugateRhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  eigen_assert(alpha.value == 1);
+  eigen_assert(strideA == -1);
+  eigen_assert(strideB == -1);
+  eigen_assert(offsetA == 0);
+  eigen_assert(offsetB == 0);
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+  eigen_assert(depth > 0);
+  eigen_assert(blockA);
+  eigen_assert(blockB);
+
+  // Use alternate function for weird sizes
+  if (rows % 32 != 0 || cols % 32 != 0 || depth % 32 != 0) {
+    gebp_kernel_any<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs> gebp;
+    return gebp(res, blockA, blockB, rows, depth, cols, alpha, strideA, strideB, offsetA, offsetB);
+  }
+
+  // Create result block
+  QInt32* blockO = aligned_new<QInt32>(32 * 32);
+  // Allocating the result block is about 5-10% faster than declaring stack
+  // space.  It is unclear why this is the case.
+  // ei_declare_aligned_stack_constructed_variable(QInt32, blockO, 32 * 32, 0);
+  memset(blockO, 0, 32 * 32 * sizeof(QInt32));
+
+  // Get vectorized pointers
+  __m256i* blockO_256 = reinterpret_cast<__m256i*>(blockO);
+  const __m256i* blockA_256 = reinterpret_cast<const __m256i*>(blockA);
+  const __m256i* blockB_256 = reinterpret_cast<const __m256i*>(blockB);
+
+  // Loop over blocks of 32 columns
+  for (Index n = 0; n < cols; n += 32) {
+    // Reset index into blockA
+    Index indexL = 0;
+    // Loop over blocks of 32 rows
+    for (Index m = 0; m < rows; m += 32) {
+      // Reset index into blockB
+      Index indexR = n / 32 * depth;
+      // Loop over blocks of 8 on depth
+      for (Index k = 0; k < depth; k += 8) {
+        // Load inputs
+        __m256i L_AD0 = blockA_256[indexL++];
+        __m256i L_AD8 = blockA_256[indexL++];
+        __m256i L_AD16 = blockA_256[indexL++];
+        __m256i L_AD24 = blockA_256[indexL++];
+        __m256i L_EH0 = blockA_256[indexL++];
+        __m256i L_EH8 = blockA_256[indexL++];
+        __m256i L_EH16 = blockA_256[indexL++];
+        __m256i L_EH24 = blockA_256[indexL++];
+        __m256i R_AH0 = blockB_256[indexR++];
+        __m256i R_AH4 = blockB_256[indexR++];
+        __m256i R_AH8 = blockB_256[indexR++];
+        __m256i R_AH12 = blockB_256[indexR++];
+        __m256i R_AH16 = blockB_256[indexR++];
+        __m256i R_AH20 = blockB_256[indexR++];
+        __m256i R_AH24 = blockB_256[indexR++];
+        __m256i R_AH28 = blockB_256[indexR++];
+
+        // This constant is used with madd to convert 16 bit to 32 bit
+        const __m256i ONE = _mm256_set1_epi32(0x00010001);
+
+        // Declare variables used in COMPUTE_STEP
+        __m256i P_16_A, P_16_B, P_32_A, P_32_B, P_32;
+
+#define COMPUTE_STEP(R_INPUT_A, R_INPUT_B, OFFSET)                             \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD0);                             \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH0);                             \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET,                                                 \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET), P_32));     \
+                                                                               \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD8);                             \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH8);                             \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET + 1,                                             \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET + 1), P_32)); \
+                                                                               \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD16);                            \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH16);                            \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET + 2,                                             \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET + 2), P_32)); \
+                                                                               \
+  P_16_A = _mm256_maddubs_epi16(R_INPUT_A, L_AD24);                            \
+  P_32_A = _mm256_madd_epi16(P_16_A, ONE);                                     \
+  P_16_B = _mm256_maddubs_epi16(R_INPUT_B, L_EH24);                            \
+  P_32_B = _mm256_madd_epi16(P_16_B, ONE);                                     \
+  P_32 = _mm256_add_epi32(P_32_A, P_32_B);                                     \
+  _mm256_store_si256(                                                          \
+      blockO_256 + 4 * OFFSET + 3,                                             \
+      _mm256_add_epi32(_mm256_load_si256(blockO_256 + 4 * OFFSET + 3), P_32));
+
+        // Permute and shuffle to copy a single value across the entire vector
+        // Then compute the multiplication
+        __m256i R_AH0_ = _mm256_permute2x128_si256(R_AH0, R_AH0, 0x00);
+        __m256i R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        __m256i R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 0);
+        __m256i R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        __m256i R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 1);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH0, R_AH0, 0x11);
+        __m256i R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        __m256i R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 2);
+        __m256i R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        __m256i R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 3);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH4, R_AH4, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 4);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 5);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH4, R_AH4, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 6);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 7);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH8, R_AH8, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 8);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 9);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH8, R_AH8, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 10);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 11);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH12, R_AH12, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 12);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 13);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH12, R_AH12, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 14);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 15);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH16, R_AH16, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 16);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 17);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH16, R_AH16, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 18);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 19);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH20, R_AH20, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 20);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 21);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH20, R_AH20, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 22);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 23);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH24, R_AH24, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 24);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 25);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH24, R_AH24, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 26);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 27);
+
+        R_AH0_ = _mm256_permute2x128_si256(R_AH28, R_AH28, 0x00);
+        R_AD0 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH0 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD0, R_EH0, 28);
+        R_AD1 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH1 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD1, R_EH1, 29);
+        R_AH0_ = _mm256_permute2x128_si256(R_AH28, R_AH28, 0x11);
+        R_AD2 = _mm256_shuffle_epi32(R_AH0_, 0x00);
+        R_EH2 = _mm256_shuffle_epi32(R_AH0_, 0x55);
+        COMPUTE_STEP(R_AD2, R_EH2, 30);
+        R_AD3 = _mm256_shuffle_epi32(R_AH0_, 0xAA);
+        R_EH3 = _mm256_shuffle_epi32(R_AH0_, 0xFF);
+        COMPUTE_STEP(R_AD3, R_EH3, 31);
+
+#undef COMPUTE_STEP
+      }
+
+      // Transfer the results to the result matrix
+      Index i = 0;
+      for (Index j = n; j < n + 32; j++) {
+        LinearMapper r0 = res.getLinearMapper(m, j);
+        LinearMapper r1 = res.getLinearMapper(m + 8, j);
+        LinearMapper r2 = res.getLinearMapper(m + 16, j);
+        LinearMapper r3 = res.getLinearMapper(m + 24, j);
+        r0.storePacket(
+            0, _mm256_add_epi32(blockO_256[i++], r0.loadPacket(0)));
+        r1.storePacket(
+            0, _mm256_add_epi32(blockO_256[i++], r1.loadPacket(0)));
+        r2.storePacket(
+            0, _mm256_add_epi32(blockO_256[i++], r2.loadPacket(0)));
+        r3.storePacket(
+            0, _mm256_add_epi32(blockO_256[i++], r3.loadPacket(0)));
+      }
+
+      // Zero the result block so it can be reused
+      memset(blockO, 0, 32 * 32 * sizeof(QInt32));
+    }
+  }
+  aligned_delete(blockO, 32 * 32);
+}
+
+#endif  // EIGEN_USE_OPTIMIZED_INT8_UINT8_MAT_MAT_PRODUCT
+
+}  // namespace internal
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_AVX2_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProductNEON.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProductNEON.h
new file mode 100644
index 0000000000..99894cafb5
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatMatProductNEON.h
@@ -0,0 +1,95 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+// Copyright (C) 2015 Benoit Jacob <benoitjacob@google.com>
+//
+// 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_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_NEON_H
+#define EIGEN_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_NEON_H
+
+
+namespace Eigen {
+namespace internal {
+
+
+// AVX2 optimized implementation of the case where the lhs is encoded using signed 8bit
+// integers and the rhs using unsigned 8bit integers.
+#ifdef EIGEN_USE_OPTIMIZED_INT8_UINT8_MAT_MAT_PRODUCT
+
+template<bool _ConjLhs, bool _ConjRhs>
+class gebp_traits<QInt8, QUInt8, _ConjLhs, _ConjRhs>
+{
+public:
+  typedef QInt8 LhsScalar;
+  typedef QUInt8 RhsScalar;
+  typedef QInt32 ResScalar;
+
+  enum {
+    // register block size along the M and N directions
+    // One for the current implementation
+    nr = 1,
+    mr = 1,
+    // Progress made at each iteration of the product loop
+    // also 1 for the current implementation
+    LhsProgress = 1,
+    RhsProgress = 1
+  };
+};
+
+// Mat-Mat product of a signed 8bit lhs with an unsigned 8bit rhs
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+struct gebp_kernel<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+{
+  EIGEN_DONT_INLINE
+  void operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+                  Index rows, Index depth, Index cols, QInt32 alpha,
+                  Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0);
+};
+
+template<typename Index, typename DataMapper, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+EIGEN_DONT_INLINE
+void gebp_kernel<QInt8, QUInt8, Index, DataMapper, mr, nr, ConjugateLhs, ConjugateRhs>
+::operator()(const DataMapper& res, const QInt8* blockA, const QUInt8* blockB,
+             Index rows, Index depth, Index cols, QInt32 alpha,
+             Index strideA, Index strideB, Index offsetA, Index offsetB)
+{
+  EIGEN_STATIC_ASSERT(!ConjugateLhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(!ConjugateRhs, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  eigen_assert(alpha.value == 1);
+  eigen_assert(strideA == -1);
+  eigen_assert(strideB == -1);
+  eigen_assert(offsetA == 0);
+  eigen_assert(offsetB == 0);
+
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+  eigen_assert(depth > 0);
+  eigen_assert(blockA);
+  eigen_assert(blockB);
+
+  for (Index j = 0; j < cols; ++j) {
+    Index startB = j * depth;
+
+    for (Index i = 0; i < rows; ++i) {
+      Index startA = i * depth;
+
+      for (Index k = 0; k < depth; ++k) {
+        res(i, j) += blockA[startA + k] * blockB[startB + k];
+      }
+    }
+  }
+}
+#endif
+
+
+}  // namespace internal
+}  // namespace Eigen
+
+
+
+#endif  // EIGEN_CXX11_FIXED_POINT_MAT_MAT_PRODUCT_NEON_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatVecProduct.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatVecProduct.h
new file mode 100644
index 0000000000..18b5085b89
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/MatVecProduct.h
@@ -0,0 +1,123 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_FIXED_POINT_MAT_VEC_PRODUCT_H
+#define EIGEN_CXX11_FIXED_POINT_MAT_VEC_PRODUCT_H
+
+
+namespace Eigen {
+namespace internal {
+
+// Mat-Vec product
+// Both lhs and rhs are encoded as 8bit signed integers
+template<typename Index, typename LhsMapper, bool ConjugateLhs, typename RhsMapper, bool ConjugateRhs, int Version>
+struct general_matrix_vector_product<Index,QInt8,LhsMapper,ColMajor,ConjugateLhs,QInt8,RhsMapper,ConjugateRhs,Version>
+{
+EIGEN_DONT_INLINE static void run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+  QInt32* res, Index resIncr,
+  QInt8 alpha);
+};
+
+template<typename Index, typename LhsMapper, bool ConjugateLhs, typename RhsMapper, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void general_matrix_vector_product<Index,QInt8,LhsMapper,ColMajor,ConjugateLhs,QInt8,RhsMapper,ConjugateRhs,Version>::run(
+    Index rows, Index cols,
+    const LhsMapper& lhs,
+    const RhsMapper& rhs,
+    QInt32* res, Index resIncr,
+    QInt8 alpha)
+{
+  eigen_assert(alpha.value == 1);
+  eigen_assert(resIncr == 1);
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+
+  for (Index i = 0; i < rows; ++i) {
+    for (Index j = 0; j < cols; ++j) {
+      res[i] += lhs(i, j) * rhs(j, 0);
+    }
+  }
+}
+
+
+// Mat-Vec product
+// The lhs is encoded using 8bit signed integers, the rhs using 8bit unsigned integers
+template<typename Index, typename LhsMapper, bool ConjugateLhs, typename RhsMapper, bool ConjugateRhs, int Version>
+struct general_matrix_vector_product<Index,QInt8,LhsMapper,ColMajor,ConjugateLhs,QUInt8,RhsMapper,ConjugateRhs,Version>
+{
+EIGEN_DONT_INLINE static void run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+  QInt32* res, Index resIncr,
+  QUInt8 alpha);
+};
+
+template<typename Index, typename LhsMapper, bool ConjugateLhs, typename RhsMapper, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void general_matrix_vector_product<Index,QInt8,LhsMapper,ColMajor,ConjugateLhs,QUInt8,RhsMapper,ConjugateRhs,Version>::run(
+    Index rows, Index cols,
+    const LhsMapper& lhs,
+    const RhsMapper& rhs,
+    QInt32* res, Index resIncr,
+    QUInt8 alpha)
+{
+  eigen_assert(alpha.value == 1);
+  eigen_assert(resIncr == 1);
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+
+  for (Index i = 0; i < rows; ++i) {
+    for (Index j = 0; j < cols; ++j) {
+      res[i] += lhs(i, j) * rhs(j, 0);
+    }
+  }
+}
+
+
+// Mat-Vec product
+// The lhs is encoded using bit unsigned integers, the rhs using 8bit signed integers
+template<typename Index, typename LhsMapper, bool ConjugateLhs, typename RhsMapper, bool ConjugateRhs, int Version>
+struct general_matrix_vector_product<Index,QUInt8,LhsMapper,ColMajor,ConjugateLhs,QInt8,RhsMapper,ConjugateRhs,Version>
+{
+EIGEN_DONT_INLINE static void run(
+  Index rows, Index cols,
+  const LhsMapper& lhs,
+  const RhsMapper& rhs,
+  QInt32* res, Index resIncr,
+  QInt8 alpha);
+};
+
+template<typename Index, typename LhsMapper, bool ConjugateLhs, typename RhsMapper, bool ConjugateRhs, int Version>
+EIGEN_DONT_INLINE void general_matrix_vector_product<Index,QUInt8,LhsMapper,ColMajor,ConjugateLhs,QInt8,RhsMapper,ConjugateRhs,Version>::run(
+    Index rows, Index cols,
+    const LhsMapper& lhs,
+    const RhsMapper& rhs,
+    QInt32* res, Index resIncr,
+    QInt8 alpha)
+{
+  eigen_assert(alpha.value == 1);
+  eigen_assert(resIncr == 1);
+  eigen_assert(rows > 0);
+  eigen_assert(cols > 0);
+
+  for (Index i = 0; i < rows; ++i) {
+    for (Index j = 0; j < cols; ++j) {
+      res[i] += lhs(i, j) * rhs(j, 0);
+    }
+  }
+}
+
+}  // namespace internal
+}  // namespace Eigen
+
+
+
+#endif  // EIGEN_CXX11_FIXED_POINT_MAT_VEC_PRODUCT_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/PacketMathAVX2.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/PacketMathAVX2.h
new file mode 100644
index 0000000000..cae1a0b06d
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/PacketMathAVX2.h
@@ -0,0 +1,409 @@
+#ifndef THIRD_PARTY_EIGEN3_UNSUPPORTED_EIGEN_CXX11_SRC_FIXEDPOINT_PACKETMATHAVX2_H_
+#define THIRD_PARTY_EIGEN3_UNSUPPORTED_EIGEN_CXX11_SRC_FIXEDPOINT_PACKETMATHAVX2_H_
+
+namespace Eigen {
+namespace internal {
+
+typedef struct Packet32q8i {
+  __m256i val;
+  operator __m256i() const { return val; }
+  Packet32q8i();
+  Packet32q8i(__m256i val) : val(val) {}
+} Packet32q8i;
+
+typedef struct Packet32q8u {
+  __m256i val;
+  operator __m256i() const { return val; }
+  Packet32q8u();
+  Packet32q8u(__m256i val) : val(val) {}
+} Packet32q8u;
+
+typedef struct Packet16q8i {
+  __m128i val;
+  operator __m128i() const { return val; }
+  Packet16q8i();
+  Packet16q8i(__m128i val) : val(val) {}
+} Packet16q8i;
+
+typedef struct Packet16q8u {
+  __m128i val;
+  operator __m128i() const { return val; }
+  Packet16q8u();
+  Packet16q8u(__m128i val) : val(val) {}
+} Packet16q8u;
+
+typedef struct Packet8q32i {
+  __m256i val;
+  operator __m256i() const { return val; }
+  Packet8q32i();
+  Packet8q32i(__m256i val) : val(val) {}
+} Packet8q32i;
+
+typedef struct Packet4q32i {
+  __m128i val;
+  operator __m128i() const { return val; }
+  Packet4q32i();
+  Packet4q32i(__m128i val) : val(val) {}
+} Packet4q32i;
+
+template <>
+struct packet_traits<QInt8> : default_packet_traits {
+  typedef Packet32q8i type;
+  typedef Packet16q8i half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 32,
+  };
+  enum {
+    HasAdd = 0,
+    HasSub = 0,
+    HasMul = 0,
+    HasNegate = 0,
+    HasAbs = 0,
+    HasAbs2 = 0,
+    HasMin = 1,
+    HasMax = 1,
+    HasConj = 0,
+    HasSetLinear = 0
+  };
+};
+template <>
+struct packet_traits<QUInt8> : default_packet_traits {
+  typedef Packet32q8u type;
+  typedef Packet16q8u half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 32,
+  };
+  enum {
+    HasAdd = 0,
+    HasSub = 0,
+    HasMul = 0,
+    HasNegate = 0,
+    HasAbs = 0,
+    HasAbs2 = 0,
+    HasMin = 1,
+    HasMax = 1,
+    HasConj = 0,
+    HasSetLinear = 0
+  };
+};
+template <>
+struct packet_traits<QInt32> : default_packet_traits {
+  typedef Packet8q32i type;
+  typedef Packet4q32i half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 8,
+  };
+  enum {
+    HasAdd = 1,
+    HasSub = 1,
+    HasMul = 1,
+    HasNegate = 1,
+    HasAbs = 0,
+    HasAbs2 = 0,
+    HasMin = 1,
+    HasMax = 1,
+    HasConj = 0,
+    HasSetLinear = 0
+  };
+};
+
+template <>
+struct unpacket_traits<Packet32q8i> {
+  typedef QInt8 type;
+  typedef Packet16q8i half;
+  enum { size = 32 };
+};
+template <>
+struct unpacket_traits<Packet32q8u> {
+  typedef QUInt8 type;
+  typedef Packet16q8u half;
+  enum { size = 32 };
+};
+template <>
+struct unpacket_traits<Packet8q32i> {
+  typedef QInt32 type;
+  typedef Packet4q32i half;
+  enum { size = 8 };
+};
+
+// Unaligned load
+template <>
+EIGEN_STRONG_INLINE Packet32q8i ploadu<Packet32q8i>(const QInt8* from) {
+  EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_si256(
+      reinterpret_cast<const __m256i*>(from));
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8u ploadu<Packet32q8u>(const QUInt8* from) {
+  EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_si256(
+      reinterpret_cast<const __m256i*>(from));
+}
+template <>
+EIGEN_STRONG_INLINE Packet8q32i ploadu<Packet8q32i>(const QInt32* from) {
+  EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_si256(
+      reinterpret_cast<const __m256i*>(from));
+}
+
+// Aligned load
+template <>
+EIGEN_STRONG_INLINE Packet32q8i pload<Packet32q8i>(const QInt8* from) {
+  EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_si256(
+      reinterpret_cast<const __m256i*>(from));
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8u pload<Packet32q8u>(const QUInt8* from) {
+  EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_si256(
+      reinterpret_cast<const __m256i*>(from));
+}
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pload<Packet8q32i>(const QInt32* from) {
+  EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_si256(
+      reinterpret_cast<const __m256i*>(from));
+}
+
+// Unaligned store
+template <>
+EIGEN_STRONG_INLINE void pstoreu<QInt8>(QInt8* to, const Packet32q8i& from) {
+  EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_si256(
+      reinterpret_cast<__m256i*>(to), from.val);
+}
+template <>
+EIGEN_STRONG_INLINE void pstoreu<QUInt8>(QUInt8* to, const Packet32q8u& from) {
+  EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_si256(
+      reinterpret_cast<__m256i*>(to), from.val);
+}
+template <>
+EIGEN_STRONG_INLINE void pstoreu<QInt32>(QInt32* to, const Packet8q32i& from) {
+  EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_si256(
+      reinterpret_cast<__m256i*>(to), from.val);
+}
+
+// Aligned store
+template <>
+EIGEN_STRONG_INLINE void pstore<QInt32>(QInt32* to, const Packet8q32i& from) {
+  EIGEN_DEBUG_ALIGNED_STORE _mm256_store_si256(reinterpret_cast<__m256i*>(to),
+                                               from.val);
+}
+template <>
+EIGEN_STRONG_INLINE void pstore<QUInt8>(QUInt8* to, const Packet32q8u& from) {
+  EIGEN_DEBUG_ALIGNED_STORE _mm256_store_si256(reinterpret_cast<__m256i*>(to),
+                                               from.val);
+}
+template <>
+EIGEN_STRONG_INLINE void pstore<QInt8>(QInt8* to, const Packet32q8i& from) {
+  EIGEN_DEBUG_ALIGNED_STORE _mm256_store_si256(reinterpret_cast<__m256i*>(to),
+                                               from.val);
+}
+
+// Extract first element.
+template <>
+EIGEN_STRONG_INLINE QInt32 pfirst<Packet8q32i>(const Packet8q32i& a) {
+  return _mm_cvtsi128_si32(_mm256_castsi256_si128(a));
+}
+template <>
+EIGEN_STRONG_INLINE QUInt8 pfirst<Packet32q8u>(const Packet32q8u& a) {
+  return static_cast<uint8_t>(_mm256_extract_epi8(a.val, 0));
+}
+template <>
+EIGEN_STRONG_INLINE QInt8 pfirst<Packet32q8i>(const Packet32q8i& a) {
+  return _mm256_extract_epi8(a.val, 0);
+}
+
+// Initialize to constant value.
+template <>
+EIGEN_STRONG_INLINE Packet32q8i pset1<Packet32q8i>(const QInt8& from) {
+  return _mm256_set1_epi8(from.value);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8u pset1<Packet32q8u>(const QUInt8& from) {
+  return _mm256_set1_epi8(static_cast<uint8_t>(from.value));
+}
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pset1<Packet8q32i>(const QInt32& from) {
+  return _mm256_set1_epi32(from.value);
+}
+
+// Basic arithmetic packet ops for QInt32.
+template <>
+EIGEN_STRONG_INLINE Packet8q32i padd<Packet8q32i>(const Packet8q32i& a,
+                                                  const Packet8q32i& b) {
+  return _mm256_add_epi32(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet8q32i psub<Packet8q32i>(const Packet8q32i& a,
+                                                  const Packet8q32i& b) {
+  return _mm256_sub_epi32(a.val, b.val);
+}
+// Note: mullo truncates the result to 32 bits.
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pmul<Packet8q32i>(const Packet8q32i& a,
+                                                  const Packet8q32i& b) {
+  return _mm256_mullo_epi32(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pnegate<Packet8q32i>(const Packet8q32i& a) {
+  return _mm256_sub_epi32(_mm256_setzero_si256(), a.val);
+}
+
+// Min and max.
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pmin<Packet8q32i>(const Packet8q32i& a,
+                                                  const Packet8q32i& b) {
+  return _mm256_min_epi32(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pmax<Packet8q32i>(const Packet8q32i& a,
+                                                  const Packet8q32i& b) {
+  return _mm256_max_epi32(a.val, b.val);
+}
+
+template <>
+EIGEN_STRONG_INLINE Packet32q8u pmin<Packet32q8u>(const Packet32q8u& a,
+                                                  const Packet32q8u& b) {
+  return _mm256_min_epu8(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8u pmax<Packet32q8u>(const Packet32q8u& a,
+                                                  const Packet32q8u& b) {
+  return _mm256_max_epu8(a.val, b.val);
+}
+
+template <>
+EIGEN_STRONG_INLINE Packet32q8i pmin<Packet32q8i>(const Packet32q8i& a,
+                                                  const Packet32q8i& b) {
+  return _mm256_min_epi8(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8i pmax<Packet32q8i>(const Packet32q8i& a,
+                                                  const Packet32q8i& b) {
+  return _mm256_max_epi8(a.val, b.val);
+}
+
+// Reductions.
+template <>
+EIGEN_STRONG_INLINE QInt32 predux_min<Packet8q32i>(const Packet8q32i& a) {
+  __m256i tmp = _mm256_min_epi32(a, _mm256_permute2f128_si256(a, a, 1));
+  tmp =
+      _mm256_min_epi32(tmp, _mm256_shuffle_epi32(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  return pfirst<Packet8q32i>(
+      _mm256_min_epi32(tmp, _mm256_shuffle_epi32(tmp, 1)));
+}
+template <>
+EIGEN_STRONG_INLINE QInt32 predux_max<Packet8q32i>(const Packet8q32i& a) {
+  __m256i tmp = _mm256_max_epi32(a, _mm256_permute2f128_si256(a, a, 1));
+  tmp =
+      _mm256_max_epi32(tmp, _mm256_shuffle_epi32(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  return pfirst<Packet8q32i>(
+      _mm256_max_epi32(tmp, _mm256_shuffle_epi32(tmp, 1)));
+}
+
+template <>
+EIGEN_STRONG_INLINE QUInt8 predux_min<Packet32q8u>(const Packet32q8u& a) {
+  __m256i tmp = _mm256_min_epu8(a, _mm256_permute2f128_si256(a, a, 1));
+  tmp =
+      _mm256_min_epu8(tmp, _mm256_shuffle_epi32(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  tmp = _mm256_min_epu8(tmp, _mm256_shuffle_epi32(tmp, 1));
+  tmp = _mm256_min_epu8(tmp,
+                        _mm256_shufflelo_epi16(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  return std::min(static_cast<uint8_t>(_mm256_extract_epi8(tmp, 0)),
+                  static_cast<uint8_t>(_mm256_extract_epi8(tmp, 1)));
+}
+template <>
+EIGEN_STRONG_INLINE QUInt8 predux_max<Packet32q8u>(const Packet32q8u& a) {
+  __m256i tmp = _mm256_max_epu8(a, _mm256_permute2f128_si256(a, a, 1));
+  tmp =
+      _mm256_max_epu8(tmp, _mm256_shuffle_epi32(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  tmp = _mm256_max_epu8(tmp, _mm256_shuffle_epi32(tmp, 1));
+  tmp = _mm256_max_epu8(tmp,
+                        _mm256_shufflelo_epi16(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  return std::max(static_cast<uint8_t>(_mm256_extract_epi8(tmp, 0)),
+                  static_cast<uint8_t>(_mm256_extract_epi8(tmp, 1)));
+}
+
+template <>
+EIGEN_STRONG_INLINE QInt8 predux_min<Packet32q8i>(const Packet32q8i& a) {
+  __m256i tmp = _mm256_min_epi8(a, _mm256_permute2f128_si256(a, a, 1));
+  tmp = _mm256_min_epi8(tmp, _mm256_shuffle_epi32(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  tmp = _mm256_min_epi8(tmp, _mm256_shuffle_epi32(tmp, 1));
+  tmp = _mm256_min_epi8(tmp, _mm256_shufflelo_epi16(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  return std::min(_mm256_extract_epi8(tmp, 0), _mm256_extract_epi8(tmp, 1));
+}
+template <>
+EIGEN_STRONG_INLINE QInt8 predux_max<Packet32q8i>(const Packet32q8i& a) {
+  __m256i tmp = _mm256_max_epi8(a, _mm256_permute2f128_si256(a, a, 1));
+  tmp = _mm256_max_epi8(tmp, _mm256_shuffle_epi32(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  tmp = _mm256_max_epi8(tmp, _mm256_shuffle_epi32(tmp, 1));
+  tmp = _mm256_max_epi8(tmp, _mm256_shufflelo_epi16(tmp, _MM_SHUFFLE(1, 0, 3, 2)));
+  return std::max(_mm256_extract_epi8(tmp, 0), _mm256_extract_epi8(tmp, 1));
+}
+
+// Comparisons
+template <>
+EIGEN_STRONG_INLINE Packet8q32i peq<Packet8q32i>(const Packet8q32i& a,
+                                                 const Packet8q32i& b) {
+  return _mm256_cmpeq_epi32(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8i peq<Packet32q8i>(const Packet32q8i& a,
+                                                 const Packet32q8i& b) {
+  return _mm256_cmpeq_epi8(a.val, b.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8u peq<Packet32q8u>(const Packet32q8u& a,
+                                                 const Packet32q8u& b) {
+  return _mm256_cmpeq_epi8(a.val, b.val);
+}
+
+// Note: There are no instructions in AVX2 for unsigned lt/gt comparison.
+// These are added in AVX-512.
+template <>
+EIGEN_STRONG_INLINE Packet8q32i ple<Packet8q32i>(const Packet8q32i& a,
+                                                 const Packet8q32i& b) {
+  const __m256i gt = _mm256_cmpgt_epi32(a.val, b.val);
+  return _mm256_xor_si256(gt, gt);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8i ple<Packet32q8i>(const Packet32q8i& a,
+                                                 const Packet32q8i& b) {
+  const __m256i gt = _mm256_cmpgt_epi8(a.val, b.val);
+  return _mm256_xor_si256(gt, gt);
+}
+
+template <>
+EIGEN_STRONG_INLINE Packet8q32i plt<Packet8q32i>(const Packet8q32i& a,
+                                                 const Packet8q32i& b) {
+  return _mm256_cmpgt_epi32(b.val, a.val);
+}
+template <>
+EIGEN_STRONG_INLINE Packet32q8i plt<Packet32q8i>(const Packet32q8i& a,
+                                                 const Packet32q8i& b) {
+  return _mm256_cmpgt_epi8(b.val, a.val);
+}
+
+// Vectorized scaling of Packet32q8i by float.
+template <>
+struct functor_traits<scalar_multiple2_op<QInt32, double>> {
+  enum { Cost = 4 * NumTraits<float>::MulCost, PacketAccess = true };
+};
+
+template <>
+EIGEN_STRONG_INLINE const Packet8q32i
+scalar_multiple2_op<QInt32, double>::packetOp(const Packet8q32i& a) const {
+  __m256d scale = _mm256_set1_pd(m_other);
+  __m256d a_lo = _mm256_cvtepi32_pd(_mm256_castsi256_si128(a));
+  __m128i result_lo = _mm256_cvtpd_epi32(_mm256_mul_pd(scale, a_lo));
+  __m256d a_hi = _mm256_cvtepi32_pd(_mm256_extracti128_si256(a, 1));
+  __m128i result_hi = _mm256_cvtpd_epi32(_mm256_mul_pd(scale, a_hi));
+  return _mm256_insertf128_si256(_mm256_castsi128_si256(result_lo), result_hi,
+                                 1);
+}
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+#endif  // THIRD_PARTY_EIGEN3_UNSUPPORTED_EIGEN_CXX11_SRC_FIXEDPOINT_PACKETMATHAVX2_H_
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/TypeCastingAVX2.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/TypeCastingAVX2.h
new file mode 100644
index 0000000000..045384d7fc
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/FixedPoint/TypeCastingAVX2.h
@@ -0,0 +1,66 @@
+#ifndef THIRD_PARTY_EIGEN3_UNSUPPORTED_EIGEN_CXX11_SRC_FIXEDPOINT_TYPECASTINGAVX2_H_
+#define THIRD_PARTY_EIGEN3_UNSUPPORTED_EIGEN_CXX11_SRC_FIXEDPOINT_TYPECASTINGAVX2_H_
+
+namespace Eigen {
+namespace internal {
+
+typedef __m256 Packet8f;
+
+template <>
+struct type_casting_traits<QInt32, float> {
+  enum { VectorizedCast = 1, SrcCoeffRatio = 1, TgtCoeffRatio = 1 };
+};
+
+template <>
+EIGEN_STRONG_INLINE Packet8f pcast<Packet8q32i>(const Packet8q32i& a) {
+  return _mm256_cvtepi32_ps(a.val);
+}
+
+template <>
+struct type_casting_traits<float, QInt32> {
+  enum { VectorizedCast = 1, SrcCoeffRatio = 1, TgtCoeffRatio = 1 };
+};
+
+template <>
+EIGEN_STRONG_INLINE Packet8q32i pcast<Packet8f>(const Packet8f& a) {
+  return _mm256_cvtps_epi32(a);
+}
+
+template <>
+struct type_casting_traits<QInt32, QInt8> {
+  enum { VectorizedCast = 1, SrcCoeffRatio = 4, TgtCoeffRatio = 1 };
+};
+
+template <>
+EIGEN_STRONG_INLINE Packet32q8i
+pcast<Packet8q32i, Packet32q8i>(const Packet8q32i& a, const Packet8q32i& b,
+                                const Packet8q32i& c, const Packet8q32i& d) {
+  __m256i converted = _mm256_packs_epi16(_mm256_packs_epi32(a.val, b.val),
+                                         _mm256_packs_epi32(c.val, d.val));
+  // Since packs does not cross 128 bit lane boundaries,
+  // we have to permute to properly order the final result.
+  const __m256i permute_mask = _mm256_set_epi32(7, 3, 6, 2, 5, 1, 4, 0);
+  return _mm256_permutevar8x32_epi32(converted, permute_mask);
+}
+
+template <>
+struct type_casting_traits<QInt32, QUInt8> {
+  enum { VectorizedCast = 1, SrcCoeffRatio = 4, TgtCoeffRatio = 1 };
+};
+
+template <>
+EIGEN_STRONG_INLINE Packet32q8u
+pcast<Packet8q32i, Packet32q8u>(const Packet8q32i& a, const Packet8q32i& b,
+                                const Packet8q32i& c, const Packet8q32i& d) {
+  const __m256i converted = _mm256_packus_epi16(
+      _mm256_packs_epi32(a.val, b.val), _mm256_packs_epi32(c.val, d.val));
+  // Since packus does not cross 128 bit lane boundaries,
+  // we have to permute to properly order the final result.
+  const __m256i permute_mask = _mm256_set_epi32(7, 3, 6, 2, 5, 1, 4, 0);
+  return _mm256_permutevar8x32_epi32(converted, permute_mask);
+}
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+#endif  // THIRD_PARTY_EIGEN3_UNSUPPORTED_EIGEN_CXX11_SRC_FIXEDPOINT_TYPECASTINGAVX2_H_
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Activations.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Activations.h
new file mode 100644
index 0000000000..94d616f2b5
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Activations.h
@@ -0,0 +1,116 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_ACTIVATIONS_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_ACTIVATIONS_H
+
+namespace Eigen {
+
+/** scalar_sigmoid_fast_derivative_op
+  * \ingroup CXX11_NeuralNetworks_Module
+  * \brief Template functor to compute the fast derivative of a sigmoid
+  *
+  * Input should be the backpropagated gradient.
+  *
+  * \sa class CwiseUnaryOp, Cwise::sigmoid_fast_derivative()
+  */
+template <typename T>
+struct scalar_sigmoid_fast_derivative_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_sigmoid_fast_derivative_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator()(const T& y) const {
+    const T one = T(1);
+    return (one - y) * y;
+  }
+
+  template <typename Packet>
+  inline Packet packetOp(const Packet& y) const {
+    const Packet one = internal::pset1<Packet>(1);
+    return internal::pmul(internal::psub(one, y), y);
+  }
+};
+
+namespace internal {
+template <typename T>
+struct functor_traits<scalar_sigmoid_fast_derivative_op<T> > {
+  enum {
+    Cost = NumTraits<T>::AddCost * 2 + NumTraits<T>::MulCost,
+    PacketAccess = packet_traits<T>::HasAdd && packet_traits<T>::HasMul &&
+                   packet_traits<T>::HasNegate
+  };
+};
+}  // namespace internal
+
+/** scalar_tanh_fast_derivative_op
+  * \ingroup CXX11_NeuralNetworks_Module
+  * \brief Template functor to compute the fast derivative of a tanh
+  *
+  * Input should be the backpropagated gradient.
+  *
+  * \sa class CwiseUnaryOp, Cwise::tanh_fast_derivative()
+  */
+template <typename T>
+struct scalar_tanh_fast_derivative_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_tanh_fast_derivative_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator()(const T& y) const {
+    const T one = T(1);
+    return one - (y * y);
+  }
+
+  template <typename Packet>
+  inline Packet packetOp(const Packet& y) const {
+    const Packet one = internal::pset1<Packet>(1);
+    return internal::psub(one, internal::pmul(y, y));
+  }
+};
+
+namespace internal {
+template <typename T>
+struct functor_traits<scalar_tanh_fast_derivative_op<T> > {
+  enum {
+    Cost = NumTraits<T>::AddCost * 2 + NumTraits<T>::MulCost * 1,
+    PacketAccess = packet_traits<T>::HasAdd && packet_traits<T>::HasMul &&
+                   packet_traits<T>::HasNegate
+  };
+};
+}  // namespace internal
+
+/**
+  * \ingroup CXX11_NeuralNetworks_Module
+  * \brief Template functor to clip the the magnitude of the first scalar.
+  *
+  * \sa class CwiseBinaryOp, MatrixBase::Clip
+  */
+template <typename Scalar>
+struct scalar_clip_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_clip_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar
+  operator()(const Scalar& a, const Scalar& b) const {
+    return numext::mini(numext::maxi(a, -b), b);
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet
+  packetOp(const Packet& a, const Packet& b) const {
+    return internal::pmin(internal::pmax(a, internal::pnegate(b)), b);
+  }
+};
+
+namespace internal {
+template <typename Scalar>
+struct functor_traits<scalar_clip_op<Scalar> > {
+  enum {
+    Cost = NumTraits<Scalar>::AddCost * 3,
+    PacketAccess = packet_traits<Scalar>::HasMax &&
+                   packet_traits<Scalar>::HasMin &&
+                   packet_traits<Scalar>::HasNegate
+  };
+};
+}  // namespace internal
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_CXX11_NEURAL_NETWORKS_ACTIVATIONS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Attention.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Attention.h
new file mode 100644
index 0000000000..d4bc7a3515
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Attention.h
@@ -0,0 +1,209 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_ATTENTION_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_ATTENTION_H
+
+namespace Eigen {
+
+/** ExtractGlimpses
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Extract glimpses from an input tensor.
+  *
+  * The input parameter is expected to be a col-major tensor with a rank of 4 (depth, x, y, and batch).
+  * The width and height parameters specify the extension of the returned glimpses.
+  * The offsets parameter specifies the x, y locations of the center of the glimpses relative to the center of the input image. The vector is expected to contain one IndexPair for each image in the batch dimension.
+  * The normalized boolean indicates if incoming coordinates are normalized so that 0.0 and 1.0 correspond to the minimum and maximum of each height and width dimension.
+  * The centered boolean indicates if incoming coordinates are centered relative to the image, in which case -1.0 and 1.0 correspond to minimum and maximum of each dimension while 0.0 corresponds to the center.
+  *
+  * The result can be assigned to a tensor of rank equal to that of the input. The result will be laid out in col-major order (depth, x, y, batch).
+  * The dimensions of the result will be equal to the dimensions of the input except for width and height which will be equal to the requested glimpse size.
+  */
+namespace {
+template <typename Index>
+struct GlimpseExtractionOp {
+  GlimpseExtractionOp(const Index width, const Index height,
+                      const std::vector<IndexPair<float> >& offsets,
+                      const bool normalized,
+                      const bool centered,
+                      const bool uniform_noise) :
+      width_(width), height_(height), offsets_(offsets),
+      normalized_(normalized), centered_(centered), uniform_noise_(uniform_noise) { }
+
+  template <typename Input>
+  DSizes<Index, 4> dimensions(const Input& input) const {
+    typedef typename internal::traits<Input>::Index IndexType;
+    typedef TensorRef<Tensor<typename internal::traits<Input>::Scalar, 4,
+                             internal::traits<Input>::Layout, IndexType> > Ref;
+    Ref in(input);
+
+    DSizes<Index, 4> dims = in.dimensions();
+
+    dims[0] = in.dimension(0);
+    dims[1] = width_;
+    dims[2] = height_;
+    dims[3] = in.dimension(3);
+    return dims;
+  }
+
+  template <typename Input, typename Output, typename Device>
+  EIGEN_DEVICE_FUNC
+  void eval(const Input& input, Output& output, const Device& device) const
+  {
+    typedef typename internal::traits<Input>::Index IndexType;
+    typedef TensorRef<Tensor<typename internal::traits<Input>::Scalar, 4,
+                             internal::traits<Input>::Layout, IndexType> > Ref;
+    Ref in(input);
+
+    const Index num_channels = in.dimension(0);
+    const Index input_width = in.dimension(1);
+    const Index input_height = in.dimension(2);
+    const Index batch_size = in.dimension(3);
+    eigen_assert(input_width > 0);
+    eigen_assert(input_height > 0);
+
+    for (Index i = 0; i < batch_size; ++i) {
+      float x = offsets_[i].first, y = offsets_[i].second;
+
+      // Un-normalize coordinates back to pixel space if normalized.
+      if (normalized_) {
+        x *= input_width;
+        y *= input_height;
+      }
+      // Un-center if coordinates are centered on the image center.
+      if (centered_) {
+        x /= 2.0f;
+        y /= 2.0f;
+        x += input_width / 2.0f;
+        y += input_height / 2.0f;
+      }
+      // Remove half of the glimpse window.
+      x -= width_ / 2.0f;
+      y -= height_ / 2.0f;
+
+      const Index offset_x = (Index) x;
+      const Index offset_y = (Index) y;
+      Index glimpse_width = width_;
+      Index glimpse_height = height_;
+      bool partial_overlap = false;
+      DSizes<Index, 3> slice_offset(0, offset_x, offset_y);
+      DSizes<Index, 3> slice_extent(num_channels, width_, height_);
+      DSizes<Index, 3> base_offset(0, 0, 0);
+
+      if (offset_x < 0) {
+        slice_offset[1] = 0;
+        glimpse_width = (std::max<Index>)(0, width_ + offset_x);
+        slice_extent[1] = glimpse_width;
+        base_offset[1] = width_ - glimpse_width;
+        partial_overlap = true;
+      } else if (offset_x + width_ >= input_width) {
+        glimpse_width = (std::max<Index>)(0, input_width - offset_x);
+        slice_extent[1] = glimpse_width;
+        partial_overlap = true;
+      }
+      if (offset_y < 0) {
+        slice_offset[2] = 0;
+        glimpse_height = (std::max<Index>)(0, height_ + offset_y);
+        slice_extent[2] = glimpse_height;
+        base_offset[2] = height_ - glimpse_height;
+        partial_overlap = true;
+      } else if (offset_y + height_ >= input_height) {
+        glimpse_height = (std::max<Index>)(0, input_height - offset_y);
+        slice_extent[2] = glimpse_height;
+        partial_overlap = true;
+      }
+      slice_extent[1] = std::min<Index>(input_width, slice_extent[1]);
+      slice_extent[2] = std::min<Index>(input_height, slice_extent[2]);
+
+      if (partial_overlap) {
+        if (uniform_noise_) {
+          // Initialize the glimpse with uniform noise.
+          typedef typename internal::remove_const<
+            typename internal::traits<Input>::Scalar>::type Scalar;
+          TensorFixedSize<Scalar, Sizes<> > mini;
+          mini.device(device) = input.template chip<3>(i).minimum();
+          TensorFixedSize<float, Sizes<> > range;
+          range.device(device) =
+              (input.template chip<3>(i).maximum() - mini).template cast<float>();
+
+          DSizes<Index, 3> glimpse_size(num_channels, width_, height_);
+          TensorMap<Tensor<float, 3> > tmp(NULL, glimpse_size);
+          output.template chip<3>(i).device(device) =
+              mini.reshape(Sizes<1,1,1>()).broadcast(glimpse_size) +
+              (tmp.random() * range.reshape(Sizes<1,1,1>()).broadcast(glimpse_size)).template cast<Scalar>();
+        } else {
+          // Initialize the glimpse with white noise: compute the mean and sigma
+          // of each channel, and use them to shape the gaussian.
+          DSizes<Index, 2> glimpse_size(width_, height_);
+          DSizes<Index, 2> input_size(input_width, input_height);
+          typedef typename internal::remove_const<
+            typename internal::traits<Input>::Scalar>::type Scalar;
+
+          for (int j = 0; j < num_channels; ++j) {
+            TensorFixedSize<Scalar, Sizes<> > mean;
+            mean.device(device) = input.template chip<3>(i).template chip<0>(j).template cast<float>().mean();
+            TensorFixedSize<float, Sizes<> > sigma;
+            sigma.device(device) =
+                (input.template chip<3>(i).template chip<0>(j).template cast<float>() - mean.reshape(Sizes<1,1>()).broadcast(input_size)).square().mean().sqrt();
+            TensorFixedSize<Scalar, Sizes<> > mini;
+            mini.device(device) = input.template chip<3>(i).template chip<0>(j).minimum();
+            TensorFixedSize<float, Sizes<> > maxi;
+            maxi.device(device) = input.template chip<3>(i).template chip<0>(j).maximum();
+
+            TensorMap<Tensor<float, 2> > tmp(NULL, glimpse_size);
+            output.template chip<3>(i).template chip<0>(j).device(device) =
+                (mean.reshape(Sizes<1,1>()).broadcast(glimpse_size) +
+                 (tmp.random(internal::NormalRandomGenerator<float>()) * sigma.reshape(Sizes<1,1>()).broadcast(glimpse_size)).template cast<Scalar>()).cwiseMin(maxi.reshape(Sizes<1,1>()).broadcast(glimpse_size)).cwiseMax(mini.reshape(Sizes<1,1>()).broadcast(glimpse_size));
+          }
+        }
+
+        // Copy the part of the glimpse that cover the input image if any.
+        if (glimpse_width == 0 || glimpse_height == 0) {
+          continue;
+        }
+        output.template chip<3>(i).slice(base_offset, slice_extent).device(device) = input.template chip<3>(i).slice(slice_offset, slice_extent);
+      } else {
+        output.template chip<3>(i).device(device) = input.template chip<3>(i).slice(slice_offset, slice_extent);
+      }
+    }
+  }
+
+ private:
+  const Index width_;
+  const Index height_;
+  const std::vector<IndexPair<float> > offsets_;
+  const bool normalized_;
+  const bool centered_;
+  const bool uniform_noise_;
+};
+}
+
+
+template <typename Input>
+EIGEN_ALWAYS_INLINE
+static const TensorCustomUnaryOp<const GlimpseExtractionOp<typename internal::traits<Input>::Index>, const Input>
+ExtractGlimpses(const Input& input,
+                const typename internal::traits<Input>::Index width,
+                const typename internal::traits<Input>::Index height,
+                const std::vector<IndexPair<float> >& offsets,
+                const bool normalized = true, const bool centered = true,
+                const bool uniform_noise = true)
+{
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::Layout == ColMajor, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  typedef typename internal::traits<Input>::Index Index;
+  const GlimpseExtractionOp<Index> op(width, height, offsets, normalized,
+                                      centered, uniform_noise);
+  return input.customOp(op);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_NEURAL_NETWORKS_ATTENTION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardCuboidConvolutions.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardCuboidConvolutions.h
new file mode 100644
index 0000000000..12ce23444c
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardCuboidConvolutions.h
@@ -0,0 +1,523 @@
+#ifndef EIGEN_CXX11_NEURAL_NETWORKS_BACKWARD_CUBOID_CONVOLUTIONS_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_BACKWARD_CUBOID_CONVOLUTIONS_H
+
+#include "Patch3d.h"
+
+namespace Eigen {
+
+/** CuboidConvolutionBackwardInput
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Computes the backprop for the input of a 3D convolution.
+  *
+  * The output_backward parameter is expected to be a tensor with a rank of 4 or more (channels, depth, height, width, and optionally others)
+  * The kernel parameter is expected to be a 5D tensor (filters, channels, kernel_depth, kernel_height, kernel_width)
+  * output_backward and kernel have to be in the same layout.
+  *
+  * The dimensions of the result will be filters, depth, height, width (and others if applicable).
+  *
+  * It is possible to swap the order of the depth, width and height dimensions provided that the same order is used in the input, the kernel, and the output.
+  *
+  * All dimension orders above are given for col-major, and should be reversed for row-major.
+  */
+
+template <typename OutputBackward, typename Kernel>
+EIGEN_ALWAYS_INLINE static const typename internal::conditional<
+    internal::traits<OutputBackward>::Layout == ColMajor,
+    TensorReshapingOp<
+        const DSizes<typename internal::traits<OutputBackward>::Index,
+                     internal::traits<OutputBackward>::NumDimensions>,
+        const TensorContractionOp<
+            const array< IndexPair<typename internal::traits<OutputBackward>::Index>, 2>,
+            const TensorReshapingOp<
+                const DSizes< typename internal::traits<OutputBackward>::Index, 3>,
+                const TensorReverseOp<const array<bool, 5>, const Kernel>
+            >,
+            const TensorReshapingOp<
+                const DSizes< typename internal::traits<OutputBackward>::Index, 3>,
+                const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const OutputBackward>
+            >
+        >
+    >,
+    TensorReshapingOp<
+        const DSizes<typename internal::traits<OutputBackward>::Index,
+                     internal::traits<OutputBackward>::NumDimensions>,
+        const TensorContractionOp<
+            const array< IndexPair<typename internal::traits<OutputBackward>::Index>, 2>,
+            const TensorReshapingOp<
+                const DSizes< typename internal::traits<OutputBackward>::Index, 3>,
+                const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const OutputBackward>
+            >,
+            const TensorReshapingOp<
+                const DSizes<typename internal::traits<OutputBackward>::Index, 3>,
+                const TensorReverseOp<const array<bool, 5>, const Kernel>
+            >
+        >
+    >
+>::type
+CuboidConvolutionBackwardInput(
+    const Kernel& kernel, const OutputBackward& output_backward,
+    typename internal::traits<OutputBackward>::Index inputPlanes,
+    typename internal::traits<OutputBackward>::Index inputRows,
+    typename internal::traits<OutputBackward>::Index inputCols,
+    const DenseIndex stridePlanes = 1, const DenseIndex strideRows = 1,
+    const DenseIndex strideCols = 1) {
+  typedef typename internal::traits<OutputBackward>::Index TensorIndex;
+  const TensorRef<const Tensor<typename internal::traits<Kernel>::Scalar, internal::traits<Kernel>::NumDimensions, internal::traits<Kernel>::Layout, TensorIndex> > kern(kernel);
+  const TensorRef<const Tensor<typename internal::traits<OutputBackward>::Scalar, internal::traits<OutputBackward>::NumDimensions, internal::traits<OutputBackward>::Layout, TensorIndex> > out(output_backward);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Kernel>::Layout == internal::traits<OutputBackward>::Layout, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  static const bool isColMajor = (internal::traits<OutputBackward>::Layout == ColMajor);
+
+  static const int NumDims = internal::traits<OutputBackward>::NumDimensions;
+
+  // Number of filters to apply. This is the same as the output depth of the result
+  const TensorIndex kernelFilters = isColMajor ? kern.dimensions()[0] : kern.dimensions()[4];
+  // Number of channels. This is the same as the input depth.
+  const TensorIndex kernelChannels = isColMajor ? kern.dimensions()[1] : kern.dimensions()[3];
+  const TensorIndex kernelPlanes = isColMajor ? kern.dimensions()[2] : kern.dimensions()[2];
+  const TensorIndex kernelRows = isColMajor ? kern.dimensions()[3] : kern.dimensions()[1];
+  const TensorIndex kernelCols = isColMajor ? kern.dimensions()[4] : kern.dimensions()[0];
+
+  const TensorIndex outputPlanes = isColMajor ? out.dimensions()[1] : out.dimensions()[NumDims - 2];
+  const TensorIndex outputRows = isColMajor ? out.dimensions()[2] : out.dimensions()[NumDims - 3];
+  const TensorIndex outputCols = isColMajor ? out.dimensions()[3] : out.dimensions()[NumDims - 4];
+
+  TensorIndex forward_pad_z, forward_pad_y, forward_pad_x;
+  const TensorIndex size_z = ceil(inputPlanes / static_cast<float>(stridePlanes));
+  const TensorIndex size_y = ceil(inputRows / static_cast<float>(strideRows));
+  const TensorIndex size_x = ceil(inputCols / static_cast<float>(strideCols));
+
+  // Infer padding type.
+  if (size_z == outputPlanes && size_y == outputRows && size_x == outputCols) {
+    // SAME padding.
+    const TensorIndex dz = size_z * stridePlanes + kernelPlanes - 1 - inputPlanes;
+    const TensorIndex dy = size_y * strideRows + kernelRows - 1 - inputRows;
+    const TensorIndex dx = size_x * strideCols + kernelCols - 1 - inputCols;
+
+    forward_pad_z = dz - dz / 2;
+    forward_pad_y = dy - dy / 2;
+    forward_pad_x = dx - dx / 2;
+  } else {
+    // VALID padding.
+    forward_pad_z = 0;
+    forward_pad_y = 0;
+    forward_pad_x = 0;
+  }
+  const TensorIndex padding_ztop = kernelPlanes - 1 - forward_pad_z;
+  const TensorIndex padding_top = kernelRows - 1 - forward_pad_y;
+  const TensorIndex padding_left = kernelCols - 1 - forward_pad_x;
+
+  const TensorIndex padding_zbottom = inputPlanes + kernelPlanes - 1 - (outputPlanes - 1) * stridePlanes - 1 - padding_ztop;
+  const TensorIndex padding_bottom = inputRows + kernelRows - 1 - (outputRows - 1) * strideRows - 1 - padding_top;
+  const TensorIndex padding_right = inputCols + kernelCols - 1 - (outputCols - 1) * strideCols - 1 - padding_left;
+
+  eigen_assert(padding_ztop >= 0);
+  eigen_assert(padding_zbottom >= 0);
+  eigen_assert(padding_top >= 0);
+  eigen_assert(padding_left >= 0);
+  eigen_assert(padding_bottom >= 0);
+  eigen_assert(padding_right >= 0);
+
+  // The kernel has dimensions filters X channels X patch_planes X patch_rows X patch_cols.
+  // We need to reverse the kernel along the spatial dimensions.
+  array<bool, 5> kernel_reverse;
+  if (isColMajor) {
+    kernel_reverse[0] = false;
+    kernel_reverse[1] = false;
+    kernel_reverse[2] = true;
+    kernel_reverse[3] = true;
+    kernel_reverse[4] = true;
+  } else {
+    kernel_reverse[0] = true;
+    kernel_reverse[1] = true;
+    kernel_reverse[2] = true;
+    kernel_reverse[3] = false;
+    kernel_reverse[4] = false;
+  }
+
+  DSizes<TensorIndex, 3> kernel_dims;
+  if (isColMajor) {
+    kernel_dims[0] = kernelFilters;
+    kernel_dims[1] = kernelChannels;
+    kernel_dims[2] = kernelRows * kernelCols * kernelPlanes;
+  } else {
+    kernel_dims[0] = kernelRows * kernelCols * kernelPlanes;
+    kernel_dims[1] = kernelChannels;
+    kernel_dims[2] = kernelFilters;
+  }
+
+  // The output_backward has dimensions out_depth X out_planes X out_rows X out_cols X OTHERS
+  // When we extract the image patches from output_backward, it will have dimensions:
+  //   out_depth X (patch_planes * patch_rows * patch_cols) X (input_planes * input_rows * input_cols * OTHERS)
+  DSizes<TensorIndex, 3> pre_contract_dims;
+  if (isColMajor) {
+    pre_contract_dims[0] = kernelFilters;
+    pre_contract_dims[1] = kernelRows * kernelCols * kernelPlanes;
+    pre_contract_dims[2] = inputRows * inputCols * inputPlanes;
+    for (int i = 4; i < NumDims; ++i) {
+      pre_contract_dims[2] *= out.dimension(i);
+    }
+  } else {
+    pre_contract_dims[2] = kernelFilters;
+    pre_contract_dims[1] = kernelRows * kernelCols * kernelPlanes;
+    pre_contract_dims[0] = inputRows * inputCols * inputPlanes;
+    for (int i = 0; i < NumDims - 4; ++i) {
+      pre_contract_dims[0] *= out.dimension(i);
+    }
+  }
+
+  // We will contract along dimensions (0, 2) in kernel and (0, 1) in
+  // output_backward, if this is col-major, and
+  // dimensions (0, 2) in kernel and (1, 2) in output_backward, if this row-major.
+  array<IndexPair<TensorIndex>, 2> contract_dims;
+  if (isColMajor) {
+    // col-major: kernel.contract(output.patches)
+    contract_dims[0] = IndexPair<TensorIndex>(0, 0);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 1);
+  } else {
+    // row-major: output.patches.contract(kernel)
+    contract_dims[0] = IndexPair<TensorIndex>(1, 0);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 2);
+  }
+
+  // Post contraction, the dimensions of the input_backprop is
+  //  channels X input_planes X input_rows X input_cols X OTHERS
+  DSizes<TensorIndex, NumDims> post_contract_dims;
+  if (isColMajor) {
+    post_contract_dims[0] = kernelChannels;
+    post_contract_dims[1] = inputPlanes;
+    post_contract_dims[2] = inputRows;
+    post_contract_dims[3] = inputCols;
+    for (int i = 4; i < NumDims; ++i) {
+      post_contract_dims[i] = out.dimension(i);
+    }
+  } else {
+    post_contract_dims[NumDims - 1] = kernelChannels;
+    post_contract_dims[NumDims - 2] = inputPlanes;
+    post_contract_dims[NumDims - 3] = inputRows;
+    post_contract_dims[NumDims - 4] = inputCols;
+    for (int i = 0; i < NumDims - 4; ++i) {
+      post_contract_dims[i] = out.dimension(i);
+    }
+  }
+
+  DSizes<TensorIndex, NumDims> strides;
+  for (int i = 0; i < NumDims; i++) {
+    strides[i] = 1;
+  }
+  if (isColMajor) {
+    strides[1] = stridePlanes;
+    strides[2] = strideRows;
+    strides[3] = strideCols;
+  } else {
+    strides[NumDims - 2] = stridePlanes;
+    strides[NumDims - 3] = strideRows;
+    strides[NumDims - 4] = strideCols;
+  }
+
+  return choose(
+      Cond<internal::traits<OutputBackward>::Layout == ColMajor>(),
+      kernel.reverse(kernel_reverse)
+          .reshape(kernel_dims)
+          .contract(
+              output_backward.extract_volume_patches(kernelPlanes, kernelRows, kernelCols,
+                                                     1, 1, 1, stridePlanes, strideRows, strideCols,
+                               padding_ztop, padding_zbottom,
+                               padding_top, padding_bottom,
+                               padding_left, padding_right)
+                  .reshape(pre_contract_dims),
+              contract_dims)
+          .reshape(post_contract_dims),
+      output_backward.extract_volume_patches(kernelPlanes, kernelRows, kernelCols,
+                                             1, 1, 1, stridePlanes, strideRows, strideCols,
+                       padding_ztop, padding_zbottom,
+                       padding_top, padding_bottom,
+                       padding_left, padding_right)
+          .reshape(pre_contract_dims)
+          .contract(kernel.reverse(kernel_reverse).reshape(kernel_dims),
+                    contract_dims)
+          .reshape(post_contract_dims));
+}
+
+
+/** CuboidConvolutionBackwardKernel
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Computes the backprop for the filter of a 3D convolution.
+  *
+  * The output_backward parameter is expected to be a tensor with a rank of 4 or more (channels, depth, height, width, and optionally others)
+  * The kernel parameter is expected to be a 4D tensor (filters, channels, kernel_depth, kernel_height, kernel_width)
+  * output_backward and kernel have to be in the same layout.
+  *
+  * The dimensions of the result will be filters, depth, height, width (and others if applicable).
+  *
+  * It is possible to swap the order of the depth, width and height dimensions provided that the same order is used in the input, the kernel, and the output.
+  *
+  * All dimension orders above are given for col-major, and should be reversed for row-major.
+  */
+template <typename OutputBackward, typename Input>
+EIGEN_ALWAYS_INLINE static const typename internal::conditional<
+    internal::traits<OutputBackward>::Layout == ColMajor,
+    const TensorShufflingOp<
+        const array<typename internal::traits<OutputBackward>::Index, 5>,
+        const TensorReverseOp<
+            const array<bool, 5>,
+            const TensorReshapingOp<
+                const DSizes<typename internal::traits<OutputBackward>::Index, 5>,
+                const TensorContractionOp<
+                    const array< IndexPair<typename internal::traits<Input>::Index>, 2>,
+                    const TensorReshapingOp<
+                        const DSizes<typename internal::traits<Input>::Index, 3>,
+                        const Input>,
+                    const TensorReshapingOp<
+                        const DSizes< typename internal::traits<OutputBackward>::Index, 4>,
+                        const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const OutputBackward>
+                    >
+                >
+            >
+        >
+    >,
+    const TensorShufflingOp<
+        const array<typename internal::traits<OutputBackward>::Index, 5>,
+        const TensorReverseOp<
+            const array<bool, 5>,
+            const TensorReshapingOp<
+                const DSizes<typename internal::traits<OutputBackward>::Index, 5>,
+                const TensorContractionOp<
+                    const array< IndexPair<typename internal::traits<Input>::Index>, 2>,
+                    const TensorReshapingOp<
+                        const DSizes< typename internal::traits<OutputBackward>::Index, 4>,
+                        const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const OutputBackward>
+                    >,
+                    const TensorReshapingOp<
+                        const DSizes<typename internal::traits<Input>::Index, 3>,
+                        const Input
+                    >
+                >
+            >
+        >
+    >
+>::type
+CuboidConvolutionBackwardKernel(
+    const Input& input, const OutputBackward& output_backward,
+    typename internal::traits<Input>::Index kernelPlanes,
+    typename internal::traits<Input>::Index kernelRows,
+    typename internal::traits<Input>::Index kernelCols,
+    const DenseIndex stridePlanes = 1,
+    const DenseIndex strideRows = 1,
+    const DenseIndex strideCols = 1) {
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+  TensorRef<Tensor<typename internal::traits<OutputBackward>::Scalar, internal::traits<OutputBackward>::NumDimensions, internal::traits<OutputBackward>::Layout, TensorIndex> > out(output_backward);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::Layout == internal::traits<OutputBackward>::Layout, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+
+  static const int NumDims = internal::traits<Input>::NumDimensions;
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == internal::traits<OutputBackward>::NumDimensions, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  const TensorIndex inputPlanes = isColMajor ? in.dimension(1) : in.dimension(NumDims - 2);
+  const TensorIndex inputRows = isColMajor ? in.dimension(2) : in.dimension(NumDims - 3);
+  const TensorIndex inputCols = isColMajor ? in.dimension(3) : in.dimension(NumDims - 4);
+
+  const TensorIndex outputPlanes = isColMajor ? out.dimension(1) : out.dimension(NumDims - 2);
+  const TensorIndex outputRows = isColMajor ? out.dimension(2) : out.dimension(NumDims - 3);
+  const TensorIndex outputCols = isColMajor ? out.dimension(3) : out.dimension(NumDims - 4);
+
+  const TensorIndex kernelFilters = isColMajor ? out.dimension(0) : out.dimension(NumDims - 1);
+  const TensorIndex kernelChannels = isColMajor ? in.dimension(0) : in.dimension(NumDims - 1);
+
+  TensorIndex forward_pad_z, forward_pad_y, forward_pad_x;
+  const TensorIndex size_z = ceil(inputPlanes / static_cast<float>(stridePlanes));
+  const TensorIndex size_y = ceil(inputRows / static_cast<float>(strideRows));
+  const TensorIndex size_x = ceil(inputCols / static_cast<float>(strideCols));
+
+  // Infer padding type.
+  if (size_z == outputPlanes && size_y == outputRows && size_x == outputCols) {
+    // SAME padding.
+    const TensorIndex dz = size_z * stridePlanes + kernelPlanes - 1 - inputPlanes;
+    const TensorIndex dy = size_y * strideRows + kernelRows - 1 - inputRows;
+    const TensorIndex dx = size_x * strideCols + kernelCols - 1 - inputCols;
+
+    forward_pad_z = dz - dz / 2;
+    forward_pad_y = dy - dy / 2;
+    forward_pad_x = dx - dx / 2;
+  } else {
+    // VALID padding.
+    forward_pad_z = 0;
+    forward_pad_y = 0;
+    forward_pad_x = 0;
+  }
+
+  const TensorIndex padding_ztop = kernelPlanes - 1 - forward_pad_z;
+  const TensorIndex padding_top = kernelRows - 1 - forward_pad_y;
+  const TensorIndex padding_left = kernelCols - 1 - forward_pad_x;
+
+  const TensorIndex padding_zbottom = inputPlanes + kernelPlanes - 1 - (outputPlanes - 1) * stridePlanes - 1 - padding_ztop;
+  const TensorIndex padding_bottom = inputRows + kernelRows - 1 - (outputRows - 1) * strideRows - 1 - padding_top;
+  const TensorIndex padding_right = inputCols + kernelCols - 1 - (outputCols - 1) * strideCols - 1 - padding_left;
+
+  eigen_assert(padding_ztop >= 0);
+  eigen_assert(padding_zbottom >= 0);
+  eigen_assert(padding_top >= 0);
+  eigen_assert(padding_left >= 0);
+  eigen_assert(padding_bottom >= 0);
+  eigen_assert(padding_right >= 0);
+
+  // The output_backward has dimensions out_depth X out_plaens X out_rows X out_cols X OTHERS
+  // When we extract the image patches from output_backward (with input as the
+  // kernel), it will have dimensions
+  //  (out_depth) X (input_planes * input_rows * input_cols) X (kernel_planes * kernel_rows * kernel_cols) X OTHERS
+  DSizes<TensorIndex, 4> pre_contract_dims;
+  if (isColMajor) {
+    pre_contract_dims[0] = kernelFilters;
+    pre_contract_dims[1] = inputRows * inputCols * inputPlanes;
+    pre_contract_dims[2] = kernelRows * kernelCols * kernelPlanes;
+    pre_contract_dims[3] = 1;
+    for (int i = 4; i < NumDims; ++i) {
+      pre_contract_dims[3] *= out.dimension(i);
+    }
+  } else {
+    pre_contract_dims[3] = kernelFilters;
+    pre_contract_dims[2] = inputRows * inputCols * inputPlanes;
+    pre_contract_dims[1] = kernelRows * kernelCols * kernelPlanes;
+    pre_contract_dims[0] = 1;
+    for (int i = 0; i < NumDims - 4; ++i) {
+      pre_contract_dims[0] *= out.dimension(i);
+    }
+  }
+
+  // The input has dimensions in_depth X (input_planes * input_rows * input_cols) X OTHERS
+  DSizes<TensorIndex, 3> input_dims;
+  if (isColMajor) {
+    input_dims[0] = kernelChannels;
+    input_dims[1] = inputRows * inputCols * inputPlanes;
+    input_dims[2] = 1;
+    for (int i = 4; i < NumDims; ++i) {
+      input_dims[2] *= in.dimension(i);
+    }
+    eigen_assert(input_dims[2] == pre_contract_dims[3]);
+  } else {
+    input_dims[2] = kernelChannels;
+    input_dims[1] = inputRows * inputCols * inputPlanes;
+    input_dims[0] = 1;
+    for (int i = 0; i < NumDims - 4; ++i) {
+      input_dims[0] *= in.dimension(i);
+    }
+    eigen_assert(input_dims[0] == pre_contract_dims[0]);
+  }
+
+  // We will contract along dimensions (1, 2) in in and (1, 3) in out, if
+  // this is col-major.
+  // For row-major, it's dimensions (0, 1) in in and (0, 2) in out.
+  array<IndexPair<TensorIndex>, 2> contract_dims;
+  if (isColMajor) {
+    // col-major: in.contract(output.patches)
+    contract_dims[0] = IndexPair<TensorIndex>(1, 1);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 3);
+  } else {
+    // row-major: output.patches.contract(in)
+    contract_dims[0] = IndexPair<TensorIndex>(0, 0);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 1);
+  }
+
+  // After the contraction, the kernel will have dimension
+  //   in_depth X out_depth X kernel_patches X kernel_rows X kernel_cols
+  // We will need to shuffle the first two dimensions and reverse the spatial dimensions.
+  // The end shape is:
+  //   out_depth X in_shape X kernel_planes X kernel_rows X kernel_cols
+
+  // This is the shape of the kernel *before* the shuffling.
+  DSizes<TensorIndex, 5> kernel_dims;
+  if (isColMajor) {
+    kernel_dims[0] = kernelChannels;
+    kernel_dims[1] = kernelFilters;
+    kernel_dims[2] = kernelPlanes;
+    kernel_dims[3] = kernelRows;
+    kernel_dims[4] = kernelCols;
+  } else {
+    kernel_dims[0] = kernelCols;
+    kernel_dims[1] = kernelRows;
+    kernel_dims[2] = kernelPlanes;
+    kernel_dims[3] = kernelFilters;
+    kernel_dims[4] = kernelChannels;
+  }
+
+  // Flip filters and channels.
+  array<TensorIndex, 5> kernel_shuffle;
+  if (isColMajor) {
+    kernel_shuffle[0] = 1;
+    kernel_shuffle[1] = 0;
+    kernel_shuffle[2] = 2;
+    kernel_shuffle[3] = 3;
+    kernel_shuffle[4] = 4;
+  } else {
+    kernel_shuffle[0] = 0;
+    kernel_shuffle[1] = 1;
+    kernel_shuffle[2] = 2;
+    kernel_shuffle[3] = 4;
+    kernel_shuffle[4] = 3;
+  }
+
+  // Reverse the spatial dimensions.
+  array<bool, 5> kernel_reverse;
+  if (isColMajor) {
+    kernel_reverse[0] = false;
+    kernel_reverse[1] = false;
+    kernel_reverse[2] = true;
+    kernel_reverse[3] = true;
+    kernel_reverse[4] = true;
+  } else {
+    kernel_reverse[0] = true;
+    kernel_reverse[1] = true;
+    kernel_reverse[2] = true;
+    kernel_reverse[3] = false;
+    kernel_reverse[4] = false;
+  }
+
+  DSizes<TensorIndex, NumDims> strides;
+  for (int i = 0; i < NumDims; i++) {
+    strides[i] = 1;
+  }
+  if (isColMajor) {
+    strides[1] = stridePlanes;
+    strides[2] = strideRows;
+    strides[3] = strideCols;
+  } else {
+    strides[NumDims - 2] = stridePlanes;
+    strides[NumDims - 3] = strideRows;
+    strides[NumDims - 4] = strideCols;
+  }
+  return choose(
+      Cond<internal::traits<Input>::Layout == ColMajor>(),
+      input.reshape(input_dims)
+          .contract(
+              output_backward.extract_volume_patches(
+                                 inputPlanes, inputRows, inputCols, 1,
+                                 1, 1, stridePlanes, strideRows, strideCols,
+
+                                 padding_ztop, padding_zbottom, padding_top,
+                                 padding_bottom, padding_left, padding_right)
+                  .reshape(pre_contract_dims),
+              contract_dims)
+          .reshape(kernel_dims)
+          .reverse(kernel_reverse)
+          .shuffle(kernel_shuffle),
+      output_backward.extract_volume_patches(
+                         inputPlanes, inputRows, inputCols, 1, 1, 1,
+                         stridePlanes, strideRows, strideCols, padding_ztop,
+                         padding_zbottom, padding_top, padding_bottom,
+                         padding_left, padding_right)
+          .reshape(pre_contract_dims)
+          .contract(input.reshape(input_dims), contract_dims)
+          .reshape(kernel_dims)
+          .reverse(kernel_reverse)
+          .shuffle(kernel_shuffle));
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_NEURAL_NETWORKS_BACKWARD_CUBOID_CONVOLUTIONS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardSpatialConvolutions.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardSpatialConvolutions.h
new file mode 100644
index 0000000000..188dc75bf6
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/BackwardSpatialConvolutions.h
@@ -0,0 +1,351 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Ke Yang <yangke@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_BACKWARD_SPATIAL_CONVOLUTIONS_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_BACKWARD_SPATIAL_CONVOLUTIONS_H
+
+namespace Eigen {
+
+/** SpatialConvolutionBackwardInput
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Computes the backprop for the input of a 2D convolution.
+  *
+  * The output_backward parameter is expected to be a tensor with a rank of 3 or more (channels, height, width, and optionally others)
+  * The kernel parameter is expected to be a 4D tensor (filters, channels, kernel_height, kernel_width)
+  * The output_backward and the kernel must both be in col-major layout. The result will also be in col-major layout.
+  *
+  * If in_stride > 1, then applies convolution with holes (aka atrous convolution), sampling every in_stride input pixels.
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the output_backward. The dimensions of the result will be filters, height, width (and others if applicable).
+  *
+  * It is possible to swap the order of the width and height dimensions provided that the same order is used in the input, the kernel, and the output.
+  *
+  */
+
+template <typename OutputBackward, typename Kernel>
+EIGEN_ALWAYS_INLINE
+static const typename internal::conditional<
+  internal::traits<OutputBackward>::Layout == ColMajor,
+  TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, internal::traits<OutputBackward>::NumDimensions>, const TensorContractionOp<const array<IndexPair<typename internal::traits<OutputBackward>::Index>, 2>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 3>, const TensorReverseOp<const array<bool, 4>, const Kernel> >, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 3>, const TensorImagePatchOp<Dynamic, Dynamic, const OutputBackward> > > >,
+  TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, internal::traits<OutputBackward>::NumDimensions>, const TensorContractionOp<const array<IndexPair<typename internal::traits<OutputBackward>::Index>, 2>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 3>, const TensorImagePatchOp<Dynamic, Dynamic, const OutputBackward> >, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 3>, const TensorReverseOp<const array<bool, 4>, const Kernel> > > > >::type
+SpatialConvolutionBackwardInput(const Kernel& kernel, const OutputBackward& output_backward, typename internal::traits<OutputBackward>::Index inputRows, typename internal::traits<OutputBackward>::Index inputCols, const DenseIndex stride = 1, const DenseIndex in_stride = 1) {
+
+  typedef typename internal::traits<OutputBackward>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Kernel>::Scalar, internal::traits<Kernel>::NumDimensions, internal::traits<Kernel>::Layout, TensorIndex> > kern(kernel);
+  TensorRef<Tensor<typename internal::traits<OutputBackward>::Scalar, internal::traits<OutputBackward>::NumDimensions, internal::traits<OutputBackward>::Layout, TensorIndex> > out(output_backward);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Kernel>::Layout == internal::traits<OutputBackward>::Layout, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  static const bool isColMajor = (internal::traits<OutputBackward>::Layout == ColMajor);
+
+  static const int NumDims = internal::traits<OutputBackward>::NumDimensions;
+
+  // Number of filters to apply. This is the same as the output depth of the result
+  const TensorIndex kernelFilters = isColMajor ? kern.dimensions()[0] : kern.dimensions()[3];
+  // Number of channels. This is the same as the input depth.
+  const TensorIndex kernelChannels = isColMajor ? kern.dimensions()[1] : kern.dimensions()[2];
+  const TensorIndex kernelRows = isColMajor ? kern.dimensions()[2] : kern.dimensions()[1];
+  const TensorIndex kernelCols = isColMajor ? kern.dimensions()[3] : kern.dimensions()[0];
+
+  // This is the effective kernel size, taking into account the (in_stride - 1) zero-values
+  // inserted between consecutive kernel elements in atrous convolution
+  const TensorIndex kernelRowsEff = kernelRows + (kernelRows - 1) * (in_stride - 1);
+  const TensorIndex kernelColsEff = kernelCols + (kernelCols - 1) * (in_stride - 1);
+
+  const TensorIndex outputRows = isColMajor ? output_backward.dimension(1) : output_backward.dimension(NumDims - 2);
+  const TensorIndex outputCols = isColMajor ? output_backward.dimension(2) : output_backward.dimension(NumDims - 3);
+
+  // Computing the forward padding
+  const TensorIndex forward_pad_top = ((outputRows - 1) * stride + kernelRowsEff - inputRows) / 2;
+  const TensorIndex forward_pad_left = ((outputCols - 1) * stride + kernelColsEff - inputCols) / 2;
+
+  const TensorIndex padding_top = kernelRowsEff - 1 - forward_pad_top;
+  const TensorIndex padding_left = kernelColsEff - 1 - forward_pad_left;
+  const TensorIndex padding_bottom = inputRows + kernelRowsEff - 1 - (outputRows - 1) * stride - 1 - padding_top;
+  const TensorIndex padding_right = inputCols + kernelColsEff - 1 - (outputCols - 1) * stride - 1 - padding_left;
+
+  eigen_assert(padding_top >= 0);
+  eigen_assert(padding_left >= 0);
+  eigen_assert(padding_bottom >= 0);
+  eigen_assert(padding_right >= 0);
+
+  // The kernel has dimensions filters X channels X patch_rows X patch_cols
+  // We need to reverse the kernel along dimensions corresponding to rows and
+  // cols.
+  // TODO(yangke): we can make things slightly faster by collapsing the dimensions
+  // where we don't reverse. Try that once we have a faster compiler.
+  array<bool, 4> kernel_reverse;
+  if (isColMajor) {
+    kernel_reverse[0] = false;
+    kernel_reverse[1] = false;
+    kernel_reverse[2] = true;
+    kernel_reverse[3] = true;
+  } else {
+    kernel_reverse[0] = true;
+    kernel_reverse[1] = true;
+    kernel_reverse[2] = false;
+    kernel_reverse[3] = false;
+  }
+
+  DSizes<TensorIndex, 3> kernel_dims;
+  if (isColMajor) {
+    kernel_dims[0] = kernelFilters;
+    kernel_dims[1] = kernelChannels;
+    kernel_dims[2] = kernelRows * kernelCols;
+  } else {
+    kernel_dims[0] = kernelRows * kernelCols;
+    kernel_dims[1] = kernelChannels;
+    kernel_dims[2] = kernelFilters;
+  }
+
+  // The output_backward has dimensions out_depth X out_rows X out_cols X OTHERS
+  // When we extract the image patches from output_backward, it will have dimensions
+  //   out_depth X (patch_rows * patch_cols) X (input_rows * input_cols * OTHERS)
+  DSizes<TensorIndex, 3> pre_contract_dims;
+  if (isColMajor) {
+    pre_contract_dims[0] = kernelFilters;
+    pre_contract_dims[1] = kernelRows * kernelCols;
+    pre_contract_dims[2] = inputRows * inputCols;
+    for (int i = 3; i < NumDims; ++i) {
+      pre_contract_dims[2] *= out.dimension(i);
+    }
+  } else {
+    pre_contract_dims[2] = kernelFilters;
+    pre_contract_dims[1] = kernelRows * kernelCols;
+    pre_contract_dims[0] = inputRows * inputCols;
+    for (int i = 0; i < NumDims - 3; ++i) {
+      pre_contract_dims[0] *= out.dimension(i);
+    }
+  }
+
+  // We will contract along dimensions (0, 2) in kernel and (0, 1) in
+  // output_backward, if this is col-major, and
+  // dimensions (0, 2) in kernel and (1, 2) in output_backward, if this row-major.
+  array<IndexPair<TensorIndex>, 2> contract_dims;
+  if (isColMajor) {
+    // col-major: kernel.contract(output.patches)
+    contract_dims[0] = IndexPair<TensorIndex>(0, 0);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 1);
+  } else {
+    // row-major: output.patches.contract(kernel)
+    contract_dims[0] = IndexPair<TensorIndex>(1, 0);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 2);
+  }
+
+  // Post contraction, the dimensions of the input_backprop is
+  //  channels X input_rows X input_cols X OTHERS
+  DSizes<TensorIndex, NumDims> post_contract_dims;
+  if (isColMajor) {
+    post_contract_dims[0] = kernelChannels;
+    post_contract_dims[1] = inputRows;
+    post_contract_dims[2] = inputCols;
+    for (int i = 3; i < NumDims; ++i) {
+      post_contract_dims[i] = out.dimension(i);
+    }
+  } else {
+    post_contract_dims[NumDims - 1] = kernelChannels;
+    post_contract_dims[NumDims - 2] = inputRows;
+    post_contract_dims[NumDims - 3] = inputCols;
+    for (int i = 0; i < NumDims - 3; ++i) {
+      post_contract_dims[i] = out.dimension(i);
+    }
+  }
+
+  return choose(Cond<internal::traits<OutputBackward>::Layout == ColMajor>(),
+                kernel.reverse(kernel_reverse).reshape(kernel_dims).contract(output_backward.extract_image_patches(kernelRows, kernelCols, 1, 1, in_stride, in_stride, stride, stride, padding_top, padding_bottom, padding_left, padding_right, 0).reshape(pre_contract_dims), contract_dims).reshape(post_contract_dims),
+                output_backward.extract_image_patches(kernelRows, kernelCols, 1, 1, in_stride, in_stride, stride, stride, padding_top, padding_bottom, padding_left, padding_right, 0).reshape(pre_contract_dims).contract(kernel.reverse(kernel_reverse).reshape(kernel_dims), contract_dims).reshape(post_contract_dims));
+}
+
+
+/** SpatialConvolutionBackwardKernel
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Computes the backprop for the filter of a 2D convolution.
+  *
+  * The output_backward parameter is expected to be a tensor with a rank of 3 or more (channels, height, width, and optionally others)
+  * The kernel parameter is expected to be a 4D tensor (filters, channels, kernel_height, kernel_width)
+  * The output_backward and the kernel must both be in col-major layout. The result will also be in col-major layout.
+  *
+  * If in_stride > 1, then applies convolution with holes (aka atrous convolution), sampling every in_stride input pixels.
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the output_backward. The dimensions of the result will be filters, height, width (and others if applicable).
+  *
+  * It is possible to swap the order of the width and height dimensions provided that the same order is used in the input, the kernel, and the output.
+  *
+  */
+// TODO(gpapan): Resolve a bug in TensorContractionInputMapper at SpatialConvolutions.h that yangke circumvented by using .reshape().reshape().
+// This can significantly accelerate SpatialConvolutionBackwardKernel.
+
+template <typename OutputBackward, typename Input>
+EIGEN_ALWAYS_INLINE
+static const typename internal::conditional<
+  internal::traits<OutputBackward>::Layout == ColMajor,
+  const TensorShufflingOp<const array<typename internal::traits<OutputBackward>::Index, 4>, const TensorReverseOp<const array<bool, 4>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 4>, const TensorContractionOp<const array<IndexPair<typename internal::traits<Input>::Index>, 2>, const TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, 3>, const Input>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 4>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 4>, const TensorImagePatchOp<Dynamic, Dynamic, const OutputBackward> > > > > > >,
+  const TensorShufflingOp<const array<typename internal::traits<OutputBackward>::Index, 4>, const TensorReverseOp<const array<bool, 4>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 4>, const TensorContractionOp<const array<IndexPair<typename internal::traits<Input>::Index>, 2>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 4>, const TensorReshapingOp<const DSizes<typename internal::traits<OutputBackward>::Index, 4>, const TensorImagePatchOp<Dynamic, Dynamic, const OutputBackward> > >, const TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, 3>, const Input> > > > > >::type
+SpatialConvolutionBackwardKernel(const Input& input, const OutputBackward& output_backward, typename internal::traits<Input>::Index kernelRows, typename internal::traits<Input>::Index kernelCols, const DenseIndex stride = 1, const DenseIndex in_stride = 1) {
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+  TensorRef<Tensor<typename internal::traits<OutputBackward>::Scalar, internal::traits<OutputBackward>::NumDimensions, internal::traits<OutputBackward>::Layout, TensorIndex> > out(output_backward);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::Layout == internal::traits<OutputBackward>::Layout, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  // stride and in_stride cannot both be larger than 1
+  eigen_assert(!(stride > 1 && in_stride > 1));
+
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+
+  static const int NumDims = internal::traits<Input>::NumDimensions;
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == internal::traits<OutputBackward>::NumDimensions, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  const TensorIndex inputRows = isColMajor ? in.dimension(1) : in.dimension(NumDims - 2);
+  const TensorIndex inputCols = isColMajor ? in.dimension(2) : in.dimension(NumDims - 3);
+
+  const TensorIndex outputRows = isColMajor ? output_backward.dimension(1) : output_backward.dimension(NumDims - 2);
+  const TensorIndex outputCols = isColMajor ? output_backward.dimension(2) : output_backward.dimension(NumDims - 3);
+
+  // Number of filters to apply. This is the same as the output depth of the result
+  const TensorIndex kernelFilters = isColMajor ? out.dimensions()[0] : out.dimensions()[NumDims - 1];
+
+  // Number of channels. This is the same as the input depth.
+  const TensorIndex kernelChannels = isColMajor ? in.dimensions()[0] : in.dimensions()[NumDims - 1];
+
+  // This is the effective kernel size, taking into account the (in_stride - 1) zero-values
+  // inserted between consecutive kernel elements in atrous convolution
+  const TensorIndex kernelRowsEff = kernelRows + (kernelRows - 1) * (in_stride - 1);
+  const TensorIndex kernelColsEff = kernelCols + (kernelCols - 1) * (in_stride - 1);
+
+  // Computing the forward padding
+  const TensorIndex forward_pad_top = ((outputRows - 1) * stride + kernelRowsEff - inputRows) / 2;
+  const TensorIndex forward_pad_left = ((outputCols - 1) * stride + kernelColsEff - inputCols) / 2;
+
+  // TODO: factor out the padding computation.
+  const TensorIndex padding_top = kernelRowsEff - 1 - forward_pad_top;
+  const TensorIndex padding_left = kernelColsEff - 1 - forward_pad_left;
+  const TensorIndex padding_bottom = inputRows + kernelRowsEff - 1 - (outputRows - 1) * stride - 1 - padding_top;
+  const TensorIndex padding_right = inputCols + kernelColsEff - 1 - (outputCols - 1) * stride - 1 - padding_left;
+
+  eigen_assert(padding_top >= 0);
+  eigen_assert(padding_left >= 0);
+  eigen_assert(padding_bottom >= 0);
+  eigen_assert(padding_right >= 0);
+
+  // The output_backward has dimensions out_depth X out_rows X out_cols X OTHERS
+  // When we extract the image patches from output_backward (with input as the
+  // kernel), it will have dimensions
+  //  (out_depth) X (input_rows * input_cols) X (kernel_rows * kernel_cols) X OTHERS
+  DSizes<TensorIndex, 4> pre_contract_dims;
+  if (isColMajor) {
+    pre_contract_dims[0] = kernelFilters;
+    pre_contract_dims[1] = inputRows * inputCols;
+    pre_contract_dims[2] = kernelRows * kernelCols;
+    pre_contract_dims[3] = 1;
+    for (int i = 3; i < NumDims; ++i) {
+      pre_contract_dims[3] *= out.dimension(i);
+    }
+  } else {
+    pre_contract_dims[3] = kernelFilters;
+    pre_contract_dims[2] = inputRows * inputCols;
+    pre_contract_dims[1] = kernelRows * kernelCols;
+    pre_contract_dims[0] = 1;
+    for (int i = 0; i < NumDims - 3; ++i) {
+      pre_contract_dims[0] *= out.dimension(i);
+    }
+  }
+
+  // The input has dimensions in_depth X (input_rows * input_cols) X OTHERS
+  DSizes<TensorIndex, 3> input_dims;
+  if (isColMajor) {
+    input_dims[0] = kernelChannels;
+    input_dims[1] = inputRows * inputCols;
+    input_dims[2] = 1;
+    for (int i = 3; i < NumDims; ++i) {
+      input_dims[2] *= in.dimension(i);
+    }
+    eigen_assert(input_dims[2] == pre_contract_dims[3]);
+  } else {
+    input_dims[2] = kernelChannels;
+    input_dims[1] = inputRows * inputCols;
+    input_dims[0] = 1;
+    for (int i = 0; i < NumDims - 3; ++i) {
+      input_dims[0] *= in.dimension(i);
+    }
+    eigen_assert(input_dims[0] == pre_contract_dims[0]);
+  }
+
+  // We will contract along dimensions (1, 2) in in and (1, 3) in out, if
+  // this is col-major.
+  // For row-major, it's dimensions (0, 1) in in and (0, 2) in out.
+  array<IndexPair<TensorIndex>, 2> contract_dims;
+  if (isColMajor) {
+    // col-major: in.contract(output.patches)
+    contract_dims[0] = IndexPair<TensorIndex>(1, 1);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 3);
+  } else {
+    // row-major: output.patches.contract(in)
+    contract_dims[0] = IndexPair<TensorIndex>(0, 0);
+    contract_dims[1] = IndexPair<TensorIndex>(2, 1);
+  }
+
+  // After the contraction, the kernel will have dimension
+  // in_depth X out_depth X kernel_rows X kernel_cols
+  // We will need to shuffle the first two dimensions and reverse the latter
+  // two dimensions.
+  // The end shape is
+  // out_depth X in_shape X kernel_rows X kernel_cols
+
+  // This is the shape of the kernel *before* the shuffling.
+  DSizes<TensorIndex, 4> kernel_dims;
+  if (isColMajor) {
+    kernel_dims[0] = kernelChannels;
+    kernel_dims[1] = kernelFilters;
+    kernel_dims[2] = kernelRows;
+    kernel_dims[3] = kernelCols;
+  } else {
+    kernel_dims[0] = kernelCols;
+    kernel_dims[1] = kernelRows;
+    kernel_dims[2] = kernelFilters;
+    kernel_dims[3] = kernelChannels;
+  }
+
+  array<TensorIndex, 4> kernel_shuffle;
+  if (isColMajor) {
+    kernel_shuffle[0] = 1;
+    kernel_shuffle[1] = 0;
+    kernel_shuffle[2] = 2;
+    kernel_shuffle[3] = 3;
+  } else {
+    kernel_shuffle[0] = 0;
+    kernel_shuffle[1] = 1;
+    kernel_shuffle[2] = 3;
+    kernel_shuffle[3] = 2;
+  }
+
+  array<bool, 4> kernel_reverse;
+  if (isColMajor) {
+    kernel_reverse[0] = false;
+    kernel_reverse[1] = false;
+    kernel_reverse[2] = true;
+    kernel_reverse[3] = true;
+  } else {
+    kernel_reverse[0] = true;
+    kernel_reverse[1] = true;
+    kernel_reverse[2] = false;
+    kernel_reverse[3] = false;
+  }
+
+  return choose(Cond<internal::traits<Input>::Layout == ColMajor>(),
+                input.reshape(input_dims).contract(output_backward.extract_image_patches(inputRows, inputCols, in_stride, in_stride, 1, 1, stride, stride, padding_top, padding_bottom, padding_left, padding_right, 0).reshape(pre_contract_dims).reshape(pre_contract_dims), contract_dims).reshape(kernel_dims).reverse(kernel_reverse).shuffle(kernel_shuffle),
+                output_backward.extract_image_patches(inputRows, inputCols, in_stride, in_stride, 1, 1, stride, stride, padding_top, padding_bottom, padding_left, padding_right, 0).reshape(pre_contract_dims).reshape(pre_contract_dims).contract(input.reshape(input_dims), contract_dims).reshape(kernel_dims).reverse(kernel_reverse).shuffle(kernel_shuffle));
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_NEURAL_NETWORKS_BACKWARD_SPATIAL_CONVOLUTIONS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/CuboidConvolution.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/CuboidConvolution.h
new file mode 100644
index 0000000000..dfb9dcedba
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/CuboidConvolution.h
@@ -0,0 +1,179 @@
+#ifndef EIGEN_CXX11_SRC_NEURAL_NETWORKS_CUBOID_CONVOLUTION_H
+#define EIGEN_CXX11_SRC_NEURAL_NETWORKS_CUBOID_CONVOLUTION_H
+
+#include "Patch3d.h"
+
+namespace Eigen {
+
+/** CuboidConvolution
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies a 3D convolution over a multichannel input voxel block.
+  *
+  * The input parameter is expected to be a tensor with a rank of 4 or more (channels, depth, height, width, and optionally others).
+  * The kernel parameter is expected to be a 5D tensor (filters, channels, kernel_depth, kernel_height, kernel_width).
+  * The result can be assigned to a tensor of rank equal to the rank of the input. The dimensions of the result will be filters, depth, height, width (and others if applicable).
+  *
+  * The input and kernel have to be in the same layout, and both row-major and
+  * col-major are supported. The shapes given above are for col-major layout.
+  * For row-major, all dimensions should be reversed.
+  *
+  * It is possible to swap the order of the depth, width, and height dimensions provided that the same order is used in the input, the kernel, and the output.
+  */
+template <typename Input, typename Kernel>
+EIGEN_ALWAYS_INLINE
+static const typename internal::conditional <
+    internal::traits<Input>::Layout == ColMajor,
+    TensorReshapingOp<
+        const DSizes<typename internal::traits<Input>::Index,
+                     internal::traits<Input>::NumDimensions>,
+        const TensorContractionOp<
+            const array<IndexPair<typename internal::traits<Input>::Index>, 1>,
+            const TensorReshapingOp<
+                const DSizes<typename internal::traits<Input>::Index, 2>,
+                const Kernel>,
+            const TensorReshapingOp<
+                const DSizes<typename internal::traits<Input>::Index, 2>,
+                const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic,
+                                          const Input> > > >,
+    TensorReshapingOp<
+        const DSizes<typename internal::traits<Input>::Index,
+                     internal::traits<Input>::NumDimensions>,
+        const TensorContractionOp<
+            const array<IndexPair<typename internal::traits<Input>::Index>, 1>,
+            const TensorReshapingOp<
+                const DSizes<typename internal::traits<Input>::Index, 2>,
+                const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic,
+                                          const Input> > ,
+                const TensorReshapingOp<
+                    const DSizes<typename internal::traits<Input>::Index, 2>,
+                    const Kernel> > > >::type
+CuboidConvolution(const Input& input, const Kernel& kernel,
+                  const DenseIndex stridePlanes = 1,
+                  const DenseIndex strideRows = 1,
+                  const DenseIndex strideCols = 1,
+                  const PaddingType padding_type = PADDING_SAME) {
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+  TensorRef<Tensor<typename internal::traits<Kernel>::Scalar, internal::traits<Kernel>::NumDimensions, internal::traits<Kernel>::Layout, TensorIndex> > kern(kernel);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::Layout == internal::traits<Kernel>::Layout, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+  static const int NumDims = internal::traits<Input>::NumDimensions;
+
+  // Number of filters to apply. This is the same as the output depth of the result.
+  const TensorIndex kernelFilters = isColMajor ? kern.dimensions()[0] : kern.dimensions()[4];
+  const TensorIndex kernelChannels = isColMajor ? kern.dimensions()[1] : kern.dimensions()[3];
+
+  // Spatial size of the kernel.
+  const TensorIndex kernelDepth = isColMajor ? kern.dimensions()[2] : kern.dimensions()[2];
+  const TensorIndex kernelRows = isColMajor ? kern.dimensions()[3] : kern.dimensions()[1];
+  const TensorIndex kernelCols = isColMajor ? kern.dimensions()[4] : kern.dimensions()[0];
+
+  if (isColMajor) {
+    eigen_assert(kernelChannels == in.dimension(0));
+  } else {
+    eigen_assert(kernelChannels == in.dimension(NumDims - 1));
+  }
+
+  const TensorIndex inputPlanes = isColMajor ? in.dimension(1) : in.dimension(NumDims - 2);
+  const TensorIndex inputRows = isColMajor ? in.dimension(2) : in.dimension(NumDims - 3);
+  const TensorIndex inputCols = isColMajor ? in.dimension(3) : in.dimension(NumDims - 4);
+
+  const float stride_planes_f = static_cast<float>(stridePlanes);
+  const float stride_rows_f = static_cast<float>(strideRows);
+  const float stride_cols_f = static_cast<float>(strideCols);
+  TensorIndex out_depth;
+  TensorIndex out_height;
+  TensorIndex out_width;
+  switch (padding_type) {
+    case PADDING_VALID:
+      out_depth = ceil((inputPlanes - kernelDepth + 1.f) / stride_planes_f);
+      out_height = ceil((inputRows - kernelRows + 1.f) / stride_rows_f);
+      out_width = ceil((inputCols - kernelCols + 1.f) / stride_cols_f);
+      break;
+    case PADDING_SAME:
+      out_depth = ceil(inputPlanes / stride_planes_f);
+      out_height = ceil(inputRows / stride_rows_f);
+      out_width = ceil(inputCols / stride_cols_f);
+      break;
+    default:
+      eigen_assert(false && "unexpected padding");
+  }
+
+  DSizes<TensorIndex, 2> kernel_dims;
+  if (isColMajor) {
+    kernel_dims[0] = kernelFilters;
+    kernel_dims[1] = kernelChannels * kernelDepth * kernelRows * kernelCols;
+  } else {
+    kernel_dims[0] = kernelChannels * kernelDepth * kernelRows * kernelCols;
+    kernel_dims[1] = kernelFilters;
+  }
+
+  // Molds the output of the patch extraction result into a 2D tensor:
+  // - the first dimension (dims[0]): the patch values to be multiplied with the kernels
+  // - the second dimension (dims[1]): everything else
+  DSizes<TensorIndex, 2> pre_contract_dims;
+  if (isColMajor) {
+    pre_contract_dims[0] = kernelChannels * kernelDepth * kernelRows * kernelCols;
+    pre_contract_dims[1] = out_depth * out_height * out_width;
+    for (int i = 4; i < NumDims; ++i) {
+      pre_contract_dims[1] *= in.dimension(i);
+    }
+  } else {
+    pre_contract_dims[1] = kernelChannels * kernelDepth * kernelRows * kernelCols;
+    pre_contract_dims[0] = out_depth * out_height * out_width;
+    for (int i = 0; i < NumDims - 4; ++i) {
+      pre_contract_dims[0] *= in.dimension(i);
+    }
+  }
+
+  array<IndexPair<TensorIndex>, 1> contract_dims;
+  contract_dims[0] = IndexPair<TensorIndex>(1, 0);
+
+  // Molds the output of the contraction into the shape expected by the user
+  // (assuming ColMajor):
+  // - 1st dim: kernel filters
+  // - 2nd dim: output depth
+  // - 3nd dim: output height
+  // - 4rd dim: output width
+  // - 5th dim and beyond: everything else including batch size
+  DSizes<TensorIndex, NumDims> post_contract_dims;
+  if (isColMajor) {
+    post_contract_dims[0] = kernelFilters;
+    post_contract_dims[1] = out_depth;
+    post_contract_dims[2] = out_height;
+    post_contract_dims[3] = out_width;
+    for (int i = 4; i < NumDims; ++i) {
+      post_contract_dims[i] = in.dimension(i);
+    }
+  } else {
+    post_contract_dims[NumDims - 1] = kernelFilters;
+    post_contract_dims[NumDims - 2] = out_depth;
+    post_contract_dims[NumDims - 3] = out_height;
+    post_contract_dims[NumDims - 4] = out_width;
+    for (int i = 0; i < NumDims - 4; ++i) {
+      post_contract_dims[i] = in.dimension(i);
+    }
+  }
+
+  return choose(
+      Cond<internal::traits<Input>::Layout == ColMajor>(),
+      kernel.reshape(kernel_dims)
+          .contract(input.extract_volume_patches(
+                             kernelDepth, kernelRows, kernelCols, stridePlanes,
+                             strideRows, strideCols, padding_type)
+                        .reshape(pre_contract_dims),
+                    contract_dims)
+          .reshape(post_contract_dims),
+      input.extract_volume_patches(kernelDepth, kernelRows, kernelCols,
+                                   stridePlanes, strideRows, strideCols,
+                                   padding_type)
+          .reshape(pre_contract_dims)
+          .contract(kernel.reshape(kernel_dims), contract_dims)
+          .reshape(post_contract_dims));
+}
+
+} // end namespace Eigen
+
+#endif  // EIGEN_CXX11_SRC_NEURAL_NETWORKS_CUBOID_CONVOLUTION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Patch3d.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Patch3d.h
new file mode 100644
index 0000000000..df60fe18a3
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Patch3d.h
@@ -0,0 +1,233 @@
+#ifndef EIGEN_CXX11_SRC_NEURAL_NETWORKS_PATCH3D_H
+#define EIGEN_CXX11_SRC_NEURAL_NETWORKS_PATCH3D_H
+
+#if not defined(__CUDACC__)
+#include <type_traits>
+#endif
+
+namespace Eigen {
+namespace internal {
+
+/** Extract3DPatches
+ * \ingroup CXX11_NeuralNetworksModule
+ *
+ * \brief Extracts 3D patches from a multichannel input volume.
+ *
+ * The input parameter is expected to be a tensor with a rank of 4 or more
+ * (channels, depth, height, width, optional others in col-major, and the
+ * reverse order in row-major).
+
+ * The return value will be a tensor of 3 more dimension than the input tensor.
+ * In col-major, the first 4 dimensions of the result are: channels, patch_depth,
+ * patch_height, patch_width. The next dimensions will identify the patch
+ * position on the 3D grid of extracted patches: z, y, x. The remaining
+ * dimensions, if any, will be the same as the 'other' dimensions of the input
+ * tensor.
+ */
+
+template <typename Input>
+EIGEN_ALWAYS_INLINE static const TensorStridingOp<
+    const array<typename internal::traits<Input>::Index,
+                internal::traits<Input>::NumDimensions + 3>,
+    const TensorReshapingOp<
+        const DSizes<typename internal::traits<Input>::Index,
+                     internal::traits<Input>::NumDimensions + 3>,
+        const TensorPatchOp<
+            const DSizes<typename internal::traits<Input>::Index,
+                         internal::traits<Input>::NumDimensions>,
+            const TensorPaddingOp<
+                const array<IndexPair<typename internal::traits<Input>::Index>,
+                            internal::traits<Input>::NumDimensions>,
+                const Input> > > >
+Extract3DPatches(
+    const Input& input, const DenseIndex patchPlanes,
+    const DenseIndex patchRows, const DenseIndex patchCols,
+    const DenseIndex stridePlanes, const DenseIndex strideRows,
+    const DenseIndex strideCols,
+    const DenseIndex paddingZTop, const DenseIndex paddingZBottom,
+    const DenseIndex paddingTop, const DenseIndex paddingBottom,
+    const DenseIndex paddingLeft, const DenseIndex paddingRight,
+    const typename internal::traits<Input>::Scalar padding_value = 0) {
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions >= 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+  static const int NumDims = internal::traits<Input>::NumDimensions;
+  static const int ExtDims = NumDims + 3;
+
+  // Tensor size after patch extraction. We add three dimensions to unpack the
+  // linear patch index into a 3D grid over which stride() can work.
+  DSizes<TensorIndex, ExtDims> pre_stride_dims;
+
+  if (isColMajor) {
+    pre_stride_dims[0] = in.dimension(0);
+    pre_stride_dims[1] = patchPlanes;
+    pre_stride_dims[2] = patchRows;
+    pre_stride_dims[3] = patchCols;
+  } else {
+    pre_stride_dims[ExtDims - 1] = in.dimension(NumDims - 1);
+    pre_stride_dims[ExtDims - 4] = patchCols;
+    pre_stride_dims[ExtDims - 3] = patchRows;
+    pre_stride_dims[ExtDims - 2] = patchPlanes;
+  }
+
+  const TensorIndex inputPlanes = isColMajor ? in.dimension(1) : in.dimension(NumDims - 2);
+  const TensorIndex inputRows = isColMajor ? in.dimension(2) : in.dimension(NumDims - 3);
+  const TensorIndex inputCols = isColMajor ? in.dimension(3) : in.dimension(NumDims - 4);
+
+  array<IndexPair<TensorIndex>, NumDims> paddings;
+  for (int i = 0; i < NumDims; ++i) {
+    paddings[i] = IndexPair<TensorIndex>(0, 0);
+  }
+
+  paddings[isColMajor ? 1 : (NumDims - 2)] = IndexPair<TensorIndex>(paddingZTop, paddingZBottom);
+  paddings[isColMajor ? 2 : (NumDims - 3)] = IndexPair<TensorIndex>(paddingTop, paddingBottom);
+  paddings[isColMajor ? 3 : (NumDims - 4)] = IndexPair<TensorIndex>(paddingLeft, paddingRight);
+
+  pre_stride_dims[isColMajor ? 4 : (ExtDims - 5)] = inputPlanes + paddingZBottom + paddingZTop - patchPlanes + 1;
+  pre_stride_dims[isColMajor ? 5 : (ExtDims - 6)] = inputRows + paddingTop + paddingBottom - patchRows + 1;
+  pre_stride_dims[isColMajor ? 6 : (ExtDims - 7)] = inputCols + paddingLeft + paddingRight - patchCols + 1;
+
+  if (isColMajor) {
+    for (int i = 7; i < NumDims + 3; ++i) {
+      pre_stride_dims[i] = in.dimension(i - 3);
+    }
+  } else {
+    for (int i = 0; i < NumDims - 4; ++i) {
+      pre_stride_dims[i] = in.dimension(i);
+    }
+  }
+
+  DSizes<TensorIndex, NumDims> patch_dims;
+  if (isColMajor) {
+    patch_dims[0] = in.dimension(0);
+    patch_dims[1] = patchPlanes;
+    patch_dims[2] = patchRows;
+    patch_dims[3] = patchCols;
+    for (int i = 4; i < NumDims; ++i) {
+      patch_dims[i] = 1;
+    }
+  } else {
+    patch_dims[NumDims - 1] = in.dimension(NumDims - 1);
+    patch_dims[NumDims - 4] = patchCols;
+    patch_dims[NumDims - 3] = patchRows;
+    patch_dims[NumDims - 2] = patchPlanes;
+    for (int i = 0; i < NumDims - 4; i++) {
+      patch_dims[i] = 1;
+    }
+  }
+
+  array<TensorIndex, NumDims + 3> strides;
+  if (isColMajor) {
+    // No striding within the patches.
+    for (int i = 0; i < 4; ++i) {
+      strides[i] = 1;
+    }
+    // Apply striding in the spatial patch grid dimensions only.
+    strides[4] = stridePlanes;
+    strides[5] = strideRows;
+    strides[6] = strideCols;
+    // No striding in the remaining dimensions (batches, ...).
+    for (int i = 7; i < NumDims + 3; i++) {
+      strides[i] = 1;
+    }
+  } else {
+    // No striding within the patches.
+    for (int i = 1; i <= 4; ++i) {
+      strides[ExtDims - i] = 1;
+    }
+    // Apply striding in the spatial patch grid dimensions only.
+    strides[ExtDims - 7] = strideCols;
+    strides[ExtDims - 6] = strideRows;
+    strides[ExtDims - 5] = stridePlanes;
+    // No striding in the remaining dimensions (batches, ...).
+    for (int i = 0; i < NumDims - 4; i++) {
+      strides[i] = 1;
+    }
+  }
+
+  // TODO(mjanusz): Consider getting rid of pad(), and stride() and extend
+  // extract_patches to take additional parameters for padding/striding,
+  // similarly to etract_image_patches.
+  return input.pad(paddings, padding_value).extract_patches(patch_dims).reshape(pre_stride_dims).stride(strides);
+}
+
+
+template <typename Input>
+EIGEN_ALWAYS_INLINE static const TensorStridingOp<
+    const array<typename internal::traits<Input>::Index,
+                internal::traits<Input>::NumDimensions + 3>,
+    const TensorReshapingOp<
+        const DSizes<typename internal::traits<Input>::Index,
+                     internal::traits<Input>::NumDimensions + 3>,
+        const TensorPatchOp<
+            const DSizes<typename internal::traits<Input>::Index,
+                         internal::traits<Input>::NumDimensions>,
+            const TensorPaddingOp<
+                const array<IndexPair<typename internal::traits<Input>::Index>,
+                            internal::traits<Input>::NumDimensions>,
+                const Input> > > >
+Extract3DPatches(
+    const Input& input, const DenseIndex patchPlanes,
+    const DenseIndex patchRows, const DenseIndex patchCols,
+    const DenseIndex stridePlanes, const DenseIndex strideRows,
+    const DenseIndex strideCols, const PaddingType padding_type,
+    const typename internal::traits<Input>::Scalar padding_value = 0) {
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions >= 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+  static const int NumDims = internal::traits<Input>::NumDimensions;
+
+  const TensorIndex inputPlanes = isColMajor ? in.dimension(1) : in.dimension(NumDims - 2);
+  const TensorIndex inputRows = isColMajor ? in.dimension(2) : in.dimension(NumDims - 3);
+  const TensorIndex inputCols = isColMajor ? in.dimension(3) : in.dimension(NumDims - 4);
+
+  switch (padding_type) {
+    case PADDING_VALID:
+      // No padding in any dimension.
+      return Extract3DPatches(input, patchPlanes, patchRows, patchCols,
+                              stridePlanes, strideRows, strideCols,
+                              0, 0, 0, 0, 0, 0, padding_value);
+    case PADDING_SAME:
+      // The side of the tensor before striding should be just the expected
+      // output times the stride.
+      const TensorIndex size_z = ceil(inputPlanes / static_cast<float>(stridePlanes)) * stridePlanes;
+      const TensorIndex size_y = ceil(inputRows / static_cast<float>(strideRows)) * strideRows;
+      const TensorIndex size_x = ceil(inputCols / static_cast<float>(strideCols)) * strideCols;
+
+      // The size of the patch space is going to be: padded_input_size - patch_size + 1.
+      // This has to match the expected size before striding (pre_stride_dims).
+      // The deltas below extend the input to the expected size.
+      const TensorIndex dz = size_z + patchPlanes - 1 - inputPlanes;
+      const TensorIndex dy = size_y + patchRows - 1 - inputRows;
+      const TensorIndex dx = size_x + patchCols - 1 - inputCols;
+
+      return Extract3DPatches(input, patchPlanes, patchRows, patchCols,
+                              stridePlanes, strideRows, strideCols,
+                              dz - dz / 2, dz / 2,
+                              dy - dy / 2, dy / 2,
+                              dx - dx / 2, dx / 2,
+                              padding_value);
+  }
+}
+
+// TODO(mjanusz): Switch this to a 'using' alias once CUDA supports C++11.
+template <typename Input>
+struct Extract3DPatchesType {
+  typedef const TensorStridingOp< const array<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions + 3>,
+      const TensorReshapingOp< const DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions + 3>,
+      const TensorPatchOp< const DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>,
+      const TensorPaddingOp< const array< IndexPair<typename internal::traits<Input>::Index>, internal::traits<Input>::NumDimensions>,
+      const Input> > > > type;
+};
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+#endif  // EIGEN_CXX11_SRC_NEURAL_NETWORKS_PATCH3D_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Pooling.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Pooling.h
new file mode 100644
index 0000000000..8dea22806c
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/Pooling.h
@@ -0,0 +1,442 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_POOLING_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_POOLING_H
+
+#include "Patch3d.h"
+
+namespace Eigen {
+
+/** SpatialMaxPooling
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies a max-pooling over a multichannel input image.
+  *
+  * The input parameter is expected to be a with a rank of 4 (channels, height, width, others in col-major, and the reverse of that in row-major).
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the input. The dimensions of the result will be channels, height, width, and others (in col-major, and the reverse of that if the input was row-major).
+  *
+  * The order of the width and height dimensions can be swapped if needed.
+  *
+*/
+#if !defined(EIGEN_HAS_INDEX_LIST)
+template <typename Input>
+EIGEN_ALWAYS_INLINE
+static const TensorReshapingOp<const Eigen::DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>, const TensorReductionOp<internal::MaxReducer<typename internal::remove_const<typename internal::traits<Input>::Scalar>::type>, const Eigen::array<int, 2>, const TensorImagePatchOp<Dynamic, Dynamic, const Input> > >
+#else
+template <typename Input>
+EIGEN_ALWAYS_INLINE
+static const TensorReshapingOp<const Eigen::DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>, const TensorReductionOp<internal::MaxReducer<typename internal::remove_const<typename internal::traits<Input>::Scalar>::type>, typename internal::conditional<internal::traits<Input>::Layout == ColMajor, const Eigen::IndexList<Eigen::type2index<1>, Eigen::type2index<2> >, const Eigen::IndexList<Eigen::type2index<2>, Eigen::type2index<3> > >::type, const TensorImagePatchOp<Dynamic, Dynamic, const Input> > >
+#endif
+SpatialMaxPooling(const Input& input, DenseIndex patchRows, DenseIndex patchCols,
+                  DenseIndex strideRows, DenseIndex strideCols, const PaddingType padding_type,
+                  DenseIndex in_strideRows = 1, DenseIndex in_strideCols = 1)
+{
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+
+  const DenseIndex patchRowsEff = patchRows + (patchRows - 1) * (in_strideRows - 1);
+  const DenseIndex patchColsEff = patchCols + (patchCols - 1) * (in_strideCols - 1);
+
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+  static const int idxRows = isColMajor ? 1 : 2;
+  static const int idxCols = isColMajor ? 2 : 1;
+
+  // Molds the output of the reduction into the shape expected by the user.
+  // (assuming col-major):
+  // - 1st dim: channels
+  // - 2nd dim: output height
+  // - 3rd dim: output width
+  // - 4th dim and beyond: everything else including batch size
+  Eigen::DSizes<TensorIndex, internal::traits<Input>::NumDimensions> post_reduce_dims;
+  post_reduce_dims[0] = in.dimension(0);
+  if (padding_type == PADDING_VALID) {
+    post_reduce_dims[idxRows] = numext::ceil((in.dimension(idxRows) - patchRowsEff + 1.f) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil((in.dimension(idxCols) - patchColsEff + 1.f) / static_cast<float>(strideCols));
+  } else {
+    post_reduce_dims[idxRows] = numext::ceil(in.dimension(idxRows) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil(in.dimension(idxCols) / static_cast<float>(strideCols));
+  }
+  post_reduce_dims[3] = in.dimension(3);
+
+#if !defined(EIGEN_HAS_INDEX_LIST)
+  // nvcc doesn't support cxx11
+  Eigen::array<int, 2> reduction_dims;
+  if (isColMajor) {
+    reduction_dims[0] = 1;
+    reduction_dims[1] = 2;
+  } else {
+    reduction_dims[0] = 2;
+    reduction_dims[1] = 3;
+  }
+#else
+  // Take advantage of cxx11 to give the compiler information it can use to
+  // optimize the code.
+  typename internal::conditional<internal::traits<Input>::Layout == ColMajor, const Eigen::IndexList<Eigen::type2index<1>, Eigen::type2index<2> >, const Eigen::IndexList<Eigen::type2index<2>, Eigen::type2index<3> > >::type reduction_dims;
+#endif
+
+  return input.extract_image_patches(patchRows, patchCols, strideRows, strideCols, in_strideRows, in_strideCols, padding_type, -Eigen::NumTraits<typename internal::remove_const<typename internal::traits<Input>::Scalar>::type>::highest()).maximum(reduction_dims).reshape(post_reduce_dims);
+}
+
+/** CuboidMaxPooling
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies a max-pooling over a multichannel input volume.
+  *
+  * The input parameter is expected to be a tensor with a rank of 5 (channels, depth, height, width, others in col-major, and the reverse of that in row-major).
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the input. The dimensions of the result will be channels, depth, height, width, and others (in col-major, and the reverse of that if the input was row-major).
+  *
+  * The order of the depth, width and height dimensions can be swapped if needed.
+  *
+*/
+#if !defined(EIGEN_HAS_INDEX_LIST)
+template <typename Input>
+EIGEN_ALWAYS_INLINE static const TensorReshapingOp<
+    const Eigen::DSizes<DenseIndex, internal::traits<Input>::NumDimensions>,
+    const TensorReductionOp<
+        internal::MaxReducer<float>, const Eigen::array<int, 1>,
+        const TensorReshapingOp<
+            const Eigen::DSizes<DenseIndex, 3>,
+            const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Input> > > >
+#else
+template <typename Input>
+EIGEN_ALWAYS_INLINE static const TensorReshapingOp<
+    const Eigen::DSizes<DenseIndex, internal::traits<Input>::NumDimensions>,
+    const TensorReductionOp<
+        internal::MaxReducer<float>,
+        const Eigen::IndexList<Eigen::type2index<1> >,
+        const TensorReshapingOp<
+            const Eigen::DSizes<DenseIndex, 3>,
+            const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Input> > > >
+#endif
+CuboidMaxPooling(const Input& input, DenseIndex patchPlanes,
+                 DenseIndex patchRows, DenseIndex patchCols,
+                 DenseIndex stridePlanes, DenseIndex strideRows,
+                 DenseIndex strideCols, const PaddingType padding_type) {
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == 5, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+
+  static const int idxPlanes = isColMajor ? 1 : 3;
+  static const int idxRows = 2;
+  static const int idxCols = isColMajor ? 3 : 1;
+
+  // Molds the output of the reduction into the shape expected by the used
+  // (assuming col-major):
+  // - 1st dim: channels
+  // - 2nd dim: output depth
+  // - 3rd dim: output height
+  // - 4th dim: output width
+  // - 5th dim and beyond: everything else including batch size
+  Eigen::DSizes<DenseIndex, internal::traits<Input>::NumDimensions> post_reduce_dims;
+  post_reduce_dims[0] = in.dimension(0);
+  if (padding_type == PADDING_VALID) {
+    post_reduce_dims[idxPlanes] = numext::ceil((in.dimension(idxPlanes) - patchPlanes + 1.f) / static_cast<float>(stridePlanes));
+    post_reduce_dims[idxRows] = numext::ceil((in.dimension(idxRows) - patchRows + 1.f) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil((in.dimension(idxCols) - patchCols + 1.f) / static_cast<float>(strideCols));
+  } else {
+    post_reduce_dims[idxPlanes] = numext::ceil(in.dimension(idxPlanes) / static_cast<float>(stridePlanes));
+    post_reduce_dims[idxRows] = numext::ceil(in.dimension(idxRows) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil(in.dimension(idxCols) / static_cast<float>(strideCols));
+  }
+  post_reduce_dims[4] = in.dimension(4);
+
+  Eigen::DSizes<DenseIndex, 3> pre_reduce_dims;
+  pre_reduce_dims[1] = patchRows * patchCols * patchPlanes;
+  if (isColMajor) {
+    pre_reduce_dims[0] = post_reduce_dims[0];
+    pre_reduce_dims[2] = post_reduce_dims[1] * post_reduce_dims[2] * post_reduce_dims[3] * post_reduce_dims[4];
+  } else {
+    pre_reduce_dims[0] = post_reduce_dims[0] * post_reduce_dims[1] * post_reduce_dims[2] * post_reduce_dims[3];
+    pre_reduce_dims[2] = post_reduce_dims[4];
+  }
+
+#if !defined(EIGEN_HAS_INDEX_LIST)
+  // nvcc doesn't support cxx11
+  Eigen::array<int, 1> reduction_dims;
+  reduction_dims[0] = 1;
+#else
+  // Take advantage of cxx11 to give the compiler information it can use to
+  // optimize the code.
+  Eigen::IndexList<Eigen::type2index<1> > reduction_dims;
+#endif
+  return input.extract_volume_patches(patchPlanes, patchRows, patchCols,
+                                      stridePlanes, strideRows, strideCols,
+                                      padding_type, -Eigen::NumTraits<float>::highest())
+      .reshape(pre_reduce_dims)
+      .maximum(reduction_dims)
+      .reshape(post_reduce_dims);
+}
+
+
+/** SpatialAvgPooling
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies an average pooling over a multichannel input image.
+  *
+  * The input parameter is expected to be a tensor with a rank of 4 (channels, height, width, others in col-major, and the reverse of that in row-major).
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the input. The dimensions of the result will be channels, height, width, and others (in col-major, and the reverse of that if the input was row-major).
+  *
+  * The order of the width and height dimensions can be swapped if needed.
+  *
+*/
+namespace internal {
+
+template <typename T> struct AvgPoolMeanReducer
+{
+#if (EIGEN_ARCH_i386 || EIGEN_ARCH_x86_64 || defined (EIGEN_USE_GPU) || defined(__CUDACC__) || defined(__CUDA_ARCH__))
+  // We only support packet access for floats.
+  static const bool PacketAccess = internal::is_same<T, float>::value;
+#else
+  static const bool PacketAccess = false;
+#endif
+  static const bool IsStateful = true;
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE AvgPoolMeanReducer() : scalarCount_(0) {
+    typedef typename packet_traits<T>::type Packet;
+    packetCount_ = pset1<Packet>(0.0);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) {
+    if (t != -Eigen::NumTraits<T>::highest()) {
+      (*accum) = (*accum) + t;
+      scalarCount_++;
+    }
+  }
+
+
+#if (!defined (EIGEN_USE_GPU) || !defined(__CUDACC__) || !defined(__CUDA_ARCH__))
+#ifdef EIGEN_VECTORIZE_AVX
+#define pequal(a,b) _mm256_cmp_ps(a,b,_CMP_EQ_UQ)
+#define psel(a,b,false_mask) _mm256_blendv_ps(a,b,false_mask)
+#else
+#define pequal(a,b) _mm_cmpeq_ps(a,b)
+#define psel(a,b,false_mask) _mm_or_ps(_mm_andnot_ps(false_mask, a), _mm_and_ps(false_mask, b))
+#endif
+
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const Packet& p, Packet* accum) {
+    reducePacketWithType(static_cast<T>(0), p, accum);
+  }
+
+  template <typename Packet>
+  void reducePacketWithType(T, const Packet& p, Packet* accum) {
+    Packet skip_mask = pequal(p, pset1<Packet>(-Eigen::NumTraits<T>::highest()));
+    (*accum) = padd<Packet>(*accum, psel(p, pset1<Packet>(0), skip_mask));
+    packetCount_ = padd<Packet>(packetCount_, psel(pset1<Packet>(1), pset1<Packet>(0), skip_mask));
+  }
+
+#else
+#define pequal(a,b) make_float4(a.x == b.x ? 1.f : 0, a.y == b.y ? 1.f : 0, a.z == b.z ? 1.f : 0, a.w == b.w ? 1.f : 0)
+#define psel(a,b,c) make_float4(c.x ? b.x : a.x, c.y ? b.y : a.y, c.z ? b.z : a.z, c.w ? b.w : a.w)
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const float4& p, float4* accum) {
+    float4 skip_mask = pequal(p, pset1<float4>(-Eigen::NumTraits<float>::highest()));
+    (*accum) = padd<float4>(*accum, psel(p, pset1<float4>(0), skip_mask));
+    packetCount_ = padd<float4>(packetCount_, psel(pset1<float4>(1), pset1<float4>(0), skip_mask));
+  }
+
+#endif
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return static_cast<T>(0);
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet initializePacket() const {
+    return pset1<Packet>(0);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T accum) const {
+    eigen_assert(scalarCount_ > 0);
+    return accum / scalarCount_;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet finalizePacket(const Packet& vaccum) const {
+    return pdiv(vaccum, packetCount_);
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalizeBoth(const T saccum, const Packet& vaccum) const {
+    return (saccum + predux(vaccum)) / (scalarCount_ + predux(packetCount_));
+  }
+
+ protected:
+    typedef typename packet_traits<T>::type Packet;
+    int scalarCount_;
+    Packet packetCount_;
+};
+
+}  // namespace internal
+
+#if !defined(EIGEN_HAS_INDEX_LIST)
+template <typename Input>
+EIGEN_ALWAYS_INLINE
+static const TensorReshapingOp<const Eigen::DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>, const TensorReductionOp<internal::AvgPoolMeanReducer<typename internal::remove_const<typename internal::traits<Input>::Scalar>::type>, const Eigen::array<int, 2>, const TensorImagePatchOp<Dynamic, Dynamic, const Input> > >
+#else
+template <typename Input>
+EIGEN_ALWAYS_INLINE
+static const TensorReshapingOp<const Eigen::DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>, const TensorReductionOp<internal::AvgPoolMeanReducer<typename internal::remove_const<typename internal::traits<Input>::Scalar>::type>, typename internal::conditional<internal::traits<Input>::Layout == ColMajor, const Eigen::IndexList<Eigen::type2index<1>, Eigen::type2index<2> >, const Eigen::IndexList<Eigen::type2index<2>, Eigen::type2index<3> > >::type, const TensorImagePatchOp<Dynamic, Dynamic, const Input> > >
+#endif
+SpatialAvgPooling(const Input& input, DenseIndex patchRows, DenseIndex patchCols,
+                  DenseIndex strideRows, DenseIndex strideCols, const PaddingType padding_type,
+                  DenseIndex in_strideRows = 1, DenseIndex in_strideCols = 1)
+{
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+
+  const DenseIndex patchRowsEff = patchRows + (patchRows - 1) * (in_strideRows - 1);
+  const DenseIndex patchColsEff = patchCols + (patchCols - 1) * (in_strideCols - 1);
+
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+  static const int idxRows = isColMajor ? 1 : 2;
+  static const int idxCols = isColMajor ? 2 : 1;
+
+  // Molds the output of the reduction into the shape expected by the user.
+  // (assuming col-major):
+  // - 1st dim: channels
+  // - 2nd dim: output height
+  // - 3rd dim: output width
+  // - 4th dim and beyond: everything else including batch size
+  Eigen::DSizes<TensorIndex, internal::traits<Input>::NumDimensions> post_reduce_dims;
+  post_reduce_dims[0] = in.dimension(0);
+  if (padding_type == PADDING_VALID) {
+    post_reduce_dims[idxRows] = numext::ceil((in.dimension(idxRows) - patchRowsEff + 1.f) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil((in.dimension(idxCols) - patchColsEff + 1.f) / static_cast<float>(strideCols));
+  } else {
+    post_reduce_dims[idxRows] = numext::ceil(in.dimension(idxRows) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil(in.dimension(idxCols) / static_cast<float>(strideCols));
+  }
+  post_reduce_dims[3] = in.dimension(3);
+
+  typedef typename internal::remove_const<typename internal::traits<Input>::Scalar>::type CoeffReturnType;
+  internal::AvgPoolMeanReducer<CoeffReturnType> mean_with_nan;
+
+#if !defined(EIGEN_HAS_INDEX_LIST)
+  // nvcc doesn't support cxx11
+  Eigen::array<int, 2> reduction_dims;
+  if (isColMajor) {
+    reduction_dims[0] = 1;
+    reduction_dims[1] = 2;
+  } else {
+    reduction_dims[0] = 2;
+    reduction_dims[1] = 3;
+  }
+#else
+  // Take advantage of cxx11 to give the compiler information it can use to
+  // optimize the code.
+  typename internal::conditional<internal::traits<Input>::Layout == ColMajor, const Eigen::IndexList<Eigen::type2index<1>, Eigen::type2index<2> >, const Eigen::IndexList<Eigen::type2index<2>, Eigen::type2index<3> > >::type reduction_dims;
+#endif
+  return input.extract_image_patches(patchRows, patchCols, strideRows, strideCols, in_strideRows, in_strideCols, padding_type, -Eigen::NumTraits<typename internal::remove_const<typename internal::traits<Input>::Scalar>::type>::highest()).reduce(reduction_dims, mean_with_nan).reshape(post_reduce_dims);
+}
+
+
+/** CuboidAvgPooling
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies an average pooling over a multichannel input volume.
+  *
+  * The input parameter is expected to be a tensor with a rank of 5 (channels, depth, height, width, others, and the reverse of that in row-major).
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the input. The dimensions of the result will be channels, depth, width, and others (in col-major, and the reverse of that if the input was row-major).
+  *
+  * The order of the depth, width and height dimensions can be swapped if needed.
+  *
+*/
+#if !defined(EIGEN_HAS_INDEX_LIST)
+template <typename Input>
+EIGEN_ALWAYS_INLINE static const TensorReshapingOp<
+    const Eigen::DSizes<DenseIndex, internal::traits<Input>::NumDimensions>,
+    const TensorReductionOp<
+        internal::AvgPoolMeanReducer<float>, const Eigen::array<int, 1>,
+        const TensorReshapingOp<
+            const Eigen::DSizes<DenseIndex, 3>,
+            const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Input> > > >
+#else
+template <typename Input>
+EIGEN_ALWAYS_INLINE static const TensorReshapingOp<
+      const Eigen::DSizes<DenseIndex, internal::traits<Input>::NumDimensions>,
+      const TensorReductionOp<
+          internal::AvgPoolMeanReducer<float>,
+          const Eigen::IndexList<Eigen::type2index<1> >,
+          const TensorReshapingOp<
+              const Eigen::DSizes<DenseIndex, 3>,
+              const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Input> > > >
+#endif
+CuboidAvgPooling(const Input& input, DenseIndex patchPlanes,
+                 DenseIndex patchRows, DenseIndex patchCols,
+                 DenseIndex stridePlanes, DenseIndex strideRows,
+                 DenseIndex strideCols, const PaddingType padding_type) {
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == 5, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+
+  static const int idxPlanes = isColMajor ? 1 : 3;
+  static const int idxRows = 2;
+  static const int idxCols = isColMajor ? 3 : 1;
+  // Molds the output of the reduction into the shape expected by the used
+  // (assuming col-major):
+  // - 1st dim: channels
+  // - 2nd dim: outupt depth
+  // - 3rd dim: output height
+  // - 4th dim: output width
+  // - 5th dim and beyond: everything else including batch size
+  Eigen::DSizes<DenseIndex, internal::traits<Input>::NumDimensions> post_reduce_dims;
+  post_reduce_dims[0] = in.dimension(0);
+  if (padding_type == PADDING_VALID) {
+    post_reduce_dims[idxPlanes] = numext::ceil((in.dimension(idxPlanes) - patchPlanes + 1.f) / static_cast<float>(stridePlanes));
+    post_reduce_dims[idxRows] = numext::ceil((in.dimension(idxRows) - patchRows + 1.f) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil((in.dimension(idxCols) - patchCols + 1.f) / static_cast<float>(strideCols));
+  } else {
+    post_reduce_dims[idxPlanes] = numext::ceil(in.dimension(idxPlanes) / static_cast<float>(stridePlanes));
+    post_reduce_dims[idxRows] = numext::ceil(in.dimension(idxRows) / static_cast<float>(strideRows));
+    post_reduce_dims[idxCols] = numext::ceil(in.dimension(idxCols) / static_cast<float>(strideCols));
+  }
+  post_reduce_dims[4] = in.dimension(4);
+
+  Eigen::DSizes<DenseIndex, 3> pre_reduce_dims;
+  pre_reduce_dims[1] = patchRows * patchCols * patchPlanes;
+  if (isColMajor) {
+    pre_reduce_dims[0] = post_reduce_dims[0];
+    pre_reduce_dims[2] = post_reduce_dims[1] * post_reduce_dims[2] * post_reduce_dims[3] * post_reduce_dims[4];
+  } else {
+    pre_reduce_dims[0] = post_reduce_dims[0] * post_reduce_dims[1] * post_reduce_dims[2] * post_reduce_dims[3];
+    pre_reduce_dims[2] = post_reduce_dims[4];
+  }
+
+  typedef typename internal::remove_const<typename internal::traits<Input>::Scalar>::type CoeffReturnType;
+  internal::AvgPoolMeanReducer<CoeffReturnType> mean_with_nan;
+
+#if !defined(EIGEN_HAS_INDEX_LIST)
+  // nvcc doesn't support cxx11
+  Eigen::array<int, 1> reduction_dims;
+  reduction_dims[0] = 1;
+#else
+  // Take advantage of cxx11 to give the compiler information it can use to
+  // optimize the code.
+  Eigen::IndexList<Eigen::type2index<1> > reduction_dims;
+#endif
+  return input.extract_volume_patches(patchPlanes, patchRows, patchCols,
+                                      stridePlanes, strideRows, strideCols,
+                                      padding_type, -Eigen::NumTraits<float>::highest())
+      .reshape(pre_reduce_dims)
+      .reduce(reduction_dims, mean_with_nan)
+      .reshape(post_reduce_dims);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_NEURAL_NETWORKS_POOLING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/SoftMax.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/SoftMax.h
new file mode 100644
index 0000000000..223ae28ffd
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/SoftMax.h
@@ -0,0 +1,82 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_SOFTMAX_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_SOFTMAX_H
+
+namespace Eigen {
+
+/** SoftMax
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies a softmax
+  *
+  * The input parameter is expected to be a col-major tensor with a rank of 2 (depth and other).
+  *
+  * The result can be assigned to a tensor of rank and dimensions equal to that of the input. The result will be laid out in col-major order.
+  *
+*/
+
+namespace {
+struct SoftmaxOp {
+  SoftmaxOp(const float beta) : beta_(beta) { }
+
+  template <typename Input>
+  typename Input::Dimensions dimensions(const Input& input) const {
+    return input.dimensions();
+  }
+
+  template <typename Input, typename Output, typename Device>
+  void eval(const Input& input, Output& output, const Device& device) const
+  {
+#if !defined(EIGEN_HAS_INDEX_LIST)
+    // nvcc doesn't support cxx11
+    Eigen::array<typename internal::traits<Input>::Index, 1> depth_dim;
+    depth_dim[0] = 0;
+    Eigen::array<typename internal::traits<Input>::Index, 2> bcast;
+    bcast[0] = dimensions(input)[0];
+    bcast[1] = 1;
+    DSizes<typename internal::traits<Input>::Index, 2> dims2d;
+    dims2d[0] = 1;
+    dims2d[1] = dimensions(input)[1];
+#else
+    // Take advantage of cxx11 to give the compiler information it can use to
+    // optimize the code.
+    Eigen::IndexList<Eigen::type2index<0>> depth_dim;
+    Eigen::IndexList<int, Eigen::type2index<1>> bcast;
+    bcast.set(0, dimensions(input)[0]);
+    Eigen::IndexList<Eigen::type2index<1>, typename internal::traits<Input>::Index> dims2d;
+    dims2d.set(1, dimensions(input)[1]);
+#endif
+
+    output.device(device) = ((input - input.maximum(depth_dim).eval().reshape(dims2d).broadcast(bcast)) * beta_).exp();
+    output.device(device) = output / (output.sum(depth_dim).eval().reshape(dims2d).broadcast(bcast));
+  }
+
+ private:
+  const float beta_;
+};
+}
+
+
+template <typename Input>
+EIGEN_ALWAYS_INLINE
+static const TensorCustomUnaryOp<const SoftmaxOp, const Input>
+SoftMax(const Input& input, const float beta)
+{
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::Layout == ColMajor, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::NumDimensions == 2, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+  const SoftmaxOp op(beta);
+  return input.customOp(op);
+}
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_NEURAL_NETWORKS_SOFTMAX_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/SpatialConvolutions.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/SpatialConvolutions.h
new file mode 100644
index 0000000000..34a9fcf037
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/SpatialConvolutions.h
@@ -0,0 +1,634 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_NEURAL_NETWORKS_SPATIAL_CONVOLUTIONS_H
+#define EIGEN_CXX11_NEURAL_NETWORKS_SPATIAL_CONVOLUTIONS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// These optimizations require vector instructions
+#ifdef EIGEN_VECTORIZE
+
+// TODO: Consolidate this part of the code with the image patch extraction code
+// since they are both very similar.
+template <typename NewDimension, DenseIndex Rows, DenseIndex Cols, typename ArgType, typename Device,
+          typename Scalar, typename Index,
+          typename nocontract_t, typename contract_t,
+          int Side, size_t packet_size,
+          bool inner_dim_contiguous, bool inner_dim_reordered, int Alignment>
+class TensorContractionInputMapper<Scalar, Index, Side, TensorEvaluator<const TensorReshapingOp<NewDimension, const TensorImagePatchOp<Rows, Cols, ArgType> >, Device>, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment>
+{
+ public:
+  typedef TensorContractionInputMapper<Scalar, Index, Side, TensorEvaluator<const TensorReshapingOp<NewDimension, const TensorImagePatchOp<Rows, Cols, ArgType> >, Device>, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> Self;
+  typedef Self SubMapper;
+  typedef Self VectorMapper;
+  typedef Self LinearMapper;
+  typedef typename packet_traits<Scalar>::type Packet;
+
+  TensorContractionInputMapper(const TensorEvaluator<const TensorReshapingOp<NewDimension, const TensorImagePatchOp<Rows, Cols, ArgType> >, Device>& tensor,
+                               const nocontract_t&, const nocontract_t&,
+                               const contract_t&, const contract_t&,
+                               const Index depth_offset = 0, const Index col_offset = 0)
+      : m_depth_offset(depth_offset), m_col_offset(col_offset), m_impl(tensor.impl().impl())
+  {
+    if (internal::traits<ArgType>::Layout == ColMajor) {
+      m_patch_depth = tensor.impl().dimensions()[0];
+      m_patch_rows = tensor.impl().dimensions()[1];
+      m_patch_cols = tensor.impl().dimensions()[2];
+      m_num_patches = tensor.impl().dimensions()[3];
+    } else {
+      static const int NumDims = tensor.impl().dimensions().size();
+      m_patch_depth = tensor.impl().dimensions()[NumDims - 1];
+      m_patch_rows = tensor.impl().dimensions()[NumDims - 2];
+      m_patch_cols = tensor.impl().dimensions()[NumDims - 3];
+      m_num_patches = tensor.impl().dimensions()[NumDims - 4];
+    }
+    m_patch_row_inflate_strides = tensor.impl().rowInflateStride();
+    m_patch_col_inflate_strides = tensor.impl().colInflateStride();
+
+    m_colStride = m_patch_rows;
+
+    m_outputRows = tensor.impl().outputRows();
+    m_row_strides = tensor.impl().userRowStride();
+    m_col_strides = tensor.impl().userColStride();
+
+    m_in_row_strides = tensor.impl().userInRowStride();
+    m_in_col_strides = tensor.impl().userInColStride();
+
+    if (internal::traits<ArgType>::Layout == ColMajor) {
+      m_inputRows = tensor.impl().impl().dimensions()[1];
+      m_inputCols = tensor.impl().impl().dimensions()[2];
+    } else {
+      static const int NumDims = tensor.impl().impl().dimensions().size();
+      m_inputRows = tensor.impl().impl().dimensions()[NumDims - 2];
+      m_inputCols = tensor.impl().impl().dimensions()[NumDims - 3];
+    }
+
+    m_rowInputStride = m_patch_depth;
+    m_colInputStride = m_patch_depth * m_inputRows;
+    m_patchInputStride = m_patch_depth * m_inputRows * m_inputCols;
+
+    m_rowPaddingTop = tensor.impl().rowPaddingTop();
+    m_colPaddingLeft = tensor.impl().colPaddingLeft();
+
+    m_fastInputRowStride = internal::TensorIntDivisor<Index>(m_patch_row_inflate_strides);
+    m_fastInputColStride = internal::TensorIntDivisor<Index>(m_patch_col_inflate_strides);
+    m_fastNumPatches = internal::TensorIntDivisor<Index>(m_num_patches);
+    m_fastColStride = internal::TensorIntDivisor<Index>(m_colStride);
+    m_fastOutputRows = internal::TensorIntDivisor<Index>(m_outputRows);
+    m_fastDimZero = internal::TensorIntDivisor<Index>(m_patch_depth);
+
+    computeBaseIndices(m_col_offset, m_rowIndex, m_colIndex, m_otherIndex);
+  }
+
+  TensorContractionInputMapper(const TensorContractionInputMapper& base_mapper,
+                               const Index depth_offset,
+                               const Index col_offset) : m_depth_offset(depth_offset), m_col_offset(col_offset), m_impl(base_mapper.m_impl) {
+    m_patch_depth = base_mapper.m_patch_depth;
+    m_patch_rows = base_mapper.m_patch_rows;
+    m_patch_cols = base_mapper.m_patch_cols;
+    m_num_patches = base_mapper.m_num_patches;
+    m_patch_row_inflate_strides = base_mapper.m_patch_row_inflate_strides;
+    m_patch_col_inflate_strides = base_mapper.m_patch_col_inflate_strides;
+
+    m_colStride = base_mapper.m_colStride;
+
+    m_rowInputStride = base_mapper.m_rowInputStride;
+    m_colInputStride = base_mapper.m_colInputStride;
+    m_patchInputStride = base_mapper.m_patchInputStride;
+
+    m_inputRows = base_mapper.m_inputRows;
+    m_inputCols = base_mapper.m_inputCols;
+
+    m_outputRows = base_mapper.m_outputRows;
+    m_row_strides = base_mapper.m_row_strides;
+    m_col_strides = base_mapper.m_col_strides;
+
+    m_in_row_strides = base_mapper.m_in_row_strides;
+    m_in_col_strides = base_mapper.m_in_col_strides;
+
+    m_rowPaddingTop = base_mapper.m_rowPaddingTop;
+    m_colPaddingLeft = base_mapper.m_colPaddingLeft;
+
+    m_fastInputRowStride = base_mapper.m_fastInputRowStride;
+    m_fastInputColStride = base_mapper.m_fastInputColStride;
+    m_fastNumPatches = base_mapper.m_fastNumPatches;
+    m_fastColStride = base_mapper.m_fastColStride;
+    m_fastOutputRows = base_mapper.m_fastOutputRows;
+    m_fastDimZero = base_mapper.m_fastDimZero;
+
+    computeBaseIndices(m_col_offset, m_rowIndex, m_colIndex, m_otherIndex);
+  }
+
+ // If true, turns off some optimizations for loading packets since the image
+  // patches are "non-standard" such as there are non-trivial strides or
+  // inflations in the input.
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE bool nonStandardPatches() const {
+    return m_in_row_strides != 1 || m_in_col_strides != 1 || m_patch_row_inflate_strides != 1 || m_patch_col_inflate_strides != 1;
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE SubMapper getSubMapper(Index i, Index j) const {
+    return SubMapper(*this, m_depth_offset + i, m_col_offset + j);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE LinearMapper getLinearMapper(Index i, Index j) const {
+    return LinearMapper(*this, m_depth_offset + i, m_col_offset + j);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Scalar operator()(Index row) const {
+    return loadCoeff(row + m_depth_offset, m_rowIndex, m_colIndex, m_otherIndex);
+  }
+
+  // Load the coefficient at the patchIndex location instead of the usual m_rowIndex,
+  // m_colIndex, m_otherIndex. This is currently only used by the gpu code.  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Scalar operator()(Index row, Index patchIndex) const {
+    checkZeroOffsets();
+    Index rowIndex, colIndex, otherIndex;
+    computeBaseIndices(patchIndex, rowIndex, colIndex, otherIndex);
+    return loadCoeff(row, rowIndex, colIndex, otherIndex);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Packet loadPacket(Index row) const {
+    return loadPacket(row + m_depth_offset, m_rowIndex, m_colIndex, m_otherIndex);
+  }
+
+  // Load the packet at the patchIndex location instead of the usual m_rowIndex,
+  // m_colIndex, m_otherIndex. This is currently only used by the gpu code.
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Packet loadPacket(Index row, Index patchIndex) const {
+    checkZeroOffsets();
+    Index rowIndex, colIndex, otherIndex;
+    computeBaseIndices(patchIndex, rowIndex, colIndex, otherIndex);
+    return loadPacket(row, rowIndex, colIndex, otherIndex);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index patchDepth() const { return m_patch_depth; }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index patchRows() const { return m_patch_rows; }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index patchCols() const { return m_patch_cols; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE bool padRow(const Index row) const {
+    const Index r = m_rowIndex + row;
+    return r < 0 | r >= m_inputRows;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE bool padCol(const Index col) const {
+    const Index c = m_colIndex + col;
+    return c < 0 | c >= m_inputCols;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index baseIndex(const Index row, const Index col) const {
+    const Index r = m_rowIndex + row;
+    const Index c = m_colIndex + col;
+    return r * m_rowInputStride + c * m_colInputStride + m_otherIndex;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Packet packetNoPadding(const Index depth, const Index baseIndex) const {
+    const Index inputIndex = depth + baseIndex;
+    return m_impl.template packet<Unaligned>(inputIndex);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index rowOffset() const {
+    const Index patchOffset = m_depth_offset / m_fastDimZero;
+    const Index colOffset = patchOffset / m_fastColStride;
+    return patchOffset-colOffset*m_colStride;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index colOffset() const {
+    const Index patchOffset = m_depth_offset / m_fastDimZero;
+    const Index colOffset = patchOffset / m_fastColStride;
+    return colOffset;
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Index depthOffset() const {
+    const Index patchOffset = m_depth_offset % m_patch_depth;
+    return patchOffset;
+  }
+
+ private:
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Scalar loadCoeff(Index patchId, Index rowIndex, Index colIndex, Index otherIndex) const {
+    // Find the offset of the element wrt the location of the first element.
+    const Index patchOffset = patchId / m_fastDimZero;
+
+    const Index colOffset = patchOffset / m_fastColStride;
+    const Index inputCol = colIndex + colOffset * m_in_col_strides;
+    const Index origInputCol = (m_patch_col_inflate_strides == 1) ? inputCol : ((inputCol >= 0) ? (inputCol / m_fastInputColStride) : 0);
+    const Index rowOffset = patchOffset - colOffset * m_colStride;
+    const Index inputRow = rowIndex + rowOffset * m_in_row_strides;
+    const Index origInputRow = (m_patch_row_inflate_strides == 1) ? inputRow : ((inputRow >= 0) ? (inputRow / m_fastInputRowStride) : 0);
+    if (origInputCol < 0 | origInputRow < 0 | origInputCol >= m_inputCols | origInputRow >= m_inputRows |
+        (inputCol != origInputCol * m_patch_col_inflate_strides) | (inputRow != origInputRow * m_patch_row_inflate_strides)) {
+      return Scalar(0);
+    }
+    const Index depth = patchId - patchOffset * m_patch_depth;
+    const Index inputIndex = depth + origInputRow * m_rowInputStride + origInputCol * m_colInputStride + otherIndex;
+    return m_impl.coeff(inputIndex);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_ALWAYS_INLINE Packet loadPacket(Index patchId, Index rowIndex, Index colIndex, Index otherIndex) const {
+    const Index packetSize = internal::unpacket_traits<Packet>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(patchId < m_patch_depth*m_patch_rows*m_patch_cols);
+
+    if (nonStandardPatches()) {
+      return packetWithPossibleZero(patchId, rowIndex, colIndex, otherIndex);
+    }
+
+    if ((m_patch_depth % packetSize) == 0) {
+      // Find the offset of the element wrt the location of the first element.
+      const Index patchOffset = patchId / m_fastDimZero;
+      eigen_assert((patchId + packetSize - 1)  / m_fastDimZero == patchOffset);
+
+      const Index colOffset = patchOffset / m_fastColStride;
+      const Index inputCol = colIndex + colOffset;
+      const Index rowOffset = patchOffset - colOffset*m_colStride;
+      const Index inputRow = rowIndex + rowOffset;
+      if (inputCol < 0 | inputRow < 0 | inputCol >= m_inputCols | inputRow >= m_inputRows) {
+        // all zeros
+        return internal::pset1<Packet>(Scalar(0));
+      }
+      // no padding
+      const Index depth = patchId - patchOffset * m_patch_depth;
+      const Index inputIndex = depth + inputRow * m_rowInputStride + inputCol * m_colInputStride + otherIndex;
+      return m_impl.template packet<Unaligned>(inputIndex);
+    }
+    else {
+      const Index patchOffsets[2] = {patchId / m_fastDimZero, (patchId + packetSize - 1) / m_fastDimZero};
+
+      const Index colOffsets[2] = {patchOffsets[0] / m_fastColStride, patchOffsets[1] / m_fastColStride};
+
+      const Index inputCols[2] = {colIndex + colOffsets[0], colIndex + colOffsets[1]};
+      if (inputCols[0] >= m_inputCols | inputCols[1] < 0) {
+        // all zeros
+        return internal::pset1<Packet>(Scalar(0));
+      }
+
+      if (inputCols[0] == inputCols[1]) {
+        const Index rowOffsets[2] = {patchOffsets[0] - colOffsets[0]*m_colStride, patchOffsets[1] - colOffsets[1]*m_colStride};
+        eigen_assert(rowOffsets[0] <= rowOffsets[1]);
+        const Index inputRows[2] = {rowIndex + rowOffsets[0], rowIndex + rowOffsets[1]};
+
+        if (inputRows[0] >= m_inputRows | inputRows[1] < 0) {
+          // all zeros
+          return internal::pset1<Packet>(Scalar(0));
+        }
+
+        if (inputRows[0] >= 0 & inputRows[1] < m_inputRows) {
+          // no padding
+          const Index depth = patchId - patchOffsets[0] * m_patch_depth;
+          const Index inputIndex = depth + inputRows[0] * m_rowInputStride + inputCols[0] * m_colInputStride + otherIndex;
+          return m_impl.template packet<Unaligned>(inputIndex);
+        }
+      }
+    }
+    return packetWithPossibleZero(patchId, rowIndex, colIndex, otherIndex);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Packet packetWithPossibleZero(Index patchId, Index rowIndex, Index colIndex, Index otherIndex) const
+  {
+    const int packetSize = internal::unpacket_traits<Packet>::size;
+    EIGEN_ALIGN_MAX typename internal::remove_const<Scalar>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = loadCoeff(patchId+i, rowIndex, colIndex, otherIndex);
+    }
+    Packet rslt = internal::pload<Packet>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void computeBaseIndices(Index patchIndex, Index& rowIndex, Index& colIndex, Index& otherIndex) const {
+    const int NumInputDims = array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+    otherIndex = (NumInputDims == 3) ? 0 : patchIndex / m_fastNumPatches;
+    const Index patch2DIndex = (NumInputDims == 3) ? patchIndex : (patchIndex - otherIndex * m_num_patches);
+    otherIndex *= m_patchInputStride;
+    colIndex = patch2DIndex / m_fastOutputRows;
+    rowIndex = patch2DIndex - colIndex * m_outputRows;
+    colIndex = colIndex * m_col_strides - m_colPaddingLeft;
+    rowIndex = rowIndex * m_row_strides - m_rowPaddingTop;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE void checkZeroOffsets() const {
+    eigen_assert(m_col_offset == 0);
+    eigen_assert(m_depth_offset == 0);
+    eigen_assert(m_rowIndex == 0);
+    eigen_assert(m_colIndex == 0);
+    eigen_assert(m_otherIndex == 0);
+  }
+
+  Index m_depth_offset;  // First row in the input matrix
+  Index m_col_offset;    // First col in the input matrix
+
+  Index m_patch_depth;   // patch depth, which is equal to the input depth
+  Index m_patch_rows;    // number of rows in the patch
+  Index m_patch_cols;    // number of colums in the patch
+  Index m_num_patches;   // number of patches to extract.
+  Index m_patch_row_inflate_strides;  // the strides for row inflation in the image patch
+  Index m_patch_col_inflate_strides;  // the strides for col inflation in the image patch
+  // Fast representation of inflation strides.
+  internal::TensorIntDivisor<Index> m_fastInputRowStride;
+  internal::TensorIntDivisor<Index> m_fastInputColStride;
+
+  Index m_otherStride;
+  Index m_colStride;
+  internal::TensorIntDivisor<Index> m_fastNumPatches;
+  internal::TensorIntDivisor<Index> m_fastColStride;
+
+  Index m_rowInputStride;     // row stride in the input tensor
+  Index m_colInputStride;     // col stride in the input tensor
+  Index m_patchInputStride;   // patch stride in the input tensor
+
+  Index m_inputRows;     // Number of rows in the input tensor
+  Index m_inputCols;     // Number of cols in the input tensor
+
+  Index m_outputRows;    // Number of patch rows
+
+  Index m_row_strides;   // User specified row stride
+  Index m_col_strides;   // User specified col stride
+
+  Index m_in_row_strides;  // User specified input row stride
+  Index m_in_col_strides;  // User specified input col stride
+
+  Index m_rowPaddingTop;    // Row padding
+  Index m_colPaddingLeft;   // Column padding
+
+  internal::TensorIntDivisor<Index> m_fastOutputRows;
+  internal::TensorIntDivisor<Index> m_fastDimZero;
+
+  Index m_rowIndex;        // precomputed row index corresponding to the col offset
+  Index m_colIndex;        // precomputed col index corresponding to the col offset
+  Index m_otherIndex;      // precomputed other index corresponding to the col offset
+
+  const TensorEvaluator<ArgType, Device> m_impl;
+};
+
+
+template <typename NewDimension, DenseIndex Rows, DenseIndex Cols, typename ArgType, typename Device,
+          typename Scalar, typename Index,
+          typename nocontract_t, typename contract_t,
+          int Side, size_t packet_size,
+          bool inner_dim_contiguous, bool inner_dim_reordered, int Alignment, int nr>
+struct gemm_pack_rhs<Scalar, Index, TensorContractionInputMapper<Scalar, Index, Side, TensorEvaluator<const TensorReshapingOp<NewDimension, const TensorImagePatchOp<Rows, Cols, ArgType> >, Device>, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment>, nr, ColMajor, false, false> {
+
+  typedef TensorContractionInputMapper<Scalar, Index, Side, TensorEvaluator<const TensorReshapingOp<NewDimension, const TensorImagePatchOp<Rows, Cols, ArgType> >, Device>, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> DataMapper;
+
+  static inline Index ceil_div(Index a, Index b) {
+    return (a + b - 1) / b;
+  }
+
+  EIGEN_DONT_INLINE void operator()(Scalar* block, const DataMapper& rhs, Index depth, Index cols, Index stride=0, Index offset=0) const {
+    eigen_assert(stride == 0);
+    eigen_assert(offset == 0);
+
+    EIGEN_STATIC_ASSERT((nr == 4), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    typedef typename DataMapper::LinearMapper LinearMapper;
+    typedef typename packet_traits<Scalar>::type Packet;
+
+    const Index packet_cols4 = (cols/4) * 4;
+    const Index peeled_k = (depth/packet_size) * packet_size;
+
+    for(Index j2=0; j2<packet_cols4; j2+=4)
+    {
+      const LinearMapper dm0 = rhs.getLinearMapper(0, j2 + 0);
+      const LinearMapper dm1 = rhs.getLinearMapper(0, j2 + 1);
+      const LinearMapper dm2 = rhs.getLinearMapper(0, j2 + 2);
+      const LinearMapper dm3 = rhs.getLinearMapper(0, j2 + 3);
+
+      Index k=0;
+      if((packet_size%4)==0 && !rhs.nonStandardPatches())
+      {
+        const Index patch_depth = rhs.patchDepth();
+        if ((patch_depth % packet_size) == 0) {
+          const Index patch_cols = rhs.patchCols();
+          const Index patch_rows = rhs.patchRows();
+
+          const Index startCol = rhs.colOffset();
+          const Index max_cols = std::min<Index>(ceil_div(peeled_k, patch_rows*patch_depth)+startCol, patch_cols);
+
+          for (Index c = startCol; c < max_cols; ++c) {
+            eigen_assert(k < peeled_k);
+            const Index startRow = (c == startCol) ? rhs.rowOffset() : 0;
+            const Index max_rows = std::min<Index>(ceil_div(peeled_k-c*patch_rows*patch_depth, patch_depth)+startRow, patch_rows);
+
+            const bool pad_col0 = dm0.padCol(c);
+            const bool pad_col1 = dm1.padCol(c);
+            const bool pad_col2 = dm2.padCol(c);
+            const bool pad_col3 = dm3.padCol(c);
+            for (Index r = startRow; r < max_rows; ++r) {
+              eigen_assert(k < peeled_k);
+              const bool pad0 = pad_col0 || dm0.padRow(r);
+              const bool pad1 = pad_col1 || dm1.padRow(r);
+              const bool pad2 = pad_col2 || dm2.padRow(r);
+              const bool pad3 = pad_col3 || dm3.padRow(r);
+
+              const Index idx0 = dm0.baseIndex(r, c);
+              const Index idx1 = dm1.baseIndex(r, c);
+              const Index idx2 = dm2.baseIndex(r, c);
+              const Index idx3 = dm3.baseIndex(r, c);
+
+              const Index startDepth = ((c == startCol) && (r == startRow)) ? rhs.depthOffset() : 0;
+              const Index max_depth = std::min<Index>(peeled_k-c*patch_rows*patch_depth-r*patch_depth+startDepth, patch_depth);
+              eigen_assert(max_depth % packet_size == 0);
+              for (Index d = startDepth; d < max_depth; d += packet_size) {
+                eigen_assert(k < peeled_k);
+                PacketBlock<Packet, 4> kernel;
+                kernel.packet[0] = pad0 ? pset1<Packet>(0) : dm0.packetNoPadding(d, idx0);
+                kernel.packet[1] = pad1 ? pset1<Packet>(0) : dm1.packetNoPadding(d, idx1);
+                kernel.packet[2] = pad2 ? pset1<Packet>(0) : dm2.packetNoPadding(d, idx2);
+                kernel.packet[3] = pad3 ? pset1<Packet>(0) : dm3.packetNoPadding(d, idx3);
+                ptranspose(kernel);
+                pstoreu(block+0*packet_size, kernel.packet[0]);
+                pstoreu(block+1*packet_size, kernel.packet[1]);
+                pstoreu(block+2*packet_size, kernel.packet[2]);
+                pstoreu(block+3*packet_size, kernel.packet[3]);
+                block+=4*packet_size;
+                k += packet_size;
+              }
+            }
+          }
+        }
+
+        for(; k<peeled_k; k+=packet_size) {
+          PacketBlock<Packet, 4> kernel;
+          kernel.packet[0] = dm0.loadPacket(k);
+          kernel.packet[1] = dm1.loadPacket(k);
+          kernel.packet[2] = dm2.loadPacket(k);
+          kernel.packet[3] = dm3.loadPacket(k);
+          ptranspose(kernel);
+          pstoreu(block+0*packet_size, kernel.packet[0]);
+          pstoreu(block+1*packet_size, kernel.packet[1]);
+          pstoreu(block+2*packet_size, kernel.packet[2]);
+          pstoreu(block+3*packet_size, kernel.packet[3]);
+          block+=4*packet_size;
+        }
+      }
+      for(; k<depth; k++)
+      {
+        block[0] = dm0(k);
+        block[1] = dm1(k);
+        block[2] = dm2(k);
+        block[3] = dm3(k);
+        block += 4;
+      }
+    }
+
+    // copy the remaining columns one at a time (nr==1)
+    for(Index j2=packet_cols4; j2<cols; ++j2)
+    {
+      const LinearMapper dm0 = rhs.getLinearMapper(0, j2);
+      for(Index k=0; k<depth; k++)
+      {
+        *block = dm0(k);
+        block += 1;
+      }
+    }
+  }
+};
+
+#endif  // EIGEN_VECTORIZE
+}  // end namespace internal
+
+
+/** SpatialConvolution
+  * \ingroup CXX11_NeuralNetworks_Module
+  *
+  * \brief Applies a 2D convolution over a multichannel input image.
+  *
+  * The input parameter is expected to be a tensor with a rank of 3 or more (channels, height, width, and optionally others)
+  * The kernel parameter is expected to be a 4D tensor (filters, channels, kernel_height, kernel_width)
+  * The input and the kernel must both be in col-major layout. The result will also be in col-major layout.
+  *
+  * If in_stride > 1, then applies convolution with holes (aka atrous convolution), sampling every in_stride input pixels.
+  *
+  * The result can be assigned to a tensor of rank equal to the rank of the input. The dimensions of the result will be filters, height, width (and others if applicable).
+  *
+  * It is possible to swap the order of the width and height dimensions provided that the same order is used in the input, the kernel, and the output.
+  *
+  */
+template <typename Input, typename Kernel>
+EIGEN_ALWAYS_INLINE
+static const typename internal::conditional<
+  internal::traits<Input>::Layout == ColMajor,
+  TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>, const TensorContractionOp<const array<IndexPair<typename internal::traits<Input>::Index>, 1>, const TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, 2>, const Kernel>, const TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, 2>, const TensorImagePatchOp<Dynamic, Dynamic, const Input> > > >,
+  TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, internal::traits<Input>::NumDimensions>, const TensorContractionOp<const array<IndexPair<typename internal::traits<Input>::Index>, 1>, const TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, 2>, const TensorImagePatchOp<Dynamic, Dynamic, const Input> >, const TensorReshapingOp<const DSizes<typename internal::traits<Input>::Index, 2>, const Kernel> > > >::type
+SpatialConvolution(const Input& input, const Kernel& kernel, const DenseIndex stride = 1, const PaddingType padding_type = PADDING_SAME, const DenseIndex in_stride = 1) {
+
+  typedef typename internal::traits<Input>::Index TensorIndex;
+  TensorRef<Tensor<typename internal::traits<Input>::Scalar, internal::traits<Input>::NumDimensions, internal::traits<Input>::Layout, TensorIndex> > in(input);
+  TensorRef<Tensor<typename internal::traits<Kernel>::Scalar, internal::traits<Kernel>::NumDimensions, internal::traits<Kernel>::Layout, TensorIndex> > kern(kernel);
+
+  EIGEN_STATIC_ASSERT(internal::traits<Input>::Layout == internal::traits<Kernel>::Layout, YOU_MADE_A_PROGRAMMING_MISTAKE);
+  static const bool isColMajor = (internal::traits<Input>::Layout == ColMajor);
+
+  static const int NumDims = internal::traits<Input>::NumDimensions;
+
+  // Number of filters to apply. This is the same as the output depth of the result
+  const TensorIndex kernelFilters = isColMajor ? kern.dimensions()[0] : kern.dimensions()[3];
+  // Number of channels. This is the same as the input depth.
+  const TensorIndex kernelChannels = isColMajor ? kern.dimensions()[1] : kern.dimensions()[2];
+  const TensorIndex kernelRows = isColMajor ? kern.dimensions()[2] : kern.dimensions()[1];
+  const TensorIndex kernelCols = isColMajor ? kern.dimensions()[3] : kern.dimensions()[0];
+
+  const DenseIndex kernelRowsEff = kernelRows + (kernelRows - 1) * (in_stride - 1);
+  const DenseIndex kernelColsEff = kernelCols + (kernelCols - 1) * (in_stride - 1);
+
+  array<IndexPair<TensorIndex>, 1> contract_dims;
+  contract_dims[0] = IndexPair<TensorIndex>(1, 0);
+
+  const TensorIndex InputRows = isColMajor ? in.dimension(1) : in.dimension(NumDims - 2);
+  const TensorIndex InputCols = isColMajor ? in.dimension(2) : in.dimension(NumDims - 3);
+
+  TensorIndex out_height;
+  TensorIndex out_width;
+  switch (padding_type) {
+    case PADDING_VALID:
+      out_height = numext::ceil((InputRows - kernelRowsEff + 1.f) / static_cast<float>(stride));
+      out_width = numext::ceil((InputCols - kernelColsEff + 1.f) / static_cast<float>(stride));
+      break;
+    case PADDING_SAME:
+      out_height = numext::ceil(InputRows / static_cast<float>(stride));
+      out_width = numext::ceil(InputCols / static_cast<float>(stride));
+      break;
+    default:
+      eigen_assert(false && "unexpected padding");
+  }
+
+  // Molds the output of the patch extraction code into a 2d tensor:
+  // - the first dimension (dims[0]): the patch values to be multiplied with the kernels
+  // - the second dimension (dims[1]): everything else
+  DSizes<TensorIndex, 2> pre_contract_dims;
+  if (isColMajor) {
+    pre_contract_dims[0] = kernelChannels * kernelRows * kernelCols;
+    pre_contract_dims[1] = out_height * out_width;
+    for (int i = 3; i < NumDims; ++i) {
+      pre_contract_dims[1] *= in.dimension(i);
+    }
+  } else {
+    pre_contract_dims[1] = kernelChannels * kernelRows * kernelCols;
+    pre_contract_dims[0] = out_height * out_width;
+    for (int i = 0; i < NumDims - 3; ++i) {
+      pre_contract_dims[0] *= in.dimension(i);
+    }
+  }
+
+  // Molds the output of the contraction into the shape expected by the used
+  // (assuming this is ColMajor):
+  // - 1st dim: kernel filters
+  // - 2nd dim: output height
+  // - 3rd dim: output width
+  // - 4th dim and beyond: everything else including batch size
+  DSizes<TensorIndex, NumDims> post_contract_dims;
+  if (isColMajor) {
+    post_contract_dims[0] = kernelFilters;
+    post_contract_dims[1] = out_height;
+    post_contract_dims[2] = out_width;
+    for (int i = 3; i < NumDims; ++i) {
+      post_contract_dims[i] = in.dimension(i);
+    }
+  } else {
+    post_contract_dims[NumDims - 1] = kernelFilters;
+    post_contract_dims[NumDims - 2] = out_height;
+    post_contract_dims[NumDims - 3] = out_width;
+    for (int i = 0; i < NumDims - 3; ++i) {
+      post_contract_dims[i] = in.dimension(i);
+    }
+  }
+
+  DSizes<TensorIndex, 2> kernel_dims;
+  if (isColMajor) {
+    kernel_dims[0] = kernelFilters;
+    kernel_dims[1] = kernelChannels * kernelRows * kernelCols;
+  } else {
+    kernel_dims[0] = kernelChannels * kernelRows * kernelCols;
+    kernel_dims[1] = kernelFilters;
+  }
+  // TODO(yangke): choose() is defined in TensorContraction.h -- consider
+  // moving it to somewhere more "common".
+  return choose(Cond<internal::traits<Input>::Layout == ColMajor>(),
+                kernel.reshape(kernel_dims).contract(input.extract_image_patches(kernelRows, kernelCols, stride, stride, in_stride, in_stride, padding_type).reshape(pre_contract_dims), contract_dims).reshape(post_contract_dims),
+                input.extract_image_patches(kernelRows, kernelCols, stride, stride, in_stride, in_stride, padding_type).reshape(pre_contract_dims).contract(kernel.reshape(kernel_dims), contract_dims).reshape(post_contract_dims));
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_NEURAL_NETWORKS_SPATIAL_CONVOLUTIONS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/TensorConvolutionByFFT.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/TensorConvolutionByFFT.h
new file mode 100644
index 0000000000..0e72173536
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/NeuralNetworks/TensorConvolutionByFFT.h
@@ -0,0 +1,289 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+// Copyright (C) 2015 Jianwei Cui <thucjw@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CONVOLUTIONBYFFT_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONVOLUTIONBYFFT_H
+
+namespace Eigen {
+
+/** \class TensorConvolutionByFFT
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor convolution class.
+  *
+  *
+  */
+namespace internal {
+
+
+template<typename Dimensions, typename InputXprType, typename KernelXprType>
+struct traits<TensorConvolutionByFFTOp<Dimensions, InputXprType, KernelXprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef typename promote_storage_type<typename InputXprType::Scalar,
+                                        typename KernelXprType::Scalar>::ret Scalar;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename promote_storage_type<typename traits<InputXprType>::StorageKind,
+                                        typename traits<KernelXprType>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<InputXprType>::Index,
+                                      typename traits<KernelXprType>::Index>::type Index;
+  typedef typename InputXprType::Nested LhsNested;
+  typedef typename KernelXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  static const int NumDimensions = traits<InputXprType>::NumDimensions;
+  static const int Layout = traits<InputXprType>::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename Dimensions, typename InputXprType, typename KernelXprType>
+struct eval<TensorConvolutionByFFTOp<Dimensions, InputXprType, KernelXprType>, Eigen::Dense>
+{
+  typedef const TensorConvolutionByFFTOp<Dimensions, InputXprType, KernelXprType>& type;
+};
+
+template<typename Dimensions, typename InputXprType, typename KernelXprType>
+struct nested<TensorConvolutionByFFTOp<Dimensions, InputXprType, KernelXprType>, 1, typename eval<TensorConvolutionByFFTOp<Dimensions, InputXprType, KernelXprType> >::type>
+{
+  typedef TensorConvolutionByFFTOp<Dimensions, InputXprType, KernelXprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename Indices, typename InputXprType, typename KernelXprType>
+class TensorConvolutionByFFTOp : public TensorBase<TensorConvolutionByFFTOp<Indices, InputXprType, KernelXprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorConvolutionByFFTOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorConvolutionByFFTOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::promote_storage_type<typename InputXprType::CoeffReturnType,
+                                                  typename KernelXprType::CoeffReturnType>::ret CoeffReturnType;
+  typedef typename internal::promote_storage_type<typename InputXprType::PacketReturnType,
+                                                  typename KernelXprType::PacketReturnType>::ret PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorConvolutionByFFTOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorConvolutionByFFTOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorConvolutionByFFTOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorConvolutionByFFTOp(const InputXprType& input, const KernelXprType& kernel, const Indices& dims)
+      : m_input_xpr(input), m_kernel_xpr(kernel), m_indices(dims) {}
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const Indices& indices() const { return m_indices; }
+
+    /** \returns the nested expressions */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<typename InputXprType::Nested>::type&
+    inputExpression() const { return m_input_xpr; }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<typename KernelXprType::Nested>::type&
+    kernelExpression() const { return m_kernel_xpr; }
+
+  protected:
+    typename InputXprType::Nested m_input_xpr;
+    typename KernelXprType::Nested m_kernel_xpr;
+    const Indices m_indices;
+};
+
+
+template<typename Indices, typename InputArgType, typename KernelArgType, typename Device>
+struct TensorEvaluator<const TensorConvolutionByFFTOp<Indices, InputArgType, KernelArgType>, Device>
+{
+  typedef TensorConvolutionByFFTOp<Indices, InputArgType, KernelArgType> XprType;
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+
+  static const int NumDims = internal::array_size<typename TensorEvaluator<InputArgType, Device>::Dimensions>::value;
+  static const int NumKernelDims = internal::array_size<Indices>::value;
+  typedef typename XprType::Index Index;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<InputArgType, Device>::IsAligned &
+                TensorEvaluator<KernelArgType, Device>::IsAligned,
+    PacketAccess = false,
+    BlockAccess = false,
+    Layout = TensorEvaluator<InputArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_inputImpl(op.inputExpression(), device), m_kernelImpl(op.kernelExpression(), device), m_kernelArg(op.kernelExpression()), m_kernel(NULL), m_local_kernel(false), m_device(device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<InputArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<KernelArgType, Device>::Layout)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    const typename TensorEvaluator<InputArgType, Device>::Dimensions& input_dims = m_inputImpl.dimensions();
+    const typename TensorEvaluator<KernelArgType, Device>::Dimensions& kernel_dims = m_kernelImpl.dimensions();
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_inputStride[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_inputStride[i] = m_inputStride[i - 1] * input_dims[i - 1];
+      }
+    } else {
+      m_inputStride[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_inputStride[i] = m_inputStride[i + 1] * input_dims[i + 1];
+      }
+    }
+
+    m_dimensions = m_inputImpl.dimensions();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = 0; i < NumKernelDims; ++i) {
+        const Index index = op.indices()[i];
+        const Index input_dim = input_dims[index];
+        const Index kernel_dim = kernel_dims[i];
+        const Index result_dim = input_dim - kernel_dim + 1;
+        m_dimensions[index] = result_dim;
+        if (i > 0) {
+          m_kernelStride[i] = m_kernelStride[i - 1] * kernel_dims[i - 1];
+        } else {
+          m_kernelStride[0] = 1;
+        }
+        m_indexStride[i] = m_inputStride[index];
+      }
+
+      m_outputStride[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_outputStride[i] = m_outputStride[i - 1] * m_dimensions[i - 1];
+      }
+    } else {
+      for (int i = NumKernelDims - 1; i >= 0; --i) {
+        const Index index = op.indices()[i];
+        const Index input_dim = input_dims[index];
+        const Index kernel_dim = kernel_dims[i];
+        const Index result_dim = input_dim - kernel_dim + 1;
+        m_dimensions[index] = result_dim;
+        if (i < NumKernelDims - 1) {
+          m_kernelStride[i] = m_kernelStride[i + 1] * kernel_dims[i + 1];
+        } else {
+          m_kernelStride[NumKernelDims - 1] = 1;
+        }
+        m_indexStride[i] = m_inputStride[index];
+      }
+
+      m_outputStride[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_outputStride[i] = m_outputStride[i + 1] * m_dimensions[i + 1];
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* data) {
+    m_inputImpl.evalSubExprsIfNeeded(NULL);
+    m_kernelImpl.evalSubExprsIfNeeded(NULL);
+
+    typedef typename internal::traits<InputArgType>::Index TensorIndex;
+
+    Tensor<Scalar, NumDims, Layout, TensorIndex> input(m_inputImpl.dimensions());
+    for (int i = 0; i < m_inputImpl.dimensions().TotalSize(); ++i) {
+      input.data()[i] = m_inputImpl.coeff(i);
+    }
+
+    Tensor<Scalar, NumDims, Layout, TensorIndex> kernel(m_kernelImpl.dimensions());
+    for (int i = 0; i < m_kernelImpl.dimensions().TotalSize(); ++i) {
+      kernel.data()[i] = m_kernelImpl.coeff(i);
+    }
+
+    array<std::pair<ptrdiff_t, ptrdiff_t>, NumDims> paddings;
+    for (int i = 0; i < NumDims; ++i) {
+      paddings[i] = std::make_pair(0, m_inputImpl.dimensions()[i] - m_kernelImpl.dimensions()[i]);
+    }
+
+    Eigen::array<bool, NumKernelDims> reverse;
+    for (int i = 0; i < NumKernelDims; ++i) {
+      reverse[i] = true;
+    }
+
+    Eigen::array<bool, NumDims> fft;
+    for (int i = 0; i < NumDims; ++i) {
+      fft[i] = i;
+    }
+
+    Eigen::DSizes<TensorIndex, NumDims> slice_offsets;
+    for (int i = 0; i < NumDims; ++i) {
+      slice_offsets[i] = m_kernelImpl.dimensions()[i] - 1;
+    }
+
+    Eigen::DSizes<TensorIndex, NumDims> slice_extents;
+    for (int i = 0; i < NumDims; ++i) {
+      slice_extents[i] = m_inputImpl.dimensions()[i] - m_kernelImpl.dimensions()[i] + 1;
+    }
+
+    Tensor<Scalar, NumDims, Layout, TensorIndex> kernel_variant =  kernel.reverse(reverse).pad(paddings);
+    Tensor<std::complex<Scalar>, NumDims, Layout, TensorIndex> kernel_fft =  kernel_variant.template fft<Eigen::BothParts, FFT_FORWARD>(fft);
+    //Tensor<std::complex<Scalar>, NumDims, Layout|IndexType> kernel_fft =  kernel.reverse(reverse).pad(paddings).template fft<2>(fft);
+    Tensor<std::complex<Scalar>, NumDims, Layout, TensorIndex> input_fft = input.template fft<Eigen::BothParts, FFT_FORWARD>(fft);
+    Tensor<std::complex<Scalar>, NumDims, Layout, TensorIndex> prod = (input_fft * kernel_fft).template fft<Eigen::BothParts, FFT_REVERSE>(fft);
+    Tensor<std::complex<Scalar>, NumDims, Layout, TensorIndex> tensor_result = prod.slice(slice_offsets, slice_extents);
+
+    for (int i = 0; i < tensor_result.size(); ++i) {
+      data[i] = std::real(tensor_result.data()[i]);
+    }
+    return false;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_inputImpl.cleanup();
+    if (m_local_kernel) {
+      m_device.deallocate((void*)m_kernel);
+      m_local_kernel = false;
+    }
+    m_kernel = NULL;
+  }
+
+  void evalTo(typename XprType::Scalar* buffer) {
+    evalSubExprsIfNeeded(NULL);
+    for (int i = 0; i < dimensions().TotalSize(); ++i) {
+      buffer[i] += coeff(i);
+    }
+    cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    CoeffReturnType result = CoeffReturnType(0);
+    return result;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ private:
+  array<Index, NumDims> m_inputStride;
+  array<Index, NumDims> m_outputStride;
+
+  array<Index, NumKernelDims> m_indexStride;
+  array<Index, NumKernelDims> m_kernelStride;
+  TensorEvaluator<InputArgType, Device> m_inputImpl;
+  TensorEvaluator<KernelArgType, Device> m_kernelImpl;
+  Dimensions m_dimensions;
+
+  KernelArgType m_kernelArg;
+  const Scalar* m_kernel;
+  bool m_local_kernel;
+  const Device& m_device;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONVOLUTIONBYFFT_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/Tensor.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/Tensor.h
new file mode 100644
index 0000000000..9db0d2698f
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/Tensor.h
@@ -0,0 +1,461 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSOR_TENSOR_H
+#define EIGEN_CXX11_TENSOR_TENSOR_H
+
+namespace Eigen {
+
+/** \class Tensor
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief The tensor class.
+  *
+  * The %Tensor class is the work-horse for all \em dense tensors within Eigen.
+  *
+  * The %Tensor class encompasses only dynamic-size objects so far.
+  *
+  * The first two template parameters are required:
+  * \tparam Scalar_ \anchor tensor_tparam_scalar Numeric type, e.g. float, double, int or std::complex<float>.
+  *                 User defined scalar types are supported as well (see \ref user_defined_scalars "here").
+  * \tparam NumIndices_ Number of indices (i.e. rank of the tensor)
+  *
+  * The remaining template parameters are optional -- in most cases you don't have to worry about them.
+  * \tparam Options_ \anchor tensor_tparam_options A combination of either \b #RowMajor or \b #ColMajor, and of either
+  *                 \b #AutoAlign or \b #DontAlign.
+  *                 The former controls \ref TopicStorageOrders "storage order", and defaults to column-major. The latter controls alignment, which is required
+  *                 for vectorization. It defaults to aligning tensors. Note that tensors currently do not support any operations that profit from vectorization.
+  *                 Support for such operations (i.e. adding two tensors etc.) is planned.
+  *
+  * You can access elements of tensors using normal subscripting:
+  *
+  * \code
+  * Eigen::Tensor<double, 4> t(10, 10, 10, 10);
+  * t(0, 1, 2, 3) = 42.0;
+  * \endcode
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_TENSOR_PLUGIN.
+  *
+  * <i><b>Some notes:</b></i>
+  *
+  * <dl>
+  * <dt><b>Relation to other parts of Eigen:</b></dt>
+  * <dd>The midterm developement goal for this class is to have a similar hierarchy as Eigen uses for matrices, so that
+  * taking blocks or using tensors in expressions is easily possible, including an interface with the vector/matrix code
+  * by providing .asMatrix() and .asVector() (or similar) methods for rank 2 and 1 tensors. However, currently, the %Tensor
+  * class does not provide any of these features and is only available as a stand-alone class that just allows for
+  * coefficient access. Also, when fixed-size tensors are implemented, the number of template arguments is likely to
+  * change dramatically.</dd>
+  * </dl>
+  *
+  * \ref TopicStorageOrders
+  */
+
+template<typename Scalar_, std::size_t NumIndices_, int Options_, typename IndexType_>
+class Tensor : public TensorBase<Tensor<Scalar_, NumIndices_, Options_, IndexType_> >
+{
+  public:
+    typedef Tensor<Scalar_, NumIndices_, Options_, IndexType_> Self;
+    typedef TensorBase<Tensor<Scalar_, NumIndices_, Options_, IndexType_> > Base;
+    typedef typename Eigen::internal::nested<Self>::type Nested;
+    typedef typename internal::traits<Self>::StorageKind StorageKind;
+    typedef typename internal::traits<Self>::Index Index;
+    typedef Scalar_ Scalar;
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+    typedef typename Base::PacketReturnType PacketReturnType;
+
+    enum {
+      IsAligned = bool(EIGEN_ALIGN) & !(Options_ & DontAlign),
+      PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+      BlockAccess = false,
+      Layout = Options_ & RowMajor ? RowMajor : ColMajor,
+      CoordAccess = true,
+    };
+
+    static const int Options = Options_;
+    static const std::size_t NumIndices = NumIndices_;
+    typedef DSizes<Index, NumIndices_> Dimensions;
+
+  protected:
+    TensorStorage<Scalar, Dimensions, Options_> m_storage;
+
+  public:
+    // Metadata
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                         rank()                   const { return NumIndices; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                         dimension(std::size_t n) const { return m_storage.dimensions()[n]; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions&             dimensions()    const { return m_storage.dimensions(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                         size()                   const { return m_storage.size(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar                        *data()                        { return m_storage.data(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar                  *data()                  const { return m_storage.data(); }
+
+    // This makes EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    // work, because that uses base().coeffRef() - and we don't yet
+    // implement a similar class hierarchy
+    inline Self& base()             { return *this; }
+    inline const Self& base() const { return *this; }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    EIGEN_DEVICE_FUNC inline const Scalar& coeff(Index firstIndex, Index secondIndex, IndexTypes... otherIndices) const
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 2 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return coeff(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& coeff(const array<Index, NumIndices>& indices) const
+    {
+      eigen_internal_assert(checkIndexRange(indices));
+      return m_storage.data()[linearizedIndex(indices)];
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& coeff() const
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return m_storage.data()[0];
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& coeff(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_storage.data()[index];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Scalar& coeffRef(Index firstIndex, Index secondIndex, IndexTypes... otherIndices)
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 2 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return coeffRef(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(const array<Index, NumIndices>& indices)
+    {
+      eigen_internal_assert(checkIndexRange(indices));
+      return m_storage.data()[linearizedIndex(indices)];
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef()
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return m_storage.data()[0];
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_storage.data()[index];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline const Scalar& operator()(Index firstIndex, Index secondIndex, IndexTypes... otherIndices) const
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 2 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return this->operator()(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#else
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1) const
+    {
+      return coeff(array<Index, 2>(i0, i1));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2) const
+    {
+      return coeff(array<Index, 3>(i0, i1, i2));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2, Index i3) const
+    {
+      return coeff(array<Index, 4>(i0, i1, i2, i3));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2, Index i3, Index i4) const
+    {
+      return coeff(array<Index, 5>(i0, i1, i2, i3, i4));
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(const array<Index, NumIndices>& indices) const
+    {
+      eigen_assert(checkIndexRange(indices));
+      return coeff(indices);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()() const
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return coeff();
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return coeff(index);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator[](Index index) const
+    {
+      // The bracket operator is only for vectors, use the parenthesis operator instead.
+      EIGEN_STATIC_ASSERT(NumIndices == 1, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return coeff(index);
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Scalar& operator()(Index firstIndex, Index secondIndex, IndexTypes... otherIndices)
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 2 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return operator()(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#else
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1)
+    {
+      return coeffRef(array<Index, 2>(i0, i1));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2)
+    {
+      return coeffRef(array<Index, 3>(i0, i1, i2));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3)
+    {
+      return coeffRef(array<Index, 4>(i0, i1, i2, i3));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3, Index i4)
+    {
+      return coeffRef(array<Index, 5>(i0, i1, i2, i3, i4));
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(const array<Index, NumIndices>& indices)
+    {
+      eigen_assert(checkIndexRange(indices));
+      return coeffRef(indices);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()()
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return coeffRef();
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index index)
+    {
+      eigen_assert(index >= 0 && index < size());
+      return coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator[](Index index)
+    {
+      // The bracket operator is only for vectors, use the parenthesis operator instead
+      EIGEN_STATIC_ASSERT(NumIndices == 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Tensor()
+      : m_storage()
+    {
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Tensor(const Self& other)
+      : m_storage(other.m_storage)
+    {
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Tensor(Index firstDimension, IndexTypes... otherDimensions)
+        : m_storage(internal::array_prod(array<Index, NumIndices>{{firstDimension, otherDimensions...}}), array<Index, NumIndices>{{firstDimension, otherDimensions...}})
+    {
+      // The number of dimensions used to construct a tensor must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherDimensions) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+#else
+    inline explicit Tensor(Index dim1)
+      : m_storage(dim1, array<Index, 1>(dim1))
+    {
+      EIGEN_STATIC_ASSERT(1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    inline explicit Tensor(Index dim1, Index dim2)
+      : m_storage(dim1*dim2, array<Index, 2>(dim1, dim2))
+    {
+      EIGEN_STATIC_ASSERT(2 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    inline explicit Tensor(Index dim1, Index dim2, Index dim3)
+      : m_storage(dim1*dim2*dim3, array<Index, 3>(dim1, dim2, dim3))
+    {
+      EIGEN_STATIC_ASSERT(3 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    inline explicit Tensor(Index dim1, Index dim2, Index dim3, Index dim4)
+      : m_storage(dim1*dim2*dim3*dim4, array<Index, 4>(dim1, dim2, dim3, dim4))
+    {
+      EIGEN_STATIC_ASSERT(4 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    inline explicit Tensor(Index dim1, Index dim2, Index dim3, Index dim4, Index dim5)
+      : m_storage(dim1*dim2*dim3*dim4*dim5, array<Index, 4>(dim1, dim2, dim3, dim4, dim5))
+    {
+      EIGEN_STATIC_ASSERT(5 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+#endif
+
+    inline explicit Tensor(const array<Index, NumIndices>& dimensions)
+        : m_storage(internal::array_prod(dimensions), dimensions)
+    {
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Tensor(const TensorBase<OtherDerived, ReadOnlyAccessors>& other)
+    {
+      typedef TensorAssignOp<Tensor, const OtherDerived> Assign;
+      Assign assign(*this, other.derived());
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    }
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Tensor(const TensorBase<OtherDerived, WriteAccessors>& other)
+    {
+      typedef TensorAssignOp<Tensor, const OtherDerived> Assign;
+      Assign assign(*this, other.derived());
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Tensor& operator=(const Tensor& other)
+    {
+      typedef TensorAssignOp<Tensor, const Tensor> Assign;
+      Assign assign(*this, other);
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+    template<typename Other>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Tensor& operator=(const Other& other)
+    {
+      typedef TensorAssignOp<Tensor, const Other> Assign;
+      Assign assign(*this, other);
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    void resize(Index firstDimension, IndexTypes... otherDimensions)
+    {
+      // The number of dimensions used to resize a tensor must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherDimensions) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      resize(array<Index, NumIndices>{firstDimension, otherDimensions...});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    void resize()
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      // Nothing to do: rank 0 tensors have fixed size
+    }
+
+    EIGEN_DEVICE_FUNC
+    void resize(const array<Index, NumIndices>& dimensions)
+    {
+      Index size = Index(1);
+      for (size_t i = 0; i < NumIndices; i++) {
+        internal::check_rows_cols_for_overflow<Dynamic>::run(size, dimensions[i]);
+        size *= dimensions[i];
+      }
+      #ifdef EIGEN_INITIALIZE_COEFFS
+        bool size_changed = size != this->size();
+        m_storage.resize(size, dimensions);
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+      #else
+        m_storage.resize(size, dimensions);
+      #endif
+    }
+
+    EIGEN_DEVICE_FUNC
+    void resize(const DSizes<Index, NumIndices>& dimensions) {
+      array<Index, NumIndices> dims;
+      for (int i = 0; i < NumIndices; ++i) {
+        dims[i] = dimensions[i];
+      }
+      resize(dims);
+    }
+
+#ifndef EIGEN_EMULATE_CXX11_META_H
+    template <typename std::size_t... Indices>
+    EIGEN_DEVICE_FUNC
+    void resize(const Sizes<Indices...>& dimensions) {
+      array<Index, NumIndices> dims;
+      for (int i = 0; i < NumIndices; ++i) {
+        dims[i] = dimensions[i];
+      }
+      resize(dims);
+    }
+#else
+    template <std::size_t V1, std::size_t V2, std::size_t V3, std::size_t V4, std::size_t V5>
+    EIGEN_DEVICE_FUNC
+    void resize(const Sizes<V1, V2, V3, V4, V5>& dimensions) {
+      array<Index, NumIndices> dims;
+      for (int i = 0; i < NumIndices; ++i) {
+        dims[i] = dimensions[i];
+      }
+      resize(dims);
+    }
+#endif
+
+  protected:
+
+    bool checkIndexRange(const array<Index, NumIndices>& indices) const
+    {
+      using internal::array_apply_and_reduce;
+      using internal::array_zip_and_reduce;
+      using internal::greater_equal_zero_op;
+      using internal::logical_and_op;
+      using internal::lesser_op;
+
+      return
+        // check whether the indices are all >= 0
+        array_apply_and_reduce<logical_and_op, greater_equal_zero_op>(indices) &&
+        // check whether the indices fit in the dimensions
+        array_zip_and_reduce<logical_and_op, lesser_op>(indices, m_storage.dimensions());
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index linearizedIndex(const array<Index, NumIndices>& indices) const
+    {
+      if (Options&RowMajor) {
+        return m_storage.dimensions().IndexOfRowMajor(indices);
+      } else {
+        return m_storage.dimensions().IndexOfColMajor(indices);
+      }
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorArgMax.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorArgMax.h
new file mode 100644
index 0000000000..ee3bf7fe34
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorArgMax.h
@@ -0,0 +1,288 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Eugene Brevdo <ebrevdo@gmail.com>
+//                    Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_ARG_MAX_H
+#define EIGEN_CXX11_TENSOR_TENSOR_ARG_MAX_H
+
+namespace Eigen {
+namespace internal {
+
+/** \class TensorIndexTuple
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor + Index Tuple class.
+  *
+  *
+  */
+template<typename XprType>
+struct traits<TensorIndexTupleOp<XprType> > : public traits<XprType>
+{
+  typedef traits<XprType> XprTraits;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef Tuple<Index, typename XprTraits::Scalar> Scalar;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename XprType>
+struct eval<TensorIndexTupleOp<XprType>, Eigen::Dense>
+{
+  typedef const TensorIndexTupleOp<XprType>& type;
+};
+
+template<typename XprType>
+struct nested<TensorIndexTupleOp<XprType>, 1,
+              typename eval<TensorIndexTupleOp<XprType> >::type>
+{
+  typedef TensorIndexTupleOp<XprType> type;
+};
+
+}  // end namespace internal
+
+template<typename XprType>
+class TensorIndexTupleOp : public TensorBase<TensorIndexTupleOp<XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorIndexTupleOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename Eigen::internal::nested<TensorIndexTupleOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorIndexTupleOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorIndexTupleOp>::Index Index;
+  typedef Tuple<Index, typename XprType::CoeffReturnType> CoeffReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIndexTupleOp(const XprType& expr)
+      : m_xpr(expr) {}
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename XprType::Nested>::type&
+  expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+};
+
+// Eval as rvalue
+template<typename ArgType, typename Device>
+struct TensorEvaluator<const TensorIndexTupleOp<ArgType>, Device>
+{
+  typedef TensorIndexTupleOp<ArgType> XprType;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+  static const int NumDims = internal::array_size<Dimensions>::value;
+
+  enum {
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = /*TensorEvaluator<ArgType, Device>::PacketAccess*/ false,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device) { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const {
+    return m_impl.dimensions();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return CoeffReturnType(index, m_impl.coeff(index));
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  TensorEvaluator<ArgType, Device> m_impl;
+};
+
+namespace internal {
+
+/** \class TensorTupleIndex
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Converts to Tensor<Tuple<Index, Scalar> > and reduces to Tensor<Index>.
+  *
+  */
+template<typename ReduceOp, typename Dims, typename XprType>
+struct traits<TensorTupleReducerOp<ReduceOp, Dims, XprType> > : public traits<XprType>
+{
+  typedef traits<XprType> XprTraits;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef Index Scalar;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename ReduceOp, typename Dims, typename XprType>
+struct eval<TensorTupleReducerOp<ReduceOp, Dims, XprType>, Eigen::Dense>
+{
+  typedef const TensorTupleReducerOp<ReduceOp, Dims, XprType>& type;
+};
+
+template<typename ReduceOp, typename Dims, typename XprType>
+struct nested<TensorTupleReducerOp<ReduceOp, Dims, XprType>, 1,
+              typename eval<TensorTupleReducerOp<ReduceOp, Dims, XprType> >::type>
+{
+  typedef TensorTupleReducerOp<ReduceOp, Dims, XprType> type;
+};
+
+}  // end namespace internal
+
+template<typename ReduceOp, typename Dims, typename XprType>
+class TensorTupleReducerOp : public TensorBase<TensorTupleReducerOp<ReduceOp, Dims, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorTupleReducerOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename Eigen::internal::nested<TensorTupleReducerOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorTupleReducerOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorTupleReducerOp>::Index Index;
+  typedef Index CoeffReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorTupleReducerOp(const XprType& expr,
+                                                          const ReduceOp& reduce_op,
+                                                          const int return_dim,
+                                                          const Dims& reduce_dims)
+      : m_xpr(expr), m_reduce_op(reduce_op), m_return_dim(return_dim), m_reduce_dims(reduce_dims) {}
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename XprType::Nested>::type&
+  expression() const { return m_xpr; }
+
+  EIGEN_DEVICE_FUNC
+  const ReduceOp& reduce_op() const { return m_reduce_op; }
+
+  EIGEN_DEVICE_FUNC
+  const Dims& reduce_dims() const { return m_reduce_dims; }
+
+  EIGEN_DEVICE_FUNC
+  int return_dim() const { return m_return_dim; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const ReduceOp m_reduce_op;
+    const int m_return_dim;
+    const Dims m_reduce_dims;
+};
+
+// Eval as rvalue
+template<typename ReduceOp, typename Dims, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorTupleReducerOp<ReduceOp, Dims, ArgType>, Device>
+{
+  typedef TensorTupleReducerOp<ReduceOp, Dims, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename TensorIndexTupleOp<ArgType>::CoeffReturnType TupleType;
+  typedef typename TensorEvaluator<const TensorReductionOp<ReduceOp, Dims, const TensorIndexTupleOp<ArgType> >, Device>::Dimensions Dimensions;
+  typedef typename TensorEvaluator<const TensorIndexTupleOp<ArgType> , Device>::Dimensions InputDimensions;
+  static const int NumDims = internal::array_size<InputDimensions>::value;
+  typedef array<Index, NumDims> StrideDims;
+
+  enum {
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = /*TensorEvaluator<ArgType, Device>::PacketAccess*/ false,
+    BlockAccess = false,
+    Layout = TensorEvaluator<const TensorReductionOp<ReduceOp, Dims, const TensorIndexTupleOp<ArgType> >, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_orig_impl(op.expression(), device),
+        m_impl(op.expression().index_tuples().reduce(op.reduce_dims(), op.reduce_op()), device),
+        m_return_dim(op.return_dim()),
+        m_strides(gen_strides(m_orig_impl.dimensions())),
+        m_stride_mod(gen_stride_mod(m_orig_impl.dimensions())),
+        m_stride_div(gen_stride_div()) { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const {
+    return m_impl.dimensions();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    const TupleType v = m_impl.coeff(index);
+    return (m_return_dim < 0) ? v.first : (v.first % m_stride_mod) / m_stride_div;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ private:
+  EIGEN_DEVICE_FUNC StrideDims gen_strides(const InputDimensions& dims) {
+    StrideDims strides;
+    if (m_return_dim < 0) return strides;  // Won't be using these.
+    eigen_assert(m_return_dim < NumDims &&
+                 "Asking to convert index to a dimension outside of the rank");
+
+    // Calculate m_stride_div and m_stride_mod, which are used to
+    // calculate the value of an index w.r.t. the m_return_dim.
+    if (Layout == static_cast<int>(ColMajor)) {
+      strides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        strides[i] = strides[i-1] * dims[i-1];
+      }
+    } else {
+      strides[NumDims-1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        strides[i] = strides[i+1] * dims[i+1];
+      }
+    }
+    return strides;
+  }
+
+  EIGEN_DEVICE_FUNC Index gen_stride_mod(const InputDimensions& dims) {
+    if (Layout == static_cast<int>(ColMajor)) {
+      return (m_return_dim < NumDims - 1) ? m_strides[m_return_dim + 1] : dims.TotalSize();
+    } else {
+      return (m_return_dim > 0) ? m_strides[m_return_dim - 1] : dims.TotalSize();
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Index gen_stride_div() {
+    return m_strides[m_return_dim];
+  }
+
+ protected:
+  TensorEvaluator<const TensorIndexTupleOp<ArgType>, Device> m_orig_impl;
+  TensorEvaluator<const TensorReductionOp<ReduceOp, Dims, const TensorIndexTupleOp<ArgType> >, Device> m_impl;
+  const int m_return_dim;
+  const StrideDims m_strides;
+  const Index m_stride_mod;
+  const Index m_stride_div;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_ARG_MAX_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorAssign.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorAssign.h
new file mode 100644
index 0000000000..fdb943e713
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorAssign.h
@@ -0,0 +1,179 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_ASSIGN_H
+#define EIGEN_CXX11_TENSOR_TENSOR_ASSIGN_H
+
+namespace Eigen {
+
+/** \class TensorAssign
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief The tensor assignment class.
+  *
+  * This class is represents the assignment of the values resulting from the evaluation of
+  * the rhs expression to the memory locations denoted by the lhs expression.
+  */
+namespace internal {
+template<typename LhsXprType, typename RhsXprType>
+struct traits<TensorAssignOp<LhsXprType, RhsXprType> >
+{
+  typedef typename LhsXprType::Scalar Scalar;
+  typedef typename traits<LhsXprType>::StorageKind StorageKind;
+  typedef typename promote_index_type<typename traits<LhsXprType>::Index,
+                                      typename traits<RhsXprType>::Index>::type Index;
+  typedef typename LhsXprType::Nested LhsNested;
+  typedef typename RhsXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  static const std::size_t NumDimensions = internal::traits<LhsXprType>::NumDimensions;
+  static const int Layout = internal::traits<LhsXprType>::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename LhsXprType, typename RhsXprType>
+struct eval<TensorAssignOp<LhsXprType, RhsXprType>, Eigen::Dense>
+{
+  typedef const TensorAssignOp<LhsXprType, RhsXprType>& type;
+};
+
+template<typename LhsXprType, typename RhsXprType>
+struct nested<TensorAssignOp<LhsXprType, RhsXprType>, 1, typename eval<TensorAssignOp<LhsXprType, RhsXprType> >::type>
+{
+  typedef TensorAssignOp<LhsXprType, RhsXprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename LhsXprType, typename RhsXprType>
+class TensorAssignOp : public TensorBase<TensorAssignOp<LhsXprType, RhsXprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorAssignOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename LhsXprType::CoeffReturnType CoeffReturnType;
+  typedef typename Eigen::internal::traits<TensorAssignOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorAssignOp>::Index Index;
+  static const std::size_t NumDims = Eigen::internal::traits<TensorAssignOp>::NumDimensions;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorAssignOp(LhsXprType& lhs, const RhsXprType& rhs)
+      : m_lhs_xpr(lhs), m_rhs_xpr(rhs) {}
+
+    /** \returns the nested expressions */
+    EIGEN_DEVICE_FUNC
+    typename internal::remove_all<typename LhsXprType::Nested>::type&
+    lhsExpression() const { return *((typename internal::remove_all<typename LhsXprType::Nested>::type*)&m_lhs_xpr); }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename RhsXprType::Nested>::type&
+    rhsExpression() const { return m_rhs_xpr; }
+
+  protected:
+    typename internal::remove_all<typename LhsXprType::Nested>::type& m_lhs_xpr;
+    const typename internal::remove_all<typename RhsXprType::Nested>::type& m_rhs_xpr;
+};
+
+
+template<typename LeftArgType, typename RightArgType, typename Device>
+struct TensorEvaluator<const TensorAssignOp<LeftArgType, RightArgType>, Device>
+{
+  typedef TensorAssignOp<LeftArgType, RightArgType> XprType;
+
+  enum {
+    IsAligned = TensorEvaluator<LeftArgType, Device>::IsAligned &
+                TensorEvaluator<RightArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<LeftArgType, Device>::PacketAccess &
+                   TensorEvaluator<RightArgType, Device>::PacketAccess,
+    BlockAccess = TensorEvaluator<LeftArgType, Device>::BlockAccess &
+                  TensorEvaluator<RightArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device) :
+      m_leftImpl(op.lhsExpression(), device),
+      m_rightImpl(op.rhsExpression(), device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<LeftArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<RightArgType, Device>::Layout)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename TensorEvaluator<RightArgType, Device>::Dimensions Dimensions;
+  static const std::size_t NumDims = XprType::NumDims;
+
+  typedef typename internal::TensorBlock<
+    Index, typename internal::remove_const<Scalar>::type, NumDims, Layout>
+    TensorBlock;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const
+  {
+    // TODO: use left impl instead if right impl dimensions are known at compile time.
+    return m_rightImpl.dimensions();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    eigen_assert(dimensions_match(m_leftImpl.dimensions(), m_rightImpl.dimensions()));
+    m_leftImpl.evalSubExprsIfNeeded(NULL);
+    // If the lhs provides raw access to its storage area (i.e. if m_leftImpl.data() returns a non
+    // null value), attempt to evaluate the rhs expression in place. Returns true iff in place
+    // evaluation isn't supported and the caller still needs to manually assign the values generated
+    // by the rhs to the lhs.
+    return m_rightImpl.evalSubExprsIfNeeded(m_leftImpl.data());
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_leftImpl.cleanup();
+    m_rightImpl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalScalar(Index i) {
+    m_leftImpl.coeffRef(i) = m_rightImpl.coeff(i);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalPacket(Index i) {
+    const int LhsStoreMode = TensorEvaluator<LeftArgType, Device>::IsAligned ? Aligned : Unaligned;
+    const int RhsLoadMode = TensorEvaluator<RightArgType, Device>::IsAligned ? Aligned : Unaligned;
+    m_leftImpl.template writePacket<LhsStoreMode>(i, m_rightImpl.template packet<RhsLoadMode>(i));
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    m_leftImpl.getResourceRequirements(resources);
+    m_rightImpl.getResourceRequirements(resources);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalBlock(TensorBlock* block) {
+    m_rightImpl.block(block);
+    m_leftImpl.writeBlock(*block);
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType coeff(Index index) const
+  {
+    return m_leftImpl.coeff(index);
+  }
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC PacketReturnType packet(Index index) const
+  {
+    return m_leftImpl.template packet<LoadMode>(index);
+  }
+
+ private:
+  TensorEvaluator<LeftArgType, Device> m_leftImpl;
+  TensorEvaluator<RightArgType, Device> m_rightImpl;
+};
+
+}
+
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_ASSIGN_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h
new file mode 100644
index 0000000000..35ebca151b
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h
@@ -0,0 +1,934 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_BASE_H
+#define EIGEN_CXX11_TENSOR_TENSOR_BASE_H
+
+// clang-format off
+
+namespace Eigen {
+
+/** \class TensorBase
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief The tensor base class.
+  *
+  * This class is the common parent of the Tensor and TensorMap class, thus
+  * making it possible to use either class interchangably in expressions.
+  */
+
+template<typename Derived>
+class TensorBase<Derived, ReadOnlyAccessors>
+{
+  public:
+    typedef internal::traits<Derived> DerivedTraits;
+    typedef typename DerivedTraits::Scalar Scalar;
+    typedef typename DerivedTraits::Index Index;
+    typedef typename internal::remove_const<Scalar>::type CoeffReturnType;
+    typedef typename internal::packet_traits<CoeffReturnType>::type PacketReturnType;
+    static const int NumDimensions = DerivedTraits::NumDimensions;
+
+    // Generic nullary operation support.
+    template <typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseNullaryOp<CustomNullaryOp, const Derived>
+    nullaryExpr(const CustomNullaryOp& func) const {
+      return TensorCwiseNullaryOp<CustomNullaryOp, const Derived>(derived(), func);
+    }
+
+    // Coefficient-wise nullary operators
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived>
+    constant(const Scalar& value) const {
+      return nullaryExpr(internal::scalar_constant_op<Scalar>(value));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseNullaryOp<internal::UniformRandomGenerator<Scalar>, const Derived>
+    random() const {
+      return nullaryExpr(internal::UniformRandomGenerator<Scalar>());
+    }
+    template <typename RandomGenerator> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseNullaryOp<RandomGenerator, const Derived>
+    random(const RandomGenerator& gen = RandomGenerator()) const {
+      return nullaryExpr(gen);
+    }
+
+    // Tensor generation
+    template <typename Generator> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorGeneratorOp<Generator, const Derived>
+    generate(const Generator& generator) const {
+      return TensorGeneratorOp<Generator, const Derived>(derived(), generator);
+    }
+
+    // Generic unary operation support.
+    template <typename CustomUnaryOp> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<CustomUnaryOp, const Derived>
+    unaryExpr(const CustomUnaryOp& func) const {
+      return TensorCwiseUnaryOp<CustomUnaryOp, const Derived>(derived(), func);
+    }
+
+    // Coefficient-wise unary operators
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const Derived>
+    operator-() const {
+      return unaryExpr(internal::scalar_opposite_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_sqrt_op<Scalar>, const Derived>
+    sqrt() const {
+      return unaryExpr(internal::scalar_sqrt_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_rsqrt_op<Scalar>, const Derived>
+    rsqrt() const {
+      return unaryExpr(internal::scalar_rsqrt_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_square_op<Scalar>, const Derived>
+    square() const {
+      return unaryExpr(internal::scalar_square_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_cube_op<Scalar>, const Derived>
+    cube() const {
+      return unaryExpr(internal::scalar_cube_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const Derived>
+    inverse() const {
+      return unaryExpr(internal::scalar_inverse_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_tanh_op<Scalar>, const Derived>
+    tanh() const {
+      return unaryExpr(internal::scalar_tanh_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_sigmoid_op<Scalar>, const Derived>
+    sigmoid() const {
+      return unaryExpr(internal::scalar_sigmoid_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_exp_op<Scalar>, const Derived>
+    exp() const {
+      return unaryExpr(internal::scalar_exp_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_log_op<Scalar>, const Derived>
+    log() const {
+      return unaryExpr(internal::scalar_log_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_abs_op<Scalar>, const Derived>
+    abs() const {
+      return unaryExpr(internal::scalar_abs_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_pow_op<Scalar>, const Derived>
+    pow(Scalar exponent) const {
+      return unaryExpr(internal::scalar_pow_op<Scalar>(exponent));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_add_op<Scalar>, const Derived>
+    operator+ (Scalar rhs) const {
+      return unaryExpr(internal::scalar_add_op<Scalar>(rhs));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_sub_op<Scalar>, const Derived>
+    operator- (Scalar rhs) const {
+      EIGEN_STATIC_ASSERT((std::numeric_limits<Scalar>::is_signed || internal::is_same<Scalar, const std::complex<float> >::value), YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return unaryExpr(internal::scalar_sub_op<Scalar>(rhs));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const Derived>
+    operator* (Scalar rhs) const {
+      return unaryExpr(internal::scalar_multiple_op<Scalar>(rhs));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_quotient1_op<Scalar>, const Derived>
+    operator/ (Scalar rhs) const {
+      // EIGEN_STATIC_ASSERT(!std::numeric_limits<Scalar>::is_integer, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return unaryExpr(internal::scalar_quotient1_op<Scalar>(rhs));
+    }
+
+    template <typename Scale>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_multiple2_op<Scalar, Scale>, const Derived>
+    scale (Scale rhs) const {
+      return unaryExpr(internal::scalar_multiple2_op<Scalar, Scale>(rhs));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_mod_op<Scalar>, const Derived>
+    operator% (Scalar rhs) const {
+      EIGEN_STATIC_ASSERT(std::numeric_limits<Scalar>::is_integer, YOU_MADE_A_PROGRAMMING_MISTAKE_TRY_MOD);
+      return unaryExpr(internal::scalar_mod_op<Scalar>(rhs));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<internal::scalar_fmod_op<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    mod(Scalar rhs) const {
+      EIGEN_STATIC_ASSERT(!std::numeric_limits<Scalar>::is_integer, YOU_MADE_A_PROGRAMMING_MISTAKE_FMOD_IS_NOT_FOR_INTEGERS);
+      return mod(constant(rhs));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    cwiseMax(Scalar threshold) const {
+      return cwiseMax(constant(threshold));
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    cwiseMin(Scalar threshold) const {
+      return cwiseMin(constant(threshold));
+    }
+
+    template <typename NewType> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorConversionOp<NewType, const Derived>
+    cast() const {
+      return TensorConversionOp<NewType, const Derived>(derived());
+    }
+
+    // Generic binary operation support.
+    template <typename CustomBinaryOp, typename OtherDerived> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<CustomBinaryOp, const Derived, const OtherDerived>
+    binaryExpr(const OtherDerived& other, const CustomBinaryOp& func) const {
+      return TensorCwiseBinaryOp<CustomBinaryOp, const Derived, const OtherDerived>(derived(), other, func);
+    }
+
+    // Coefficient-wise binary operators.
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_sum_op<Scalar>, const Derived, const OtherDerived>
+    operator+(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_sum_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_difference_op<Scalar>, const Derived, const OtherDerived>
+    operator-(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_difference_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_product_op<Scalar>, const Derived, const OtherDerived>
+    operator*(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_product_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_quotient_op<Scalar>, const Derived, const OtherDerived>
+    operator/(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_quotient_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_fmod_op<Scalar>, const Derived, const OtherDerived>
+    mod(const OtherDerived& other) const {
+      EIGEN_STATIC_ASSERT(!std::numeric_limits<Scalar>::is_integer, YOU_MADE_A_PROGRAMMING_MISTAKE_FMOD_IS_NOT_FOR_INTEGERS);
+      return binaryExpr(other.derived(), internal::scalar_fmod_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_max_op<Scalar>, const Derived, const OtherDerived>
+    cwiseMax(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_max_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_min_op<Scalar>, const Derived, const OtherDerived>
+    cwiseMin(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_min_op<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_boolean_and_op, const Derived, const OtherDerived>
+    operator&&(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_boolean_and_op());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_boolean_or_op, const Derived, const OtherDerived>
+    operator||(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_boolean_or_op());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<internal::scalar_boolean_xor_op, const Derived, const OtherDerived>
+    operator^(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), internal::scalar_boolean_xor_op());
+    }
+
+    // Comparisons and tests.
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<std::less<Scalar>, const Derived, const OtherDerived>
+    operator<(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), std::less<Scalar>());
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<std::less_equal<Scalar>, const Derived, const OtherDerived>
+    operator<=(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), std::less_equal<Scalar>());
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<std::greater<Scalar>, const Derived, const OtherDerived>
+    operator>(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), std::greater<Scalar>());
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<std::greater_equal<Scalar>, const Derived, const OtherDerived>
+    operator>=(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), std::greater_equal<Scalar>());
+    }
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<std::equal_to<Scalar>, const Derived, const OtherDerived>
+    operator==(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), std::equal_to<Scalar>());
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCwiseBinaryOp<std::not_equal_to<Scalar>, const Derived, const OtherDerived>
+    operator!=(const OtherDerived& other) const {
+      return binaryExpr(other.derived(), std::not_equal_to<Scalar>());
+    }
+
+    // comparisons and tests for Scalars
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<std::less<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    operator<(Scalar threshold) const {
+      return operator<(constant(threshold));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<std::less_equal<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    operator<=(Scalar threshold) const {
+      return operator<=(constant(threshold));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<std::greater<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    operator>(Scalar threshold) const {
+      return operator>(constant(threshold));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<std::greater_equal<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    operator>=(Scalar threshold) const {
+      return operator>=(constant(threshold));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<std::equal_to<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    operator==(Scalar threshold) const {
+      return operator==(constant(threshold));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const TensorCwiseBinaryOp<std::not_equal_to<Scalar>, const Derived, const TensorCwiseNullaryOp<internal::scalar_constant_op<Scalar>, const Derived> >
+    operator!=(Scalar threshold) const {
+      return operator!=(constant(threshold));
+    }
+
+    // Coefficient-wise ternary operators.
+    template<typename ThenDerived, typename ElseDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorSelectOp<const Derived, const ThenDerived, const ElseDerived>
+    select(const ThenDerived& thenTensor, const ElseDerived& elseTensor) const {
+      return TensorSelectOp<const Derived, const ThenDerived, const ElseDerived>(derived(), thenTensor.derived(), elseTensor.derived());
+    }
+
+    // Contractions.
+    typedef Eigen::IndexPair<Index> DimensionPair;
+
+    template<typename OtherDerived, typename Dimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorContractionOp<const Dimensions, const Derived, const OtherDerived>
+    contract(const OtherDerived& other, const Dimensions& dims) const {
+      return TensorContractionOp<const Dimensions, const Derived, const OtherDerived>(derived(), other.derived(), dims);
+    }
+
+    // Convolutions.
+    template<typename KernelDerived, typename Dimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorConvolutionOp<const Dimensions, const Derived, const KernelDerived>
+    convolve(const KernelDerived& kernel, const Dimensions& dims) const {
+      return TensorConvolutionOp<const Dimensions, const Derived, const KernelDerived>(derived(), kernel.derived(), dims);
+    }
+
+    // Convolutions by fft.
+    template<typename KernelDerived, typename Dimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorConvolutionByFFTOp<const Dimensions, const Derived, const KernelDerived>
+    convolvebyfft(const KernelDerived& kernel, const Dimensions& dims) const {
+      return TensorConvolutionByFFTOp<const Dimensions, const Derived, const KernelDerived>(derived(), kernel.derived(), dims);
+    }
+
+    // Reductions.
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::SumReducer<CoeffReturnType>, const Dims, const Derived>
+    sum(const Dims& dims) const {
+      return TensorReductionOp<internal::SumReducer<CoeffReturnType>, const Dims, const Derived>(derived(), dims, internal::SumReducer<CoeffReturnType>());
+    }
+
+    const TensorReductionOp<internal::SumReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>
+    sum() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return TensorReductionOp<internal::SumReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>(derived(), in_dims, internal::SumReducer<CoeffReturnType>());
+    }
+
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::MeanReducer<CoeffReturnType>, const Dims, const Derived>
+    mean(const Dims& dims) const {
+      return TensorReductionOp<internal::MeanReducer<CoeffReturnType>, const Dims, const Derived>(derived(), dims, internal::MeanReducer<CoeffReturnType>());
+    }
+
+    const TensorReductionOp<internal::MeanReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>
+    mean() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return TensorReductionOp<internal::MeanReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>(derived(), in_dims, internal::MeanReducer<CoeffReturnType>());
+    }
+
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::ProdReducer<CoeffReturnType>, const Dims, const Derived>
+    prod(const Dims& dims) const {
+      return TensorReductionOp<internal::ProdReducer<CoeffReturnType>, const Dims, const Derived>(derived(), dims, internal::ProdReducer<CoeffReturnType>());
+    }
+
+    const TensorReductionOp<internal::ProdReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>
+    prod() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return TensorReductionOp<internal::ProdReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>(derived(), in_dims, internal::ProdReducer<CoeffReturnType>());
+    }
+
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::MaxReducer<CoeffReturnType>, const Dims, const Derived>
+    maximum(const Dims& dims) const {
+      return TensorReductionOp<internal::MaxReducer<CoeffReturnType>, const Dims, const Derived>(derived(), dims, internal::MaxReducer<CoeffReturnType>());
+    }
+
+    const TensorReductionOp<internal::MaxReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>
+    maximum() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return TensorReductionOp<internal::MaxReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>(derived(), in_dims, internal::MaxReducer<CoeffReturnType>());
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorTupleReducerOp<
+      internal::ArgMaxTupleReducer<Tuple<Index, CoeffReturnType> >,
+      const array<Index, NumDimensions>, const Derived>
+    argmax() const {
+      array<Index, NumDimensions> in_dims;
+      for (int d = 0; d < NumDimensions; ++d) in_dims[d] = d;
+      return TensorTupleReducerOp<
+        internal::ArgMaxTupleReducer<Tuple<Index, CoeffReturnType> >,
+        const array<Index, NumDimensions>,
+        const Derived>(derived(), internal::ArgMaxTupleReducer<Tuple<Index, CoeffReturnType> >(), -1, in_dims);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorTupleReducerOp<
+      internal::ArgMinTupleReducer<Tuple<Index, CoeffReturnType> >,
+      const array<Index, NumDimensions>, const Derived>
+    argmin() const {
+      array<Index, NumDimensions> in_dims;
+      for (int d = 0; d < NumDimensions; ++d) in_dims[d] = d;
+      return TensorTupleReducerOp<
+        internal::ArgMinTupleReducer<Tuple<Index, CoeffReturnType> >,
+        const array<Index, NumDimensions>,
+        const Derived>(derived(), internal::ArgMinTupleReducer<Tuple<Index, CoeffReturnType> >(), -1, in_dims);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorTupleReducerOp<
+      internal::ArgMaxTupleReducer<Tuple<Index, CoeffReturnType> >,
+      const array<Index, 1>, const Derived>
+    argmax(const int return_dim) const {
+      array<Index, 1> in_dims;
+      in_dims[0] = return_dim;
+      return TensorTupleReducerOp<
+        internal::ArgMaxTupleReducer<Tuple<Index, CoeffReturnType> >,
+        const array<Index, 1>,
+        const Derived>(derived(), internal::ArgMaxTupleReducer<Tuple<Index, CoeffReturnType> >(), return_dim, in_dims);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorTupleReducerOp<
+      internal::ArgMinTupleReducer<Tuple<Index, CoeffReturnType> >,
+      const array<Index, 1>, const Derived>
+    argmin(const int return_dim) const {
+      array<Index, 1> in_dims;
+      in_dims[0] = return_dim;
+      return TensorTupleReducerOp<
+        internal::ArgMinTupleReducer<Tuple<Index, CoeffReturnType> >,
+        const array<Index, 1>,
+        const Derived>(derived(), internal::ArgMinTupleReducer<Tuple<Index, CoeffReturnType> >(), return_dim, in_dims);
+    }
+
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::MinReducer<CoeffReturnType>, const Dims, const Derived>
+    minimum(const Dims& dims) const {
+      return TensorReductionOp<internal::MinReducer<CoeffReturnType>, const Dims, const Derived>(derived(), dims, internal::MinReducer<CoeffReturnType>());
+    }
+
+    const TensorReductionOp<internal::MinReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>
+    minimum() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return TensorReductionOp<internal::MinReducer<CoeffReturnType>, const DimensionList<Index, NumDimensions>, const Derived>(derived(), in_dims, internal::MinReducer<CoeffReturnType>());
+    }
+
+    // This does not short-circuit, so is potentially very inefficient.
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::AndReducer, const Dims, const TensorConversionOp<bool, const Derived> >
+    all(const Dims& dims) const {
+      return cast<bool>().reduce(dims, internal::AndReducer());
+    }
+
+    // This does not short-circuit, so is potentially very inefficient.
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::AndReducer, const DimensionList<Index, NumDimensions>, const TensorConversionOp<bool, const Derived> >
+    all() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return cast<bool>().reduce(in_dims, internal::AndReducer());
+    }
+
+    // This does not short-circuit, so is potentially very inefficient.
+    template <typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::OrReducer, const Dims, const TensorConversionOp<bool, const Derived> >
+    any(const Dims& dims) const {
+      return cast<bool>().reduce(dims, internal::OrReducer());
+    }
+
+    // This does not short-circuit, so is potentially very inefficient.
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<internal::OrReducer, const DimensionList<Index, NumDimensions>, const TensorConversionOp<bool, const Derived> >
+    any() const {
+      DimensionList<Index, NumDimensions> in_dims;
+      return cast<bool>().reduce(in_dims, internal::OrReducer());
+    }
+
+    template <typename Reducer, typename Dims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReductionOp<Reducer, const Dims, const Derived>
+    reduce(const Dims& dims, const Reducer& reducer) const {
+      return TensorReductionOp<Reducer, const Dims, const Derived>(derived(), dims, reducer);
+    }
+
+    template <typename Broadcast> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorBroadcastingOp<const Broadcast, const Derived>
+    broadcast(const Broadcast& broadcast) const {
+      return TensorBroadcastingOp<const Broadcast, const Derived>(derived(), broadcast);
+    }
+
+    template <int FFTDataType, int FFTDirection, typename FFT> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorFFTOp<const FFT, const Derived, FFTDataType, FFTDirection>
+    fft(const FFT& fft) const {
+      return TensorFFTOp<const FFT, const Derived, FFTDataType, FFTDirection>(derived(), fft);
+    }
+
+    template <typename Axis, typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorConcatenationOp<Axis, const Derived, const OtherDerived>
+    concatenate(const OtherDerived& other, Axis axis) const {
+      return TensorConcatenationOp<Axis, const Derived, const OtherDerived>(derived(), other.derived(), axis);
+    }
+
+    template <typename PatchDims> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorPatchOp<const PatchDims, const Derived>
+    extract_patches(const PatchDims& patch_dims) const {
+      return TensorPatchOp<const PatchDims, const Derived>(derived(), patch_dims);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Derived>
+    extract_volume_patches(const Index patch_planes, const Index patch_rows, const Index patch_cols,
+                           const Index plane_stride = 1, const Index row_stride = 1, const Index col_stride = 1,
+                           const PaddingType padding_type = PADDING_SAME, const Scalar padding_value = 0) const {
+      return TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Derived>(derived(), patch_planes, patch_rows, patch_cols, plane_stride, row_stride, col_stride, 1, 1, 1, 1, 1, 1, padding_type, padding_value);
+    }
+
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Derived>
+    extract_volume_patches(const Index patch_planes, const Index patch_rows, const Index patch_cols,
+                           const Index plane_stride, const Index row_stride, const Index col_stride,
+                           const Index plane_inflate_stride, const Index row_inflate_stride, const Index col_inflate_stride,
+                           const Index padding_top_z, const Index padding_bottom_z,
+                           const Index padding_top, const Index padding_bottom,
+                           const Index padding_left, const Index padding_right, const Scalar padding_value = 0) const {
+      return TensorVolumePatchOp<Dynamic, Dynamic, Dynamic, const Derived>(derived(), patch_planes, patch_rows, patch_cols, plane_stride, row_stride, col_stride, 1, 1, 1, plane_inflate_stride, row_inflate_stride, col_inflate_stride, padding_top_z, padding_bottom_z, padding_top, padding_bottom, padding_left, padding_right, padding_value);
+    }
+
+    template <Index Rows, Index Cols> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Rows, Cols, const Derived>
+    extract_image_patches() const {
+      return TensorImagePatchOp<Rows, Cols, const Derived>(derived(), Rows, Cols, 1, 1, 1, 1, 1, 1, PADDING_SAME, 0);
+    }
+
+    template <Index Rows, Index Cols> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Rows, Cols, const Derived>
+    extract_image_patches(const PaddingType padding_type) const {
+      return TensorImagePatchOp<Rows, Cols, const Derived>(derived(), Rows, Cols, 1, 1, 1, 1, 1, 1, padding_type, 0);
+    }
+
+    template <Index Rows, Index Cols> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Rows, Cols, const Derived>
+    extract_image_patches(const Index stride, const PaddingType padding_type) const {
+      return TensorImagePatchOp<Rows, Cols, const Derived>(derived(), Rows, Cols, stride, stride, 1, 1, 1, 1, padding_type, 0);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride = 1, const Index col_stride = 1) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 1, 1, 1, 1, PADDING_SAME, 0);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const PaddingType padding_type) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 1, 1, 1, 1, padding_type, 0);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const PaddingType padding_type, const Scalar padding_value) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 1, 1, 1, 1, padding_type, padding_value);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const Index in_row_stride, const Index in_col_stride) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 in_row_stride, in_col_stride, 1, 1, PADDING_SAME, 0);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const Index in_row_stride, const Index in_col_stride,
+                          const PaddingType padding_type) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 in_row_stride, in_col_stride, 1, 1, padding_type, 0);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const Index in_row_stride, const Index in_col_stride,
+                          const PaddingType padding_type, const Scalar padding_value) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 in_row_stride, in_col_stride, 1, 1, padding_type, padding_value);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const Index in_row_stride, const Index in_col_stride,
+                          const Index row_inflate_stride, const Index col_inflate_stride,
+                          const PaddingType padding_type, const Scalar padding_value) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 in_row_stride, in_col_stride, row_inflate_stride, col_inflate_stride,
+                                                                 padding_type, padding_value);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorImagePatchOp<Dynamic, Dynamic, const Derived>
+    extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const Index in_row_stride, const Index in_col_stride,
+                          const Index row_inflate_stride, const Index col_inflate_stride,
+                          const Index padding_top, const Index padding_bottom,
+                          const Index padding_left,const Index padding_right,
+                          const Scalar padding_value) const {
+      return TensorImagePatchOp<Dynamic, Dynamic, const Derived>(derived(), patch_rows, patch_cols, row_stride, col_stride,
+                                                                 in_row_stride, in_col_stride, row_inflate_stride, col_inflate_stride,
+                                                                 padding_top, padding_bottom, padding_left, padding_right, padding_value);
+    }
+
+    // Morphing operators.
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorLayoutSwapOp<const Derived>
+    swap_layout() const {
+      return TensorLayoutSwapOp<const Derived>(derived());
+    }
+    template <typename NewDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReshapingOp<const NewDimensions, const Derived>
+    reshape(const NewDimensions& newDimensions) const {
+      return TensorReshapingOp<const NewDimensions, const Derived>(derived(), newDimensions);
+    }
+    template <typename StartIndices, typename Sizes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorSlicingOp<const StartIndices, const Sizes, const Derived>
+    slice(const StartIndices& startIndices, const Sizes& sizes) const {
+      return TensorSlicingOp<const StartIndices, const Sizes, const Derived>(derived(), startIndices, sizes);
+    }
+    template <Index DimId> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorChippingOp<DimId, const Derived>
+    chip(const Index offset) const {
+      return TensorChippingOp<DimId, const Derived>(derived(), offset, DimId);
+    }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorChippingOp<Dynamic, const Derived>
+    chip(const Index offset, const Index dim) const {
+      return TensorChippingOp<Dynamic, const Derived>(derived(), offset, dim);
+    }
+    template <typename ReverseDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReverseOp<const ReverseDimensions, const Derived>
+    reverse(const ReverseDimensions& rev) const {
+      return TensorReverseOp<const ReverseDimensions, const Derived>(derived(), rev);
+    }
+    template <typename PaddingDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorPaddingOp<const PaddingDimensions, const Derived>
+    pad(const PaddingDimensions& padding) const {
+      return TensorPaddingOp<const PaddingDimensions, const Derived>(derived(), padding, Scalar(0));
+    }
+    template <typename PaddingDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorPaddingOp<const PaddingDimensions, const Derived>
+    pad (const PaddingDimensions& padding, const Scalar padding_value) const {
+      return TensorPaddingOp<const PaddingDimensions, const Derived>(derived(), padding, padding_value);
+    }
+    template <typename Shuffle> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorShufflingOp<const Shuffle, const Derived>
+    shuffle(const Shuffle& shuffle) const {
+      return TensorShufflingOp<const Shuffle, const Derived>(derived(), shuffle);
+    }
+    template <typename Strides> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorStridingOp<const Strides, const Derived>
+    stride(const Strides& strides) const {
+      return TensorStridingOp<const Strides, const Derived>(derived(), strides);
+    }
+    template <typename Strides> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorInflationOp<const Strides, const Derived>
+    inflate(const Strides& strides) const {
+      return TensorInflationOp<const Strides, const Derived>(derived(), strides);
+    }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorTrueIndicesOp<const Derived>
+    true_indices(const Index& not_true_value = -1) const {
+      return TensorTrueIndicesOp<const Derived>(derived(), not_true_value);
+    }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorIndexTupleOp<const Derived>
+    index_tuples() const {
+      return TensorIndexTupleOp<const Derived>(derived());
+    }
+    template <typename CustomUnaryFunc>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCustomUnaryOp<const CustomUnaryFunc, const Derived> customOp(const CustomUnaryFunc& op) const {
+      return TensorCustomUnaryOp<const CustomUnaryFunc, const Derived>(derived(), op);
+    }
+    template <typename OtherDerived, typename CustomBinaryFunc>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorCustomBinaryOp<const CustomBinaryFunc, const Derived, const OtherDerived> customOp(const OtherDerived& other, const CustomBinaryFunc& op) const {
+      return TensorCustomBinaryOp<const CustomBinaryFunc, const Derived, const OtherDerived>(derived(), other, op);
+    }
+
+    // Force the evaluation of the expression.
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorForcedEvalOp<const Derived> eval() const {
+      return TensorForcedEvalOp<const Derived>(derived());
+    }
+
+  protected:
+    template <typename Scalar, std::size_t NumIndices, int Options, typename IndexType> friend class Tensor;
+    template <typename Scalar, int Option, typename IndexTypes> friend class TensorVarDim;
+    template <typename Scalar, typename Dimensions, int Option, typename IndexTypes> friend class TensorFixedSize;
+    template <typename OtherDerived, int AccessLevel> friend class TensorBase;
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Derived& derived() const { return *static_cast<const Derived*>(this); }
+};
+
+template<typename Derived>
+class TensorBase<Derived, WriteAccessors> : public TensorBase<Derived, ReadOnlyAccessors> {
+ public:
+    typedef internal::traits<Derived> DerivedTraits;
+    typedef typename DerivedTraits::Scalar Scalar;
+    typedef typename DerivedTraits::Index Index;
+    typedef Scalar CoeffReturnType;
+    typedef typename internal::packet_traits<Scalar>::type PacketReturnType;
+    static const int NumDimensions = DerivedTraits::NumDimensions;
+
+    template <typename Scalar, std::size_t NumIndices, int Options, typename IndexType> friend class Tensor;
+    template <typename Scalar, int Options, typename IndexType> friend class TensorVarDim;
+    template <typename OtherDerived, int AccessLevel> friend class TensorBase;
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& setZero() {
+      return setConstant(Scalar(0));
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& setConstant(const Scalar& val) {
+      return derived() = this->constant(val);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& setRandom() {
+      return derived() = this->random();
+    }
+    template <typename RandomGenerator> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& setRandom() {
+      return derived() = this->template random<RandomGenerator>();
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& setValues(
+        const typename internal::Initializer<Derived, NumDimensions>::InitList& vals) {
+      TensorEvaluator<Derived, DefaultDevice> eval(derived(), DefaultDevice());
+      internal::initialize_tensor<Derived, NumDimensions>(eval, vals);
+      return derived();
+    }
+#endif  // EIGEN_HAS_VARIADIC_TEMPLATES
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator+=(const OtherDerived& other) {
+      return derived() = derived() + other.derived();
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator-=(const OtherDerived& other) {
+      return derived() = derived() - other.derived();
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator*=(const OtherDerived& other) {
+      return derived() = derived() * other.derived();
+    }
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator/=(const OtherDerived& other) {
+      return derived() = derived() / other.derived();
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorLayoutSwapOp<const Derived>
+    swap_layout() const {
+      return TensorLayoutSwapOp<const Derived>(derived());
+    }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorLayoutSwapOp<Derived>
+    swap_layout() {
+      return TensorLayoutSwapOp<Derived>(derived());
+    }
+
+    template <typename Axis, typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorConcatenationOp<const Axis, const Derived, const OtherDerived>
+    concatenate(const OtherDerived& other, const Axis& axis) const {
+      return TensorConcatenationOp<const Axis, const Derived, const OtherDerived>(derived(), other, axis);
+    }
+    template <typename Axis, typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorConcatenationOp<const Axis, Derived, OtherDerived>
+    concatenate(const OtherDerived& other, const Axis& axis) {
+      return TensorConcatenationOp<const Axis, Derived, OtherDerived>(derived(), other, axis);
+    }
+
+    template <typename NewDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReshapingOp<const NewDimensions, const Derived>
+    reshape(const NewDimensions& newDimensions) const {
+      return TensorReshapingOp<const NewDimensions, const Derived>(derived(), newDimensions);
+    }
+    template <typename NewDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorReshapingOp<const NewDimensions, Derived>
+    reshape(const NewDimensions& newDimensions) {
+      return TensorReshapingOp<const NewDimensions, Derived>(derived(), newDimensions);
+    }
+
+    template <typename StartIndices, typename Sizes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorSlicingOp<const StartIndices, const Sizes, const Derived>
+    slice(const StartIndices& startIndices, const Sizes& sizes) const {
+      return TensorSlicingOp<const StartIndices, const Sizes, const Derived>(derived(), startIndices, sizes);
+    }
+    template <typename StartIndices, typename Sizes> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorSlicingOp<const StartIndices, const Sizes, Derived>
+    slice(const StartIndices& startIndices, const Sizes& sizes) {
+      return TensorSlicingOp<const StartIndices, const Sizes, Derived>(derived(), startIndices, sizes);
+    }
+
+    template <DenseIndex DimId> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorChippingOp<DimId, const Derived>
+    chip(const Index offset) const {
+      return TensorChippingOp<DimId, const Derived>(derived(), offset, DimId);
+    }
+    template <Index DimId> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorChippingOp<DimId, Derived>
+    chip(const Index offset) {
+      return TensorChippingOp<DimId, Derived>(derived(), offset, DimId);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorChippingOp<Dynamic, const Derived>
+    chip(const Index offset, const Index dim) const {
+      return TensorChippingOp<Dynamic, const Derived>(derived(), offset, dim);
+    }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorChippingOp<Dynamic, Derived>
+    chip(const Index offset, const Index dim) {
+      return TensorChippingOp<Dynamic, Derived>(derived(), offset, dim);
+    }
+
+    template <typename ReverseDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorReverseOp<const ReverseDimensions, const Derived>
+    reverse(const ReverseDimensions& rev) const {
+      return TensorReverseOp<const ReverseDimensions, const Derived>(derived(), rev);
+    }
+    template <typename ReverseDimensions> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorReverseOp<const ReverseDimensions, Derived>
+    reverse(const ReverseDimensions& rev) {
+      return TensorReverseOp<const ReverseDimensions, Derived>(derived(), rev);
+    }
+
+    template <typename Shuffle> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorShufflingOp<const Shuffle, const Derived>
+    shuffle(const Shuffle& shuffle) const {
+      return TensorShufflingOp<const Shuffle, const Derived>(derived(), shuffle);
+    }
+    template <typename Shuffle> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorShufflingOp<const Shuffle, Derived>
+    shuffle(const Shuffle& shuffle) {
+      return TensorShufflingOp<const Shuffle, Derived>(derived(), shuffle);
+    }
+
+    template <typename Strides> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TensorStridingOp<const Strides, const Derived>
+    stride(const Strides& strides) const {
+      return TensorStridingOp<const Strides, const Derived>(derived(), strides);
+    }
+    template <typename Strides> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorStridingOp<const Strides, Derived>
+    stride(const Strides& strides) {
+      return TensorStridingOp<const Strides, Derived>(derived(), strides);
+    }
+
+    // Select the device on which to evaluate the expression.
+    template <typename DeviceType>
+    TensorDevice<Derived, DeviceType> device(const DeviceType& device) {
+      return TensorDevice<Derived, DeviceType>(device, derived());
+    }
+
+ protected:
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Derived& derived() { return *static_cast<Derived*>(this); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Derived& derived() const { return *static_cast<const Derived*>(this); }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_BASE_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h
new file mode 100644
index 0000000000..ac428b169f
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h
@@ -0,0 +1,627 @@
+#ifndef EIGEN_CXX11_TENSOR_TENSOR_BLOCK_H
+#define EIGEN_CXX11_TENSOR_TENSOR_BLOCK_H
+
+namespace Eigen {
+
+/** \class TensorBlock
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor block class.
+  *
+  * This class represents a tensor block specified by the index of the
+  * first block coefficient, and the size of the block in each dimension.
+  *
+  */
+
+namespace internal {
+
+template <typename Index, typename Scalar, std::size_t NumDims, int Layout>
+class TensorBlock {
+ public:
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  TensorBlock(const Index first_coeff_index,
+              const Dimensions& block_sizes,
+              const Dimensions& block_strides,
+              const Dimensions& tensor_strides,
+              Scalar* data)
+      : m_first_coeff_index(first_coeff_index),
+        m_block_sizes(block_sizes),
+        m_block_strides(block_strides),
+        m_tensor_strides(tensor_strides),
+        m_data(data) {}
+
+  Index first_coeff_index() const { return m_first_coeff_index; }
+
+  const Dimensions& block_sizes() const { return m_block_sizes; }
+
+  const Dimensions& block_strides() const { return m_block_strides; }
+
+  const Dimensions& tensor_strides() const { return m_tensor_strides; }
+
+  Scalar* data() { return m_data; }
+
+  const Scalar* data() const { return m_data; }
+
+ private:
+  Index m_first_coeff_index;
+  Dimensions m_block_sizes;
+  Dimensions m_block_strides;
+  Dimensions m_tensor_strides;
+  Scalar* m_data;  // Not owned.
+};
+
+template <typename Index, typename Scalar, bool Vectorizable>
+struct TensorBlockCopyOp {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const Index num_coeff_to_copy, const Index dst_index,
+      const Index dst_stride, Scalar* EIGEN_RESTRICT dst_data, const Index src_index,
+      const Index src_stride, const Scalar* EIGEN_RESTRICT src_data) {
+    for (Index i = 0; i < num_coeff_to_copy; ++i) {
+      dst_data[dst_index + i * dst_stride] =
+          src_data[src_index + i * src_stride];
+    }
+  }
+};
+
+// NOTE: Benchmarks run on an implementation of this that broke each of the
+// loops in these conditionals into it's own template specialization (to
+// avoid conditionals in the caller's loop) did not show an improvement.
+template <typename Index, typename Scalar>
+struct TensorBlockCopyOp<Index, Scalar, true> {
+  typedef typename packet_traits<Scalar>::type Packet;
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const Index num_coeff_to_copy, const Index dst_index,
+      const Index dst_stride, Scalar* EIGEN_RESTRICT dst_data,
+      const Index src_index, const Index src_stride,
+      const Scalar* EIGEN_RESTRICT src_data) {
+    if (src_stride == 1) {
+      const Index packet_size = internal::unpacket_traits<Packet>::size;
+      const Index vectorized_size =
+          (num_coeff_to_copy / packet_size) * packet_size;
+      if (dst_stride == 1) {
+        // LINEAR
+        for (Index i = 0; i < vectorized_size; i += packet_size) {
+          Packet p = internal::ploadt<Packet, Unaligned>(
+              src_data + src_index + i);
+          internal::pstoret<Scalar, Packet, Unaligned>(
+              dst_data + dst_index + i, p);
+        }
+        for (Index i = vectorized_size; i < num_coeff_to_copy; ++i) {
+          dst_data[dst_index + i] = src_data[src_index + i];
+        }
+      } else {
+        // SCATTER
+        for (Index i = 0; i < vectorized_size; i += packet_size) {
+          Packet p = internal::ploadt<Packet, Unaligned>(
+              src_data + src_index + i);
+          internal::pscatter<Scalar, Packet>(
+              dst_data + dst_index + i * dst_stride, p, dst_stride);
+        }
+        for (Index i = vectorized_size; i < num_coeff_to_copy; ++i) {
+          dst_data[dst_index + i * dst_stride] = src_data[src_index + i];
+        }
+      }
+    } else {
+      if (dst_stride == 1) {
+        // GATHER
+        const Index packet_size = internal::unpacket_traits<Packet>::size;
+        const Index vectorized_size =
+            (num_coeff_to_copy / packet_size) * packet_size;
+        for (Index i = 0; i < vectorized_size; i += packet_size) {
+          Packet p = internal::pgather<Scalar, Packet>(
+              src_data + src_index + i * src_stride, src_stride);
+          internal::pstoret<Scalar, Packet, Unaligned>(
+              dst_data + dst_index + i, p);
+        }
+        for (Index i = vectorized_size; i < num_coeff_to_copy; ++i) {
+          dst_data[dst_index + i] = src_data[src_index + i * src_stride];
+        }
+      } else {
+        // RANDOM
+        for (Index i = 0; i < num_coeff_to_copy; ++i) {
+          dst_data[dst_index + i * dst_stride] =
+              src_data[src_index + i * src_stride];
+        }
+      }
+    }
+  }
+};
+
+/** \class TensorBlockIO
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor block IO class.
+  *
+  * This class is responsible for copying data between a tensor and a tensor
+  * block.
+  *
+  */
+template <typename Index, typename Scalar, std::size_t NumDims, int Layout,
+          bool Vectorizable, bool BlockRead>
+class TensorBlockIO {
+ public:
+  typedef typename internal::TensorBlock<Index, Scalar, NumDims, Layout>
+    TensorBlock;
+  typedef typename internal::TensorBlockCopyOp<Index, Scalar, Vectorizable>
+    TensorBlockCopyOp;
+
+ protected:
+  struct BlockIteratorState {
+    Index input_stride;
+    Index output_stride;
+    Index input_span;
+    Index output_span;
+    Index size;
+    Index count;
+  };
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Copy(
+      const TensorBlock& block, Index first_coeff_index,
+      const array<Index, NumDims>& tensor_to_block_dim_map,
+      const array<Index, NumDims>& tensor_strides, const Scalar* src_data,
+      Scalar* dst_data) {
+    // Calculate strides and dimensions.
+    const Index block_dim_for_tensor_stride1_dim =
+        NumDims == 0 ? 1 :
+        tensor_to_block_dim_map[static_cast<int>(Layout) ==
+                                        static_cast<int>(ColMajor)
+                                    ? 0
+                                    : NumDims - 1];
+    const size_t block_inner_dim_size =
+        NumDims == 0 ? 1 :
+        block.block_sizes()[block_dim_for_tensor_stride1_dim];
+    const size_t block_outer_dim_size =
+        NumDims == 0 ? 1 :
+        block.block_sizes().TotalSize() / block_inner_dim_size;
+
+    Index inputIndex;
+    Index outputIndex;
+    Index input_stride;
+    Index output_stride;
+
+    // Setup strides to read/write along the tensor's stride1 dimension.
+    if (BlockRead) {
+      inputIndex = first_coeff_index;
+      outputIndex = 0;
+      input_stride = 1;
+      output_stride = NumDims == 0 ? 1
+          : block.block_strides()[block_dim_for_tensor_stride1_dim];
+    } else {
+      inputIndex = 0;
+      outputIndex = first_coeff_index;
+      input_stride = NumDims == 0 ? 1
+          : block.block_strides()[block_dim_for_tensor_stride1_dim];
+      output_stride = 1;
+    }
+
+    const std::size_t at_least_1_dim = NumDims <= 1 ? 1 : NumDims - 1;
+    array<BlockIteratorState, at_least_1_dim> block_iter_state;
+
+    // Initialize block iterator state.
+    for (int i = 0; i < static_cast<int>(NumDims) - 1; ++i) {
+      const int dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                          ? i + 1
+                          : NumDims - i - 2;
+      block_iter_state[i].size =
+          block.block_sizes()[tensor_to_block_dim_map[dim]];
+      if (BlockRead) {
+        block_iter_state[i].input_stride = tensor_strides[dim];
+        block_iter_state[i].output_stride =
+            block.block_strides()[tensor_to_block_dim_map[dim]];
+      } else {
+        block_iter_state[i].input_stride =
+            block.block_strides()[tensor_to_block_dim_map[dim]];
+        block_iter_state[i].output_stride = tensor_strides[dim];
+      }
+      block_iter_state[i].input_span =
+          block_iter_state[i].input_stride * (block_iter_state[i].size - 1);
+      block_iter_state[i].output_span =
+          block_iter_state[i].output_stride * (block_iter_state[i].size - 1);
+      block_iter_state[i].count = 0;
+    }
+
+    // Iterate copying data from src to dst.
+    for (Index i = 0; i < block_outer_dim_size; ++i) {
+      TensorBlockCopyOp::Run(block_inner_dim_size, outputIndex, output_stride,
+                             dst_data, inputIndex, input_stride, src_data);
+      // Update index.
+      for (int i = 0; i < static_cast<int>(NumDims) - 1; ++i) {
+        if (++block_iter_state[i].count < block_iter_state[i].size) {
+          inputIndex += block_iter_state[i].input_stride;
+          outputIndex += block_iter_state[i].output_stride;
+          break;
+        }
+        block_iter_state[i].count = 0;
+        inputIndex -= block_iter_state[i].input_span;
+        outputIndex -= block_iter_state[i].output_span;
+      }
+    }
+  }
+};
+
+/** \class TensorBlockReader
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor block reader class.
+  *
+  * This class is responsible for reading a tensor block.
+  *
+  */
+
+template <typename Index, typename Scalar, std::size_t NumDims, int Layout,
+          bool Vectorizable>
+class TensorBlockReader : public TensorBlockIO<Index, Scalar, NumDims,
+                                               Layout, Vectorizable, true> {
+ public:
+  typedef typename internal::TensorBlock<Index, Scalar, NumDims, Layout>
+      TensorBlock;
+  typedef TensorBlockIO<Index, Scalar, NumDims, Layout, Vectorizable, true>
+      Base;
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      TensorBlock* block, const Scalar* src_data) {
+    array<Index, NumDims> tensor_to_block_dim_map;
+    for (int i = 0; i < NumDims; ++i) {
+      tensor_to_block_dim_map[i] = i;
+    }
+    Base::Copy(*block, block->first_coeff_index(), tensor_to_block_dim_map,
+               block->tensor_strides(), src_data, block->data());
+  }
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      TensorBlock* block, Index first_coeff_index,
+      const array<Index, NumDims>& tensor_to_block_dim_map,
+      const array<Index, NumDims>& tensor_strides, const Scalar* src_data) {
+    Base::Copy(*block, first_coeff_index, tensor_to_block_dim_map,
+               tensor_strides, src_data, block->data());
+  }
+};
+
+/** \class TensorBlockWriter
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor block writer class.
+  *
+  * This class is responsible for writing a tensor block.
+  *
+  */
+
+template <typename Index, typename Scalar, std::size_t NumDims, int Layout,
+          bool Vectorizable>
+class TensorBlockWriter : public TensorBlockIO<Index, Scalar, NumDims,
+                                               Layout, Vectorizable, false> {
+ public:
+  typedef typename internal::TensorBlock<Index, Scalar, NumDims, Layout>
+      TensorBlock;
+  typedef TensorBlockIO<Index, Scalar, NumDims, Layout, Vectorizable, false>
+      Base;
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const TensorBlock& block, Scalar* dst_data) {
+    array<Index, NumDims> tensor_to_block_dim_map;
+    for (int i = 0; i < NumDims; ++i) {
+      tensor_to_block_dim_map[i] = i;
+    }
+    Base::Copy(block, block.first_coeff_index(), tensor_to_block_dim_map,
+               block.tensor_strides(), block.data(), dst_data);
+  }
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const TensorBlock& block, Index first_coeff_index,
+      const array<Index, NumDims>& tensor_to_block_dim_map,
+      const array<Index, NumDims>& tensor_strides, Scalar* dst_data) {
+    Base::Copy(block, first_coeff_index, tensor_to_block_dim_map,
+               tensor_strides, block.data(), dst_data);
+  }
+};
+
+enum TensorBlockShapeType {
+  kUniformAllDims,
+  kSkewedInnerDims,
+};
+
+struct TensorOpResourceRequirements {
+  TensorBlockShapeType block_shape;
+  std::size_t block_total_size;
+  // TODO(andydavis) Add 'target_num_threads' to support communication of
+  // thread-resource requirements. This will allow ops deep in the
+  // expression tree (like reductions) to communicate resources
+  // requirements based on local state (like the total number of reductions
+  // to be computed).
+  TensorOpResourceRequirements(internal::TensorBlockShapeType shape,
+                               const std::size_t size)
+      : block_shape(shape), block_total_size(size) {}
+};
+
+/** \class TensorBlockMapper
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor block mapper class.
+  *
+  * This class is responsible for iterating over the blocks of a tensor.
+  *
+  */
+
+template <typename Index, typename Scalar, std::size_t NumDims, int Layout>
+class TensorBlockMapper {
+ public:
+  typedef typename internal::TensorBlock<Index, Scalar, NumDims, Layout>
+      TensorBlock;
+
+  TensorBlockMapper(const Eigen::DSizes<Index, NumDims>& dims,
+                    const TensorBlockShapeType block_shape,
+                    const size_t max_coeff_count)
+      : m_dimensions(dims), m_block_dim_sizes(dims), m_total_block_count(1) {
+    if (m_block_dim_sizes.TotalSize() > max_coeff_count) {
+      if (block_shape == kUniformAllDims) {
+        // Tensor will not fit within 'max_coeff_count' budget: calculate tensor
+        // block dimension sizes based on "square" dimension size target.
+        const size_t dim_size_target =
+            std::pow(static_cast<float>(max_coeff_count),
+                     1.0 / static_cast<float>(m_block_dim_sizes.rank()));
+        for (size_t i = 0; i < m_block_dim_sizes.rank(); ++i) {
+          // TODO(andydavis) Adjust the inner most 'm_block_dim_size' to make it
+          // a multiple of the packet size. Note that reducing 'm_block_dim_size'
+          // in this manner can increase the number of blocks, and so will
+          // amplify any per-block overhead.
+          m_block_dim_sizes[i] =
+              numext::mini(dim_size_target, static_cast<size_t>(m_dimensions[i]));
+        }
+        // Add any un-allocated coefficients to inner dimension(s).
+        Index total_size = m_block_dim_sizes.TotalSize();
+        for (int i = 0; i < NumDims; ++i) {
+          const int dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+              ? i : NumDims - i - 1;
+          if (m_block_dim_sizes[dim] < m_dimensions[dim]) {
+            const Index total_size_other_dims = total_size /
+                m_block_dim_sizes[dim];
+            const Index alloc_avail = max_coeff_count / total_size_other_dims;
+            if (alloc_avail == m_block_dim_sizes[dim]) {
+              // Insufficient excess coefficients to allocate.
+              break;
+            }
+            m_block_dim_sizes[dim] = numext::mini(m_dimensions[dim], alloc_avail);
+            total_size = total_size_other_dims * m_block_dim_sizes[dim];
+          }
+        }
+      } else {
+        eigen_assert(block_shape == kSkewedInnerDims);
+        Index coeff_to_allocate = max_coeff_count;
+        for (int i = 0; i < NumDims; ++i) {
+          const int dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+              ? i : NumDims - i - 1;
+          m_block_dim_sizes[dim] = numext::mini(coeff_to_allocate,
+                                                m_dimensions[dim]);
+          coeff_to_allocate /= numext::maxi(static_cast<Index>(1),
+                                            m_block_dim_sizes[dim]);
+        }
+      }
+    }
+
+    // Calculate block counts by dimension and total block count.
+    DSizes<Index, NumDims> block_count;
+    for (size_t i = 0; i < block_count.rank(); ++i) {
+      block_count[i] =
+          (m_dimensions[i] + m_block_dim_sizes[i] - 1) / m_block_dim_sizes[i];
+    }
+    m_total_block_count = array_prod(block_count);
+
+    // Calculate block strides (used for enumerating blocks).
+    if (NumDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_block_strides[0] = 1;
+        m_tensor_strides[0] = 1;
+        for (int i = 1; i < NumDims; ++i) {
+          m_block_strides[i] = m_block_strides[i - 1] * block_count[i - 1];
+          m_tensor_strides[i] = m_tensor_strides[i - 1] * m_dimensions[i - 1];
+        }
+      } else {
+        m_block_strides[NumDims - 1] = 1;
+        m_tensor_strides[NumDims - 1] = 1;
+        for (int i = NumDims - 2; i >= 0; --i) {
+          m_block_strides[i] = m_block_strides[i + 1] * block_count[i + 1];
+          m_tensor_strides[i] = m_tensor_strides[i + 1] * m_dimensions[i + 1];
+        }
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorBlock
+  GetBlockForIndex(Index block_index, Scalar* data) const {
+    Index first_coeff_index = 0;
+    DSizes<Index, NumDims> coords;
+    DSizes<Index, NumDims> sizes;
+    DSizes<Index, NumDims> strides;
+    if (NumDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        for (int i = NumDims - 1; i > 0; --i) {
+          const Index idx = block_index / m_block_strides[i];
+          coords[i] = idx * m_block_dim_sizes[i];
+          sizes[i] =
+              numext::mini((m_dimensions[i] - coords[i]), m_block_dim_sizes[i]);
+          block_index -= idx * m_block_strides[i];
+          first_coeff_index += coords[i] * m_tensor_strides[i];
+        }
+        coords[0] = block_index * m_block_dim_sizes[0];
+        sizes[0] =
+            numext::mini((m_dimensions[0] - coords[0]), m_block_dim_sizes[0]);
+        first_coeff_index += coords[0] * m_tensor_strides[0];
+
+        strides[0] = 1;
+        for (int i = 1; i < NumDims; ++i) {
+          strides[i] = strides[i - 1] * sizes[i - 1];
+        }
+      } else {
+        for (int i = 0; i < NumDims - 1; ++i) {
+          const Index idx = block_index / m_block_strides[i];
+          coords[i] = idx * m_block_dim_sizes[i];
+          sizes[i] =
+              numext::mini((m_dimensions[i] - coords[i]), m_block_dim_sizes[i]);
+          block_index -= idx * m_block_strides[i];
+          first_coeff_index += coords[i] * m_tensor_strides[i];
+        }
+        coords[NumDims - 1] = block_index * m_block_dim_sizes[NumDims - 1];
+        sizes[NumDims - 1] =
+            numext::mini((m_dimensions[NumDims - 1] - coords[NumDims - 1]),
+                       m_block_dim_sizes[NumDims - 1]);
+        first_coeff_index += coords[NumDims - 1] * m_tensor_strides[NumDims - 1];
+
+        strides[NumDims - 1] = 1;
+        for (int i = NumDims - 2; i >= 0; --i) {
+          strides[i] = strides[i + 1] * sizes[i + 1];
+        }
+      }
+    }
+
+    return TensorBlock(first_coeff_index, sizes, strides, m_tensor_strides,
+                       data);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index total_block_count() const {
+    return m_total_block_count;
+  }
+
+ private:
+  DSizes<Index, NumDims> m_dimensions;
+  DSizes<Index, NumDims> m_block_dim_sizes;
+  DSizes<Index, NumDims> m_block_strides;
+  DSizes<Index, NumDims> m_tensor_strides;
+  Index m_total_block_count;
+};
+
+/** \class TensorSliceBlockMapper
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor slice block mapper class.
+  *
+  * This class is responsible for iterating over the blocks of
+  * a slice of a tensor. Supports shuffling of the block strides
+  * for callers that want to reduce strides for dimensions to be
+  * processed together.
+  *
+  */
+
+template <typename Index, typename Scalar, std::size_t NumDims, int Layout>
+class TensorSliceBlockMapper {
+ public:
+  typedef typename internal::TensorBlock<Index, Scalar, NumDims, Layout>
+      TensorBlock;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  TensorSliceBlockMapper(const Dimensions& tensor_dims,
+                         const Dimensions& tensor_slice_offsets,
+                         const Dimensions& tensor_slice_extents,
+                         const Dimensions& block_dim_sizes,
+                         const Dimensions& block_stride_order)
+      : m_tensor_dimensions(tensor_dims),
+        m_tensor_slice_offsets(tensor_slice_offsets),
+        m_tensor_slice_extents(tensor_slice_extents),
+        m_block_dim_sizes(block_dim_sizes),
+        m_block_stride_order(block_stride_order),
+        m_total_block_count(1) {
+    // Calculate block counts by dimension and total block count.
+    DSizes<Index, NumDims> block_count;
+    for (size_t i = 0; i < block_count.rank(); ++i) {
+      block_count[i] = (m_tensor_slice_extents[i] + m_block_dim_sizes[i] - 1) /
+          m_block_dim_sizes[i];
+    }
+    m_total_block_count = array_prod(block_count);
+
+    // Calculate block strides (used for enumerating blocks).
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_block_strides[0] = 1;
+      m_tensor_strides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_block_strides[i] = m_block_strides[i - 1] * block_count[i - 1];
+        m_tensor_strides[i] = m_tensor_strides[i - 1] *
+            m_tensor_dimensions[i - 1];
+      }
+    } else {
+      m_block_strides[NumDims - 1] = 1;
+      m_tensor_strides[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_block_strides[i] = m_block_strides[i + 1] * block_count[i + 1];
+        m_tensor_strides[i] = m_tensor_strides[i + 1] *
+            m_tensor_dimensions[i + 1];
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorBlock
+  GetBlockForIndex(Index block_index, Scalar* data) const {
+    Index first_coeff_index = 0;
+    DSizes<Index, NumDims> coords;
+    DSizes<Index, NumDims> sizes;
+    DSizes<Index, NumDims> strides;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = block_index / m_block_strides[i];
+        coords[i] = m_tensor_slice_offsets[i] + idx * m_block_dim_sizes[i];
+        sizes[i] = numext::mini(m_tensor_slice_offsets[i] + m_tensor_slice_extents[i] - coords[i],
+                                m_block_dim_sizes[i]);
+        block_index -= idx * m_block_strides[i];
+        first_coeff_index += coords[i] * m_tensor_strides[i];
+      }
+      coords[0] = m_tensor_slice_offsets[0] +
+          block_index * m_block_dim_sizes[0];
+      sizes[0] = numext::mini(m_tensor_slice_offsets[0] + m_tensor_slice_extents[0] - coords[0],
+                                m_block_dim_sizes[0]);
+      first_coeff_index += coords[0] * m_tensor_strides[0];
+
+      Index prev_dim = m_block_stride_order[0];
+      strides[prev_dim] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        const Index curr_dim = m_block_stride_order[i];
+        strides[curr_dim] = strides[prev_dim] * sizes[prev_dim];
+        prev_dim = curr_dim;
+      }
+    } else {
+      for (int i = 0; i < static_cast<int>(NumDims) - 1; ++i) {
+        const Index idx = block_index / m_block_strides[i];
+        coords[i] = m_tensor_slice_offsets[i] + idx * m_block_dim_sizes[i];
+        sizes[i] = numext::mini(m_tensor_slice_offsets[i] + m_tensor_slice_extents[i] - coords[i],
+                                m_block_dim_sizes[i]);
+        block_index -= idx * m_block_strides[i];
+        first_coeff_index += coords[i] * m_tensor_strides[i];
+      }
+      coords[NumDims - 1] = m_tensor_slice_offsets[NumDims - 1] +
+          block_index * m_block_dim_sizes[NumDims - 1];
+      sizes[NumDims - 1] = numext::mini(
+          m_tensor_slice_offsets[NumDims - 1] + m_tensor_slice_extents[NumDims - 1] - coords[NumDims - 1],
+          m_block_dim_sizes[NumDims - 1]);
+      first_coeff_index += coords[NumDims - 1] * m_tensor_strides[NumDims - 1];
+
+      Index prev_dim = m_block_stride_order[NumDims - 1];
+      strides[prev_dim] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        const Index curr_dim = m_block_stride_order[i];
+        strides[curr_dim] = strides[prev_dim] * sizes[prev_dim];
+        prev_dim = curr_dim;
+      }
+    }
+
+    return TensorBlock(first_coeff_index, sizes, strides, m_tensor_strides,
+                       data);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index total_block_count() const {
+    return m_total_block_count;
+  }
+
+ private:
+  Dimensions m_tensor_dimensions;
+  Dimensions m_tensor_slice_offsets;
+  Dimensions m_tensor_slice_extents;
+  Dimensions m_tensor_strides;
+  Dimensions m_block_dim_sizes;
+  Dimensions m_block_stride_order;
+  Dimensions m_block_strides;
+  Index m_total_block_count;
+};
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_CXX11_TENSOR_TENSOR_BLOCK_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBroadcasting.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBroadcasting.h
new file mode 100644
index 0000000000..7e6d00fad6
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorBroadcasting.h
@@ -0,0 +1,352 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_BROADCASTING_H
+#define EIGEN_CXX11_TENSOR_TENSOR_BROADCASTING_H
+
+namespace Eigen {
+
+/** \class TensorBroadcasting
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor broadcasting class.
+  *
+  *
+  */
+namespace internal {
+template<typename Broadcast, typename XprType>
+struct traits<TensorBroadcastingOp<Broadcast, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename Broadcast, typename XprType>
+struct eval<TensorBroadcastingOp<Broadcast, XprType>, Eigen::Dense>
+{
+  typedef const TensorBroadcastingOp<Broadcast, XprType>& type;
+};
+
+template<typename Broadcast, typename XprType>
+struct nested<TensorBroadcastingOp<Broadcast, XprType>, 1, typename eval<TensorBroadcastingOp<Broadcast, XprType> >::type>
+{
+  typedef TensorBroadcastingOp<Broadcast, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename Broadcast, typename XprType>
+class TensorBroadcastingOp : public TensorBase<TensorBroadcastingOp<Broadcast, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorBroadcastingOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorBroadcastingOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorBroadcastingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorBroadcastingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorBroadcastingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorBroadcastingOp(const XprType& expr, const Broadcast& broadcast)
+      : m_xpr(expr), m_broadcast(broadcast) {}
+
+    EIGEN_DEVICE_FUNC
+    const Broadcast& broadcast() const { return m_broadcast; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const Broadcast m_broadcast;
+};
+
+
+// Eval as rvalue
+template<typename Broadcast, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorBroadcastingOp<Broadcast, ArgType>, Device>
+{
+  typedef TensorBroadcastingOp<Broadcast, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions InputDimensions;
+  EIGEN_STATIC_ASSERT(NumDims == internal::array_size<Broadcast>::value, "Broadcast cannot change rank")
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : m_impl(op.expression(), device)
+  {
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    const Broadcast& broadcast = op.broadcast();
+    for (int i = 0; i < NumDims; ++i) {
+      eigen_assert(input_dims[i] > 0);
+      m_dimensions[i] = input_dims[i] * broadcast[i];
+    }
+
+    if (NumDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_inputStrides[0] = 1;
+        m_outputStrides[0] = 1;
+        for (int i = 1; i < NumDims; ++i) {
+          m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+          m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1];
+        }
+      } else {
+        // NumDims is always > 0 here, but use max to avoid compiler warning
+        m_inputStrides[numext::maxi(0, NumDims-1)] = 1;
+        m_outputStrides[numext::maxi(0, NumDims-1)] = 1;
+        for (int i = NumDims-2; i >= 0; --i) {
+          m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1];
+          m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1];
+        }
+      }
+    }
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE CoeffReturnType coeff(Index index) const
+  {
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      return coeffColMajor(index);
+    } else {
+      return coeffRowMajor(index);
+    }
+  }
+
+  // TODO: attempt to speed this up. The integer divisions and modulo are slow
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeffColMajor(Index index) const
+  {
+    Index inputIndex = 0;
+    if (NumDims > 0) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStrides[i];
+        if (internal::index_statically_eq<Broadcast>()(i, 1)) {
+          eigen_assert(idx < m_impl.dimensions()[i]);
+          inputIndex += idx * m_inputStrides[i];
+        } else {
+          if (internal::index_statically_eq<InputDimensions>()(i, 1)) {
+            eigen_assert(idx % m_impl.dimensions()[i] == 0);
+          } else {
+            inputIndex += (idx % m_impl.dimensions()[i]) * m_inputStrides[i];
+          }
+        }
+        index -= idx * m_outputStrides[i];
+      }
+      if (internal::index_statically_eq<Broadcast>()(0, 1)) {
+        eigen_assert(index < m_impl.dimensions()[0]);
+        inputIndex += index;
+      } else {
+        if (internal::index_statically_eq<InputDimensions>()(0, 1)) {
+          eigen_assert(index % m_impl.dimensions()[0] == 0);
+        } else {
+          inputIndex += (index % m_impl.dimensions()[0]);
+        }
+      }
+    }
+    return m_impl.coeff(inputIndex);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeffRowMajor(Index index) const
+  {
+    Index inputIndex = 0;
+    if (NumDims > 0) {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_outputStrides[i];
+        if (internal::index_statically_eq<Broadcast>()(i, 1)) {
+          eigen_assert(idx < m_impl.dimensions()[i]);
+          inputIndex += idx * m_inputStrides[i];
+        } else {
+          if (internal::index_statically_eq<InputDimensions>()(i, 1)) {
+            eigen_assert(idx % m_impl.dimensions()[i] == 0);
+          } else {
+            inputIndex += (idx % m_impl.dimensions()[i]) * m_inputStrides[i];
+          }
+        }
+        index -= idx * m_outputStrides[i];
+      }
+      if (internal::index_statically_eq<Broadcast>()(NumDims-1, 1)) {
+        eigen_assert(index < m_impl.dimensions()[NumDims-1]);
+        inputIndex += index;
+      } else {
+        if (internal::index_statically_eq<InputDimensions>()(NumDims-1, 1)) {
+          eigen_assert(index % m_impl.dimensions()[NumDims-1] == 0);
+        } else {
+          inputIndex += (index % m_impl.dimensions()[NumDims-1]);
+        }
+      }
+    }
+    return m_impl.coeff(inputIndex);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE PacketReturnType packet(Index index) const
+  {
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      return packetColMajor<LoadMode>(index);
+    } else {
+      return packetRowMajor<LoadMode>(index);
+    }
+  }
+
+  // Ignore the LoadMode and always use unaligned loads since we can't guarantee
+  // the alignment at compile time.
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetColMajor(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    const Index originalIndex = index;
+
+    Index inputIndex = 0;
+    Index innermostLoc = 0;
+    if (NumDims > 0) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStrides[i];
+        if (internal::index_statically_eq<Broadcast>()(i, 1)) {
+          eigen_assert(idx < m_impl.dimensions()[i]);
+          inputIndex += idx * m_inputStrides[i];
+        } else {
+          if (internal::index_statically_eq<InputDimensions>()(i, 1)) {
+            eigen_assert(idx % m_impl.dimensions()[i] == 0);
+          } else {
+            inputIndex += (idx % m_impl.dimensions()[i]) * m_inputStrides[i];
+          }
+        }
+        index -= idx * m_outputStrides[i];
+      }
+      if (internal::index_statically_eq<Broadcast>()(0, 1)) {
+        eigen_assert(index < m_impl.dimensions()[0]);
+        innermostLoc = index;
+      } else {
+        if (internal::index_statically_eq<InputDimensions>()(0, 1)) {
+          eigen_assert(innermostLoc % m_impl.dimensions()[0] == 0);
+          innermostLoc = 0;
+        } else {
+          innermostLoc = index % m_impl.dimensions()[0];
+        }
+      }
+      inputIndex += innermostLoc;
+    }
+
+    // Todo: this could be extended to the second dimension if we're not
+    // broadcasting alongside the first dimension, and so on.
+    if (innermostLoc + packetSize <= m_impl.dimensions()[0]) {
+      return m_impl.template packet<Unaligned>(inputIndex);
+    } else {
+      EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+      values[0] = m_impl.coeff(inputIndex);
+      for (int i = 1; i < packetSize; ++i) {
+        values[i] = coeffColMajor(originalIndex+i);
+      }
+      PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+      return rslt;
+    }
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetRowMajor(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    const Index originalIndex = index;
+
+    Index inputIndex = 0;
+    for (int i = 0; i < NumDims - 1; ++i) {
+      const Index idx = index / m_outputStrides[i];
+      if (internal::index_statically_eq<Broadcast>()(i, 1)) {
+        eigen_assert(idx < m_impl.dimensions()[i]);
+        inputIndex += idx * m_inputStrides[i];
+      } else {
+        if (internal::index_statically_eq<InputDimensions>()(i, 1)) {
+          eigen_assert(idx % m_impl.dimensions()[i] == 0);
+        } else {
+          inputIndex += (idx % m_impl.dimensions()[i]) * m_inputStrides[i];
+        }
+      }
+      index -= idx * m_outputStrides[i];
+    }
+    Index innermostLoc;
+    if (internal::index_statically_eq<Broadcast>()(NumDims-1, 1)) {
+      eigen_assert(index < m_impl.dimensions()[NumDims-1]);
+      innermostLoc = index;
+    } else {
+      if (internal::index_statically_eq<InputDimensions>()(NumDims-1, 1)) {
+        eigen_assert(innermostLoc % m_impl.dimensions()[NumDims-1] == 0);
+        innermostLoc = 0;
+      } else {
+        innermostLoc = index % m_impl.dimensions()[NumDims-1];
+      }
+    }
+    inputIndex += innermostLoc;
+
+    // Todo: this could be extended to the second dimension if we're not
+    // broadcasting alongside the first dimension, and so on.
+    if (innermostLoc + packetSize <= m_impl.dimensions()[NumDims-1]) {
+      return m_impl.template packet<Unaligned>(inputIndex);
+    } else {
+      EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+      values[0] = m_impl.coeff(inputIndex);
+      for (int i = 1; i < packetSize; ++i) {
+        values[i] = coeffRowMajor(originalIndex+i);
+      }
+      PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+      return rslt;
+    }
+  }
+
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_outputStrides;
+  array<Index, NumDims> m_inputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_BROADCASTING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorChipping.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorChipping.h
new file mode 100644
index 0000000000..36c436a613
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorChipping.h
@@ -0,0 +1,510 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CHIPPING_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CHIPPING_H
+
+namespace Eigen {
+
+/** \class TensorKChippingReshaping
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief A chip is a thin slice, corresponding to a column or a row in a 2-d tensor.
+  *
+  *
+  */
+
+namespace internal {
+template<DenseIndex DimId, typename XprType>
+struct traits<TensorChippingOp<DimId, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions - 1;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<DenseIndex DimId, typename XprType>
+struct eval<TensorChippingOp<DimId, XprType>, Eigen::Dense>
+{
+  typedef const TensorChippingOp<DimId, XprType>& type;
+};
+
+template<DenseIndex DimId, typename XprType>
+struct nested<TensorChippingOp<DimId, XprType>, 1, typename eval<TensorChippingOp<DimId, XprType> >::type>
+{
+  typedef TensorChippingOp<DimId, XprType> type;
+};
+
+template <DenseIndex DimId>
+struct DimensionId
+{
+  DimensionId(DenseIndex dim) {
+    eigen_assert(dim == DimId);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE DenseIndex actualDim() const {
+    return DimId;
+  }
+};
+template <>
+struct DimensionId<Dynamic>
+{
+  DimensionId(DenseIndex dim) : actual_dim(dim) {
+    eigen_assert(dim >= 0);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE DenseIndex actualDim() const {
+    return actual_dim;
+  }
+ private:
+  const DenseIndex actual_dim;
+};
+
+
+}  // end namespace internal
+
+
+
+template<DenseIndex DimId, typename XprType>
+class TensorChippingOp : public TensorBase<TensorChippingOp<DimId, XprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorChippingOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename Eigen::internal::nested<TensorChippingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorChippingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorChippingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorChippingOp(const XprType& expr, const Index offset, const Index dim)
+      : m_xpr(expr), m_offset(offset), m_dim(dim) {
+  }
+
+  EIGEN_DEVICE_FUNC
+  const Index offset() const { return m_offset; }
+  EIGEN_DEVICE_FUNC
+  const Index dim() const { return m_dim.actualDim(); }
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename XprType::Nested>::type&
+  expression() const { return m_xpr; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE TensorChippingOp& operator = (const TensorChippingOp& other)
+  {
+    typedef TensorAssignOp<TensorChippingOp, const TensorChippingOp> Assign;
+    Assign assign(*this, other);
+    internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    return *this;
+  }
+
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE TensorChippingOp& operator = (const OtherDerived& other)
+  {
+    typedef TensorAssignOp<TensorChippingOp, const OtherDerived> Assign;
+    Assign assign(*this, other);
+    internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    return *this;
+  }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const Index m_offset;
+    const internal::DimensionId<DimId> m_dim;
+};
+
+
+// Eval as rvalue
+template<DenseIndex DimId, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorChippingOp<DimId, ArgType>, Device>
+{
+  typedef TensorChippingOp<DimId, ArgType> XprType;
+  static const int NumInputDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  static const int NumDims = NumInputDims-1;
+  typedef typename XprType::Index Index;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::remove_const<Scalar>::type ScalarNonConst;
+
+  enum {
+    // Alignment can't be guaranteed at compile time since it depends on the
+    // slice offsets.
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  typedef internal::TensorBlock<Index, ScalarNonConst, NumInputDims, Layout>
+    InputTensorBlock;
+  typedef internal::TensorBlock<Index, ScalarNonConst, NumDims, Layout>
+    OutputTensorBlock;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_dim(op.dim()), m_device(device)
+  {
+    EIGEN_STATIC_ASSERT(NumInputDims >= 1, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    eigen_assert(NumInputDims > m_dim.actualDim());
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    eigen_assert(op.offset() < input_dims[m_dim.actualDim()]);
+
+    int j = 0;
+    for (int i = 0; i < NumInputDims; ++i) {
+      if (i != m_dim.actualDim()) {
+        m_dimensions[j] = input_dims[i];
+        ++j;
+      }
+    }
+
+    m_stride = 1;
+    m_inputStride = 1;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = 0; i < m_dim.actualDim(); ++i) {
+        m_stride *= input_dims[i];
+        m_inputStride *= input_dims[i];
+      }
+    } else {
+      for (int i = NumInputDims-1; i > m_dim.actualDim(); --i) {
+        m_stride *= input_dims[i];
+        m_inputStride *= input_dims[i];
+      }
+    }
+    m_inputStride *= input_dims[m_dim.actualDim()];
+    m_inputOffset = m_stride * op.offset();
+
+    if (BlockAccess) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_inputStrides[0] = 1;
+        for (int i = 1; i < NumInputDims; ++i) {
+          m_inputStrides[i] = m_inputStrides[i - 1] * input_dims[i - 1];
+        }
+      } else {
+        m_inputStrides[NumInputDims - 1] = 1;
+        for (int i = NumInputDims - 2; i >= 0; --i) {
+          m_inputStrides[i] = m_inputStrides[i + 1] * input_dims[i + 1];
+        }
+      }
+
+      m_block_total_size_max = numext::maxi(static_cast<std::size_t>(1),
+                                            device.lastLevelCacheSize() /
+                                            sizeof(Scalar));
+    }
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_impl.coeff(srcCoeff(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    if ((static_cast<int>(Layout) == static_cast<int>(ColMajor) &&
+         m_dim.actualDim() == 0) ||
+        (static_cast<int>(Layout) == static_cast<int>(RowMajor) &&
+         m_dim.actualDim() == NumInputDims - 1)) {
+      // m_stride is equal to 1, so let's avoid the integer division.
+      eigen_assert(m_stride == 1);
+      Index inputIndex = index * m_inputStride + m_inputOffset;
+      EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+      for (int i = 0; i < packetSize; ++i) {
+        values[i] = m_impl.coeff(inputIndex);
+        inputIndex += m_inputStride;
+      }
+      PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+      return rslt;
+    } else if ((static_cast<int>(Layout) == static_cast<int>(ColMajor) &&
+                m_dim.actualDim() == NumInputDims - 1) ||
+               (static_cast<int>(Layout) == static_cast<int>(RowMajor) &&
+                m_dim.actualDim() == 0)) {
+      // m_stride is aways greater than index, so let's avoid the integer division.
+      eigen_assert(m_stride > index);
+      return m_impl.template packet<LoadMode>(index + m_inputOffset);
+    } else {
+      const Index idx = index / m_stride;
+      const Index rem = index - idx * m_stride;
+      if (rem + packetSize <= m_stride) {
+        Index inputIndex = idx * m_inputStride + m_inputOffset + rem;
+        return m_impl.template packet<LoadMode>(inputIndex);
+      } else {
+        // Cross the stride boundary. Fallback to slow path.
+        EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+        for (int i = 0; i < packetSize; ++i) {
+          values[i] = coeff(index);
+          ++index;
+        }
+        PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+        return rslt;
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    resources->push_back(internal::TensorOpResourceRequirements(
+        internal::kSkewedInnerDims, m_block_total_size_max));
+    m_impl.getResourceRequirements(resources);
+  }
+
+  // TODO(andydavis) Reduce the overhead of this function (experiment with
+  // using a fixed block size).
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(
+      OutputTensorBlock* output_block) const {
+    // Calculate input block sizes.
+    const DSizes<Index, NumDims>& output_block_sizes =
+        output_block->block_sizes();
+    const DSizes<Index, NumDims>& output_block_strides =
+        output_block->block_strides();
+    const Index chip_dim = m_dim.actualDim();
+    DSizes<Index, NumInputDims> input_block_sizes;
+    DSizes<Index, NumInputDims> input_block_strides;
+    for (Index i = 0; i < NumInputDims; ++i) {
+      if (i < chip_dim) {
+        input_block_sizes[i] = output_block_sizes[i];
+        input_block_strides[i] = output_block_strides[i];
+      } else if (i > chip_dim) {
+        input_block_sizes[i] = output_block_sizes[i - 1];
+        input_block_strides[i] = output_block_strides[i - 1];
+      } else {
+        input_block_sizes[i] = 1;
+      }
+    }
+    // Fix up input_block_stride for chip dimension.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      if (chip_dim == 0) {
+        input_block_strides[chip_dim] = 1;
+      } else {
+        input_block_strides[chip_dim] = input_block_strides[chip_dim - 1] *
+            input_block_sizes[chip_dim - 1];
+      }
+    } else {
+      if (chip_dim == NumInputDims - 1) {
+        input_block_strides[chip_dim] = 1;
+      } else {
+        input_block_strides[chip_dim] = input_block_strides[chip_dim + 1] *
+            input_block_sizes[chip_dim + 1];
+      }
+    }
+    // Instantiate and read input block from input tensor.
+    InputTensorBlock input_block(srcCoeff(output_block->first_coeff_index()),
+                                 input_block_sizes,
+                                 input_block_strides,
+                                 m_inputStrides,
+                                 output_block->data());
+    m_impl.block(&input_block);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType* data() const {
+    CoeffReturnType* result = const_cast<CoeffReturnType*>(m_impl.data());
+    if (((static_cast<int>(Layout) == static_cast<int>(ColMajor) &&
+          m_dim.actualDim() == NumDims) ||
+         (static_cast<int>(Layout) == static_cast<int>(RowMajor) &&
+          m_dim.actualDim() == 0)) &&
+        result) {
+      return result + m_inputOffset;
+    } else {
+      return NULL;
+    }
+  }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const
+  {
+    Index inputIndex;
+    if ((static_cast<int>(Layout) == static_cast<int>(ColMajor) &&
+         m_dim.actualDim() == 0) ||
+        (static_cast<int>(Layout) == static_cast<int>(RowMajor) &&
+         m_dim.actualDim() == NumInputDims - 1)) {
+      // m_stride is equal to 1, so let's avoid the integer division.
+      eigen_assert(m_stride == 1);
+      inputIndex = index * m_inputStride + m_inputOffset;
+    } else if ((static_cast<int>(Layout) == static_cast<int>(ColMajor) &&
+                m_dim.actualDim() == NumInputDims - 1) ||
+               (static_cast<int>(Layout) == static_cast<int>(RowMajor) &&
+                m_dim.actualDim() == 0)) {
+      // m_stride is aways greater than index, so let's avoid the integer division.
+      eigen_assert(m_stride > index);
+      inputIndex = index + m_inputOffset;
+    } else {
+      const Index idx = index / m_stride;
+      inputIndex = idx * m_inputStride + m_inputOffset;
+      index -= idx * m_stride;
+      inputIndex += index;
+    }
+    return inputIndex;
+  }
+
+  Dimensions m_dimensions;
+  Index m_stride;
+  Index m_inputOffset;
+  Index m_inputStride;
+  DSizes<Index, NumInputDims> m_inputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  const internal::DimensionId<DimId> m_dim;
+  const Device& m_device;
+  std::size_t m_block_total_size_max;
+};
+
+
+// Eval as lvalue
+template<DenseIndex DimId, typename ArgType, typename Device>
+struct TensorEvaluator<TensorChippingOp<DimId, ArgType>, Device>
+  : public TensorEvaluator<const TensorChippingOp<DimId, ArgType>, Device>
+{
+  typedef TensorEvaluator<const TensorChippingOp<DimId, ArgType>, Device> Base;
+  typedef TensorChippingOp<DimId, ArgType> XprType;
+  static const int NumInputDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  static const int NumDims = NumInputDims-1;
+  typedef typename XprType::Index Index;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : Base(op, device)
+    { }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename internal::remove_const<Scalar>::type ScalarNonConst;
+  typedef internal::TensorBlock<Index, ScalarNonConst, NumInputDims, Layout>
+    InputTensorBlock;
+  typedef internal::TensorBlock<Index, ScalarNonConst, NumDims, Layout>
+    OutputTensorBlock;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index)
+  {
+    return this->m_impl.coeffRef(this->srcCoeff(index));
+  }
+
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    static const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+
+    if ((static_cast<int>(this->Layout) == static_cast<int>(ColMajor) &&
+         this->m_dim.actualDim() == 0) ||
+        (static_cast<int>(this->Layout) == static_cast<int>(RowMajor) &&
+         this->m_dim.actualDim() == NumInputDims - 1)) {
+      // m_stride is equal to 1, so let's avoid the integer division.
+      eigen_assert(this->m_stride == 1);
+      EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+      internal::pstore<CoeffReturnType, PacketReturnType>(values, x);
+      Index inputIndex = index * this->m_inputStride + this->m_inputOffset;
+      for (int i = 0; i < packetSize; ++i) {
+        this->m_impl.coeffRef(inputIndex) = values[i];
+        inputIndex += this->m_inputStride;
+      }
+    } else if ((static_cast<int>(this->Layout) == static_cast<int>(ColMajor) &&
+                this->m_dim.actualDim() == NumInputDims - 1) ||
+               (static_cast<int>(this->Layout) == static_cast<int>(RowMajor) &&
+                this->m_dim.actualDim() == 0)) {
+      // m_stride is aways greater than index, so let's avoid the integer division.
+      eigen_assert(this->m_stride > index);
+      this->m_impl.template writePacket<StoreMode>(index + this->m_inputOffset, x);
+    } else {
+      const Index idx = index / this->m_stride;
+      const Index rem = index - idx * this->m_stride;
+      if (rem + packetSize <= this->m_stride) {
+        const Index inputIndex = idx * this->m_inputStride + this->m_inputOffset + rem;
+        this->m_impl.template writePacket<StoreMode>(inputIndex, x);
+      } else {
+        // Cross stride boundary. Fallback to slow path.
+        EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+        internal::pstore<CoeffReturnType, PacketReturnType>(values, x);
+        for (int i = 0; i < packetSize; ++i) {
+          this->coeffRef(index) = values[i];
+          ++index;
+        }
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writeBlock(
+      const OutputTensorBlock& output_block) {
+    // Calculate input block sizes.
+    const DSizes<Index, NumDims>& output_block_sizes =
+        output_block.block_sizes();
+    const DSizes<Index, NumDims>& output_block_strides =
+        output_block.block_strides();
+    const Index chip_dim = this->m_dim.actualDim();
+    DSizes<Index, NumInputDims> input_block_sizes;
+    DSizes<Index, NumInputDims> input_block_strides;
+    for (Index i = 0; i < NumInputDims; ++i) {
+      if (i < chip_dim) {
+        input_block_sizes[i] = output_block_sizes[i];
+        input_block_strides[i] = output_block_strides[i];
+      } else if (i > chip_dim) {
+        input_block_sizes[i] = output_block_sizes[i - 1];
+        input_block_strides[i] = output_block_strides[i - 1];
+      } else {
+        input_block_sizes[i] = 1;
+      }
+    }
+    // Fix up input_block_stride for chip dimension.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      if (chip_dim == 0) {
+        input_block_strides[chip_dim] = 1;
+      } else {
+        input_block_strides[chip_dim] = input_block_strides[chip_dim - 1] *
+            input_block_sizes[chip_dim - 1];
+      }
+    } else {
+      if (chip_dim == NumInputDims - 1) {
+        input_block_strides[chip_dim] = 1;
+      } else {
+        input_block_strides[chip_dim] = input_block_strides[chip_dim - 1] *
+            input_block_sizes[chip_dim - 1];
+      }
+    }
+    // Write input block.
+    this->m_impl.writeBlock(
+        InputTensorBlock(this->srcCoeff(output_block.first_coeff_index()),
+                         input_block_sizes,
+                         input_block_strides,
+                         this->m_inputStrides,
+                         const_cast<ScalarNonConst*>(output_block.data())));
+  }
+
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CHIPPING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConcatenation.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConcatenation.h
new file mode 100644
index 0000000000..54d9e5f2c8
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConcatenation.h
@@ -0,0 +1,350 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CONCATENATION_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONCATENATION_H
+
+namespace Eigen {
+
+/** \class TensorConcatenationOp
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor concatenation class.
+  *
+  *
+  */
+namespace internal {
+template<typename Axis, typename LhsXprType, typename RhsXprType>
+struct traits<TensorConcatenationOp<Axis, LhsXprType, RhsXprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef typename promote_storage_type<typename LhsXprType::Scalar,
+                                        typename RhsXprType::Scalar>::ret Scalar;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename promote_storage_type<typename traits<LhsXprType>::StorageKind,
+                                        typename traits<RhsXprType>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<LhsXprType>::Index,
+                                      typename traits<RhsXprType>::Index>::type Index;
+  typedef typename LhsXprType::Nested LhsNested;
+  typedef typename RhsXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  static const int NumDimensions = traits<LhsXprType>::NumDimensions;
+  static const int Layout = traits<LhsXprType>::Layout;
+  enum { Flags = 0 };
+};
+
+template<typename Axis, typename LhsXprType, typename RhsXprType>
+struct eval<TensorConcatenationOp<Axis, LhsXprType, RhsXprType>, Eigen::Dense>
+{
+  typedef const TensorConcatenationOp<Axis, LhsXprType, RhsXprType>& type;
+};
+
+template<typename Axis, typename LhsXprType, typename RhsXprType>
+struct nested<TensorConcatenationOp<Axis, LhsXprType, RhsXprType>, 1, typename eval<TensorConcatenationOp<Axis, LhsXprType, RhsXprType> >::type>
+{
+  typedef TensorConcatenationOp<Axis, LhsXprType, RhsXprType> type;
+};
+
+}  // end namespace internal
+
+
+template<typename Axis, typename LhsXprType, typename RhsXprType>
+class TensorConcatenationOp : public TensorBase<TensorConcatenationOp<Axis, LhsXprType, RhsXprType>, WriteAccessors>
+{
+  public:
+    typedef typename internal::traits<TensorConcatenationOp>::Scalar Scalar;
+    typedef typename internal::traits<TensorConcatenationOp>::Packet Packet;
+    typedef typename internal::traits<TensorConcatenationOp>::StorageKind StorageKind;
+    typedef typename internal::traits<TensorConcatenationOp>::Index Index;
+    typedef typename internal::nested<TensorConcatenationOp>::type Nested;
+    typedef typename internal::promote_storage_type<typename LhsXprType::CoeffReturnType,
+                                                    typename RhsXprType::CoeffReturnType>::ret CoeffReturnType;
+    typedef typename internal::promote_storage_type<typename LhsXprType::PacketReturnType,
+                                                    typename RhsXprType::PacketReturnType>::ret PacketReturnType;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorConcatenationOp(const LhsXprType& lhs, const RhsXprType& rhs, Axis axis)
+        : m_lhs_xpr(lhs), m_rhs_xpr(rhs), m_axis(axis) {}
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename LhsXprType::Nested>::type&
+    lhsExpression() const { return m_lhs_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename RhsXprType::Nested>::type&
+    rhsExpression() const { return m_rhs_xpr; }
+
+    EIGEN_DEVICE_FUNC const Axis& axis() const { return m_axis; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorConcatenationOp& operator = (const TensorConcatenationOp& other)
+    {
+      typedef TensorAssignOp<TensorConcatenationOp, const TensorConcatenationOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorConcatenationOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorConcatenationOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename LhsXprType::Nested m_lhs_xpr;
+    typename RhsXprType::Nested m_rhs_xpr;
+    const Axis m_axis;
+};
+
+
+// Eval as rvalue
+template<typename Axis, typename LeftArgType, typename RightArgType, typename Device>
+struct TensorEvaluator<const TensorConcatenationOp<Axis, LeftArgType, RightArgType>, Device>
+{
+  typedef TensorConcatenationOp<Axis, LeftArgType, RightArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<LeftArgType, Device>::Dimensions>::value;
+  static const int RightNumDims = internal::array_size<typename TensorEvaluator<RightArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<LeftArgType, Device>::PacketAccess &
+                   TensorEvaluator<RightArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : m_leftImpl(op.lhsExpression(), device), m_rightImpl(op.rhsExpression(), device), m_axis(op.axis())
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<LeftArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<RightArgType, Device>::Layout) || NumDims == 1), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    EIGEN_STATIC_ASSERT(NumDims == RightNumDims, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(0 <= m_axis && m_axis < NumDims);
+    const Dimensions& lhs_dims = m_leftImpl.dimensions();
+    const Dimensions& rhs_dims = m_rightImpl.dimensions();
+    int i = 0;
+    for (; i < m_axis; ++i) {
+      eigen_assert(lhs_dims[i] > 0);
+      eigen_assert(lhs_dims[i] == rhs_dims[i]);
+      m_dimensions[i] = lhs_dims[i];
+    }
+    eigen_assert(lhs_dims[i] > 0);  // Now i == m_axis.
+    eigen_assert(rhs_dims[i] > 0);
+    m_dimensions[i] = lhs_dims[i] + rhs_dims[i];
+    for (++i; i < NumDims; ++i) {
+      eigen_assert(lhs_dims[i] > 0);
+      eigen_assert(lhs_dims[i] == rhs_dims[i]);
+      m_dimensions[i] = lhs_dims[i];
+    }
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_leftStrides[0] = 1;
+      m_rightStrides[0] = 1;
+      m_outputStrides[0] = 1;
+
+      for (int i = 1; i < NumDims; ++i) {
+        m_leftStrides[i] = m_leftStrides[i-1] * lhs_dims[i-1];
+        m_rightStrides[i] = m_rightStrides[i-1] * rhs_dims[i-1];
+        m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1];
+      }
+    } else {
+      m_leftStrides[NumDims - 1] = 1;
+      m_rightStrides[NumDims - 1] = 1;
+      m_outputStrides[NumDims - 1] = 1;
+
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_leftStrides[i] = m_leftStrides[i+1] * lhs_dims[i+1];
+        m_rightStrides[i] = m_rightStrides[i+1] * rhs_dims[i+1];
+        m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1];
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  // TODO(phli): Add short-circuit memcpy evaluation if underlying data are linear?
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/)
+  {
+    m_leftImpl.evalSubExprsIfNeeded(NULL);
+    m_rightImpl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup()
+  {
+    m_leftImpl.cleanup();
+    m_rightImpl.cleanup();
+  }
+
+  // TODO(phli): attempt to speed this up. The integer divisions and modulo are slow.
+  // See CL/76180724 comments for more ideas.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    // Collect dimension-wise indices (subs).
+    array<Index, NumDims> subs;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        subs[i] = index / m_outputStrides[i];
+        index -= subs[i] * m_outputStrides[i];
+      }
+      subs[0] = index;
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        subs[i] = index / m_outputStrides[i];
+        index -= subs[i] * m_outputStrides[i];
+      }
+      subs[NumDims - 1] = index;
+    }
+
+    const Dimensions& left_dims = m_leftImpl.dimensions();
+    if (subs[m_axis] < left_dims[m_axis]) {
+      Index left_index;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        left_index = subs[0];
+        for (int i = 1; i < NumDims; ++i) {
+          left_index += (subs[i] % left_dims[i]) * m_leftStrides[i];
+        }
+      } else {
+        left_index = subs[NumDims - 1];
+        for (int i = NumDims - 2; i >= 0; --i) {
+          left_index += (subs[i] % left_dims[i]) * m_leftStrides[i];
+        }
+      }
+      return m_leftImpl.coeff(left_index);
+    } else {
+      subs[m_axis] -= left_dims[m_axis];
+      const Dimensions& right_dims = m_rightImpl.dimensions();
+      Index right_index;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        right_index = subs[0];
+        for (int i = 1; i < NumDims; ++i) {
+          right_index += (subs[i] % right_dims[i]) * m_rightStrides[i];
+        }
+      } else {
+        right_index = subs[NumDims - 1];
+        for (int i = NumDims - 2; i >= 0; --i) {
+          right_index += (subs[i] % right_dims[i]) * m_rightStrides[i];
+        }
+      }
+      return m_rightImpl.coeff(right_index);
+    }
+  }
+
+  // TODO(phli): Add a real vectorization.
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    static const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index + packetSize - 1 < dimensions().TotalSize());
+
+    EIGEN_ALIGN_DEFAULT CoeffReturnType values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+  protected:
+    Dimensions m_dimensions;
+    array<Index, NumDims> m_outputStrides;
+    array<Index, NumDims> m_leftStrides;
+    array<Index, NumDims> m_rightStrides;
+    TensorEvaluator<LeftArgType, Device> m_leftImpl;
+    TensorEvaluator<RightArgType, Device> m_rightImpl;
+    const Axis m_axis;
+};
+
+// Eval as lvalue
+template<typename Axis, typename LeftArgType, typename RightArgType, typename Device>
+  struct TensorEvaluator<TensorConcatenationOp<Axis, LeftArgType, RightArgType>, Device>
+  : public TensorEvaluator<const TensorConcatenationOp<Axis, LeftArgType, RightArgType>, Device>
+{
+  typedef TensorEvaluator<const TensorConcatenationOp<Axis, LeftArgType, RightArgType>, Device> Base;
+  typedef TensorConcatenationOp<Axis, LeftArgType, RightArgType> XprType;
+  typedef typename Base::Dimensions Dimensions;
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<LeftArgType, Device>::PacketAccess &
+                   TensorEvaluator<RightArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(XprType& op, const Device& device)
+    : Base(op, device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(Layout) == static_cast<int>(ColMajor)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index)
+  {
+    // Collect dimension-wise indices (subs).
+    array<Index, Base::NumDims> subs;
+    for (int i = Base::NumDims - 1; i > 0; --i) {
+      subs[i] = index / this->m_outputStrides[i];
+      index -= subs[i] * this->m_outputStrides[i];
+    }
+    subs[0] = index;
+
+    const Dimensions& left_dims = this->m_leftImpl.dimensions();
+    if (subs[this->m_axis] < left_dims[this->m_axis]) {
+      Index left_index = subs[0];
+      for (int i = 1; i < Base::NumDims; ++i) {
+        left_index += (subs[i] % left_dims[i]) * this->m_leftStrides[i];
+      }
+      return this->m_leftImpl.coeffRef(left_index);
+    } else {
+      subs[this->m_axis] -= left_dims[this->m_axis];
+      const Dimensions& right_dims = this->m_rightImpl.dimensions();
+      Index right_index = subs[0];
+      for (int i = 1; i < Base::NumDims; ++i) {
+        right_index += (subs[i] % right_dims[i]) * this->m_rightStrides[i];
+      }
+      return this->m_rightImpl.coeffRef(right_index);
+    }
+  }
+
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    static const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index + packetSize - 1 < this->dimensions().TotalSize());
+
+    EIGEN_ALIGN_DEFAULT CoeffReturnType values[packetSize];
+    internal::pstore<CoeffReturnType, PacketReturnType>(values, x);
+    for (int i = 0; i < packetSize; ++i) {
+      coeffRef(index+i) = values[i];
+    }
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONCATENATION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContraction.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContraction.h
new file mode 100644
index 0000000000..7fb384c65e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContraction.h
@@ -0,0 +1,635 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Eric Martin <eric@ericmart.in>
+//
+// 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_CXX11_TENSOR_TENSOR_CONTRACTION_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_H
+
+namespace Eigen {
+
+/** \class TensorContraction
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor contraction class.
+  *
+  *
+  */
+namespace internal {
+template<typename Dimensions, typename LhsXprType, typename RhsXprType>
+struct traits<TensorContractionOp<Dimensions, LhsXprType, RhsXprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef typename scalar_product_traits<typename LhsXprType::Scalar, typename RhsXprType::Scalar>::ReturnType Scalar;
+
+  typedef typename scalar_product_traits<typename traits<LhsXprType>::StorageKind,
+                                         typename traits<RhsXprType>::StorageKind>::ReturnType StorageKind;
+  typedef typename promote_index_type<typename traits<LhsXprType>::Index,
+                                      typename traits<RhsXprType>::Index>::type Index;
+  typedef typename LhsXprType::Nested LhsNested;
+  typedef typename RhsXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+
+  // From NumDims below.
+  static const int NumDimensions = traits<RhsXprType>::NumDimensions + traits<RhsXprType>::NumDimensions - 2 * array_size<Dimensions>::value;
+  static const int Layout = traits<LhsXprType>::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename Dimensions, typename LhsXprType, typename RhsXprType>
+struct eval<TensorContractionOp<Dimensions, LhsXprType, RhsXprType>, Eigen::Dense>
+{
+  typedef const TensorContractionOp<Dimensions, LhsXprType, RhsXprType>& type;
+};
+
+template<typename Dimensions, typename LhsXprType, typename RhsXprType>
+struct nested<TensorContractionOp<Dimensions, LhsXprType, RhsXprType>, 1, typename eval<TensorContractionOp<Dimensions, LhsXprType, RhsXprType> >::type>
+{
+  typedef TensorContractionOp<Dimensions, LhsXprType, RhsXprType> type;
+};
+
+template<typename Indices_, typename LeftArgType_, typename RightArgType_, typename Device_>
+struct traits<TensorEvaluator<const TensorContractionOp<Indices_, LeftArgType_, RightArgType_>, Device_> > {
+  typedef Indices_ Indices;
+  typedef LeftArgType_ LeftArgType;
+  typedef RightArgType_ RightArgType;
+  typedef Device_ Device;
+
+  // From NumDims below.
+  static const int NumDimensions = traits<LeftArgType_>::NumDimensions + traits<RightArgType_>::NumDimensions - 2 * array_size<Indices_>::value;
+};
+
+}  // end namespace internal
+
+template<typename Indices, typename LhsXprType, typename RhsXprType>
+class TensorContractionOp : public TensorBase<TensorContractionOp<Indices, LhsXprType, RhsXprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorContractionOp>::Scalar Scalar;
+  typedef typename internal::scalar_product_traits<typename LhsXprType::CoeffReturnType,
+                                                   typename RhsXprType::CoeffReturnType>::ReturnType CoeffReturnType;
+  typedef typename Eigen::internal::nested<TensorContractionOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorContractionOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorContractionOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorContractionOp(
+      const LhsXprType& lhs, const RhsXprType& rhs, const Indices& dims)
+      : m_lhs_xpr(lhs), m_rhs_xpr(rhs), m_indices(dims) {}
+
+  EIGEN_DEVICE_FUNC const Indices& indices() const { return m_indices; }
+
+  /** \returns the nested expressions */
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename LhsXprType::Nested>::type&
+  lhsExpression() const { return m_lhs_xpr; }
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename RhsXprType::Nested>::type&
+  rhsExpression() const { return m_rhs_xpr; }
+
+  protected:
+    typename LhsXprType::Nested m_lhs_xpr;
+    typename RhsXprType::Nested m_rhs_xpr;
+    const Indices m_indices;
+};
+
+
+template<typename Derived>
+struct TensorContractionEvaluatorBase
+{
+  typedef typename internal::traits<Derived>::Indices Indices;
+  typedef typename internal::traits<Derived>::LeftArgType LeftArgType;
+  typedef typename internal::traits<Derived>::RightArgType RightArgType;
+  typedef typename internal::traits<Derived>::Device Device;
+
+  typedef TensorContractionOp<Indices, LeftArgType, RightArgType> XprType;
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  enum {
+    IsAligned = true,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = false,
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  // Most of the code is assuming that both input tensors are ColMajor. If the
+  // inputs are RowMajor, we will "cheat" by swapping the LHS and RHS:
+  // If we want to compute A * B = C, where A is LHS and B is RHS, the code
+  // will pretend B is LHS and A is RHS.
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), LeftArgType, RightArgType>::type EvalLeftArgType;
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), RightArgType, LeftArgType>::type EvalRightArgType;
+
+  static const int LDims =
+      internal::array_size<typename TensorEvaluator<EvalLeftArgType, Device>::Dimensions>::value;
+  static const int RDims =
+      internal::array_size<typename TensorEvaluator<EvalRightArgType, Device>::Dimensions>::value;
+  static const int ContractDims = internal::array_size<Indices>::value;
+  static const int NumDims = LDims + RDims - 2 * ContractDims;
+
+  typedef array<Index, LDims> left_dim_mapper_t;
+  typedef array<Index, RDims> right_dim_mapper_t;
+  typedef array<Index, ContractDims> contract_t;
+  typedef array<Index, LDims - ContractDims> left_nocontract_t;
+  typedef array<Index, RDims - ContractDims> right_nocontract_t;
+
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  TensorContractionEvaluatorBase(const XprType& op, const Device& device)
+      : m_leftImpl(choose(Cond<static_cast<int>(Layout) == static_cast<int>(ColMajor)>(),
+                          op.lhsExpression(), op.rhsExpression()), device),
+        m_rightImpl(choose(Cond<static_cast<int>(Layout) == static_cast<int>(ColMajor)>(),
+                          op.rhsExpression(), op.lhsExpression()), device),
+        m_device(device),
+        m_result(NULL) {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<LeftArgType, Device>::Layout) ==
+                         static_cast<int>(TensorEvaluator<RightArgType, Device>::Layout)),
+                        YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    eigen_assert((contract_t::size > 0) && "Must contract on some indices");
+
+
+    DSizes<Index, LDims> eval_left_dims;
+    DSizes<Index, RDims> eval_right_dims;
+    array<IndexPair<Index>, ContractDims> eval_op_indices;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      // For ColMajor, we keep using the existing dimensions
+      for (int i = 0; i < LDims; i++) {
+        eval_left_dims[i] = m_leftImpl.dimensions()[i];
+      }
+      for (int i = 0; i < RDims; i++) {
+        eval_right_dims[i] = m_rightImpl.dimensions()[i];
+      }
+      // We keep the pairs of contracting indices.
+      for (int i = 0; i < ContractDims; i++) {
+        eval_op_indices[i].first = op.indices()[i].first;
+        eval_op_indices[i].second = op.indices()[i].second;
+      }
+    } else {
+      // For RowMajor, we need to reverse the existing dimensions
+      for (int i = 0; i < LDims; i++) {
+        eval_left_dims[i] = m_leftImpl.dimensions()[LDims - i - 1];
+      }
+      for (int i = 0; i < RDims; i++) {
+        eval_right_dims[i] = m_rightImpl.dimensions()[RDims - i - 1];
+      }
+      // We need to flip all the pairs of contracting indices as well as
+      // reversing the dimensions.
+      for (int i = 0; i < ContractDims; i++) {
+        eval_op_indices[i].first = LDims - 1 - op.indices()[ContractDims - 1 - i].second;
+        eval_op_indices[i].second = RDims - 1 - op.indices()[ContractDims - 1 - i].first;
+      }
+    }
+
+    array<Index, LDims> lhs_strides;
+    if (LDims > 0) {
+      lhs_strides[0] = 1;
+      for (int i = 0; i < LDims-1; ++i) {
+        lhs_strides[i+1] = lhs_strides[i] * eval_left_dims[i];
+      }
+    }
+
+    array<Index, RDims> rhs_strides;
+    if (RDims > 0) {
+      rhs_strides[0] = 1;
+      for (int i = 0; i < RDims-1; ++i) {
+        rhs_strides[i+1] = rhs_strides[i] * eval_right_dims[i];
+      }
+    }
+
+    if (m_i_strides.size() > 0) m_i_strides[0] = 1;
+    if (m_j_strides.size() > 0) m_j_strides[0] = 1;
+    if (m_k_strides.size() > 0) m_k_strides[0] = 1;
+
+    m_i_size = 1;
+    m_j_size = 1;
+    m_k_size = 1;
+
+    // To compute the dimension, we simply concatenate the non-contracting
+    // dimensions of the left and then the right tensor. Additionally, I also
+    // want to compute the cumulative products of the left non-contracting
+    // dimensions, right non-contracting dimensions, and the contracting
+    // dimensions (in the order of the contraction) to aid in the later
+    // computation of tensor indices for matrix indices.
+    m_lhs_inner_dim_contiguous = true;
+    int dim_idx = 0;
+    int nocontract_idx = 0;
+
+    for (int i = 0; i < LDims; i++) {
+      // find if we are contracting on index i of left tensor
+      bool contracting = false;
+      for (int j = 0; j < ContractDims; j++) {
+        if (eval_op_indices[j].first == i) {
+          contracting = true;
+          break;
+        }
+      }
+      if (!contracting) {
+        // add dimension size to output dimensions
+        m_dimensions[dim_idx] = eval_left_dims[i];
+        m_left_nocontract_strides[nocontract_idx] = lhs_strides[i];
+        if (dim_idx != i) {
+          m_lhs_inner_dim_contiguous = false;
+        }
+        if (nocontract_idx+1 < internal::array_size<left_nocontract_t>::value) {
+          m_i_strides[nocontract_idx+1] =
+              m_i_strides[nocontract_idx] * eval_left_dims[i];
+        } else {
+          m_i_size = m_i_strides[nocontract_idx] * eval_left_dims[i];
+        }
+        dim_idx++;
+        nocontract_idx++;
+      }
+    }
+
+    nocontract_idx = 0;
+    for (int i = 0; i < RDims; i++) {
+      bool contracting = false;
+      // find if we are contracting on index i of right tensor
+      for (int j = 0; j < ContractDims; j++) {
+        if (eval_op_indices[j].second == i) {
+          contracting = true;
+          break;
+        }
+      }
+      if (!contracting) {
+        m_dimensions[dim_idx] = eval_right_dims[i];
+        if (nocontract_idx+1 < internal::array_size<right_nocontract_t>::value) {
+          m_j_strides[nocontract_idx+1] =
+              m_j_strides[nocontract_idx] * eval_right_dims[i];
+        } else {
+          m_j_size = m_j_strides[nocontract_idx] * eval_right_dims[i];
+        }
+        m_right_nocontract_strides[nocontract_idx] = rhs_strides[i];
+        dim_idx++;
+        nocontract_idx++;
+      }
+    }
+
+    // now build contraction cumprod. We assumed above that non-contracting axes
+    // are represented in the same order in the matrix as they are in the tensor.
+    // This is not the case for contracting axes. As the contracting axes must be
+    // of the same size in each tensor, I'll only look at the first tensor here.
+    m_rhs_inner_dim_contiguous = true;
+    m_rhs_inner_dim_reordered = false;
+    for (int i = 0; i < ContractDims; i++) {
+      Index left = eval_op_indices[i].first;
+      Index right = eval_op_indices[i].second;
+
+      Index size = eval_left_dims[left];
+      eigen_assert(size == eval_right_dims[right] &&
+                   "Contraction axes must be same size");
+
+      if (i+1 < internal::array_size<contract_t>::value) {
+        m_k_strides[i+1] = m_k_strides[i] * size;
+      } else {
+        m_k_size = m_k_strides[i] * size;
+      }
+      m_left_contracting_strides[i] = lhs_strides[left];
+      m_right_contracting_strides[i] = rhs_strides[right];
+
+      if (i > 0 && right < eval_op_indices[i-1].second) {
+        m_rhs_inner_dim_reordered = true;
+      }
+      if (right != i) {
+        m_rhs_inner_dim_contiguous = false;
+      }
+    }
+
+    // If the layout is RowMajor, we need to reverse the m_dimensions
+    if (static_cast<int>(Layout) == static_cast<int>(RowMajor)) {
+      for (int i = 0, j = NumDims - 1; i < j; i++, j--) {
+        numext::swap(m_dimensions[i], m_dimensions[j]);
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* data) {
+    m_leftImpl.evalSubExprsIfNeeded(NULL);
+    m_rightImpl.evalSubExprsIfNeeded(NULL);
+    if (data) {
+      evalTo(data);
+      return false;
+    } else {
+      m_result = static_cast<Scalar *>(m_device.allocate(dimensions().TotalSize() * sizeof(Scalar)));
+      evalTo(m_result);
+      return true;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC void evalTo(Scalar* buffer) const {
+    if (this->m_lhs_inner_dim_contiguous) {
+      if (this->m_rhs_inner_dim_contiguous) {
+        if (this->m_rhs_inner_dim_reordered) {
+          static_cast<const Derived*>(this)->template evalProduct<true, true, true, Unaligned>(buffer);
+        }
+        else {
+          static_cast<const Derived*>(this)->template evalProduct<true, true, false, Unaligned>(buffer);
+        }
+      }
+      else {
+       if (this->m_rhs_inner_dim_reordered) {
+          static_cast<const Derived*>(this)->template evalProduct<true, false, true, Unaligned>(buffer);
+        }
+        else {
+          static_cast<const Derived*>(this)->template evalProduct<true, false, false, Unaligned>(buffer);
+        }
+      }
+    }
+    else {
+      if (this->m_rhs_inner_dim_contiguous) {
+        if (this->m_rhs_inner_dim_reordered) {
+          static_cast<const Derived*>(this)->template evalProduct<false, true, true, Unaligned>(buffer);
+        }
+        else {
+          static_cast<const Derived*>(this)->template evalProduct<false, true, false, Unaligned>(buffer);
+        }
+      }
+      else {
+       if (this->m_rhs_inner_dim_reordered) {
+          static_cast<const Derived*>(this)->template evalProduct<false, false, true, Unaligned>(buffer);
+        }
+        else {
+          static_cast<const Derived*>(this)->template evalProduct<false, false, false, Unaligned>(buffer);
+        }
+      }
+    }
+  }
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  void evalGemv(Scalar* buffer) const {
+    const Index rows = m_i_size;
+    const Index cols = m_k_size;
+
+    typedef typename internal::remove_const<typename EvalLeftArgType::Scalar>::type LhsScalar;
+    typedef typename internal::remove_const<typename EvalRightArgType::Scalar>::type RhsScalar;
+    typedef TensorEvaluator<EvalLeftArgType, Device> LeftEvaluator;
+    typedef TensorEvaluator<EvalRightArgType, Device> RightEvaluator;
+    const int lhs_packet_size = PacketType<LhsScalar, Device>::size;
+    const int rhs_packet_size = PacketType<RhsScalar, Device>::size;
+    typedef internal::TensorContractionInputMapper<LhsScalar, Index, internal::Lhs,
+                                                   LeftEvaluator, left_nocontract_t,
+                                                   contract_t, lhs_packet_size,
+                                                   lhs_inner_dim_contiguous,
+                                                   false, Unaligned> LhsMapper;
+
+    typedef internal::TensorContractionInputMapper<RhsScalar, Index, internal::Rhs,
+                                                   RightEvaluator, right_nocontract_t,
+                                                   contract_t, rhs_packet_size,
+                                                   rhs_inner_dim_contiguous,
+                                                   rhs_inner_dim_reordered, Unaligned> RhsMapper;
+
+    LhsMapper lhs(m_leftImpl, m_left_nocontract_strides, m_i_strides,
+                  m_left_contracting_strides, m_k_strides);
+    RhsMapper rhs(m_rightImpl, m_right_nocontract_strides, m_j_strides,
+                  m_right_contracting_strides, m_k_strides);
+
+    const RhsScalar alpha(1);
+    const Index resIncr(1);
+
+    // zero out the result buffer (which must be of size at least rows * sizeof(Scalar)
+    m_device.memset(buffer, 0, rows * sizeof(Scalar));
+
+    internal::general_matrix_vector_product<Index,LhsScalar,LhsMapper,ColMajor,false,RhsScalar,RhsMapper,false>::run(
+        rows, cols, lhs, rhs,
+        buffer, resIncr, alpha);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_leftImpl.cleanup();
+    m_rightImpl.cleanup();
+
+    if (m_result != NULL) {
+      m_device.deallocate(m_result);
+      m_result = NULL;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    return m_result[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC PacketReturnType packet(Index index) const {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_result + index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_result; }
+
+  protected:
+  // Note: nvcc doesn't like implicit copy constructor. If this is needed anywhere,
+  // then we'll have to write an explicit copy constructor...
+  //TensorContractionEvaluatorBase(const TensorContractionEvaluatorBase&);
+
+  TensorContractionEvaluatorBase& operator = (const TensorContractionEvaluatorBase&);
+  Dimensions m_dimensions;
+
+  contract_t m_k_strides;
+  contract_t m_left_contracting_strides;
+  contract_t m_right_contracting_strides;
+
+  bool m_lhs_inner_dim_contiguous;
+  bool m_rhs_inner_dim_contiguous;
+  bool m_rhs_inner_dim_reordered;
+
+  left_nocontract_t m_i_strides;
+  right_nocontract_t m_j_strides;
+  left_nocontract_t m_left_nocontract_strides;
+  right_nocontract_t m_right_nocontract_strides;
+
+  Index m_i_size;
+  Index m_j_size;
+  Index m_k_size;
+
+  TensorEvaluator<EvalLeftArgType, Device> m_leftImpl;
+  TensorEvaluator<EvalRightArgType, Device> m_rightImpl;
+  const Device& m_device;
+  Scalar* m_result;
+};
+
+
+// evaluator for default device
+template<typename Indices, typename LeftArgType, typename RightArgType, typename Device>
+struct TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, Device> :
+    public TensorContractionEvaluatorBase<
+      TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, Device> > {
+  typedef TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, Device> Self;
+  typedef TensorContractionEvaluatorBase<Self> Base;
+
+  typedef TensorContractionOp<Indices, LeftArgType, RightArgType> XprType;
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  enum {
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+  };
+
+  // Most of the code is assuming that both input tensors are ColMajor. If the
+  // inputs are RowMajor, we will "cheat" by swapping the LHS and RHS:
+  // If we want to compute A * B = C, where A is LHS and B is RHS, the code
+  // will pretend B is LHS and A is RHS.
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), LeftArgType, RightArgType>::type EvalLeftArgType;
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), RightArgType, LeftArgType>::type EvalRightArgType;
+
+  static const int LDims =
+      internal::array_size<typename TensorEvaluator<EvalLeftArgType, Device>::Dimensions>::value;
+  static const int RDims =
+      internal::array_size<typename TensorEvaluator<EvalRightArgType, Device>::Dimensions>::value;
+  static const int ContractDims = internal::array_size<Indices>::value;
+
+  typedef array<Index, LDims> left_dim_mapper_t;
+  typedef array<Index, RDims> right_dim_mapper_t;
+
+  typedef array<Index, ContractDims> contract_t;
+  typedef array<Index, LDims - ContractDims> left_nocontract_t;
+  typedef array<Index, RDims - ContractDims> right_nocontract_t;
+
+  static const int NumDims = LDims + RDims - 2 * ContractDims;
+
+  // Could we use NumDimensions here?
+  typedef DSizes<Index, NumDims> Dimensions;
+
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device) :
+      Base(op, device) { }
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  void evalProduct(Scalar* buffer) const {
+    if (this->m_j_size == 1) {
+      this->template evalGemv<lhs_inner_dim_contiguous, rhs_inner_dim_contiguous, rhs_inner_dim_reordered, Alignment>(buffer);
+      return;
+    }
+
+    evalGemm<lhs_inner_dim_contiguous, rhs_inner_dim_contiguous, rhs_inner_dim_reordered, Alignment>(buffer);
+  }
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  EIGEN_DEVICE_FUNC void evalGemm(Scalar* buffer) const {
+    // columns in left side, rows in right side
+    const Index k = this->m_k_size;
+
+    // rows in left side
+    const Index m = this->m_i_size;
+
+    // columns in right side
+    const Index n = this->m_j_size;
+
+    // zero out the result buffer (which must be of size at least m * n * sizeof(Scalar)
+    this->m_device.memset(buffer, 0, m * n * sizeof(Scalar));
+
+    // define mr, nr, and all of my data mapper types
+    typedef typename internal::remove_const<typename EvalLeftArgType::Scalar>::type LhsScalar;
+    typedef typename internal::remove_const<typename EvalRightArgType::Scalar>::type RhsScalar;
+    typedef typename internal::gebp_traits<LhsScalar, RhsScalar> Traits;
+
+    const Index nr = Traits::nr;
+    const Index mr = Traits::mr;
+
+    typedef TensorEvaluator<EvalLeftArgType, Device> LeftEvaluator;
+    typedef TensorEvaluator<EvalRightArgType, Device> RightEvaluator;
+
+    const int lhs_packet_size = internal::packet_traits<LhsScalar>::size;
+    const int rhs_packet_size = internal::packet_traits<RhsScalar>::size;
+
+    typedef internal::TensorContractionInputMapper<LhsScalar, Index, internal::Lhs,
+                                                   LeftEvaluator, left_nocontract_t,
+                                                   contract_t, lhs_packet_size,
+                                                   lhs_inner_dim_contiguous,
+                                                   false, Unaligned> LhsMapper;
+
+    typedef internal::TensorContractionInputMapper<RhsScalar, Index, internal::Rhs,
+                                                   RightEvaluator, right_nocontract_t,
+                                                   contract_t, rhs_packet_size,
+                                                   rhs_inner_dim_contiguous,
+                                                   rhs_inner_dim_reordered, Unaligned> RhsMapper;
+
+    typedef internal::blas_data_mapper<Scalar, Index, ColMajor> OutputMapper;
+
+    // declare GEBP packing and kernel structs
+    // TODO: packing could be faster sometimes if we supported row major tensor mappers
+    internal::gemm_pack_lhs<LhsScalar, Index, typename LhsMapper::SubMapper, mr, Traits::LhsProgress, ColMajor> pack_lhs;
+    internal::gemm_pack_rhs<RhsScalar, Index, typename RhsMapper::SubMapper, nr, ColMajor> pack_rhs;
+
+    // TODO: replace false, false with conjugate values?
+    internal::gebp_kernel<LhsScalar, RhsScalar, Index, OutputMapper, mr, nr, false, false> gebp;
+
+    // initialize data mappers
+    LhsMapper lhs(this->m_leftImpl, this->m_left_nocontract_strides, this->m_i_strides,
+                  this->m_left_contracting_strides, this->m_k_strides);
+
+    RhsMapper rhs(this->m_rightImpl, this->m_right_nocontract_strides, this->m_j_strides,
+                  this->m_right_contracting_strides, this->m_k_strides);
+
+    OutputMapper output(buffer, m);
+
+    // TODO: refine arguments here (am I row or col major, etc)
+    typedef typename internal::gemm_blocking_space<ColMajor, LhsScalar, RhsScalar, Dynamic, Dynamic, Dynamic> BlockingType;
+
+    // compute block sizes (which depend on number of threads)
+
+    // last parameter is true to use L3 blocking, 2nd to last parameter is 1 to
+    // indicate 1 thread
+    BlockingType blocking(m, n, k, 1, true);
+
+    const Index kc = blocking.kc();
+    const Index mc = (std::min<Index>)(m, blocking.mc());
+    const Index nc = (std::min<Index>)(n, blocking.nc());
+
+    // sizes of submatrices to live in cache. see Goto paper.
+    int sizeA = blocking.mc() * kc;
+    int sizeB = kc * blocking.nc();
+
+    // note: m_device.allocate should return 16 byte aligned pointers, but if blockA and blockB
+    //       aren't 16 byte aligned segfaults will happen due to SIMD instructions
+    LhsScalar* blockA = static_cast<LhsScalar *>(this->m_device.allocate(sizeA * sizeof(LhsScalar)));
+    RhsScalar* blockB = static_cast<RhsScalar *>(this->m_device.allocate(sizeB * sizeof(RhsScalar)));
+
+    for(Index i2=0; i2<m; i2+=mc)
+    {
+      const Index actual_mc = numext::mini(i2+mc,m)-i2;
+      for (Index k2 = 0; k2 < k; k2 += kc) {
+        // make sure we don't overshoot right edge of left matrix, then pack vertical panel
+        const Index actual_kc = numext::mini(k2 + kc, k) - k2;
+        pack_lhs(blockA, lhs.getSubMapper(i2, k2), actual_kc, actual_mc, 0, 0);
+
+        // series of horizontal blocks
+        for (Index j2 = 0; j2 < n; j2 += nc) {
+          // make sure we don't overshoot right edge of right matrix, then pack block
+          const Index actual_nc = numext::mini(j2 + nc, n) - j2;
+          pack_rhs(blockB, rhs.getSubMapper(k2, j2), actual_kc, actual_nc, 0, 0);
+
+          // call gebp (matrix kernel)
+          // The parameters here are copied from Eigen's GEMM implementation
+          gebp(output.getSubMapper(i2, j2), blockA, blockB, actual_mc, actual_kc, actual_nc, Scalar(1), -1, -1, 0, 0);
+        }
+      }
+    }
+
+    this->m_device.deallocate(blockA);
+    this->m_device.deallocate(blockB);
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionCuda.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionCuda.h
new file mode 100644
index 0000000000..f05746f298
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionCuda.h
@@ -0,0 +1,1387 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Eric Martin <eric@ericmart.in>
+//
+// 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_CXX11_TENSOR_TENSOR_CONTRACTION_CUDA_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_CUDA_H
+
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+
+namespace Eigen {
+
+template<typename Scalar, typename Index, typename LhsMapper,
+         typename RhsMapper, typename OutputMapper, bool needs_edge_check>
+__device__ EIGEN_STRONG_INLINE void
+EigenContractionKernelInternal(const LhsMapper lhs, const RhsMapper rhs,
+                               const OutputMapper output, volatile Scalar* lhs_shmem, volatile Scalar* rhs_shmem,
+                       const Index m_size, const Index n_size, const Index k_size) {
+
+  const Index m_block_idx = blockIdx.x;
+  const Index n_block_idx = blockIdx.y;
+
+  const Index base_m = 64 * m_block_idx;
+  const Index base_n = 64 * n_block_idx;
+
+  // declare and initialize 64 registers for output 8x8 block
+
+  // prefetch registers
+  Scalar lhs_pf0;
+  Scalar lhs_pf1;
+  Scalar lhs_pf2;
+  Scalar lhs_pf3;
+  Scalar lhs_pf4;
+  Scalar lhs_pf5;
+  Scalar lhs_pf6;
+  Scalar lhs_pf7;
+
+  Scalar rhs_pf0;
+  Scalar rhs_pf1;
+  Scalar rhs_pf2;
+  Scalar rhs_pf3;
+  Scalar rhs_pf4;
+  Scalar rhs_pf5;
+  Scalar rhs_pf6;
+  Scalar rhs_pf7;
+
+  // shared memory is formatted
+  // (contract idx in block, nocontract idx in block, block idx)
+  // where block idx is column major. This transposition limits the number of
+  // bank conflicts when reading the LHS. The core idea is that since the contracting
+  // index is shared by both sides, then the contracting index should be in threadIdx.x.
+
+  // On the LHS, we pad each row inside of each block with an extra element. This makes
+  // each block 8 rows of 9 elements, which is 72 elements. This gives no bank conflicts
+  // on writes and very few 2-way conflicts on reads. There is an 8x8 grid of these blocks.
+
+  // On the RHS we just add 8 padding elements to the end of each block. This gives no bank
+  // conflicts on writes and also none on reads.
+
+  // storage indices
+  const Index lhs_store_idx_base = threadIdx.y * 72 + threadIdx.x * 9 + threadIdx.z;
+  const Index rhs_store_idx_base = threadIdx.y * 72 + threadIdx.z * 8 + threadIdx.x;
+
+  const Index lhs_store_idx_0 = lhs_store_idx_base + 576 * 0;
+  const Index lhs_store_idx_1 = lhs_store_idx_base + 576 * 1;
+  const Index lhs_store_idx_2 = lhs_store_idx_base + 576 * 2;
+  const Index lhs_store_idx_3 = lhs_store_idx_base + 576 * 3;
+  const Index lhs_store_idx_4 = lhs_store_idx_base + 576 * 4;
+  const Index lhs_store_idx_5 = lhs_store_idx_base + 576 * 5;
+  const Index lhs_store_idx_6 = lhs_store_idx_base + 576 * 6;
+  const Index lhs_store_idx_7 = lhs_store_idx_base + 576 * 7;
+
+  const Index rhs_store_idx_0 = rhs_store_idx_base + 576 * 0;
+  const Index rhs_store_idx_1 = rhs_store_idx_base + 576 * 1;
+  const Index rhs_store_idx_2 = rhs_store_idx_base + 576 * 2;
+  const Index rhs_store_idx_3 = rhs_store_idx_base + 576 * 3;
+  const Index rhs_store_idx_4 = rhs_store_idx_base + 576 * 4;
+  const Index rhs_store_idx_5 = rhs_store_idx_base + 576 * 5;
+  const Index rhs_store_idx_6 = rhs_store_idx_base + 576 * 6;
+  const Index rhs_store_idx_7 = rhs_store_idx_base + 576 * 7;
+
+  // in the loading code, the following variables are important:
+  // threadIdx.x: the vertical position in an 8x8 block
+  // threadIdx.y: the vertical index of the 8x8 block in the grid
+  // threadIdx.z: the horizontal position in an 8x8 block
+  // k: the horizontal index of the 8x8 block in the grid
+  //
+  // The k parameter is implicit (it was the loop counter for a loop that went
+  // from 0 to <8, but now that loop is unrolled in the below code.
+
+  const Index load_idx_vert = threadIdx.x + 8 * threadIdx.y;
+  const Index lhs_vert = base_m + load_idx_vert;
+
+#define prefetchIntoRegisters(base_k)                           \
+  {                                                             \
+    lhs_pf0 = Scalar(0);                                        \
+    lhs_pf1 = Scalar(0);                                        \
+    lhs_pf2 = Scalar(0);                                        \
+    lhs_pf3 = Scalar(0);                                        \
+    lhs_pf4 = Scalar(0);                                        \
+    lhs_pf5 = Scalar(0);                                        \
+    lhs_pf6 = Scalar(0);                                        \
+    lhs_pf7 = Scalar(0);                                        \
+                                                                \
+    rhs_pf0 = Scalar(0);                                        \
+    rhs_pf1 = Scalar(0);                                        \
+    rhs_pf2 = Scalar(0);                                        \
+    rhs_pf3 = Scalar(0);                                        \
+    rhs_pf4 = Scalar(0);                                        \
+    rhs_pf5 = Scalar(0);                                        \
+    rhs_pf6 = Scalar(0);                                        \
+    rhs_pf7 = Scalar(0);                                        \
+                                                                \
+    if (!needs_edge_check || lhs_vert < m_size) {               \
+      const Index lhs_horiz_0 = base_k + threadIdx.z + 0 * 8;   \
+      const Index lhs_horiz_1 = base_k + threadIdx.z + 1 * 8;   \
+      const Index lhs_horiz_2 = base_k + threadIdx.z + 2 * 8;   \
+      const Index lhs_horiz_3 = base_k + threadIdx.z + 3 * 8;   \
+      const Index lhs_horiz_4 = base_k + threadIdx.z + 4 * 8;   \
+      const Index lhs_horiz_5 = base_k + threadIdx.z + 5 * 8;   \
+      const Index lhs_horiz_6 = base_k + threadIdx.z + 6 * 8;   \
+      const Index lhs_horiz_7 = base_k + threadIdx.z + 7 * 8;   \
+                                                                \
+      if (!needs_edge_check || lhs_horiz_7 < k_size) {          \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+        lhs_pf2 = lhs(lhs_vert, lhs_horiz_2);                   \
+        lhs_pf3 = lhs(lhs_vert, lhs_horiz_3);                   \
+        lhs_pf4 = lhs(lhs_vert, lhs_horiz_4);                   \
+        lhs_pf5 = lhs(lhs_vert, lhs_horiz_5);                   \
+        lhs_pf6 = lhs(lhs_vert, lhs_horiz_6);                   \
+        lhs_pf7 = lhs(lhs_vert, lhs_horiz_7);                   \
+      } else if (lhs_horiz_6 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+        lhs_pf2 = lhs(lhs_vert, lhs_horiz_2);                   \
+        lhs_pf3 = lhs(lhs_vert, lhs_horiz_3);                   \
+        lhs_pf4 = lhs(lhs_vert, lhs_horiz_4);                   \
+        lhs_pf5 = lhs(lhs_vert, lhs_horiz_5);                   \
+        lhs_pf6 = lhs(lhs_vert, lhs_horiz_6);                   \
+      } else if (lhs_horiz_5 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+        lhs_pf2 = lhs(lhs_vert, lhs_horiz_2);                   \
+        lhs_pf3 = lhs(lhs_vert, lhs_horiz_3);                   \
+        lhs_pf4 = lhs(lhs_vert, lhs_horiz_4);                   \
+        lhs_pf5 = lhs(lhs_vert, lhs_horiz_5);                   \
+      } else if (lhs_horiz_4 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+        lhs_pf2 = lhs(lhs_vert, lhs_horiz_2);                   \
+        lhs_pf3 = lhs(lhs_vert, lhs_horiz_3);                   \
+        lhs_pf4 = lhs(lhs_vert, lhs_horiz_4);                   \
+      } else if (lhs_horiz_3 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+        lhs_pf2 = lhs(lhs_vert, lhs_horiz_2);                   \
+        lhs_pf3 = lhs(lhs_vert, lhs_horiz_3);                   \
+      } else if (lhs_horiz_2 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+        lhs_pf2 = lhs(lhs_vert, lhs_horiz_2);                   \
+      } else if (lhs_horiz_1 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+        lhs_pf1 = lhs(lhs_vert, lhs_horiz_1);                   \
+      } else if (lhs_horiz_0 < k_size) {                        \
+        lhs_pf0 = lhs(lhs_vert, lhs_horiz_0);                   \
+      }                                                         \
+    }                                                           \
+                                                                \
+    const Index rhs_vert = base_k + load_idx_vert;              \
+    if (!needs_edge_check || rhs_vert < k_size) {               \
+      const Index rhs_horiz_0 = base_n + threadIdx.z + 0 * 8;   \
+      const Index rhs_horiz_1 = base_n + threadIdx.z + 1 * 8;   \
+      const Index rhs_horiz_2 = base_n + threadIdx.z + 2 * 8;   \
+      const Index rhs_horiz_3 = base_n + threadIdx.z + 3 * 8;   \
+      const Index rhs_horiz_4 = base_n + threadIdx.z + 4 * 8;   \
+      const Index rhs_horiz_5 = base_n + threadIdx.z + 5 * 8;   \
+      const Index rhs_horiz_6 = base_n + threadIdx.z + 6 * 8;   \
+      const Index rhs_horiz_7 = base_n + threadIdx.z + 7 * 8;   \
+                                                                \
+      if (rhs_horiz_7 < n_size) {                               \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+        rhs_pf2 = rhs(rhs_vert, rhs_horiz_2);                   \
+        rhs_pf3 = rhs(rhs_vert, rhs_horiz_3);                   \
+        rhs_pf4 = rhs(rhs_vert, rhs_horiz_4);                   \
+        rhs_pf5 = rhs(rhs_vert, rhs_horiz_5);                   \
+        rhs_pf6 = rhs(rhs_vert, rhs_horiz_6);                   \
+        rhs_pf7 = rhs(rhs_vert, rhs_horiz_7);                   \
+      } else if (rhs_horiz_6 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+        rhs_pf2 = rhs(rhs_vert, rhs_horiz_2);                   \
+        rhs_pf3 = rhs(rhs_vert, rhs_horiz_3);                   \
+        rhs_pf4 = rhs(rhs_vert, rhs_horiz_4);                   \
+        rhs_pf5 = rhs(rhs_vert, rhs_horiz_5);                   \
+        rhs_pf6 = rhs(rhs_vert, rhs_horiz_6);                   \
+      } else if (rhs_horiz_5 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+        rhs_pf2 = rhs(rhs_vert, rhs_horiz_2);                   \
+        rhs_pf3 = rhs(rhs_vert, rhs_horiz_3);                   \
+        rhs_pf4 = rhs(rhs_vert, rhs_horiz_4);                   \
+        rhs_pf5 = rhs(rhs_vert, rhs_horiz_5);                   \
+      } else if (rhs_horiz_4 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+        rhs_pf2 = rhs(rhs_vert, rhs_horiz_2);                   \
+        rhs_pf3 = rhs(rhs_vert, rhs_horiz_3);                   \
+        rhs_pf4 = rhs(rhs_vert, rhs_horiz_4);                   \
+      } else if (rhs_horiz_3 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+        rhs_pf2 = rhs(rhs_vert, rhs_horiz_2);                   \
+        rhs_pf3 = rhs(rhs_vert, rhs_horiz_3);                   \
+      } else if (rhs_horiz_2 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+        rhs_pf2 = rhs(rhs_vert, rhs_horiz_2);                   \
+      } else if (rhs_horiz_1 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+        rhs_pf1 = rhs(rhs_vert, rhs_horiz_1);                   \
+      } else if (rhs_horiz_0 < n_size) {                        \
+        rhs_pf0 = rhs(rhs_vert, rhs_horiz_0);                   \
+      }                                                         \
+    }                                                           \
+  }                                                             \
+
+#define writeRegToShmem(_)                      \
+  lhs_shmem[lhs_store_idx_0] = lhs_pf0;         \
+  rhs_shmem[rhs_store_idx_0] = rhs_pf0;         \
+                                                \
+  lhs_shmem[lhs_store_idx_1] = lhs_pf1;         \
+  rhs_shmem[rhs_store_idx_1] = rhs_pf1;         \
+                                                \
+  lhs_shmem[lhs_store_idx_2] = lhs_pf2;         \
+  rhs_shmem[rhs_store_idx_2] = rhs_pf2;         \
+                                                \
+  lhs_shmem[lhs_store_idx_3] = lhs_pf3;         \
+  rhs_shmem[rhs_store_idx_3] = rhs_pf3;         \
+                                                \
+  lhs_shmem[lhs_store_idx_4] = lhs_pf4;         \
+  rhs_shmem[rhs_store_idx_4] = rhs_pf4;         \
+                                                \
+  lhs_shmem[lhs_store_idx_5] = lhs_pf5;         \
+  rhs_shmem[rhs_store_idx_5] = rhs_pf5;         \
+                                                \
+  lhs_shmem[lhs_store_idx_6] = lhs_pf6;         \
+  rhs_shmem[rhs_store_idx_6] = rhs_pf6;         \
+                                                \
+  lhs_shmem[lhs_store_idx_7] = lhs_pf7;         \
+  rhs_shmem[rhs_store_idx_7] = rhs_pf7;         \
+
+  // declare and initialize result array
+#define res(i, j) _res_##i##j
+#define initResultRow(i)                        \
+  Scalar res(i, 0) = Scalar(0);                 \
+  Scalar res(i, 1) = Scalar(0);                 \
+  Scalar res(i, 2) = Scalar(0);                 \
+  Scalar res(i, 3) = Scalar(0);                 \
+  Scalar res(i, 4) = Scalar(0);                 \
+  Scalar res(i, 5) = Scalar(0);                 \
+  Scalar res(i, 6) = Scalar(0);                 \
+  Scalar res(i, 7) = Scalar(0);                 \
+
+  initResultRow(0);
+  initResultRow(1);
+  initResultRow(2);
+  initResultRow(3);
+  initResultRow(4);
+  initResultRow(5);
+  initResultRow(6);
+  initResultRow(7);
+#undef initResultRow
+
+  for (Index base_k = 0; base_k < k_size; base_k += 64) {
+    // wait for previous iteration to finish with shmem. Despite common sense,
+    // the code is a bit faster with this here then at bottom of loop
+    __syncthreads();
+
+    prefetchIntoRegisters(base_k);
+    writeRegToShmem();
+
+    #undef prefetchIntoRegisters
+    #undef writeRegToShmem
+
+    // wait for shared mem packing to be done before starting computation
+    __syncthreads();
+
+    // compute 8x8 matrix product by outer product. This involves packing one column
+    // of LHS and one row of RHS into registers (takes 16 registers).
+
+#define lcol(i) _lcol##i
+    Scalar lcol(0);
+    Scalar lcol(1);
+    Scalar lcol(2);
+    Scalar lcol(3);
+    Scalar lcol(4);
+    Scalar lcol(5);
+    Scalar lcol(6);
+    Scalar lcol(7);
+
+#define rrow(j) _rrow##j
+    Scalar rrow(0);
+    Scalar rrow(1);
+    Scalar rrow(2);
+    Scalar rrow(3);
+    Scalar rrow(4);
+    Scalar rrow(5);
+    Scalar rrow(6);
+    Scalar rrow(7);
+
+    // Now x corresponds to k, y to m, and z to n
+    const volatile Scalar* lhs_block = &lhs_shmem[threadIdx.x + 9 * threadIdx.y];
+    const volatile Scalar* rhs_block = &rhs_shmem[threadIdx.x + 8 * threadIdx.z];
+
+#define lhs_element(i, j) lhs_block[72 * ((i) + 8 * (j))]
+#define rhs_element(i, j) rhs_block[72 * ((i) + 8 * (j))]
+
+#define loadData(i, j)                          \
+    lcol(0) = lhs_element(0, j);               \
+    rrow(0) = rhs_element(i, 0);               \
+    lcol(1) = lhs_element(1, j);               \
+    rrow(1) = rhs_element(i, 1);               \
+    lcol(2) = lhs_element(2, j);               \
+    rrow(2) = rhs_element(i, 2);               \
+    lcol(3) = lhs_element(3, j);               \
+    rrow(3) = rhs_element(i, 3);               \
+    lcol(4) = lhs_element(4, j);               \
+    rrow(4) = rhs_element(i, 4);               \
+    lcol(5) = lhs_element(5, j);               \
+    rrow(5) = rhs_element(i, 5);               \
+    lcol(6) = lhs_element(6, j);               \
+    rrow(6) = rhs_element(i, 6);               \
+    lcol(7) = lhs_element(7, j);               \
+    rrow(7) = rhs_element(i, 7);               \
+
+#define computeCol(j)                           \
+    res(0, j) += lcol(0) * rrow(j);             \
+    res(1, j) += lcol(1) * rrow(j);             \
+    res(2, j) += lcol(2) * rrow(j);             \
+    res(3, j) += lcol(3) * rrow(j);             \
+    res(4, j) += lcol(4) * rrow(j);             \
+    res(5, j) += lcol(5) * rrow(j);             \
+    res(6, j) += lcol(6) * rrow(j);             \
+    res(7, j) += lcol(7) * rrow(j);             \
+
+#define computePass(i)                          \
+    loadData(i, i);                             \
+                                                \
+    computeCol(0);                              \
+    computeCol(1);                              \
+    computeCol(2);                              \
+    computeCol(3);                              \
+    computeCol(4);                              \
+    computeCol(5);                              \
+    computeCol(6);                              \
+    computeCol(7);                              \
+
+    computePass(0);
+    computePass(1);
+    computePass(2);
+    computePass(3);
+    computePass(4);
+    computePass(5);
+    computePass(6);
+    computePass(7);
+
+#undef lcol
+#undef rrow
+#undef lhs_element
+#undef rhs_element
+#undef loadData
+#undef computeCol
+#undef computePass
+  } // end loop over k
+
+  // we've now iterated over all of the large (ie width 64) k blocks and
+  // accumulated results in registers. At this point thread (x, y, z) contains
+  // the sum across all big k blocks of the product of little k block of index (x, y)
+  // with block of index (y, z). To compute the final output, we need to reduce
+  // the 8 threads over y by summation.
+#define shuffleInc(i, j, mask) res(i, j) += __shfl_xor(res(i, j), mask)
+
+#define reduceRow(i, mask)                      \
+  shuffleInc(i, 0, mask);                       \
+  shuffleInc(i, 1, mask);                       \
+  shuffleInc(i, 2, mask);                       \
+  shuffleInc(i, 3, mask);                       \
+  shuffleInc(i, 4, mask);                       \
+  shuffleInc(i, 5, mask);                       \
+  shuffleInc(i, 6, mask);                       \
+  shuffleInc(i, 7, mask);                       \
+
+#define reduceMatrix(mask)                      \
+  reduceRow(0, mask);                           \
+  reduceRow(1, mask);                           \
+  reduceRow(2, mask);                           \
+  reduceRow(3, mask);                           \
+  reduceRow(4, mask);                           \
+  reduceRow(5, mask);                           \
+  reduceRow(6, mask);                           \
+  reduceRow(7, mask);                           \
+
+  // actually perform the reduction, now each thread of index (_, y, z)
+  // contains the correct values in its registers that belong in the output
+  // block
+  reduceMatrix(1);
+  reduceMatrix(2);
+  reduceMatrix(4);
+
+#undef shuffleInc
+#undef reduceRow
+#undef reduceMatrix
+
+  // now we need to copy the 64 values into main memory. We can't split work
+  // among threads because all variables are in registers. There's 2 ways
+  // to do this:
+  // (1) have 1 thread do 64 writes from registers into global memory
+  // (2) have 1 thread do 64 writes into shared memory, and then 8 threads
+  //     each do 8 writes into global memory. We can just overwrite the shared
+  //     memory from the problem we just solved.
+  // (2) is slightly faster than (1) due to less branching and more ILP
+
+  // TODO: won't yield much gain, but could just use currently unused shared mem
+  //       and then we won't have to sync
+  // wait for shared mem to be out of use
+  __syncthreads();
+
+#define writeResultShmem(i, j)                                          \
+  lhs_shmem[i + 8 * threadIdx.y + 64 * threadIdx.z + 512 * j] = res(i, j); \
+
+#define writeRow(i)                             \
+  writeResultShmem(i, 0);                       \
+  writeResultShmem(i, 1);                       \
+  writeResultShmem(i, 2);                       \
+  writeResultShmem(i, 3);                       \
+  writeResultShmem(i, 4);                       \
+  writeResultShmem(i, 5);                       \
+  writeResultShmem(i, 6);                       \
+  writeResultShmem(i, 7);                       \
+
+  if (threadIdx.x == 0) {
+    writeRow(0);
+    writeRow(1);
+    writeRow(2);
+    writeRow(3);
+    writeRow(4);
+    writeRow(5);
+    writeRow(6);
+    writeRow(7);
+  }
+#undef writeResultShmem
+#undef writeRow
+
+  const int max_i_write = (min)((int)((m_size - base_m - threadIdx.y + 7) / 8), 8);
+  const int max_j_write = (min)((int)((n_size - base_n - threadIdx.z + 7) / 8), 8);
+
+  if (threadIdx.x < max_i_write) {
+    if (max_j_write == 8) {
+      // TODO: can i trade bank conflicts for coalesced writes?
+      Scalar val0 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 0];
+      Scalar val1 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 1];
+      Scalar val2 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 2];
+      Scalar val3 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 3];
+      Scalar val4 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 4];
+      Scalar val5 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 5];
+      Scalar val6 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 6];
+      Scalar val7 = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * 7];
+
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 0) = val0;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 1) = val1;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 2) = val2;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 3) = val3;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 4) = val4;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 5) = val5;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 6) = val6;
+      output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * 7) = val7;
+    } else {
+#pragma unroll 7
+      for (int j = 0; j < max_j_write; j++) {
+        Scalar val = lhs_shmem[threadIdx.x + 8 * threadIdx.y + 64 * threadIdx.z + 512 * j];
+        output(base_m + threadIdx.y + 8 * threadIdx.x, base_n + threadIdx.z + 8 * j) = val;
+      }
+    }
+  }
+#undef res
+}
+
+
+template<typename Scalar, typename Index, typename LhsMapper,
+         typename RhsMapper, typename OutputMapper>
+__global__ void
+__launch_bounds__(512)
+EigenContractionKernel(const LhsMapper lhs, const RhsMapper rhs,
+                       const OutputMapper output,
+                       const Index m_size, const Index n_size, const Index k_size) {
+  __shared__ volatile Scalar lhs_shmem[72 * 64];
+  __shared__ volatile Scalar rhs_shmem[72 * 64];
+
+  const Index m_block_idx = blockIdx.x;
+  const Index n_block_idx = blockIdx.y;
+
+  const Index base_m = 64 * m_block_idx;
+  const Index base_n = 64 * n_block_idx;
+
+  if (base_m + 63 < m_size && base_n + 63 < n_size) {
+    EigenContractionKernelInternal<Scalar, Index, LhsMapper, RhsMapper, OutputMapper, false>(lhs, rhs, output, lhs_shmem, rhs_shmem, m_size, n_size, k_size);
+  } else {
+    EigenContractionKernelInternal<Scalar, Index, LhsMapper, RhsMapper, OutputMapper, true>(lhs, rhs, output, lhs_shmem, rhs_shmem, m_size, n_size, k_size);
+  }
+}
+
+
+template<typename Index, typename LhsMapper,
+         typename RhsMapper, typename OutputMapper, bool CHECK_LHS_BOUNDARY,
+         bool CHECK_RHS_BOUNDARY>
+__device__ EIGEN_STRONG_INLINE void
+EigenFloatContractionKernelInternal16x16(const LhsMapper lhs, const RhsMapper rhs,
+                       const OutputMapper output, float2 lhs_shmem2[][16],
+                       float2 rhs_shmem2[][8], const Index m_size,
+                       const Index n_size, const Index k_size,
+                       const Index base_m, const Index base_n) {
+  typedef float Scalar;
+
+  // prefetch registers
+  float4 lhs_pf0, rhs_pf0;
+
+  float4 results[4];
+  for (int i = 0; i < 4; i++) {
+    results[i].x = results[i].y = results[i].z = results[i].w = 0;
+  }
+
+
+#define prefetch_lhs(reg, row, col)                   \
+    if (!CHECK_LHS_BOUNDARY) {                        \
+      if (col < k_size) {                             \
+        reg =lhs.loadPacket(row, col);                \
+      }                                               \
+    } else {                                          \
+      if (col < k_size) {                             \
+        if (row + 3 < m_size) {                       \
+          reg =lhs.loadPacket(row, col);              \
+        } else if (row + 2 < m_size) {                \
+          reg.x =lhs(row + 0, col);                   \
+          reg.y =lhs(row + 1, col);                   \
+          reg.z =lhs(row + 2, col);                   \
+        } else if (row + 1 < m_size) {                \
+          reg.x =lhs(row + 0, col);                   \
+          reg.y =lhs(row + 1, col);                   \
+        } else if (row  < m_size) {                   \
+          reg.x =lhs(row + 0, col);                   \
+        }                                             \
+      }                                               \
+    }                                                 \
+
+
+  Index lhs_vert = base_m+threadIdx.x*4;
+
+  for (Index k = 0; k < k_size; k += 16) {
+    lhs_pf0 = internal::pset1<float4>(0);
+    rhs_pf0 = internal::pset1<float4>(0);
+
+    Index lhs_horiz = threadIdx.y+k;
+    prefetch_lhs(lhs_pf0, lhs_vert, lhs_horiz)
+
+    Index rhs_vert = k+(threadIdx.x%4)*4;
+    Index rhs_horiz0 = (threadIdx.x>>2)+threadIdx.y*4+base_n;
+
+    if (!CHECK_RHS_BOUNDARY) {
+      if ((rhs_vert + 3) < k_size) {
+        // just CHECK_RHS_BOUNDARY
+        rhs_pf0 = rhs.loadPacket(rhs_vert, rhs_horiz0);
+      } else if (rhs_vert + 2 < k_size) {
+        // just CHECK_RHS_BOUNDARY
+        rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+        rhs_pf0.z = rhs(rhs_vert + 2, rhs_horiz0);
+      } else if (rhs_vert + 1 < k_size) {
+        rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+      } else if (rhs_vert  < k_size) {
+        rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+      }
+    } else {
+      if (rhs_horiz0 < n_size) {
+        if ((rhs_vert + 3) < k_size) {
+          rhs_pf0 = rhs.loadPacket(rhs_vert, rhs_horiz0);
+        } else if ((rhs_vert + 2) < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+          rhs_pf0.z = rhs(rhs_vert + 2, rhs_horiz0);
+        } else if ((rhs_vert + 1) < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+        } else if (rhs_vert  < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        }
+      }
+    }
+    float x1, x2 ;
+    // the following can be a bitwise operation..... some day.
+    if((threadIdx.x%8) < 4) {
+      x1 = rhs_pf0.y;
+      x2 = rhs_pf0.w;
+    } else {
+      x1 = rhs_pf0.x;
+      x2 = rhs_pf0.z;
+    }
+    x1 = __shfl_xor(x1, 4);
+    x2 = __shfl_xor(x2, 4);
+    if((threadIdx.x%8) < 4) {
+      rhs_pf0.y = x1;
+      rhs_pf0.w = x2;
+    } else {
+      rhs_pf0.x = x1;
+      rhs_pf0.z = x2;
+    }
+
+    // We have 64 features.
+    // Row 0 -> times (0, 4, 8, 12, 1, 5, 9, 13) for features 0, 1.
+    // Row 1 -> times (0, 4, 8, 12, 1, 5, 9, 13) for features 2, 3.
+    // ...
+    // Row 31 -> times (0, 4, 8, 12, 1, 5, 9, 13) for features 62, 63
+    // Row 32 -> times (2, 6, 10, 14, 3, 7, 11, 15) for features 0, 1
+    // ...
+    rhs_shmem2[(threadIdx.x>>3)+ threadIdx.y*2][threadIdx.x%8] = make_float2(rhs_pf0.x, rhs_pf0.y);
+    rhs_shmem2[(threadIdx.x>>3)+ threadIdx.y*2+32][threadIdx.x%8] = make_float2(rhs_pf0.z, rhs_pf0.w);
+
+    // Row 0 (time 0) -> features (0, 1), (4, 5), .. (28, 29), (32, 33), ..  (60, 61)
+    // Row 1 (time 1) -> features (0, 1), (4, 5), .. (28, 29), (32, 33), ..  (60, 61)
+    // ...
+    // Row 15 (time 15) -> features (0, 1), (4, 5), .. (28, 29), (32, 33), ..  (60, 61)
+    // Row 16 (time 0) -> features (2, 3), (6, 7), .. (30, 31), (34, 35), ..  (62, 63)
+    // ...
+
+    lhs_shmem2[threadIdx.y][threadIdx.x] = make_float2(lhs_pf0.x, lhs_pf0.y);
+    lhs_shmem2[threadIdx.y+16][threadIdx.x] = make_float2(lhs_pf0.z, lhs_pf0.w);
+
+
+#define add_vals(fl1, fl2, fr1, fr2)\
+    results[0].x += fl1.x * fr1.x;\
+    results[0].y += fl1.y * fr1.x;\
+    results[0].z += fl2.x * fr1.x;\
+    results[0].w += fl2.y * fr1.x;\
+\
+    results[1].x += fl1.x * fr1.y;\
+    results[1].y += fl1.y * fr1.y;\
+    results[1].z += fl2.x * fr1.y;\
+    results[1].w += fl2.y * fr1.y;\
+\
+    results[2].x += fl1.x * fr2.x;\
+    results[2].y += fl1.y * fr2.x;\
+    results[2].z += fl2.x * fr2.x;\
+    results[2].w += fl2.y * fr2.x;\
+\
+    results[3].x += fl1.x * fr2.y;\
+    results[3].y += fl1.y * fr2.y;\
+    results[3].z += fl2.x * fr2.y;\
+    results[3].w += fl2.y * fr2.y;\
+
+    __syncthreads();
+
+    // Do the multiplies.
+    #pragma unroll
+    for (int koff = 0; koff < 16; koff ++) {
+      // 32 x threads.
+      float2 fl1 = lhs_shmem2[koff][threadIdx.x];
+      float2 fl2 = lhs_shmem2[koff + 16][threadIdx.x];
+
+      int start_feature = threadIdx.y * 4;
+      float2 fr1 = rhs_shmem2[(start_feature>>1) + 32*((koff%4)/2)][koff/4 + (koff%2)*4];
+      float2 fr2 = rhs_shmem2[(start_feature>>1) + 1 + 32*((koff%4)/2)][koff/4 + (koff%2)*4];
+
+      add_vals(fl1, fl2, fr1, fr2)
+    }
+    __syncthreads();
+  }
+
+#undef prefetch_lhs
+#undef add_vals
+
+  Index horiz_base = threadIdx.y*4+base_n;
+  if (!CHECK_LHS_BOUNDARY && !CHECK_RHS_BOUNDARY) {
+    for (int i = 0; i < 4; i++) {
+      output(lhs_vert, horiz_base + i) = results[i].x;
+      output(lhs_vert + 1, horiz_base + i) = results[i].y;
+      output(lhs_vert + 2, horiz_base + i) = results[i].z;
+      output(lhs_vert + 3, horiz_base + i) = results[i].w;
+    }
+  } else if (!CHECK_RHS_BOUNDARY) {
+    // CHECK LHS
+    if (lhs_vert + 3 < m_size) {
+      for (int i = 0; i < 4; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        output(lhs_vert + 2, horiz_base + i) = results[i].z;
+        output(lhs_vert + 3, horiz_base + i) = results[i].w;
+      }
+    } else if (lhs_vert + 2 < m_size) {
+      for (int i = 0; i < 4; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        output(lhs_vert + 2, horiz_base + i) = results[i].z;
+      }
+    } else if (lhs_vert + 1 < m_size) {
+      for (int i = 0; i < 4; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+      }
+    } else if (lhs_vert  < m_size) {
+      for (int i = 0; i < 4; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+      }
+    }
+  } else if (!CHECK_LHS_BOUNDARY) {
+    // CHECK RHS
+    /*
+    int ncols_rem = fminf(n_size- horiz_base, 4);
+    for (int i = 0; i < ncols_rem; i++) {
+      output(lhs_vert, horiz_base + i) = results[i].x;
+      output(lhs_vert + 1, horiz_base + i) = results[i].y;
+      output(lhs_vert + 2, horiz_base + i) = results[i].z;
+      output(lhs_vert + 3, horiz_base + i) = results[i].w;
+    }*/
+    for (int i = 0; i < 4; i++) {
+      if (horiz_base+i < n_size) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        output(lhs_vert + 2, horiz_base + i) = results[i].z;
+        output(lhs_vert + 3, horiz_base + i) = results[i].w;
+       }
+    }
+  } else {
+    // CHECK both boundaries.
+    for (int i = 0; i < 4; i++) {
+      if (horiz_base+i < n_size) {
+        if (lhs_vert < m_size)
+          output(lhs_vert, horiz_base + i) = results[i].x;
+        if (lhs_vert + 1 < m_size)
+          output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        if (lhs_vert + 2 < m_size)
+          output(lhs_vert + 2, horiz_base + i) = results[i].z;
+        if (lhs_vert + 3 < m_size)
+          output(lhs_vert + 3, horiz_base + i) = results[i].w;
+      }
+    }
+  }
+}
+
+
+template<typename Index, typename LhsMapper,
+         typename RhsMapper, typename OutputMapper, bool CHECK_LHS_BOUNDARY,
+         bool CHECK_RHS_BOUNDARY>
+__device__ EIGEN_ALWAYS_INLINE void
+EigenFloatContractionKernelInternal(const LhsMapper lhs, const RhsMapper rhs,
+                       const OutputMapper output, float2 lhs_shmem2[][32],
+                       float2 rhs_shmem2[][8], const Index m_size,
+                       const Index n_size, const Index k_size,
+                       const Index base_m, const Index base_n) {
+  typedef float Scalar;
+
+  // prefetch registers
+  float4 lhs_pf0, lhs_pf1, lhs_pf2, lhs_pf3;
+  float4 rhs_pf0, rhs_pf1;
+
+  float4 results[8];
+  for (int i=0; i < 8; i++) {
+    results[i].x = results[i].y = results[i].z = results[i].w = 0;
+  }
+
+
+  Index lhs_vert = base_m+threadIdx.x*4+(threadIdx.y%4)*32;
+  for (Index k = 0; k < k_size; k += 32) {
+    lhs_pf0 = internal::pset1<float4>(0);
+    lhs_pf1 = internal::pset1<float4>(0);
+    lhs_pf2 = internal::pset1<float4>(0);
+    lhs_pf3 = internal::pset1<float4>(0);
+
+    rhs_pf0 = internal::pset1<float4>(0);
+    rhs_pf1 = internal::pset1<float4>(0);
+
+     if (!CHECK_LHS_BOUNDARY) {
+      if ((threadIdx.y/4+k+24) < k_size) {
+        lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+        lhs_pf1 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+8));
+        lhs_pf2 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+16));
+        lhs_pf3 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+24));
+      } else if ((threadIdx.y/4+k+16) < k_size) {
+        lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+        lhs_pf1 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+8));
+        lhs_pf2 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+16));
+      } else if ((threadIdx.y/4+k+8) < k_size) {
+        lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+        lhs_pf1 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+8));
+      } else if ((threadIdx.y/4+k) < k_size) {
+        lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+      }
+    } else {
+      // just CHECK_LHS_BOUNDARY
+      if (lhs_vert + 3 < m_size) {
+        if ((threadIdx.y/4+k+24) < k_size) {
+          lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+          lhs_pf1 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+8));
+          lhs_pf2 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+16));
+          lhs_pf3 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+24));
+        } else if ((threadIdx.y/4+k+16) < k_size) {
+          lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+          lhs_pf1 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+8));
+          lhs_pf2 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+16));
+        } else if ((threadIdx.y/4+k+8) < k_size) {
+          lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+          lhs_pf1 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k+8));
+        } else if ((threadIdx.y/4+k) < k_size) {
+          lhs_pf0 =lhs.loadPacket(lhs_vert, (threadIdx.y/4+k));
+        }
+      } else if (lhs_vert + 2 < m_size) {
+        if ((threadIdx.y/4+k+24) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf0.z =lhs(lhs_vert + 2, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf1.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+8));
+          lhs_pf1.z =lhs(lhs_vert + 2, (threadIdx.y/4+k+8));
+          lhs_pf2.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+16));
+          lhs_pf2.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+16));
+          lhs_pf2.z =lhs(lhs_vert + 2, (threadIdx.y/4+k+16));
+          lhs_pf3.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+24));
+          lhs_pf3.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+24));
+          lhs_pf3.z =lhs(lhs_vert + 2, (threadIdx.y/4+k+24));
+        } else if ((threadIdx.y/4+k+16) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf0.z =lhs(lhs_vert + 2, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf1.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+8));
+          lhs_pf1.z =lhs(lhs_vert + 2, (threadIdx.y/4+k+8));
+          lhs_pf2.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+16));
+          lhs_pf2.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+16));
+          lhs_pf2.z =lhs(lhs_vert + 2, (threadIdx.y/4+k+16));
+        } else if ((threadIdx.y/4+k+8) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf0.z =lhs(lhs_vert + 2, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf1.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+8));
+          lhs_pf1.z =lhs(lhs_vert + 2, (threadIdx.y/4+k+8));
+        } else if ((threadIdx.y/4+k) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf0.z =lhs(lhs_vert + 2, (threadIdx.y/4+k));
+        }
+      } else if (lhs_vert + 1 < m_size) {
+        if ((threadIdx.y/4+k+24) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf1.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+8));
+          lhs_pf2.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+16));
+          lhs_pf2.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+16));
+          lhs_pf3.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+24));
+          lhs_pf3.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+24));
+        } else if ((threadIdx.y/4+k+16) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf1.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+8));
+          lhs_pf2.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+16));
+          lhs_pf2.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+16));
+        } else if ((threadIdx.y/4+k+8) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf1.y =lhs(lhs_vert + 1, (threadIdx.y/4+k+8));
+        } else if ((threadIdx.y/4+k) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf0.y =lhs(lhs_vert + 1, (threadIdx.y/4+k));
+        }
+      } else if (lhs_vert < m_size) {
+        if ((threadIdx.y/4+k+24) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf2.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+16));
+          lhs_pf3.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+24));
+        } else if ((threadIdx.y/4+k+16) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+          lhs_pf2.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+16));
+        } else if ((threadIdx.y/4+k+8) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+          lhs_pf1.x =lhs(lhs_vert + 0, (threadIdx.y/4+k+8));
+        } else if ((threadIdx.y/4+k) < k_size) {
+          lhs_pf0.x =lhs(lhs_vert + 0, (threadIdx.y/4+k));
+        }
+      }
+    }
+    __syncthreads();
+    Index rhs_vert = k+threadIdx.x*4;
+    Index rhs_horiz0 = threadIdx.y*2+base_n;
+    Index rhs_horiz1 = threadIdx.y*2+1+base_n;
+    if (!CHECK_RHS_BOUNDARY) {
+      if ((rhs_vert + 3) < k_size) {
+        // just CHECK_RHS_BOUNDARY
+        rhs_pf0 = rhs.loadPacket(rhs_vert, rhs_horiz0);
+        rhs_pf1 = rhs.loadPacket(rhs_vert, rhs_horiz1);
+      } else if (rhs_vert + 2 < k_size) {
+        // just CHECK_RHS_BOUNDARY
+        rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+        rhs_pf0.z = rhs(rhs_vert + 2, rhs_horiz0);
+        rhs_pf1.x = rhs(rhs_vert, rhs_horiz1);
+        rhs_pf1.y = rhs(rhs_vert + 1, rhs_horiz1);
+        rhs_pf1.z = rhs(rhs_vert + 2, rhs_horiz1);
+      } else if (rhs_vert + 1 < k_size) {
+        rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+        rhs_pf1.x = rhs(rhs_vert, rhs_horiz1);
+        rhs_pf1.y = rhs(rhs_vert + 1, rhs_horiz1);
+      } else if (rhs_vert  < k_size) {
+        rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        rhs_pf1.x = rhs(rhs_vert, rhs_horiz1);
+      }
+    } else {
+      if (rhs_horiz1 < n_size) {
+        if ((rhs_vert + 3) < k_size) {
+          // just CHECK_RHS_BOUNDARY
+          rhs_pf0 = rhs.loadPacket(rhs_vert, rhs_horiz0);
+          rhs_pf1 = rhs.loadPacket(rhs_vert, rhs_horiz1);
+        } else if (rhs_vert + 2 < k_size) {
+          // just CHECK_RHS_BOUNDARY
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+          rhs_pf0.z = rhs(rhs_vert + 2, rhs_horiz0);
+          rhs_pf1.x = rhs(rhs_vert, rhs_horiz1);
+          rhs_pf1.y = rhs(rhs_vert + 1, rhs_horiz1);
+          rhs_pf1.z = rhs(rhs_vert + 2, rhs_horiz1);
+        } else if (k+threadIdx.x*4 + 1 < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+          rhs_pf1.x = rhs(rhs_vert, rhs_horiz1);
+          rhs_pf1.y = rhs(rhs_vert + 1, rhs_horiz1);
+        } else if (k+threadIdx.x*4  < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf1.x = rhs(rhs_vert, rhs_horiz1);
+        }
+      } else if (rhs_horiz0 < n_size) {
+        if ((rhs_vert + 3) < k_size) {
+          // just CHECK_RHS_BOUNDARY
+          rhs_pf0 = rhs.loadPacket(rhs_vert, rhs_horiz0);
+        } else if ((rhs_vert + 2) < k_size) {
+          // just CHECK_RHS_BOUNDARY
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+          rhs_pf0.z = rhs(rhs_vert + 2, rhs_horiz0);
+        } else if ((rhs_vert + 1) < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+          rhs_pf0.y = rhs(rhs_vert + 1, rhs_horiz0);
+        } else if (rhs_vert  < k_size) {
+          rhs_pf0.x = rhs(rhs_vert, rhs_horiz0);
+        }
+      }
+    }
+    __syncthreads();
+    // Loaded. Do computation
+    // Row 0 -> times (0, 4, 8, .. 28) for features 0, 1.
+    // Row 1 -> times (0, 4, 8, .. 28) for features 2, 3.
+    // ..
+    // Row 31 -> times (0, 4, 8, .. 28) for features 62, 63
+    rhs_shmem2[threadIdx.y][threadIdx.x] = make_float2(rhs_pf0.x, rhs_pf1.x);
+    // Row 32 -> times (1, 5, 9, .. 29) for features 0, 1.
+    // Row 33 -> times (1, 5, 9, .. 29) for features 2, 3.
+    // ..
+    rhs_shmem2[threadIdx.y+32][threadIdx.x] = make_float2(rhs_pf0.y, rhs_pf1.y);
+    // Row 64 -> times (2, 6, 10, .. 30) for features 0, 1.
+    // Row 65 -> times (2, 6, 10, .. 30) for features 2, 3.
+    rhs_shmem2[threadIdx.y+64][threadIdx.x] = make_float2(rhs_pf0.z, rhs_pf1.z);
+    // Row 96 -> times (3, 7, 11, .. 31) for features 0, 1.
+    // Row 97 -> times (3, 7, 11, .. 31) for features 2, 3.
+    rhs_shmem2[threadIdx.y+96][threadIdx.x] = make_float2(rhs_pf0.w, rhs_pf1.w);
+
+    // LHS.
+    // Row 0 (time 0) -> features (0, 1), (4, 5), .. (28, 29), (32, 33), ..  (60, 61) .. (124, 125)
+    // Row 1 (time 1) -> features (0, 1), (4, 5), .. (28, 29), (32, 33), ..  (60, 61) .. (124, 125)
+    // ...
+    // Row 8 (time 0) -> features (2, 3), (6, 7), .. (30, 31), (34, 35), ..  (62, 63) .. (126, 127)
+    // Row 15 (time 7) -> features (2, 3), (6, 7), .. (30, 31), (34, 35), ..  (62, 63) .. (126, 127)
+
+
+#define add_vals(a_feat1, a_feat2, f1, f2, f3, f4)\
+      results[0].x += a_feat1.x * f1.x;\
+      results[1].x += a_feat1.x * f1.y;\
+      results[2].x += a_feat1.x * f2.x;\
+      results[3].x += a_feat1.x * f2.y;\
+      results[4].x += a_feat1.x * f3.x;\
+      results[5].x += a_feat1.x * f3.y;\
+      results[6].x += a_feat1.x * f4.x;\
+      results[7].x += a_feat1.x * f4.y;\
+\
+      results[0].y += a_feat1.y * f1.x;\
+      results[1].y += a_feat1.y * f1.y;\
+      results[2].y += a_feat1.y * f2.x;\
+      results[3].y += a_feat1.y * f2.y;\
+      results[4].y += a_feat1.y * f3.x;\
+      results[5].y += a_feat1.y * f3.y;\
+      results[6].y += a_feat1.y * f4.x;\
+      results[7].y += a_feat1.y * f4.y;\
+\
+      results[0].z += a_feat2.x * f1.x;\
+      results[1].z += a_feat2.x * f1.y;\
+      results[2].z += a_feat2.x * f2.x;\
+      results[3].z += a_feat2.x * f2.y;\
+      results[4].z += a_feat2.x * f3.x;\
+      results[5].z += a_feat2.x * f3.y;\
+      results[6].z += a_feat2.x * f4.x;\
+      results[7].z += a_feat2.x * f4.y;\
+\
+      results[0].w += a_feat2.y * f1.x;\
+      results[1].w += a_feat2.y * f1.y;\
+      results[2].w += a_feat2.y * f2.x;\
+      results[3].w += a_feat2.y * f2.y;\
+      results[4].w += a_feat2.y * f3.x;\
+      results[5].w += a_feat2.y * f3.y;\
+      results[6].w += a_feat2.y * f4.x;\
+      results[7].w += a_feat2.y * f4.y;\
+
+    lhs_shmem2[threadIdx.y/4][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf0.x, lhs_pf0.y);
+    lhs_shmem2[threadIdx.y/4+8][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf1.x, lhs_pf1.y);
+    lhs_shmem2[threadIdx.y/4+16][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf2.x, lhs_pf2.y);
+    lhs_shmem2[threadIdx.y/4+24][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf3.x, lhs_pf3.y);
+
+    lhs_shmem2[threadIdx.y/4 + 32][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf0.z, lhs_pf0.w);
+    lhs_shmem2[threadIdx.y/4 + 40][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf1.z, lhs_pf1.w);
+    lhs_shmem2[threadIdx.y/4 + 48][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf2.z, lhs_pf2.w);
+    lhs_shmem2[threadIdx.y/4 + 56][threadIdx.x+(threadIdx.y%4)*8] = make_float2(lhs_pf3.z, lhs_pf3.w);
+
+    __syncthreads();
+
+    // Do the multiplies.
+    #pragma unroll
+    for (int koff = 0; koff < 32; koff ++) {
+      float2 a3 = lhs_shmem2[koff][threadIdx.x + (threadIdx.y % 4) * 8];
+      float2 a4 = lhs_shmem2[koff + 32][threadIdx.x + (threadIdx.y % 4) * 8];
+
+      // first feature is at (threadIdx.y/4) * 8 last is at start + 8.
+      int start_feature = (threadIdx.y / 4) * 8;
+
+      float2 br1 = rhs_shmem2[start_feature/2 +     (koff % 4) * 32][koff/4];
+      float2 br2 = rhs_shmem2[start_feature/2 + 1 + (koff % 4) * 32][koff/4];
+      float2 br3 = rhs_shmem2[start_feature/2 + 2 + (koff % 4) * 32][koff/4];
+      float2 br4 = rhs_shmem2[start_feature/2 + 3 + (koff % 4) * 32][koff/4];
+
+      add_vals(a3, a4, br1, br2, br3, br4)
+    }
+    __syncthreads();
+  } // end loop over k
+
+
+  __syncthreads();
+  Index horiz_base = (threadIdx.y/4)*8+base_n;
+  if (!CHECK_LHS_BOUNDARY && !CHECK_RHS_BOUNDARY) {
+    #pragma unroll
+    for (int i = 0; i < 8; i++) {
+      output(lhs_vert, horiz_base + i) = results[i].x;
+      output(lhs_vert + 1, horiz_base + i) = results[i].y;
+      output(lhs_vert + 2, horiz_base + i) = results[i].z;
+      output(lhs_vert + 3, horiz_base + i) = results[i].w;
+    }
+  } else if (!CHECK_RHS_BOUNDARY) {
+    if (lhs_vert + 3 < m_size) {
+      #pragma unroll
+      for (int i = 0; i < 8; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        output(lhs_vert + 2, horiz_base + i) = results[i].z;
+        output(lhs_vert + 3, horiz_base + i) = results[i].w;
+      }
+    } else if (lhs_vert + 2 < m_size) {
+      #pragma unroll
+      for (int i = 0; i < 8; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        output(lhs_vert + 2, horiz_base + i) = results[i].z;
+      }
+    } else if (lhs_vert + 1 < m_size) {
+      #pragma unroll
+      for (int i = 0; i < 8; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+      }
+    } else if (lhs_vert  < m_size) {
+      #pragma unroll
+      for (int i = 0; i < 8; i++) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+      }
+    }
+  } else if (!CHECK_LHS_BOUNDARY) {
+    // CHECK BOUNDARY_B
+    #pragma unroll
+    for (int i = 0; i < 8; i++) {
+      if (horiz_base + i < n_size) {
+        output(lhs_vert, horiz_base + i) = results[i].x;
+        output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        output(lhs_vert + 2, horiz_base + i) = results[i].z;
+        output(lhs_vert + 3, horiz_base + i) = results[i].w;
+      }
+    }
+  } else {
+    // CHECK both boundaries.
+    #pragma unroll
+    for (int i = 0; i < 8; i++) {
+      if (horiz_base + i < n_size) {
+        if (lhs_vert < m_size)
+          output(lhs_vert, horiz_base + i) = results[i].x;
+        if (lhs_vert + 1 < m_size)
+          output(lhs_vert + 1, horiz_base + i) = results[i].y;
+        if (lhs_vert + 2 < m_size)
+          output(lhs_vert + 2, horiz_base + i) = results[i].z;
+        if (lhs_vert + 3 < m_size)
+          output(lhs_vert + 3, horiz_base + i) = results[i].w;
+      }
+    }
+  }
+}
+
+
+template<typename Index, typename LhsMapper,
+         typename RhsMapper, typename OutputMapper>
+__global__ void
+__launch_bounds__(256)
+EigenFloatContractionKernel(const LhsMapper lhs, const RhsMapper rhs,
+                       const OutputMapper output,
+                       const Index m_size, const Index n_size, const Index k_size) {
+  __shared__ float2 lhs_shmem[64*32];
+  __shared__ float2 rhs_shmem[128*8];
+
+  typedef float2 LHS_MEM[64][32];
+  typedef float2 RHS_MEM[128][8];
+
+  typedef float2 LHS_MEM16x16[32][16];
+  typedef float2 RHS_MEM16x16[64][8];
+
+  const Index m_block_idx = blockIdx.x;
+  const Index n_block_idx = blockIdx.y;
+
+  const Index base_m = 128 * m_block_idx;
+  const Index base_n = 64 * n_block_idx;
+
+  const bool check_rhs = (base_n + 63) >= n_size;
+  const bool check_lhs128 = (base_m + 127) >= m_size;
+
+  if (!check_rhs) {
+    if (!check_lhs128) {
+      // >= 128 rows left
+      EigenFloatContractionKernelInternal<Index, LhsMapper, RhsMapper, OutputMapper, false, false>(
+                     lhs, rhs, output, *((LHS_MEM *) lhs_shmem), *((RHS_MEM *) rhs_shmem), m_size, n_size, k_size, base_m, base_n);
+    } else {
+      EigenFloatContractionKernelInternal<Index, LhsMapper, RhsMapper, OutputMapper, true, false>(
+                     lhs, rhs, output, *((LHS_MEM *) lhs_shmem), *((RHS_MEM *) rhs_shmem), m_size, n_size, k_size, base_m, base_n);
+    }
+  } else {
+    if (!check_lhs128) {
+      // >= 128 rows left
+      EigenFloatContractionKernelInternal<Index, LhsMapper, RhsMapper, OutputMapper, false, true>(
+                     lhs, rhs, output, *((LHS_MEM *) lhs_shmem), *((RHS_MEM *) rhs_shmem), m_size, n_size, k_size, base_m, base_n);
+    } else {
+      EigenFloatContractionKernelInternal<Index, LhsMapper, RhsMapper, OutputMapper, true, true>(
+                     lhs, rhs, output, *((LHS_MEM *) lhs_shmem), *((RHS_MEM *) rhs_shmem), m_size, n_size, k_size, base_m, base_n);
+    }
+  }
+}
+
+template<typename Index, typename LhsMapper,
+         typename RhsMapper, typename OutputMapper>
+__global__ void
+__launch_bounds__(256)
+EigenFloatContractionKernel16x16(const LhsMapper lhs, const RhsMapper rhs,
+                       const OutputMapper output,
+                       const Index m_size, const Index n_size, const Index k_size) {
+  __shared__ float2 lhs_shmem[32][16];
+  __shared__ float2 rhs_shmem[64][8];
+
+  const Index m_block_idx = blockIdx.x;
+  const Index n_block_idx = blockIdx.y;
+
+  const Index base_m = 64 * m_block_idx;
+  const Index base_n = 64 * n_block_idx;
+
+  if (base_m + 63 < m_size) {
+    if (base_n + 63 < n_size) {
+      EigenFloatContractionKernelInternal16x16<Index, LhsMapper, RhsMapper, OutputMapper, false, false>(lhs, rhs, output, lhs_shmem, rhs_shmem, m_size, n_size, k_size, base_m, base_n);
+    } else {
+      EigenFloatContractionKernelInternal16x16<Index, LhsMapper, RhsMapper, OutputMapper, false, true>(lhs, rhs, output, lhs_shmem, rhs_shmem, m_size, n_size, k_size, base_m, base_n);
+    }
+  } else {
+    if (base_n + 63 < n_size) {
+      EigenFloatContractionKernelInternal16x16<Index, LhsMapper, RhsMapper, OutputMapper, true, false>(lhs, rhs, output, lhs_shmem, rhs_shmem, m_size, n_size, k_size, base_m, base_n);
+    } else {
+      EigenFloatContractionKernelInternal16x16<Index, LhsMapper, RhsMapper, OutputMapper, true, true>(lhs, rhs, output, lhs_shmem, rhs_shmem, m_size, n_size, k_size, base_m, base_n);
+    }
+  }
+}
+
+
+template<typename Indices, typename LeftArgType, typename RightArgType>
+struct TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, GpuDevice> :
+    public TensorContractionEvaluatorBase<TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, GpuDevice> > {
+
+  typedef GpuDevice Device;
+
+  typedef TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, Device> Self;
+  typedef TensorContractionEvaluatorBase<Self> Base;
+
+  typedef TensorContractionOp<Indices, LeftArgType, RightArgType> XprType;
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, GpuDevice>::type PacketReturnType;
+
+  enum {
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+  };
+
+  // Most of the code is assuming that both input tensors are ColMajor. If the
+  // inputs are RowMajor, we will "cheat" by swapping the LHS and RHS:
+  // If we want to compute A * B = C, where A is LHS and B is RHS, the code
+  // will pretend B is LHS and A is RHS.
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), LeftArgType, RightArgType>::type EvalLeftArgType;
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), RightArgType, LeftArgType>::type EvalRightArgType;
+
+  static const int LDims =
+      internal::array_size<typename TensorEvaluator<EvalLeftArgType, Device>::Dimensions>::value;
+  static const int RDims =
+      internal::array_size<typename TensorEvaluator<EvalRightArgType, Device>::Dimensions>::value;
+  static const int ContractDims = internal::array_size<Indices>::value;
+
+  typedef array<Index, LDims> left_dim_mapper_t;
+  typedef array<Index, RDims> right_dim_mapper_t;
+
+  typedef array<Index, ContractDims> contract_t;
+  typedef array<Index, LDims - ContractDims> left_nocontract_t;
+  typedef array<Index, RDims - ContractDims> right_nocontract_t;
+
+  static const int NumDims = LDims + RDims - 2 * ContractDims;
+
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  // typedefs needed in evalTo
+  typedef typename internal::remove_const<typename EvalLeftArgType::Scalar>::type LhsScalar;
+  typedef typename internal::remove_const<typename EvalRightArgType::Scalar>::type RhsScalar;
+
+  typedef TensorEvaluator<EvalLeftArgType, Device> LeftEvaluator;
+  typedef TensorEvaluator<EvalRightArgType, Device> RightEvaluator;
+
+  typedef typename LeftEvaluator::Dimensions LeftDimensions;
+  typedef typename RightEvaluator::Dimensions RightDimensions;
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device) :
+      Base(op, device) {}
+
+  // We need to redefine this method to make nvcc happy
+  EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* data) {
+    this->m_leftImpl.evalSubExprsIfNeeded(NULL);
+    this->m_rightImpl.evalSubExprsIfNeeded(NULL);
+    if (data) {
+      evalTo(data);
+      return false;
+    } else {
+      this->m_result = static_cast<Scalar *>(this->m_device.allocate(this->dimensions().TotalSize() * sizeof(Scalar)));
+      evalTo(this->m_result);
+      return true;
+    }
+  }
+
+  void evalTo(Scalar* buffer) const {
+    if (this->m_lhs_inner_dim_contiguous) {
+      if (this->m_rhs_inner_dim_contiguous) {
+        if (this->m_rhs_inner_dim_reordered) {
+          evalTyped<true, true, true, Unaligned>(buffer);
+        }
+        else {
+          evalTyped<true, true, false, Unaligned>(buffer);
+        }
+      }
+      else {
+       if (this->m_rhs_inner_dim_reordered) {
+          evalTyped<true, false, true, Unaligned>(buffer);
+        }
+        else {
+          evalTyped<true, false, false, Unaligned>(buffer);
+        }
+      }
+    }
+    else {
+      if (this->m_rhs_inner_dim_contiguous) {
+        if (this->m_rhs_inner_dim_reordered) {
+          evalTyped<false, true, true, Unaligned>(buffer);
+        }
+        else {
+          evalTyped<false, true, false, Unaligned>(buffer);
+        }
+      }
+      else {
+       if (this->m_rhs_inner_dim_reordered) {
+          evalTyped<false, false, true, Unaligned>(buffer);
+        }
+        else {
+          evalTyped<false, false, false, Unaligned>(buffer);
+        }
+      }
+    }
+  }
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  void evalTyped(Scalar* buffer) const {
+    // columns in left side, rows in right side
+    const Index k = this->m_k_size;
+
+    // rows in left side
+    const Index m = this->m_i_size;
+
+    // columns in right side
+    const Index n = this->m_j_size;
+
+    // zero out the result buffer (which must be of size at least m * n * sizeof(Scalar)
+    this->m_device.memset(buffer, 0, m * n * sizeof(Scalar));
+
+    typedef internal::TensorContractionInputMapper<LhsScalar, Index, internal::Lhs,
+                                                   LeftEvaluator, left_nocontract_t,
+                                                   contract_t, 4,
+                                                   lhs_inner_dim_contiguous,
+                                                   false, Unaligned> LhsMapper;
+
+    typedef internal::TensorContractionInputMapper<RhsScalar, Index, internal::Rhs,
+                                                   RightEvaluator, right_nocontract_t,
+                                                   contract_t, 4,
+                                                   rhs_inner_dim_contiguous,
+                                                   rhs_inner_dim_reordered, Unaligned> RhsMapper;
+
+    typedef internal::blas_data_mapper<Scalar, Index, ColMajor> OutputMapper;
+
+
+    // initialize data mappers
+    LhsMapper lhs(this->m_leftImpl, this->m_left_nocontract_strides, this->m_i_strides,
+                  this->m_left_contracting_strides, this->m_k_strides);
+
+    RhsMapper rhs(this->m_rightImpl, this->m_right_nocontract_strides, this->m_j_strides,
+                  this->m_right_contracting_strides, this->m_k_strides);
+
+    OutputMapper output(buffer, m);
+
+    setCudaSharedMemConfig(cudaSharedMemBankSizeEightByte);
+    if (internal::is_same<LhsScalar, float>::value &&
+        internal::is_same<RhsScalar, float>::value) {
+      if (m < 768 || n < 768) {
+        const Index m_blocks = (m + 63) / 64;
+        const Index n_blocks = (n + 63) / 64;
+        const dim3 num_blocks(m_blocks, n_blocks, 1);
+        const dim3 block_size(16, 16, 1);
+        LAUNCH_CUDA_KERNEL((EigenFloatContractionKernel16x16<Index, LhsMapper, RhsMapper, OutputMapper>), num_blocks, block_size, 0, this->m_device, lhs, rhs, output, m, n, k);
+      } else {
+       const Index m_blocks = (m + 127) / 128;
+        const Index n_blocks = (n + 63) / 64;
+        const dim3 num_blocks(m_blocks, n_blocks, 1);
+        const dim3 block_size(8, 32, 1);
+        LAUNCH_CUDA_KERNEL((EigenFloatContractionKernel<Index, LhsMapper, RhsMapper, OutputMapper>), num_blocks, block_size, 0, this->m_device, lhs, rhs, output, m, n, k);
+      }
+    } else {
+      const Index m_blocks = (m + 63) / 64;
+      const Index n_blocks = (n + 63) / 64;
+      const dim3 num_blocks(m_blocks, n_blocks, 1);
+      const dim3 block_size(8, 8, 8);
+      LAUNCH_CUDA_KERNEL((EigenContractionKernel<Scalar, Index, LhsMapper, RhsMapper, OutputMapper>), num_blocks, block_size, 0, this->m_device, lhs, rhs, output, m, n, k);
+    }
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_USE_GPU and __CUDACC__
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_CUDA_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionMappers.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionMappers.h
new file mode 100644
index 0000000000..b5b09bf41e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionMappers.h
@@ -0,0 +1,383 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Eric Martin <eric@ericmart.in>
+//
+// 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_CXX11_TENSOR_TENSOR_CONTRACTION_MAPPERS_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_MAPPERS_H
+
+// NOTE: The file has strong column major bias/assumptions, which is pointed out
+// in comments. As of right now, this code will only work the column major packing
+// routines.
+
+/*
+ * A tensor contraction can be represented by a matrix multiplication. We don't
+ * want to actually reshape the tensor into a matrix (because this involves a
+ * full copy of the tensor), so the reshaping operation is implicit in a sense.
+ * This means we need a collection of methods take a matrix index and return
+ * the element of the tensor that would be at that index if we were to actually
+ * reshape the matrix. This file consists of these methods.
+ */
+
+namespace Eigen {
+namespace internal {
+
+enum {
+  Rhs = 0,
+  Lhs = 1,
+};
+
+/*
+ * Used to lookup the tensor index when working with the left and right
+ * arguments to a tensor contraction.
+ */
+template<typename Scalar, typename Index, int side,
+         typename Tensor,
+         typename nocontract_t, typename contract_t,
+         size_t packet_size, bool inner_dim_contiguous>
+class SimpleTensorContractionMapper {
+  public:
+  EIGEN_DEVICE_FUNC
+  SimpleTensorContractionMapper(const Tensor& tensor,
+                              const nocontract_t& nocontract_strides,
+                              const nocontract_t& ij_strides,
+                              const contract_t& contract_strides,
+                              const contract_t& k_strides) :
+      m_tensor(tensor),
+      m_nocontract_strides(nocontract_strides),
+      m_ij_strides(ij_strides),
+      m_contract_strides(contract_strides),
+      m_k_strides(k_strides) { }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE void prefetch(int i) { }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Scalar operator()(Index row) const {
+    // column major assumption
+    return operator()(row, 0);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Scalar operator()(Index row, Index col) const {
+    return m_tensor.coeff(computeIndex(row, col));
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Index computeIndex(Index row, Index col) const {
+    const bool left = (side == Lhs);
+    Index nocontract_val = left ? row : col;
+    Index linidx = 0;
+    for (int i = array_size<nocontract_t>::value - 1; i > 0; i--) {
+      const Index idx = nocontract_val / m_ij_strides[i];
+      linidx += idx * m_nocontract_strides[i];
+      nocontract_val -= idx * m_ij_strides[i];
+    }
+    if (array_size<typename Tensor::Dimensions>::value > array_size<contract_t>::value) {
+      if (side == Lhs && inner_dim_contiguous) {
+        eigen_assert(m_nocontract_strides[0] == 1);
+        linidx += nocontract_val;
+      } else {
+        linidx += nocontract_val * m_nocontract_strides[0];
+      }
+    }
+
+    Index contract_val = left ? col : row;
+    for (int i = array_size<contract_t>::value - 1; i > 0; i--) {
+      const Index idx = contract_val / m_k_strides[i];
+      linidx += idx * m_contract_strides[i];
+      contract_val -= idx * m_k_strides[i];
+    }
+    EIGEN_STATIC_ASSERT(array_size<contract_t>::value > 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    if (side == Rhs && inner_dim_contiguous) {
+      eigen_assert(m_contract_strides[0] == 1);
+      linidx += contract_val;
+    } else {
+      linidx += contract_val * m_contract_strides[0];
+    }
+
+    return linidx;
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE IndexPair<Index> computeIndexPair(Index row, Index col, const Index distance) const {
+    const bool left = (side == Lhs);
+    Index nocontract_val[2] = {left ? row : col, left ? row + distance : col};
+    Index linidx[2] = {0, 0};
+    for (int i = array_size<nocontract_t>::value - 1; i > 0; i--) {
+      const Index idx0 = nocontract_val[0] / m_ij_strides[i];
+      const Index idx1 = nocontract_val[1] / m_ij_strides[i];
+      linidx[0] += idx0 * m_nocontract_strides[i];
+      linidx[1] += idx1 * m_nocontract_strides[i];
+      nocontract_val[0] -= idx0 * m_ij_strides[i];
+      nocontract_val[1] -= idx1 * m_ij_strides[i];
+    }
+    if (array_size<typename Tensor::Dimensions>::value > array_size<contract_t>::value) {
+      if (side == Lhs && inner_dim_contiguous) {
+        eigen_assert(m_nocontract_strides[0] == 1);
+        linidx[0] += nocontract_val[0];
+        linidx[1] += nocontract_val[1];
+      } else {
+        linidx[0] += nocontract_val[0] * m_nocontract_strides[0];
+        linidx[1] += nocontract_val[1] * m_nocontract_strides[0];
+      }
+    }
+
+    Index contract_val[2] = {left ? col : row, left ? col : row + distance};
+    for (int i = array_size<contract_t>::value - 1; i > 0; i--) {
+      const Index idx0 = contract_val[0] / m_k_strides[i];
+      const Index idx1 = contract_val[1] / m_k_strides[i];
+      linidx[0] += idx0 * m_contract_strides[i];
+      linidx[1] += idx1 * m_contract_strides[i];
+      contract_val[0] -= idx0 * m_k_strides[i];
+      contract_val[1] -= idx1 * m_k_strides[i];
+    }
+    EIGEN_STATIC_ASSERT(array_size<contract_t>::value > 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    if (side == Rhs && inner_dim_contiguous) {
+      eigen_assert(m_contract_strides[0] == 1);
+      linidx[0] += contract_val[0];
+      linidx[1] += contract_val[1];
+    } else {
+      linidx[0] += contract_val[0] * m_contract_strides[0];
+      linidx[1] += contract_val[1] * m_contract_strides[0];
+    }
+    return IndexPair<Index>(linidx[0], linidx[1]);
+  }
+
+  Index firstAligned(Index size) const {
+    return size;
+  }
+  Index stride() const {
+    return 1;
+  }
+
+ protected:
+  const Tensor m_tensor;
+  const nocontract_t m_nocontract_strides;
+  const nocontract_t m_ij_strides;
+  const contract_t m_contract_strides;
+  const contract_t m_k_strides;
+};
+
+
+
+template<typename Scalar, typename Index, int side,
+         typename Tensor,
+         typename nocontract_t, typename contract_t,
+         size_t packet_size, bool inner_dim_contiguous,
+         bool inner_dim_reordered, int Alignment>
+  class BaseTensorContractionMapper : public SimpleTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous>
+{
+ public:
+  typedef SimpleTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous> ParentMapper;
+
+  EIGEN_DEVICE_FUNC
+  BaseTensorContractionMapper(const Tensor& tensor,
+                              const nocontract_t& nocontract_strides,
+                              const nocontract_t& ij_strides,
+                              const contract_t& contract_strides,
+                              const contract_t& k_strides) :
+  ParentMapper(tensor, nocontract_strides, ij_strides, contract_strides, k_strides) { }
+
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename packet_traits<Scalar>::half HalfPacket;
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Packet loadPacket(Index i, Index j) const {
+    // whole method makes column major assumption
+
+    // don't need to add offsets for now (because operator handles that)
+    // current code assumes packet size must be a multiple of 2
+    EIGEN_STATIC_ASSERT(packet_size % 2 == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    if (Tensor::PacketAccess && inner_dim_contiguous && !inner_dim_reordered) {
+      const Index index = this->computeIndex(i, j);
+      eigen_assert(this->computeIndex(i+packet_size-1, j) == index + packet_size-1);
+      return this->m_tensor.template packet<Alignment>(index);
+    }
+
+    const IndexPair<Index> indexPair = this->computeIndexPair(i, j, packet_size - 1);
+    const Index first = indexPair.first;
+    const Index last = indexPair.second;
+
+    // We can always do optimized packet reads from left hand side right now, because
+    // the vertical matrix dimension on the left hand side is never contracting.
+    // On the right hand side we need to check if the contracting dimensions may have
+    // been shuffled first.
+    if (Tensor::PacketAccess &&
+        (side == Lhs || internal::array_size<contract_t>::value <= 1 || !inner_dim_reordered) &&
+        (last - first) == (packet_size - 1)) {
+
+      return this->m_tensor.template packet<Alignment>(first);
+    }
+
+    EIGEN_ALIGN_DEFAULT Scalar data[packet_size];
+
+    data[0] = this->m_tensor.coeff(first);
+    for (Index k = 1; k < packet_size - 1; k += 2) {
+      const IndexPair<Index> internal_pair = this->computeIndexPair(i + k, j, 1);
+      data[k] = this->m_tensor.coeff(internal_pair.first);
+      data[k + 1] = this->m_tensor.coeff(internal_pair.second);
+    }
+    data[packet_size - 1] = this->m_tensor.coeff(last);
+
+    return pload<Packet>(data);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE HalfPacket loadHalfPacket(Index i, Index j) const {
+    // whole method makes column major assumption
+
+    // don't need to add offsets for now (because operator handles that)
+    const Index half_packet_size = unpacket_traits<HalfPacket>::size;
+    if (half_packet_size == packet_size) {
+      return loadPacket(i, j);
+    }
+    EIGEN_ALIGN_DEFAULT Scalar data[half_packet_size];
+    for (Index k = 0; k < half_packet_size; k++) {
+      data[k] = operator()(i + k, j);
+    }
+    return pload<HalfPacket>(data);
+  }
+};
+
+
+template<typename Scalar, typename Index, int side,
+         typename Tensor,
+         typename nocontract_t, typename contract_t,
+         bool inner_dim_contiguous,
+         bool inner_dim_reordered, int Alignment>
+class BaseTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, 1, inner_dim_contiguous, inner_dim_reordered, Alignment> : public SimpleTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, 1, inner_dim_contiguous>
+{
+ public:
+  typedef SimpleTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, 1, inner_dim_contiguous> ParentMapper;
+
+  EIGEN_DEVICE_FUNC
+  BaseTensorContractionMapper(const Tensor& tensor,
+                              const nocontract_t& nocontract_strides,
+                              const nocontract_t& ij_strides,
+                              const contract_t& contract_strides,
+                              const contract_t& k_strides) :
+  ParentMapper(tensor, nocontract_strides, ij_strides, contract_strides, k_strides) { }
+
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Packet loadPacket(Index i, Index j) const {
+    EIGEN_ALIGN_DEFAULT Scalar data[1];
+    data[0] = this->m_tensor.coeff(this->computeIndex(i, j));
+    return pload<typename packet_traits<Scalar>::type>(data);
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Packet loadHalfPacket(Index i, Index j) const {
+    return loadPacket(i, j);
+  }
+};
+
+template<typename Scalar, typename Index, int side,
+         typename Tensor,
+         typename nocontract_t, typename contract_t,
+         size_t packet_size,
+         bool inner_dim_contiguous, bool inner_dim_reordered, int Alignment>
+class TensorContractionInputMapper;
+
+template<typename Scalar, typename Index, int side,
+         typename Tensor,
+         typename nocontract_t, typename contract_t,
+         size_t packet_size,
+         bool inner_dim_contiguous, bool inner_dim_reordered, int Alignment>
+class TensorContractionSubMapper {
+ public:
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename packet_traits<Scalar>::half HalfPacket;
+
+  typedef TensorContractionInputMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> ParentMapper;
+  typedef TensorContractionSubMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> Self;
+  typedef Self LinearMapper;
+
+  EIGEN_DEVICE_FUNC TensorContractionSubMapper(const ParentMapper& base_mapper, Index vert_offset, Index horiz_offset)
+      : m_base_mapper(base_mapper), m_vert_offset(vert_offset), m_horiz_offset(horiz_offset) { }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Scalar operator()(Index i) const {
+    return m_base_mapper(i + m_vert_offset, m_horiz_offset);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Scalar operator()(Index i, Index j) const {
+    return m_base_mapper(i + m_vert_offset, j + m_horiz_offset);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Packet loadPacket(Index i) const {
+    return m_base_mapper.loadPacket(i + m_vert_offset, m_horiz_offset);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Packet loadPacket(Index i, Index j) const {
+   return m_base_mapper.loadPacket(i + m_vert_offset, j + m_horiz_offset);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE HalfPacket loadHalfPacket(Index i) const {
+    return m_base_mapper.loadHalfPacket(i + m_vert_offset, m_horiz_offset);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE void storePacket(Index i, Packet p) const {
+    m_base_mapper.storePacket(i + m_vert_offset, m_horiz_offset, p);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE LinearMapper getLinearMapper(Index i, Index j) const {
+    return LinearMapper(m_base_mapper, i + m_vert_offset, j + m_horiz_offset);
+  }
+
+  template <typename PacketT, int AlignmentType>
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE PacketT load(Index i) const {
+    EIGEN_STATIC_ASSERT((internal::is_same<PacketT, Packet>::value), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    EIGEN_STATIC_ASSERT((AlignmentType == Aligned || Alignment == Unaligned), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    return loadPacket(i);
+  }
+
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC bool aligned(Index i) const {
+    return false;
+  }
+
+ private:
+  const ParentMapper& m_base_mapper;
+  const Index m_vert_offset;
+  const Index m_horiz_offset;
+};
+
+
+template<typename Scalar, typename Index, int side,
+         typename Tensor,
+         typename nocontract_t, typename contract_t,
+         size_t packet_size,
+         bool inner_dim_contiguous, bool inner_dim_reordered, int Alignment>
+class TensorContractionInputMapper
+  : public BaseTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> {
+
+ public:
+  typedef BaseTensorContractionMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> Base;
+  typedef TensorContractionSubMapper<Scalar, Index, side, Tensor, nocontract_t, contract_t, packet_size, inner_dim_contiguous, inner_dim_reordered, Alignment> SubMapper;
+  typedef SubMapper VectorMapper;
+
+  EIGEN_DEVICE_FUNC TensorContractionInputMapper(const Tensor& tensor,
+                               const nocontract_t& nocontract_strides,
+                               const nocontract_t& ij_strides,
+                               const contract_t& contract_strides,
+                               const contract_t& k_strides)
+      : Base(tensor, nocontract_strides, ij_strides, contract_strides, k_strides) { }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE SubMapper getSubMapper(Index i, Index j) const {
+    return SubMapper(*this, i, j);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE VectorMapper getVectorMapper(Index i, Index j) const {
+    return VectorMapper(*this, i, j);
+  }
+};
+
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_MAPPERS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionThreadPool.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionThreadPool.h
new file mode 100644
index 0000000000..c335086902
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorContractionThreadPool.h
@@ -0,0 +1,713 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CONTRACTION_THREAD_POOL_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_THREAD_POOL_H
+
+namespace Eigen {
+namespace internal {
+
+// Specify blocking strategy for thread pool by cols
+template<typename LhsScalar, typename RhsScalar, int KcFactor, typename Index>
+struct ComputeGemmByColBlockingSizes {
+  void operator()(Index& k, Index& m, Index& n, Index num_threads = 1)
+  {
+    computeProductBlockingSizes<LhsScalar,RhsScalar,1>(k, m, n, num_threads);
+  }
+};
+
+// Specify blocking strategy for thread pool by rows
+template<typename LhsScalar, typename RhsScalar, int KcFactor, typename Index>
+struct ComputeGemmByRowBlockingSizes {
+  void operator()(Index& k, Index& m, Index& n, Index num_threads = 1)
+  {
+    if (!k || !m || !n) {
+      return;
+    }
+    m = (((m / num_threads) + 15) / 16) * 16;
+  }
+};
+
+} // namespace internal
+} // namespace Eigen
+
+// evaluator for thread pool device
+#ifdef EIGEN_USE_THREADS
+
+namespace Eigen {
+namespace internal {
+
+template<typename LhsScalar, typename LhsMapper, typename Index>
+struct packLhsArg {
+  LhsScalar* blockA;
+  const LhsMapper& lhs;
+  const Index m_start;
+  const Index k_start;
+  const Index mc;
+  const Index kc;
+};
+
+template<typename LhsScalar, typename RhsScalar, typename RhsMapper, typename OutputMapper, typename Index>
+struct packRhsAndKernelArg {
+  const FixedSizeVector<LhsScalar*>* blockAs;
+  RhsScalar* blockB;
+  const RhsMapper& rhs;
+  OutputMapper& output;
+  const Index m;
+  const Index k;
+  const Index n;
+  const Index mc;
+  const Index kc;
+  const Index nc;
+  const Index num_threads;
+  const Index num_blockAs;
+  const Index max_m;
+  const Index k_block_idx;
+  const Index m_block_idx;
+  const Index n_block_idx;
+  const Index m_blocks;
+  const Index n_blocks;
+  FixedSizeVector<Notification*>* kernel_notifications;
+  const FixedSizeVector<Notification*>* lhs_notifications;
+  const bool need_to_pack;
+};
+
+template<typename RhsScalar, typename RhsMapper, typename Index>
+struct packRhsArg {
+  RhsScalar* blockB;
+  const RhsMapper& rhs;
+  const Index n_start;
+  const Index k_start;
+  const Index nc;
+  const Index kc;
+};
+
+template<typename LhsScalar, typename RhsScalar, typename LhsMapper, typename OutputMapper, typename Index>
+struct packLhsAndKernelArg {
+  const FixedSizeVector<RhsScalar*>* blockBs;
+  LhsScalar* blockA;
+  const LhsMapper& lhs;
+  OutputMapper& output;
+  const Index m;
+  const Index k;
+  const Index n;
+  const Index mc;
+  const Index kc;
+  const Index nc;
+  const Index num_threads;
+  const Index num_blockBs;
+  const Index max_n;
+  const Index k_block_idx;
+  const Index m_block_idx;
+  const Index n_block_idx;
+  const Index m_blocks;
+  const Index n_blocks;
+  FixedSizeVector<Notification*>* kernel_notifications;
+  const FixedSizeVector<Notification*>* rhs_notifications;
+  const bool need_to_pack;
+};
+
+}  // end namespace internal
+
+
+template<typename Indices, typename LeftArgType, typename RightArgType>
+struct TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, ThreadPoolDevice> :
+    public TensorContractionEvaluatorBase<TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, ThreadPoolDevice> > {
+
+  typedef ThreadPoolDevice Device;
+
+  typedef TensorEvaluator<const TensorContractionOp<Indices, LeftArgType, RightArgType>, Device> Self;
+  typedef TensorContractionEvaluatorBase<Self> Base;
+
+  typedef TensorContractionOp<Indices, LeftArgType, RightArgType> XprType;
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, ThreadPoolDevice>::type PacketReturnType;
+
+  enum {
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+  };
+
+  // Most of the code is assuming that both input tensors are ColMajor. If the
+  // inputs are RowMajor, we will "cheat" by swapping the LHS and RHS:
+  // If we want to compute A * B = C, where A is LHS and B is RHS, the code
+  // will pretend B is LHS and A is RHS.
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), LeftArgType, RightArgType>::type EvalLeftArgType;
+  typedef typename internal::conditional<
+    static_cast<int>(Layout) == static_cast<int>(ColMajor), RightArgType, LeftArgType>::type EvalRightArgType;
+
+  static const int LDims =
+      internal::array_size<typename TensorEvaluator<EvalLeftArgType, Device>::Dimensions>::value;
+  static const int RDims =
+      internal::array_size<typename TensorEvaluator<EvalRightArgType, Device>::Dimensions>::value;
+  static const int ContractDims = internal::array_size<Indices>::value;
+
+  typedef array<Index, LDims> left_dim_mapper_t;
+  typedef array<Index, RDims> right_dim_mapper_t;
+
+  typedef array<Index, ContractDims> contract_t;
+  typedef array<Index, LDims - ContractDims> left_nocontract_t;
+  typedef array<Index, RDims - ContractDims> right_nocontract_t;
+
+  static const int NumDims = LDims + RDims - 2 * ContractDims;
+
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  // typedefs needed in evalTo
+  typedef typename internal::remove_const<typename EvalLeftArgType::Scalar>::type LhsScalar;
+  typedef typename internal::remove_const<typename EvalRightArgType::Scalar>::type RhsScalar;
+  typedef typename internal::gebp_traits<LhsScalar, RhsScalar> Traits;
+
+  typedef TensorEvaluator<EvalLeftArgType, Device> LeftEvaluator;
+  typedef TensorEvaluator<EvalRightArgType, Device> RightEvaluator;
+
+  TensorEvaluator(const XprType& op, const Device& device) :
+      Base(op, device) {}
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  void evalProduct(Scalar* buffer) const {
+    // Disable Gemv on ARM/AVX or if multiple threads are in use
+#if !defined(EIGEN_VECTORIZE_NEON) && !defined(EIGEN_VECTORIZE_AVX)
+    if (this->m_j_size == 1 && this->m_device.numThreads() == 1) {
+      this->template evalGemv<lhs_inner_dim_contiguous, rhs_inner_dim_contiguous, rhs_inner_dim_reordered, Alignment>(buffer);
+      return;
+    }
+#endif
+
+    if (this->m_j_size / this->m_device.numThreads() < Traits::nr &&
+        this->m_i_size / this->m_device.numThreads() >= Traits::mr) {
+      evalGemmByRows<lhs_inner_dim_contiguous, rhs_inner_dim_contiguous, rhs_inner_dim_reordered, Alignment>(buffer);
+    } else {
+      evalGemmByCols<lhs_inner_dim_contiguous, rhs_inner_dim_contiguous, rhs_inner_dim_reordered, Alignment>(buffer);
+    }
+  }
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  void evalGemmByCols(Scalar* buffer) const {
+    // columns in left side, rows in right side
+    const Index k = this->m_k_size;
+
+    // rows in left side
+    const Index m = this->m_i_size;
+
+    // columns in right side
+    const Index n = this->m_j_size;
+
+    // zero out the result buffer (which must be of size at least m * n * sizeof(Scalar)
+    this->m_device.memset(buffer, 0, m * n * sizeof(Scalar));
+
+
+    const int lhs_packet_size = PacketType<LhsScalar, Device>::size;
+    const int rhs_packet_size = PacketType<RhsScalar, Device>::size;
+
+    typedef internal::TensorContractionInputMapper<LhsScalar, Index, internal::Lhs,
+                                                   LeftEvaluator, left_nocontract_t,
+                                                   contract_t, lhs_packet_size,
+                                                   lhs_inner_dim_contiguous,
+                                                   false, Unaligned> LhsMapper;
+
+    typedef internal::TensorContractionInputMapper<RhsScalar, Index, internal::Rhs,
+                                                   RightEvaluator, right_nocontract_t,
+                                                   contract_t, rhs_packet_size,
+                                                   rhs_inner_dim_contiguous,
+                                                   rhs_inner_dim_reordered, Unaligned> RhsMapper;
+
+    typedef internal::blas_data_mapper<Scalar, Index, ColMajor> OutputMapper;
+
+    // TODO: packing could be faster sometimes if we supported row major tensor mappers
+    typedef internal::gemm_pack_lhs<LhsScalar, Index, typename LhsMapper::SubMapper, Traits::mr,
+                                    Traits::LhsProgress, ColMajor> LhsPacker;
+    typedef internal::gemm_pack_rhs<RhsScalar, Index, typename RhsMapper::SubMapper, Traits::nr, ColMajor> RhsPacker;
+
+    // TODO: replace false, false with conjugate values?
+    typedef internal::gebp_kernel<LhsScalar, RhsScalar, Index, OutputMapper,
+                                  Traits::mr, Traits::nr, false, false> GebpKernel;
+
+    typedef internal::packLhsArg<LhsScalar, LhsMapper, Index> packLArg;
+    typedef internal::packRhsAndKernelArg<LhsScalar, RhsScalar, RhsMapper, OutputMapper, Index> packRKArg;
+
+    // initialize data mappers
+    LhsMapper lhs(this->m_leftImpl, this->m_left_nocontract_strides, this->m_i_strides,
+                  this->m_left_contracting_strides, this->m_k_strides);
+
+    RhsMapper rhs(this->m_rightImpl, this->m_right_nocontract_strides, this->m_j_strides,
+                  this->m_right_contracting_strides, this->m_k_strides);
+
+    OutputMapper output(buffer, m);
+
+    LhsPacker pack_lhs;
+
+    // compute block sizes (which depend on number of threads)
+    const Index num_threads = this->m_device.numThreads();
+    Index mc = m;
+    Index nc = n;
+    Index kc = k;
+    internal::ComputeGemmByColBlockingSizes<LhsScalar,RhsScalar,1,Index> block;
+    block(kc, mc, nc, num_threads);
+    eigen_assert(mc <= m);
+    eigen_assert(nc <= n);
+    eigen_assert(kc <= k);
+
+#define CEIL_DIV(a, b) (((a) + (b) - 1) / (b))
+    const Index k_blocks = CEIL_DIV(k, kc);
+    const Index n_blocks = CEIL_DIV(n, nc);
+    const Index m_blocks = CEIL_DIV(m, mc);
+#undef CEIL_DIV
+
+    const int sizeA = mc * kc;
+    const int sizeB = kc * nc;
+
+    /*   cout << "m: " << m << " n: " << n << " k: " << k << endl;
+    cout << "mc: " << mc << " nc: " << nc << " kc: " << kc << endl;
+    cout << "m_blocks: " << m_blocks << " n_blocks: " << n_blocks << " k_blocks: " << k_blocks << endl;
+    cout << "num threads: " << num_threads << endl;
+    */
+
+    // note: m_device.allocate should return 16 byte aligned pointers, but if blockA and blockB
+    //       aren't 16 byte aligned segfaults will happen due to SIMD instructions
+    // note: You can get away with allocating just a single blockA and offsets and meet the
+    //       the alignment requirements with the assumption that
+    //       (Traits::mr * sizeof(ResScalar)) % 16 == 0
+    const Index numBlockAs = (std::min)(num_threads, m_blocks);
+    FixedSizeVector<LhsScalar *> blockAs(num_threads);
+    for (int i = 0; i < num_threads; i++) {
+      blockAs.push_back(static_cast<LhsScalar *>(this->m_device.allocate(sizeA * sizeof(LhsScalar))));
+    }
+
+    // To circumvent alignment issues, I'm just going to separately allocate the memory for each thread
+    // TODO: is this too much memory to allocate? This simplifies coding a lot, but is wasteful.
+    //       Other options: (1) reuse memory when a thread finishes. con: tricky
+    //                      (2) allocate block B memory in each thread. con: overhead
+    FixedSizeVector<RhsScalar *> blockBs(n_blocks);
+    for (int i = 0; i < n_blocks; i++) {
+      blockBs.push_back(static_cast<RhsScalar *>(this->m_device.allocate(sizeB * sizeof(RhsScalar))));
+    }
+
+    // lhs_notifications starts with all null Notifications
+    FixedSizeVector<Notification*> lhs_notifications(num_threads, nullptr);
+
+    // this should really be numBlockAs * n_blocks;
+    const Index num_kernel_notifications = num_threads * n_blocks;
+    FixedSizeVector<Notification*> kernel_notifications(num_kernel_notifications,
+                                                        nullptr);
+
+    for (Index k_block_idx = 0; k_block_idx < k_blocks; k_block_idx++) {
+      const Index k_start = k_block_idx * kc;
+      // make sure we don't overshoot right edge of left matrix
+      const Index actual_kc = (std::min)(k_start + kc, k) - k_start;
+
+      for (Index m_block_idx = 0; m_block_idx < m_blocks; m_block_idx += numBlockAs) {
+        const int num_blocks = (std::min)(m_blocks-m_block_idx, numBlockAs);
+
+        for (Index mt_block_idx = m_block_idx; mt_block_idx < m_block_idx+num_blocks; mt_block_idx++) {
+          const Index m_start = mt_block_idx * mc;
+          const Index actual_mc = (std::min)(m_start + mc, m) - m_start;
+          eigen_assert(actual_mc > 0);
+
+          int blockAId = (k_block_idx * m_blocks + mt_block_idx) % num_threads;
+
+          // Wait for previous RHS kernels to complete.
+          for (int i = 0; i < n_blocks; ++i) {
+            int notification_id = (blockAId * n_blocks + i);
+
+            // Wait for any current kernels using this slot to complete
+            // before using it.
+            if (kernel_notifications[notification_id]) {
+              wait_until_ready(kernel_notifications[notification_id]);
+              delete kernel_notifications[notification_id];
+            }
+            kernel_notifications[notification_id] = new Notification();
+          }
+          const packLArg arg = {
+            blockAs[blockAId], // blockA
+            lhs,        // lhs
+            m_start,    // m
+            k_start,    // k
+            actual_mc,  // mc
+            actual_kc,  // kc
+          };
+
+          // Delete any existing notification since we may be
+          // replacing it.  The algorithm should ensure that there are
+          // no existing waiters on this notification.
+          delete lhs_notifications[blockAId];
+          lhs_notifications[blockAId] =
+              this->m_device.enqueue(&Self::packLhs<packLArg, LhsPacker>, arg);
+        }
+
+        // now start kernels.
+        const Index m_base_start = m_block_idx * mc;
+        const bool need_to_pack = m_block_idx == 0;
+
+        for (Index n_block_idx = 0; n_block_idx < n_blocks; n_block_idx++) {
+          const Index n_start = n_block_idx * nc;
+          const Index actual_nc = (std::min)(n_start + nc, n) - n_start;
+
+          // first make sure the previous kernels are all done before overwriting rhs. Also wait if
+          // we're going to start new k. In both cases need_to_pack is true.
+          if (need_to_pack) {
+            for (int i = num_blocks; i < num_threads; ++i) {
+              Index blockAId = (k_block_idx * m_blocks + i + m_block_idx) % num_threads;
+              Index future_id = (blockAId * n_blocks + n_block_idx);
+              wait_until_ready(kernel_notifications[future_id]);
+            }
+          }
+
+          packRKArg arg = {
+            &blockAs, // blockA
+            blockBs[n_block_idx], // blockB
+            rhs,          // rhs
+            output,       // output
+            m_base_start, // m
+            k_start,      // k
+            n_start,      // n
+            mc,           // mc
+            actual_kc,    // kc
+            actual_nc,    // nc
+            num_threads,
+            numBlockAs,
+            m,
+            k_block_idx,
+            m_block_idx,
+            n_block_idx, // n_block_idx
+            m_blocks, // m_blocks
+            n_blocks, // n_blocks
+            &kernel_notifications, // kernel_notifications
+            &lhs_notifications, // lhs_notifications
+            need_to_pack, // need_to_pack
+          };
+
+          // We asynchronously kick off this function, which ends up
+          // notifying the appropriate kernel_notifications objects,
+          // which this thread waits on before exiting.
+          //
+          // The wait for kernel_notifications below ensures that we
+          // don't have to keep track of the launch of this work.
+          this->m_device.enqueue_and_forget(&Self::packRhsAndKernel<packRKArg, RhsPacker, GebpKernel>, arg);
+        }
+      }
+    }
+
+    // Make sure all the kernels are done.
+    for (int i = 0; i < kernel_notifications.size(); ++i) {
+      wait_until_ready(kernel_notifications[i]);
+      delete kernel_notifications[i];
+    }
+
+    // No need to wait for lhs notifications since they should have
+    // already been waited on.  Just clean them up.
+    for (int i = 0; i < lhs_notifications.size(); ++i) {
+      delete lhs_notifications[i];
+    }
+
+    // deallocate all of the memory for both A and B's
+    for (int i = 0; i < blockAs.size(); i++) {
+      this->m_device.deallocate(blockAs[i]);
+    }
+    for (int i = 0; i < blockBs.size(); i++) {
+      this->m_device.deallocate(blockBs[i]);
+    }
+  }
+
+  /*
+   * Packs a LHS block of size (mt, kc) starting at lhs(m, k). Before packing
+   * the LHS block, check that all of the kernels that worked on the same
+   * mt_block_idx in the previous m_block are done.
+   */
+  template <typename packLArg, typename LhsPacker>
+  static void packLhs(const packLArg arg) {
+    // perform actual packing
+    LhsPacker pack_lhs;
+    pack_lhs(arg.blockA, arg.lhs.getSubMapper(arg.m_start, arg.k_start), arg.kc, arg.mc);
+  }
+
+  /*
+   * Packs a RHS block of size (kc, nc) starting at (k, n) after checking that
+   * all kernels in the previous block are done.
+   * Then for each LHS future, we wait on the future and then call GEBP
+   * on the area packed by the future (which starts at
+   * blockA + future_idx * mt * kc) on the LHS and with the full packed
+   * RHS block.
+   * The output of this GEBP is written to output(m + i * mt, n).
+   */
+  template <typename packRKArg, typename RhsPacker, typename GebpKernel>
+  static void packRhsAndKernel(packRKArg arg) {
+    if (arg.need_to_pack) {
+      RhsPacker pack_rhs;
+      pack_rhs(arg.blockB, arg.rhs.getSubMapper(arg.k, arg.n), arg.kc, arg.nc);
+    }
+
+    GebpKernel gebp;
+    for (Index mt_block_idx = 0; mt_block_idx < arg.num_blockAs; mt_block_idx++) {
+      const Index m_base_start = arg.m + arg.mc*mt_block_idx;
+      if (m_base_start < arg.max_m) {
+        int blockAId = (arg.k_block_idx * arg.m_blocks + mt_block_idx + arg.m_block_idx) % arg.num_threads;
+        wait_until_ready((*arg.lhs_notifications)[blockAId]);
+        const Index actual_mc = (std::min)(m_base_start + arg.mc, arg.max_m) - m_base_start;
+        gebp(arg.output.getSubMapper(m_base_start, arg.n),
+             (*arg.blockAs)[blockAId], arg.blockB,
+             actual_mc, arg.kc, arg.nc, Scalar(1), -1, -1, 0, 0);
+
+        // Notify that the kernel is done.
+        const Index set_idx = blockAId * arg.n_blocks + arg.n_block_idx;
+        (*arg.kernel_notifications)[set_idx]->Notify();
+      }
+    }
+  }
+
+  template <bool lhs_inner_dim_contiguous, bool rhs_inner_dim_contiguous, bool rhs_inner_dim_reordered, int Alignment>
+  void evalGemmByRows(Scalar* buffer) const {
+    // columns in left side, rows in right side
+    const Index k = this->m_k_size;
+
+    // rows in left side
+    const Index m = this->m_i_size;
+
+    // columns in right side
+    const Index n = this->m_j_size;
+
+    // zero out the result buffer (which must be of size at least m * n * sizeof(Scalar)
+    this->m_device.memset(buffer, 0, m * n * sizeof(Scalar));
+
+    const int lhs_packet_size = PacketType<LhsScalar, ThreadPoolDevice>::size;
+    const int rhs_packet_size = PacketType<RhsScalar, ThreadPoolDevice>::size;
+
+    typedef internal::TensorContractionInputMapper<LhsScalar, Index, internal::Lhs,
+                                                   LeftEvaluator, left_nocontract_t,
+                                                   contract_t, lhs_packet_size,
+                                                   lhs_inner_dim_contiguous,
+                                                   false, Unaligned> LhsMapper;
+
+    typedef internal::TensorContractionInputMapper<RhsScalar, Index, internal::Rhs,
+                                                   RightEvaluator, right_nocontract_t,
+                                                   contract_t, rhs_packet_size,
+                                                   rhs_inner_dim_contiguous,
+                                                   rhs_inner_dim_reordered, Unaligned> RhsMapper;
+
+    typedef internal::blas_data_mapper<Scalar, Index, ColMajor> OutputMapper;
+
+    // TODO: packing could be faster sometimes if we supported row major tensor mappers
+    typedef internal::gemm_pack_lhs<LhsScalar, Index, typename LhsMapper::SubMapper, Traits::mr,
+                                    Traits::LhsProgress, ColMajor> LhsPacker;
+    typedef internal::gemm_pack_rhs<RhsScalar, Index, typename RhsMapper::SubMapper, Traits::nr, ColMajor> RhsPacker;
+
+    // TODO: replace false, false with conjugate values?
+    typedef internal::gebp_kernel<LhsScalar, RhsScalar, Index, OutputMapper,
+                                  Traits::mr, Traits::nr, false, false> GebpKernel;
+
+    typedef internal::packRhsArg<RhsScalar, RhsMapper, Index> packRArg;
+    typedef internal::packLhsAndKernelArg<LhsScalar, RhsScalar, LhsMapper, OutputMapper, Index> packLKArg;
+
+    // initialize data mappers
+    LhsMapper lhs(this->m_leftImpl, this->m_left_nocontract_strides, this->m_i_strides,
+                  this->m_left_contracting_strides, this->m_k_strides);
+
+    RhsMapper rhs(this->m_rightImpl, this->m_right_nocontract_strides, this->m_j_strides,
+                  this->m_right_contracting_strides, this->m_k_strides);
+
+    OutputMapper output(buffer, m);
+
+    RhsPacker pack_rhs;
+
+    // compute block sizes (which depend on number of threads)
+    const Index num_threads = this->m_device.numThreads();
+    Index mc = m;
+    Index nc = n;
+    Index kc = k;
+    internal::ComputeGemmByRowBlockingSizes<LhsScalar,RhsScalar,1,Index> block;
+    block(kc, mc, nc, num_threads);
+    eigen_assert(mc <= m);
+    eigen_assert(nc <= n);
+    eigen_assert(kc <= k);
+
+#define CEIL_DIV(a, b) (((a) + (b) - 1) / (b))
+    const Index k_blocks = CEIL_DIV(k, kc);
+    const Index n_blocks = CEIL_DIV(n, nc);
+    const Index m_blocks = CEIL_DIV(m, mc);
+#undef CEIL_DIV
+
+
+    const int sizeA = mc * kc;
+    const int sizeB = kc * nc;
+
+    const Index numBlockBs = (std::min)(num_threads, n_blocks);
+    FixedSizeVector<RhsScalar *> blockBs(num_threads);
+    for (int i = 0; i < num_threads; i++) {
+      blockBs.push_back(static_cast<RhsScalar *>(this->m_device.allocate(sizeB * sizeof(RhsScalar))));
+    }
+
+    FixedSizeVector<LhsScalar *> blockAs(m_blocks);
+    for (int i = 0; i < m_blocks; i++) {
+      blockAs.push_back(static_cast<LhsScalar *>(this->m_device.allocate(sizeA * sizeof(LhsScalar))));
+    }
+
+    // lhs_notifications starts with all null Notifications
+    FixedSizeVector<Notification*> rhs_notifications(num_threads, nullptr);
+
+    // this should really be numBlockBs * m_blocks;
+    const Index num_kernel_notifications = num_threads * m_blocks;
+    FixedSizeVector<Notification*> kernel_notifications(num_kernel_notifications,
+                                                        nullptr);
+
+    for (Index k_block_idx = 0; k_block_idx < k_blocks; k_block_idx++) {
+      const Index k_start = k_block_idx * kc;
+      // make sure we don't overshoot right edge of left matrix
+      const Index actual_kc = (std::min)(k_start + kc, k) - k_start;
+
+      for (Index n_block_idx = 0; n_block_idx < n_blocks; n_block_idx += numBlockBs) {
+        const int num_blocks = (std::min)(n_blocks-n_block_idx, numBlockBs);
+
+        for (Index nt_block_idx = n_block_idx; nt_block_idx < n_block_idx+num_blocks; nt_block_idx++) {
+          const Index n_start = nt_block_idx * nc;
+          const Index actual_nc = (std::min)(n_start + nc, n) - n_start;
+          eigen_assert(actual_nc > 0);
+
+          int blockBId = (k_block_idx * n_blocks + nt_block_idx) % num_threads;
+          // Wait for previous RHS kernels to complete.
+          for (int i = 0; i < m_blocks; ++i) {
+            int notification_id = (blockBId * m_blocks + i);
+
+            // Wait for any current kernels using this slot to complete
+            // before using it.
+            if (kernel_notifications[notification_id]) {
+              wait_until_ready(kernel_notifications[notification_id]);
+              delete kernel_notifications[notification_id];
+            }
+            kernel_notifications[notification_id] = new Notification();
+          }
+          const packRArg arg = {
+            blockBs[blockBId], // blockB
+            rhs,               // rhs
+            n_start,           // n
+            k_start,           // k
+            actual_nc,         // nc
+            actual_kc,         // kc
+          };
+
+          // Delete any existing notification since we may be
+          // replacing it.  The algorithm should ensure that there are
+          // no existing waiters on this notification.
+          delete rhs_notifications[blockBId];
+          rhs_notifications[blockBId] =
+              this->m_device.enqueue(&Self::packRhs<packRArg, RhsPacker>, arg);
+        }
+
+        // now start kernels.
+        const Index n_base_start = n_block_idx * nc;
+        const bool need_to_pack = n_block_idx == 0;
+
+        for (Index m_block_idx = 0; m_block_idx < m_blocks; m_block_idx++) {
+          const Index m_start = m_block_idx * mc;
+          const Index actual_mc = (std::min)(m_start + mc, m) - m_start;
+
+          // first make sure the previous kernels are all done before overwriting rhs. Also wait if
+          // we're going to start new k. In both cases need_to_pack is true.
+          if (need_to_pack) {
+            for (int i = num_blocks; i < num_threads; ++i) {
+              Index blockBId = (k_block_idx * n_blocks + i + n_block_idx) % num_threads;
+              Index future_id = (blockBId * m_blocks + m_block_idx);
+              wait_until_ready(kernel_notifications[future_id]);
+            }
+          }
+
+          packLKArg arg = {
+            &blockBs,             // blockB
+            blockAs[m_block_idx], // blockA
+            lhs,                  // lhs
+            output,               // output
+            m_start,              // m
+            k_start,              // k
+            n_base_start,         // n
+            actual_mc,            // mc
+            actual_kc,            // kc
+            nc,                   // nc
+            num_threads,
+            numBlockBs,
+            n,
+            k_block_idx,
+            m_block_idx,
+            n_block_idx,
+            m_blocks,
+            n_blocks,
+            &kernel_notifications,
+            &rhs_notifications,
+            need_to_pack,
+          };
+
+          // We asynchronously kick off this function, which ends up
+          // notifying the appropriate kernel_notifications objects,
+          // which this thread waits on before exiting.
+          //
+          // The wait for kernel_notifications below ensures that we
+          // don't have to keep track of the launch of this work.
+          this->m_device.enqueue_and_forget(&Self::packLhsAndKernel<packLKArg, LhsPacker, GebpKernel>, arg);
+        }
+      }
+    }
+
+    // Make sure all the kernels are done.
+    for (int i = 0; i < kernel_notifications.size(); ++i) {
+      wait_until_ready(kernel_notifications[i]);
+      delete kernel_notifications[i];
+    }
+
+    // No need to wait for lhs notifications since they should have
+    // already been waited on.  Just clean them up.
+    for (int i = 0; i < rhs_notifications.size(); ++i) {
+      delete rhs_notifications[i];
+    }
+
+    // deallocate all of the memory for both A and B's
+    for (int i = 0; i < blockAs.size(); i++) {
+      this->m_device.deallocate(blockAs[i]);
+    }
+    for (int i = 0; i < blockBs.size(); i++) {
+      this->m_device.deallocate(blockBs[i]);
+    }
+  }
+
+  template <typename packRArg, typename RhsPacker>
+  static void packRhs(const packRArg arg) {
+    // perform actual packing
+    RhsPacker pack_rhs;
+    pack_rhs(arg.blockB, arg.rhs.getSubMapper(arg.k_start, arg.n_start), arg.kc, arg.nc);
+  }
+
+  template <typename packLKArg, typename LhsPacker, typename GebpKernel>
+  static void packLhsAndKernel(packLKArg arg) {
+    if (arg.need_to_pack) {
+      LhsPacker pack_lhs;
+      pack_lhs(arg.blockA, arg.lhs.getSubMapper(arg.m, arg.k), arg.kc, arg.mc);
+    }
+
+    GebpKernel gebp;
+    for (Index nt_block_idx = 0; nt_block_idx < arg.num_blockBs; nt_block_idx++) {
+      const Index n_base_start = arg.n + arg.nc*nt_block_idx;
+      if (n_base_start < arg.max_n) {
+        int blockBId = (arg.k_block_idx * arg.n_blocks + nt_block_idx + arg.n_block_idx) % arg.num_threads;
+        wait_until_ready((*arg.rhs_notifications)[blockBId]);
+        const Index actual_nc = (std::min)(n_base_start + arg.nc, arg.max_n) - n_base_start;
+        gebp(arg.output.getSubMapper(arg.m, n_base_start),
+             arg.blockA, (*arg.blockBs)[blockBId],
+             arg.mc, arg.kc, actual_nc, Scalar(1), -1, -1, 0, 0);
+
+        // Notify that the kernel is done.
+        const Index set_idx = blockBId * arg.m_blocks + arg.m_block_idx;
+        (*arg.kernel_notifications)[set_idx]->Notify();
+      }
+    }
+  }
+};
+
+} // end namespace Eigen
+
+#endif  // EIGEN_USE_THREADS
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONTRACTION_THREAD_POOL_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConversion.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConversion.h
new file mode 100644
index 0000000000..d54091fa1c
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConversion.h
@@ -0,0 +1,226 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CONVERSION_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONVERSION_H
+
+namespace Eigen {
+
+/** \class TensorConversionOp
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor conversion class. This class makes it possible to vectorize
+  * type casting operations when the number of scalars per packet in the source
+  * and the destination type differ
+  */
+namespace internal {
+template<typename TargetType, typename XprType>
+struct traits<TensorConversionOp<TargetType, XprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef TargetType Scalar;
+  typedef typename traits<XprType>::StorageKind StorageKind;
+  typedef typename traits<XprType>::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = traits<XprType>::NumDimensions;
+  static const int Layout = traits<XprType>::Layout;
+  enum { Flags = 0 };
+};
+
+template<typename TargetType, typename XprType>
+struct eval<TensorConversionOp<TargetType, XprType>, Eigen::Dense>
+{
+  typedef const TensorConversionOp<TargetType, XprType>& type;
+};
+
+template<typename TargetType, typename XprType>
+struct nested<TensorConversionOp<TargetType, XprType>, 1, typename eval<TensorConversionOp<TargetType, XprType> >::type>
+{
+  typedef TensorConversionOp<TargetType, XprType> type;
+};
+
+}  // end namespace internal
+
+
+template <typename TensorEvaluator, typename SrcPacket, typename TgtPacket, int SrcCoeffRatio, int TgtCoeffRatio>
+struct PacketConverter {
+  PacketConverter(const TensorEvaluator& impl)
+      : m_impl(impl) {}
+
+  template<int LoadMode, typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TgtPacket packet(Index index) const {
+    return internal::pcast<SrcPacket, TgtPacket>(m_impl.template packet<LoadMode>(index));
+  }
+
+ private:
+  const TensorEvaluator& m_impl;
+};
+
+
+template <typename TensorEvaluator, typename SrcPacket, typename TgtPacket>
+struct PacketConverter<TensorEvaluator, SrcPacket, TgtPacket, 2, 1> {
+  PacketConverter(const TensorEvaluator& impl)
+      : m_impl(impl) {}
+
+  template<int LoadMode, typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TgtPacket packet(Index index) const {
+    const int SrcPacketSize = internal::unpacket_traits<SrcPacket>::size;
+
+    SrcPacket src1 = m_impl.template packet<LoadMode>(index);
+    SrcPacket src2 = m_impl.template packet<LoadMode>(index + SrcPacketSize);
+    TgtPacket result = internal::pcast<SrcPacket, TgtPacket>(src1, src2);
+    return result;
+  }
+
+ private:
+  const TensorEvaluator& m_impl;
+};
+
+template <typename TensorEvaluator, typename SrcPacket, typename TgtPacket>
+struct PacketConverter<TensorEvaluator, SrcPacket, TgtPacket, 4, 1> {
+  PacketConverter(const TensorEvaluator& impl)
+      : m_impl(impl) {}
+
+  template<int LoadMode, typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TgtPacket packet(Index index) const {
+    const int SrcPacketSize = internal::unpacket_traits<SrcPacket>::size;
+
+    SrcPacket src1 = m_impl.template packet<LoadMode>(index);
+    SrcPacket src2 = m_impl.template packet<LoadMode>(index + SrcPacketSize);
+    SrcPacket src3 = m_impl.template packet<LoadMode>(index + 2 * SrcPacketSize);
+    SrcPacket src4 = m_impl.template packet<LoadMode>(index + 3 * SrcPacketSize);
+    TgtPacket result = internal::pcast<SrcPacket, TgtPacket>(src1, src2, src3, src4);
+    return result;
+  }
+
+ private:
+  const TensorEvaluator& m_impl;
+};
+
+
+template <typename TensorEvaluator, typename SrcPacket, typename TgtPacket>
+struct PacketConverter<TensorEvaluator, SrcPacket, TgtPacket, 1, 2> {
+  PacketConverter(const TensorEvaluator& impl)
+      : m_impl(impl), m_maxIndex(impl.dimensions().TotalSize()) {}
+
+  template<int LoadMode, typename Index>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TgtPacket packet(Index index) const {
+    const int SrcPacketSize = internal::unpacket_traits<SrcPacket>::size;
+    if (index + SrcPacketSize < m_maxIndex) {
+      return internal::pcast<SrcPacket, TgtPacket>(m_impl.template packet<LoadMode>(index));
+    } else {
+      const int TgtPacketSize = internal::unpacket_traits<TgtPacket>::size;
+      EIGEN_ALIGN_DEFAULT typename internal::unpacket_traits<TgtPacket>::type values[TgtPacketSize];
+      for (int i = 0; i < TgtPacketSize; ++i) {
+        values[i] = m_impl.coeff(index+i);
+      }
+      TgtPacket rslt = internal::pload<TgtPacket>(values);
+      return rslt;
+    }
+  }
+
+ private:
+  const TensorEvaluator& m_impl;
+  const typename TensorEvaluator::Index m_maxIndex;
+};
+
+template<typename TargetType, typename XprType>
+class TensorConversionOp : public TensorBase<TensorConversionOp<TargetType, XprType>, ReadOnlyAccessors>
+{
+  public:
+    typedef typename internal::traits<TensorConversionOp>::Scalar Scalar;
+    typedef typename internal::traits<TensorConversionOp>::StorageKind StorageKind;
+    typedef typename internal::traits<TensorConversionOp>::Index Index;
+    typedef typename internal::nested<TensorConversionOp>::type Nested;
+    typedef Scalar CoeffReturnType;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorConversionOp(const XprType& xpr)
+        : m_xpr(xpr) {}
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+};
+
+
+
+
+// Eval as rvalue
+template<typename TargetType, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorConversionOp<TargetType, ArgType>, Device>
+{
+  typedef TensorConversionOp<TargetType, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+  typedef TargetType Scalar;
+  typedef TargetType CoeffReturnType;
+  typedef typename internal::remove_all<typename internal::traits<ArgType>::Scalar>::type SrcType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename PacketType<SrcType, Device>::type PacketSourceType;
+
+  enum {
+    IsAligned = false,
+    PacketAccess =
+        TensorEvaluator<ArgType, Device>::PacketAccess &&
+        internal::type_casting_traits<SrcType, TargetType>::VectorizedCast,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : m_impl(op.expression(), device)
+  {
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_impl.dimensions(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* data)
+  {
+    if (internal::is_same<TargetType, SrcType>::value) {
+      return m_impl.evalSubExprsIfNeeded((SrcType*)data);
+    }
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup()
+  {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    internal::scalar_cast_op<SrcType, TargetType> converter;
+    return converter(m_impl.coeff(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int SrcCoeffRatio = internal::type_casting_traits<SrcType, TargetType>::SrcCoeffRatio;
+    const int TgtCoeffRatio = internal::type_casting_traits<SrcType, TargetType>::TgtCoeffRatio;
+    PacketConverter<TensorEvaluator<ArgType, Device>, PacketSourceType, PacketReturnType,
+                    SrcCoeffRatio, TgtCoeffRatio> converter(m_impl);
+    return converter.template packet<LoadMode>(index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+  protected:
+    TensorEvaluator<ArgType, Device> m_impl;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONVERSION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConvolution.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConvolution.h
new file mode 100644
index 0000000000..58cae7162c
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorConvolution.h
@@ -0,0 +1,1076 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CONVOLUTION_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CONVOLUTION_H
+
+namespace Eigen {
+
+/** \class TensorConvolution
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor convolution class.
+  *
+  *
+  */
+namespace internal {
+
+template <typename Index, typename InputDims, size_t NumKernelDims, int Layout>
+class IndexMapper {
+ public:
+  IndexMapper(const InputDims& input_dims, const array<Index, NumKernelDims>& kernel_dims,
+              const array<Index, NumKernelDims>& indices) {
+
+    array<Index, NumDims> dimensions = input_dims;
+    for (int i = 0; i < NumKernelDims; ++i) {
+      const Index index = indices[i];
+      const Index input_dim = input_dims[index];
+      const Index kernel_dim = kernel_dims[i];
+      const Index result_dim = input_dim - kernel_dim + 1;
+      dimensions[index] = result_dim;
+    }
+
+    array<Index, NumDims> inputStrides;
+    array<Index, NumDims> outputStrides;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      inputStrides[0] = 1;
+      outputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        inputStrides[i] = inputStrides[i-1] * input_dims[i-1];
+        outputStrides[i] = outputStrides[i-1] * dimensions[i-1];
+      }
+    } else {
+      inputStrides[NumDims - 1] = 1;
+      outputStrides[NumDims - 1] = 1;
+      for (int i = static_cast<int>(NumDims) - 2; i >= 0; --i) {
+        inputStrides[i] = inputStrides[i + 1] * input_dims[i + 1];
+        outputStrides[i] = outputStrides[i + 1] * dimensions[i + 1];
+      }
+    }
+
+    array<Index, NumDims> cudaInputDimensions;
+    array<Index, NumDims> cudaOutputDimensions;
+    array<Index, NumDims> tmp = dimensions;
+    array<Index, NumDims> ordering;
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    for (int i = 0; i < NumKernelDims; ++i) {
+      const Index index = i + offset;
+      ordering[index] = indices[i];
+      tmp[indices[i]] = -1;
+      cudaInputDimensions[index] = input_dims[indices[i]];
+      cudaOutputDimensions[index] = dimensions[indices[i]];
+    }
+
+    int written = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                      ? NumKernelDims
+                      : 0;
+    for (int i = 0; i < NumDims; ++i) {
+      if (tmp[i] >= 0) {
+        ordering[written] = i;
+        cudaInputDimensions[written] = input_dims[i];
+        cudaOutputDimensions[written] = dimensions[i];
+        ++written;
+      }
+    }
+
+    for (int i = 0; i < NumDims; ++i) {
+      m_inputStrides[i] = inputStrides[ordering[i]];
+      m_outputStrides[i] = outputStrides[ordering[i]];
+    }
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = 0; i < NumDims; ++i) {
+        if (i > NumKernelDims) {
+          m_cudaInputStrides[i] =
+              m_cudaInputStrides[i - 1] * cudaInputDimensions[i - 1];
+          m_cudaOutputStrides[i] =
+              m_cudaOutputStrides[i - 1] * cudaOutputDimensions[i - 1];
+        } else {
+          m_cudaInputStrides[i] = 1;
+          m_cudaOutputStrides[i] = 1;
+        }
+      }
+    } else {
+      for (int i = NumDims - 1; i >= 0; --i) {
+        if (i + 1 < offset) {
+          m_cudaInputStrides[i] =
+              m_cudaInputStrides[i + 1] * cudaInputDimensions[i + 1];
+          m_cudaOutputStrides[i] =
+              m_cudaOutputStrides[i + 1] * cudaOutputDimensions[i + 1];
+        } else {
+          m_cudaInputStrides[i] = 1;
+          m_cudaOutputStrides[i] = 1;
+        }
+      }
+    }
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaInputPlaneToTensorInputOffset(Index p) const {
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int d = NumDims - 1; d > NumKernelDims; --d) {
+        const Index idx = p / m_cudaInputStrides[d];
+        inputIndex += idx * m_inputStrides[d];
+        p -= idx * m_cudaInputStrides[d];
+      }
+      inputIndex += p * m_inputStrides[NumKernelDims];
+    } else {
+      int limit = 0;
+      if (NumKernelDims < NumDims) {
+        limit = NumDims - NumKernelDims - 1;
+      }
+      for (int d = 0; d < limit; ++d) {
+        const Index idx = p / m_cudaInputStrides[d];
+        inputIndex += idx * m_inputStrides[d];
+        p -= idx * m_cudaInputStrides[d];
+      }
+      inputIndex += p * m_inputStrides[limit];
+    }
+    return inputIndex;
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaOutputPlaneToTensorOutputOffset(Index p) const {
+    Index outputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int d = NumDims - 1; d > NumKernelDims; --d) {
+        const Index idx = p / m_cudaOutputStrides[d];
+        outputIndex += idx * m_outputStrides[d];
+        p -= idx * m_cudaOutputStrides[d];
+      }
+      outputIndex += p * m_outputStrides[NumKernelDims];
+    } else {
+      int limit = 0;
+      if (NumKernelDims < NumDims) {
+        limit = NumDims - NumKernelDims - 1;
+      }
+      for (int d = 0; d < limit; ++d) {
+        const Index idx = p / m_cudaOutputStrides[d];
+        outputIndex += idx * m_outputStrides[d];
+        p -= idx * m_cudaOutputStrides[d];
+      }
+      outputIndex += p * m_outputStrides[limit];
+    }
+    return outputIndex;
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaInputKernelToTensorInputOffset(Index i) const {
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    return i * m_inputStrides[offset];
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaOutputKernelToTensorOutputOffset(Index i) const {
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    return i * m_outputStrides[offset];
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaInputKernelToTensorInputOffset(Index i, Index j) const {
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    return i * m_inputStrides[offset] + j * m_inputStrides[offset + 1];
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaOutputKernelToTensorOutputOffset(Index i, Index j) const {
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    return i * m_outputStrides[offset] + j * m_outputStrides[offset + 1];
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaInputKernelToTensorInputOffset(Index i, Index j, Index k) const {
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    return i * m_inputStrides[offset] + j * m_inputStrides[offset + 1] +
+           k * m_inputStrides[offset + 2];
+  }
+
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Index mapCudaOutputKernelToTensorOutputOffset(Index i, Index j, Index k) const {
+    const size_t offset = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                              ? 0
+                              : NumDims - NumKernelDims;
+    return i * m_outputStrides[offset] + j * m_outputStrides[offset + 1] +
+           k * m_outputStrides[offset + 2];
+  }
+
+ private:
+  static const size_t NumDims = internal::array_size<InputDims>::value;
+  array<Index, NumDims> m_inputStrides;
+  array<Index, NumDims> m_outputStrides;
+  array<Index, NumDims> m_cudaInputStrides;
+  array<Index, NumDims> m_cudaOutputStrides;
+};
+
+
+
+template<typename Dimensions, typename InputXprType, typename KernelXprType>
+struct traits<TensorConvolutionOp<Dimensions, InputXprType, KernelXprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef typename promote_storage_type<typename InputXprType::Scalar,
+                                        typename KernelXprType::Scalar>::ret Scalar;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename promote_storage_type<typename traits<InputXprType>::StorageKind,
+                                        typename traits<KernelXprType>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<InputXprType>::Index,
+                                      typename traits<KernelXprType>::Index>::type Index;
+  typedef typename InputXprType::Nested LhsNested;
+  typedef typename KernelXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  static const int NumDimensions = traits<InputXprType>::NumDimensions;
+  static const int Layout = traits<InputXprType>::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename Dimensions, typename InputXprType, typename KernelXprType>
+struct eval<TensorConvolutionOp<Dimensions, InputXprType, KernelXprType>, Eigen::Dense>
+{
+  typedef const TensorConvolutionOp<Dimensions, InputXprType, KernelXprType>& type;
+};
+
+template<typename Dimensions, typename InputXprType, typename KernelXprType>
+struct nested<TensorConvolutionOp<Dimensions, InputXprType, KernelXprType>, 1, typename eval<TensorConvolutionOp<Dimensions, InputXprType, KernelXprType> >::type>
+{
+  typedef TensorConvolutionOp<Dimensions, InputXprType, KernelXprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename Indices, typename InputXprType, typename KernelXprType>
+class TensorConvolutionOp : public TensorBase<TensorConvolutionOp<Indices, InputXprType, KernelXprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorConvolutionOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorConvolutionOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::promote_storage_type<typename InputXprType::CoeffReturnType,
+                                                  typename KernelXprType::CoeffReturnType>::ret CoeffReturnType;
+  typedef typename internal::promote_storage_type<typename InputXprType::PacketReturnType,
+                                                  typename KernelXprType::PacketReturnType>::ret PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorConvolutionOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorConvolutionOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorConvolutionOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorConvolutionOp(const InputXprType& input, const KernelXprType& kernel, const Indices& dims)
+      : m_input_xpr(input), m_kernel_xpr(kernel), m_indices(dims) {}
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const Indices& indices() const { return m_indices; }
+
+    /** \returns the nested expressions */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<typename InputXprType::Nested>::type&
+    inputExpression() const { return m_input_xpr; }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<typename KernelXprType::Nested>::type&
+    kernelExpression() const { return m_kernel_xpr; }
+
+  protected:
+    typename InputXprType::Nested m_input_xpr;
+    typename KernelXprType::Nested m_kernel_xpr;
+    const Indices m_indices;
+};
+
+
+template<typename Indices, typename InputArgType, typename KernelArgType, typename Device>
+struct TensorEvaluator<const TensorConvolutionOp<Indices, InputArgType, KernelArgType>, Device>
+{
+  typedef TensorConvolutionOp<Indices, InputArgType, KernelArgType> XprType;
+
+  static const int NumDims = internal::array_size<typename TensorEvaluator<InputArgType, Device>::Dimensions>::value;
+  static const int NumKernelDims = internal::array_size<Indices>::value;
+  typedef typename XprType::Index Index;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<InputArgType, Device>::IsAligned &
+                TensorEvaluator<KernelArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<InputArgType, Device>::PacketAccess &
+                   TensorEvaluator<KernelArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<InputArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_inputImpl(op.inputExpression(), device), m_kernelImpl(op.kernelExpression(), device), m_kernelArg(op.kernelExpression()), m_kernel(NULL), m_local_kernel(false), m_device(device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<InputArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<KernelArgType, Device>::Layout)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    const typename TensorEvaluator<InputArgType, Device>::Dimensions& input_dims = m_inputImpl.dimensions();
+    const typename TensorEvaluator<KernelArgType, Device>::Dimensions& kernel_dims = m_kernelImpl.dimensions();
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_inputStride[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_inputStride[i] = m_inputStride[i - 1] * input_dims[i - 1];
+      }
+    } else {
+      m_inputStride[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_inputStride[i] = m_inputStride[i + 1] * input_dims[i + 1];
+      }
+    }
+
+    m_dimensions = m_inputImpl.dimensions();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = 0; i < NumKernelDims; ++i) {
+        const Index index = op.indices()[i];
+        const Index input_dim = input_dims[index];
+        const Index kernel_dim = kernel_dims[i];
+        const Index result_dim = input_dim - kernel_dim + 1;
+        m_dimensions[index] = result_dim;
+        if (i > 0) {
+          m_kernelStride[i] = m_kernelStride[i - 1] * kernel_dims[i - 1];
+        } else {
+          m_kernelStride[0] = 1;
+        }
+        m_indexStride[i] = m_inputStride[index];
+      }
+
+      m_outputStride[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_outputStride[i] = m_outputStride[i - 1] * m_dimensions[i - 1];
+      }
+    } else {
+      for (int i = NumKernelDims - 1; i >= 0; --i) {
+        const Index index = op.indices()[i];
+        const Index input_dim = input_dims[index];
+        const Index kernel_dim = kernel_dims[i];
+        const Index result_dim = input_dim - kernel_dim + 1;
+        m_dimensions[index] = result_dim;
+        if (i < NumKernelDims - 1) {
+          m_kernelStride[i] = m_kernelStride[i + 1] * kernel_dims[i + 1];
+        } else {
+          m_kernelStride[NumKernelDims - 1] = 1;
+        }
+        m_indexStride[i] = m_inputStride[index];
+      }
+
+      m_outputStride[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_outputStride[i] = m_outputStride[i + 1] * m_dimensions[i + 1];
+      }
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    m_inputImpl.evalSubExprsIfNeeded(NULL);
+    preloadKernel();
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_inputImpl.cleanup();
+    if (m_local_kernel) {
+      m_device.deallocate((void*)m_kernel);
+      m_local_kernel = false;
+    }
+    m_kernel = NULL;
+  }
+
+  void evalTo(typename XprType::Scalar* buffer) {
+    evalSubExprsIfNeeded(NULL);
+    for (int i = 0; i < dimensions().TotalSize(); ++i) {
+      buffer[i] += coeff(i);
+    }
+    cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    CoeffReturnType result = CoeffReturnType(0);
+    convolve(firstInput(index), 0, NumKernelDims-1, result);
+    return result;
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC PacketReturnType packet(const Index index) const
+  {
+    const int PacketSize = internal::unpacket_traits<PacketReturnType>::size;
+    Index indices[2] = {index, index+PacketSize-1};
+    Index startInputs[2] = {0, 0};
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx0 = indices[0] / m_outputStride[i];
+        const Index idx1 = indices[1] / m_outputStride[i];
+        startInputs[0] += idx0 * m_inputStride[i];
+        startInputs[1] += idx1 * m_inputStride[i];
+        indices[0] -= idx0 * m_outputStride[i];
+        indices[1] -= idx1 * m_outputStride[i];
+      }
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx0 = indices[0] / m_outputStride[i];
+        const Index idx1 = indices[1] / m_outputStride[i];
+        startInputs[0] += idx0 * m_inputStride[i];
+        startInputs[1] += idx1 * m_inputStride[i];
+        indices[0] -= idx0 * m_outputStride[i];
+        indices[1] -= idx1 * m_outputStride[i];
+      }
+    }
+    startInputs[0] += indices[0];
+    startInputs[1] += indices[1];
+
+    if (startInputs[1]-startInputs[0] == PacketSize-1) {
+      PacketReturnType result = internal::pset1<PacketReturnType>(0);
+      convolvePacket(startInputs[0], 0, NumKernelDims-1, result);
+      return result;
+    } else {
+      EIGEN_ALIGN_DEFAULT Scalar data[PacketSize];
+      data[0] = Scalar(0);
+      convolve(startInputs[0], 0, NumKernelDims-1, data[0]);
+      for (int i = 1; i < PacketSize-1; ++i) {
+        data[i] = Scalar(0);
+        convolve(firstInput(index+i), 0, NumKernelDims-1, data[i]);
+      }
+      data[PacketSize-1] = Scalar(0);
+      convolve(startInputs[1], 0, NumKernelDims-1, data[PacketSize-1]);
+      return internal::pload<PacketReturnType>(data);
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ private:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index firstInput(Index index) const {
+    Index startInput = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStride[i];
+        startInput += idx * m_inputStride[i];
+        index -= idx * m_outputStride[i];
+      }
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_outputStride[i];
+        startInput += idx * m_inputStride[i];
+        index -= idx * m_outputStride[i];
+      }
+    }
+    startInput += index;
+    return startInput;
+  }
+
+  EIGEN_DEVICE_FUNC void convolve(Index firstIndex, Index firstKernel, int DimIndex, CoeffReturnType& accum) const {
+    for (int j = 0; j < m_kernelImpl.dimensions()[DimIndex]; ++j) {
+      const Index input = firstIndex + j * m_indexStride[DimIndex];
+      const Index kernel = firstKernel + j * m_kernelStride[DimIndex];
+      if (DimIndex > 0) {
+        convolve(input, kernel, DimIndex-1, accum);
+      } else {
+        accum += m_inputImpl.coeff(input) * m_kernel[kernel];
+      }
+    }
+  }
+
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC void convolvePacket(Index firstIndex, Index firstKernel, int DimIndex, Packet& accum) const {
+    for (int j = 0; j < m_kernelImpl.dimensions()[DimIndex]; ++j) {
+      const Index input = firstIndex + j * m_indexStride[DimIndex];
+      const Index kernel = firstKernel + j * m_kernelStride[DimIndex];
+      if (DimIndex > 0) {
+        convolvePacket(input, kernel, DimIndex-1, accum);
+      } else {
+        accum = internal::pmadd<Packet>(m_inputImpl.template packet<Unaligned>(input), internal::pset1<Packet>(m_kernel[kernel]), accum);
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void preloadKernel() {
+    // Don't make a local copy of the kernel unless we have to (i.e. it's an
+    // expression that needs to be evaluated)
+    const Scalar* in_place = m_kernelImpl.data();
+    if (in_place) {
+      m_kernel = in_place;
+      m_local_kernel = false;
+    } else {
+      size_t kernel_sz = m_kernelImpl.dimensions().TotalSize() * sizeof(Scalar);
+      Scalar* local = (Scalar*)m_device.allocate(kernel_sz);
+      typedef TensorEvalToOp<const KernelArgType> EvalTo;
+      EvalTo evalToTmp(local, m_kernelArg);
+      const bool PacketAccess = internal::IsVectorizable<Device, KernelArgType>::value;
+      const bool BlockAccess = false;
+      internal::TensorExecutor<const EvalTo, Device, PacketAccess, BlockAccess>::run(evalToTmp, m_device);
+
+      m_kernel = local;
+      m_local_kernel = true;
+    }
+  }
+
+  array<Index, NumDims> m_inputStride;
+  array<Index, NumDims> m_outputStride;
+
+  array<Index, NumKernelDims> m_indexStride;
+  array<Index, NumKernelDims> m_kernelStride;
+  TensorEvaluator<InputArgType, Device> m_inputImpl;
+  TensorEvaluator<KernelArgType, Device> m_kernelImpl;
+  Dimensions m_dimensions;
+
+  KernelArgType m_kernelArg;
+  const Scalar* m_kernel;
+  bool m_local_kernel;
+  const Device& m_device;
+};
+
+
+
+
+// Use an optimized implementation of the evaluation code for GPUs whenever possible.
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+
+template <int StaticKernelSize>
+struct GetKernelSize {
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE int operator() (const int /*kernelSize*/) const {
+    return StaticKernelSize;
+  }
+};
+template <>
+struct GetKernelSize<Dynamic> {
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE int operator() (const int kernelSize) const {
+    return kernelSize;
+  }
+};
+
+template <typename InputEvaluator, typename Index, typename InputDims,
+          int StaticKernelSize>
+__global__ void EigenConvolutionKernel1D(
+    InputEvaluator eval,
+    const internal::IndexMapper<Index, InputDims, 1, InputEvaluator::Layout>
+        indexMapper,
+    const float* __restrict kernel, const int numPlanes, const int numX,
+    const int maxX, const int kernelSize, float* buffer) {
+  extern __shared__ float s[];
+
+  const int first_x = blockIdx.x * maxX;
+  const int last_x = (first_x + maxX < numX ? first_x + maxX : numX) - 1;
+  const int num_x_input = last_x - first_x + GetKernelSize<StaticKernelSize>()(kernelSize);
+  const int num_x_output = last_x - first_x + 1;
+
+  const int first_plane = blockIdx.y * blockDim.y;
+  const int plane_stride = blockDim.y * gridDim.y;
+
+  for (int p = first_plane + threadIdx.y; p < numPlanes; p += plane_stride) {
+    // Load inputs to shared memory
+    const int plane_input_offset = indexMapper.mapCudaInputPlaneToTensorInputOffset(p);
+    const int plane_kernel_offset = threadIdx.y * num_x_input;
+    #pragma unroll
+    for (int i = threadIdx.x; i < num_x_input; i += blockDim.x) {
+      const int tensor_index = plane_input_offset + indexMapper.mapCudaInputKernelToTensorInputOffset(i+first_x);
+      s[i + plane_kernel_offset] = eval.coeff(tensor_index);
+    }
+
+    __syncthreads();
+
+    // Compute the convolution
+    const int plane_output_offset = indexMapper.mapCudaOutputPlaneToTensorOutputOffset(p);
+
+    #pragma unroll
+    for (int i = threadIdx.x; i < num_x_output; i += blockDim.x) {
+      const int kernel_offset = plane_kernel_offset + i;
+      float result = 0.0f;
+      #pragma unroll
+      for (int k = 0; k < GetKernelSize<StaticKernelSize>()(kernelSize); ++k) {
+        result += s[k + kernel_offset] * kernel[k];
+      }
+      const int tensor_index = plane_output_offset + indexMapper.mapCudaOutputKernelToTensorOutputOffset(i+first_x);
+      buffer[tensor_index] = result;
+    }
+    __syncthreads();
+  }
+};
+
+template <typename InputEvaluator, typename Index, typename InputDims,
+          int StaticKernelSizeX, int StaticKernelSizeY>
+__global__ __launch_bounds__(1024, 1) void EigenConvolutionKernel2D(
+    InputEvaluator eval,
+    const internal::IndexMapper<Index, InputDims, 2, InputEvaluator::Layout>
+        indexMapper,
+    const float* __restrict kernel, const int numPlanes, const int numX,
+    const int maxX, const int numY, const int maxY, const int kernelSizeX,
+    const int kernelSizeY, float* buffer) {
+  extern __shared__ float s[];
+
+  const int first_x = blockIdx.x * maxX;
+  const int last_x = (first_x + maxX < numX ? first_x + maxX : numX) - 1;
+  const int num_x_input = last_x - first_x + GetKernelSize<StaticKernelSizeX>()(kernelSizeX);
+  const int num_x_output = last_x - first_x + 1;
+
+  const int first_y = blockIdx.y * maxY;
+  const int last_y = (first_y + maxY < numY ? first_y + maxY : numY) - 1;
+  const int num_y_input = last_y - first_y + GetKernelSize<StaticKernelSizeY>()(kernelSizeY);
+  const int num_y_output = last_y - first_y + 1;
+
+  const int first_plane = blockIdx.z * blockDim.z;
+  const int plane_stride = blockDim.z * gridDim.z;
+
+  for (int p = first_plane + threadIdx.z; p < numPlanes; p += plane_stride) {
+
+    const int plane_input_offset = indexMapper.mapCudaInputPlaneToTensorInputOffset(p);
+    const int plane_kernel_offset = threadIdx.z * num_y_input;
+
+    // Load inputs to shared memory
+    #pragma unroll
+    for (int j = threadIdx.y; j < num_y_input; j += blockDim.y) {
+      const int input_offset = num_x_input * (j + plane_kernel_offset);
+      #pragma unroll
+      for (int i = threadIdx.x; i < num_x_input; i += blockDim.x) {
+        const int tensor_index = plane_input_offset + indexMapper.mapCudaInputKernelToTensorInputOffset(i+first_x, j+first_y);
+        s[i + input_offset] = eval.coeff(tensor_index);
+      }
+    }
+
+    __syncthreads();
+
+    // Convolution
+    const int plane_output_offset = indexMapper.mapCudaOutputPlaneToTensorOutputOffset(p);
+
+    #pragma unroll
+    for (int j = threadIdx.y; j < num_y_output; j += blockDim.y) {
+      #pragma unroll
+      for (int i = threadIdx.x; i < num_x_output; i += blockDim.x) {
+        float result = 0.0f;
+        #pragma unroll
+        for (int l = 0; l < GetKernelSize<StaticKernelSizeY>()(kernelSizeY); ++l) {
+          const int kernel_offset = kernelSizeX * l;
+          const int input_offset = i + num_x_input * (j + l + plane_kernel_offset);
+          #pragma unroll
+          for (int k = 0; k < GetKernelSize<StaticKernelSizeX>()(kernelSizeX); ++k) {
+            result += s[k + input_offset] * kernel[k + kernel_offset];
+          }
+        }
+        const int tensor_index = plane_output_offset + indexMapper.mapCudaOutputKernelToTensorOutputOffset(i+first_x, j+first_y);
+        buffer[tensor_index] = result;
+      }
+    }
+
+    __syncthreads();
+  }
+};
+
+template <typename InputEvaluator, typename Index, typename InputDims>
+__global__ void EigenConvolutionKernel3D(
+    InputEvaluator eval,
+    const internal::IndexMapper<Index, InputDims, 3, InputEvaluator::Layout>
+        indexMapper,
+    const float* __restrict kernel, const size_t numPlanes, const size_t numX,
+    const size_t maxX, const size_t numY, const size_t maxY, const size_t numZ,
+    const size_t maxZ, const size_t kernelSizeX, const size_t kernelSizeY,
+    const size_t kernelSizeZ, float* buffer) {
+  extern __shared__ float s[];
+
+  // Load inputs to shared memory
+  const int first_x = blockIdx.x * maxX;
+  const int last_x = (first_x + maxX < numX ? first_x + maxX : numX) - 1;
+  const int num_x_input = last_x - first_x + kernelSizeX;
+
+  const int first_y = blockIdx.y * maxY;
+  const int last_y = (first_y + maxY < numY ? first_y + maxY : numY) - 1;
+  const int num_y_input = last_y - first_y + kernelSizeY;
+
+  const int first_z = blockIdx.z * maxZ;
+  const int last_z = (first_z + maxZ < numZ ? first_z + maxZ : numZ) - 1;
+  const int num_z_input = last_z - first_z + kernelSizeZ;
+
+  for (int p = 0; p < numPlanes; ++p) {
+
+    const int plane_input_offset = indexMapper.mapCudaInputPlaneToTensorInputOffset(p);
+    const int plane_kernel_offset = 0;
+
+    for (int k = threadIdx.z; k < num_z_input; k += blockDim.z) {
+      for (int j = threadIdx.y; j < num_y_input; j += blockDim.y) {
+        for (int i = threadIdx.x; i < num_x_input; i += blockDim.x) {
+          const int tensor_index = plane_input_offset + indexMapper.mapCudaInputKernelToTensorInputOffset(i+first_x, j+first_y, k+first_z);
+          s[i + num_x_input * (j + num_y_input * (k + plane_kernel_offset))] = eval.coeff(tensor_index);
+        }
+      }
+    }
+
+    __syncthreads();
+
+    // Convolution
+    const int num_z_output = last_z - first_z + 1;
+    const int num_y_output = last_y - first_y + 1;
+    const int num_x_output = last_x - first_x + 1;
+    const int plane_output_offset = indexMapper.mapCudaOutputPlaneToTensorOutputOffset(p);
+
+    for (int k = threadIdx.z; k < num_z_output; k += blockDim.z) {
+      for (int j = threadIdx.y; j < num_y_output; j += blockDim.y) {
+        for (int i = threadIdx.x; i < num_x_output; i += blockDim.x) {
+          float result = 0.0f;
+          for (int n = 0; n < kernelSizeZ; ++n) {
+            for (int m = 0; m < kernelSizeY; ++m) {
+              for (int l = 0; l < kernelSizeX; ++l) {
+                result += s[i + l + num_x_input * (j + m + num_y_input * (k + n + plane_kernel_offset))] * kernel[l + kernelSizeX * (m + kernelSizeY * n)];
+              }
+            }
+          }
+          const int tensor_index = plane_output_offset + indexMapper.mapCudaOutputKernelToTensorOutputOffset(i+first_x, j+first_y, k+first_z);
+          buffer[tensor_index] = result;
+        }
+      }
+    }
+    __syncthreads();
+  }
+};
+
+
+
+template<typename Indices, typename InputArgType, typename KernelArgType>
+struct TensorEvaluator<const TensorConvolutionOp<Indices, InputArgType, KernelArgType>, GpuDevice>
+{
+  typedef TensorConvolutionOp<Indices, InputArgType, KernelArgType> XprType;
+
+  static const int NumDims =  internal::array_size<typename TensorEvaluator<InputArgType, GpuDevice>::Dimensions>::value;
+  static const int NumKernelDims = internal::array_size<Indices>::value;
+  typedef typename XprType::Index Index;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename TensorEvaluator<KernelArgType, GpuDevice>::Dimensions KernelDimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<InputArgType, GpuDevice>::IsAligned &
+                TensorEvaluator<KernelArgType, GpuDevice>::IsAligned,
+    PacketAccess = false,
+    BlockAccess = false,
+    Layout = TensorEvaluator<InputArgType, GpuDevice>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const GpuDevice& device)
+      : m_inputImpl(op.inputExpression(), device), m_kernelArg(op.kernelExpression()), m_kernelImpl(op.kernelExpression(), device), m_indices(op.indices()), m_buf(NULL), m_kernel(NULL), m_local_kernel(false), m_device(device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<InputArgType, GpuDevice>::Layout) == static_cast<int>(TensorEvaluator<KernelArgType, GpuDevice>::Layout)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    const typename TensorEvaluator<InputArgType, GpuDevice>::Dimensions& input_dims = m_inputImpl.dimensions();
+    const typename TensorEvaluator<KernelArgType, GpuDevice>::Dimensions& kernel_dims = m_kernelImpl.dimensions();
+
+    m_dimensions = m_inputImpl.dimensions();
+    for (int i = 0; i < NumKernelDims; ++i) {
+      const Index index = op.indices()[i];
+      const Index input_dim = input_dims[index];
+      const Index kernel_dim = kernel_dims[i];
+      const Index result_dim = input_dim - kernel_dim + 1;
+      m_dimensions[index] = result_dim;
+    }
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename InputArgType::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* data) {
+    preloadKernel();
+    m_inputImpl.evalSubExprsIfNeeded(NULL);
+    if (data) {
+      executeEval(data);
+      return false;
+    } else {
+      m_buf = (Scalar*)m_device.allocate(dimensions().TotalSize() * sizeof(Scalar));
+      executeEval(m_buf);
+      return true;
+    }
+  }
+
+  EIGEN_STRONG_INLINE void cleanup() {
+    m_inputImpl.cleanup();
+    if (m_buf) {
+      m_device.deallocate(m_buf);
+      m_buf = NULL;
+    }
+    if (m_local_kernel) {
+      m_device.deallocate((void*)m_kernel);
+      m_local_kernel = false;
+    }
+    m_kernel = NULL;
+  }
+
+  EIGEN_STRONG_INLINE void preloadKernel() {
+    // Don't make a local copy of the kernel unless we have to (i.e. it's an
+    // expression that needs to be evaluated)
+    const Scalar* in_place = m_kernelImpl.data();
+    if (in_place) {
+      m_kernel = in_place;
+      m_local_kernel = false;
+    } else {
+      size_t kernel_sz = m_kernelImpl.dimensions().TotalSize() * sizeof(Scalar);
+      Scalar* local = (Scalar*)m_device.allocate(kernel_sz);
+      typedef TensorEvalToOp<const KernelArgType> EvalTo;
+      EvalTo evalToTmp(local, m_kernelArg);
+      const bool PacketAccess = internal::IsVectorizable<GpuDevice, KernelArgType>::value;
+      const bool BlockAccess = false;
+      internal::TensorExecutor<const EvalTo, GpuDevice, PacketAccess, BlockAccess>::run(evalToTmp, m_device);
+
+      m_kernel = local;
+      m_local_kernel = true;
+    }
+  }
+
+  static unsigned int ceil(unsigned int num, unsigned int denom) {
+    const unsigned int rounded_toward_zero = num / denom;
+    if (num > rounded_toward_zero * denom) {
+      return rounded_toward_zero + 1;
+    }
+    return rounded_toward_zero;
+  }
+
+  void executeEval(Scalar* data) const {
+    typedef typename TensorEvaluator<InputArgType, GpuDevice>::Dimensions InputDims;
+
+    const int maxSharedMem = m_device.sharedMemPerBlock();
+    const int maxThreadsPerBlock = m_device.maxCudaThreadsPerBlock();
+    const int maxBlocksPerProcessor = m_device.maxCudaThreadsPerMultiProcessor() / maxThreadsPerBlock;
+    const int numMultiProcessors = m_device.getNumCudaMultiProcessors();
+    const int warpSize = 32;
+
+    switch (NumKernelDims) {
+      case 1: {
+        const int kernel_size = m_kernelImpl.dimensions().TotalSize();
+
+        const int numX = dimensions()[m_indices[0]];
+        const int numP = dimensions().TotalSize() / numX;
+        int maxX;
+        dim3 block_size;
+
+        const int single_stride_dim =
+            static_cast<int>(Layout) == static_cast<int>(ColMajor)
+                ? 0
+                : m_inputImpl.dimensions().rank() - 1;
+        if (m_indices[0] == single_stride_dim) {
+          // Maximum the reuse
+          const int inner_dim = ((maxSharedMem / (sizeof(Scalar)) - kernel_size + 1 + 31) / 32) * 32;
+          maxX = (std::min<int>)(inner_dim, numX);
+          const int maxP = (std::min<int>)(maxSharedMem / ((kernel_size - 1 + maxX) * sizeof(Scalar)), numP);
+          block_size.x = numext::mini(maxThreadsPerBlock, maxX);
+          block_size.y = (std::min<int>)(maxThreadsPerBlock / block_size.x, maxP);
+        }
+        else {
+          // Read as much as possible alongside the inner most dimension, that is the plane
+          const int inner_dim = maxSharedMem / ((warpSize + kernel_size) * sizeof(Scalar));
+          const int maxP = (std::min<int>)(inner_dim, numP);
+          maxX = (std::min<int>)(maxSharedMem / (inner_dim * sizeof(Scalar)) - kernel_size + 1, numX);
+
+          block_size.x = numext::mini(warpSize, maxX);
+          block_size.y = (std::min<int>)(maxThreadsPerBlock/block_size.x, maxP);
+        }
+
+        const int shared_mem = block_size.y * (maxX + kernel_size - 1) * sizeof(Scalar);
+        assert(shared_mem <= maxSharedMem);
+
+        const int num_x_blocks = ceil(numX, maxX);
+        const int blocksPerProcessor = numext::mini(maxBlocksPerProcessor, maxSharedMem / shared_mem);
+        const int num_y_blocks = ceil(numMultiProcessors * blocksPerProcessor, num_x_blocks);
+
+        dim3 num_blocks(num_x_blocks, std::min<int>(num_y_blocks, ceil(numP, block_size.y)));
+
+
+        //cout << "launching 1D kernel with block_size.x: " << block_size.x << " block_size.y: " << block_size.y << " num_blocks.x: " << num_blocks.x << " num_blocks.y: " << num_blocks.y << " maxX: " << maxX << " shared_mem: " << shared_mem << " in stream " << m_device.stream() << endl;
+
+        const array<Index, 1> indices(m_indices[0]);
+        const array<Index, 1> kernel_dims(m_kernelImpl.dimensions()[0]);
+        internal::IndexMapper<Index, InputDims, 1, Layout> indexMapper(
+            m_inputImpl.dimensions(), kernel_dims, indices);
+        switch(kernel_size) {
+          case 4: {
+            LAUNCH_CUDA_KERNEL((EigenConvolutionKernel1D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, 4>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, 4, data);
+            break;
+          }
+          case 7: {
+            LAUNCH_CUDA_KERNEL((EigenConvolutionKernel1D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, 7>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, 7, data);
+            break;
+          }
+          default: {
+            LAUNCH_CUDA_KERNEL((EigenConvolutionKernel1D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, Dynamic>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, kernel_size, data);
+          }
+        }
+        break;
+      }
+
+      case 2: {
+        const int idxX =
+            static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : 1;
+        const int idxY =
+            static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 1 : 0;
+        const int kernel_size_x = m_kernelImpl.dimensions()[idxX];
+        const int kernel_size_y = m_kernelImpl.dimensions()[idxY];
+
+        const int numX = dimensions()[m_indices[idxX]];
+        const int numY = dimensions()[m_indices[idxY]];
+        const int numP = dimensions().TotalSize() / (numX*numY);
+
+        const float scaling_factor = sqrtf(static_cast<float>(maxSharedMem) / (sizeof(Scalar) * kernel_size_y * kernel_size_x));
+
+        // Snap maxX to warp size
+        int inner_dim = ((static_cast<int>(scaling_factor * kernel_size_x) - kernel_size_x + 1 + 32) / 32) * 32;
+        const int maxX = (std::min<int>)(inner_dim, numX);
+        const int maxY = (std::min<int>)(maxSharedMem / (sizeof(Scalar) * (maxX + kernel_size_x - 1)) - kernel_size_y + 1, numY);
+        const int maxP = (std::min<int>)(maxSharedMem / ((kernel_size_x - 1 + maxX) * (kernel_size_y - 1 + maxY) * sizeof(Scalar)), numP);
+
+        dim3 block_size;
+        block_size.x = numext::mini(1024, maxX);
+        block_size.y = (std::min<int>)(1024/block_size.x, maxY);
+        block_size.z = (std::min<int>)(1024/(block_size.x*block_size.y), maxP);
+
+        const int shared_mem = block_size.z * (maxX + kernel_size_x - 1) * (maxY + kernel_size_y - 1) * sizeof(Scalar);
+        assert(shared_mem <= maxSharedMem);
+
+        const int num_x_blocks = ceil(numX, maxX);
+        const int num_y_blocks = ceil(numY, maxY);
+        const int blocksPerProcessor = numext::mini(maxBlocksPerProcessor, maxSharedMem / shared_mem);
+        const int num_z_blocks = ceil(numMultiProcessors * blocksPerProcessor, num_x_blocks * num_y_blocks);
+
+        dim3 num_blocks(num_x_blocks, num_y_blocks, std::min<int>(num_z_blocks, ceil(numP, block_size.z)));
+
+
+        //cout << "launching 2D kernel with block_size.x: " << block_size.x << " block_size.y: " << block_size.y  << " block_size.z: " << block_size.z << " num_blocks.x: " << num_blocks.x << " num_blocks.y: " << num_blocks.y << " num_blocks.z: " << num_blocks.z << " maxX: " << maxX << " maxY: " << maxY << " maxP: " << maxP << " shared_mem: " << shared_mem << " in stream " << m_device.stream() << endl;
+
+        const array<Index, 2> indices(m_indices[idxX], m_indices[idxY]);
+        const array<Index, 2> kernel_dims(m_kernelImpl.dimensions()[idxX],
+                                          m_kernelImpl.dimensions()[idxY]);
+        internal::IndexMapper<Index, InputDims, 2, Layout> indexMapper(
+            m_inputImpl.dimensions(), kernel_dims, indices);
+        switch (kernel_size_x) {
+          case 4: {
+            switch (kernel_size_y) {
+              case 7: {
+                LAUNCH_CUDA_KERNEL((EigenConvolutionKernel2D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, 4, 7>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, numY, maxY, 4, 7, data);
+                break;
+              }
+              default: {
+                LAUNCH_CUDA_KERNEL((EigenConvolutionKernel2D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, 4, Dynamic>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, numY, maxY, 4, kernel_size_y, data);
+                break;
+              }
+            }
+            break;
+          }
+          case 7: {
+            switch (kernel_size_y) {
+              case 4: {
+                LAUNCH_CUDA_KERNEL((EigenConvolutionKernel2D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, 7, 4>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, numY, maxY, 7, 4, data);
+                break;
+              }
+              default: {
+                LAUNCH_CUDA_KERNEL((EigenConvolutionKernel2D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, 7, Dynamic>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, numY, maxY, 7, kernel_size_y, data);
+                break;
+              }
+            }
+            break;
+          }
+          default: {
+            LAUNCH_CUDA_KERNEL((EigenConvolutionKernel2D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims, Dynamic, Dynamic>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, numY, maxY, kernel_size_x, kernel_size_y, data);
+            break;
+          }
+        }
+        break;
+      }
+
+      case 3: {
+        const int idxX =
+            static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : 2;
+        const int idxY =
+            static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 1 : 1;
+        const int idxZ =
+            static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 2 : 0;
+
+        const int kernel_size_x = m_kernelImpl.dimensions()[idxX];
+        const int kernel_size_y = m_kernelImpl.dimensions()[idxY];
+        const int kernel_size_z = m_kernelImpl.dimensions()[idxZ];
+
+        const int numX = dimensions()[m_indices[idxX]];
+        const int numY = dimensions()[m_indices[idxY]];
+        const int numZ = dimensions()[m_indices[idxZ]];
+        const int numP = dimensions().TotalSize() / (numX*numY*numZ);
+
+        const int maxX = (std::min<int>)(128, (std::min<int>)(maxSharedMem / (sizeof(Scalar) * kernel_size_y * kernel_size_z) - kernel_size_x + 1, numX));
+        const int maxY = (std::min<int>)(128, (std::min<int>)(maxSharedMem / (sizeof(Scalar) * (maxX + kernel_size_x - 1) * kernel_size_z) - kernel_size_y + 1, numY));
+        const int maxZ = (std::min<int>)(128, (std::min<int>)(maxSharedMem / (sizeof(Scalar) * (maxX + kernel_size_x - 1) * (maxY + kernel_size_y - 1)) - kernel_size_z + 1, numZ));
+
+        dim3 block_size;
+        block_size.x = numext::mini(32, maxX);
+        block_size.y = numext::mini(32, maxY);
+        block_size.z = (std::min<int>)(1024/(block_size.x*block_size.y), maxZ);
+        dim3 num_blocks(ceil(numX, maxX), ceil(numY, maxY), ceil(numZ, maxZ));
+
+        const int shared_mem = (maxX + kernel_size_x - 1) * (maxY + kernel_size_y - 1) * (maxZ + kernel_size_z - 1) * sizeof(Scalar);
+        assert(shared_mem <= maxSharedMem);
+
+        //cout << "launching 3D kernel with block_size.x: " << block_size.x << " block_size.y: " << block_size.y  << " block_size.z: " << block_size.z << " num_blocks.x: " << num_blocks.x << " num_blocks.y: " << num_blocks.y << " num_blocks.z: " << num_blocks.z  << " shared_mem: " << shared_mem << " in stream " << m_device.stream() << endl;
+        const array<Index, 3> indices(m_indices[idxX], m_indices[idxY],
+                                      m_indices[idxZ]);
+        const array<Index, 3> kernel_dims(m_kernelImpl.dimensions()[idxX],
+                                          m_kernelImpl.dimensions()[idxY],
+                                          m_kernelImpl.dimensions()[idxZ]);
+        internal::IndexMapper<Index, InputDims, 3, Layout> indexMapper(
+            m_inputImpl.dimensions(), kernel_dims, indices);
+
+        LAUNCH_CUDA_KERNEL((EigenConvolutionKernel3D<TensorEvaluator<InputArgType, GpuDevice>, Index, InputDims>), num_blocks, block_size, shared_mem, m_device, m_inputImpl, indexMapper, m_kernel, numP, numX, maxX, numY, maxY, numZ, maxZ, kernel_size_x, kernel_size_y, kernel_size_z, data);
+        break;
+      }
+
+      default: {
+        EIGEN_STATIC_ASSERT((NumKernelDims >= 1 && NumKernelDims <= 3), THIS_METHOD_IS_ONLY_FOR_OBJECTS_OF_A_SPECIFIC_SIZE);
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    eigen_assert(m_buf);
+    eigen_assert(index < m_dimensions.TotalSize());
+    return m_buf[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(const Index index) const
+  {
+    eigen_assert(m_buf);
+    eigen_assert(index < m_dimensions.TotalSize());
+    return internal::ploadt<PacketReturnType, LoadMode>(m_buf+index);
+  }
+
+ private:
+  // No assignment (copies are needed by the kernels)
+  TensorEvaluator& operator = (const TensorEvaluator&);
+
+  TensorEvaluator<InputArgType, GpuDevice> m_inputImpl;
+  TensorEvaluator<KernelArgType, GpuDevice> m_kernelImpl;
+  KernelArgType m_kernelArg;
+  Indices m_indices;
+  Dimensions m_dimensions;
+  Scalar* m_buf;
+  const Scalar* m_kernel;
+  bool m_local_kernel;
+
+  const GpuDevice& m_device;
+};
+#endif
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CONVOLUTION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorCustomOp.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorCustomOp.h
new file mode 100644
index 0000000000..dc39565d6b
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorCustomOp.h
@@ -0,0 +1,302 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_CUSTOM_OP_H
+#define EIGEN_CXX11_TENSOR_TENSOR_CUSTOM_OP_H
+
+namespace Eigen {
+
+/** \class TensorCustomUnaryOp
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor custom class.
+  *
+  *
+  */
+namespace internal {
+template<typename CustomUnaryFunc, typename XprType>
+struct traits<TensorCustomUnaryOp<CustomUnaryFunc, XprType> >
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::StorageKind StorageKind;
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = traits<XprType>::NumDimensions;
+  static const int Layout = traits<XprType>::Layout;
+};
+
+template<typename CustomUnaryFunc, typename XprType>
+struct eval<TensorCustomUnaryOp<CustomUnaryFunc, XprType>, Eigen::Dense>
+{
+  typedef const TensorCustomUnaryOp<CustomUnaryFunc, XprType>& type;
+};
+
+template<typename CustomUnaryFunc, typename XprType>
+struct nested<TensorCustomUnaryOp<CustomUnaryFunc, XprType>, 1, typename eval<TensorCustomUnaryOp<CustomUnaryFunc, XprType> >::type>
+{
+  typedef TensorCustomUnaryOp<CustomUnaryFunc, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename CustomUnaryFunc, typename XprType>
+class TensorCustomUnaryOp : public TensorBase<TensorCustomUnaryOp<CustomUnaryFunc, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename internal::traits<TensorCustomUnaryOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename internal::nested<TensorCustomUnaryOp>::type Nested;
+  typedef typename internal::traits<TensorCustomUnaryOp>::StorageKind StorageKind;
+  typedef typename internal::traits<TensorCustomUnaryOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorCustomUnaryOp(const XprType& expr, const CustomUnaryFunc& func)
+      : m_expr(expr), m_func(func) {}
+
+  EIGEN_DEVICE_FUNC
+  const CustomUnaryFunc& func() const { return m_func; }
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename XprType::Nested>::type&
+  expression() const { return m_expr; }
+
+  protected:
+    typename XprType::Nested m_expr;
+    const CustomUnaryFunc m_func;
+};
+
+
+// Eval as rvalue
+template<typename CustomUnaryFunc, typename XprType, typename Device>
+struct TensorEvaluator<const TensorCustomUnaryOp<CustomUnaryFunc, XprType>, Device>
+{
+  typedef TensorCustomUnaryOp<CustomUnaryFunc, XprType> ArgType;
+  typedef typename internal::traits<ArgType>::Index Index;
+  static const int NumDims = internal::traits<ArgType>::NumDimensions;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef
+      typename internal::remove_const<typename ArgType::Scalar>::type Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = false,
+    Layout = TensorEvaluator<XprType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const ArgType& op, const Device& device)
+      : m_op(op), m_device(device), m_result(NULL)
+  {
+    m_dimensions = op.func().dimensions(op.expression());
+  }
+
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    if (data) {
+      evalTo(data);
+      return false;
+    } else {
+      m_result = static_cast<CoeffReturnType*>(
+          m_device.allocate(dimensions().TotalSize() * sizeof(Scalar)));
+      evalTo(m_result);
+      return true;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    if (m_result != NULL) {
+      m_device.deallocate(m_result);
+      m_result = NULL;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    return m_result[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC PacketReturnType packet(Index index) const {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_result + index);
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return m_result; }
+
+ protected:
+  EIGEN_DEVICE_FUNC void evalTo(Scalar* data) {
+    TensorMap<Tensor<CoeffReturnType, NumDims, Layout, Index> > result(
+        data, m_dimensions);
+    m_op.func().eval(m_op.expression(), result, m_device);
+  }
+
+  Dimensions m_dimensions;
+  const ArgType m_op;
+  const Device& m_device;
+  CoeffReturnType* m_result;
+};
+
+
+
+/** \class TensorCustomBinaryOp
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor custom class.
+  *
+  *
+  */
+namespace internal {
+template<typename CustomBinaryFunc, typename LhsXprType, typename RhsXprType>
+struct traits<TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType> >
+{
+  typedef typename internal::promote_storage_type<typename LhsXprType::Scalar,
+                                                  typename RhsXprType::Scalar>::ret Scalar;
+  typedef typename internal::promote_storage_type<typename LhsXprType::CoeffReturnType,
+                                                  typename RhsXprType::CoeffReturnType>::ret CoeffReturnType;
+  typedef typename promote_storage_type<typename traits<LhsXprType>::StorageKind,
+                                        typename traits<RhsXprType>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<LhsXprType>::Index,
+                                      typename traits<RhsXprType>::Index>::type Index;
+  typedef typename LhsXprType::Nested LhsNested;
+  typedef typename RhsXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  static const int NumDimensions = traits<LhsXprType>::NumDimensions;
+  static const int Layout = traits<LhsXprType>::Layout;
+};
+
+template<typename CustomBinaryFunc, typename LhsXprType, typename RhsXprType>
+struct eval<TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType>, Eigen::Dense>
+{
+  typedef const TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType>& type;
+};
+
+template<typename CustomBinaryFunc, typename LhsXprType, typename RhsXprType>
+struct nested<TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType>, 1, typename eval<TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType> >::type>
+{
+  typedef TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename CustomBinaryFunc, typename LhsXprType, typename RhsXprType>
+class TensorCustomBinaryOp : public TensorBase<TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename internal::traits<TensorCustomBinaryOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::traits<TensorCustomBinaryOp>::CoeffReturnType CoeffReturnType;
+  typedef typename internal::nested<TensorCustomBinaryOp>::type Nested;
+  typedef typename internal::traits<TensorCustomBinaryOp>::StorageKind StorageKind;
+  typedef typename internal::traits<TensorCustomBinaryOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorCustomBinaryOp(const LhsXprType& lhs, const RhsXprType& rhs, const CustomBinaryFunc& func)
+
+      : m_lhs_xpr(lhs), m_rhs_xpr(rhs), m_func(func) {}
+
+  EIGEN_DEVICE_FUNC
+  const CustomBinaryFunc& func() const { return m_func; }
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename LhsXprType::Nested>::type&
+  lhsExpression() const { return m_lhs_xpr; }
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename RhsXprType::Nested>::type&
+  rhsExpression() const { return m_rhs_xpr; }
+
+  protected:
+    typename LhsXprType::Nested m_lhs_xpr;
+    typename RhsXprType::Nested m_rhs_xpr;
+    const CustomBinaryFunc m_func;
+};
+
+
+// Eval as rvalue
+template<typename CustomBinaryFunc, typename LhsXprType, typename RhsXprType, typename Device>
+struct TensorEvaluator<const TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType>, Device>
+{
+  typedef TensorCustomBinaryOp<CustomBinaryFunc, LhsXprType, RhsXprType> XprType;
+  typedef typename internal::traits<XprType>::Index Index;
+  static const int NumDims = internal::traits<XprType>::NumDimensions;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = false,
+    Layout = TensorEvaluator<LhsXprType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_op(op), m_device(device), m_result(NULL)
+  {
+    m_dimensions = op.func().dimensions(op.lhsExpression(), op.rhsExpression());
+  }
+
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    if (data) {
+      evalTo(data);
+      return false;
+    } else {
+      m_result = static_cast<Scalar *>(m_device.allocate(dimensions().TotalSize() * sizeof(Scalar)));
+      evalTo(m_result);
+      return true;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    if (m_result != NULL) {
+      m_device.deallocate(m_result);
+      m_result = NULL;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    return m_result[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC PacketReturnType packet(Index index) const {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_result + index);
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return m_result; }
+
+ protected:
+  EIGEN_DEVICE_FUNC void evalTo(Scalar* data) {
+    TensorMap<Tensor<Scalar, NumDims, Layout> > result(data, m_dimensions);
+    m_op.func().eval(m_op.lhsExpression(), m_op.rhsExpression(), result, m_device);
+  }
+
+  Dimensions m_dimensions;
+  const XprType m_op;
+  const Device& m_device;
+  CoeffReturnType* m_result;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_CUSTOM_OP_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDevice.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDevice.h
new file mode 100644
index 0000000000..3c33015bc4
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDevice.h
@@ -0,0 +1,154 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_DEVICE_H
+#define EIGEN_CXX11_TENSOR_TENSOR_DEVICE_H
+
+namespace Eigen {
+
+/** \class TensorDevice
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Pseudo expression providing an operator = that will evaluate its argument
+  * on the specified computing 'device' (GPU, thread pool, ...)
+  *
+  * Example:
+  *    C.device(EIGEN_GPU) = A + B;
+  *
+  * Todo: thread pools.
+  * Todo: operator +=, -=, *= and so on.
+  */
+
+template <typename ExpressionType, typename DeviceType> class TensorDevice {
+  public:
+    TensorDevice(const DeviceType& device, ExpressionType& expression) : m_device(device), m_expression(expression) {}
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator=(const OtherDerived& other) {
+      typedef TensorAssignOp<ExpressionType, const OtherDerived> Assign;
+      Assign assign(m_expression, other);
+      internal::TensorExecutor<const Assign, DeviceType>::run(assign, m_device);
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator+=(const OtherDerived& other) {
+      typedef typename OtherDerived::Scalar Scalar;
+      typedef TensorCwiseBinaryOp<internal::scalar_sum_op<Scalar>, const ExpressionType, const OtherDerived> Sum;
+      Sum sum(m_expression, other);
+      typedef TensorAssignOp<ExpressionType, const Sum> Assign;
+      Assign assign(m_expression, sum);
+      internal::TensorExecutor<const Assign, DeviceType>::run(assign, m_device);
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator-=(const OtherDerived& other) {
+      typedef typename OtherDerived::Scalar Scalar;
+      typedef TensorCwiseBinaryOp<internal::scalar_difference_op<Scalar>, const ExpressionType, const OtherDerived> Difference;
+      Difference difference(m_expression, other);
+      typedef TensorAssignOp<ExpressionType, const Difference> Assign;
+      Assign assign(m_expression, difference);
+      internal::TensorExecutor<const Assign, DeviceType>::run(assign, m_device);
+      return *this;
+    }
+
+  protected:
+    const DeviceType& m_device;
+    ExpressionType& m_expression;
+};
+
+
+#ifdef EIGEN_USE_THREADS
+template <typename ExpressionType> class TensorDevice<ExpressionType, ThreadPoolDevice> {
+  public:
+    TensorDevice(const ThreadPoolDevice& device, ExpressionType& expression) : m_device(device), m_expression(expression) {}
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator=(const OtherDerived& other) {
+      typedef TensorAssignOp<ExpressionType, const OtherDerived> Assign;
+      Assign assign(m_expression, other);
+      internal::TensorExecutor<const Assign, ThreadPoolDevice>::run(assign, m_device);
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator+=(const OtherDerived& other) {
+      typedef typename OtherDerived::Scalar Scalar;
+      typedef TensorCwiseBinaryOp<internal::scalar_sum_op<Scalar>, const ExpressionType, const OtherDerived> Sum;
+      Sum sum(m_expression, other);
+      typedef TensorAssignOp<ExpressionType, const Sum> Assign;
+      Assign assign(m_expression, sum);
+      internal::TensorExecutor<const Assign, ThreadPoolDevice>::run(assign, m_device);
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator-=(const OtherDerived& other) {
+      typedef typename OtherDerived::Scalar Scalar;
+      typedef TensorCwiseBinaryOp<internal::scalar_difference_op<Scalar>, const ExpressionType, const OtherDerived> Difference;
+      Difference difference(m_expression, other);
+      typedef TensorAssignOp<ExpressionType, const Difference> Assign;
+      Assign assign(m_expression, difference);
+      internal::TensorExecutor<const Assign, ThreadPoolDevice>::run(assign, m_device);
+      return *this;
+    }
+
+  protected:
+    const ThreadPoolDevice& m_device;
+    ExpressionType& m_expression;
+};
+#endif
+
+#if defined(EIGEN_USE_GPU)
+template <typename ExpressionType> class TensorDevice<ExpressionType, GpuDevice>
+{
+  public:
+    TensorDevice(const GpuDevice& device, ExpressionType& expression) : m_device(device), m_expression(expression) {}
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator=(const OtherDerived& other) {
+      typedef TensorAssignOp<ExpressionType, const OtherDerived> Assign;
+      Assign assign(m_expression, other);
+      internal::TensorExecutor<const Assign, GpuDevice>::run(assign, m_device);
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator+=(const OtherDerived& other) {
+      typedef typename OtherDerived::Scalar Scalar;
+      typedef TensorCwiseBinaryOp<internal::scalar_sum_op<Scalar>, const ExpressionType, const OtherDerived> Sum;
+      Sum sum(m_expression, other);
+      typedef TensorAssignOp<ExpressionType, const Sum> Assign;
+      Assign assign(m_expression, sum);
+      internal::TensorExecutor<const Assign, GpuDevice>::run(assign, m_device);
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE TensorDevice& operator-=(const OtherDerived& other) {
+      typedef typename OtherDerived::Scalar Scalar;
+      typedef TensorCwiseBinaryOp<internal::scalar_difference_op<Scalar>, const ExpressionType, const OtherDerived> Difference;
+      Difference difference(m_expression, other);
+      typedef TensorAssignOp<ExpressionType, const Difference> Assign;
+      Assign assign(m_expression, difference);
+      internal::TensorExecutor<const Assign, GpuDevice>::run(assign, m_device);
+      return *this;
+    }
+
+  protected:
+    const GpuDevice& m_device;
+    ExpressionType& m_expression;
+};
+#endif
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_DEVICE_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceType.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceType.h
new file mode 100644
index 0000000000..b6eeb73832
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceType.h
@@ -0,0 +1,920 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_DEVICE_TYPE_H
+#define EIGEN_CXX11_TENSOR_TENSOR_DEVICE_TYPE_H
+
+namespace Eigen {
+
+// Default device for the machine (typically a single cpu core)
+struct DefaultDevice {
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void* allocate(size_t num_bytes) const {
+    return internal::aligned_malloc(num_bytes);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void deallocate(void* buffer) const {
+    internal::aligned_free(buffer);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpy(void* dst, const void* src, size_t n) const {
+    ::memcpy(dst, src, n);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpyHostToDevice(void* dst, const void* src, size_t n) const {
+    memcpy(dst, src, n);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpyDeviceToHost(void* dst, const void* src, size_t n) const {
+    memcpy(dst, src, n);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memset(void* buffer, int c, size_t n) const {
+    ::memset(buffer, c, n);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t numThreads() const {
+#ifndef __CUDA_ARCH__
+    // Running on the host CPU
+    return 1;
+#else
+    // Running on a CUDA device
+    return 32;
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t memcpyThreshold() const {
+    return 2 * numThreads();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t firstLevelCacheSize() const {
+#ifndef __CUDA_ARCH__
+    // Running on the host CPU
+    return l1CacheSize();
+#else
+    // Running on a CUDA device, return the amount of shared memory available.
+    return 48*1024;
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t lastLevelCacheSize() const {
+#ifndef __CUDA_ARCH__
+    // Running single threaded on the host CPU
+    return l3CacheSize();
+#else
+    // Running on a CUDA device
+    return firstLevelCacheSize();
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE int majorDeviceVersion() const {
+#ifndef __CUDA_ARCH__
+    // Running single threaded on the host CPU
+    // Should return an enum that encodes the ISA supported by the CPU
+    return 1;
+#else
+    // Running on a CUDA device
+    return __CUDA_ARCH__ / 100;
+#endif
+  }
+};
+
+// Multiple cpu cores
+#ifdef EIGEN_USE_THREADS
+
+#if __cplusplus > 199711
+// This defines an interface that ThreadPoolDevice can take to use
+// custom thread pools underneath.
+class ThreadPoolInterface {
+ public:
+  virtual void Schedule(std::function<void()> fn) = 0;
+
+  virtual ~ThreadPoolInterface() {}
+};
+#endif
+
+// The implementation of the ThreadPool type ensures that the Schedule method
+// runs the functions it is provided in FIFO order when the scheduling is done
+// by a single thread.
+#ifdef EIGEN_USE_CUSTOM_THREAD_POOL
+class ThreadPool : public ThreadPoolInterface {
+ public:
+  // Construct a pool that contains "num_threads" threads.
+  explicit ThreadPool(int num_threads) : threads_(num_threads), waiters_(num_threads) {
+    for (int i = 0; i < num_threads; i++) {
+      threads_.push_back(new std::thread([this]() { WorkerLoop(); }));
+    }
+  }
+
+  // Wait until all scheduled work has finished and then destroy the
+  // set of threads.
+  ~ThreadPool() {
+    {
+      // Wait for all work to get done.
+      std::unique_lock<std::mutex> l(mu_);
+      while (!pending_.empty()) {
+        empty_.wait(l);
+      }
+      exiting_ = true;
+
+      // Wakeup all waiters.
+      for (auto w : waiters_) {
+        w->ready = true;
+        w->work = nullptr;
+        w->cv.notify_one();
+      }
+    }
+
+    // Wait for threads to finish.
+    for (auto t : threads_) {
+      t->join();
+      delete t;
+    }
+  }
+
+  // Schedule fn() for execution in the pool of threads. The functions are
+  // executed in the order in which they are scheduled.
+  void Schedule(std::function<void()> fn) final {
+    std::unique_lock<std::mutex> l(mu_);
+    if (waiters_.empty()) {
+      pending_.push_back(fn);
+    } else {
+      Waiter* w = waiters_.back();
+      waiters_.pop_back();
+      w->ready = true;
+      w->work = fn;
+      w->cv.notify_one();
+    }
+  }
+
+ protected:
+  void WorkerLoop() {
+    std::unique_lock<std::mutex> l(mu_);
+    Waiter w;
+    while (!exiting_) {
+      std::function<void()> fn;
+      if (pending_.empty()) {
+        // Wait for work to be assigned to me
+        w.ready = false;
+        waiters_.push_back(&w);
+        while (!w.ready) {
+          w.cv.wait(l);
+        }
+        fn = w.work;
+        w.work = nullptr;
+      } else {
+        // Pick up pending work
+        fn = pending_.front();
+        pending_.pop_front();
+        if (pending_.empty()) {
+          empty_.notify_all();
+        }
+      }
+      if (fn) {
+        mu_.unlock();
+        fn();
+        mu_.lock();
+      }
+    }
+  }
+
+ private:
+  struct Waiter {
+    std::condition_variable cv;
+    std::function<void()> work;
+    bool ready;
+  };
+
+  std::mutex mu_;
+  FixedSizeVector<std::thread*> threads_;               // All threads
+  FixedSizeVector<Waiter*> waiters_;                    // Stack of waiting threads.
+  std::deque<std::function<void()>> pending_;       // Queue of pending work
+  std::condition_variable empty_;                   // Signaled on pending_.empty()
+  bool exiting_ = false;
+};
+
+
+// Notification is an object that allows a user to to wait for another
+// thread to signal a notification that an event has occurred.
+//
+// Multiple threads can wait on the same Notification object.
+// but only one caller must call Notify() on the object.
+class Notification {
+ public:
+  Notification() : notified_(false) {}
+  ~Notification() {}
+
+  void Notify() {
+    std::unique_lock<std::mutex> l(mu_);
+    eigen_assert(!notified_);
+    notified_ = true;
+    cv_.notify_all();
+  }
+
+  void WaitForNotification() {
+    std::unique_lock<std::mutex> l(mu_);
+    while (!notified_) {
+      cv_.wait(l);
+    }
+  }
+
+ private:
+  std::mutex mu_;
+  std::condition_variable cv_;
+  bool notified_;
+};
+
+#else
+
+// Notification is an object that allows a user to to wait for another
+// thread to signal a notification that an event has occurred.
+//
+// Multiple threads can wait on the same Notification object.
+// but only one caller must call Notify() on the object.
+class Notification {
+ public:
+  Notification() : notified_(false) {}
+  ~Notification() {}
+
+  void Notify() {
+    tensorflow::mutex_lock l(mu_);
+    eigen_assert(!notified_);
+    notified_ = true;
+    cv_.notify_all();
+  }
+
+  void WaitForNotification() {
+    tensorflow::mutex_lock l(mu_);
+    while (!notified_) {
+      cv_.wait(l);
+    }
+  }
+
+ private:
+  tensorflow::mutex mu_;
+  tensorflow::condition_variable cv_;
+  bool notified_;
+};
+#endif
+
+// Runs an arbitrary function and then calls Notify() on the passed in
+// Notification.
+template <typename Function, typename... Args> struct FunctionWrapper
+{
+  static void run(Notification* n, Function f, Args... args) {
+    f(args...);
+    n->Notify();
+  }
+};
+
+static EIGEN_STRONG_INLINE void wait_until_ready(Notification* n) {
+  if (n) {
+    n->WaitForNotification();
+  }
+}
+
+
+struct MemcpyExecutor {
+  typedef MemcpyExecutor Self;
+
+  MemcpyExecutor(void *dst, const void *src) :
+      m_dst(static_cast<char *>(dst)), m_src(static_cast<const char *>(src)) { }
+
+  static EIGEN_STRONG_INLINE void run(const MemcpyExecutor* exec, size_t idx, size_t block_size) {
+    ::memcpy(&(exec->m_dst[idx]), &(exec->m_src[idx]), block_size);
+  }
+
+ private:
+  char* m_dst;
+  const char* m_src;
+};
+
+struct MemsetExecutor {
+  typedef MemsetExecutor Self;
+
+  MemsetExecutor(void *buffer, int val) :
+      m_buffer(static_cast<char *>(buffer)), m_val(val) { }
+
+  static EIGEN_STRONG_INLINE void run(const MemsetExecutor* exec, size_t idx, size_t block_size) {
+    ::memset(&(exec->m_buffer[idx]), exec->m_val, block_size);
+  }
+
+ private:
+  char* m_buffer;
+  const int m_val;
+};
+
+
+struct ThreadPoolDevice {
+  // The ownership of the thread pool remains with the caller.
+  ThreadPoolDevice(ThreadPoolInterface* pool, size_t num_cores)
+      : pool_(pool), num_threads_(num_cores) {}
+
+  EIGEN_STRONG_INLINE void* allocate(size_t num_bytes) const {
+    return internal::aligned_malloc(num_bytes);
+  }
+
+  EIGEN_STRONG_INLINE void deallocate(void* buffer) const {
+    internal::aligned_free(buffer);
+  }
+
+  EIGEN_STRONG_INLINE void memcpy(void* dst, const void* src, size_t n) const {
+#ifdef __ANDROID__
+    ::memcpy(dst, src, n);
+#else
+    if (n <= 32768) {
+      ::memcpy(dst, src, n);
+    } else {
+      MemcpyExecutor memcpy_executor(dst, src);
+      execute(memcpy_executor, n);
+    }
+#endif
+  }
+
+  EIGEN_STRONG_INLINE void memcpyHostToDevice(void* dst, const void* src, size_t n) const {
+    memcpy(dst, src, n);
+  }
+
+  EIGEN_STRONG_INLINE void memcpyDeviceToHost(void* dst, const void* src, size_t n) const {
+    memcpy(dst, src, n);
+  }
+
+  EIGEN_STRONG_INLINE void memset(void* buffer, int c, size_t n) const {
+#ifdef __ANDROID__
+    ::memset(buffer, c, n);
+#else
+    if (n <= 32768) {
+      ::memset(buffer, c, n);
+    } else {
+      MemsetExecutor memset_executor(buffer, c);
+      execute(memset_executor, n);
+    }
+#endif
+  }
+
+  EIGEN_STRONG_INLINE size_t numThreads() const {
+    return num_threads_;
+  }
+
+  EIGEN_STRONG_INLINE size_t memcpyThreshold() const {
+    return 2 * numThreads();
+  }
+
+  EIGEN_STRONG_INLINE size_t firstLevelCacheSize() const {
+    return l1CacheSize();
+  }
+
+  EIGEN_STRONG_INLINE size_t lastLevelCacheSize() const {
+    // The l3 cache size is shared between all the cores.
+    return l3CacheSize() / num_threads_;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE int majorDeviceVersion() const {
+    // Should return an enum that encodes the ISA supported by the CPU
+    return 1;
+  }
+
+  template <class Function, class... Args>
+  EIGEN_STRONG_INLINE Notification* enqueue(Function&& f, Args&&... args) const {
+    Notification* n = new Notification();
+    std::function<void()> func =
+        std::bind(&FunctionWrapper<Function, Args...>::run, n, f, args...);
+    pool_->Schedule(func);
+    return n;
+  }
+
+  template <class Function, class... Args>
+  EIGEN_STRONG_INLINE void enqueue_and_forget(Function&& f, Args&&... args) const {
+    std::function<void()> func = std::bind(f, args...);
+    pool_->Schedule(func);
+  }
+
+ private:
+  template<typename Executor>
+  EIGEN_STRONG_INLINE void execute(const Executor& exec, size_t n) const {
+    // don't spawn a thread to process fewer than 1024 bytes (chosen by small amount of
+    // experimentation)
+    // TODO: make block_size a multiple of packet_size and align everything
+    const size_t block_size = numext::maxi(static_cast<size_t>(1024), n / numThreads());
+    const size_t block_count = n / block_size;
+    eigen_assert(block_count <= numThreads());
+
+    FixedSizeVector<Notification*> results(block_count);
+    for (size_t block_idx = 0; block_idx < block_count; block_idx++) {
+      results.push_back(enqueue(&Executor::run, &exec, block_idx * block_size, block_size));
+    }
+
+    if (block_count * block_size < n) {
+      Executor::run(&exec, block_count * block_size, n - block_count * block_size);
+    }
+
+    // wait for threads to finish
+    for (size_t block_idx = 0; block_idx < block_count; block_idx++) {
+      results[block_idx]->WaitForNotification();
+      delete results[block_idx];
+    }
+  }
+
+  // todo: NUMA, ...
+  size_t num_threads_;
+  ThreadPoolInterface* pool_;
+};
+#endif
+
+
+// GPU offloading
+#ifdef EIGEN_USE_GPU
+
+// An interface abstracting away device specific memory allocator.
+class Allocator {
+ public:
+  virtual ~Allocator() {}
+  EIGEN_DEVICE_FUNC virtual void* allocate(size_t num_bytes) const = 0;
+  EIGEN_DEVICE_FUNC virtual void deallocate(void* buffer) const = 0;
+};
+
+#if !defined(__GCUDACC__) && !defined(__GCUDACC_HOST__)
+
+// This defines an interface that GPUDevice can take to use
+// CUDA streams underneath.
+class StreamInterface {
+ public:
+  virtual ~StreamInterface() {}
+
+  virtual const cudaStream_t& stream() const = 0;
+  virtual const cudaDeviceProp& deviceProperties() const = 0;
+
+  // Allocate memory on the actual device where the computation will run
+  virtual void* allocate(size_t num_bytes) const = 0;
+  virtual void deallocate(void* buffer) const = 0;
+};
+
+static cudaDeviceProp* m_deviceProperties;
+static bool m_devicePropInitialized = false;
+static tensorflow::mutex m_devicePropInitMutex(tensorflow::LINKER_INITIALIZED);
+
+static void initializeDeviceProp() {
+  if (!m_devicePropInitialized) {
+    tensorflow::mutex_lock l(m_devicePropInitMutex);
+    if (!m_devicePropInitialized) {
+      int num_devices;
+      cudaError_t status = cudaGetDeviceCount(&num_devices);
+      eigen_check(status == cudaSuccess);
+      m_deviceProperties = new cudaDeviceProp[num_devices];
+      for (int i = 0; i < num_devices; ++i) {
+        status = cudaGetDeviceProperties(&m_deviceProperties[i], i);
+        eigen_check(status == cudaSuccess);
+      }
+      m_devicePropInitialized = true;
+    }
+  }
+}
+
+static const cudaStream_t default_stream = cudaStreamDefault;
+
+class CudaStreamDevice : public StreamInterface {
+ public:
+  // Use the default stream on the current device
+  CudaStreamDevice() : stream_(&default_stream) {
+    cudaGetDevice(&device_);
+    initializeDeviceProp();
+  }
+  // Use the default stream on the specified device
+  CudaStreamDevice(int device) : stream_(&default_stream), device_(device) {
+    initializeDeviceProp();
+  }
+  // Use the specified stream. Note that it's the
+  // caller responsibility to ensure that the stream can run on
+  // the specified device. If no device is specified the code
+  // assumes that the stream is associated to the current gpu device.
+  CudaStreamDevice(const cudaStream_t* stream, int device = -1)
+      : stream_(stream), device_(device) {
+    if (device < 0) {
+      cudaGetDevice(&device_);
+    } else {
+      int num_devices;
+      cudaError_t err = cudaGetDeviceCount(&num_devices);
+      eigen_check(err == cudaSuccess);
+      eigen_check(device < num_devices);
+      device_ = device;
+    }
+    initializeDeviceProp();
+  }
+
+  const cudaStream_t& stream() const { return *stream_; }
+  const cudaDeviceProp& deviceProperties() const {
+    return m_deviceProperties[device_];
+  }
+  virtual void* allocate(size_t num_bytes) const {
+    cudaError_t err = cudaSetDevice(device_);
+    eigen_check(err == cudaSuccess);
+    void* result;
+    err = cudaMalloc(&result, num_bytes);
+    eigen_check(err == cudaSuccess);
+    eigen_check(result != NULL);
+    return result;
+  }
+  virtual void deallocate(void* buffer) const {
+    cudaError_t err = cudaSetDevice(device_);
+    eigen_check(err == cudaSuccess);
+    assert(buffer != NULL);
+    err = cudaFree(buffer);
+    assert(err == cudaSuccess);
+  }
+
+ private:
+  const cudaStream_t* stream_;
+  int device_;
+};
+
+static inline void setCudaSharedMemConfig(cudaSharedMemConfig config) {
+  cudaError_t status = cudaDeviceSetSharedMemConfig(config);
+  eigen_check(status == cudaSuccess);
+}
+
+struct GpuDevice {
+  // Neither the cudastream nor the allocator is not owned: the caller is
+  // responsible for their initialization and eventual destruction.
+  explicit GpuDevice(const StreamInterface* stream) : stream_(stream) {
+    eigen_assert(stream);
+  }
+
+  // TODO(bsteiner): This is an internal API, we should not expose it.
+  EIGEN_STRONG_INLINE const cudaStream_t& stream() const {
+    return stream_->stream();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void* allocate(size_t num_bytes) const {
+#ifndef __CUDA_ARCH__
+    return stream_->allocate(num_bytes);
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+    return NULL;
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void deallocate(void* buffer) const {
+#ifndef __CUDA_ARCH__
+    stream_->deallocate(buffer);
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpy(void* dst, const void* src, size_t n) const {
+#ifndef __CUDA_ARCH__
+    cudaError_t err = cudaMemcpyAsync(dst, src, n, cudaMemcpyDeviceToDevice,
+                                      stream_->stream());
+    assert(err == cudaSuccess);
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpyHostToDevice(void* dst, const void* src, size_t n) const {
+#ifndef __CUDA_ARCH__
+    cudaError_t err =
+        cudaMemcpyAsync(dst, src, n, cudaMemcpyHostToDevice, stream_->stream());
+    assert(err == cudaSuccess);
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpyDeviceToHost(void* dst, const void* src, size_t n) const {
+#ifndef __CUDA_ARCH__
+    cudaError_t err =
+        cudaMemcpyAsync(dst, src, n, cudaMemcpyDeviceToHost, stream_->stream());
+    assert(err == cudaSuccess);
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memset(void* buffer, int c, size_t n) const {
+#ifndef __CUDA_ARCH__
+    cudaError_t err = cudaMemsetAsync(buffer, c, n, stream_->stream());
+    assert(err == cudaSuccess);
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t numThreads() const {
+    // FIXME
+    return 32;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t memcpyThreshold() const {
+    return 4 * 1024 * 1024;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t firstLevelCacheSize() const {
+    // FIXME
+    return 48*1024;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t lastLevelCacheSize() const {
+    // We won't try to take advantage of the l2 cache for the time being, and
+    // there is no l3 cache on cuda devices.
+    return firstLevelCacheSize();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void synchronize() const {
+#ifndef __CUDA_ARCH__
+    cudaError_t err = cudaStreamSynchronize(stream_->stream());
+    assert(err == cudaSuccess);
+#else
+    assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  inline int getNumCudaMultiProcessors() const {
+    return stream_->deviceProperties().multiProcessorCount;
+  }
+  inline int maxCudaThreadsPerBlock() const {
+    return stream_->deviceProperties().maxThreadsPerBlock;
+  }
+  inline int maxCudaThreadsPerMultiProcessor() const {
+    return stream_->deviceProperties().maxThreadsPerMultiProcessor;
+  }
+  inline int sharedMemPerBlock() const {
+    return stream_->deviceProperties().sharedMemPerBlock;
+  }
+  inline int majorDeviceVersion() const {
+    return stream_->deviceProperties().major;
+  }
+
+  // This function checks if the CUDA runtime recorded an error for the
+  // underlying stream device.
+  inline bool ok() const {
+    cudaError_t error = cudaStreamQuery(stream_->stream());
+    return (error == cudaSuccess) || (error == cudaErrorNotReady);
+  }
+
+ private:
+  const StreamInterface* stream_;
+};
+
+inline void assertCudaOk() {
+  cudaError_t err = cudaGetLastError();
+
+  assert(err != cudaErrorMissingConfiguration);
+  assert(err != cudaErrorMemoryAllocation);
+  assert(err != cudaErrorInitializationError);
+  assert(err != cudaErrorLaunchFailure);
+  assert(err != cudaErrorPriorLaunchFailure);
+  assert(err != cudaErrorLaunchTimeout);
+  assert(err != cudaErrorLaunchOutOfResources);
+  assert(err != cudaErrorInvalidDeviceFunction);
+  assert(err != cudaErrorInvalidConfiguration);
+  assert(err != cudaErrorInvalidDevice);
+  assert(err != cudaErrorInvalidValue);
+  assert(err != cudaErrorInvalidPitchValue);
+  assert(err != cudaErrorInvalidSymbol);
+  assert(err != cudaErrorMapBufferObjectFailed);
+  assert(err != cudaErrorUnmapBufferObjectFailed);
+  assert(err != cudaErrorInvalidHostPointer);
+  assert(err != cudaErrorInvalidDevicePointer);
+  assert(err != cudaErrorInvalidTexture);
+  assert(err != cudaErrorInvalidTextureBinding);
+  assert(err != cudaErrorInvalidChannelDescriptor);
+  assert(err != cudaErrorInvalidMemcpyDirection);
+  assert(err != cudaErrorAddressOfConstant);
+  assert(err != cudaErrorTextureFetchFailed);
+  assert(err != cudaErrorTextureNotBound);
+  assert(err != cudaErrorSynchronizationError);
+  assert(err != cudaErrorInvalidFilterSetting);
+  assert(err != cudaErrorInvalidNormSetting);
+  assert(err != cudaErrorMixedDeviceExecution);
+  assert(err != cudaErrorCudartUnloading);
+  assert(err != cudaErrorUnknown);
+  assert(err != cudaErrorNotYetImplemented);
+  assert(err != cudaErrorMemoryValueTooLarge);
+  assert(err != cudaErrorInvalidResourceHandle);
+  assert(err != cudaErrorNotReady);
+  assert(err != cudaErrorInsufficientDriver);
+  assert(err != cudaErrorSetOnActiveProcess);
+  assert(err != cudaErrorInvalidSurface);
+  assert(err != cudaErrorNoDevice);
+  assert(err != cudaErrorECCUncorrectable);
+  assert(err != cudaErrorSharedObjectSymbolNotFound);
+  assert(err != cudaErrorSharedObjectInitFailed);
+  assert(err != cudaErrorUnsupportedLimit);
+  assert(err != cudaErrorDuplicateVariableName);
+  assert(err != cudaErrorDuplicateTextureName);
+  assert(err != cudaErrorDuplicateSurfaceName);
+  assert(err != cudaErrorDevicesUnavailable);
+  assert(err != cudaErrorInvalidKernelImage);
+  assert(err != cudaErrorNoKernelImageForDevice);
+  assert(err != cudaErrorIncompatibleDriverContext);
+  assert(err != cudaErrorPeerAccessAlreadyEnabled);
+  assert(err != cudaErrorPeerAccessNotEnabled);
+  assert(err != cudaErrorDeviceAlreadyInUse);
+  assert(err != cudaErrorProfilerDisabled);
+  assert(err != cudaErrorProfilerNotInitialized);
+  assert(err != cudaErrorProfilerAlreadyStarted);
+  assert(err != cudaErrorProfilerAlreadyStopped);
+  assert(err != cudaErrorAssert);
+  assert(err != cudaErrorTooManyPeers);
+  assert(err != cudaErrorHostMemoryAlreadyRegistered);
+  assert(err != cudaErrorHostMemoryNotRegistered);
+  assert(err != cudaErrorOperatingSystem);
+  assert(err != cudaErrorStartupFailure);
+  assert(err != cudaErrorApiFailureBase);
+
+  // catch errors types introduced after this function was written
+  assert(err == cudaSuccess);
+}
+
+#define LAUNCH_CUDA_KERNEL(kernel, gridsize, blocksize, sharedmem, device, \
+                           ...)                                            \
+  do {                                                                     \
+    (kernel)<<<(gridsize), (blocksize), (sharedmem), (device).stream()>>>( \
+        __VA_ARGS__);                                                      \
+    assertCudaOk();                                                        \
+  } while (false)
+
+#else  // __GCUDACC__
+
+// The following is the version of GpuDevice for StreamExecutor
+// (go/gpuexecutor) a GPU runtime that supports both CUDA and OpenCL.
+// StreamExecutor is being developed as an open-source replacement for the CUDA
+// runtime and is the runtime used when compiling with gcudacc. Differences
+// between the CUDA runtime and StreamExecutor are abstracted away behind
+// GpuDevice.
+
+// TODO(jpienaar): Temporary workaround until b/18409724 is addressed.
+enum cudaSharedMemConfig
+{
+    cudaSharedMemBankSizeDefault   = 0,
+    cudaSharedMemBankSizeFourByte  = 1,
+    cudaSharedMemBankSizeEightByte = 2
+};
+
+static inline void setCudaSharedMemConfig(cudaSharedMemConfig cache_config) {
+  // TODO(jpienaar): fix when implemented (b/18409724)
+}
+
+struct GpuDevice {
+  GpuDevice()
+      : stream_(perftools::gputools::MachineManager::singleton()->stream_for_device(0)),
+        allocator_(nullptr),
+        stream_exec_(stream_->parent()) {}
+
+  GpuDevice(perftools::gputools::Stream* stream,
+            const Allocator* alloc = nullptr)
+      : stream_(stream), allocator_(alloc), stream_exec_(stream_->parent()) { }
+
+  EIGEN_STRONG_INLINE perftools::gputools::Stream* stream() const {
+    return stream_;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void* allocate(size_t num_bytes) const {
+    if (allocator_ != nullptr) return allocator_->allocate(num_bytes);
+#ifndef __CUDA_ARCH__
+    perftools::gputools::DeviceMemory<char> mem =
+        stream_exec_->AllocateArray<char>(num_bytes);
+    return mem.opaque();
+#else
+    assert(false &&
+           "The default device should be used instead to generate kernel code");
+    return nullptr;
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void deallocate(void* buffer) const {
+    if (allocator_ != nullptr) {
+      allocator_->deallocate(buffer);
+      return;
+    }
+#ifndef __CUDA_ARCH__
+    perftools::gputools::DeviceMemoryBase gpu_mem(buffer);
+    stream_exec_->Deallocate(&gpu_mem);
+#else
+    assert(false &&
+           "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpy(void* dst, const void* src,
+                                                    size_t n) const {
+#ifndef __CUDA_ARCH__
+    perftools::gputools::DeviceMemoryBase gpu_to(dst);
+    if (!stream_->ThenMemcpy(&gpu_to, perftools::gputools::DeviceMemoryBase(
+                                          const_cast<void*>(src)),
+                             n).ok()) {
+      assert(false &&
+             "failed during enqueue of 'copy perftools::gputools to "
+             "perftools::gputools'");
+    }
+#else
+    assert(false &&
+           "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpyHostToDevice(void* dst, const void* src, size_t n) const {
+#ifndef __CUDA_ARCH__
+    perftools::gputools::DeviceMemoryBase gpu_to(dst);
+    if (!stream_->ThenMemcpy(&gpu_to, src, n).ok()) {
+      assert(false && "failed while enqueuing memcpy from host to device");
+    }
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void memcpyDeviceToHost(void* dst, const void* src, size_t n) const {
+#ifndef __CUDA_ARCH__
+    if (!stream_->ThenMemcpy(dst, perftools::gputools::DeviceMemoryBase(
+                                      const_cast<void*>(src)),
+                             n).ok()) {
+      assert(false && "failed while enqueuing memcpy from device to host");
+    }
+#else
+    eigen_assert(false && "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_STRONG_INLINE void memset(void* buffer, int c, size_t n) const {
+#ifndef __CUDA_ARCH__
+    perftools::gputools::DeviceMemoryBase gpu_buffer{buffer};
+    if (!stream_exec_->Memset32(stream_, &gpu_buffer, c, n)) {
+      assert(false && "GPU memset failed.");
+    }
+#else
+    assert(false &&
+           "The default device should be used instead to generate kernel code");
+#endif
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t numThreads() const {
+    // FIXME
+    return 32;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t memcpyThreshold() const {
+    return 4 * 1024 * 1024;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t firstLevelCacheSize() const {
+    // FIXME
+    return 48*1024;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t lastLevelCacheSize() const {
+    // We won't try to take advantage of the l2 cache for the time being, and
+    // there is no l3 cache on cuda devices.
+    return firstLevelCacheSize();
+  }
+
+  EIGEN_STRONG_INLINE void synchronize() const {
+    stream_->BlockHostUntilDone();
+  }
+
+  // A gpu::DeviceDescription is cached inside a StreamExecutor, so these calls
+  // aren't expensive/wasteful.
+  EIGEN_DEVICE_FUNC inline int getNumCudaMultiProcessors() const {
+    return stream_exec_->GetDeviceDescription().core_count();
+  }
+
+  EIGEN_DEVICE_FUNC inline int maxCudaThreadsPerBlock() const {
+    return stream_exec_->GetDeviceDescription().threads_per_block_limit();
+  }
+
+  EIGEN_DEVICE_FUNC inline int maxCudaThreadsPerMultiProcessor() const {
+    return stream_exec_->GetDeviceDescription().threads_per_core_limit();
+  }
+
+  EIGEN_DEVICE_FUNC inline int sharedMemPerBlock() const {
+    return stream_exec_->GetDeviceDescription().shared_memory_per_block();
+  }
+
+  EIGEN_DEVICE_FUNC inline int majorDeviceVersion() const {
+    int major, minor;
+    if (stream_exec_->GetDeviceDescription().cuda_compute_capability(&major,
+                                                                  &minor)) {
+      return major;
+    } else {
+      return 0;
+    }
+  }
+
+  inline bool ok() const { return stream_->ok(); }
+
+ private:
+  perftools::gputools::Stream* stream_;
+  perftools::gputools::StreamExecutor* stream_exec_;
+  const Allocator* allocator_;
+};
+
+#define LAUNCH_CUDA_KERNEL(kernel, gridsize, blocksize, sharedmem, device, ...)\
+    (kernel) <<< (gridsize), (blocksize), (sharedmem), (device).stream() >>> (__VA_ARGS__);  \
+  CHECK((device).stream()->ok());
+#endif  // __GCUDACC__
+
+#endif  // EIGEN_USE_GPU
+}  // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_DEVICE_TYPE_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDimensionList.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDimensionList.h
new file mode 100644
index 0000000000..19e922f92f
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDimensionList.h
@@ -0,0 +1,235 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_DIMENSION_LIST_H
+#define EIGEN_CXX11_TENSOR_TENSOR_DIMENSION_LIST_H
+
+namespace Eigen {
+
+/** \internal
+  *
+  * \class TensorDimensionList
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Special case of tensor index list used to list all the dimensions of a tensor of rank n.
+  *
+  * \sa Tensor
+  */
+
+template <typename Index, std::size_t Rank> struct DimensionList {
+  const Index operator[] (const Index i) const { return i; }
+};
+
+namespace internal {
+
+template<typename Index, std::size_t Rank> struct array_size<DimensionList<Index, Rank> > {
+  static const size_t value = Rank;
+};
+template<typename Index, std::size_t Rank> struct array_size<const DimensionList<Index, Rank> > {
+  static const size_t value = Rank;
+};
+
+template<DenseIndex n, typename Index, std::size_t Rank> const Index array_get(DimensionList<Index, Rank>& a) {
+  return n;
+}
+template<DenseIndex n, typename Index, std::size_t Rank> const Index array_get(const DimensionList<Index, Rank>& a) {
+  return n;
+}
+
+
+#if defined(EIGEN_HAS_CONSTEXPR)
+template <typename Index, std::size_t Rank>
+struct index_known_statically<DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex) const {
+    return true;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_known_statically<const DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex) const {
+    return true;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct all_indices_known_statically<DimensionList<Index, Rank> > {
+  constexpr bool operator() () const {
+    return true;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct all_indices_known_statically<const DimensionList<Index, Rank> > {
+  constexpr bool operator() () const {
+    return true;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct indices_statically_known_to_increase<DimensionList<Index, Rank> > {
+  constexpr bool operator() () const {
+    return true;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct indices_statically_known_to_increase<const DimensionList<Index, Rank> > {
+  constexpr bool operator() () const {
+    return true;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_eq<DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i == value;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_eq<const DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i == value;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_ne<DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i != value;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_ne<const DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i != value;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_gt<DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i > value;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_gt<const DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i > value;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_lt<DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i < value;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_lt<const DimensionList<Index, Rank> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return i < value;
+  }
+};
+
+#else
+template <typename Index, std::size_t Rank>
+struct index_known_statically<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex) const {
+    return true;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_known_statically<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex) const {
+    return true;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct all_indices_known_statically<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() () const {
+    return true;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct all_indices_known_statically<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() () const {
+    return true;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct indices_statically_known_to_increase<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() () const {
+    return true;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct indices_statically_known_to_increase<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() () const {
+    return true;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_eq<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_eq<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_ne<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_ne<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_gt<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_gt<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+
+template <typename Index, std::size_t Rank>
+struct index_statically_lt<DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+template <typename Index, std::size_t Rank>
+struct index_statically_lt<const DimensionList<Index, Rank> > {
+  EIGEN_ALWAYS_INLINE bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return false;
+  }
+};
+#endif
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_DIMENSION_LIST_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDimensions.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDimensions.h
new file mode 100644
index 0000000000..8bf5272ec8
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorDimensions.h
@@ -0,0 +1,597 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_DIMENSIONS_H
+#define EIGEN_CXX11_TENSOR_TENSOR_DIMENSIONS_H
+
+
+namespace Eigen {
+
+/** \internal
+  *
+  * \class TensorDimensions
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Set of classes used to encode and store the dimensions of a Tensor.
+  *
+  * The Sizes class encodes as part of the type the number of dimensions and the
+  * sizes corresponding to each dimension. It uses no storage space since it is
+  * entirely known at compile time.
+  * The DSizes class is its dynamic sibling: the number of dimensions is known
+  * at compile time but the sizes are set during execution.
+  *
+  * \sa Tensor
+  */
+
+// Can't use std::pairs on cuda devices
+template <typename Index> struct IndexPair {
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE IndexPair() : first(0), second(0) { }
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE IndexPair(Index f, Index s) : first(f), second(s) { }
+  Index first;
+  Index second;
+};
+
+// Boilerplate code
+namespace internal {
+
+template<std::size_t n, typename Dimension> struct dget {
+  static const std::size_t value = get<n, typename Dimension::Base>::value;
+};
+
+
+template<typename Index, std::size_t NumIndices, std::size_t n, bool RowMajor>
+struct fixed_size_tensor_index_linearization_helper
+{
+  template <typename Dimensions> EIGEN_DEVICE_FUNC
+  static inline Index run(array<Index, NumIndices> const& indices,
+                          const Dimensions& dimensions)
+  {
+    return array_get<RowMajor ? n - 1 : (NumIndices - n)>(indices) +
+        dget<RowMajor ? n - 1 : (NumIndices - n), Dimensions>::value *
+        fixed_size_tensor_index_linearization_helper<Index, NumIndices, n - 1, RowMajor>::run(indices, dimensions);
+  }
+};
+
+template<typename Index, std::size_t NumIndices, bool RowMajor>
+struct fixed_size_tensor_index_linearization_helper<Index, NumIndices, 0, RowMajor>
+{
+  template <typename Dimensions> EIGEN_DEVICE_FUNC
+  static inline Index run(array<Index, NumIndices> const& indices,
+                          const Dimensions&)
+  {
+    return 0;
+  }
+};
+
+template<typename Index, std::size_t n>
+struct fixed_size_tensor_index_extraction_helper
+{
+  template <typename Dimensions> EIGEN_DEVICE_FUNC
+  static inline Index run(const Index index,
+                          const Dimensions& dimensions)
+  {
+    const Index mult = (index == n) ? 1 : 0;
+    return array_get<n>(dimensions) * mult +
+        fixed_size_tensor_index_extraction_helper<Index, n - 1>::run(index, dimensions);
+  }
+};
+
+template<typename Index>
+struct fixed_size_tensor_index_extraction_helper<Index, 0>
+{
+  template <typename Dimensions> EIGEN_DEVICE_FUNC
+  static inline Index run(const Index index,
+                          const Dimensions& dimensions)
+  {
+    const Index mult = (index == 0) ? 1 : 0;
+    return array_get<0>(dimensions) * mult;
+  }
+};
+
+}  // end namespace internal
+
+
+// Fixed size
+#ifndef EIGEN_EMULATE_CXX11_META_H
+template <typename std::size_t... Indices>
+struct Sizes : internal::numeric_list<std::size_t, Indices...> {
+  typedef internal::numeric_list<std::size_t, Indices...> Base;
+  static const std::size_t total_size = internal::arg_prod(Indices...);
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t rank() const {
+    return Base::count;
+  }
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::size_t TotalSize() {
+    return internal::arg_prod(Indices...);
+  }
+
+  Sizes() { }
+  template <typename DenseIndex>
+  explicit Sizes(const array<DenseIndex, Base::count>& /*indices*/) {
+    // todo: add assertion
+  }
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+  template <typename... DenseIndex> Sizes(DenseIndex...) { }
+  explicit Sizes(std::initializer_list<std::size_t> /*l*/) {
+    // todo: add assertion
+  }
+#endif
+
+  template <typename T> Sizes& operator = (const T& /*other*/) {
+    // add assertion failure if the size of other is different
+    return *this;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::ptrdiff_t operator[] (const int index) const {
+    return internal::fixed_size_tensor_index_extraction_helper<std::ptrdiff_t, Base::count - 1>::run(index, *this);
+  }
+
+  template <typename DenseIndex> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  size_t IndexOfColMajor(const array<DenseIndex, Base::count>& indices) const {
+    return internal::fixed_size_tensor_index_linearization_helper<DenseIndex, Base::count, Base::count, false>::run(indices, *static_cast<const Base*>(this));
+  }
+  template <typename DenseIndex> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  size_t IndexOfRowMajor(const array<DenseIndex, Base::count>& indices) const {
+    return internal::fixed_size_tensor_index_linearization_helper<DenseIndex, Base::count, Base::count, true>::run(indices, *static_cast<const Base*>(this));
+  }
+};
+
+namespace internal {
+template <typename std::size_t... Indices>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::size_t array_prod(const Sizes<Indices...>&) {
+  return Sizes<Indices...>::total_size;
+}
+}
+
+#else
+
+template <std::size_t n>
+struct non_zero_size {
+  typedef internal::type2val<std::size_t, n> type;
+};
+template <>
+struct non_zero_size<0> {
+  typedef internal::null_type type;
+};
+
+template <std::size_t V1=0, std::size_t V2=0, std::size_t V3=0, std::size_t V4=0, std::size_t V5=0> struct Sizes {
+  typedef typename internal::make_type_list<typename non_zero_size<V1>::type, typename non_zero_size<V2>::type, typename non_zero_size<V3>::type, typename non_zero_size<V4>::type, typename non_zero_size<V5>::type >::type Base;
+  static const size_t count = Base::count;
+  static const std::size_t total_size = internal::arg_prod<Base>::value;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t rank() const {
+    return count;
+  }
+
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t TotalSize() {
+    return internal::arg_prod<Base>::value;
+  }
+
+  Sizes() { }
+  template <typename DenseIndex>
+  explicit Sizes(const array<DenseIndex, Base::count>& indices) {
+    // todo: add assertion
+  }
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+  template <typename... DenseIndex> Sizes(DenseIndex... indices) { }
+  explicit Sizes(std::initializer_list<std::size_t> l) {
+    // todo: add assertion
+  }
+#else
+  EIGEN_DEVICE_FUNC explicit Sizes(const DenseIndex i0) {
+  }
+  EIGEN_DEVICE_FUNC explicit Sizes(const DenseIndex i0, const DenseIndex i1) {
+  }
+  EIGEN_DEVICE_FUNC explicit Sizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2) {
+  }
+  EIGEN_DEVICE_FUNC explicit Sizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2, const DenseIndex i3) {
+  }
+  EIGEN_DEVICE_FUNC explicit Sizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2, const DenseIndex i3, const DenseIndex i4) {
+  }
+#endif
+
+  template <typename T> Sizes& operator = (const T& other) {
+    // to do: check the size of other
+    return *this;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::size_t operator[] (const int index) const {
+    switch (index) {
+      case 0:
+        return internal::get<0, Base>::value;
+      case 1:
+        return internal::get<1, Base>::value;
+      case 2:
+        return internal::get<2, Base>::value;
+      case 3:
+        return internal::get<3, Base>::value;
+      case 4:
+        return internal::get<4, Base>::value;
+      default:
+        eigen_assert(false && "index overflow");
+        return static_cast<std::size_t>(-1);
+    }
+  }
+
+  template <typename DenseIndex> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  size_t IndexOfColMajor(const array<DenseIndex, Base::count>& indices) const {
+    return internal::fixed_size_tensor_index_linearization_helper<DenseIndex, Base::count, Base::count, false>::run(indices, *this);
+  }
+  template <typename DenseIndex> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  size_t IndexOfRowMajor(const array<DenseIndex, Base::count>& indices) const {
+    return internal::fixed_size_tensor_index_linearization_helper<DenseIndex, Base::count, Base::count, true>::run(indices, *this);
+  }
+};
+
+namespace internal {
+template <std::size_t V1, std::size_t V2, std::size_t V3, std::size_t V4, std::size_t V5>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::size_t array_prod(const Sizes<V1, V2, V3, V4, V5>&) {
+  return Sizes<V1, V2, V3, V4, V5>::total_size;
+}
+}
+
+#endif
+
+// Boilerplate
+namespace internal {
+template<typename Index, std::size_t NumIndices, std::size_t n, bool RowMajor>
+struct tensor_index_linearization_helper
+{
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Index run(array<Index, NumIndices> const& indices, array<Index, NumIndices> const& dimensions)
+  {
+    return array_get<RowMajor ? n : (NumIndices - n - 1)>(indices) +
+      array_get<RowMajor ? n : (NumIndices - n - 1)>(dimensions) *
+        tensor_index_linearization_helper<Index, NumIndices, n - 1, RowMajor>::run(indices, dimensions);
+  }
+};
+
+template<typename Index, std::size_t NumIndices, bool RowMajor>
+struct tensor_index_linearization_helper<Index, NumIndices, 0, RowMajor>
+{
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Index run(array<Index, NumIndices> const& indices, array<Index, NumIndices> const&)
+  {
+    return array_get<RowMajor ? 0 : NumIndices - 1>(indices);
+  }
+};
+}  // end namespace internal
+
+
+
+// Dynamic size
+template <typename DenseIndex, std::size_t NumDims>
+struct DSizes : array<DenseIndex, NumDims> {
+  typedef array<DenseIndex, NumDims> Base;
+  static const std::size_t count = NumDims;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t rank() const {
+    return NumDims;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t TotalSize() const {
+    return internal::array_prod(*static_cast<const Base*>(this));
+  }
+
+  EIGEN_DEVICE_FUNC DSizes() {
+    for (int i = 0 ; i < NumDims; ++i) {
+      (*this)[i] = 0;
+    }
+  }
+  EIGEN_DEVICE_FUNC DSizes(const array<DenseIndex, NumDims>& a) : Base(a) { }
+
+  EIGEN_DEVICE_FUNC DSizes(const DimensionList<DenseIndex, NumDims>& a) {
+    for (int i = 0 ; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+  }
+
+#ifndef EIGEN_EMULATE_CXX11_META_H
+  template <typename std::size_t... Indices>
+  EIGEN_DEVICE_FUNC DSizes(const Sizes<Indices...>& a) {
+    for (int i = 0 ; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+  }
+#else
+  template <std::size_t V1, std::size_t V2, std::size_t V3, std::size_t V4, std::size_t V5>
+  EIGEN_DEVICE_FUNC DSizes(const Sizes<V1, V2, V3, V4, V5>& a) {
+    for (int i = 0 ; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+  }
+#endif
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+  template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE explicit DSizes(DenseIndex firstDimension, IndexTypes... otherDimensions) {
+    EIGEN_STATIC_ASSERT(sizeof...(otherDimensions) + 1 == NumDims, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    (*this) = array<DenseIndex, NumDims>{{firstDimension, otherDimensions...}};
+  }
+#else
+  EIGEN_DEVICE_FUNC explicit DSizes(const DenseIndex i0) {
+    eigen_assert(NumDims == 1);
+    (*this)[0] = i0;
+  }
+  EIGEN_DEVICE_FUNC explicit DSizes(const DenseIndex i0, const DenseIndex i1) {
+    eigen_assert(NumDims == 2);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+  }
+  EIGEN_DEVICE_FUNC explicit DSizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2) {
+    eigen_assert(NumDims == 3);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+    (*this)[2] = i2;
+  }
+  EIGEN_DEVICE_FUNC explicit DSizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2, const DenseIndex i3) {
+    eigen_assert(NumDims == 4);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+    (*this)[2] = i2;
+    (*this)[3] = i3;
+  }
+  EIGEN_DEVICE_FUNC explicit DSizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2, const DenseIndex i3, const DenseIndex i4) {
+    eigen_assert(NumDims == 5);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+    (*this)[2] = i2;
+    (*this)[3] = i3;
+    (*this)[4] = i4;
+  }
+#endif
+
+  EIGEN_DEVICE_FUNC DSizes& operator = (const array<DenseIndex, NumDims>& other) {
+    *static_cast<Base*>(this) = other;
+    return *this;
+  }
+
+  // A constexpr would be so much better here
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t IndexOfColMajor(const array<DenseIndex, NumDims>& indices) const {
+    return internal::tensor_index_linearization_helper<DenseIndex, NumDims, NumDims - 1, false>::run(indices, *static_cast<const Base*>(this));
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t IndexOfRowMajor(const array<DenseIndex, NumDims>& indices) const {
+    return internal::tensor_index_linearization_helper<DenseIndex, NumDims, NumDims - 1, true>::run(indices, *static_cast<const Base*>(this));
+  }
+};
+
+
+
+
+// Boilerplate
+namespace internal {
+template<typename Index, std::size_t NumIndices, std::size_t n, bool RowMajor>
+struct tensor_vsize_index_linearization_helper
+{
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Index run(array<Index, NumIndices> const& indices, std::vector<DenseIndex> const& dimensions)
+  {
+    return array_get<RowMajor ? n : (NumIndices - n - 1)>(indices) +
+      array_get<RowMajor ? n : (NumIndices - n - 1)>(dimensions) *
+        tensor_vsize_index_linearization_helper<Index, NumIndices, n - 1, RowMajor>::run(indices, dimensions);
+  }
+};
+
+template<typename Index, std::size_t NumIndices, bool RowMajor>
+struct tensor_vsize_index_linearization_helper<Index, NumIndices, 0, RowMajor>
+{
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Index run(array<Index, NumIndices> const& indices, std::vector<DenseIndex> const&)
+  {
+    return array_get<RowMajor ? 0 : NumIndices - 1>(indices);
+  }
+};
+}  // end namespace internal
+
+
+template <typename DenseIndex>
+struct VSizes : std::vector<DenseIndex> {
+  typedef std::vector<DenseIndex> Base;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t rank() const {
+    return Base::size();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t TotalSize() const {
+    return internal::array_prod(*static_cast<const Base*>(this));
+  }
+
+  EIGEN_DEVICE_FUNC VSizes() { }
+  EIGEN_DEVICE_FUNC explicit VSizes(const std::vector<DenseIndex>& a) : Base(a) { }
+
+  template <std::size_t NumDims>
+  EIGEN_DEVICE_FUNC explicit VSizes(const array<DenseIndex, NumDims>& a) {
+    this->resize(NumDims);
+    for (int i = 0; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+  }
+  template <std::size_t NumDims>
+  EIGEN_DEVICE_FUNC explicit VSizes(const DSizes<DenseIndex, NumDims>& a) {
+    this->resize(NumDims);
+    for (int i = 0; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+  }
+
+  EIGEN_DEVICE_FUNC explicit VSizes(const DenseIndex i0) {
+    this->resize(1);
+    (*this)[0] = i0;
+  }
+  EIGEN_DEVICE_FUNC explicit VSizes(const DenseIndex i0, const DenseIndex i1) {
+    this->resize(2);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+  }
+  EIGEN_DEVICE_FUNC explicit VSizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2) {
+    this->resize(3);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+    (*this)[2] = i2;
+  }
+  EIGEN_DEVICE_FUNC explicit VSizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2, const DenseIndex i3) {
+    this->resize(4);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+    (*this)[2] = i2;
+    (*this)[3] = i3;
+  }
+  EIGEN_DEVICE_FUNC explicit VSizes(const DenseIndex i0, const DenseIndex i1, const DenseIndex i2, const DenseIndex i3, const DenseIndex i4) {
+    this->resize(5);
+    (*this)[0] = i0;
+    (*this)[1] = i1;
+    (*this)[2] = i2;
+    (*this)[3] = i3;
+    (*this)[4] = i4;
+  }
+
+  EIGEN_DEVICE_FUNC VSizes& operator = (const std::vector<DenseIndex>& other) {
+    *static_cast<Base*>(this) = other;
+    return *this;
+  }
+  template <std::size_t NumDims>
+  EIGEN_DEVICE_FUNC VSizes& operator = (const array<DenseIndex, NumDims>& a) {
+    this->resize(NumDims);
+    for (int i = 0; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+    return *this;
+  }
+  template <std::size_t NumDims>
+  EIGEN_DEVICE_FUNC VSizes& operator = (const DSizes<DenseIndex, NumDims>& a) {
+    this->resize(NumDims);
+    for (int i = 0; i < NumDims; ++i) {
+      (*this)[i] = a[i];
+    }
+    return *this;
+  }
+
+  // A constexpr would be so much better here
+  template <std::size_t NumDims>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t IndexOfColMajor(const array<DenseIndex, NumDims>& indices) const {
+    return internal::tensor_vsize_index_linearization_helper<DenseIndex, NumDims, NumDims - 1, false>::run(indices, *static_cast<const Base*>(this));
+  }
+  template <std::size_t NumDims>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE size_t IndexOfRowMajor(const array<DenseIndex, NumDims>& indices) const {
+    return internal::tensor_vsize_index_linearization_helper<DenseIndex, NumDims, NumDims - 1, true>::run(indices, *static_cast<const Base*>(this));
+  }
+};
+
+
+// Boilerplate
+namespace internal {
+template <typename DenseIndex>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE DenseIndex array_prod(const VSizes<DenseIndex>& sizes) {
+  DenseIndex total_size = 1;
+  for (int i = 0; i < sizes.size(); ++i) {
+    total_size *= sizes[i];
+  }
+  return total_size;
+};
+}
+
+namespace internal {
+
+template <typename DenseIndex, std::size_t NumDims> struct array_size<const DSizes<DenseIndex, NumDims> > {
+  static const size_t value = NumDims;
+};
+template <typename DenseIndex, std::size_t NumDims> struct array_size<DSizes<DenseIndex, NumDims> > {
+  static const size_t value = NumDims;
+};
+template <typename DenseIndex>
+struct array_size<VSizes<DenseIndex> > {
+  static const ptrdiff_t value = -1;
+};
+#ifndef EIGEN_EMULATE_CXX11_META_H
+template <typename std::size_t... Indices> struct array_size<const Sizes<Indices...> > {
+static const size_t value = Sizes<Indices...>::count;
+};
+template <typename std::size_t... Indices> struct array_size<Sizes<Indices...> > {
+static const size_t value = Sizes<Indices...>::count;
+};
+template <std::size_t n, typename std::size_t... Indices> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::ptrdiff_t array_get(const Sizes<Indices...>&) {
+  return get<n, internal::numeric_list<std::size_t, Indices...> >::value;
+}
+#else
+template <std::size_t V1, std::size_t V2, std::size_t V3, std::size_t V4, std::size_t V5> struct array_size<const Sizes<V1,V2,V3,V4,V5> > {
+  static const size_t value = Sizes<V1,V2,V3,V4,V5>::count;
+};
+template <std::size_t V1, std::size_t V2, std::size_t V3, std::size_t V4, std::size_t V5> struct array_size<Sizes<V1,V2,V3,V4,V5> > {
+  static const size_t value = Sizes<V1,V2,V3,V4,V5>::count;
+};
+template <std::size_t n, std::size_t V1, std::size_t V2, std::size_t V3, std::size_t V4, std::size_t V5> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::ptrdiff_t array_get(const Sizes<V1,V2,V3,V4,V5>& a) {
+  return get<n, typename Sizes<V1,V2,V3,V4,V5>::Base>::value;
+}
+
+#endif
+
+
+template <typename Dims1, typename Dims2, size_t n, size_t m>
+struct sizes_match_below_dim {
+  static inline bool run(Dims1& dims1, Dims2& dims2) {
+    return false;
+  }
+};
+template <typename Dims1, typename Dims2, size_t n>
+struct sizes_match_below_dim<Dims1, Dims2, n, n> {
+  static inline bool run(Dims1& dims1, Dims2& dims2) {
+    return (array_get<n-1>(dims1) == array_get<n-1>(dims2)) &
+        sizes_match_below_dim<Dims1, Dims2, n-1, n-1>::run(dims1, dims2);
+  }
+};
+template <typename Dims1, typename Dims2>
+struct sizes_match_below_dim<Dims1, Dims2, 0, 0> {
+  static inline bool run(Dims1& dims1, Dims2& dims2) {
+    return true;
+  }
+};
+
+} // end namespace internal
+
+
+template <typename Dims1, typename Dims2>
+bool dimensions_match(Dims1& dims1, Dims2& dims2) {
+  return internal::sizes_match_below_dim<Dims1, Dims2, internal::array_size<Dims1>::value, internal::array_size<Dims2>::value>::run(dims1, dims2);
+}
+
+template <typename IndexType, typename Dims2>
+bool dimensions_match(const VSizes<IndexType>& dims1, Dims2& dims2) {
+  if (dims1.size() != internal::array_size<Dims2>::value) {
+    return false;
+  }
+  for (int i = 0; i < internal::array_size<Dims2>::value; ++i) {
+    if (dims1[i] != dims2[i]) {
+      return false;
+    }
+  }
+  return true;
+}
+
+template <typename Dims1, typename IndexType>
+bool dimensions_match(Dims1& dims1, const VSizes<IndexType>& dims2) {
+  if (internal::array_size<Dims1>::value != dims2.size()) {
+    return false;
+  }
+  for (int i = 0; i < internal::array_size<Dims1>::value; ++i) {
+    if (dims1[i] != dims2[i]) {
+      return false;
+    }
+  }
+  return true;
+}
+
+template <typename IndexType>
+bool dimensions_match(const VSizes<IndexType>& dims1, const VSizes<IndexType>& dims2) {
+  return dims1 == dims2;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_DIMENSIONS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h
new file mode 100644
index 0000000000..4ad431abae
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h
@@ -0,0 +1,151 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_EVAL_TO_H
+#define EIGEN_CXX11_TENSOR_TENSOR_EVAL_TO_H
+
+namespace Eigen {
+
+/** \class TensorForcedEval
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor reshaping class.
+  *
+  *
+  */
+namespace internal {
+template<typename XprType>
+struct traits<TensorEvalToOp<XprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename XprType>
+struct eval<TensorEvalToOp<XprType>, Eigen::Dense>
+{
+  typedef const TensorEvalToOp<XprType>& type;
+};
+
+template<typename XprType>
+struct nested<TensorEvalToOp<XprType>, 1, typename eval<TensorEvalToOp<XprType> >::type>
+{
+  typedef TensorEvalToOp<XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+
+template<typename XprType>
+class TensorEvalToOp : public TensorBase<TensorEvalToOp<XprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorEvalToOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename Eigen::internal::nested<TensorEvalToOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorEvalToOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorEvalToOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvalToOp(CoeffReturnType* buffer, const XprType& expr)
+      : m_xpr(expr), m_buffer(buffer) {}
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC CoeffReturnType* buffer() const { return m_buffer; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    CoeffReturnType* m_buffer;
+};
+
+
+
+template<typename ArgType, typename Device>
+struct TensorEvaluator<const TensorEvalToOp<ArgType>, Device>
+{
+  typedef TensorEvalToOp<ArgType> XprType;
+  typedef typename ArgType::Scalar Scalar;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<ArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_device(device), m_buffer(op.buffer())
+  { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE ~TensorEvaluator() {
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const { return m_impl.dimensions(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* scalar) {
+    assert(scalar == NULL);
+    return m_impl.evalSubExprsIfNeeded(m_buffer);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalScalar(Index i) {
+    m_buffer[i] = m_impl.coeff(i);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalPacket(Index i) {
+    internal::pstoret<CoeffReturnType, PacketReturnType, Aligned>(m_buffer + i, m_impl.template packet<TensorEvaluator<ArgType, Device>::IsAligned ? Aligned : Unaligned>(i));
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_buffer[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_buffer + index);
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return m_buffer; }
+
+ private:
+  TensorEvaluator<ArgType, Device> m_impl;
+  const Device& m_device;
+  CoeffReturnType* m_buffer;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_EVAL_TO_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorEvaluator.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorEvaluator.h
new file mode 100644
index 0000000000..f2ef2d85c1
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorEvaluator.h
@@ -0,0 +1,505 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_EVALUATOR_H
+#define EIGEN_CXX11_TENSOR_TENSOR_EVALUATOR_H
+
+namespace Eigen {
+
+/** \class TensorEvaluator
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief The tensor evaluator classes.
+  *
+  * These classes are responsible for the evaluation of the tensor expression.
+  *
+  * TODO: add support for more types of expressions, in particular expressions
+  * leading to lvalues (slicing, reshaping, etc...)
+  */
+
+// Generic evaluator
+template<typename Derived, typename Device>
+struct TensorEvaluator
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Scalar CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename Derived::Dimensions Dimensions;
+
+  // NumDimensions is -1 for variable dim tensors
+  static const int NumCoords = internal::traits<Derived>::NumDimensions;
+  static const int SafeNumCoords = NumCoords >= 0 ? NumCoords : 0;
+
+  enum {
+    IsAligned = Derived::IsAligned,
+    PacketAccess = Derived::PacketAccess,
+    BlockAccess = internal::is_arithmetic<
+                      typename internal::remove_const<Scalar>::type>::value &&
+                  NumCoords >= 0,
+    Layout = Derived::Layout,
+    CoordAccess = NumCoords >= 0,
+  };
+
+  typedef typename internal::TensorBlock<
+      Index, typename internal::remove_const<Scalar>::type, SafeNumCoords, Layout>
+      TensorBlock;
+  typedef typename internal::TensorBlockReader<
+      Index, typename internal::remove_const<Scalar>::type, SafeNumCoords, Layout,
+      PacketAccess> TensorBlockReader;
+  typedef typename internal::TensorBlockWriter<
+      Index, typename internal::remove_const<Scalar>::type, SafeNumCoords, Layout,
+      PacketAccess> TensorBlockWriter;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  TensorEvaluator(const Derived& m, const Device& device)
+      : m_data(const_cast<Scalar*>(m.data())),
+        m_dims(m.dimensions()),
+        m_device(device) {}
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dims; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* dest) {
+    if (dest) {
+      m_device.memcpy((void*)dest, m_data, sizeof(Scalar) * m_dims.TotalSize());
+      return false;
+    }
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    eigen_assert(m_data);
+    return m_data[index];
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) {
+    eigen_assert(m_data);
+    return m_data[index];
+  }
+
+  template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  PacketReturnType packet(Index index) const
+  {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_data + index);
+  }
+
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    return internal::pstoret<Scalar, PacketReturnType, StoreMode>(m_data + index, x);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, SafeNumCoords>& coords) const {
+    eigen_assert(m_data);
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      return m_data[m_dims.IndexOfColMajor(coords)];
+    } else {
+      return m_data[m_dims.IndexOfRowMajor(coords)];
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(const array<Index, SafeNumCoords>& coords) {
+    eigen_assert(m_data);
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      return m_data[m_dims.IndexOfColMajor(coords)];
+    } else {
+      return m_data[m_dims.IndexOfRowMajor(coords)];
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(TensorBlock* block) const {
+    assert(m_data != NULL);
+    TensorBlockReader::Run(block, m_data);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writeBlock(
+      const TensorBlock& block) {
+    assert(m_data != NULL);
+    TensorBlockWriter::Run(block, m_data);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_data; }
+
+ protected:
+  Scalar* m_data;
+  Dimensions m_dims;
+  const Device& m_device;
+};
+
+
+namespace {
+template <typename T> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+T loadConstant(const T* address) {
+  return *address;
+
+}
+// Use the texture cache on CUDA devices whenever possible
+#if defined(__CUDA_ARCH__) && __CUDA_ARCH__ >= 350
+template <> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+float loadConstant(const float* address) {
+  return __ldg(address);
+}
+template <> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+double loadConstant(const double* address) {
+  return __ldg(address);
+
+
+}
+#endif
+}
+
+
+// Default evaluator for rvalues
+template<typename Derived, typename Device>
+struct TensorEvaluator<const Derived, Device>
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Scalar CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename Derived::Dimensions Dimensions;
+
+  // NumDimensions is -1 for variable dim tensors
+  static const int NumCoords = internal::traits<Derived>::NumDimensions;
+  static const int SafeNumCoords = NumCoords >= 0 ? NumCoords : 0;
+
+  enum {
+    IsAligned = Derived::IsAligned,
+    PacketAccess = Derived::PacketAccess,
+    BlockAccess = internal::is_arithmetic<
+                      typename internal::remove_const<Scalar>::type>::value &&
+                  NumCoords >= 0,
+    Layout = Derived::Layout,
+    CoordAccess = NumCoords >= 0,
+  };
+
+  // TODO(andydavis) Add block/writeBlock accessors to Tensor and TensorMap so
+  // we can default BlockAccess to true above.
+  typedef typename internal::TensorBlock<
+      Index, typename internal::remove_const<Scalar>::type, SafeNumCoords, Layout>
+      TensorBlock;
+  typedef typename internal::TensorBlockReader<
+      Index, typename internal::remove_const<Scalar>::type, SafeNumCoords, Layout,
+      PacketAccess> TensorBlockReader;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const Derived& m, const Device& device)
+      : m_data(m.data()), m_dims(m.dimensions()), m_device(device)
+  { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dims; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    if (internal::is_arithmetic<typename internal::remove_const<Scalar>::type>::value && data) {
+      m_device.memcpy((void*)data, m_data, m_dims.TotalSize() * sizeof(Scalar));
+      return false;
+    }
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    eigen_assert(m_data);
+    return loadConstant(m_data+index);
+  }
+
+  template<int LoadMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  PacketReturnType packet(Index index) const
+  {
+    return internal::ploadt_ro<PacketReturnType, LoadMode>(m_data + index);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, SafeNumCoords>& coords) const {
+    eigen_assert(m_data);
+    const Index index = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? m_dims.IndexOfColMajor(coords)
+                        : m_dims.IndexOfRowMajor(coords);
+    return loadConstant(m_data+index);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(TensorBlock* block) const {
+    assert(m_data != NULL);
+    TensorBlockReader::Run(block, m_data);
+  }
+
+  EIGEN_DEVICE_FUNC const Scalar* data() const { return m_data; }
+
+ protected:
+  const Scalar* m_data;
+  Dimensions m_dims;
+  const Device& m_device;
+};
+
+
+
+
+// -------------------- CwiseNullaryOp --------------------
+
+template<typename NullaryOp, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorCwiseNullaryOp<NullaryOp, ArgType>, Device>
+{
+  typedef TensorCwiseNullaryOp<NullaryOp, ArgType> XprType;
+
+  enum {
+    IsAligned = true,
+    PacketAccess = internal::functor_traits<NullaryOp>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC
+  TensorEvaluator(const XprType& op, const Device& device)
+      : m_functor(op.functor()), m_argImpl(op.nestedExpression(), device)
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::traits<XprType>::Scalar CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const { return m_argImpl.dimensions(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType*) { return true; }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType coeff(Index index) const
+  {
+    return m_functor(index);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return m_functor.packetOp(index);
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return NULL; }
+
+ private:
+  const NullaryOp m_functor;
+  TensorEvaluator<ArgType, Device> m_argImpl;
+};
+
+
+
+// -------------------- CwiseUnaryOp --------------------
+
+template<typename UnaryOp, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorCwiseUnaryOp<UnaryOp, ArgType>, Device>
+{
+  typedef TensorCwiseUnaryOp<UnaryOp, ArgType> XprType;
+
+  enum {
+    IsAligned = TensorEvaluator<ArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess &
+                   internal::functor_traits<UnaryOp>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device)
+    : m_functor(op.functor()),
+      m_argImpl(op.nestedExpression(), device)
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::traits<XprType>::Scalar CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const { return m_argImpl.dimensions(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    m_argImpl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_argImpl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType coeff(Index index) const
+  {
+    return m_functor(m_argImpl.coeff(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return m_functor.packetOp(m_argImpl.template packet<LoadMode>(index));
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return NULL; }
+
+ private:
+  const UnaryOp m_functor;
+  TensorEvaluator<ArgType, Device> m_argImpl;
+};
+
+
+// -------------------- CwiseBinaryOp --------------------
+
+template<typename BinaryOp, typename LeftArgType, typename RightArgType, typename Device>
+struct TensorEvaluator<const TensorCwiseBinaryOp<BinaryOp, LeftArgType, RightArgType>, Device>
+{
+  typedef TensorCwiseBinaryOp<BinaryOp, LeftArgType, RightArgType> XprType;
+
+  enum {
+    IsAligned = TensorEvaluator<LeftArgType, Device>::IsAligned &
+                TensorEvaluator<RightArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<LeftArgType, Device>::PacketAccess &
+                   TensorEvaluator<RightArgType, Device>::PacketAccess &
+                   internal::functor_traits<BinaryOp>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<LeftArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device)
+    : m_functor(op.functor()),
+      m_leftImpl(op.lhsExpression(), device),
+      m_rightImpl(op.rhsExpression(), device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<LeftArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<RightArgType, Device>::Layout) || internal::traits<XprType>::NumDimensions <= 1), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    eigen_assert(dimensions_match(m_leftImpl.dimensions(), m_rightImpl.dimensions()));
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::traits<XprType>::Scalar CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename TensorEvaluator<LeftArgType, Device>::Dimensions Dimensions;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const
+  {
+    // TODO: use right impl instead if right impl dimensions are known at compile time.
+    return m_leftImpl.dimensions();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType*) {
+    m_leftImpl.evalSubExprsIfNeeded(NULL);
+    m_rightImpl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_leftImpl.cleanup();
+    m_rightImpl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType coeff(Index index) const
+  {
+    return m_functor(m_leftImpl.coeff(index), m_rightImpl.coeff(index));
+  }
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return m_functor.packetOp(m_leftImpl.template packet<LoadMode>(index), m_rightImpl.template packet<LoadMode>(index));
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return NULL; }
+
+ private:
+  const BinaryOp m_functor;
+  TensorEvaluator<LeftArgType, Device> m_leftImpl;
+  TensorEvaluator<RightArgType, Device> m_rightImpl;
+};
+
+
+// -------------------- SelectOp --------------------
+
+template<typename IfArgType, typename ThenArgType, typename ElseArgType, typename Device>
+struct TensorEvaluator<const TensorSelectOp<IfArgType, ThenArgType, ElseArgType>, Device>
+{
+  typedef TensorSelectOp<IfArgType, ThenArgType, ElseArgType> XprType;
+  typedef typename XprType::Scalar Scalar;
+
+  enum {
+    IsAligned = TensorEvaluator<ThenArgType, Device>::IsAligned &
+                TensorEvaluator<ElseArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ThenArgType, Device>::PacketAccess &
+                   TensorEvaluator<ElseArgType, Device>::PacketAccess &
+                   internal::packet_traits<Scalar>::HasBlend,
+    BlockAccess = false,
+    Layout = TensorEvaluator<IfArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device)
+    : m_condImpl(op.ifExpression(), device),
+      m_thenImpl(op.thenExpression(), device),
+      m_elseImpl(op.elseExpression(), device)
+  {
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<IfArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<ThenArgType, Device>::Layout)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    EIGEN_STATIC_ASSERT((static_cast<int>(TensorEvaluator<IfArgType, Device>::Layout) == static_cast<int>(TensorEvaluator<ElseArgType, Device>::Layout)), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    eigen_assert(dimensions_match(m_condImpl.dimensions(), m_thenImpl.dimensions()));
+    eigen_assert(dimensions_match(m_thenImpl.dimensions(), m_elseImpl.dimensions()));
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename internal::traits<XprType>::Scalar CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+  typedef typename TensorEvaluator<IfArgType, Device>::Dimensions Dimensions;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const
+  {
+    // TODO: use then or else impl instead if they happen to be known at compile time.
+    return m_condImpl.dimensions();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType*) {
+    m_condImpl.evalSubExprsIfNeeded(NULL);
+    m_thenImpl.evalSubExprsIfNeeded(NULL);
+    m_elseImpl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_condImpl.cleanup();
+    m_thenImpl.cleanup();
+    m_elseImpl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType coeff(Index index) const
+  {
+    return m_condImpl.coeff(index) ? m_thenImpl.coeff(index) : m_elseImpl.coeff(index);
+  }
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC PacketReturnType packet(Index index) const
+  {
+    const int PacketSize = internal::unpacket_traits<PacketReturnType>::size;
+    internal::Selector<PacketSize> select;
+    for (Index i = 0; i < PacketSize; ++i) {
+      select.select[i] = m_condImpl.coeff(index+i);
+    }
+    return internal::pblend(select,
+                            m_thenImpl.template packet<LoadMode>(index),
+                            m_elseImpl.template packet<LoadMode>(index));
+  }
+
+  EIGEN_DEVICE_FUNC CoeffReturnType* data() const { return NULL; }
+
+ private:
+  TensorEvaluator<IfArgType, Device> m_condImpl;
+  TensorEvaluator<ThenArgType, Device> m_thenImpl;
+  TensorEvaluator<ElseArgType, Device> m_elseImpl;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_EVALUATOR_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorExecutor.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorExecutor.h
new file mode 100644
index 0000000000..863c28ab43
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorExecutor.h
@@ -0,0 +1,461 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_EXECUTOR_H
+#define EIGEN_CXX11_TENSOR_TENSOR_EXECUTOR_H
+
+namespace Eigen {
+
+/** \class TensorExecutor
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief The tensor executor class.
+  *
+  * This class is responsible for launch the evaluation of the expression on
+  * the specified computing device.
+  */
+namespace internal {
+
+// Default strategy: the expression is evaluated with a single cpu thread.
+template <typename Expression, typename Device,
+          bool Vectorizable, bool Tileable>
+class TensorExecutor {
+ public:
+  typedef typename Expression::Index Index;
+  EIGEN_DEVICE_FUNC static inline void run(const Expression& expr, const Device& device = Device())
+  {
+    TensorEvaluator<Expression, Device> evaluator(expr, device);
+    const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+    if (needs_assign)
+    {
+      const Index size = array_prod(evaluator.dimensions());
+      for (Index i = 0; i < size; ++i) {
+        evaluator.evalScalar(i);
+      }
+    }
+    evaluator.cleanup();
+  }
+};
+
+template <typename Expression>
+class TensorExecutor<Expression, DefaultDevice, true, false> {
+ public:
+  typedef typename Expression::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(const Expression& expr, const DefaultDevice& device = DefaultDevice())
+  {
+    TensorEvaluator<Expression, DefaultDevice> evaluator(expr, device);
+    const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+    if (needs_assign)
+    {
+      const Index size = array_prod(evaluator.dimensions());
+      const int PacketSize = unpacket_traits<typename TensorEvaluator<Expression, DefaultDevice>::PacketReturnType>::size;
+
+      // Manually unroll this loop since compilers don't do it.
+      const Index UnrolledSize = (size / (4 * PacketSize)) * 4 * PacketSize;
+      for (Index i = 0; i < UnrolledSize; i += 4*PacketSize) {
+        evaluator.evalPacket(i);
+        evaluator.evalPacket(i+PacketSize);
+        evaluator.evalPacket(i+2*PacketSize);
+        evaluator.evalPacket(i+3*PacketSize);
+      }
+      const Index VectorizedSize = (size / PacketSize) * PacketSize;
+      for (Index i = UnrolledSize; i < VectorizedSize; i += PacketSize) {
+        evaluator.evalPacket(i);
+      }
+      for (Index i = VectorizedSize; i < size; ++i) {
+        evaluator.evalScalar(i);
+      }
+    }
+    evaluator.cleanup();
+  }
+};
+
+template <typename Expression, bool Vectorizable>
+class TensorExecutor<Expression, DefaultDevice, Vectorizable, true> {
+ public:
+  typedef typename Expression::Index Index;
+  EIGEN_DEVICE_FUNC
+  static inline void run(const Expression& expr,
+                         const DefaultDevice& device = DefaultDevice()) {
+    typedef TensorEvaluator<Expression, DefaultDevice> Evaluator;
+    typedef typename traits<Expression>::Scalar Scalar;
+    typedef typename traits<Expression>::Index Index;
+    const std::size_t NumDims = traits<Expression>::NumDimensions;
+
+    typedef TensorBlockMapper<Index,
+                              typename internal::remove_const<Scalar>::type,
+                              NumDims, Evaluator::Layout> TensorBlockMapper;
+    typedef TensorBlock<Index, typename internal::remove_const<Scalar>::type,
+                        NumDims, Evaluator::Layout> TensorBlock;
+
+    Evaluator evaluator(expr, device);
+    std::size_t total_size = array_prod(evaluator.dimensions());
+    std::size_t cache_size = device.firstLevelCacheSize() / sizeof(Scalar);
+    if (total_size < cache_size) {
+      // TODO(andydavis) Reduce block management overhead for small tensors.
+      internal::TensorExecutor<Expression, DefaultDevice, Vectorizable,
+                               false>::run(expr, device);
+      return;
+    }
+
+    const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+    if (needs_assign) {
+      // Size tensor blocks to fit in cache (or requested target block size).
+      size_t block_total_size = numext::mini(cache_size, total_size);
+      TensorBlockShapeType block_shape = kUniformAllDims;
+      // Query expression tree for desired block size/shape.
+      std::vector<internal::TensorOpResourceRequirements> resources;
+      evaluator.getResourceRequirements(&resources);
+      if (!resources.empty()) {
+        // TODO(andydavis) Implement different policies (i.e. revert to a
+        // default policy if block shapes/sizes conflict).
+        block_shape = resources[0].block_shape;
+        block_total_size = resources[0].block_total_size;
+      }
+
+      TensorBlockMapper block_mapper(evaluator.dimensions(),
+                                     block_shape,
+                                     block_total_size);
+
+      Scalar* data = static_cast<Scalar*>(device.allocate(
+          block_total_size * sizeof(Scalar)));
+
+      const Index total_block_count = block_mapper.total_block_count();
+      for (Index i = 0; i < total_block_count; ++i) {
+        TensorBlock block = block_mapper.GetBlockForIndex(i, data);
+        evaluator.evalBlock(&block);
+      }
+      device.deallocate(data);
+    }
+    evaluator.cleanup();
+  }
+};
+
+// Multicore strategy: the index space is partitioned and each partition is executed on a single core
+#ifdef EIGEN_USE_THREADS
+template <typename Evaluator, typename Index, bool Vectorizable>
+struct EvalRange {
+  static void run(Evaluator evaluator, const Index first, const Index last) {
+    eigen_assert(last > first);
+    for (Index i = first; i < last; ++i) {
+      evaluator.evalScalar(i);
+    }
+  }
+};
+
+template <typename Evaluator, typename Index>
+struct EvalRange<Evaluator, Index, true> {
+  static void run(Evaluator evaluator, const Index first, const Index last) {
+    eigen_assert(last > first);
+
+    Index i = first;
+    static const int PacketSize = unpacket_traits<typename Evaluator::PacketReturnType>::size;
+    if (last - first >= PacketSize) {
+      eigen_assert(first % PacketSize == 0);
+      Index lastPacket = last - (last % PacketSize);
+      for (; i < lastPacket; i += PacketSize) {
+        evaluator.evalPacket(i);
+      }
+    }
+
+    for (; i < last; ++i) {
+      evaluator.evalScalar(i);
+    }
+  }
+};
+
+template <typename Expression, bool Vectorizable, bool Tileable>
+class TensorExecutor<Expression, ThreadPoolDevice, Vectorizable, Tileable> {
+ public:
+  typedef typename Expression::Index Index;
+  static inline void run(const Expression& expr, const ThreadPoolDevice& device)
+  {
+    if (device.numThreads() <= 1) {
+      DefaultDevice dd;
+      TensorExecutor<Expression, DefaultDevice, Vectorizable, Tileable>::run(expr, dd);
+      return;
+    }
+
+    typedef TensorEvaluator<Expression, ThreadPoolDevice> Evaluator;
+    Evaluator evaluator(expr, device);
+    const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+    if (needs_assign)
+    {
+      const Index size = array_prod(evaluator.dimensions());
+
+      static const Index PacketSize = Vectorizable ? unpacket_traits<typename Evaluator::PacketReturnType>::size : 1;
+      Index blocksz = std::ceil<Index>(static_cast<float>(size)/device.numThreads()) + PacketSize - 1;
+      const Index blocksize = numext::maxi<Index>(PacketSize, (blocksz - (blocksz % PacketSize)));
+      const Index numblocks = size / blocksize;
+
+      Index i = 0;
+      FixedSizeVector<Notification*> results(numblocks);
+      for (int i = 0; i < numblocks; ++i) {
+        results.push_back(device.enqueue(&EvalRange<Evaluator, Index, Vectorizable>::run, evaluator, i*blocksize, (i+1)*blocksize));
+      }
+
+      if (numblocks * blocksize < size) {
+        EvalRange<Evaluator, Index, Vectorizable>::run(evaluator, numblocks * blocksize, size);
+      }
+
+      for (int i = 0; i < numblocks; ++i) {
+        wait_until_ready(results[i]);
+        delete results[i];
+      }
+    }
+    evaluator.cleanup();
+  }
+};
+
+template <typename Index, typename Scalar>
+struct BlockRange {
+  BlockRange(Index s, Index l, Scalar* d)
+      : index_start(s), index_limit(l), data(d) {}
+  const Index index_start;
+  const Index index_limit;
+  Scalar* data;
+};
+
+template <typename Evaluator, typename Index, typename Scalar,
+          std::size_t NumDims>
+struct EvalBlockRange {
+  typedef TensorBlockMapper<Index, Scalar, NumDims, Evaluator::Layout>
+      BlockMapper;
+
+  static void run(Evaluator evaluator, const BlockMapper& block_mapper,
+                  BlockRange<Index, Scalar> block_range) {
+    typedef TensorBlock<Index, Scalar, NumDims, Evaluator::Layout>
+        TensorBlock;
+    eigen_assert(block_range.index_limit > block_range.index_start);
+
+    for (Index i = block_range.index_start; i < block_range.index_limit; ++i) {
+      TensorBlock block = block_mapper.GetBlockForIndex(i, block_range.data);
+      evaluator.evalBlock(&block);
+    }
+  }
+};
+
+template <typename Expression, bool Vectorizable>
+class TensorExecutor<Expression, ThreadPoolDevice, Vectorizable, true> {
+ public:
+  typedef typename Expression::Index Index;
+  static inline void run(const Expression& expr,
+                         const ThreadPoolDevice& device) {
+    typedef TensorEvaluator<Expression, ThreadPoolDevice> Evaluator;
+    typedef typename internal::remove_const<
+        typename traits<Expression>::Scalar>::type Scalar;
+    typedef typename traits<Expression>::Index Index;
+    static const std::size_t NumDims = traits<Expression>::NumDimensions;
+    typedef TensorBlockMapper<Index, Scalar, NumDims, Evaluator::Layout>
+        TensorBlockMapper;
+    typedef TensorBlock<Index, Scalar, NumDims, Evaluator::Layout>
+        TensorBlock;
+    typedef BlockRange<Index, Scalar> BlockRange;
+
+    Evaluator evaluator(expr, device);
+    std::size_t total_size = array_prod(evaluator.dimensions());
+    std::size_t cache_size = device.firstLevelCacheSize() / sizeof(Scalar);
+    if (total_size < cache_size || device.numThreads() <= 1) {
+      // TODO(andydavis) Reduce block management overhead for small tensors.
+      DefaultDevice dd;
+      internal::TensorExecutor<Expression, DefaultDevice, Vectorizable, false>::run(expr, dd);
+      return;
+    }
+    const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+    if (needs_assign) {
+      TensorBlockShapeType block_shape = kUniformAllDims;
+      size_t block_total_size = 0;
+      // Query expression tree for desired block size/shape.
+      std::vector<internal::TensorOpResourceRequirements> resources;
+      evaluator.getResourceRequirements(&resources);
+      if (!resources.empty()) {
+        // TODO(andydavis) Implement different shape/size policies.
+        block_shape = resources[0].block_shape;
+        block_total_size = resources[0].block_total_size;
+      }
+
+      // Divide the tensor coefficients across the number of threads, subject
+      // to min/max block size constraints.
+      const size_t min_block_size =
+          device.firstLevelCacheSize() / sizeof(Scalar);
+      const size_t max_block_size = block_total_size > 0 ? block_total_size :
+          device.lastLevelCacheSize() / sizeof(Scalar);
+      const size_t target_block_size = numext::maxi(
+          min_block_size,
+          numext::mini(static_cast<size_t>(array_prod(evaluator.dimensions())) / device.numThreads(),
+                       max_block_size));
+
+      TensorBlockMapper block_mapper(evaluator.dimensions(),
+                                     block_shape,
+                                     target_block_size);
+
+      const Index block_partition_size =
+          (block_mapper.total_block_count() + device.numThreads() - 1) /
+          device.numThreads();
+      const Index block_partition_count =
+          (block_mapper.total_block_count() + block_partition_size - 1) /
+          block_partition_size;
+
+      if (block_partition_count == 1) {
+        // Avoid thread hop if no parallelism is possible.
+        Scalar* data = static_cast<Scalar*>(
+            device.allocate(target_block_size * sizeof(Scalar)));
+        EvalBlockRange<Evaluator, Index, Scalar, NumDims>::run(
+            evaluator, block_mapper,
+            BlockRange(0, block_mapper.total_block_count(), data));
+        device.deallocate(data);
+      } else {
+        // Multi-threaded case.
+        struct ThreadState {
+          Notification* done;
+          Scalar* data;
+        };
+        FixedSizeVector<ThreadState> thread_state(block_partition_count,
+                                                  ThreadState());
+
+        // Dispatch threads.
+        for (int i = 0; i < block_partition_count; ++i) {
+          thread_state[i].data = static_cast<Scalar*>(
+              device.allocate(target_block_size * sizeof(Scalar)));
+          thread_state[i].done = device.enqueue(
+              &EvalBlockRange<Evaluator, Index, Scalar, NumDims>::run,
+              evaluator, block_mapper,
+              BlockRange(i * block_partition_size,
+                         numext::mini((i + 1) * block_partition_size,
+                                    block_mapper.total_block_count()),
+                         thread_state[i].data));
+        }
+
+        // Join threads.
+        for (int i = 0; i < block_partition_count; ++i) {
+          wait_until_ready(thread_state[i].done);
+          delete thread_state[i].done;
+          device.deallocate(thread_state[i].data);
+        }
+      }
+    }
+    evaluator.cleanup();
+  }
+};
+
+#endif
+
+
+// GPU: the evaluation of the expression is offloaded to a GPU.
+#if defined(EIGEN_USE_GPU)
+
+template <typename Expression, bool Tileable>
+class TensorExecutor<Expression, GpuDevice, false, Tileable> {
+ public:
+  typedef typename Expression::Index Index;
+  static void run(const Expression& expr, const GpuDevice& device);
+};
+
+template <typename Expression, bool Tileable>
+class TensorExecutor<Expression, GpuDevice, true, Tileable> {
+ public:
+  typedef typename Expression::Index Index;
+  static void run(const Expression& expr, const GpuDevice& device);
+};
+
+#if defined(__CUDACC__)
+template <typename Evaluator, typename Index>
+__global__ void
+__launch_bounds__(1024)
+ EigenMetaKernel_NonVectorizable(Evaluator memcopied_eval, Index size) {
+
+  const Index first_index = blockIdx.x * blockDim.x + threadIdx.x;
+  const Index step_size = blockDim.x * gridDim.x;
+
+  // Cuda memcopies the kernel arguments. That's fine for POD, but for more
+  // complex types such as evaluators we should really conform to the C++
+  // standard and call a proper copy constructor.
+  Evaluator eval(memcopied_eval);
+
+  // Use the scalar path
+  for (Index i = first_index; i < size; i += step_size) {
+    eval.evalScalar(i);
+  }
+}
+
+template <typename Evaluator, typename Index>
+__global__ void
+__launch_bounds__(1024)
+ EigenMetaKernel_Vectorizable(Evaluator memcopied_eval, Index size) {
+
+  const Index first_index = blockIdx.x * blockDim.x + threadIdx.x;
+  const Index step_size = blockDim.x * gridDim.x;
+
+  // Cuda memcopies the kernel arguments. That's fine for POD, but for more
+  // complex types such as evaluators we should really conform to the C++
+  // standard and call a proper copy constructor.
+  Evaluator eval(memcopied_eval);
+
+  // Use the vector path
+  const Index PacketSize = unpacket_traits<typename Evaluator::PacketReturnType>::size;
+  const Index vectorized_step_size = step_size * PacketSize;
+  const Index vectorized_size = (size / PacketSize) * PacketSize;
+  for (Index i = first_index * PacketSize; i < vectorized_size;
+       i += vectorized_step_size) {
+    eval.evalPacket(i);
+  }
+  for (Index i = vectorized_size + first_index; i < size; i += step_size) {
+    eval.evalScalar(i);
+  }
+}
+
+/*static*/
+template <typename Expression, bool Tileable>
+inline void TensorExecutor<Expression, GpuDevice, false, Tileable>::run(
+    const Expression& expr, const GpuDevice& device) {
+  TensorEvaluator<Expression, GpuDevice> evaluator(expr, device);
+  const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+  if (needs_assign) {
+    const int num_blocks = device.getNumCudaMultiProcessors() *
+                           device.maxCudaThreadsPerMultiProcessor() /
+                           device.maxCudaThreadsPerBlock();
+    const int block_size = device.maxCudaThreadsPerBlock();
+    const Index size = array_prod(evaluator.dimensions());
+    LAUNCH_CUDA_KERNEL(
+        (EigenMetaKernel_NonVectorizable<TensorEvaluator<Expression, GpuDevice>,
+                                         Index>),
+        num_blocks, block_size, 0, device, evaluator, size);
+  }
+  evaluator.cleanup();
+}
+
+/*static*/
+template <typename Expression, bool Tileable>
+inline void TensorExecutor<Expression, GpuDevice, true, Tileable>::run(
+    const Expression& expr, const GpuDevice& device) {
+  TensorEvaluator<Expression, GpuDevice> evaluator(expr, device);
+  const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+  if (needs_assign) {
+    const int num_blocks = device.getNumCudaMultiProcessors() *
+                           device.maxCudaThreadsPerMultiProcessor() /
+                           device.maxCudaThreadsPerBlock();
+    const int block_size = device.maxCudaThreadsPerBlock();
+    const Index size = array_prod(evaluator.dimensions());
+    LAUNCH_CUDA_KERNEL(
+        (EigenMetaKernel_Vectorizable<TensorEvaluator<Expression, GpuDevice>,
+                                      Index>),
+        num_blocks, block_size, 0, device, evaluator, size);
+  }
+  evaluator.cleanup();
+}
+
+#endif  // __CUDACC__
+#endif  // EIGEN_USE_GPU
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_EXECUTOR_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorExpr.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorExpr.h
new file mode 100644
index 0000000000..49d849e233
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorExpr.h
@@ -0,0 +1,291 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_EXPR_H
+#define EIGEN_CXX11_TENSOR_TENSOR_EXPR_H
+
+namespace Eigen {
+
+/** \class TensorExpr
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor expression classes.
+  *
+  * The TensorCwiseNullaryOp class applies a nullary operators to an expression.
+  * This is typically used to generate constants.
+  *
+  * The TensorCwiseUnaryOp class represents an expression where a unary operator
+  * (e.g. cwiseSqrt) is applied to an expression.
+  *
+  * The TensorCwiseBinaryOp class represents an expression where a binary
+  * operator (e.g. addition) is applied to a lhs and a rhs expression.
+  *
+  */
+namespace internal {
+template<typename NullaryOp, typename XprType>
+struct traits<TensorCwiseNullaryOp<NullaryOp, XprType> >
+    : traits<XprType>
+{
+  typedef traits<XprType> XprTraits;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::Nested XprTypeNested;
+  typedef typename remove_reference<XprTypeNested>::type _XprTypeNested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+}  // end namespace internal
+
+
+
+template<typename NullaryOp, typename XprType>
+class TensorCwiseNullaryOp : public TensorBase<TensorCwiseNullaryOp<NullaryOp, XprType>, ReadOnlyAccessors>
+{
+  public:
+    typedef typename Eigen::internal::traits<TensorCwiseNullaryOp>::Scalar Scalar;
+    typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+    typedef typename XprType::CoeffReturnType CoeffReturnType;
+    typedef TensorCwiseNullaryOp<NullaryOp, XprType> Nested;
+    typedef typename Eigen::internal::traits<TensorCwiseNullaryOp>::StorageKind StorageKind;
+    typedef typename Eigen::internal::traits<TensorCwiseNullaryOp>::Index Index;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorCwiseNullaryOp(const XprType& xpr, const NullaryOp& func = NullaryOp())
+        : m_xpr(xpr), m_functor(func) {}
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    nestedExpression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    const NullaryOp& functor() const { return m_functor; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const NullaryOp m_functor;
+};
+
+
+
+namespace internal {
+template<typename UnaryOp, typename XprType>
+struct traits<TensorCwiseUnaryOp<UnaryOp, XprType> >
+    : traits<XprType>
+{
+  // TODO(phli): Add InputScalar, InputPacket.  Check references to
+  // current Scalar/Packet to see if the intent is Input or Output.
+  typedef typename result_of<UnaryOp(typename XprType::Scalar)>::type Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename XprType::Nested XprTypeNested;
+  typedef typename remove_reference<XprTypeNested>::type _XprTypeNested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename UnaryOp, typename XprType>
+struct eval<TensorCwiseUnaryOp<UnaryOp, XprType>, Eigen::Dense>
+{
+  typedef const TensorCwiseUnaryOp<UnaryOp, XprType>& type;
+};
+
+template<typename UnaryOp, typename XprType>
+struct nested<TensorCwiseUnaryOp<UnaryOp, XprType>, 1, typename eval<TensorCwiseUnaryOp<UnaryOp, XprType> >::type>
+{
+  typedef TensorCwiseUnaryOp<UnaryOp, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename UnaryOp, typename XprType>
+class TensorCwiseUnaryOp : public TensorBase<TensorCwiseUnaryOp<UnaryOp, XprType>, ReadOnlyAccessors>
+{
+  public:
+    // TODO(phli): Add InputScalar, InputPacket.  Check references to
+    // current Scalar/Packet to see if the intent is Input or Output.
+    typedef typename Eigen::internal::traits<TensorCwiseUnaryOp>::Scalar Scalar;
+    typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+    typedef Scalar CoeffReturnType;
+    typedef typename Eigen::internal::nested<TensorCwiseUnaryOp>::type Nested;
+    typedef typename Eigen::internal::traits<TensorCwiseUnaryOp>::StorageKind StorageKind;
+    typedef typename Eigen::internal::traits<TensorCwiseUnaryOp>::Index Index;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorCwiseUnaryOp(const XprType& xpr, const UnaryOp& func = UnaryOp())
+      : m_xpr(xpr), m_functor(func) {}
+
+    EIGEN_DEVICE_FUNC
+    const UnaryOp& functor() const { return m_functor; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    nestedExpression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const UnaryOp m_functor;
+};
+
+
+namespace internal {
+template<typename BinaryOp, typename LhsXprType, typename RhsXprType>
+struct traits<TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs
+  // are different.
+  // TODO(phli): Add Lhs/RhsScalar, Lhs/RhsPacket.  Check references to
+  // current Scalar/Packet to see if the intent is Inputs or Output.
+  typedef typename result_of<
+      BinaryOp(typename LhsXprType::Scalar,
+               typename RhsXprType::Scalar)>::type Scalar;
+  typedef traits<LhsXprType> XprTraits;
+  typedef typename promote_storage_type<
+      typename traits<LhsXprType>::StorageKind,
+      typename traits<RhsXprType>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<
+      typename traits<LhsXprType>::Index,
+      typename traits<RhsXprType>::Index>::type Index;
+  typedef typename LhsXprType::Nested LhsNested;
+  typedef typename RhsXprType::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename BinaryOp, typename LhsXprType, typename RhsXprType>
+struct eval<TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType>, Eigen::Dense>
+{
+  typedef const TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType>& type;
+};
+
+template<typename BinaryOp, typename LhsXprType, typename RhsXprType>
+struct nested<TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType>, 1, typename eval<TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType> >::type>
+{
+  typedef TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename BinaryOp, typename LhsXprType, typename RhsXprType>
+class TensorCwiseBinaryOp : public TensorBase<TensorCwiseBinaryOp<BinaryOp, LhsXprType, RhsXprType>, ReadOnlyAccessors>
+{
+  public:
+    // TODO(phli): Add Lhs/RhsScalar, Lhs/RhsPacket.  Check references to
+    // current Scalar/Packet to see if the intent is Inputs or Output.
+    typedef typename Eigen::internal::traits<TensorCwiseBinaryOp>::Scalar Scalar;
+    typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+    typedef Scalar CoeffReturnType;
+    typedef typename Eigen::internal::nested<TensorCwiseBinaryOp>::type Nested;
+    typedef typename Eigen::internal::traits<TensorCwiseBinaryOp>::StorageKind StorageKind;
+    typedef typename Eigen::internal::traits<TensorCwiseBinaryOp>::Index Index;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorCwiseBinaryOp(const LhsXprType& lhs, const RhsXprType& rhs, const BinaryOp& func = BinaryOp())
+        : m_lhs_xpr(lhs), m_rhs_xpr(rhs), m_functor(func) {}
+
+    EIGEN_DEVICE_FUNC
+    const BinaryOp& functor() const { return m_functor; }
+
+    /** \returns the nested expressions */
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename LhsXprType::Nested>::type&
+    lhsExpression() const { return m_lhs_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename RhsXprType::Nested>::type&
+    rhsExpression() const { return m_rhs_xpr; }
+
+  protected:
+    typename LhsXprType::Nested m_lhs_xpr;
+    typename RhsXprType::Nested m_rhs_xpr;
+    const BinaryOp m_functor;
+};
+
+
+namespace internal {
+template<typename IfXprType, typename ThenXprType, typename ElseXprType>
+struct traits<TensorSelectOp<IfXprType, ThenXprType, ElseXprType> >
+    : traits<ThenXprType>
+{
+  typedef typename traits<ThenXprType>::Scalar Scalar;
+  typedef traits<ThenXprType> XprTraits;
+  typedef typename promote_storage_type<typename traits<ThenXprType>::StorageKind,
+                                        typename traits<ElseXprType>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<ElseXprType>::Index,
+                                      typename traits<ThenXprType>::Index>::type Index;
+  typedef typename IfXprType::Nested IfNested;
+  typedef typename ThenXprType::Nested ThenNested;
+  typedef typename ElseXprType::Nested ElseNested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename IfXprType, typename ThenXprType, typename ElseXprType>
+struct eval<TensorSelectOp<IfXprType, ThenXprType, ElseXprType>, Eigen::Dense>
+{
+  typedef const TensorSelectOp<IfXprType, ThenXprType, ElseXprType>& type;
+};
+
+template<typename IfXprType, typename ThenXprType, typename ElseXprType>
+struct nested<TensorSelectOp<IfXprType, ThenXprType, ElseXprType>, 1, typename eval<TensorSelectOp<IfXprType, ThenXprType, ElseXprType> >::type>
+{
+  typedef TensorSelectOp<IfXprType, ThenXprType, ElseXprType> type;
+};
+
+}  // end namespace internal
+
+
+template<typename IfXprType, typename ThenXprType, typename ElseXprType>
+class TensorSelectOp : public TensorBase<TensorSelectOp<IfXprType, ThenXprType, ElseXprType> >
+{
+  public:
+    typedef typename Eigen::internal::traits<TensorSelectOp>::Scalar Scalar;
+    typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+    typedef typename internal::promote_storage_type<typename ThenXprType::CoeffReturnType,
+                                                    typename ElseXprType::CoeffReturnType>::ret CoeffReturnType;
+    typedef typename Eigen::internal::nested<TensorSelectOp>::type Nested;
+    typedef typename Eigen::internal::traits<TensorSelectOp>::StorageKind StorageKind;
+    typedef typename Eigen::internal::traits<TensorSelectOp>::Index Index;
+
+    EIGEN_DEVICE_FUNC
+    TensorSelectOp(const IfXprType& a_condition,
+                   const ThenXprType& a_then,
+                   const ElseXprType& a_else)
+      : m_condition(a_condition), m_then(a_then), m_else(a_else)
+    { }
+
+    EIGEN_DEVICE_FUNC
+    const IfXprType& ifExpression() const { return m_condition; }
+
+    EIGEN_DEVICE_FUNC
+    const ThenXprType& thenExpression() const { return m_then; }
+
+    EIGEN_DEVICE_FUNC
+    const ElseXprType& elseExpression() const { return m_else; }
+
+  protected:
+    typename IfXprType::Nested m_condition;
+    typename ThenXprType::Nested m_then;
+    typename ElseXprType::Nested m_else;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_EXPR_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFFT.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFFT.h
new file mode 100644
index 0000000000..ac73366762
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFFT.h
@@ -0,0 +1,846 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Jianwei Cui <thucjw@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_FFT_H
+#define EIGEN_CXX11_TENSOR_TENSOR_FFT_H
+namespace Eigen {
+
+/** \class TensorFFT
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor FFT class.
+  *
+  * TODO:
+  * Vectorize the Cooley Tukey and the Bluestein algorithm
+  * Add support for multithreaded evaluation
+  * Improve the performance on GPU
+  */
+
+template <bool NeedUprade> struct MakeComplex {
+  template <typename T>
+  #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) && !defined(__GCUDACC__)
+  EIGEN_DEVICE_FUNC
+  #endif
+  T operator() (const T& val) const { return val; }
+};
+
+template <> struct MakeComplex<true> {
+  template <typename T>
+  #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) && !defined(__GCUDACC__)
+  EIGEN_DEVICE_FUNC
+  #endif
+  std::complex<T> operator() (const T& val) const { return std::complex<T>(val, 0); }
+};
+
+template <> struct MakeComplex<false> {
+  template <typename T>
+  #if defined(EIGEN_USE_GPU) && defined(__CUDACC__) && !defined(__GCUDACC__)
+  EIGEN_DEVICE_FUNC
+  #endif
+  std::complex<T> operator() (const std::complex<T>& val) const { return val; }
+};
+
+template <int ResultType> struct PartOf {
+  template <typename T> T operator() (const T& val) const { return val; }
+};
+
+template <> struct PartOf<RealPart> {
+  template <typename T> T operator() (const std::complex<T>& val) const { return val.real(); }
+};
+
+template <> struct PartOf<ImagPart> {
+  template <typename T> T operator() (const std::complex<T>& val) const { return val.imag(); }
+};
+
+namespace internal {
+template <typename FFT, typename XprType, int FFTResultType, int FFTDir>
+struct traits<TensorFFTOp<FFT, XprType, FFTResultType, FFTDir> > : public traits<XprType> {
+  typedef traits<XprType> XprTraits;
+  typedef typename NumTraits<typename XprTraits::Scalar>::Real RealScalar;
+  typedef typename std::complex<RealScalar> ComplexScalar;
+  typedef typename XprTraits::Scalar InputScalar;
+  typedef typename conditional<FFTResultType == RealPart || FFTResultType == ImagPart, RealScalar, ComplexScalar>::type OutputScalar;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template <typename FFT, typename XprType, int FFTResultType, int FFTDirection>
+struct eval<TensorFFTOp<FFT, XprType, FFTResultType, FFTDirection>, Eigen::Dense> {
+  typedef const TensorFFTOp<FFT, XprType, FFTResultType, FFTDirection>& type;
+};
+
+template <typename FFT, typename XprType, int FFTResultType, int FFTDirection>
+struct nested<TensorFFTOp<FFT, XprType, FFTResultType, FFTDirection>, 1, typename eval<TensorFFTOp<FFT, XprType, FFTResultType, FFTDirection> >::type> {
+  typedef TensorFFTOp<FFT, XprType, FFTResultType, FFTDirection> type;
+};
+
+}  // end namespace internal
+
+template <typename FFT, typename XprType, int FFTResultType, int FFTDir>
+class TensorFFTOp : public TensorBase<TensorFFTOp<FFT, XprType, FFTResultType, FFTDir>, ReadOnlyAccessors> {
+ public:
+  typedef typename Eigen::internal::traits<TensorFFTOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename std::complex<RealScalar> ComplexScalar;
+  typedef typename internal::conditional<FFTResultType == RealPart || FFTResultType == ImagPart, RealScalar, ComplexScalar>::type OutputScalar;
+  typedef OutputScalar CoeffReturnType;
+  typedef typename Eigen::internal::nested<TensorFFTOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorFFTOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorFFTOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorFFTOp(const XprType& expr, const FFT& fft)
+      : m_xpr(expr), m_fft(fft) {}
+
+  EIGEN_DEVICE_FUNC
+  const FFT& fft() const { return m_fft; }
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename XprType::Nested>::type& expression() const {
+    return m_xpr;
+  }
+
+ protected:
+  typename XprType::Nested m_xpr;
+  const FFT m_fft;
+};
+
+// Eval as rvalue
+template <typename FFT, typename ArgType, typename Device, int FFTResultType, int FFTDir>
+struct TensorEvaluator<const TensorFFTOp<FFT, ArgType, FFTResultType, FFTDir>, Device> {
+  typedef TensorFFTOp<FFT, ArgType, FFTResultType, FFTDir> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename std::complex<RealScalar> ComplexScalar;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions InputDimensions;
+  typedef internal::traits<XprType> XprTraits;
+  typedef typename XprTraits::Scalar InputScalar;
+  typedef typename internal::conditional<FFTResultType == RealPart || FFTResultType == ImagPart, RealScalar, ComplexScalar>::type OutputScalar;
+  typedef OutputScalar CoeffReturnType;
+  typedef typename PacketType<OutputScalar, Device>::type PacketReturnType;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = true,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device) : m_data(NULL), m_impl(op.expression(), device), m_fft(op.fft()), m_device(device) {
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    for (int i = 0; i < NumDims; ++i) {
+      eigen_assert(input_dims[i] > 0);
+      m_dimensions[i] = input_dims[i];
+    }
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_strides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_strides[i] = m_strides[i - 1] * m_dimensions[i - 1];
+      }
+    } else {
+      m_strides[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_strides[i] = m_strides[i + 1] * m_dimensions[i + 1];
+      }
+    }
+    m_size = m_dimensions.TotalSize();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const {
+    return m_dimensions;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(OutputScalar* data) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    if (data) {
+      evalToBuf(data);
+      return false;
+    } else {
+      m_data = (CoeffReturnType*)m_device.allocate(sizeof(CoeffReturnType) * m_size);
+      evalToBuf(m_data);
+      return true;
+    }
+  }
+
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    if (m_data) {
+      m_device.deallocate(m_data);
+      m_data = NULL;
+    }
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE CoeffReturnType coeff(Index index) const {
+    return m_data[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE PacketReturnType packet(Index index) const {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_data + index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_data; }
+
+
+ private:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalToBuf(OutputScalar* data) {
+    const bool write_to_out = internal::is_same<OutputScalar, ComplexScalar>::value;
+    ComplexScalar* buf = write_to_out ? (ComplexScalar*)data : (ComplexScalar*)m_device.allocate(sizeof(ComplexScalar) * m_size);
+
+    for (int i = 0; i < m_size; ++i) {
+      buf[i] = MakeComplex<internal::is_same<InputScalar, RealScalar>::value>()(m_impl.coeff(i));
+    }
+
+    for (int i = 0; i < m_fft.size(); ++i) {
+      int dim = m_fft[i];
+      eigen_assert(dim >= 0 && dim < NumDims);
+      Index line_len = m_dimensions[dim];
+      eigen_assert(line_len >= 1);
+      ComplexScalar* line_buf = (ComplexScalar*)m_device.allocate(sizeof(ComplexScalar) * line_len);
+      const bool is_power_of_two = isPowerOfTwo(line_len);
+      const int good_composite = is_power_of_two ? 0 : findGoodComposite(line_len);
+      const int log_len = is_power_of_two ? getLog2(line_len) : getLog2(good_composite);
+
+      ComplexScalar* a = is_power_of_two ? NULL : (ComplexScalar*)m_device.allocate(sizeof(ComplexScalar) * good_composite);
+      ComplexScalar* b = is_power_of_two ? NULL : (ComplexScalar*)m_device.allocate(sizeof(ComplexScalar) * good_composite);
+      ComplexScalar* pos_j_base_powered = is_power_of_two ? NULL : (ComplexScalar*)m_device.allocate(sizeof(ComplexScalar) * (line_len + 1));
+      if (!is_power_of_two) {
+        ComplexScalar pos_j_base = ComplexScalar(std::cos(M_PI/line_len), std::sin(M_PI/line_len));
+        for (int i = 0; i < line_len + 1; ++i) {
+          pos_j_base_powered[i] = std::pow(pos_j_base, i * i);
+        }
+      }
+
+      for (Index partial_index = 0; partial_index < m_size / line_len; ++partial_index) {
+        Index base_offset = getBaseOffsetFromIndex(partial_index, dim);
+
+        // get data into line_buf
+        for (int j = 0; j < line_len; ++j) {
+          Index offset = getIndexFromOffset(base_offset, dim, j);
+          line_buf[j] = buf[offset];
+        }
+
+        // processs the line
+        if (is_power_of_two) {
+          processDataLineCooleyTukey(line_buf, line_len, log_len);
+        }
+        else {
+          processDataLineBluestein(line_buf, line_len, good_composite, log_len, a, b, pos_j_base_powered);
+        }
+
+        // write back
+        for (int j = 0; j < line_len; ++j) {
+          const ComplexScalar div_factor = (FFTDir == FFT_FORWARD) ? ComplexScalar(1, 0) : ComplexScalar(line_len, 0);
+          Index offset = getIndexFromOffset(base_offset, dim, j);
+          buf[offset] =  line_buf[j] / div_factor;
+        }
+      }
+      m_device.deallocate(line_buf);
+      if (!pos_j_base_powered) {
+        m_device.deallocate(a);
+        m_device.deallocate(b);
+        m_device.deallocate(pos_j_base_powered);
+      }
+    }
+
+    if(!write_to_out) {
+      for (int i = 0; i < m_size; ++i) {
+        data[i] = PartOf<FFTResultType>()(buf[i]);
+      }
+      m_device.deallocate(buf);
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE static bool isPowerOfTwo(int x) {
+    eigen_assert(x > 0);
+    return !(x & (x - 1));
+  }
+
+  //the composite number for padding, used in Bluestein's FFT algorithm
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE static int findGoodComposite(int n) {
+    int i = 2;
+    while (i < 2 * n - 1) i *= 2;
+    return i;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE static int getLog2(int m) {
+    int log2m = 0;
+    while (m >>= 1) log2m++;
+    return log2m;
+  }
+
+  // Call Cooley Tukey algorithm directly, data length must be power of 2
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void processDataLineCooleyTukey(ComplexScalar* line_buf, int line_len, int log_len) {
+    eigen_assert(isPowerOfTwo(line_len));
+    scramble_FFT(line_buf, line_len);
+    compute_1D_Butterfly<FFTDir>(line_buf, line_len, log_len);
+  }
+
+  // Call Bluestein's FFT algorithm, m is a good composite number greater than (2 * n - 1), used as the padding length
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void processDataLineBluestein(ComplexScalar* line_buf, int line_len, int good_composite, int log_len, ComplexScalar* a, ComplexScalar* b, const ComplexScalar* pos_j_base_powered) {
+    int n = line_len;
+    int m = good_composite;
+    ComplexScalar* data = line_buf;
+
+    for (int i = 0; i < n; ++i) {
+      if(FFTDir == FFT_FORWARD) {
+        a[i] = data[i] * std::conj(pos_j_base_powered[i]);
+      }
+      else {
+        a[i] = data[i] * pos_j_base_powered[i];
+      }
+    }
+    for (int i = n; i < m; ++i) {
+      a[i] = ComplexScalar(0, 0);
+    }
+
+    for (int i = 0; i < n; ++i) {
+      if(FFTDir == FFT_FORWARD) {
+        b[i] = pos_j_base_powered[i];
+      }
+      else {
+        b[i] = std::conj(pos_j_base_powered[i]);
+      }
+    }
+    for (int i = n; i < m - n; ++i) {
+      b[i] = ComplexScalar(0, 0);
+    }
+    for (int i = m - n; i < m; ++i) {
+      if(FFTDir == FFT_FORWARD) {
+        b[i] = pos_j_base_powered[m-i];
+      }
+      else {
+        b[i] = std::conj(pos_j_base_powered[m-i]);
+      }
+    }
+
+    scramble_FFT(a, m);
+    compute_1D_Butterfly<FFT_FORWARD>(a, m, log_len);
+
+    scramble_FFT(b, m);
+    compute_1D_Butterfly<FFT_FORWARD>(b, m, log_len);
+
+    for (int i = 0; i < m; ++i) {
+      a[i] *= b[i];
+    }
+
+    scramble_FFT(a, m);
+    compute_1D_Butterfly<FFT_REVERSE>(a, m, log_len);
+
+    //Do the scaling after ifft
+    for (int i = 0; i < m; ++i) {
+      a[i] /= m;
+    }
+
+    for (int i = 0; i < n; ++i) {
+      if(FFTDir == FFT_FORWARD) {
+        data[i] = a[i] * std::conj(pos_j_base_powered[i]);
+      }
+      else {
+        data[i] = a[i] * pos_j_base_powered[i];
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE static void scramble_FFT(ComplexScalar* data, int n) {
+    eigen_assert(isPowerOfTwo(n));
+    int j = 1;
+    for (int i = 1; i < n; ++i){
+      if (j > i) {
+        std::swap(data[j-1], data[i-1]);
+      }
+      int m = n >> 1;
+      while (m >= 2 && j > m) {
+        j -= m;
+        m >>= 1;
+      }
+      j += m;
+    }
+  }
+
+  template<int Dir>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void compute_1D_Butterfly(ComplexScalar* data, int n, int n_power_of_2) {
+    eigen_assert(isPowerOfTwo(n));
+    if (n == 1) {
+      return;
+    }
+    else if (n == 2) {
+      ComplexScalar tmp = data[1];
+      data[1] = data[0] - data[1];
+      data[0] += tmp;
+      return;
+    }
+    else if (n == 4) {
+      ComplexScalar tmp[4];
+      tmp[0] = data[0] + data[1];
+      tmp[1] = data[0] - data[1];
+      tmp[2] = data[2] + data[3];
+      if(Dir == FFT_FORWARD) {
+        tmp[3] = ComplexScalar(0.0, -1.0) * (data[2] - data[3]);
+      }
+      else {
+        tmp[3] = ComplexScalar(0.0, 1.0) * (data[2] - data[3]);
+      }
+      data[0] = tmp[0] + tmp[2];
+      data[1] = tmp[1] + tmp[3];
+      data[2] = tmp[0] - tmp[2];
+      data[3] = tmp[1] - tmp[3];
+      return;
+    }
+    else if (n == 8) {
+      ComplexScalar tmp_1[8];
+      ComplexScalar tmp_2[8];
+
+      tmp_1[0] = data[0] + data[1];
+      tmp_1[1] = data[0] - data[1];
+      tmp_1[2] = data[2] + data[3];
+      if (Dir == FFT_FORWARD) {
+        tmp_1[3] = (data[2] - data[3]) * ComplexScalar(0, -1);
+      }
+      else {
+        tmp_1[3] = (data[2] - data[3]) * ComplexScalar(0, 1);
+      }
+      tmp_1[4] = data[4] + data[5];
+      tmp_1[5] = data[4] - data[5];
+      tmp_1[6] = data[6] + data[7];
+      if (Dir == FFT_FORWARD) {
+        tmp_1[7] = (data[6] - data[7]) * ComplexScalar(0, -1);
+      }
+      else {
+        tmp_1[7] = (data[6] - data[7]) * ComplexScalar(0, 1);
+      }
+      tmp_2[0] = tmp_1[0] + tmp_1[2];
+      tmp_2[1] = tmp_1[1] + tmp_1[3];
+      tmp_2[2] = tmp_1[0] - tmp_1[2];
+      tmp_2[3] = tmp_1[1] - tmp_1[3];
+      tmp_2[4] = tmp_1[4] + tmp_1[6];
+      // SQRT2DIV2 = sqrt(2)/2
+      #define SQRT2DIV2 0.7071067811865476
+      if (Dir == FFT_FORWARD) {
+        tmp_2[5] = (tmp_1[5] + tmp_1[7]) * ComplexScalar(SQRT2DIV2, -SQRT2DIV2);
+        tmp_2[6] = (tmp_1[4] - tmp_1[6]) * ComplexScalar(0, -1);
+        tmp_2[7] = (tmp_1[5] - tmp_1[7]) * ComplexScalar(-SQRT2DIV2, -SQRT2DIV2);
+      }
+      else {
+        tmp_2[5] = (tmp_1[5] + tmp_1[7]) * ComplexScalar(SQRT2DIV2, SQRT2DIV2);
+        tmp_2[6] = (tmp_1[4] - tmp_1[6]) * ComplexScalar(0, 1);
+        tmp_2[7] = (tmp_1[5] - tmp_1[7]) * ComplexScalar(-SQRT2DIV2, SQRT2DIV2);
+      }
+      data[0] = tmp_2[0] + tmp_2[4];
+      data[1] = tmp_2[1] + tmp_2[5];
+      data[2] = tmp_2[2] + tmp_2[6];
+      data[3] = tmp_2[3] + tmp_2[7];
+      data[4] = tmp_2[0] - tmp_2[4];
+      data[5] = tmp_2[1] - tmp_2[5];
+      data[6] = tmp_2[2] - tmp_2[6];
+      data[7] = tmp_2[3] - tmp_2[7];
+
+      return;
+    }
+    else {
+      compute_1D_Butterfly<Dir>(data, n/2, n_power_of_2 - 1);
+      compute_1D_Butterfly<Dir>(data + n/2, n/2, n_power_of_2 - 1);
+      //Original code:
+      //RealScalar wtemp = std::sin(M_PI/n);
+      //RealScalar wpi =  -std::sin(2 * M_PI/n);
+      RealScalar wtemp = m_sin_PI_div_n_LUT[n_power_of_2];
+      RealScalar wpi;
+      if (Dir == FFT_FORWARD) {
+        wpi =  m_minus_sin_2_PI_div_n_LUT[n_power_of_2];
+      }
+      else {
+        wpi = 0 - m_minus_sin_2_PI_div_n_LUT[n_power_of_2];
+      }
+
+      const ComplexScalar wp(wtemp, wpi);
+      ComplexScalar w(1.0, 0.0);
+      for(int i = 0; i < n/2; i++) {
+        ComplexScalar temp(data[i + n/2] * w);
+        data[i + n/2] = data[i] - temp;
+        data[i] += temp;
+        w += w * wp;
+      }
+      return;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index getBaseOffsetFromIndex(Index index, Index omitted_dim) const {
+    Index result = 0;
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > omitted_dim; --i) {
+        const Index partial_m_stride = m_strides[i] / m_dimensions[omitted_dim];
+        const Index idx = index / partial_m_stride;
+        index -= idx * partial_m_stride;
+        result += idx * m_strides[i];
+      }
+      result += index;
+    }
+    else {
+      for (int i = 0; i < omitted_dim; ++i) {
+        const Index partial_m_stride = m_strides[i] / m_dimensions[omitted_dim];
+        const Index idx = index / partial_m_stride;
+        index -= idx * partial_m_stride;
+        result += idx * m_strides[i];
+      }
+      result += index;
+    }
+    // Value of index_coords[omitted_dim] is not determined to this step
+    return result;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index getIndexFromOffset(Index base, Index omitted_dim, Index offset) const {
+    Index result = base + offset * m_strides[omitted_dim] ;
+    return result;
+  }
+
+ protected:
+  int m_size;
+  const FFT& m_fft;
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_strides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  CoeffReturnType* m_data;
+  const Device& m_device;
+
+  // This will support a maximum FFT size of 2^32 for each dimension
+  // m_sin_PI_div_n_LUT[i] = (-2) * std::sin(M_PI / std::pow(2,i)) ^ 2;
+  RealScalar m_sin_PI_div_n_LUT[32] = {
+  0.0,
+  -2,
+  -0.999999999999999,
+  -0.292893218813453,
+  -0.0761204674887130,
+  -0.0192147195967696,
+  -0.00481527332780311,
+  -0.00120454379482761,
+  -3.01181303795779e-04,
+  -7.52981608554592e-05,
+  -1.88247173988574e-05,
+  -4.70619042382852e-06,
+  -1.17654829809007e-06,
+  -2.94137117780840e-07,
+  -7.35342821488550e-08,
+  -1.83835707061916e-08,
+  -4.59589268710903e-09,
+  -1.14897317243732e-09,
+  -2.87243293150586e-10,
+  -7.18108232902250e-11,
+  -1.79527058227174e-11,
+  -4.48817645568941e-12,
+  -1.12204411392298e-12,
+  -2.80511028480785e-13,
+  -7.01277571201985e-14,
+  -1.75319392800498e-14,
+  -4.38298482001247e-15,
+  -1.09574620500312e-15,
+  -2.73936551250781e-16,
+  -6.84841378126949e-17,
+  -1.71210344531737e-17,
+  -4.28025861329343e-18
+  };
+
+  // m_minus_sin_2_PI_div_n_LUT[i] = -std::sin(2 * M_PI / std::pow(2,i));
+  RealScalar m_minus_sin_2_PI_div_n_LUT[32] = {
+    0.0,
+    0.0,
+   -1.00000000000000e+00,
+   -7.07106781186547e-01,
+   -3.82683432365090e-01,
+   -1.95090322016128e-01,
+   -9.80171403295606e-02,
+   -4.90676743274180e-02,
+   -2.45412285229123e-02,
+   -1.22715382857199e-02,
+   -6.13588464915448e-03,
+   -3.06795676296598e-03,
+   -1.53398018628477e-03,
+   -7.66990318742704e-04,
+   -3.83495187571396e-04,
+   -1.91747597310703e-04,
+   -9.58737990959773e-05,
+   -4.79368996030669e-05,
+   -2.39684498084182e-05,
+   -1.19842249050697e-05,
+   -5.99211245264243e-06,
+   -2.99605622633466e-06,
+   -1.49802811316901e-06,
+   -7.49014056584716e-07,
+   -3.74507028292384e-07,
+   -1.87253514146195e-07,
+   -9.36267570730981e-08,
+   -4.68133785365491e-08,
+   -2.34066892682746e-08,
+   -1.17033446341373e-08,
+   -5.85167231706864e-09,
+   -2.92583615853432e-09
+  };
+};
+
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__) && !defined(__GCUDACC__)
+
+template<typename OutputScalar, typename RealScalar, typename ComplexScalar, int ResultType>
+struct writeToDeviceData {
+  void operator()(OutputScalar* d_data, ComplexScalar* data_buf, size_t size) {
+  }
+};
+
+template<typename OutputScalar, typename RealScalar, typename ComplexScalar>
+struct writeToDeviceData<OutputScalar, RealScalar, ComplexScalar, Eigen::BothParts> {
+  void operator()(OutputScalar* d_data, ComplexScalar* data_buf, size_t size) {
+    cudaMemcpy(d_data, data_buf, size * sizeof(ComplexScalar), cudaMemcpyDeviceToDevice);
+  }
+};
+
+template<typename OutputScalar, typename RealScalar, typename ComplexScalar>
+struct writeToDeviceData<OutputScalar, RealScalar, ComplexScalar, Eigen::RealPart> {
+  void operator()(OutputScalar* d_data, ComplexScalar* data_buf, size_t size) {
+    cudaMemcpy2D(d_data, sizeof(RealScalar), (RealScalar*) data_buf, 2 * sizeof(RealScalar), sizeof(RealScalar), size, cudaMemcpyDeviceToDevice);
+  }
+};
+
+template<typename OutputScalar, typename RealScalar, typename ComplexScalar>
+struct writeToDeviceData<OutputScalar, RealScalar, ComplexScalar, Eigen::ImagPart> {
+  void operator()(OutputScalar* d_data, ComplexScalar* data_buf, size_t size) {
+    RealScalar* data_buf_offset = &(((RealScalar*) data_buf)[1]);
+    cudaMemcpy2D(d_data, sizeof(RealScalar), data_buf_offset,        2 * sizeof(RealScalar), sizeof(RealScalar), size, cudaMemcpyDeviceToDevice);
+  }
+};
+
+template <typename InputScalar, typename RealScalar, typename ComplexScalar, typename InputEvaluator>
+__global__ void copyValues(ComplexScalar* d_data, InputEvaluator eval, int total_size) {
+  int i = blockIdx.x * blockDim.x + threadIdx.x;
+  if (i < total_size) {
+    d_data[i] = MakeComplex<internal::is_same<InputScalar, RealScalar>::value>()(eval.coeff(i));
+  }
+}
+
+template<typename Scalar, typename Index, int NumDims>
+__global__ void fillLineBuf(Scalar* line_buf, Scalar* data_buf, int line_len,
+                            array<Index, NumDims> coords, array<Index, NumDims> m_strides, int dim) {
+  int j = blockIdx.x * blockDim.x + threadIdx.x;
+  if(j < line_len) {
+    coords[dim] = j;
+    Index index = 0;
+    for (int i = 0; i < NumDims; ++i) {
+      index += coords[i] * m_strides[i];
+    }
+    line_buf[j] = data_buf[index];
+  }
+}
+
+template<typename ComplexScalar, typename RealScalar, typename Index, int NumDims>
+__global__ void writebackLineBuf(ComplexScalar* line_buf, ComplexScalar* data_buf, int line_len,
+                                 array<Index, NumDims> coords, array<Index, NumDims> m_strides, int dim, RealScalar div_factor) {
+  int j = blockIdx.x * blockDim.x + threadIdx.x;
+  if(j < line_len) {
+    coords[dim] = j;
+    Index index = 0;
+    for (int i = 0; i < NumDims; ++i) {
+      index += coords[i] * m_strides[i];
+    }
+
+    data_buf[index] = line_buf[j];
+    ((RealScalar*) data_buf)[2*index] /= div_factor;
+    ((RealScalar*) data_buf)[2*index + 1] /= div_factor;
+  }
+}
+
+template <typename FFT, typename ArgType, int FFTResultType, int FFTDir>
+struct TensorEvaluator<const TensorFFTOp<FFT, ArgType, FFTResultType, FFTDir>, GpuDevice> {
+  typedef TensorFFTOp<FFT, ArgType, FFTResultType, FFTDir> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, GpuDevice>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::Scalar InputScalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename std::complex<RealScalar> ComplexScalar;
+  typedef typename internal::conditional<FFTResultType == Eigen::BothParts, std::complex<RealScalar>, RealScalar>::type OutputScalar;
+  typedef typename TensorEvaluator<ArgType, GpuDevice>::Dimensions InputDimensions;
+  typedef OutputScalar CoeffReturnType;
+  typedef typename PacketType<OutputScalar, GpuDevice>::type PacketReturnType;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = false,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, GpuDevice>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const GpuDevice& device) : m_data_buf(NULL), m_impl(op.expression(), device), m_fft(op.fft()) {
+    const typename TensorEvaluator<ArgType, GpuDevice>::Dimensions& input_dims = m_impl.dimensions();
+    for (int i = 0; i < NumDims; ++i) {
+      eigen_assert(input_dims[i] > 0);
+      m_dimensions[i] = input_dims[i];
+    }
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_strides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_strides[i] = m_strides[i - 1] * m_dimensions[i - 1];
+      }
+    } else {
+      m_strides[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_strides[i] = m_strides[i + 1] * m_dimensions[i + 1];
+      }
+    }
+    m_size = m_dimensions.TotalSize();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const {
+    return m_dimensions;
+  }
+
+  EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(OutputScalar* d_data) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    if (d_data) {
+      evalToDeviceData(d_data);
+      return false;
+    } else {
+      evalToSelfDataBuf();
+      return true;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index getIndexFromCoords(const array<Index, NumDims> & coords) const {
+    Index result = 0;
+    for (int i = 0; i < NumDims; ++i) {
+      result += coords[i] * m_strides[i];
+    }
+    return result;
+  }
+
+  EIGEN_STRONG_INLINE array<Index, NumDims> getPartialCoordsFromIndex(Index index, Index omitted_dim) const {
+    array<Index, NumDims> partial_m_strides = m_strides;
+    array<Index, NumDims> index_coords;
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (Index i = omitted_dim + 1; i < NumDims; ++i) {
+        partial_m_strides[i] /= m_dimensions[omitted_dim];
+      }
+      for (int i = NumDims - 1; i > 0; --i) {
+        if(omitted_dim == i) {
+        }
+        else {
+          const Index idx = index / partial_m_strides[i];
+          index -= idx * partial_m_strides[i];
+          index_coords[i] = idx;
+        }
+      }
+      index_coords[0] = index;
+    }
+    else {
+      for (Index i = omitted_dim - 1; i >= 0; --i) {
+        partial_m_strides[i] /= m_dimensions[omitted_dim];
+      }
+      for (int i = 0; i < NumDims - 1; ++i) {
+        if(omitted_dim == i) {
+        }
+        else {
+          const Index idx = index / partial_m_strides[i];
+          index -= idx * partial_m_strides[i];
+          index_coords[i] = idx;
+        }
+      }
+      index_coords[NumDims - 1] = index;
+    }
+    // Value of index_coords[omitted_dim] is not determined to this step
+    return index_coords;
+  }
+
+  void evalToSelfDataBuf() {
+    cudaMalloc((void**) &m_data_buf, sizeof(OutputScalar) * m_size);
+    evalToDeviceData(m_data_buf);
+  }
+
+  EIGEN_STRONG_INLINE void evalToDeviceData(OutputScalar* d_data) {
+    ComplexScalar* data_buf;
+    cudaMalloc((void**) &data_buf, sizeof(ComplexScalar) * m_size);
+
+    int block_size = 128;
+    int grid_size = m_size / block_size + 1;
+
+    copyValues<InputScalar, RealScalar, ComplexScalar, TensorEvaluator<ArgType, GpuDevice> > <<<grid_size, block_size>>>(data_buf, m_impl, m_size);
+
+    for (int i = 0; i < m_fft.size(); ++i) {
+      int dim = m_fft[i];
+      eigen_assert(dim >= 0 && dim < NumDims);
+      int line_len = m_dimensions[dim];
+      ComplexScalar* line_buf;
+      cudaMalloc((void**) &line_buf, sizeof(ComplexScalar) * line_len);
+
+      cufftHandle plan;
+      cufftPlan1d(&plan, line_len, CUFFT_C2C, 1);
+
+      for (Index partial_index = 0; partial_index < m_size/line_len; ++partial_index) {
+        array<Index, NumDims> coords = getPartialCoordsFromIndex(partial_index, dim);
+        // get data into line_buf
+        int block_size = 128;
+        int grid_size = line_len / block_size + 1;
+        fillLineBuf<ComplexScalar, Index, NumDims> <<<grid_size, block_size>>>(line_buf, data_buf, line_len, coords, m_strides, dim);
+
+        if(FFTDir == Eigen::FFT_FORWARD) {
+          cufftExecC2C(plan, reinterpret_cast<cufftComplex *>(line_buf), reinterpret_cast<cufftComplex*>(line_buf), CUFFT_FORWARD);
+        }
+        else {
+          cufftExecC2C(plan, reinterpret_cast<cufftComplex*>(line_buf), reinterpret_cast<cufftComplex*>(line_buf), CUFFT_INVERSE);
+        }
+        // write back
+        RealScalar div_factor = (FFTDir == FFT_FORWARD) ? 1.0 : line_len;
+        writebackLineBuf<ComplexScalar, RealScalar, Index, NumDims> <<<grid_size, block_size>>>(line_buf, data_buf, line_len, coords, m_strides, dim, div_factor);
+        cudaDeviceSynchronize();
+
+      }
+      cufftDestroy(plan);
+      cudaFree(line_buf);
+    }
+    writeToDeviceData<OutputScalar, RealScalar, ComplexScalar, FFTResultType>()(d_data, data_buf, m_size);
+    cudaFree(data_buf);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    if(m_data_buf != NULL) cudaFree(m_data_buf);
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE CoeffReturnType coeff(Index index) const {
+    return m_data_buf[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE PacketReturnType packet(Index index) const {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_data_buf + index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_data_buf; }
+
+ protected:
+  int m_size;
+  const FFT& m_fft;
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_strides;
+  TensorEvaluator<ArgType, GpuDevice> m_impl;
+  OutputScalar* m_data_buf;
+
+};
+#endif
+
+}  // end namespace Eigen
+#endif //EIGEN_CXX11_TENSOR_TENSOR_FFT_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFixedSize.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFixedSize.h
new file mode 100644
index 0000000000..a7af67230f
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFixedSize.h
@@ -0,0 +1,277 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_FIXED_SIZE_H
+#define EIGEN_CXX11_TENSOR_TENSOR_FIXED_SIZE_H
+
+namespace Eigen {
+
+/** \class TensorFixedSize
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief The fixed sized version of the tensor class.
+  *
+  * The fixed sized equivalent of
+  * Eigen::Tensor<float, 3> t(3, 5, 7);
+  * is
+  * Eigen::TensorFixedSize<float, Sizes<3,5,7>> t;
+  */
+
+template<typename Scalar_, typename Dimensions_, int Options_, typename IndexType>
+class TensorFixedSize : public TensorBase<TensorFixedSize<Scalar_, Dimensions_, Options_, IndexType> >
+{
+  public:
+    typedef TensorFixedSize<Scalar_, Dimensions_, Options_, IndexType> Self;
+    typedef TensorBase<TensorFixedSize<Scalar_, Dimensions_, Options_, IndexType> > Base;
+    typedef typename Eigen::internal::nested<Self>::type Nested;
+    typedef typename internal::traits<Self>::StorageKind StorageKind;
+    typedef typename internal::traits<Self>::Index Index;
+    typedef Scalar_ Scalar;
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+    static const int Options = Options_;
+
+    enum {
+      IsAligned = bool(EIGEN_ALIGN),
+      PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+      BlockAccess = false,
+      Layout = Options_ & RowMajor ? RowMajor : ColMajor,
+      CoordAccess = true,
+    };
+
+  typedef Dimensions_ Dimensions;
+  static const std::size_t NumIndices = Dimensions::count;
+
+  protected:
+  TensorStorage<Scalar, Dimensions, Options> m_storage;
+
+  public:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                      rank()                   const { return NumIndices; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                    dimension(std::size_t n) const { return m_storage.dimensions()[n]; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions&        dimensions()             const { return m_storage.dimensions(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                    size()                   const { return m_storage.size(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar                   *data()                        { return m_storage.data(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar             *data()                  const { return m_storage.data(); }
+
+    // This makes EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    // work, because that uses base().coeffRef() - and we don't yet
+    // implement a similar class hierarchy
+    inline Self& base()             { return *this; }
+    inline const Self& base() const { return *this; }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    EIGEN_DEVICE_FUNC inline const Scalar& coeff(Index firstIndex, IndexTypes... otherIndices) const
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return coeff(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeff(const array<Index, NumIndices>& indices) const
+    {
+      eigen_internal_assert(checkIndexRange(indices));
+      return m_storage.data()[linearizedIndex(indices)];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeff() const
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return m_storage.data()[0];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& coeff(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_storage.data()[index];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Scalar& coeffRef(Index firstIndex, IndexTypes... otherIndices)
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return coeffRef(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(const array<Index, NumIndices>& indices)
+    {
+      eigen_internal_assert(checkIndexRange(indices));
+      return m_storage.data()[linearizedIndex(indices)];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef()
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return m_storage.data()[0];
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_storage.data()[index];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline const Scalar& operator()(Index firstIndex, IndexTypes... otherIndices) const
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return this->operator()(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(const array<Index, NumIndices>& indices) const
+    {
+      eigen_assert(checkIndexRange(indices));
+      return coeff(indices);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()() const
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return coeff();
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return coeff(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator[](Index index) const
+    {
+      // The bracket operator is only for vectors, use the parenthesis operator instead.
+      EIGEN_STATIC_ASSERT(NumIndices == 1, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return coeff(index);
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Scalar& operator()(Index firstIndex, IndexTypes... otherIndices)
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherIndices) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return operator()(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(const array<Index, NumIndices>& indices)
+    {
+      eigen_assert(checkIndexRange(indices));
+      return coeffRef(indices);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()()
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return coeffRef();
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index index)
+    {
+      eigen_assert(index >= 0 && index < size());
+      return coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator[](Index index)
+    {
+      // The bracket operator is only for vectors, use the parenthesis operator instead
+      EIGEN_STATIC_ASSERT(NumIndices == 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      return coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorFixedSize() { }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorFixedSize(const Self& other)
+      : m_storage(other.m_storage)
+    {
+    }
+
+#ifdef EIGEN_HAVE_RVALUE_REFERENCES
+    inline TensorFixedSize(Self&& other)
+      : m_storage(other.m_storage)
+    {
+    }
+#endif
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorFixedSize(const TensorBase<OtherDerived, ReadOnlyAccessors>& other)
+    {
+      typedef TensorAssignOp<TensorFixedSize, const OtherDerived> Assign;
+      Assign assign(*this, other.derived());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    }
+
+    template<typename Other>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorFixedSize& operator=(const Other& other)
+    {
+      // FIXME: check that the dimensions of other match the dimensions of *this.
+      // Unfortunately this isn't possible yet when the rhs is an expression.
+      typedef TensorAssignOp<Self, const Other> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE bool checkIndexRange(const array<Index, NumIndices>& /*indices*/) const
+    {
+      using internal::array_apply_and_reduce;
+      using internal::array_zip_and_reduce;
+      using internal::greater_equal_zero_op;
+      using internal::logical_and_op;
+      using internal::lesser_op;
+
+      return true;
+        // check whether the indices are all >= 0
+          /*       array_apply_and_reduce<logical_and_op, greater_equal_zero_op>(indices) &&
+        // check whether the indices fit in the dimensions
+        array_zip_and_reduce<logical_and_op, lesser_op>(indices, m_storage.dimensions());*/
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index linearizedIndex(const array<Index, NumIndices>& indices) const
+    {
+      if (Options&RowMajor) {
+        return m_storage.dimensions().IndexOfRowMajor(indices);
+      } else {
+        return m_storage.dimensions().IndexOfColMajor(indices);
+      }
+    }
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_FIXED_SIZE_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorForcedEval.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorForcedEval.h
new file mode 100644
index 0000000000..1d1ce47174
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorForcedEval.h
@@ -0,0 +1,150 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_FORCED_EVAL_H
+#define EIGEN_CXX11_TENSOR_TENSOR_FORCED_EVAL_H
+
+namespace Eigen {
+
+/** \class TensorForcedEval
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor reshaping class.
+  *
+  *
+  */
+namespace internal {
+template<typename XprType>
+struct traits<TensorForcedEvalOp<XprType> >
+{
+  // Type promotion to handle the case where the types of the lhs and the rhs are different.
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename traits<XprType>::StorageKind StorageKind;
+  typedef typename traits<XprType>::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+
+  enum {
+    Flags = 0,
+  };
+};
+
+template<typename XprType>
+struct eval<TensorForcedEvalOp<XprType>, Eigen::Dense>
+{
+  typedef const TensorForcedEvalOp<XprType>& type;
+};
+
+template<typename XprType>
+struct nested<TensorForcedEvalOp<XprType>, 1, typename eval<TensorForcedEvalOp<XprType> >::type>
+{
+  typedef TensorForcedEvalOp<XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename XprType>
+class TensorForcedEvalOp : public TensorBase<TensorForcedEvalOp<XprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorForcedEvalOp>::Scalar Scalar;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename Eigen::internal::nested<TensorForcedEvalOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorForcedEvalOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorForcedEvalOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorForcedEvalOp(const XprType& expr)
+      : m_xpr(expr) {}
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+};
+
+
+template<typename ArgType, typename Device>
+struct TensorEvaluator<const TensorForcedEvalOp<ArgType>, Device>
+{
+  typedef TensorForcedEvalOp<ArgType> XprType;
+  typedef typename ArgType::Scalar Scalar;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+
+  enum {
+    IsAligned = true,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+  };
+
+  EIGEN_DEVICE_FUNC TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_op(op.expression()), m_device(device), m_buffer(NULL)
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  EIGEN_DEVICE_FUNC const Dimensions& dimensions() const { return m_impl.dimensions(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType*) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    const Index numValues = m_impl.dimensions().TotalSize();
+    m_buffer = (CoeffReturnType*)m_device.allocate(numValues * sizeof(CoeffReturnType));
+    // Should initialize the memory in case we're dealing with non POD types.
+    if (!internal::is_arithmetic<CoeffReturnType>::value) {
+      for (Index i = 0; i < numValues; ++i) {
+        new(m_buffer+i) CoeffReturnType();
+      }
+    }
+    typedef TensorEvalToOp<const ArgType> EvalTo;
+    EvalTo evalToTmp(m_buffer, m_op);
+    const bool PacketAccess = internal::IsVectorizable<Device, ArgType>::value;
+    const bool BlockAccess = false;
+    internal::TensorExecutor<const EvalTo, Device, PacketAccess, BlockAccess>::run(evalToTmp, m_device);
+    m_impl.cleanup();
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_device.deallocate(m_buffer);
+    m_buffer = NULL;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_buffer[index];
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return internal::ploadt<PacketReturnType, LoadMode>(m_buffer + index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_buffer; }
+
+ private:
+  TensorEvaluator<ArgType, Device> m_impl;
+  const ArgType m_op;
+  const Device& m_device;
+  CoeffReturnType* m_buffer;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_FORCED_EVAL_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorForwardDeclarations.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorForwardDeclarations.h
new file mode 100644
index 0000000000..e11d5ed22e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorForwardDeclarations.h
@@ -0,0 +1,104 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_FORWARD_DECLARATIONS_H
+#define EIGEN_CXX11_TENSOR_TENSOR_FORWARD_DECLARATIONS_H
+
+namespace Eigen {
+
+template<typename Scalar_, std::size_t NumIndices_, int Options_ = 0, typename IndexType = DenseIndex> class Tensor;
+template<typename Scalar_, typename Dimensions, int Options_ = 0, typename IndexType = DenseIndex> class TensorFixedSize;
+template<typename Scalar_, int Options_ = 0, typename IndexType = DenseIndex> class TensorVarDim;
+template<typename PlainObjectType, int Options_ = Unaligned> class TensorMap;
+template<typename PlainObjectType> class TensorRef;
+template<typename Derived, int AccessLevel = internal::accessors_level<Derived>::value> class TensorBase;
+
+template<typename NullaryOp, typename PlainObjectType> class TensorCwiseNullaryOp;
+template<typename UnaryOp, typename XprType> class TensorCwiseUnaryOp;
+template<typename BinaryOp, typename LeftXprType, typename RightXprType> class TensorCwiseBinaryOp;
+template<typename IfXprType, typename ThenXprType, typename ElseXprType> class TensorSelectOp;
+template<typename Op, typename Dims, typename XprType> class TensorReductionOp;
+template<typename XprType> class TensorIndexTupleOp;
+template<typename ReduceOp, typename Dims, typename XprType> class TensorTupleReducerOp;
+template<typename Axis, typename LeftXprType, typename RightXprType> class TensorConcatenationOp;
+template<typename Dimensions, typename LeftXprType, typename RightXprType> class TensorContractionOp;
+template<typename TargetType, typename XprType> class TensorConversionOp;
+template<typename Dimensions, typename InputXprType, typename KernelXprType> class TensorConvolutionOp;
+template<typename Dimensions, typename InputXprType, typename KernelXprType> class TensorConvolutionByFFTOp;
+template<typename FFT, typename XprType, int FFTDataType, int FFTDirection> class TensorFFTOp;
+template<typename IFFT, typename XprType, int ResultType> class TensorIFFTOp;
+template<typename DFT, typename XprType, int ResultType> class TensorDFTOp;
+template<typename IDFT, typename XprType, int ResultType> class TensorIDFTOp;
+template<typename PatchDim, typename XprType> class TensorPatchOp;
+template<DenseIndex Rows, DenseIndex Cols, typename XprType> class TensorImagePatchOp;
+template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType> class TensorVolumePatchOp;
+template<typename Broadcast, typename XprType> class TensorBroadcastingOp;
+template<DenseIndex DimId, typename XprType> class TensorChippingOp;
+template<typename NewDimensions, typename XprType> class TensorReshapingOp;
+template<typename XprType> class TensorLayoutSwapOp;
+template<typename StartIndices, typename Sizes, typename XprType> class TensorSlicingOp;
+template<typename ReverseDimensions, typename XprType> class TensorReverseOp;
+template<typename XprType> class TensorTrueIndicesOp;
+template<typename PaddingDimensions, typename XprType> class TensorPaddingOp;
+template<typename Shuffle, typename XprType> class TensorShufflingOp;
+template<typename Strides, typename XprType> class TensorStridingOp;
+template<typename Strides, typename XprType> class TensorInflationOp;
+template<typename Generator, typename XprType> class TensorGeneratorOp;
+template<typename LeftXprType, typename RightXprType> class TensorAssignOp;
+
+template<typename CustomUnaryFunc, typename XprType> class TensorCustomUnaryOp;
+template<typename CustomBinaryFunc, typename LhsXprType, typename RhsXprType> class TensorCustomBinaryOp;
+
+template<typename XprType> class TensorEvalToOp;
+template<typename XprType> class TensorForcedEvalOp;
+
+template<typename ExpressionType, typename DeviceType> class TensorDevice;
+template<typename Derived, typename Device> struct TensorEvaluator;
+
+class DefaultDevice;
+class ThreadPoolDevice;
+class GpuDevice;
+
+enum DFTResultType {
+  RealPart = 0,
+  ImagPart = 1,
+  BothParts = 2
+};
+
+enum FFTDirection {
+    FFT_FORWARD = 0,
+    FFT_REVERSE = 1
+};
+
+namespace internal {
+template <typename Device, typename Expression>
+struct IsVectorizable {
+  static const bool value = TensorEvaluator<Expression, Device>::PacketAccess;
+};
+
+template <typename Expression>
+struct IsVectorizable<GpuDevice, Expression> {
+  static const bool value = TensorEvaluator<Expression, GpuDevice>::PacketAccess &&
+                            TensorEvaluator<Expression, GpuDevice>::IsAligned;
+};
+
+template <typename Device, typename Expression>
+struct IsTileable {
+  static const bool value = TensorEvaluator<Expression, Device>::BlockAccess;
+};
+
+template <typename Expression, typename Device,
+          bool Vectorizable = IsVectorizable<Device, Expression>::value,
+          bool Tileable = IsTileable<Device, Expression>::value>
+class TensorExecutor;
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_FORWARD_DECLARATIONS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFunctors.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFunctors.h
new file mode 100644
index 0000000000..526301ad5b
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorFunctors.h
@@ -0,0 +1,706 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_FUNCTORS_H
+#define EIGEN_CXX11_TENSOR_TENSOR_FUNCTORS_H
+
+namespace Eigen {
+namespace internal {
+
+namespace {
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__) && defined(__CUDA_ARCH__)
+__device__ int get_random_seed() {
+    return clock();
+}
+#else
+int get_random_seed() {
+#ifdef _WIN32
+    SYSTEMTIME st;
+    GetSystemTime(&st);
+    return st.wSecond + 1000 * st.wMilliseconds;
+#elif __APPLE__
+    return mach_absolute_time();
+#else
+    timespec ts;
+    clock_gettime(CLOCK_REALTIME, &ts);
+    return ts.tv_nsec;
+#endif
+}
+#endif
+}
+
+
+// Standard reduction functors
+template <typename T> struct SumReducer
+{
+  static const bool PacketAccess = true;
+  static const bool IsStateful = false;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) const {
+    (*accum) += t;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const Packet& p, Packet* accum) const {
+    (*accum) = padd<Packet>(*accum, p);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return static_cast<T>(0);
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet initializePacket() const {
+    return pset1<Packet>(0);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T accum) const {
+    return accum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet finalizePacket(const Packet& vaccum) const {
+    return vaccum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalizeBoth(const T saccum, const Packet& vaccum) const {
+    return saccum + predux(vaccum);
+  }
+};
+
+template <typename T> struct MeanReducer
+{
+  static const bool PacketAccess = true;
+  static const bool IsStateful = true;
+
+  MeanReducer() : scalarCount_(0), packetCount_(0) { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) {
+    (*accum) += t;
+    scalarCount_++;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const Packet& p, Packet* accum) {
+    (*accum) = padd<Packet>(*accum, p);
+    packetCount_++;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return static_cast<T>(0);
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet initializePacket() const {
+    return pset1<Packet>(0);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T accum) const {
+    return accum / scalarCount_;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet finalizePacket(const Packet& vaccum) const {
+    return pdiv(vaccum, pset1<Packet>(packetCount_));
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalizeBoth(const T saccum, const Packet& vaccum) const {
+    return (saccum + predux(vaccum)) / (scalarCount_ + packetCount_ * unpacket_traits<Packet>::size);
+  }
+
+  protected:
+    int scalarCount_;
+    int packetCount_;
+};
+
+struct AndReducer
+{
+  static const bool PacketAccess = false;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(bool t, bool* accum) const {
+    *accum = *accum && t;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool initialize() const {
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool finalize(bool accum) const {
+    return accum;
+  }
+};
+
+struct OrReducer {
+  static const bool PacketAccess = false;
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(bool t, bool* accum) const {
+    *accum = *accum || t;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool initialize() const {
+    return false;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool finalize(bool accum) const {
+    return accum;
+  }
+};
+
+template <typename T> struct MaxReducer
+{
+  static const bool PacketAccess = true;
+  static const bool IsStateful = false;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) const {
+    if (t > *accum) { *accum = t; }
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const Packet& p, Packet* accum) const {
+    (*accum) = pmax<Packet>(*accum, p);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return Eigen::NumTraits<T>::lowest();
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet initializePacket() const {
+    return pset1<Packet>(initialize());
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T accum) const {
+    return accum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet finalizePacket(const Packet& vaccum) const {
+    return vaccum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalizeBoth(const T saccum, const Packet& vaccum) const {
+    return numext::maxi(saccum, predux_max(vaccum));
+  }
+};
+
+template <typename T> struct MinReducer
+{
+  static const bool PacketAccess = true;
+  static const bool IsStateful = false;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) const {
+    if (t < *accum) { *accum = t; }
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const Packet& p, Packet* accum) const {
+    (*accum) = pmin<Packet>(*accum, p);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return Eigen::NumTraits<T>::highest();
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet initializePacket() const {
+    return pset1<Packet>(initialize());
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T accum) const {
+    return accum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet finalizePacket(const Packet& vaccum) const {
+    return vaccum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalizeBoth(const T saccum, const Packet& vaccum) const {
+    return numext::mini(saccum, predux_min(vaccum));
+  }
+};
+
+
+template <typename T> struct ProdReducer
+{
+  static const bool PacketAccess = true;
+  static const bool IsStateful = false;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) const {
+    (*accum) *= t;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reducePacket(const Packet& p, Packet* accum) const {
+    (*accum) = pmul<Packet>(*accum, p);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return static_cast<T>(1);
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet initializePacket() const {
+    return pset1<Packet>(1);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T accum) const {
+    return accum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet finalizePacket(const Packet& vaccum) const {
+    return vaccum;
+  }
+  template <typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalizeBoth(const T saccum, const Packet& vaccum) const {
+    return saccum * predux_mul(vaccum);
+  }
+};
+
+#if !defined (EIGEN_USE_GPU) || !defined(__CUDACC__) || !defined(__CUDA_ARCH__)
+// We're not compiling a cuda kernel
+template <typename T> class UniformRandomGenerator {
+
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    seed = seed ? seed : get_random_seed();
+    srand(seed);
+  }
+  UniformRandomGenerator(const UniformRandomGenerator& other) {
+    m_seed = other.m_seed;
+  }
+
+  template<typename Index>
+  T operator()(Index, Index = 0) const {
+    return random<T>();
+  }
+  template<typename Index>
+  typename internal::packet_traits<T>::type packetOp(Index i, Index j = 0) const {
+    const int packetSize = internal::packet_traits<T>::size;
+    EIGEN_ALIGN_DEFAULT T values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = random<T>();
+    }
+    return internal::pload<typename internal::packet_traits<T>::type>(values);
+  }
+
+ private:
+  unsigned int m_seed;
+};
+
+#if __cplusplus > 199711
+template <> class UniformRandomGenerator<float> {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    seed = seed ? seed : get_random_seed();
+    m_generator.seed(seed);
+  }
+  UniformRandomGenerator(const UniformRandomGenerator<float>& other) {
+    m_generator.seed(other(0, 0) * UINT_MAX);
+    m_seed = other.m_seed;
+  }
+
+  template<typename Index>
+  float operator()(Index, Index = 0) const {
+    return m_distribution(m_generator);
+  }
+  template<typename Index>
+  typename internal::packet_traits<float>::type packetOp(Index i, Index j = 0) const {
+    const int packetSize = internal::packet_traits<float>::size;
+    EIGEN_ALIGN_DEFAULT float values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = this->operator()(i, j);
+    }
+    return internal::pload<typename internal::packet_traits<float>::type>(values);
+  }
+
+ private:
+  UniformRandomGenerator& operator = (const UniformRandomGenerator&);
+  // Make sure m_seed comes first to match the layout of the cpu
+  // version of the code.
+  unsigned int m_seed;
+  mutable std::mt19937 m_generator;
+  mutable std::uniform_real_distribution<float> m_distribution;
+};
+
+template <> class UniformRandomGenerator<double> {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    seed = seed ? seed : get_random_seed();
+    m_generator.seed(seed);
+  }
+  UniformRandomGenerator(const UniformRandomGenerator<double>& other) {
+    m_generator.seed(other(0, 0) * UINT_MAX);
+    m_seed = other.m_seed;
+  }
+
+  template<typename Index>
+  double operator()(Index, Index = 0) const {
+    return m_distribution(m_generator);
+  }
+  template<typename Index>
+  typename internal::packet_traits<double>::type packetOp(Index i, Index j = 0) const {
+    const int packetSize = internal::packet_traits<double>::size;
+    EIGEN_ALIGN_DEFAULT double values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = this->operator()(i, j);
+    }
+    return internal::pload<typename internal::packet_traits<double>::type>(values);
+  }
+
+ private:
+  UniformRandomGenerator& operator = (const UniformRandomGenerator&);
+  // Make sure m_seed comes first to match the layout of the cpu
+  // version of the code.
+  unsigned int m_seed;
+  mutable std::mt19937 m_generator;
+  mutable std::uniform_real_distribution<double> m_distribution;
+};
+#endif
+
+#else
+
+// We're compiling a cuda kernel
+template <typename T> class UniformRandomGenerator;
+
+template <> class UniformRandomGenerator<float> {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+
+  __device__ UniformRandomGenerator(const UniformRandomGenerator& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+
+  template<typename Index>
+  __device__ float operator()(Index, Index = 0) const {
+    return curand_uniform(&m_state);
+  }
+  template<typename Index>
+  __device__ float4 packetOp(Index, Index = 0) const {
+    return curand_uniform4(&m_state);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+template <> class UniformRandomGenerator<double> {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ UniformRandomGenerator(const UniformRandomGenerator& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+  __device__ double operator()(Index, Index = 0) const {
+    return curand_uniform_double(&m_state);
+  }
+  template<typename Index>
+  __device__ double2 packetOp(Index, Index = 0) const {
+    return curand_uniform2_double(&m_state);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+template <> class UniformRandomGenerator<std::complex<float> > {
+ public:
+  static const bool PacketAccess = false;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ UniformRandomGenerator(const UniformRandomGenerator& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+  __device__ std::complex<float> operator()(Index, Index = 0) const {
+    float4 vals = curand_uniform4(&m_state);
+    return std::complex<float>(vals.x, vals.y);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+template <> class UniformRandomGenerator<std::complex<double> > {
+ public:
+  static const bool PacketAccess = false;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ UniformRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ UniformRandomGenerator(const UniformRandomGenerator& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+  __device__ std::complex<double> operator()(Index, Index = 0) const {
+    double2 vals = curand_uniform2_double(&m_state);
+    return std::complex<double>(vals.x, vals.y);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+#endif
+
+
+#if (!defined (EIGEN_USE_GPU) || !defined(__CUDACC__) || !defined(__CUDA_ARCH__)) && __cplusplus > 199711
+// We're not compiling a cuda kernel
+template <typename T> class NormalRandomGenerator {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  NormalRandomGenerator(unsigned int seed = 0) : m_distribution(0, 1), m_seed(seed) {
+    seed = seed ? seed : get_random_seed();
+    m_generator.seed(seed);
+  }
+  NormalRandomGenerator(const NormalRandomGenerator& other)
+      : m_distribution(other.m_distribution), m_seed(other.m_seed) {
+    m_generator.seed(other(0, 0) * UINT_MAX);
+  }
+
+  template<typename Index>
+  T operator()(Index, Index = 0) const {
+    return m_distribution(m_generator);
+  }
+  template<typename Index>
+  typename internal::packet_traits<T>::type packetOp(Index, Index = 0) const {
+    const int packetSize = internal::packet_traits<T>::size;
+    EIGEN_ALIGN_DEFAULT T values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = m_distribution(m_generator);
+    }
+    return internal::pload<typename internal::packet_traits<T>::type>(values);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable std::normal_distribution<T> m_distribution;
+  mutable std::mt19937 m_generator;
+};
+
+#elif defined (EIGEN_USE_GPU) && defined(__CUDACC__) && defined(__CUDA_ARCH__)
+
+// We're compiling a cuda kernel
+template <typename T> class NormalRandomGenerator;
+
+template <> class NormalRandomGenerator<float> {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ NormalRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ NormalRandomGenerator(const NormalRandomGenerator<float>& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+   __device__ float operator()(Index, Index = 0) const {
+    return curand_normal(&m_state);
+  }
+  template<typename Index>
+   __device__ float4 packetOp(Index, Index = 0) const {
+    return curand_normal4(&m_state);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+template <> class NormalRandomGenerator<double> {
+ public:
+  static const bool PacketAccess = true;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ NormalRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ NormalRandomGenerator(const NormalRandomGenerator<double>& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+  __device__ double operator()(Index, Index = 0) const {
+    return curand_normal_double(&m_state);
+  }
+  template<typename Index>
+  __device__ double2 packetOp(Index, Index = 0) const {
+    return curand_normal2_double(&m_state);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+
+template <> class NormalRandomGenerator<std::complex<float> > {
+ public:
+  static const bool PacketAccess = false;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ NormalRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ NormalRandomGenerator(const NormalRandomGenerator& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+  __device__ std::complex<float> operator()(Index, Index = 0) const {
+    float4 vals = curand_normal4(&m_state);
+    return std::complex<float>(vals.x, vals.y);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+
+template <> class NormalRandomGenerator<std::complex<double> > {
+ public:
+  static const bool PacketAccess = false;
+
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  __device__ NormalRandomGenerator(unsigned int seed = 0) : m_seed(seed) {
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    seed = seed ? seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  __device__ NormalRandomGenerator(const NormalRandomGenerator& other) {
+    m_seed = other.m_seed;
+    const int tid = blockIdx.x * blockDim.x + threadIdx.x;
+    const unsigned int seed = m_seed ? m_seed : get_random_seed();
+    curand_init(seed, tid, 0, &m_state);
+  }
+  template<typename Index>
+  __device__ std::complex<double> operator()(Index, Index = 0) const {
+    double2 vals = curand_normal2_double(&m_state);
+    return std::complex<double>(vals.x, vals.y);
+  }
+
+ private:
+  unsigned int m_seed;
+  mutable curandStatePhilox4_32_10_t m_state;
+};
+#else
+
+template <typename T> class NormalRandomGenerator {
+ public:
+  // Uses the given "seed" if non-zero, otherwise uses a random seed.
+  NormalRandomGenerator(unsigned int seed = 0) : m_seed(seed) {}
+
+ private:
+  unsigned int m_seed;
+};
+
+#endif
+
+
+template <typename T, typename Index, size_t NumDims>
+class GaussianGenerator {
+ public:
+  static const bool PacketAccess = false;
+
+  EIGEN_DEVICE_FUNC GaussianGenerator(const array<T, NumDims>& means,
+                                      const array<T, NumDims>& std_devs)
+      : m_means(means) {
+    for (int i = 0; i < NumDims; ++i) {
+      m_two_sigmas[i] = std_devs[i] * std_devs[i] * 2;
+    }
+  }
+
+  T operator()(const array<Index, NumDims>& coordinates) const {
+    T tmp = T(0);
+    for (int i = 0; i < NumDims; ++i) {
+      T offset = coordinates[i] - m_means[i];
+      tmp += offset * offset / m_two_sigmas[i];
+    }
+    return std::exp(-tmp);
+  }
+
+ private:
+  array<T, NumDims> m_means;
+  array<T, NumDims> m_two_sigmas;
+};
+
+template <typename T> struct ArgMaxTupleReducer
+{
+  static const bool PacketAccess = false;
+  static const bool IsStateful = false;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T t, T* accum) const {
+    if (t.second > accum->second) { *accum = t; }
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return T(0, NumTraits<typename T::second_type>::lowest());
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T& accum) const {
+    return accum;
+  }
+};
+
+template <typename T> struct ArgMinTupleReducer
+{
+  static const bool PacketAccess = false;
+  static const bool IsStateful = false;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const T& t, T* accum) const {
+    if (t.second < accum->second) { *accum = t; }
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T initialize() const {
+    return T(0, NumTraits<typename T::second_type>::highest());
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T finalize(const T& accum) const {
+    return accum;
+  }
+};
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_FUNCTORS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorGenerator.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorGenerator.h
new file mode 100644
index 0000000000..91a73669a4
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorGenerator.h
@@ -0,0 +1,185 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_GENERATOR_H
+#define EIGEN_CXX11_TENSOR_TENSOR_GENERATOR_H
+
+namespace Eigen {
+
+/** \class TensorGenerator
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor generator class.
+  *
+  *
+  */
+namespace internal {
+template<typename Generator, typename XprType>
+struct traits<TensorGeneratorOp<Generator, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename Generator, typename XprType>
+struct eval<TensorGeneratorOp<Generator, XprType>, Eigen::Dense>
+{
+  typedef const TensorGeneratorOp<Generator, XprType>& type;
+};
+
+template<typename Generator, typename XprType>
+struct nested<TensorGeneratorOp<Generator, XprType>, 1, typename eval<TensorGeneratorOp<Generator, XprType> >::type>
+{
+  typedef TensorGeneratorOp<Generator, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename Generator, typename XprType>
+class TensorGeneratorOp : public TensorBase<TensorGeneratorOp<Generator, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorGeneratorOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorGeneratorOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorGeneratorOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorGeneratorOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorGeneratorOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorGeneratorOp(const XprType& expr, const Generator& generator)
+      : m_xpr(expr), m_generator(generator) {}
+
+    EIGEN_DEVICE_FUNC
+    const Generator& generator() const { return m_generator; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const Generator m_generator;
+};
+
+
+// Eval as rvalue
+template<typename Generator, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorGeneratorOp<Generator, ArgType>, Device>
+{
+  typedef TensorGeneratorOp<Generator, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions Dimensions;
+  static const int NumDims = internal::array_size<Dimensions>::value;
+  typedef typename XprType::Scalar Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_generator(op.generator())
+  {
+    TensorEvaluator<ArgType, Device> impl(op.expression(), device);
+    m_dimensions = impl.dimensions();
+
+    if (NumDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_strides[0] = 1;
+        for (int i = 1; i < NumDims; ++i) {
+          m_strides[i] = m_strides[i - 1] * m_dimensions[i - 1];
+        }
+      } else {
+        m_strides[NumDims - 1] = 1;
+        for (int i = NumDims - 2; i >= 0; --i) {
+          m_strides[i] = m_strides[i + 1] * m_dimensions[i + 1];
+        }
+      }
+    }
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    array<Index, NumDims> coords;
+    extract_coordinates(index, coords);
+    return m_generator(coords);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void extract_coordinates(Index index, array<Index, NumDims>& coords) const {
+    if (NumDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        for (int i = NumDims - 1; i > 0; --i) {
+          const Index idx = index / m_strides[i];
+          index -= idx * m_strides[i];
+          coords[i] = idx;
+        }
+        coords[0] = index;
+      } else {
+        for (int i = 0; i < NumDims - 1; ++i) {
+          const Index idx = index / m_strides[i];
+          index -= idx * m_strides[i];
+          coords[i] = idx;
+        }
+        coords[NumDims-1] = index;
+      }
+    }
+  }
+
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_strides;
+  Generator m_generator;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_GENERATOR_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIO.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIO.h
new file mode 100644
index 0000000000..53dc0b04aa
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIO.h
@@ -0,0 +1,56 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_IO_H
+#define EIGEN_CXX11_TENSOR_TENSOR_IO_H
+
+namespace Eigen {
+
+namespace internal {
+template<>
+struct significant_decimals_impl<std::string>
+    : significant_decimals_default_impl<std::string, true>
+{};
+}
+
+
+template <typename T>
+std::ostream& operator << (std::ostream& os, const TensorBase<T, ReadOnlyAccessors>& expr) {
+  // Evaluate the expression if needed
+  TensorForcedEvalOp<const T> eval = expr.eval();
+  TensorEvaluator<const TensorForcedEvalOp<const T>, DefaultDevice> tensor(eval, DefaultDevice());
+  tensor.evalSubExprsIfNeeded(NULL);
+
+  typedef typename internal::remove_const<typename T::Scalar>::type Scalar;
+  typedef typename T::Index Index;
+  typedef typename TensorEvaluator<const TensorForcedEvalOp<const T>, DefaultDevice>::Dimensions Dimensions;
+  const Index total_size = internal::array_prod(tensor.dimensions());
+
+  // Print the tensor as a 1d vector or a 2d matrix.
+  static const int rank = internal::array_size<Dimensions>::value;
+  if (rank == 0) {
+    os << tensor.coeff(0);
+  } else if (rank == 1) {
+    Map<const Array<Scalar, Dynamic, 1> > array(const_cast<Scalar*>(tensor.data()), total_size);
+    os << array;
+  } else {
+    const Index first_dim = tensor.dimensions()[0];
+    static const int layout = TensorEvaluator<const TensorForcedEvalOp<const T>, DefaultDevice>::Layout;
+    Map<const Array<Scalar, Dynamic, Dynamic, layout> > matrix(const_cast<Scalar*>(tensor.data()), first_dim, total_size/first_dim);
+    os << matrix;
+  }
+
+  // Cleanup.
+  tensor.cleanup();
+  return os;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_IO_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorImagePatch.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorImagePatch.h
new file mode 100644
index 0000000000..a1d33d964e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorImagePatch.h
@@ -0,0 +1,757 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_IMAGE_PATCH_H
+#define EIGEN_CXX11_TENSOR_TENSOR_IMAGE_PATCH_H
+
+namespace Eigen {
+
+/** \class TensorImagePatch
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Patch extraction specialized for image processing.
+  * This assumes that the input has a least 3 dimensions ordered as follow:
+  *  1st dimension: channels (of size d)
+  *  2nd dimension: rows (of size r)
+  *  3rd dimension: columns (of size c)
+  *  There can be additional dimensions such as time (for video) or batch (for
+  * bulk processing after the first 3.
+  * Calling the image patch code with patch_rows and patch_cols is equivalent
+  * to calling the regular patch extraction code with parameters d, patch_rows,
+  * patch_cols, and 1 for all the additional dimensions.
+  */
+namespace internal {
+template<DenseIndex Rows, DenseIndex Cols, typename XprType>
+struct traits<TensorImagePatchOp<Rows, Cols, XprType> > : public traits<XprType>
+{
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions + 1;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<DenseIndex Rows, DenseIndex Cols, typename XprType>
+struct eval<TensorImagePatchOp<Rows, Cols, XprType>, Eigen::Dense>
+{
+  typedef const TensorImagePatchOp<Rows, Cols, XprType>& type;
+};
+
+template<DenseIndex Rows, DenseIndex Cols, typename XprType>
+struct nested<TensorImagePatchOp<Rows, Cols, XprType>, 1, typename eval<TensorImagePatchOp<Rows, Cols, XprType> >::type>
+{
+  typedef TensorImagePatchOp<Rows, Cols, XprType> type;
+};
+
+template <typename Self, bool Vectorizable>
+struct ImagePatchCopyOp {
+  typedef typename Self::Index Index;
+  typedef typename Self::Scalar Scalar;
+  typedef typename Self::Impl Impl;
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const Self& self, const Index num_coeff_to_copy, const Index dst_index,
+      Scalar* dst_data, const Index src_index) {
+    const Impl& impl = self.impl();
+    for (Index i = 0; i < num_coeff_to_copy; ++i) {
+      dst_data[dst_index + i] = impl.coeff(src_index + i);
+    }
+  }
+};
+
+template <typename Self>
+struct ImagePatchCopyOp<Self, true> {
+  typedef typename Self::Index Index;
+  typedef typename Self::Scalar Scalar;
+  typedef typename Self::Impl Impl;
+  typedef typename packet_traits<Scalar>::type Packet;
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const Self& self, const Index num_coeff_to_copy, const Index dst_index,
+      Scalar* dst_data, const Index src_index) {
+    const Impl& impl = self.impl();
+    const Index packet_size = internal::unpacket_traits<Packet>::size;
+    const Index vectorized_size = (num_coeff_to_copy / packet_size) *
+        packet_size;
+    for (Index i = 0; i < vectorized_size; i += packet_size) {
+      Packet p = impl.template packet<Unaligned>(src_index + i);
+      internal::pstoret<Scalar, Packet, Unaligned>(dst_data + dst_index + i, p);
+    }
+    for (Index i = vectorized_size; i < num_coeff_to_copy; ++i) {
+      dst_data[dst_index + i] = impl.coeff(src_index + i);
+    }
+  }
+};
+
+template <typename Self>
+struct ImagePatchPaddingOp {
+  typedef typename Self::Index Index;
+  typedef typename Self::Scalar Scalar;
+  typedef typename packet_traits<Scalar>::type Packet;
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void Run(
+      const Index num_coeff_to_pad, const Scalar padding_value,
+      const Index dst_index, Scalar* dst_data) {
+    const Index packet_size = internal::unpacket_traits<Packet>::size;
+    const Packet padded_packet = internal::pset1<Packet>(padding_value);
+    const Index vectorized_size = (num_coeff_to_pad / packet_size) *
+        packet_size;
+    for (Index i = 0; i < vectorized_size; i += packet_size) {
+      internal::pstoret<Scalar, Packet, Unaligned>(dst_data + dst_index + i,
+                                                   padded_packet);
+    }
+    for (Index i = vectorized_size; i < num_coeff_to_pad; ++i) {
+      dst_data[dst_index + i] = padding_value;
+    }
+  }
+};
+
+}  // end namespace internal
+
+template<DenseIndex Rows, DenseIndex Cols, typename XprType>
+class TensorImagePatchOp : public TensorBase<TensorImagePatchOp<Rows, Cols, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorImagePatchOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorImagePatchOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorImagePatchOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorImagePatchOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorImagePatchOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorImagePatchOp(const XprType& expr, DenseIndex patch_rows, DenseIndex patch_cols,
+                                                           DenseIndex row_strides, DenseIndex col_strides,
+                                                           DenseIndex in_row_strides, DenseIndex in_col_strides,
+                                                           DenseIndex row_inflate_strides, DenseIndex col_inflate_strides,
+                                                           PaddingType padding_type, Scalar padding_value)
+      : m_xpr(expr), m_patch_rows(patch_rows), m_patch_cols(patch_cols),
+        m_row_strides(row_strides), m_col_strides(col_strides),
+        m_in_row_strides(in_row_strides), m_in_col_strides(in_col_strides),
+        m_row_inflate_strides(row_inflate_strides), m_col_inflate_strides(col_inflate_strides),
+        m_padding_explicit(false), m_padding_top(0), m_padding_bottom(0), m_padding_left(0), m_padding_right(0),
+        m_padding_type(padding_type), m_padding_value(padding_value) {}
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorImagePatchOp(const XprType& expr, DenseIndex patch_rows, DenseIndex patch_cols,
+                                                           DenseIndex row_strides, DenseIndex col_strides,
+                                                           DenseIndex in_row_strides, DenseIndex in_col_strides,
+                                                           DenseIndex row_inflate_strides, DenseIndex col_inflate_strides,
+                                                           DenseIndex padding_top, DenseIndex padding_bottom,
+                                                           DenseIndex padding_left, DenseIndex padding_right,
+                                                           Scalar padding_value)
+      : m_xpr(expr), m_patch_rows(patch_rows), m_patch_cols(patch_cols),
+        m_row_strides(row_strides), m_col_strides(col_strides),
+        m_in_row_strides(in_row_strides), m_in_col_strides(in_col_strides),
+        m_row_inflate_strides(row_inflate_strides), m_col_inflate_strides(col_inflate_strides),
+        m_padding_explicit(true), m_padding_top(padding_top), m_padding_bottom(padding_bottom),
+        m_padding_left(padding_left), m_padding_right(padding_right),
+        m_padding_type(PADDING_VALID), m_padding_value(padding_value) {}
+
+    EIGEN_DEVICE_FUNC
+    DenseIndex patch_rows() const { return m_patch_rows; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex patch_cols() const { return m_patch_cols; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex row_strides() const { return m_row_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex col_strides() const { return m_col_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex in_row_strides() const { return m_in_row_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex in_col_strides() const { return m_in_col_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex row_inflate_strides() const { return m_row_inflate_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex col_inflate_strides() const { return m_col_inflate_strides; }
+    EIGEN_DEVICE_FUNC
+    bool padding_explicit() const { return m_padding_explicit; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_top() const { return m_padding_top; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_bottom() const { return m_padding_bottom; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_left() const { return m_padding_left; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_right() const { return m_padding_right; }
+    EIGEN_DEVICE_FUNC
+    PaddingType padding_type() const { return m_padding_type; }
+    EIGEN_DEVICE_FUNC
+    Scalar padding_value() const { return m_padding_value; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const DenseIndex m_patch_rows;
+    const DenseIndex m_patch_cols;
+    const DenseIndex m_row_strides;
+    const DenseIndex m_col_strides;
+    const DenseIndex m_in_row_strides;
+    const DenseIndex m_in_col_strides;
+    const DenseIndex m_row_inflate_strides;
+    const DenseIndex m_col_inflate_strides;
+    const bool m_padding_explicit;
+    const DenseIndex m_padding_top;
+    const DenseIndex m_padding_bottom;
+    const DenseIndex m_padding_left;
+    const DenseIndex m_padding_right;
+    const PaddingType m_padding_type;
+    const Scalar m_padding_value;
+};
+
+// Eval as rvalue
+template<DenseIndex Rows, DenseIndex Cols, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorImagePatchOp<Rows, Cols, ArgType>, Device>
+{
+  typedef TensorImagePatchOp<Rows, Cols, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumInputDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  static const int NumDims = NumInputDims + 1;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef TensorEvaluator<const TensorImagePatchOp<Rows, Cols, ArgType>,
+                          Device> Self;
+  typedef TensorEvaluator<ArgType, Device> Impl;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = true,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = NumDims == 5,
+  };
+
+  typedef typename internal::TensorBlock<Index, Scalar, NumDims, Layout>
+    OutputTensorBlock;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device)
+  {
+    EIGEN_STATIC_ASSERT(NumDims >= 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    m_paddingValue = op.padding_value();
+
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+
+    // Caches a few variables.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_inputDepth = input_dims[0];
+      m_inputRows = input_dims[1];
+      m_inputCols = input_dims[2];
+    } else {
+      m_inputDepth = input_dims[NumInputDims-1];
+      m_inputRows = input_dims[NumInputDims-2];
+      m_inputCols = input_dims[NumInputDims-3];
+    }
+
+    m_row_strides = op.row_strides();
+    m_col_strides = op.col_strides();
+
+    // Input strides and effective input/patch size
+    m_in_row_strides = op.in_row_strides();
+    m_in_col_strides = op.in_col_strides();
+    m_row_inflate_strides = op.row_inflate_strides();
+    m_col_inflate_strides = op.col_inflate_strides();
+    // The "effective" input rows and input cols are the input rows and cols
+    // after inflating them with zeros.
+    // For examples, a 2x3 matrix with row_inflate_strides and
+    // col_inflate_strides of 2 comes from:
+    //   A B C
+    //   D E F
+    //
+    // to a matrix is 3 x 5:
+    //
+    //   A . B . C
+    //   . . . . .
+    //   D . E . F
+
+    m_input_rows_eff = (m_inputRows - 1) * m_row_inflate_strides + 1;
+    m_input_cols_eff = (m_inputCols - 1) * m_col_inflate_strides + 1;
+    m_patch_rows_eff = op.patch_rows() + (op.patch_rows() - 1) * (m_in_row_strides - 1);
+    m_patch_cols_eff = op.patch_cols() + (op.patch_cols() - 1) * (m_in_col_strides - 1);
+
+    if (op.padding_explicit()) {
+      m_outputRows = ceil((m_input_rows_eff + op.padding_top() + op.padding_bottom() - m_patch_rows_eff + 1.f) / static_cast<float>(m_row_strides));
+      m_outputCols = ceil((m_input_cols_eff + op.padding_left() + op.padding_right() - m_patch_cols_eff + 1.f) / static_cast<float>(m_col_strides));
+      m_rowPaddingTop = op.padding_top();
+      m_colPaddingLeft = op.padding_left();
+    } else {
+      // Computing padding from the type
+      switch (op.padding_type()) {
+        case PADDING_VALID:
+          m_outputRows = ceil((m_input_rows_eff - m_patch_rows_eff + 1.f) / static_cast<float>(m_row_strides));
+          m_outputCols = ceil((m_input_cols_eff - m_patch_cols_eff + 1.f) / static_cast<float>(m_col_strides));
+          // Calculate the padding
+          m_rowPaddingTop = ((m_outputRows - 1) * m_row_strides + m_patch_rows_eff - m_input_rows_eff) / 2;
+          m_colPaddingLeft = ((m_outputCols - 1) * m_col_strides + m_patch_cols_eff - m_input_cols_eff) / 2;
+          break;
+        case PADDING_SAME:
+          m_outputRows = ceil(m_input_rows_eff / static_cast<float>(m_row_strides));
+          m_outputCols = ceil(m_input_cols_eff / static_cast<float>(m_col_strides));
+          // Calculate the padding
+          m_rowPaddingTop = ((m_outputRows - 1) * m_row_strides + m_patch_rows_eff - m_input_rows_eff) / 2;
+          m_colPaddingLeft = ((m_outputCols - 1) * m_col_strides + m_patch_cols_eff - m_input_cols_eff) / 2;
+          break;
+        default:
+          eigen_assert(false && "unexpected padding");
+      }
+    }
+    eigen_assert(m_outputRows > 0);
+    eigen_assert(m_outputCols > 0);
+
+    // Dimensions for result of extraction.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      // ColMajor
+      // 0: depth
+      // 1: patch_rows
+      // 2: patch_cols
+      // 3: number of patches
+      // 4 and beyond: anything else (such as batch).
+      m_dimensions[0] = input_dims[0];
+      m_dimensions[1] = op.patch_rows();
+      m_dimensions[2] = op.patch_cols();
+      m_dimensions[3] = m_outputRows * m_outputCols;
+      for (int i = 4; i < NumDims; ++i) {
+        m_dimensions[i] = input_dims[i-1];
+      }
+    } else {
+      // RowMajor
+      // NumDims-1: depth
+      // NumDims-2: patch_rows
+      // NumDims-3: patch_cols
+      // NumDims-4: number of patches
+      // NumDims-5 and beyond: anything else (such as batch).
+      m_dimensions[NumDims-1] = input_dims[NumInputDims-1];
+      m_dimensions[NumDims-2] = op.patch_rows();
+      m_dimensions[NumDims-3] = op.patch_cols();
+      m_dimensions[NumDims-4] = m_outputRows * m_outputCols;
+      for (int i = NumDims-5; i >= 0; --i) {
+        m_dimensions[i] = input_dims[i];
+      }
+    }
+
+    // Strides for moving the patch in various dimensions.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_colStride = m_dimensions[1];
+      m_patchStride = m_colStride * m_dimensions[2] * m_dimensions[0];
+      m_otherStride = m_patchStride * m_dimensions[3];
+    } else {
+      m_colStride = m_dimensions[NumDims-2];
+      m_patchStride = m_colStride * m_dimensions[NumDims-3] * m_dimensions[NumDims-1];
+      m_otherStride = m_patchStride * m_dimensions[NumDims-4];
+    }
+
+    // Strides for navigating through the input tensor.
+    m_rowInputStride = m_inputDepth;
+    m_colInputStride = m_inputDepth * m_inputRows;
+    m_patchInputStride = m_inputDepth * m_inputRows * m_inputCols;
+
+    // Fast representations of different variables.
+    m_fastOtherStride = internal::TensorIntDivisor<Index>(m_otherStride);
+    m_fastPatchStride = internal::TensorIntDivisor<Index>(m_patchStride);
+    m_fastColStride = internal::TensorIntDivisor<Index>(m_colStride);
+    m_fastInputRowStride = internal::TensorIntDivisor<Index>(m_row_inflate_strides);
+    m_fastInputColStride = internal::TensorIntDivisor<Index>(m_col_inflate_strides);
+    m_fastInputColsEff = internal::TensorIntDivisor<Index>(m_input_cols_eff);
+
+    // Number of patches in the width dimension.
+    m_fastOutputRows = internal::TensorIntDivisor<Index>(m_outputRows);
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_fastOutputDepth = internal::TensorIntDivisor<Index>(m_dimensions[0]);
+    } else {
+      m_fastOutputDepth = internal::TensorIntDivisor<Index>(m_dimensions[NumDims-1]);
+    }
+
+    m_block_total_size_max = numext::maxi(static_cast<std::size_t>(1),
+                                          device.lastLevelCacheSize() /
+                                          sizeof(Scalar));
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    // Patch index corresponding to the passed in index.
+    const Index patchIndex = index / m_fastPatchStride;
+    // Find the offset of the element wrt the location of the first element.
+    const Index patchOffset = (index - patchIndex * m_patchStride) / m_fastOutputDepth;
+
+    // Other ways to index this element.
+    const Index otherIndex = (NumDims == 4) ? 0 : index / m_fastOtherStride;
+    const Index patch2DIndex = (NumDims == 4) ? patchIndex : (index - otherIndex * m_otherStride) / m_fastPatchStride;
+
+    // Calculate col index in the input original tensor.
+    const Index colIndex = patch2DIndex / m_fastOutputRows;
+    const Index colOffset = patchOffset / m_fastColStride;
+    const Index inputCol = colIndex * m_col_strides + colOffset * m_in_col_strides - m_colPaddingLeft;
+    const Index origInputCol = (m_col_inflate_strides == 1) ? inputCol : ((inputCol >= 0) ? (inputCol / m_fastInputColStride) : 0);
+    if (inputCol < 0 || inputCol >= m_input_cols_eff ||
+        ((m_col_inflate_strides != 1) && (inputCol != origInputCol * m_col_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    // Calculate row index in the original input tensor.
+    const Index rowIndex = patch2DIndex - colIndex * m_outputRows;
+    const Index rowOffset = patchOffset - colOffset * m_colStride;
+    const Index inputRow = rowIndex * m_row_strides + rowOffset * m_in_row_strides - m_rowPaddingTop;
+    const Index origInputRow = (m_row_inflate_strides == 1) ? inputRow : ((inputRow >= 0) ? (inputRow / m_fastInputRowStride) : 0);
+    if (inputRow < 0 || inputRow >= m_input_rows_eff ||
+        ((m_row_inflate_strides != 1) && (inputRow != origInputRow * m_row_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    const int depth_index = static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : NumDims - 1;
+    const Index depth = index - (index / m_fastOutputDepth) * m_dimensions[depth_index];
+
+    const Index inputIndex = depth + origInputRow * m_rowInputStride + origInputCol * m_colInputStride + otherIndex * m_patchInputStride;
+    return m_impl.coeff(inputIndex);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const Index packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    if (m_in_row_strides != 1 || m_in_col_strides != 1 || m_row_inflate_strides != 1 || m_col_inflate_strides != 1) {
+      return packetWithPossibleZero(index);
+    }
+
+    const Index indices[2] = {index, index + packetSize - 1};
+    const Index patchIndex = indices[0] / m_fastPatchStride;
+    if (patchIndex != indices[1] / m_fastPatchStride) {
+      return packetWithPossibleZero(index);
+    }
+    const Index otherIndex = (NumDims == 4) ? 0 : indices[0] / m_fastOtherStride;
+    eigen_assert(otherIndex == indices[1] / m_fastOtherStride);
+
+    // Find the offset of the element wrt the location of the first element.
+    const Index patchOffsets[2] = {(indices[0] - patchIndex * m_patchStride) / m_fastOutputDepth,
+                                   (indices[1] - patchIndex * m_patchStride) / m_fastOutputDepth};
+
+    const Index patch2DIndex = (NumDims == 4) ? patchIndex : (indices[0] - otherIndex * m_otherStride) / m_fastPatchStride;
+    eigen_assert(patch2DIndex == (indices[1] - otherIndex * m_otherStride) / m_fastPatchStride);
+
+    const Index colIndex = patch2DIndex / m_fastOutputRows;
+    const Index colOffsets[2] = {patchOffsets[0] / m_fastColStride, patchOffsets[1] / m_fastColStride};
+
+    // Calculate col indices in the original input tensor.
+    const Index inputCols[2] = {colIndex * m_col_strides + colOffsets[0] -
+      m_colPaddingLeft, colIndex * m_col_strides + colOffsets[1] - m_colPaddingLeft};
+    if (inputCols[1] < 0 || inputCols[0] >= m_inputCols) {
+      return internal::pset1<PacketReturnType>(Scalar(m_paddingValue));
+    }
+
+    if (inputCols[0] == inputCols[1]) {
+      const Index rowIndex = patch2DIndex - colIndex * m_outputRows;
+      const Index rowOffsets[2] = {patchOffsets[0] - colOffsets[0]*m_colStride, patchOffsets[1] - colOffsets[1]*m_colStride};
+      eigen_assert(rowOffsets[0] <= rowOffsets[1]);
+      // Calculate col indices in the original input tensor.
+      const Index inputRows[2] = {rowIndex * m_row_strides + rowOffsets[0] -
+        m_rowPaddingTop, rowIndex * m_row_strides + rowOffsets[1] - m_rowPaddingTop};
+
+      if (inputRows[1] < 0 || inputRows[0] >= m_inputRows) {
+        return internal::pset1<PacketReturnType>(Scalar(m_paddingValue));
+      }
+
+      if (inputRows[0] >= 0 && inputRows[1] < m_inputRows) {
+        // no padding
+        const int depth_index = static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : NumDims - 1;
+        const Index depth = index - (index / m_fastOutputDepth) * m_dimensions[depth_index];
+        const Index inputIndex = depth + inputRows[0] * m_rowInputStride + inputCols[0] * m_colInputStride + otherIndex * m_patchInputStride;
+        return m_impl.template packet<Unaligned>(inputIndex);
+      }
+    }
+
+    return packetWithPossibleZero(index);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    resources->push_back(internal::TensorOpResourceRequirements(
+        internal::kSkewedInnerDims, m_block_total_size_max));
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(
+      OutputTensorBlock* output_block) const {
+    typedef typename internal::ImagePatchCopyOp<Self, PacketAccess>
+        ImagePatchCopyOp;
+    typedef typename internal::ImagePatchPaddingOp<Self> ImagePatchPaddingOp;
+
+    // Calculate loop limits and various input/output dim sizes.
+    const DSizes<Index, NumDims>& block_sizes = output_block->block_sizes();
+    const bool col_major =
+        static_cast<int>(Layout) == static_cast<int>(ColMajor);
+    const Index depth_dim_size = block_sizes[col_major ? 0 : NumDims - 1];
+    const Index output_depth_dim_size = m_dimensions[
+        col_major ? 0 : NumDims - 1];
+    const Index row_dim_size = block_sizes[col_major ? 1 : NumDims - 2];
+    const Index output_row_dim_size = m_dimensions[col_major ? 1 : NumDims - 2];
+    const Index col_dim_size = block_sizes[col_major ? 2 : NumDims - 3];
+    const Index block_col_stride = row_dim_size * depth_dim_size;
+    const Index patch_index_dim_size = block_sizes[col_major ? 3 : NumDims - 4];
+    const Index outer_dim_size = block_sizes.TotalSize() /
+        (depth_dim_size * row_dim_size * col_dim_size * patch_index_dim_size);
+
+    const Index patch_size = row_dim_size * col_dim_size * depth_dim_size;
+    const Index batch_size = patch_size * patch_index_dim_size;
+
+    Index output_index = output_block->first_coeff_index();
+
+    // Loop through outer dimensions.
+    for (Index outer_dim_index = 0;
+         outer_dim_index < outer_dim_size;
+         ++outer_dim_index) {
+      const Index outer_output_base_index = outer_dim_index * batch_size;
+      // Find the offset of the element wrt the location of the first element.
+      const Index patchIndexStart = output_index / m_fastPatchStride;
+      const Index patchOffset =
+          (output_index - patchIndexStart * m_patchStride) / m_fastOutputDepth;
+      const Index colOffsetStart = patchOffset / m_fastColStride;
+      // Other ways to index this element.
+      const Index otherIndex = (NumDims == 4) ?
+          0 : output_index / m_fastOtherStride;
+      const Index patch2DIndexStart = (NumDims == 4) ?
+          0 : (output_index - otherIndex * m_otherStride) / m_fastPatchStride;
+      // Calculate starting depth index.
+      const Index depth = output_index - (output_index / m_fastOutputDepth) *
+          output_depth_dim_size;
+      const Index patch_input_base_index = depth + otherIndex *
+          m_patchInputStride;
+
+      // Loop through patches.
+      for (Index patch_index_dim_index = 0;
+           patch_index_dim_index < patch_index_dim_size;
+           ++patch_index_dim_index) {
+        const Index patch_output_base_index = outer_output_base_index +
+            patch_index_dim_index * patch_size;
+        // Patch index corresponding to the passed in index.
+        const Index patchIndex = patchIndexStart + patch_index_dim_index;
+        const Index patch2DIndex = (NumDims == 4) ?
+            patchIndex : patch2DIndexStart + patch_index_dim_index;
+        const Index colIndex = patch2DIndex / m_fastOutputRows;
+        const Index input_col_base = colIndex * m_col_strides;
+        const Index row_offset_base = (patch2DIndex - colIndex * m_outputRows) *
+            m_row_strides - m_rowPaddingTop;
+
+        // Loop through columns.
+        for (Index col_dim_index = 0;
+             col_dim_index < col_dim_size;
+             ++col_dim_index) {
+          const Index col_output_base_index = patch_output_base_index +
+              col_dim_index * block_col_stride;
+
+          // Calculate col index in the input original tensor.
+          Index colOffset = colOffsetStart + col_dim_index;
+          Index inputCol = input_col_base + colOffset * m_in_col_strides -
+              m_colPaddingLeft;
+          Index origInputCol = (m_col_inflate_strides == 1) ?
+              inputCol : ((inputCol >= 0) ?
+                          (inputCol / m_fastInputColStride) : 0);
+
+          bool pad_column = false;
+          if (inputCol < 0 || inputCol >= m_input_cols_eff ||
+              ((m_col_inflate_strides != 1) &&
+               (inputCol != origInputCol * m_col_inflate_strides))) {
+            pad_column = true;
+          }
+
+          const Index col_input_base_index = patch_input_base_index +
+              origInputCol * m_colInputStride;
+          const Index input_row_base = row_offset_base +
+              ((patchOffset + col_dim_index * output_row_dim_size) -
+               colOffset * m_colStride) * m_in_row_strides;
+          // Loop through rows.
+          for (Index row_dim_index = 0;
+               row_dim_index < row_dim_size;
+               ++row_dim_index) {
+            const Index output_base_index = col_output_base_index +
+                row_dim_index * depth_dim_size;
+            bool pad_row = false;
+            Index inputIndex;
+            if (!pad_column) {
+              Index inputRow = input_row_base + row_dim_index *
+                  m_in_row_strides;
+              Index origInputRow = (m_row_inflate_strides == 1) ?
+                  inputRow : ((inputRow >= 0) ?
+                              (inputRow / m_fastInputRowStride) : 0);
+              if (inputRow < 0 || inputRow >= m_input_rows_eff ||
+                  ((m_row_inflate_strides != 1) &&
+                   (inputRow != origInputRow * m_row_inflate_strides))) {
+                pad_row = true;
+              } else {
+                inputIndex = col_input_base_index + origInputRow *
+                    m_rowInputStride;
+              }
+            }
+            // Copy (or pad) along depth dimension.
+            if (pad_column || pad_row) {
+              ImagePatchPaddingOp::Run(depth_dim_size, Scalar(m_paddingValue),
+                                       output_base_index, output_block->data());
+            } else {
+              ImagePatchCopyOp::Run(*this, depth_dim_size,
+                                    output_base_index, output_block->data(),
+                                    inputIndex);
+            }
+          }
+        }
+      }
+      output_index += m_otherStride;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+  const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; }
+
+  Index rowPaddingTop() const { return m_rowPaddingTop; }
+  Index colPaddingLeft() const { return m_colPaddingLeft; }
+  Index outputRows() const { return m_outputRows; }
+  Index outputCols() const { return m_outputCols; }
+  Index userRowStride() const { return m_row_strides; }
+  Index userColStride() const { return m_col_strides; }
+  Index userInRowStride() const { return m_in_row_strides; }
+  Index userInColStride() const { return m_in_col_strides; }
+  Index rowInflateStride() const { return m_row_inflate_strides; }
+  Index colInflateStride() const { return m_col_inflate_strides; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, NumDims>& coords) const
+  {
+    // Location of the first element of the patch.
+    // ColMajor
+    // 0: d, 1: patch_rows, 2: patch_cols, 3: number of patches, 4: number of batches
+    // RowMajor
+    // 0: number of batches, 1: number of patches, 2: patch_cols , 3: patch_rows, 4: d
+    const Index patch2DIndex = coords[static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 3 : 1];
+
+    array<Index, NumDims-1> inputCoords;
+    Index input_col_idx = patch2DIndex / m_fastInputColsEff;
+    Index inputCol = input_col_idx  + coords[1] * m_in_row_strides - m_rowPaddingTop;
+    Index inputRow = patch2DIndex - input_col_idx * m_input_cols_eff + coords[2] * m_in_col_strides - m_colPaddingLeft;
+    const Index origInputCol = (m_col_inflate_strides == 1) ? inputCol : ((inputCol >= 0) ? (inputCol / m_fastInputColStride) : 0);
+    const Index origInputRow = (m_row_inflate_strides == 1) ? inputRow : ((inputRow >= 0) ? (inputRow / m_fastInputRowStride) : 0);
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      inputCoords[0] = coords[0];  // depth
+      inputCoords[1] = origInputCol;
+      inputCoords[2] = origInputRow;
+      inputCoords[3] = coords[4];  // batch
+    } else {
+      inputCoords[3] = coords[4];  // depth
+      inputCoords[2] = origInputCol;
+      inputCoords[1] = origInputRow;
+      inputCoords[0] = coords[0];  // batch
+    }
+    // If the computed coordinates are outside the original image perimeter, return 0.
+    if (inputCol < 0 || inputCol >= m_input_cols_eff || inputRow < 0 || inputRow >= m_input_rows_eff ||
+        ((m_col_inflate_strides != 1) && (inputCol != origInputCol * m_col_inflate_strides)) ||
+        ((m_row_inflate_strides != 1) && (inputRow != origInputRow * m_row_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+    if (TensorEvaluator<ArgType, Device>::CoordAccess) {
+      return m_impl.coeff(inputCoords);
+    } else {
+      Index inputIndex;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        inputIndex =
+          inputCoords[3] * m_patchInputStride +
+          inputCoords[2] * m_colInputStride +
+          inputCoords[1] * m_rowInputStride +
+          inputCoords[0];
+      } else {
+        inputIndex =
+          inputCoords[1] * m_patchInputStride +
+          inputCoords[2] * m_colInputStride +
+          inputCoords[3] * m_rowInputStride +
+          inputCoords[4];
+      }
+      return m_impl.coeff(inputIndex);
+    }
+  }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetWithPossibleZero(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  Dimensions m_dimensions;
+
+  Index m_otherStride;
+  Index m_patchStride;
+  Index m_colStride;
+  Index m_row_strides;
+  Index m_col_strides;
+
+  Index m_in_row_strides;
+  Index m_in_col_strides;
+  Index m_row_inflate_strides;
+  Index m_col_inflate_strides;
+
+  Index m_input_rows_eff;
+  Index m_input_cols_eff;
+  Index m_patch_rows_eff;
+  Index m_patch_cols_eff;
+
+  internal::TensorIntDivisor<Index> m_fastOtherStride;
+  internal::TensorIntDivisor<Index> m_fastPatchStride;
+  internal::TensorIntDivisor<Index> m_fastColStride;
+  internal::TensorIntDivisor<Index> m_fastInputRowStride;
+  internal::TensorIntDivisor<Index> m_fastInputColStride;
+  internal::TensorIntDivisor<Index> m_fastInputColsEff;
+
+  Index m_rowInputStride;
+  Index m_colInputStride;
+  Index m_patchInputStride;
+
+  Index m_inputDepth;
+  Index m_inputRows;
+  Index m_inputCols;
+
+  Index m_outputRows;
+  Index m_outputCols;
+
+  Index m_rowPaddingTop;
+  Index m_colPaddingLeft;
+
+  internal::TensorIntDivisor<Index> m_fastOutputRows;
+  internal::TensorIntDivisor<Index> m_fastOutputDepth;
+
+  Scalar m_paddingValue;
+  std::size_t m_block_total_size_max;
+
+  TensorEvaluator<ArgType, Device> m_impl;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_IMAGE_PATCH_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIndexList.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIndexList.h
new file mode 100644
index 0000000000..7631b54f2f
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIndexList.h
@@ -0,0 +1,421 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_INDEX_LIST_H
+#define EIGEN_CXX11_TENSOR_TENSOR_INDEX_LIST_H
+
+#if defined(EIGEN_HAS_CONSTEXPR) && defined(EIGEN_HAS_VARIADIC_TEMPLATES)
+
+#define EIGEN_HAS_INDEX_LIST
+
+namespace Eigen {
+
+/** \internal
+  *
+  * \class TensorIndexList
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Set of classes used to encode a set of Tensor dimensions/indices.
+  *
+  * The indices in the list can be known at compile time or at runtime. A mix
+  * of static and dynamic indices can also be provided if needed. The tensor
+  * code will attempt to take advantage of the indices that are known at
+  * compile time to optimize the code it generates.
+  *
+  * This functionality requires a c++11 compliant compiler. If your compiler
+  * is older you need to use arrays of indices instead.
+  *
+  * Several examples are provided in the cxx11_tensor_index_list.cpp file.
+  *
+  * \sa Tensor
+  */
+
+template <DenseIndex n>
+struct type2index {
+  static const DenseIndex value = n;
+  constexpr operator DenseIndex() const { return n; }
+  void set(DenseIndex val) {
+    eigen_assert(val == n);
+  }
+};
+
+namespace internal {
+template <typename T>
+void update_value(T& val, DenseIndex new_val) {
+  val = new_val;
+}
+template <DenseIndex n>
+void update_value(type2index<n>& val, DenseIndex new_val) {
+  val.set(new_val);
+}
+
+template <typename T>
+struct is_compile_time_constant {
+  static constexpr bool value = false;
+};
+
+template <DenseIndex idx>
+struct is_compile_time_constant<type2index<idx> > {
+  static constexpr bool value = true;
+};
+template <DenseIndex idx>
+struct is_compile_time_constant<const type2index<idx> > {
+  static constexpr bool value = true;
+};
+template <DenseIndex idx>
+struct is_compile_time_constant<type2index<idx>& > {
+  static constexpr bool value = true;
+};
+template <DenseIndex idx>
+struct is_compile_time_constant<const type2index<idx>& > {
+  static constexpr bool value = true;
+};
+
+template <DenseIndex Idx>
+struct tuple_coeff {
+  template <typename... T>
+  static constexpr DenseIndex get(const DenseIndex i, const std::tuple<T...>& t) {
+    return std::get<Idx>(t) * (i == Idx) + tuple_coeff<Idx-1>::get(i, t) * (i != Idx);
+  }
+  template <typename... T>
+  static void set(const DenseIndex i, std::tuple<T...>& t, const DenseIndex value) {
+    if (i == Idx) {
+      update_value(std::get<Idx>(t), value);
+    } else {
+      tuple_coeff<Idx-1>::set(i, t, value);
+    }
+  }
+
+  template <typename... T>
+  static constexpr bool value_known_statically(const DenseIndex i, const std::tuple<T...>& t) {
+    return ((i == Idx) & is_compile_time_constant<typename std::tuple_element<Idx, std::tuple<T...> >::type>::value) ||
+        tuple_coeff<Idx-1>::value_known_statically(i, t);
+  }
+
+  template <typename... T>
+  static constexpr bool values_up_to_known_statically(const std::tuple<T...>& t) {
+    return is_compile_time_constant<typename std::tuple_element<Idx, std::tuple<T...> >::type>::value &&
+        tuple_coeff<Idx-1>::values_up_to_known_statically(t);
+  }
+
+  template <typename... T>
+  static constexpr bool values_up_to_statically_known_to_increase(const std::tuple<T...>& t) {
+    return is_compile_time_constant<typename std::tuple_element<Idx, std::tuple<T...> >::type>::value &&
+           is_compile_time_constant<typename std::tuple_element<Idx-1, std::tuple<T...> >::type>::value &&
+           std::get<Idx>(t) > std::get<Idx-1>(t) &&
+           tuple_coeff<Idx-1>::values_up_to_statically_known_to_increase(t);
+  }
+};
+
+template <>
+struct tuple_coeff<0> {
+  template <typename... T>
+  static constexpr DenseIndex get(const DenseIndex i, const std::tuple<T...>& t) {
+    //  eigen_assert (i == 0);  // gcc fails to compile assertions in constexpr
+    return std::get<0>(t) * (i == 0);
+  }
+  template <typename... T>
+  static void set(const DenseIndex i, std::tuple<T...>& t, const DenseIndex value) {
+    eigen_assert (i == 0);
+    update_value(std::get<0>(t), value);
+  }
+  template <typename... T>
+  static constexpr bool value_known_statically(const DenseIndex i, const std::tuple<T...>& t) {
+    //    eigen_assert (i == 0);  // gcc fails to compile assertions in constexpr
+    return is_compile_time_constant<typename std::tuple_element<0, std::tuple<T...> >::type>::value & (i == 0);
+  }
+
+  template <typename... T>
+  static constexpr bool values_up_to_known_statically(const std::tuple<T...>& t) {
+    return is_compile_time_constant<typename std::tuple_element<0, std::tuple<T...> >::type>::value;
+  }
+
+  template <typename... T>
+  static constexpr bool values_up_to_statically_known_to_increase(const std::tuple<T...>& t) {
+    return true;
+  }
+};
+}  // namespace internal
+
+
+template<typename FirstType, typename... OtherTypes>
+struct IndexList : std::tuple<FirstType, OtherTypes...> {
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC constexpr DenseIndex operator[] (const DenseIndex i) const {
+    return internal::tuple_coeff<std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value-1>::get(i, *this);
+  }
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC void set(const DenseIndex i, const DenseIndex value) {
+    return internal::tuple_coeff<std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value-1>::set(i, *this, value);
+  }
+
+  constexpr IndexList(const std::tuple<FirstType, OtherTypes...>& other) : std::tuple<FirstType, OtherTypes...>(other) { }
+  constexpr IndexList() : std::tuple<FirstType, OtherTypes...>() { }
+
+  constexpr bool value_known_statically(const DenseIndex i) const {
+    return internal::tuple_coeff<std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value-1>::value_known_statically(i, *this);
+  }
+  constexpr bool all_values_known_statically() const {
+    return internal::tuple_coeff<std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value-1>::values_up_to_known_statically(*this);
+  }
+
+  constexpr bool values_statically_known_to_increase() const {
+    return internal::tuple_coeff<std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value-1>::values_up_to_statically_known_to_increase(*this);
+  }
+};
+
+
+template<typename FirstType, typename... OtherTypes>
+constexpr IndexList<FirstType, OtherTypes...> make_index_list(FirstType val1, OtherTypes... other_vals) {
+  return std::make_tuple(val1, other_vals...);
+}
+
+
+namespace internal {
+
+template<typename FirstType, typename... OtherTypes> size_t array_prod(const IndexList<FirstType, OtherTypes...>& sizes) {
+  size_t result = 1;
+  for (int i = 0; i < array_size<IndexList<FirstType, OtherTypes...> >::value; ++i) {
+    result *= sizes[i];
+  }
+  return result;
+};
+
+template<typename FirstType, typename... OtherTypes> struct array_size<IndexList<FirstType, OtherTypes...> > {
+  static const size_t value = std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value;
+};
+template<typename FirstType, typename... OtherTypes> struct array_size<const IndexList<FirstType, OtherTypes...> > {
+  static const size_t value = std::tuple_size<std::tuple<FirstType, OtherTypes...> >::value;
+};
+
+template<DenseIndex n, typename FirstType, typename... OtherTypes> constexpr DenseIndex array_get(IndexList<FirstType, OtherTypes...>& a) {
+  return std::get<n>(a);
+}
+template<DenseIndex n, typename FirstType, typename... OtherTypes> constexpr DenseIndex array_get(const IndexList<FirstType, OtherTypes...>& a) {
+  return std::get<n>(a);
+}
+
+template <typename T>
+struct index_known_statically {
+  constexpr bool operator() (DenseIndex) const {
+    return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_known_statically<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i);
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_known_statically<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i);
+  }
+};
+
+template <typename T>
+struct all_indices_known_statically {
+  constexpr bool operator() () const {
+    return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct all_indices_known_statically<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() () const {
+    return IndexList<FirstType, OtherTypes...>().all_values_known_statically();
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct all_indices_known_statically<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() () const {
+    return IndexList<FirstType, OtherTypes...>().all_values_known_statically();
+  }
+};
+
+template <typename T>
+struct indices_statically_known_to_increase {
+  constexpr bool operator() () const {
+    return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct indices_statically_known_to_increase<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() () const {
+    return IndexList<FirstType, OtherTypes...>().values_statically_known_to_increase();
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct indices_statically_known_to_increase<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() () const {
+    return IndexList<FirstType, OtherTypes...>().values_statically_known_to_increase();
+  }
+};
+
+template <typename Tx>
+struct index_statically_eq {
+  constexpr bool operator() (DenseIndex, DenseIndex) const {
+    return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_eq<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] == value;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_eq<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] == value;
+  }
+};
+
+template <typename T>
+struct index_statically_ne {
+  constexpr bool operator() (DenseIndex, DenseIndex) const {
+  return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_ne<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] != value;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_ne<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] != value;
+  }
+};
+
+
+template <typename T>
+struct index_statically_gt {
+  constexpr bool operator() (DenseIndex, DenseIndex) const {
+  return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_gt<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] > value;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_gt<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] > value;
+  }
+};
+
+template <typename T>
+struct index_statically_lt {
+  constexpr bool operator() (DenseIndex, DenseIndex) const {
+  return false;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_lt<IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] < value;
+  }
+};
+
+template <typename FirstType, typename... OtherTypes>
+struct index_statically_lt<const IndexList<FirstType, OtherTypes...> > {
+  constexpr bool operator() (const DenseIndex i, const DenseIndex value) const {
+    return IndexList<FirstType, OtherTypes...>().value_known_statically(i) &&
+        IndexList<FirstType, OtherTypes...>()[i] < value;
+  }
+};
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+#else
+
+namespace Eigen {
+namespace internal {
+
+// No C++11 support
+template <typename T>
+struct index_known_statically {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() (DenseIndex) const{
+    return false;
+  }
+};
+
+template <typename T>
+struct all_indices_known_statically {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() () const {
+    return false;
+  }
+};
+
+template <typename T>
+struct indices_statically_known_to_increase {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() () const {
+    return false;
+  }
+};
+
+template <typename T>
+struct index_statically_eq {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() (DenseIndex, DenseIndex) const{
+    return false;
+  }
+};
+
+template <typename T>
+struct index_statically_ne {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() (DenseIndex, DenseIndex) const{
+    return false;
+  }
+};
+
+template <typename T>
+struct index_statically_gt {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() (DenseIndex, DenseIndex) const{
+    return false;
+  }
+};
+
+template <typename T>
+struct index_statically_lt {
+  EIGEN_ALWAYS_INLINE EIGEN_DEVICE_FUNC bool operator() (DenseIndex, DenseIndex) const{
+    return false;
+  }
+};
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+#endif
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_INDEX_LIST_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorInflation.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorInflation.h
new file mode 100644
index 0000000000..40a50e4662
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorInflation.h
@@ -0,0 +1,219 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Ke Yang <yangke@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_INFLATION_H
+#define EIGEN_CXX11_TENSOR_TENSOR_INFLATION_H
+
+namespace Eigen {
+
+/** \class TensorInflation
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor inflation class.
+  *
+  *
+  */
+namespace internal {
+template<typename Strides, typename XprType>
+struct traits<TensorInflationOp<Strides, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename Strides, typename XprType>
+struct eval<TensorInflationOp<Strides, XprType>, Eigen::Dense>
+{
+  typedef const TensorInflationOp<Strides, XprType>& type;
+};
+
+template<typename Strides, typename XprType>
+struct nested<TensorInflationOp<Strides, XprType>, 1, typename eval<TensorInflationOp<Strides, XprType> >::type>
+{
+  typedef TensorInflationOp<Strides, XprType> type;
+};
+
+}  // end namespace internal
+
+template<typename Strides, typename XprType>
+class TensorInflationOp : public TensorBase<TensorInflationOp<Strides, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorInflationOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorInflationOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorInflationOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorInflationOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorInflationOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorInflationOp(const XprType& expr, const Strides& strides)
+      : m_xpr(expr), m_strides(strides) {}
+
+    EIGEN_DEVICE_FUNC
+    const Strides& strides() const { return m_strides; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const Strides m_strides;
+};
+
+// Eval as rvalue
+template<typename Strides, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorInflationOp<Strides, ArgType>, Device>
+{
+  typedef TensorInflationOp<Strides, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_strides(op.strides())
+  {
+    m_dimensions = m_impl.dimensions();
+    // Expand each dimension to the inflated dimension.
+    for (int i = 0; i < NumDims; ++i) {
+      m_dimensions[i] = (m_dimensions[i] - 1) * op.strides()[i] + 1;
+    }
+
+    // Remember the strides for fast division.
+    for (int i = 0; i < NumDims; ++i) {
+      m_fastStrides[i] = internal::TensorIntDivisor<Index>(m_strides[i]);
+    }
+
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_outputStrides[0] = 1;
+      m_inputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1];
+        m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+      }
+    } else {  // RowMajor
+      m_outputStrides[NumDims-1] = 1;
+      m_inputStrides[NumDims-1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1];
+        m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1];
+      }
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  // Computes the input index given the output index. Returns true if the output
+  // index doesn't fall into a hole.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool getInputIndex(Index index, Index* inputIndex) const
+  {
+    eigen_assert(index < dimensions().TotalSize());
+    *inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStrides[i];
+        if (idx != idx / m_fastStrides[i] * m_strides[i]) {
+          return false;
+        }
+        *inputIndex += idx / m_strides[i] * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      if (index != index / m_fastStrides[0] * m_strides[0]) {
+        return false;
+      }
+      *inputIndex += index / m_strides[0];
+      return true;
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_outputStrides[i];
+        if (idx != idx / m_fastStrides[i] * m_strides[i]) {
+          return false;
+        }
+        *inputIndex += idx / m_strides[i] * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      if (index != index / m_fastStrides[NumDims-1] * m_strides[NumDims-1]) {
+        return false;
+      }
+      *inputIndex += index / m_strides[NumDims - 1];
+    }
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    Index inputIndex = 0;
+    if (getInputIndex(index, &inputIndex)) {
+     return m_impl.coeff(inputIndex);
+    } else {
+     return Scalar(0);
+    }
+  }
+
+  // TODO(yangke): optimize this function so that we can detect and produce
+  // all-zero packets
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_outputStrides;
+  array<Index, NumDims> m_inputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  const Strides m_strides;
+  array<internal::TensorIntDivisor<Index>, NumDims> m_fastStrides;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_INFLATION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorInitializer.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorInitializer.h
new file mode 100644
index 0000000000..375c763152
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorInitializer.h
@@ -0,0 +1,82 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_INITIALIZER_H
+#define EIGEN_CXX11_TENSOR_TENSOR_INITIALIZER_H
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+
+#include <initializer_list>
+
+namespace Eigen {
+
+/** \class TensorInitializer
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Helper template to initialize Tensors from std::initializer_lists.
+  */
+namespace internal {
+
+template <typename Derived, int N>
+struct Initializer {
+  typedef std::initializer_list<
+    typename Initializer<Derived, N - 1>::InitList> InitList;
+
+  static void run(TensorEvaluator<Derived, DefaultDevice>& tensor,
+                  Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions>* indices,
+                  const InitList& vals) {
+    int i = 0;
+    for (auto v : vals) {
+      (*indices)[traits<Derived>::NumDimensions - N] = i++;
+      Initializer<Derived, N - 1>::run(tensor, indices, v);
+    }
+  }
+};
+
+template <typename Derived>
+struct Initializer<Derived, 1> {
+  typedef std::initializer_list<typename traits<Derived>::Scalar> InitList;
+
+  static void run(TensorEvaluator<Derived, DefaultDevice>& tensor,
+                  Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions>* indices,
+                  const InitList& vals) {
+    int i = 0;
+    // There is likely a faster way to do that than iterating.
+    for (auto v : vals) {
+      (*indices)[traits<Derived>::NumDimensions - 1] = i++;
+      tensor.coeffRef(*indices) = v;
+    }
+  }
+};
+
+template <typename Derived>
+struct Initializer<Derived, Dynamic> {
+  typedef std::initializer_list<typename traits<Derived>::Scalar> InitList;
+
+  static void run(TensorEvaluator<Derived, DefaultDevice>& tensor,
+                  Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions>* indices,
+                  const InitList& vals) {
+    // Static initialization not implemented for VarDims tensors.
+    eigen_assert(false);
+  }
+};
+
+template <typename Derived, int N>
+void initialize_tensor(TensorEvaluator<Derived, DefaultDevice>& tensor,
+                       const typename Initializer<Derived, traits<Derived>::NumDimensions>::InitList& vals) {
+  Eigen::array<typename traits<Derived>::Index, traits<Derived>::NumDimensions> indices;
+  Initializer<Derived, traits<Derived>::NumDimensions>::run(tensor, &indices, vals);
+}
+
+}  // namespace internal
+}  // namespace Eigen
+
+#endif  // EIGEN_HAS_VARIADIC_TEMPLATES
+
+#endif  // EIGEN_CXX11_TENSOR_TENSOR_ASSIGN_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIntDiv.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIntDiv.h
new file mode 100644
index 0000000000..3e90b08c99
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorIntDiv.h
@@ -0,0 +1,357 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_INTDIV_H
+#define EIGEN_CXX11_TENSOR_TENSOR_INTDIV_H
+
+
+namespace Eigen {
+
+/** \internal
+  *
+  * \class TensorIntDiv
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Fast integer division by a constant.
+  *
+  * See the paper from Granlund and Montgomery for explanation.
+  *   (at http://dx.doi.org/10.1145/773473.178249)
+  *
+  * \sa Tensor
+  */
+
+namespace internal {
+
+#if !defined(__GCUDACC__) && !defined(__GCUDACC_HOST__)
+
+namespace {
+  // Note: result is undefined if val == 0
+  template <typename T>
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE int count_leading_zeros(const T val)
+  {
+#ifdef __CUDA_ARCH__
+    if (sizeof(T) == 8) {
+      return __clzll(val);
+    }
+    return __clz(val);
+#elif EIGEN_COMP_MSVC
+    DWORD leading_zeros = 0;
+    if (sizeof(T) == 8) {
+      _BitScanReverse64(&leading_zero, val);
+    }
+    else {
+      _BitScanReverse(&leading_zero, val);
+    }
+#else
+    if (sizeof(T) == 8) {
+      return __builtin_clzl(static_cast<uint64_t>(val));
+    }
+    return __builtin_clz(static_cast<uint32_t>(val));
+#endif
+  }
+
+
+  template <typename T>
+  struct DividerTraits {
+#if defined(__SIZEOF_INT128__) && !defined(__CUDACC__)
+    typedef typename conditional<sizeof(T) == 8, uint64_t, uint32_t>::type type;
+    static const int N = sizeof(T) * 8;
+#else
+    typedef uint32_t type;
+    static const int N = 32;
+#endif
+  };
+
+
+  template <typename T>
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint32_t muluh(const uint32_t a, const T b) {
+#if defined(__CUDA_ARCH__)
+    return __umulhi(a, b);
+#else
+    return (static_cast<uint64_t>(a) * b) >> 32;
+#endif
+  }
+
+#if defined(__CUDA_ARCH__)
+ template <typename T>
+ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint64_t muluh(const uint64_t a, const T b) {
+    return __umul64hi(a, b);
+ }
+#else
+  template <typename T>
+  EIGEN_ALWAYS_INLINE uint64_t muluh(const uint64_t a, const T b) {
+#if defined(__SIZEOF_INT128__) && !defined(__CUDACC__)
+    __uint128_t v = static_cast<__uint128_t>(a) * static_cast<__uint128_t>(b);
+    return static_cast<uint64_t>(v >> 64);
+#else
+    EIGEN_STATIC_ASSERT(sizeof(T) == 4, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    return (a * b) >> 32;
+#endif
+  }
+#endif
+
+  template <int N, typename T>
+  struct DividerHelper {
+    static EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE uint32_t computeMultiplier (const int log_div, const T divider) {
+      EIGEN_STATIC_ASSERT(N == 32, YOU_MADE_A_PROGRAMMING_MISTAKE);
+      return (static_cast<uint64_t>(1) << (N+log_div)) / divider - (static_cast<uint64_t>(1) << N) + 1;
+    }
+  };
+
+#if defined(__SIZEOF_INT128__) && !defined(__CUDACC__)
+  template <typename T>
+  struct DividerHelper<64, T> {
+    static EIGEN_ALWAYS_INLINE uint64_t computeMultiplier(const int log_div, const T divider) {
+      return ((static_cast<__uint128_t>(1) << (64+log_div)) / static_cast<__uint128_t>(divider) - (static_cast<__uint128_t>(1) << 64) + 1);
+    }
+  };
+#endif
+}
+
+
+template <typename T>
+struct TensorIntDivisor {
+ public:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor() {
+    multiplier = 0;
+    shift1 = 0;
+    shift2 = 0;
+  }
+
+  // Must have 0 < divider < 2^31. This is relaxed to
+  // 0 < divider < 2^63 when using 64-bit indices on platforms that support
+  // the __uint128_t type.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor(const T divider) {
+    const int N = DividerTraits<T>::N;
+    eigen_assert(divider < NumTraits<UnsignedType>::highest()/2);
+    eigen_assert(divider > 0);
+
+    // fast ln2
+    const int leading_zeros = count_leading_zeros(static_cast<UnsignedType>(divider));
+    int log_div = N - leading_zeros;
+    // if divider is a power of two then log_div is 1 more than it should be.
+    if ((1ull << (log_div-1)) == divider)
+      log_div--;
+
+    multiplier = DividerHelper<N, T>::computeMultiplier(log_div, divider);
+    shift1 = log_div > 1 ? 1 : log_div;
+    shift2 = log_div > 1 ? log_div-1 : 0;
+  }
+
+  // Must have 0 <= numerator. On platforms that dont support the __uint128_t
+  // type numerator should also be less than 2^32-1.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T divide(const T numerator) const {
+    eigen_assert(numerator < NumTraits<UnsignedType>::highest()/2);
+    eigen_assert(numerator >= 0);
+
+    UnsignedType t1 = muluh(multiplier, numerator);
+    UnsignedType t = (static_cast<UnsignedType>(numerator) - t1) >> shift1;
+    return (t1 + t) >> shift2;
+  }
+
+ private:
+  typedef typename DividerTraits<T>::type UnsignedType;
+  UnsignedType multiplier;
+  int32_t shift1;
+  int32_t shift2;
+};
+
+
+// Optimized version for signed 32 bit integers.
+// Derived from Hacker's Delight.
+template <>
+class TensorIntDivisor<int32_t> {
+ public:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor() {
+    magic = 0;
+    shift = 0;
+  }
+  // Must have 2 <= divider
+  EIGEN_DEVICE_FUNC TensorIntDivisor(int32_t divider)  {
+    eigen_assert(divider >= 2);
+    calcMagic(divider);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE int divide(const int32_t n) const {
+#ifdef __CUDA_ARCH__
+    return (__umulhi(magic, n) >> shift);
+#else
+    uint64_t v = static_cast<uint64_t>(magic) * static_cast<uint64_t>(n);
+    return (static_cast<uint32_t>(v >> 32) >> shift);
+#endif
+  }
+
+private:
+  // Compute the magic numbers. See Hacker's Delight section 10 for an in
+  // depth explanation.
+  EIGEN_DEVICE_FUNC void calcMagic(int32_t d) {
+   const unsigned two31 = 0x80000000;     // 2**31.
+   unsigned ad = d;
+   unsigned t = two31 + (ad >> 31);
+   unsigned anc = t - 1 - t%ad;     // Absolute value of nc.
+   int p = 31;                      // Init. p.
+   unsigned q1 = two31/anc;         // Init. q1 = 2**p/|nc|.
+   unsigned r1 = two31 - q1*anc;    // Init. r1 = rem(2**p, |nc|).
+   unsigned q2 = two31/ad;          // Init. q2 = 2**p/|d|.
+   unsigned r2 = two31 - q2*ad;     // Init. r2 = rem(2**p, |d|).
+   unsigned delta = 0;
+   do {
+      p = p + 1;
+      q1 = 2*q1;           // Update q1 = 2**p/|nc|.
+      r1 = 2*r1;           // Update r1 = rem(2**p, |nc|).
+      if (r1 >= anc) {     // (Must be an unsigned
+         q1 = q1 + 1;      // comparison here).
+         r1 = r1 - anc;}
+      q2 = 2*q2;           // Update q2 = 2**p/|d|.
+      r2 = 2*r2;           // Update r2 = rem(2**p, |d|).
+      if (r2 >= ad) {      // (Must be an unsigned
+         q2 = q2 + 1;      // comparison here).
+         r2 = r2 - ad;}
+      delta = ad - r2;
+   } while (q1 < delta || (q1 == delta && r1 == 0));
+
+   magic = (unsigned)(q2 + 1);
+   shift = p - 32;
+  }
+
+  uint32_t magic;
+  int32_t shift;
+};
+
+
+template <typename T>
+static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator / (const T& numerator, const TensorIntDivisor<T>& divisor) {
+  return divisor.divide(numerator);
+}
+
+
+#else
+// Reverse to the old code since gcudacc doesn't support the code above.
+template <typename T>
+struct TensorIntDivisor {
+ public:
+   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor() {
+    multiplier = 0;
+    shift1 = 0;
+    shift2 = 0;
+  }
+
+  // Must have 1 <= divider <= 2^31-1
+   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor(const T divider) {
+    const int N = 32;
+    eigen_assert(divider > 0);
+    eigen_assert(divider < (1ull<<(N-1)));
+
+    // fast ln2
+#ifndef __CUDA_ARCH__
+    const int leading_zeros = __builtin_clz(divider);
+#else
+    const int leading_zeros = __clz(divider);
+#endif
+    int log_div = N - leading_zeros;
+    // if divider is a power of two then log_div is 1 more than it should be.
+    if ((1ull << (log_div-1)) == divider)
+      log_div--;
+
+    multiplier = (static_cast<uint64_t>(1) << (N+log_div)) / divider - (static_cast<uint64_t>(1) << N) + 1;
+    shift1 = log_div > 1 ? 1 : log_div;
+    shift2 = log_div > 1 ? log_div-1 : 0;
+  }
+
+  // Must have 0 <= numerator <= 2^32-1
+   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T divide(const T numerator) const {
+    const int N = 32;
+    eigen_assert(numerator >= 0);
+    eigen_assert(static_cast<uint64_t>(numerator) < 1ull<<N);
+
+    uint32_t t1 = (multiplier * numerator) >> N;
+    uint32_t t = (static_cast<uint32_t>(numerator) - t1) >> shift1;
+    return (t1 + t) >> shift2;
+  }
+
+ private:
+  uint64_t multiplier;
+  int32_t shift1;
+  int32_t shift2;
+};
+
+
+// Optimized version for signed 32 bit integers.
+// Derived from Hacker's Delight.
+template <>
+class TensorIntDivisor<int> {
+ public:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorIntDivisor() {
+    magic = 0;
+    shift = 0;
+  }
+  // Must have 2 <= divider
+  EIGEN_DEVICE_FUNC TensorIntDivisor(int divider)  {
+    eigen_assert(divider >= 2);
+    calcMagic(divider);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE int divide(const int n) const {
+#ifdef __CUDA_ARCH__
+    return (__umulhi(magic, n) >> shift);
+#else
+  uint64_t v = static_cast<uint64_t>(magic) * static_cast<uint64_t>(n);
+  return (static_cast<unsigned int>(v >> 32) >> shift);
+#endif
+  }
+
+private:
+  // Compute the magic numbers. See Hacker's Delight section 10 for an in
+  // depth explanation.
+  EIGEN_DEVICE_FUNC void calcMagic(int d) {
+   const unsigned two31 = 0x80000000;     // 2**31.
+   unsigned ad = d;
+   unsigned t = two31 + (ad >> 31);
+   unsigned anc = t - 1 - t%ad;     // Absolute value of nc.
+   int p = 31;                      // Init. p.
+   unsigned q1 = two31/anc;         // Init. q1 = 2**p/|nc|.
+   unsigned r1 = two31 - q1*anc;    // Init. r1 = rem(2**p, |nc|).
+   unsigned q2 = two31/ad;          // Init. q2 = 2**p/|d|.
+   unsigned r2 = two31 - q2*ad;     // Init. r2 = rem(2**p, |d|).
+   unsigned delta = 0;
+   do {
+      p = p + 1;
+      q1 = 2*q1;           // Update q1 = 2**p/|nc|.
+      r1 = 2*r1;           // Update r1 = rem(2**p, |nc|).
+      if (r1 >= anc) {     // (Must be an unsigned
+         q1 = q1 + 1;      // comparison here).
+         r1 = r1 - anc;}
+      q2 = 2*q2;           // Update q2 = 2**p/|d|.
+      r2 = 2*r2;           // Update r2 = rem(2**p, |d|).
+      if (r2 >= ad) {      // (Must be an unsigned
+         q2 = q2 + 1;      // comparison here).
+         r2 = r2 - ad;}
+      delta = ad - r2;
+   } while (q1 < delta || (q1 == delta && r1 == 0));
+
+   magic = (unsigned)(q2 + 1);
+   shift = p - 32;
+  }
+
+  unsigned int magic;
+  int shift;
+};
+
+
+template <typename T>
+static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T operator / (const T& numerator, const TensorIntDivisor<T>& divisor) {
+  return divisor.divide(numerator);
+}
+
+#endif
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_INTDIV_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h
new file mode 100644
index 0000000000..bd795d54b0
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorLayoutSwap.h
@@ -0,0 +1,217 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_LAYOUT_SWAP_H
+#define EIGEN_CXX11_TENSOR_TENSOR_LAYOUT_SWAP_H
+
+namespace Eigen {
+
+/** \class TensorLayoutSwap
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Swap the layout from col-major to row-major, or row-major
+  * to col-major, and invert the order of the dimensions.
+  *
+  * Beware: the dimensions are reversed by this operation. If you want to
+  * preserve the ordering of the dimensions, you need to combine this
+  * operation with a shuffle.
+  *
+  * \example:
+  * Tensor<float, 2, ColMajor> input(2, 4);
+  * Tensor<float, 2, RowMajor> output = input.swap_layout();
+  * eigen_assert(output.dimension(0) == 4);
+  * eigen_assert(output.dimension(1) == 2);
+  *
+  * array<int, 2> shuffle(1, 0);
+  * output = input.swap_layout().shuffle(shuffle);
+  * eigen_assert(output.dimension(0) == 2);
+  * eigen_assert(output.dimension(1) == 4);
+  *
+  */
+namespace internal {
+template<typename XprType>
+struct traits<TensorLayoutSwapOp<XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = traits<XprType>::NumDimensions;
+  static const int Layout = (static_cast<int>(traits<XprType>::Layout) == static_cast<int>(ColMajor)) ? RowMajor : ColMajor;
+};
+
+template<typename XprType>
+struct eval<TensorLayoutSwapOp<XprType>, Eigen::Dense>
+{
+  typedef const TensorLayoutSwapOp<XprType>& type;
+};
+
+template<typename XprType>
+struct nested<TensorLayoutSwapOp<XprType>, 1, typename eval<TensorLayoutSwapOp<XprType> >::type>
+{
+  typedef TensorLayoutSwapOp<XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename XprType>
+class TensorLayoutSwapOp : public TensorBase<TensorLayoutSwapOp<XprType>, WriteAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename internal::remove_const<typename XprType::PacketReturnType>::type PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorLayoutSwapOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorLayoutSwapOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorLayoutSwapOp(const XprType& expr)
+      : m_xpr(expr) {}
+
+  EIGEN_DEVICE_FUNC
+  const typename internal::remove_all<typename XprType::Nested>::type&
+  expression() const { return m_xpr; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE TensorLayoutSwapOp& operator = (const TensorLayoutSwapOp& other)
+  {
+    typedef TensorAssignOp<TensorLayoutSwapOp, const TensorLayoutSwapOp> Assign;
+    Assign assign(*this, other);
+    internal::TensorExecutor<const Assign, DefaultDevice>::run(
+        assign, DefaultDevice());
+    return *this;
+  }
+
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE TensorLayoutSwapOp& operator = (const OtherDerived& other)
+  {
+    typedef TensorAssignOp<TensorLayoutSwapOp, const OtherDerived> Assign;
+    Assign assign(*this, other);
+    internal::TensorExecutor<const Assign, DefaultDevice>::run(
+        assign, DefaultDevice());
+    return *this;
+  }
+
+ protected:
+  typename XprType::Nested m_xpr;
+};
+
+
+// Eval as rvalue
+template<typename ArgType, typename Device>
+struct TensorEvaluator<const TensorLayoutSwapOp<ArgType>, Device>
+{
+  typedef TensorLayoutSwapOp<ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<ArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = (static_cast<int>(TensorEvaluator<ArgType, Device>::Layout) ==
+              static_cast<int>(ColMajor))
+                 ? RowMajor
+                 : ColMajor,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device)
+  {
+    for(int i = 0; i < NumDims; ++i) {
+      m_dimensions[i] = m_impl.dimensions()[NumDims-1-i];
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    return m_impl.evalSubExprsIfNeeded(data);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_impl.coeff(index);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return m_impl.template packet<LoadMode>(index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_impl.data(); }
+
+  const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; }
+
+ protected:
+  TensorEvaluator<ArgType, Device> m_impl;
+  Dimensions m_dimensions;
+};
+
+
+// Eval as lvalue
+template<typename ArgType, typename Device>
+  struct TensorEvaluator<TensorLayoutSwapOp<ArgType>, Device>
+  : public TensorEvaluator<const TensorLayoutSwapOp<ArgType>, Device>
+{
+  typedef TensorEvaluator<const TensorLayoutSwapOp<ArgType>, Device> Base;
+  typedef TensorLayoutSwapOp<ArgType> XprType;
+
+  enum {
+    IsAligned = TensorEvaluator<ArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = (static_cast<int>(TensorEvaluator<ArgType, Device>::Layout) ==
+              static_cast<int>(ColMajor))
+                 ? RowMajor
+                 : ColMajor,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : Base(op, device)
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+  {
+    return this->m_impl.coeffRef(index);
+  }
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    this->m_impl.template writePacket<StoreMode>(index, x);
+  }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_LAYOUT_SWAP_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMap.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMap.h
new file mode 100644
index 0000000000..908bdc38ad
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMap.h
@@ -0,0 +1,320 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_MAP_H
+#define EIGEN_CXX11_TENSOR_TENSOR_MAP_H
+
+namespace Eigen {
+
+/** \class TensorMap
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief A tensor expression mapping an existing array of data.
+  *
+  */
+
+template<typename PlainObjectType, int Options_> class TensorMap : public TensorBase<TensorMap<PlainObjectType, Options_> >
+{
+  public:
+    typedef TensorMap<PlainObjectType, Options_> Self;
+    typedef typename PlainObjectType::Base Base;
+    typedef typename Eigen::internal::nested<Self>::type Nested;
+    typedef typename internal::traits<PlainObjectType>::StorageKind StorageKind;
+    typedef typename internal::traits<PlainObjectType>::Index Index;
+    typedef typename internal::traits<PlainObjectType>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+  /*    typedef typename internal::conditional<
+                         bool(internal::is_lvalue<PlainObjectType>::value),
+                         Scalar *,
+                         const Scalar *>::type
+                     PointerType;*/
+    typedef Scalar* PointerType;
+    typedef PointerType PointerArgType;
+
+    static const int Options = Options_;
+
+    static const Index NumIndices = PlainObjectType::NumIndices;
+    typedef typename PlainObjectType::Dimensions Dimensions;
+
+    enum {
+      IsAligned = ((int(Options_) & Aligned) == Aligned),
+      PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+      BlockAccess = false,
+      Layout = PlainObjectType::Layout,
+      CoordAccess = true,
+    };
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr) : m_data(dataPtr), m_dimensions() {
+      // The number of dimensions used to construct a tensor must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT((0 == NumIndices || NumIndices == Dynamic), YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index firstDimension, IndexTypes... otherDimensions) : m_data(dataPtr), m_dimensions(firstDimension, otherDimensions...) {
+      // The number of dimensions used to construct a tensor must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT((sizeof...(otherDimensions) + 1 == NumIndices || NumIndices == Dynamic), YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+#else
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index firstDimension) : m_data(dataPtr), m_dimensions(firstDimension) {
+      // The number of dimensions used to construct a tensor must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT((1 == NumIndices || NumIndices == Dynamic), YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2) : m_data(dataPtr), m_dimensions(dim1, dim2) {
+      EIGEN_STATIC_ASSERT(2 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2, Index dim3) : m_data(dataPtr), m_dimensions(dim1, dim2, dim3) {
+      EIGEN_STATIC_ASSERT(3 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2, Index dim3, Index dim4) : m_data(dataPtr), m_dimensions(dim1, dim2, dim3, dim4) {
+      EIGEN_STATIC_ASSERT(4 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, Index dim1, Index dim2, Index dim3, Index dim4, Index dim5) : m_data(dataPtr), m_dimensions(dim1, dim2, dim3, dim4, dim5) {
+      EIGEN_STATIC_ASSERT(5 == NumIndices || NumIndices == Dynamic, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, const array<Index, NumIndices>& dimensions)
+      : m_data(dataPtr), m_dimensions(dimensions)
+    { }
+
+    template <typename Dimensions>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PointerArgType dataPtr, const Dimensions& dimensions)
+      : m_data(dataPtr), m_dimensions(dimensions)
+    { }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorMap(PlainObjectType& tensor)
+      : m_data(tensor.data()), m_dimensions(tensor.dimensions())
+    { }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rank() const { return m_dimensions.rank(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index dimension(Index n) const { return m_dimensions[n]; }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index size() const { return m_dimensions.TotalSize(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar* data() { return m_data; }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar* data() const { return m_data; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(const array<Index, NumIndices>& indices) const
+    {
+      //      eigen_assert(checkIndexRange(indices));
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = m_dimensions.IndexOfRowMajor(indices);
+        return m_data[index];
+      } else {
+        const Index index = m_dimensions.IndexOfColMajor(indices);
+        return m_data[index];
+      }
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()() const
+    {
+      EIGEN_STATIC_ASSERT(NumIndices == 0 || NumIndices == Dynamic, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor.");
+      eigen_assert(rank() == 0);
+      return m_data[0];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index firstIndex, IndexTypes... otherIndices) const
+    {
+      static_assert(sizeof...(otherIndices) + 1 == NumIndices, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor.");
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = m_dimensions.IndexOfRowMajor(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+        return m_data[index];
+      } else {
+        const Index index = m_dimensions.IndexOfColMajor(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+        return m_data[index];
+      }
+    }
+#else
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_data[index];
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1) const
+    {
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = i1 + i0 * m_dimensions[0];
+        return m_data[index];
+      } else {
+        const Index index = i0 + i1 * m_dimensions[0];
+        return m_data[index];
+      }
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2) const
+    {
+      if (PlainObjectType::Options&RowMajor) {
+         const Index index = i2 + m_dimensions[1] * (i1 + m_dimensions[0] * i0);
+         return m_data[index];
+      } else {
+         const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * i2);
+        return m_data[index];
+      }
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2, Index i3) const
+    {
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0));
+        return m_data[index];
+      } else {
+        const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * i3));
+        return m_data[index];
+      }
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar& operator()(Index i0, Index i1, Index i2, Index i3, Index i4) const
+    {
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = i4 + m_dimensions[4] * (i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0)));
+        return m_data[index];
+      } else {
+        const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * (i3 + m_dimensions[3] * i4)));
+        return m_data[index];
+      }
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(const array<Index, NumIndices>& indices)
+    {
+      //      eigen_assert(checkIndexRange(indices));
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = m_dimensions.IndexOfRowMajor(indices);
+        return m_data[index];
+      } else {
+        const Index index = m_dimensions.IndexOfColMajor(indices);
+        return m_data[index];
+      }
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()()
+    {
+      static_assert(NumIndices == 0 || NumIndices == Dynamic, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor.");
+      eigen_internal_assert(rank() == 0);
+      return m_data[0];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index firstIndex, IndexTypes... otherIndices)
+    {
+      static_assert(sizeof...(otherIndices) + 1 == NumIndices || NumIndices == Dynamic, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor.");
+      const std::size_t NumDims = sizeof...(otherIndices) + 1;
+      if (PlainObjectType::Options&RowMajor) {
+        const array<Index, NumDims> dims = {firstIndex, otherIndices...};
+        const Index index = m_dimensions.IndexOfRowMajor(dims);
+        return m_data[index];
+      } else {
+        const array<Index, NumDims> dims = {firstIndex, otherIndices...};
+        const Index index = m_dimensions.IndexOfColMajor(dims);
+        return m_data[index];
+      }
+    }
+#else
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index index)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_data[index];
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1)
+    {
+       if (PlainObjectType::Options&RowMajor) {
+         const Index index = i1 + i0 * m_dimensions[0];
+        return m_data[index];
+      } else {
+        const Index index = i0 + i1 * m_dimensions[0];
+        return m_data[index];
+      }
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2)
+    {
+       if (PlainObjectType::Options&RowMajor) {
+         const Index index = i2 + m_dimensions[1] * (i1 + m_dimensions[0] * i0);
+        return m_data[index];
+      } else {
+         const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * i2);
+        return m_data[index];
+      }
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3)
+    {
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0));
+        return m_data[index];
+      } else {
+        const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * i3));
+        return m_data[index];
+      }
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3, Index i4)
+    {
+      if (PlainObjectType::Options&RowMajor) {
+        const Index index = i4 + m_dimensions[4] * (i3 + m_dimensions[3] * (i2 + m_dimensions[2] * (i1 + m_dimensions[1] * i0)));
+        return m_data[index];
+      } else {
+        const Index index = i0 + m_dimensions[0] * (i1 + m_dimensions[1] * (i2 + m_dimensions[2] * (i3 + m_dimensions[3] * i4)));
+        return m_data[index];
+      }
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Self& operator=(const Self& other)
+    {
+      typedef TensorAssignOp<Self, const Self> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Self& operator=(const OtherDerived& other)
+    {
+      typedef TensorAssignOp<Self, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+
+  private:
+    Scalar* m_data;
+    Dimensions m_dimensions;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_MAP_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMeta.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMeta.h
new file mode 100644
index 0000000000..4dd9af6f92
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMeta.h
@@ -0,0 +1,103 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_META_H
+#define EIGEN_CXX11_TENSOR_TENSOR_META_H
+
+namespace Eigen {
+
+template<bool cond> struct Cond {};
+
+template<typename T1, typename T2> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+const T1& choose(Cond<true>, const T1& first, const T2&) {
+  return first;
+}
+
+template<typename T1, typename T2> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+const T2& choose(Cond<false>, const T1&, const T2& second) {
+  return second;
+}
+
+
+// Default packet types
+template <typename Scalar, typename Device>
+struct PacketType {
+  typedef typename internal::packet_traits<Scalar>::type type;
+  static const int size = internal::unpacket_traits<type>::size;
+};
+
+// For CUDA packet types when using a GpuDevice
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+template <>
+struct PacketType<float, GpuDevice> {
+  typedef float4 type;
+  static const int size = 4;
+};
+template <>
+struct PacketType<double, GpuDevice> {
+  typedef double2 type;
+  static const int size = 2;
+};
+#endif
+
+
+#if defined(EIGEN_HAS_CONSTEXPR)
+#define EIGEN_CONSTEXPR constexpr
+#else
+#define EIGEN_CONSTEXPR
+#endif
+
+// Tuple mimics std::pair but works on e.g. nvcc.
+template <typename U, typename V> struct Tuple {
+ public:
+  U first;
+  V second;
+
+  typedef U first_type;
+  typedef V second_type;
+
+  EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Tuple() : first(), second() {}
+
+  EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Tuple(const U& f, const V& s) : first(f), second(s) {}
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Tuple& operator= (const Tuple& rhs) {
+    if (&rhs == this) return *this;
+    first = rhs.first;
+    second = rhs.second;
+    return *this;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void swap(Tuple& rhs) {
+    using numext::swap;
+    swap(first, rhs.first);
+    swap(second, rhs.second);
+  }
+};
+
+template <typename U, typename V>
+EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+bool operator==(const Tuple<U, V>& x, const Tuple<U, V>& y) {
+  return (x.first == y.first && x.second == y.second);
+}
+
+template <typename U, typename V>
+EIGEN_CONSTEXPR EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+bool operator!=(const Tuple<U, V>& x, const Tuple<U, V>& y) {
+  return !(x == y);
+}
+
+#undef EIGEN_CONSTEXPR
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_TENSOR_TENSOR_META_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMorphing.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMorphing.h
new file mode 100644
index 0000000000..e67f3da31a
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorMorphing.h
@@ -0,0 +1,817 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_MORPHING_H
+#define EIGEN_CXX11_TENSOR_TENSOR_MORPHING_H
+
+namespace Eigen {
+
+/** \class TensorReshaping
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor reshaping class.
+  *
+  *
+  */
+namespace internal {
+template<typename NewDimensions, typename XprType>
+struct traits<TensorReshapingOp<NewDimensions, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = array_size<NewDimensions>::value;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename NewDimensions, typename XprType>
+struct eval<TensorReshapingOp<NewDimensions, XprType>, Eigen::Dense>
+{
+  typedef const TensorReshapingOp<NewDimensions, XprType>& type;
+};
+
+template<typename NewDimensions, typename XprType>
+struct nested<TensorReshapingOp<NewDimensions, XprType>, 1, typename eval<TensorReshapingOp<NewDimensions, XprType> >::type>
+{
+  typedef TensorReshapingOp<NewDimensions, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename NewDimensions, typename XprType>
+class TensorReshapingOp : public TensorBase<TensorReshapingOp<NewDimensions, XprType>, WriteAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorReshapingOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorReshapingOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename internal::remove_const<typename XprType::PacketReturnType>::type PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorReshapingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorReshapingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorReshapingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReshapingOp(const XprType& expr, const NewDimensions& dims)
+      : m_xpr(expr), m_dims(dims) {}
+
+    EIGEN_DEVICE_FUNC
+    const NewDimensions& dimensions() const { return m_dims; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorReshapingOp& operator = (const TensorReshapingOp& other)
+    {
+      typedef TensorAssignOp<TensorReshapingOp, const TensorReshapingOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorReshapingOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorReshapingOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const NewDimensions m_dims;
+};
+
+
+// Eval as rvalue
+template<typename NewDimensions, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorReshapingOp<NewDimensions, ArgType>, Device>
+{
+  typedef TensorReshapingOp<NewDimensions, ArgType> XprType;
+  typedef NewDimensions Dimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<ArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    // TODO(andydavis) Re-enable BlockAccess when the performance issue
+    // with block-based reshape is resolved.
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_dimensions(op.dimensions())
+  {
+    // The total size of the reshaped tensor must be equal to the total size
+    // of the input tensor.
+    eigen_assert(internal::array_prod(m_impl.dimensions()) == internal::array_prod(op.dimensions()));
+
+    if (BlockAccess) {
+      const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims =
+          m_impl.dimensions();
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_outputStrides[0] = 1;
+        for (int i = 1; i < NumOutputDims; ++i) {
+          m_outputStrides[i] = m_outputStrides[i - 1] * m_dimensions[i - 1];
+        }
+        m_inputStrides[0] = 1;
+        for (int i = 1; i < NumInputDims; ++i) {
+          m_inputStrides[i] = m_inputStrides[i - 1] * input_dims[i - 1];
+        }
+      } else {
+#ifdef __CUDACC__
+        // TODO(andydavis) Remove the following line of code when associated
+        // nvcc bug b/22973013 is fixed.
+        for (int i = 0; i < 1; ++i) {}
+#endif
+        m_outputStrides[NumOutputDims - 1] = 1;
+        for (int i = NumOutputDims - 2; i >= 0; --i) {
+          m_outputStrides[i] = m_outputStrides[i + 1] * m_dimensions[i + 1];
+        }
+        m_inputStrides[NumInputDims - 1] = 1;
+        for (int i = NumInputDims - 2; i >= 0; --i) {
+          m_inputStrides[i] = m_inputStrides[i + 1] * input_dims[i + 1];
+        }
+      }
+    }
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  static const std::size_t NumOutputDims =
+      internal::array_size<Dimensions>::value;
+  static const std::size_t NumInputDims = internal::array_size<
+    typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef typename internal::TensorBlock<
+    Index, typename internal::remove_const<Scalar>::type, NumOutputDims, Layout>
+  OutputTensorBlock;
+  typedef typename internal::TensorBlock<
+    Index, typename internal::remove_const<Scalar>::type, NumInputDims, Layout>
+  InputTensorBlock;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    return m_impl.evalSubExprsIfNeeded(data);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_impl.coeff(index);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    return m_impl.template packet<LoadMode>(index);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    m_impl.getResourceRequirements(resources);
+  }
+
+  // TODO(andydavis) Reduce the overhead of this function.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(
+      OutputTensorBlock* output_block) const {
+    // Calculate output block unit-stride inner dimension length.
+    const DSizes<Index, NumOutputDims>& output_block_sizes =
+        output_block->block_sizes();
+    Index output_inner_dim_size = 1;
+    Index output_outer_dim_start = NumOutputDims;
+    for (Index i = 0; i < NumOutputDims; ++i) {
+      const Index dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+          ? i : NumOutputDims - i - 1;
+      output_inner_dim_size *= output_block_sizes[dim];
+      if (output_block_sizes[dim] < m_dimensions[dim]) {
+        output_outer_dim_start = i + 1;
+        break;
+      }
+    }
+
+    // Initialize output block iterator state.
+    struct BlockIteratorState {
+      Index stride;
+      Index span;
+      Index size;
+      Index count;
+    };
+    array<BlockIteratorState, NumOutputDims> block_iter_state;
+
+    for (Index i = 0; i < NumOutputDims; ++i) {
+      const Index dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+          ? i : NumOutputDims - i - 1;
+      block_iter_state[i].size = output_block_sizes[dim];
+      block_iter_state[i].stride = m_outputStrides[dim];
+      block_iter_state[i].span =
+          block_iter_state[i].stride * (block_iter_state[i].size - 1);
+      block_iter_state[i].count = 0;
+    }
+
+    const Index output_outer_dim_size = output_block_sizes.TotalSize() /
+        output_inner_dim_size;
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims =
+        m_impl.dimensions();
+
+    Index index = output_block->first_coeff_index();
+    for (Index outer_idx = 0; outer_idx < output_outer_dim_size; ++outer_idx) {
+      Index inner_idx = 0;
+      while (inner_idx < output_inner_dim_size) {
+        // Calculate input coords based on 'index'.
+        array<Index, NumInputDims> input_coords;
+        Index idx = index;
+        if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+          for (int i = NumInputDims - 1; i > 0; --i) {
+            input_coords[i] = idx / m_inputStrides[i];
+            idx -= input_coords[i] * m_inputStrides[i];
+          }
+          input_coords[0] = idx;
+        } else {
+          for (int i = 0; i < NumInputDims - 1; ++i) {
+            input_coords[i] = idx / m_inputStrides[i];
+            idx -= input_coords[i] * m_inputStrides[i];
+          }
+          input_coords[NumInputDims - 1] = idx;
+        }
+
+        // Calculate target input block shape, using at most
+        // 'output_inner_dim_size' coefficients along the input block's inner
+        // dimensions.
+        DSizes<Index, NumInputDims> input_block_sizes;
+        Index num_to_allocate = output_inner_dim_size - inner_idx;
+        for (Index i = 0; i < NumInputDims; ++i) {
+          const Index dim =
+              static_cast<int>(Layout) == static_cast<int>(ColMajor)
+              ? i : NumInputDims - i - 1;
+          input_block_sizes[dim] = numext::mini(
+              num_to_allocate, (static_cast<Index>(input_dims[dim]) -
+                                input_coords[dim]));
+          if (input_coords[dim] == 0) {
+            num_to_allocate /= input_block_sizes[dim];
+          } else {
+            num_to_allocate = 1;
+          }
+        }
+
+        // Calculate input block strides.
+        DSizes<Index, NumInputDims> input_block_strides;
+        if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+          input_block_strides[0] = 1;
+          for (int i = 1; i < NumInputDims; ++i) {
+            input_block_strides[i] = input_block_strides[i - 1] *
+                input_block_sizes[i - 1];
+          }
+        } else {
+          input_block_strides[NumInputDims - 1] = 1;
+          for (int i = NumInputDims - 2; i >= 0; --i) {
+            input_block_strides[i] = input_block_strides[i + 1] *
+                input_block_sizes[i + 1];
+          }
+        }
+
+        // Instantiate and read input block from input tensor.
+        InputTensorBlock input_block(index, input_block_sizes,
+                                     input_block_strides, m_inputStrides,
+                                     output_block->data() + outer_idx *
+                                     output_inner_dim_size + inner_idx);
+
+        m_impl.block(&input_block);
+
+        const Index input_block_total_size = input_block_sizes.TotalSize();
+        index += input_block_total_size;
+        inner_idx += input_block_total_size;
+      }
+      eigen_assert(inner_idx == output_inner_dim_size);
+      index -= output_inner_dim_size;
+      // Update index.
+      for (Index i = output_outer_dim_start; i < NumOutputDims; ++i) {
+        if (++block_iter_state[i].count < block_iter_state[i].size) {
+          index += block_iter_state[i].stride;
+          break;
+        }
+        block_iter_state[i].count = 0;
+        index -= block_iter_state[i].span;
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return const_cast<Scalar*>(m_impl.data()); }
+
+  EIGEN_DEVICE_FUNC const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; }
+
+ protected:
+  TensorEvaluator<ArgType, Device> m_impl;
+  NewDimensions m_dimensions;
+  DSizes<Index, NumOutputDims> m_outputStrides;
+  DSizes<Index, NumInputDims> m_inputStrides;
+};
+
+
+// Eval as lvalue
+template<typename NewDimensions, typename ArgType, typename Device>
+  struct TensorEvaluator<TensorReshapingOp<NewDimensions, ArgType>, Device>
+  : public TensorEvaluator<const TensorReshapingOp<NewDimensions, ArgType>, Device>
+
+{
+  typedef TensorEvaluator<const TensorReshapingOp<NewDimensions, ArgType>, Device> Base;
+  typedef TensorReshapingOp<NewDimensions, ArgType> XprType;
+  typedef NewDimensions Dimensions;
+
+  enum {
+    IsAligned = TensorEvaluator<ArgType, Device>::IsAligned,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : Base(op, device)
+  { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index)
+  {
+    return this->m_impl.coeffRef(index);
+  }
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    this->m_impl.template writePacket<StoreMode>(index, x);
+  }
+};
+
+
+/** \class TensorSlicing
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor slicing class.
+  *
+  *
+  */
+namespace internal {
+template<typename StartIndices, typename Sizes, typename XprType>
+struct traits<TensorSlicingOp<StartIndices, Sizes, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = array_size<StartIndices>::value;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename StartIndices, typename Sizes, typename XprType>
+struct eval<TensorSlicingOp<StartIndices, Sizes, XprType>, Eigen::Dense>
+{
+  typedef const TensorSlicingOp<StartIndices, Sizes, XprType>& type;
+};
+
+template<typename StartIndices, typename Sizes, typename XprType>
+struct nested<TensorSlicingOp<StartIndices, Sizes, XprType>, 1, typename eval<TensorSlicingOp<StartIndices, Sizes, XprType> >::type>
+{
+  typedef TensorSlicingOp<StartIndices, Sizes, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename StartIndices, typename Sizes, typename XprType>
+class TensorSlicingOp : public TensorBase<TensorSlicingOp<StartIndices, Sizes, XprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorSlicingOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorSlicingOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorSlicingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorSlicingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorSlicingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorSlicingOp(const XprType& expr, const StartIndices& indices, const Sizes& sizes)
+      : m_xpr(expr), m_indices(indices), m_sizes(sizes) {}
+
+    EIGEN_DEVICE_FUNC
+    const StartIndices& startIndices() const { return m_indices; }
+    EIGEN_DEVICE_FUNC
+    const Sizes& sizes() const { return m_sizes; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorSlicingOp& operator = (const TensorSlicingOp& other)
+    {
+      typedef TensorAssignOp<TensorSlicingOp, const TensorSlicingOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorSlicingOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorSlicingOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const StartIndices m_indices;
+    const Sizes m_sizes;
+};
+
+
+// Eval as rvalue
+template<typename StartIndices, typename Sizes, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorSlicingOp<StartIndices, Sizes, ArgType>, Device>
+{
+  typedef TensorSlicingOp<StartIndices, Sizes, ArgType> XprType;
+  static const int NumDims = internal::array_size<Sizes>::value;
+
+  enum {
+    // Alignment can't be guaranteed at compile time since it depends on the
+    // slice offsets and sizes.
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = TensorEvaluator<ArgType, Device>::CoordAccess,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_device(device), m_dimensions(op.sizes()), m_offsets(op.startIndices())
+  {
+    for (int i = 0; i < internal::array_size<Dimensions>::value; ++i) {
+      eigen_assert(m_impl.dimensions()[i] >= op.sizes()[i] + op.startIndices()[i]);
+    }
+
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    const Sizes& output_dims = op.sizes();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_inputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+      }
+
+      // Don't initialize m_fastOutputStrides[0] since it won't ever be accessed.
+      m_outputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_outputStrides[i] = m_outputStrides[i-1] * output_dims[i-1];
+        m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(m_outputStrides[i]);
+      }
+    } else {
+      m_inputStrides[NumDims-1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1];
+      }
+
+      m_outputStrides[NumDims-1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_outputStrides[i] = m_outputStrides[i+1] * output_dims[i+1];
+        m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(m_outputStrides[i]);
+      }
+    }
+
+    m_block_total_size_max = numext::maxi(static_cast<std::size_t>(1),
+                                          device.lastLevelCacheSize() /
+                                          sizeof(Scalar));
+  }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::remove_const<Scalar>::type ScalarNonConst;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef Sizes Dimensions;
+  typedef internal::TensorBlock<Index, ScalarNonConst, NumDims, Layout>
+    TensorBlock;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    if (internal::is_arithmetic<typename internal::remove_const<Scalar>::type>::value && data && m_impl.data()) {
+      Index contiguous_values = 1;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        for (int i = 0; i < NumDims; ++i) {
+          contiguous_values *= dimensions()[i];
+          if (dimensions()[i] != m_impl.dimensions()[i]) {
+            break;
+          }
+        }
+      } else {
+        for (int i = NumDims-1; i >= 0; --i) {
+          contiguous_values *= dimensions()[i];
+          if (dimensions()[i] != m_impl.dimensions()[i]) {
+            break;
+          }
+        }
+      }
+      // Use memcpy if it's going to be faster than using the regular evaluation.
+      if (contiguous_values > m_device.memcpyThreshold()) {
+        Scalar* src = (Scalar*)m_impl.data();
+        for (int i = 0; i < internal::array_prod(dimensions()); i += contiguous_values) {
+          Index offset = srcCoeff(i);
+          m_device.memcpy((void*)(data+i), src+offset, contiguous_values * sizeof(Scalar));
+        }
+        return false;
+      }
+    }
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_impl.coeff(srcCoeff(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+        eigen_assert(index+packetSize-1 < internal::array_prod(dimensions()));
+
+    Index inputIndices[] = {0, 0};
+    Index indices[] = {index, index + packetSize - 1};
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx0 = indices[0] / m_fastOutputStrides[i];
+        const Index idx1 = indices[1] / m_fastOutputStrides[i];
+        inputIndices[0] += (idx0 + m_offsets[i]) * m_inputStrides[i];
+        inputIndices[1] += (idx1 + m_offsets[i]) * m_inputStrides[i];
+        indices[0] -= idx0 * m_outputStrides[i];
+        indices[1] -= idx1 * m_outputStrides[i];
+      }
+      inputIndices[0] += (indices[0] + m_offsets[0]);
+      inputIndices[1] += (indices[1] + m_offsets[0]);
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx0 = indices[0] / m_fastOutputStrides[i];
+        const Index idx1 = indices[1] / m_fastOutputStrides[i];
+        inputIndices[0] += (idx0 + m_offsets[i]) * m_inputStrides[i];
+        inputIndices[1] += (idx1 + m_offsets[i]) * m_inputStrides[i];
+        indices[0] -= idx0 * m_outputStrides[i];
+        indices[1] -= idx1 * m_outputStrides[i];
+      }
+      inputIndices[0] += (indices[0] + m_offsets[NumDims-1]);
+      inputIndices[1] += (indices[1] + m_offsets[NumDims-1]);
+    }
+    if (inputIndices[1] - inputIndices[0] == packetSize - 1) {
+      PacketReturnType rslt = m_impl.template packet<Unaligned>(inputIndices[0]);
+      return rslt;
+    }
+    else {
+      typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+      values[0] = m_impl.coeff(inputIndices[0]);
+      values[packetSize-1] = m_impl.coeff(inputIndices[1]);
+      for (int i = 1; i < packetSize-1; ++i) {
+        values[i] = coeff(index+i);
+      }
+      PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+      return rslt;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, NumDims>& coords)
+  {
+    array<Index, NumDims> inputCoords;
+    for (int i = 0; i < NumDims; ++i) {
+      inputCoords = coords[i] + this->m_offsets[i];
+    }
+    return m_impl.coeff(inputCoords);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    resources->push_back(internal::TensorOpResourceRequirements(
+        internal::kSkewedInnerDims, m_block_total_size_max));
+    m_impl.getResourceRequirements(resources);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(
+      TensorBlock* output_block) const {
+    TensorBlock input_block(srcCoeff(output_block->first_coeff_index()),
+                            output_block->block_sizes(),
+                            output_block->block_strides(),
+                            m_inputStrides,
+                            output_block->data());
+    m_impl.block(&input_block);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar* data() const {
+    Scalar* result = m_impl.data();
+    if (result) {
+      Index offset = 0;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        for (int i = 0; i < NumDims; ++i) {
+          if (m_dimensions[i] != m_impl.dimensions()[i]) {
+            offset += m_offsets[i] * m_inputStrides[i];
+            for (int j = i+1; j < NumDims; ++j) {
+              if (m_dimensions[j] > 1) {
+                return NULL;
+              }
+              offset += m_offsets[j] * m_inputStrides[j];
+            }
+            break;
+          }
+        }
+      } else {
+        for (int i = NumDims - 1; i >= 0; --i) {
+          if (m_dimensions[i] != m_impl.dimensions()[i]) {
+            offset += m_offsets[i] * m_inputStrides[i];
+            for (int j = i-1; j >= 0; --j) {
+              if (m_dimensions[j] > 1) {
+                return NULL;
+              }
+              offset += m_offsets[j] * m_inputStrides[j];
+            }
+            break;
+          }
+        }
+      }
+      return result + offset;
+    }
+    return NULL;
+  }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const
+  {
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_fastOutputStrides[i];
+        inputIndex += (idx + m_offsets[i]) * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      inputIndex += (index + m_offsets[0]);
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_fastOutputStrides[i];
+        inputIndex += (idx + m_offsets[i]) * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      inputIndex += (index + m_offsets[NumDims-1]);
+    }
+    return inputIndex;
+  }
+
+  array<Index, NumDims> m_outputStrides;
+  array<internal::TensorIntDivisor<Index>, NumDims> m_fastOutputStrides;
+  array<Index, NumDims> m_inputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  const Device& m_device;
+  Dimensions m_dimensions;
+  const StartIndices m_offsets;
+  std::size_t m_block_total_size_max;
+};
+
+
+// Eval as lvalue
+template<typename StartIndices, typename Sizes, typename ArgType, typename Device>
+struct TensorEvaluator<TensorSlicingOp<StartIndices, Sizes, ArgType>, Device>
+  : public TensorEvaluator<const TensorSlicingOp<StartIndices, Sizes, ArgType>, Device>
+{
+  typedef TensorEvaluator<const TensorSlicingOp<StartIndices, Sizes, ArgType>, Device> Base;
+  typedef TensorSlicingOp<StartIndices, Sizes, ArgType> XprType;
+  static const int NumDims = internal::array_size<Sizes>::value;
+
+  enum {
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = TensorEvaluator<ArgType, Device>::CoordAccess,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+    : Base(op, device)
+    { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::remove_const<Scalar>::type ScalarNonConst;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef Sizes Dimensions;
+  typedef internal::TensorBlock<Index, ScalarNonConst, NumDims, Layout>
+    TensorBlock;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index)
+  {
+    return this->m_impl.coeffRef(this->srcCoeff(index));
+  }
+
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    Index inputIndices[] = {0, 0};
+    Index indices[] = {index, index + packetSize - 1};
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx0 = indices[0] / this->m_fastOutputStrides[i];
+        const Index idx1 = indices[1] / this->m_fastOutputStrides[i];
+        inputIndices[0] += (idx0 + this->m_offsets[i]) * this->m_inputStrides[i];
+        inputIndices[1] += (idx1 + this->m_offsets[i]) * this->m_inputStrides[i];
+        indices[0] -= idx0 * this->m_outputStrides[i];
+        indices[1] -= idx1 * this->m_outputStrides[i];
+      }
+      inputIndices[0] += (indices[0] + this->m_offsets[0]);
+      inputIndices[1] += (indices[1] + this->m_offsets[0]);
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx0 = indices[0] / this->m_fastOutputStrides[i];
+        const Index idx1 = indices[1] / this->m_fastOutputStrides[i];
+        inputIndices[0] += (idx0 + this->m_offsets[i]) * this->m_inputStrides[i];
+        inputIndices[1] += (idx1 + this->m_offsets[i]) * this->m_inputStrides[i];
+        indices[0] -= idx0 * this->m_outputStrides[i];
+        indices[1] -= idx1 * this->m_outputStrides[i];
+      }
+      inputIndices[0] += (indices[0] + this->m_offsets[NumDims-1]);
+      inputIndices[1] += (indices[1] + this->m_offsets[NumDims-1]);
+    }
+    if (inputIndices[1] - inputIndices[0] == packetSize - 1) {
+      this->m_impl.template writePacket<StoreMode>(inputIndices[0], x);
+    }
+    else {
+      EIGEN_ALIGN_DEFAULT CoeffReturnType values[packetSize];
+      internal::pstore<CoeffReturnType, PacketReturnType>(values, x);
+      this->m_impl.coeffRef(inputIndices[0]) = values[0];
+      this->m_impl.coeffRef(inputIndices[1]) = values[packetSize-1];
+      for (int i = 1; i < packetSize-1; ++i) {
+        this->coeffRef(index+i) = values[i];
+      }
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(const array<Index, NumDims>& coords)
+  {
+    array<Index, NumDims> inputCoords;
+    for (int i = 0; i < NumDims; ++i) {
+      inputCoords = coords[i] + this->m_offsets[i];
+    }
+    return this->m_impl.coeffRef(inputCoords);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writeBlock(
+      const TensorBlock& block) {
+    this->m_impl.writeBlock(
+        TensorBlock(this->srcCoeff(block.first_coeff_index()),
+                    block.block_sizes(),
+                    block.block_strides(),
+                    this->m_inputStrides,
+                    const_cast<ScalarNonConst*>(block.data())));
+
+  }
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_MORPHING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorPadding.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorPadding.h
new file mode 100644
index 0000000000..d1dff3f38b
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorPadding.h
@@ -0,0 +1,388 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_PADDING_H
+#define EIGEN_CXX11_TENSOR_TENSOR_PADDING_H
+
+namespace Eigen {
+
+/** \class TensorPadding
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor padding class.
+  * At the moment only padding with a constant value is supported.
+  *
+  */
+namespace internal {
+template<typename PaddingDimensions, typename XprType>
+struct traits<TensorPaddingOp<PaddingDimensions, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename PaddingDimensions, typename XprType>
+struct eval<TensorPaddingOp<PaddingDimensions, XprType>, Eigen::Dense>
+{
+  typedef const TensorPaddingOp<PaddingDimensions, XprType>& type;
+};
+
+template<typename PaddingDimensions, typename XprType>
+struct nested<TensorPaddingOp<PaddingDimensions, XprType>, 1, typename eval<TensorPaddingOp<PaddingDimensions, XprType> >::type>
+{
+  typedef TensorPaddingOp<PaddingDimensions, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename PaddingDimensions, typename XprType>
+class TensorPaddingOp : public TensorBase<TensorPaddingOp<PaddingDimensions, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorPaddingOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorPaddingOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorPaddingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorPaddingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorPaddingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorPaddingOp(const XprType& expr, const PaddingDimensions& padding_dims,
+                                                        const Scalar padding_value)
+      : m_xpr(expr), m_padding_dims(padding_dims), m_padding_value(padding_value) {}
+
+    EIGEN_DEVICE_FUNC
+    const PaddingDimensions& padding() const { return m_padding_dims; }
+    EIGEN_DEVICE_FUNC
+    Scalar padding_value() const { return m_padding_value; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const PaddingDimensions m_padding_dims;
+    const Scalar m_padding_value;
+};
+
+
+// Eval as rvalue
+template<typename PaddingDimensions, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorPaddingOp<PaddingDimensions, ArgType>, Device>
+{
+  typedef TensorPaddingOp<PaddingDimensions, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<PaddingDimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = true,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_padding(op.padding()), m_paddingValue(op.padding_value())
+  {
+    // Compute dimensions
+    m_dimensions = m_impl.dimensions();
+    for (int i = 0; i < NumDims; ++i) {
+      m_dimensions[i] += m_padding[i].first + m_padding[i].second;
+    }
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_outputStrides[0] = 1;
+      if (NumDims > 0) {
+        m_inputStrides[0] = 1;
+        for (int i = 1; i < NumDims; ++i) {
+          m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+          m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1];
+        }
+        m_outputStrides[NumDims] = m_outputStrides[NumDims-1] * m_dimensions[NumDims-1];
+      }
+    } else {
+      m_outputStrides[NumDims] = 1;
+      if (NumDims > 0) {
+        m_inputStrides[NumDims - 1] = 1;
+        for (int i = NumDims - 2; i >= 0; --i) {
+          m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1];
+          m_outputStrides[i+1] = m_outputStrides[i+2] * m_dimensions[i+1];
+        }
+        m_outputStrides[0] = m_outputStrides[1] * m_dimensions[0];
+      }
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    eigen_assert(index < dimensions().TotalSize());
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStrides[i];
+        if (idx < m_padding[i].first || idx >= m_dimensions[i] - m_padding[i].second) {
+          return m_paddingValue;
+        }
+        inputIndex += (idx - m_padding[i].first) * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      if (NumDims > 0) {
+        if (index < m_padding[0].first || index >= m_dimensions[0] - m_padding[0].second) {
+          return m_paddingValue;
+        }
+        inputIndex += (index - m_padding[0].first);
+      }
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_outputStrides[i+1];
+        if (idx < m_padding[i].first || idx >= m_dimensions[i] - m_padding[i].second) {
+          return m_paddingValue;
+        }
+        inputIndex += (idx - m_padding[i].first) * m_inputStrides[i];
+        index -= idx * m_outputStrides[i+1];
+      }
+      if (NumDims > 0) {
+        if (index < m_padding[NumDims-1].first ||
+            index >= m_dimensions[NumDims-1] - m_padding[NumDims-1].second) {
+          return m_paddingValue;
+        }
+        inputIndex += (index - m_padding[NumDims-1].first);
+      }
+    }
+    return m_impl.coeff(inputIndex);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      return packetColMajor(index);
+    }
+    return packetRowMajor(index);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, NumDims>& coords) const
+  {
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      if (NumDims > 0) {
+        const Index idx = coords[0];
+        if (idx < m_padding[0].first || idx >= m_dimensions[0] - m_padding[0].second) {
+          return m_paddingValue;
+        }
+        inputIndex = idx - m_padding[0].first;
+      }
+      for (int i = 1; i < NumDims; ++i) {
+        const Index idx = coords[i];
+        if (idx < m_padding[i].first || idx >= m_dimensions[i] - m_padding[i].second) {
+          return m_paddingValue;
+        }
+        inputIndex += (idx - m_padding[i].first) * m_inputStrides[i];
+      }
+    } else {
+      if (NumDims > 0) {
+        const Index idx = coords[NumDims-1];
+        if (idx < m_padding[NumDims-1].first || idx >= m_dimensions[NumDims-1] - m_padding[NumDims-1].second) {
+          return m_paddingValue;
+        }
+        inputIndex = idx - m_padding[NumDims-1].first;
+      }
+      for (int i = NumDims - 2; i >= 0; --i) {
+        const Index idx = coords[i];
+        if (idx < m_padding[i].first || idx >= m_dimensions[i] - m_padding[i].second) {
+          return m_paddingValue;
+        }
+        inputIndex += (idx - m_padding[i].first) * m_inputStrides[i];
+      }
+    }
+    return m_impl.coeff(inputIndex);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetColMajor(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    const Index initialIndex = index;
+    Index inputIndex = 0;
+    for (int i = NumDims - 1; i > 0; --i) {
+      const Index first = index;
+      const Index last = index + packetSize - 1;
+      const Index lastPaddedLeft = m_padding[i].first * m_outputStrides[i];
+      const Index firstPaddedRight = (m_dimensions[i] - m_padding[i].second) * m_outputStrides[i];
+      const Index lastPaddedRight = m_outputStrides[i+1];
+
+      if (last < lastPaddedLeft) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= firstPaddedRight && last < lastPaddedRight) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= lastPaddedLeft && last < firstPaddedRight) {
+        // all the coefficient are between the 2 padding zones.
+        const Index idx = index / m_outputStrides[i];
+        inputIndex += (idx - m_padding[i].first) * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      else {
+        // Every other case
+        return packetWithPossibleZero(initialIndex);
+      }
+    }
+
+    const Index last = index + packetSize - 1;
+    const Index first = index;
+
+    if (NumDims > 0) {
+      const Index lastPaddedLeft = m_padding[0].first;
+      const Index firstPaddedRight = (m_dimensions[0] - m_padding[0].second);
+      const Index lastPaddedRight = m_outputStrides[1];
+
+      if (last < lastPaddedLeft) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= firstPaddedRight && last < lastPaddedRight) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= lastPaddedLeft && last < firstPaddedRight) {
+        // all the coefficient are between the 2 padding zones.
+        inputIndex += (index - m_padding[0].first);
+        return m_impl.template packet<Unaligned>(inputIndex);
+      }
+    }
+
+    // Every other case
+    return packetWithPossibleZero(initialIndex);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetRowMajor(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    const Index initialIndex = index;
+    Index inputIndex = 0;
+
+    for (int i = 0; i < NumDims - 1; ++i) {
+      const Index first = index;
+      const Index last = index + packetSize - 1;
+      const Index lastPaddedLeft = m_padding[i].first * m_outputStrides[i+1];
+      const Index firstPaddedRight = (m_dimensions[i] - m_padding[i].second) * m_outputStrides[i+1];
+      const Index lastPaddedRight = m_outputStrides[i];
+
+      if (last < lastPaddedLeft) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= firstPaddedRight && last < lastPaddedRight) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= lastPaddedLeft && last < firstPaddedRight) {
+        // all the coefficient are between the 2 padding zones.
+        const Index idx = index / m_outputStrides[i+1];
+        inputIndex += (idx - m_padding[i].first) * m_inputStrides[i];
+        index -= idx * m_outputStrides[i+1];
+      }
+      else {
+        // Every other case
+        return packetWithPossibleZero(initialIndex);
+      }
+    }
+
+    const Index last = index + packetSize - 1;
+    const Index first = index;
+
+    if (NumDims > 0) {
+      const Index lastPaddedLeft = m_padding[NumDims-1].first;
+      const Index firstPaddedRight = (m_dimensions[NumDims-1] - m_padding[NumDims-1].second);
+      const Index lastPaddedRight = m_outputStrides[NumDims-1];
+
+      if (last < lastPaddedLeft) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= firstPaddedRight && last < lastPaddedRight) {
+        // all the coefficient are in the padding zone.
+        return internal::pset1<PacketReturnType>(m_paddingValue);
+      }
+      else if (first >= lastPaddedLeft && last < firstPaddedRight) {
+        // all the coefficient are between the 2 padding zones.
+        inputIndex += (index - m_padding[NumDims-1].first);
+        return m_impl.template packet<Unaligned>(inputIndex);
+      }
+    }
+
+    // Every other case
+    return packetWithPossibleZero(initialIndex);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetWithPossibleZero(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  Dimensions m_dimensions;
+  array<Index, NumDims+1> m_outputStrides;
+  array<Index, NumDims> m_inputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  PaddingDimensions m_padding;
+
+  Scalar m_paddingValue;
+};
+
+
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_PADDING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorPatch.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorPatch.h
new file mode 100644
index 0000000000..c89022ab8e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorPatch.h
@@ -0,0 +1,314 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_PATCH_H
+#define EIGEN_CXX11_TENSOR_TENSOR_PATCH_H
+
+namespace Eigen {
+
+/** \class TensorPatch
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor patch class.
+  *
+  *
+  */
+namespace internal {
+template<typename PatchDim, typename XprType>
+struct traits<TensorPatchOp<PatchDim, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions + 1;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename PatchDim, typename XprType>
+struct eval<TensorPatchOp<PatchDim, XprType>, Eigen::Dense>
+{
+  typedef const TensorPatchOp<PatchDim, XprType>& type;
+};
+
+template<typename PatchDim, typename XprType>
+struct nested<TensorPatchOp<PatchDim, XprType>, 1, typename eval<TensorPatchOp<PatchDim, XprType> >::type>
+{
+  typedef TensorPatchOp<PatchDim, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename PatchDim, typename XprType>
+class TensorPatchOp : public TensorBase<TensorPatchOp<PatchDim, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorPatchOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorPatchOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorPatchOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorPatchOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorPatchOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorPatchOp(const XprType& expr, const PatchDim& patch_dims)
+      : m_xpr(expr), m_patch_dims(patch_dims) {}
+
+    EIGEN_DEVICE_FUNC
+    const PatchDim& patch_dims() const { return m_patch_dims; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const PatchDim m_patch_dims;
+};
+
+
+// Eval as rvalue
+template<typename PatchDim, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorPatchOp<PatchDim, ArgType>, Device>
+{
+  typedef TensorPatchOp<PatchDim, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value + 1;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = true,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device)
+  {
+    Index num_patches = 1;
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    const PatchDim& patch_dims = op.patch_dims();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = 0; i < NumDims-1; ++i) {
+        m_dimensions[i] = patch_dims[i];
+        num_patches *= (input_dims[i] - patch_dims[i] + 1);
+      }
+      m_dimensions[NumDims-1] = num_patches;
+
+      m_inputStrides[0] = 1;
+      m_patchStrides[0] = 1;
+      for (int i = 1; i < NumDims-1; ++i) {
+        m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+        m_patchStrides[i] = m_patchStrides[i-1] * (input_dims[i-1] - patch_dims[i-1] + 1);
+      }
+      m_outputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1];
+      }
+    } else {
+      for (int i = 0; i < NumDims-1; ++i) {
+        m_dimensions[i+1] = patch_dims[i];
+        num_patches *= (input_dims[i] - patch_dims[i] + 1);
+      }
+      m_dimensions[0] = num_patches;
+
+      m_inputStrides[NumDims-2] = 1;
+      m_patchStrides[NumDims-2] = 1;
+      for (int i = NumDims-3; i >= 0; --i) {
+        m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1];
+        m_patchStrides[i] = m_patchStrides[i+1] * (input_dims[i+1] - patch_dims[i+1] + 1);
+      }
+      m_outputStrides[NumDims-1] = 1;
+      for (int i = NumDims-2; i >= 0; --i) {
+        m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1];
+      }
+    }
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    Index output_stride_index = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? NumDims - 1 : 0;
+    // Find the location of the first element of the patch.
+    Index patchIndex = index / m_outputStrides[output_stride_index];
+    // Find the offset of the element wrt the location of the first element.
+    Index patchOffset = index - patchIndex * m_outputStrides[output_stride_index];
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 2; i > 0; --i) {
+        const Index patchIdx = patchIndex / m_patchStrides[i];
+        patchIndex -= patchIdx * m_patchStrides[i];
+        const Index offsetIdx = patchOffset / m_outputStrides[i];
+        patchOffset -= offsetIdx * m_outputStrides[i];
+        inputIndex += (patchIdx + offsetIdx) * m_inputStrides[i];
+      }
+    } else {
+      for (int i = 0; i < NumDims - 2; ++i) {
+        const Index patchIdx = patchIndex / m_patchStrides[i];
+        patchIndex -= patchIdx * m_patchStrides[i];
+        const Index offsetIdx = patchOffset / m_outputStrides[i+1];
+        patchOffset -= offsetIdx * m_outputStrides[i+1];
+        inputIndex += (patchIdx + offsetIdx) * m_inputStrides[i];
+      }
+    }
+    inputIndex += (patchIndex + patchOffset);
+    return m_impl.coeff(inputIndex);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    Index output_stride_index = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? NumDims - 1 : 0;
+    Index indices[2] = {index, index + packetSize - 1};
+    Index patchIndices[2] = {indices[0] / m_outputStrides[output_stride_index],
+                             indices[1] / m_outputStrides[output_stride_index]};
+    Index patchOffsets[2] = {indices[0] - patchIndices[0] * m_outputStrides[output_stride_index],
+                             indices[1] - patchIndices[1] * m_outputStrides[output_stride_index]};
+
+    Index inputIndices[2] = {0, 0};
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 2; i > 0; --i) {
+        const Index patchIdx[2] = {patchIndices[0] / m_patchStrides[i],
+                                   patchIndices[1] / m_patchStrides[i]};
+        patchIndices[0] -= patchIdx[0] * m_patchStrides[i];
+        patchIndices[1] -= patchIdx[1] * m_patchStrides[i];
+
+        const Index offsetIdx[2] = {patchOffsets[0] / m_outputStrides[i],
+                                    patchOffsets[1] / m_outputStrides[i]};
+        patchOffsets[0] -= offsetIdx[0] * m_outputStrides[i];
+        patchOffsets[1] -= offsetIdx[1] * m_outputStrides[i];
+
+        inputIndices[0] += (patchIdx[0] + offsetIdx[0]) * m_inputStrides[i];
+        inputIndices[1] += (patchIdx[1] + offsetIdx[1]) * m_inputStrides[i];
+      }
+    } else {
+      for (int i = 0; i < NumDims - 2; ++i) {
+        const Index patchIdx[2] = {patchIndices[0] / m_patchStrides[i],
+                                   patchIndices[1] / m_patchStrides[i]};
+        patchIndices[0] -= patchIdx[0] * m_patchStrides[i];
+        patchIndices[1] -= patchIdx[1] * m_patchStrides[i];
+
+        const Index offsetIdx[2] = {patchOffsets[0] / m_outputStrides[i+1],
+                                    patchOffsets[1] / m_outputStrides[i+1]};
+        patchOffsets[0] -= offsetIdx[0] * m_outputStrides[i+1];
+        patchOffsets[1] -= offsetIdx[1] * m_outputStrides[i+1];
+
+        inputIndices[0] += (patchIdx[0] + offsetIdx[0]) * m_inputStrides[i];
+        inputIndices[1] += (patchIdx[1] + offsetIdx[1]) * m_inputStrides[i];
+      }
+    }
+    inputIndices[0] += (patchIndices[0] + patchOffsets[0]);
+    inputIndices[1] += (patchIndices[1] + patchOffsets[1]);
+
+    if (inputIndices[1] - inputIndices[0] == packetSize - 1) {
+      PacketReturnType rslt = m_impl.template packet<Unaligned>(inputIndices[0]);
+      return rslt;
+    }
+    else {
+      EIGEN_ALIGN_DEFAULT CoeffReturnType values[packetSize];
+      values[0] = m_impl.coeff(inputIndices[0]);
+      values[packetSize-1] = m_impl.coeff(inputIndices[1]);
+      for (int i = 1; i < packetSize-1; ++i) {
+        values[i] = coeff(index+i);
+      }
+      PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+      return rslt;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, NumDims>& coords) const
+  {
+    Index patch_coord_idx = Layout == ColMajor ? NumDims - 1 : 0;
+    // Location of the first element of the patch.
+    const Index patchIndex = coords[patch_coord_idx];
+
+    if (TensorEvaluator<ArgType, Device>::CoordAccess) {
+      array<Index, NumDims-1> inputCoords;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        for (int i = NumDims - 2; i > 0; --i) {
+          const Index patchIdx = patchIndex / m_patchStrides[i];
+          patchIndex -= patchIdx * m_patchStrides[i];
+          const Index offsetIdx = coords[i];
+          inputCoords[i] = coords[i] + patchIdx;
+        }
+      } else {
+        for (int i = 0; i < NumDims - 2; ++i) {
+          const Index patchIdx = patchIndex / m_patchStrides[i];
+          patchIndex -= patchIdx * m_patchStrides[i];
+          const Index offsetIdx = coords[i+1];
+          inputCoords[i] = coords[i+1] + patchIdx;
+        }
+      }
+      Index coords_idx = Layout == ColMajor ? 0 : NumDims - 1;
+      inputCoords[0] = (patchIndex + coords[coords_idx]);
+      return m_impl.coeff(inputCoords);
+    }
+    else {
+      Index inputIndex = 0;
+      if (Layout == ColMajor) {
+        for (int i = NumDims - 2; i > 0; --i) {
+          const Index patchIdx = patchIndex / m_patchStrides[i];
+          patchIndex -= patchIdx * m_patchStrides[i];
+          const Index offsetIdx = coords[i];
+          inputIndex += (patchIdx + offsetIdx) * m_inputStrides[i];
+        }
+      } else {
+        for (int i = 0; i < NumDims - 2; ++i) {
+          const Index patchIdx = patchIndex / m_patchStrides[i];
+          patchIndex -= patchIdx * m_patchStrides[i];
+          const Index offsetIdx = coords[i+1];
+          inputIndex += (patchIdx + offsetIdx) * m_inputStrides[i];
+        }
+      }
+      Index coords_idx = Layout == ColMajor ? 0 : NumDims - 1;
+      inputIndex += (patchIndex + coords[coords_idx]);
+      return m_impl.coeff(inputIndex);
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_outputStrides;
+  array<Index, NumDims-1> m_inputStrides;
+  array<Index, NumDims-1> m_patchStrides;
+
+  TensorEvaluator<ArgType, Device> m_impl;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_PATCH_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReduction.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReduction.h
new file mode 100644
index 0000000000..a70d5ae1f0
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReduction.h
@@ -0,0 +1,1141 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_REDUCTION_H
+#define EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_H
+
+namespace Eigen {
+
+/** \class TensorReduction
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor reduction class.
+  *
+  */
+
+namespace internal {
+template<typename Op, typename Dims, typename XprType>
+struct traits<TensorReductionOp<Op, Dims, XprType> >
+ : traits<XprType>
+{
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename traits<XprType>::StorageKind StorageKind;
+  typedef typename traits<XprType>::Index Index;
+  typedef typename XprType::Nested Nested;
+};
+
+template<typename Op, typename Dims, typename XprType>
+struct eval<TensorReductionOp<Op, Dims, XprType>, Eigen::Dense>
+{
+  typedef const TensorReductionOp<Op, Dims, XprType>& type;
+};
+
+template<typename Op, typename Dims, typename XprType>
+struct nested<TensorReductionOp<Op, Dims, XprType>, 1, typename eval<TensorReductionOp<Op, Dims, XprType> >::type>
+{
+  typedef TensorReductionOp<Op, Dims, XprType> type;
+};
+
+
+
+template <typename InputDims, typename OutputDims, typename ReducedDims> EIGEN_DEVICE_FUNC
+static void partition_dims(const InputDims& input_dims,
+                           const array<bool, internal::array_size<InputDims>::value>& reduced,
+                           OutputDims* output_dims, ReducedDims* reduced_dims) {
+  const int NumInputDims = internal::array_size<InputDims>::value;
+  int outputIndex = 0;
+  int reduceIndex = 0;
+  for (int i = 0; i < NumInputDims; ++i) {
+    if (OutputDims::count == 0 || reduced[i]) {
+      (*reduced_dims)[reduceIndex] = input_dims[i];
+      ++reduceIndex;
+    } else {
+      (*output_dims)[outputIndex] = input_dims[i];
+      ++outputIndex;
+    }
+  }
+}
+
+
+
+template <typename ReducedDims, int NumTensorDims, int Layout>
+struct are_inner_most_dims {
+  static const bool value = false;
+};
+template <typename ReducedDims, int NumTensorDims, int Layout>
+struct preserve_inner_most_dims {
+  static const bool value = false;
+};
+
+#if defined(EIGEN_HAS_CONSTEXPR) && defined(EIGEN_HAS_VARIADIC_TEMPLATES)
+// The use of the tmp1, tmp2, tmp3 intermediate variables is needed for nvcc 7
+// to compile the code below. NVidia is working on a fix.
+template <typename ReducedDims, int NumTensorDims>
+struct are_inner_most_dims<ReducedDims, NumTensorDims, ColMajor>{
+  static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>()();
+  static const bool tmp2 = index_statically_eq<ReducedDims>()(0, 0);
+  static const bool tmp3 = index_statically_eq<ReducedDims>()(array_size<ReducedDims>::value-1, array_size<ReducedDims>::value-1);
+  static const bool value = tmp1 & tmp2 & tmp3;
+};
+template <typename ReducedDims, int NumTensorDims>
+struct are_inner_most_dims<ReducedDims, NumTensorDims, RowMajor>{
+  static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>()();
+  static const bool tmp2 = index_statically_eq<ReducedDims>()(0, NumTensorDims - array_size<ReducedDims>::value);
+  static const bool tmp3 = index_statically_eq<ReducedDims>()(array_size<ReducedDims>::value - 1, NumTensorDims - 1);
+  static const bool value = tmp1 & tmp2 & tmp3;
+
+};
+template <typename ReducedDims, int NumTensorDims>
+struct preserve_inner_most_dims<ReducedDims, NumTensorDims, ColMajor>{
+  static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>()();
+  static const bool tmp2 = index_statically_gt<ReducedDims>()(0, 0);
+  static const bool value = tmp1 & tmp2;
+
+};
+template <typename ReducedDims, int NumTensorDims>
+struct preserve_inner_most_dims<ReducedDims, NumTensorDims, RowMajor>{
+  static const bool tmp1 = indices_statically_known_to_increase<ReducedDims>()();
+  static const bool tmp2 = index_statically_lt<ReducedDims>()(array_size<ReducedDims>::value - 1, NumTensorDims - 1);
+  static const bool value = tmp1 & tmp2;
+};
+#endif
+
+
+template <int DimIndex, typename Self, typename Op>
+struct GenericDimReducer {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::CoeffReturnType* accum) {
+    EIGEN_STATIC_ASSERT(DimIndex >= 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    for (int j = 0; j < self.m_reducedDims[DimIndex]; ++j) {
+      const typename Self::Index input = firstIndex + j * self.m_reducedStrides[DimIndex];
+      GenericDimReducer<DimIndex-1, Self, Op>::reduce(self, input, reducer, accum);
+    }
+  }
+};
+template <typename Self, typename Op>
+struct GenericDimReducer<-1, Self, Op> {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::CoeffReturnType* accum) {
+    reducer.reduce(self.m_impl.coeff(firstIndex), accum);
+  }
+};
+
+template <typename Self, typename Op, bool Vectorizable = (Self::InputPacketAccess & Op::PacketAccess)>
+struct InnerMostDimReducer {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Self::CoeffReturnType reduce(const Self& self, typename Self::Index firstIndex, typename Self::Index numValuesToReduce, Op& reducer) {
+    typename Self::CoeffReturnType accum = reducer.initialize();
+    for (typename Self::Index j = 0; j < numValuesToReduce; ++j) {
+      reducer.reduce(self.m_impl.coeff(firstIndex + j), &accum);
+    }
+    return reducer.finalize(accum);
+  }
+};
+
+template <typename Self, typename Op>
+struct InnerMostDimReducer<Self, Op, true> {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename Self::CoeffReturnType reduce(const Self& self, typename Self::Index firstIndex, typename Self::Index numValuesToReduce, Op& reducer) {
+    const int packetSize = internal::unpacket_traits<typename Self::PacketReturnType>::size;
+    const typename Self::Index VectorizedSize = (numValuesToReduce / packetSize) * packetSize;
+    typename Self::PacketReturnType p = reducer.template initializePacket<typename Self::PacketReturnType>();
+    for (typename Self::Index j = 0; j < VectorizedSize; j += packetSize) {
+      reducer.reducePacket(self.m_impl.template packet<Unaligned>(firstIndex + j), &p);
+    }
+    typename Self::CoeffReturnType accum = reducer.initialize();
+    for (typename Self::Index j = VectorizedSize; j < numValuesToReduce; ++j) {
+      reducer.reduce(self.m_impl.coeff(firstIndex + j), &accum);
+    }
+    return reducer.finalizeBoth(accum, p);
+  }
+};
+
+template <int DimIndex, typename Self, typename Op, bool vectorizable = (Self::InputPacketAccess & Op::PacketAccess)>
+struct InnerMostDimPreserver {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::PacketReturnType* accum) {
+    eigen_assert(false && "should never be called");
+  }
+};
+
+template <int DimIndex, typename Self, typename Op>
+struct InnerMostDimPreserver<DimIndex, Self, Op, true> {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::PacketReturnType* accum) {
+    EIGEN_STATIC_ASSERT(DimIndex >= 0, YOU_MADE_A_PROGRAMMING_MISTAKE);
+    for (typename Self::Index j = 0; j < self.m_reducedDims[DimIndex]; ++j) {
+      const typename Self::Index input = firstIndex + j * self.m_reducedStrides[DimIndex];
+      InnerMostDimPreserver<DimIndex-1, Self, Op>::reduce(self, input, reducer, accum);
+    }
+  }
+};
+
+template <typename Self, typename Op>
+struct InnerMostDimPreserver<-1, Self, Op, true> {
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void reduce(const Self& self, typename Self::Index firstIndex, Op& reducer, typename Self::PacketReturnType* accum) {
+    reducer.reducePacket(self.m_impl.template packet<Unaligned>(firstIndex), accum);
+  }
+};
+
+// Default full reducer
+template <typename Self, typename Op, typename Device, bool Vectorizable = (Self::InputPacketAccess & Op::PacketAccess)>
+struct FullReducer {
+  static const bool HasOptimizedImplementation = false;
+
+  static EIGEN_DEVICE_FUNC void run(const Self& self, Op& reducer, const Device&, typename Self::CoeffReturnType* output) {
+    const typename Self::Index num_coeffs = array_prod(self.m_impl.dimensions());
+    *output = InnerMostDimReducer<Self, Op>::reduce(self, 0, num_coeffs, reducer);
+  }
+};
+
+
+#ifdef EIGEN_USE_THREADS
+// Multithreaded full reducers
+template <typename Eval, typename Op, bool Vectorizable = (Eval::InputPacketAccess & Op::PacketAccess)>
+struct FullReducerShard {
+  static void run(const Eval& eval, typename Eval::Index firstIndex, typename Eval::Index numValuesToReduce, Op& reducer, FullReducerShard* shard) {
+
+    shard->saccum = reducer.initialize();
+    for (typename Eval::Index j = 0; j < numValuesToReduce; ++j) {
+      reducer.reduce(eval.m_impl.coeff(firstIndex + j), &shard->saccum);
+    }
+  }
+
+  typename Eval::CoeffReturnType saccum;
+};
+
+template <typename Eval, typename Op>
+struct FullReducerShard<Eval, Op, true> {
+  static void run(const Eval& eval, typename Eval::Index firstIndex, typename Eval::Index numValuesToReduce, Op& reducer, FullReducerShard* shard) {
+
+    const int packetSize = internal::unpacket_traits<typename Eval::PacketReturnType>::size;
+    const typename Eval::Index VectorizedSize = (numValuesToReduce / packetSize) * packetSize;
+
+    shard->paccum = reducer.template initializePacket<typename Eval::PacketReturnType>();
+    for (typename Eval::Index j = 0; j < VectorizedSize; j += packetSize) {
+      reducer.reducePacket(eval.m_impl.template packet<Unaligned>(firstIndex + j), &shard->paccum);
+    }
+    shard->saccum = reducer.initialize();
+    for (typename Eval::Index j = VectorizedSize; j < numValuesToReduce; ++j) {
+      reducer.reduce(eval.m_impl.coeff(firstIndex + j), &shard->saccum);
+    }
+  }
+
+  typename Eval::PacketReturnType paccum;
+  typename Eval::CoeffReturnType saccum;
+};
+
+
+template <typename Self, typename Op>
+struct FullReducer<Self, Op, ThreadPoolDevice, false> {
+  static const bool HasOptimizedImplementation = !Op::IsStateful;
+
+  // launch one reducer per thread and accumulate the result.
+  static void run(const Self& self, Op& reducer, const ThreadPoolDevice& device, typename Self::CoeffReturnType* output) {
+    typedef typename Self::Index Index;
+    const Index num_coeffs = array_prod(self.m_impl.dimensions());
+    const Index blocksize = std::floor<Index>(static_cast<float>(num_coeffs)/device.numThreads());
+    const Index numblocks = blocksize > 0 ? num_coeffs / blocksize : 0;
+    eigen_assert(num_coeffs >= numblocks * blocksize);
+
+    FixedSizeVector<Notification*> results(numblocks);
+    FixedSizeVector<FullReducerShard<Self, Op, false> > shards(numblocks, FullReducerShard<Self, Op, false>());
+    for (Index i = 0; i < numblocks; ++i) {
+      results.push_back(device.enqueue(&FullReducerShard<Self, Op, false>::run, self, i*blocksize, blocksize, reducer, &shards[i]));
+    }
+
+    FullReducerShard<Self, Op, false> finalShard;
+    if (numblocks * blocksize < num_coeffs) {
+      FullReducerShard<Self, Op, false>::run(self, numblocks * blocksize, num_coeffs - numblocks * blocksize, reducer, &finalShard);
+    } else {
+      finalShard.saccum = reducer.initialize();
+    }
+
+    for (Index i = 0; i < numblocks; ++i) {
+      wait_until_ready(results[i]);
+      delete results[i];
+    }
+
+    for (Index i = 0; i < numblocks; ++i) {
+      reducer.reduce(shards[i].saccum, &finalShard.saccum);
+    }
+    *output = reducer.finalize(finalShard.saccum);
+  }
+};
+
+template <typename Self, typename Op>
+struct FullReducer<Self, Op, ThreadPoolDevice, true> {
+  static const bool HasOptimizedImplementation = !Op::IsStateful;
+
+  // launch one reducer per thread and accumulate the result.
+  static void run(const Self& self, Op& reducer, const ThreadPoolDevice& device, typename Self::CoeffReturnType* output) {
+    typedef typename Self::Index Index;
+    const Index num_coeffs = array_prod(self.m_impl.dimensions());
+    const Index blocksize = std::floor<Index>(static_cast<float>(num_coeffs)/device.numThreads());
+    const Index numblocks = blocksize > 0 ? num_coeffs / blocksize : 0;
+    eigen_assert(num_coeffs >= numblocks * blocksize);
+
+    FixedSizeVector<Notification*> results(numblocks);
+    FixedSizeVector<FullReducerShard<Self, Op, true> > shards(numblocks, FullReducerShard<Self, Op, true>());
+    for (Index i = 0; i < numblocks; ++i) {
+      results.push_back(device.enqueue(&FullReducerShard<Self, Op, true>::run, self, i*blocksize, blocksize, reducer, &shards[i]));
+    }
+
+    FullReducerShard<Self, Op, true> finalShard;
+    if (numblocks * blocksize < num_coeffs) {
+      FullReducerShard<Self, Op, true>::run(self, numblocks * blocksize, num_coeffs - numblocks * blocksize, reducer, &finalShard);
+    } else {
+      finalShard.paccum = reducer.template initializePacket<typename Self::PacketReturnType>();
+      finalShard.saccum = reducer.initialize();
+    }
+
+    for (Index i = 0; i < numblocks; ++i) {
+      wait_until_ready(results[i]);
+      delete results[i];
+    }
+
+    for (Index i = 0; i < numblocks; ++i) {
+      reducer.reducePacket(shards[i].paccum, &finalShard.paccum);
+      reducer.reduce(shards[i].saccum, &finalShard.saccum);
+    }
+
+    *output = reducer.finalizeBoth(finalShard.saccum, finalShard.paccum);
+  }
+};
+#endif
+
+
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+// Full reducers for GPU, don't vectorize for now
+
+// Reducer function that enables multiple cuda thread to safely accumulate at the same
+// output address. It basically reads the current value of the output variable, and
+// attempts to update it with the new value. If in the meantime another cuda thread
+// updated the content of the output address it will try again.
+template <typename T, typename R>
+__device__ EIGEN_ALWAYS_INLINE void atomicReduce(T* output, T accum, R& reducer) {
+#if __CUDA_ARCH__ >= 300
+  if (sizeof(T) == 4)
+  {
+    unsigned int oldval = *reinterpret_cast<unsigned int*>(output);
+    unsigned int newval = oldval;
+    reducer.reduce(accum, reinterpret_cast<T*>(&newval));
+    if (newval == oldval) {
+      return;
+    }
+    unsigned int readback;
+    while ((readback = atomicCAS((unsigned int*)output, oldval, newval)) != oldval) {
+      oldval = readback;
+      newval = oldval;
+      reducer.reduce(accum, reinterpret_cast<T*>(&newval));
+      if (newval == oldval) {
+        return;
+      }
+    }
+  }
+  else if (sizeof(T) == 8) {
+    unsigned long long oldval = *reinterpret_cast<unsigned long long*>(output);
+    unsigned long long newval = oldval;
+    reducer.reduce(accum, reinterpret_cast<T*>(&newval));
+    if (newval == oldval) {
+      return;
+    }
+    unsigned long long readback;
+    while ((readback = atomicCAS((unsigned long long*)output, oldval, newval)) != oldval) {
+      oldval = readback;
+      newval = oldval;
+      reducer.reduce(accum, reinterpret_cast<T*>(&newval));
+      if (newval == oldval) {
+        return;
+      }
+    }
+  }
+  else {
+    assert(0 && "Wordsize not supported");
+  }
+#else
+  assert(0 && "Shouldn't be called on unsupported device");
+#endif
+}
+
+template <typename T>
+__device__ inline void atomicReduce(T* output, T accum, SumReducer<T>&) {
+#if __CUDA_ARCH__ >= 300
+  atomicAdd(output, accum);
+#else
+  assert(0 && "Shouldn't be called on unsupported device");
+#endif
+}
+
+template <int BlockSize, int NumPerThread, typename Self,
+          typename Reducer, typename Index>
+__global__ void FullReductionKernel(Reducer reducer, const Self input, Index num_coeffs,
+                                    typename Self::CoeffReturnType* output) {
+  const Index first_index = blockIdx.x * BlockSize * NumPerThread + threadIdx.x;
+
+  if (first_index == 0) {
+    *output = reducer.initialize();
+  }
+
+  typename Self::CoeffReturnType accum = reducer.initialize();
+  for (Index i = 0; i < NumPerThread; ++i) {
+    const Index index = first_index + i * BlockSize;
+    if (index >= num_coeffs) {
+      break;
+    }
+    typename Self::CoeffReturnType val = input.m_impl.coeff(index);
+    reducer.reduce(val, &accum);
+  }
+
+  for (int offset = warpSize/2; offset > 0; offset /= 2) {
+    reducer.reduce(__shfl_down(accum, offset), &accum);
+  }
+
+  if ((threadIdx.x & (warpSize - 1)) == 0) {
+    atomicReduce(output, accum, reducer);
+  }
+}
+
+
+template <typename Self, typename Op, bool Vectorizable>
+struct FullReducer<Self, Op, GpuDevice, Vectorizable> {
+  // Unfortunately nvidia doesn't support well exotic types such as complex,
+  // so reduce the scope of the optimized version of the code to the simple case
+  // of floats.
+  static const bool HasOptimizedImplementation = !Op::IsStateful &&
+                                                 internal::is_same<typename Self::CoeffReturnType, float>::value;
+
+  template <typename OutputType>
+  static void run(const Self& self, Op& reducer, const GpuDevice& device, OutputType* output) {
+    assert(false && "Should only be called on floats");
+  }
+
+  static void run(const Self& self, Op& reducer, const GpuDevice& device, float* output) {
+    typedef typename Self::Index Index;
+
+    const Index num_coeffs = array_prod(self.m_impl.dimensions());
+    const int block_size = 256;
+    const int num_per_thread = 128;
+    const int num_blocks = std::ceil(static_cast<float>(num_coeffs) / (block_size * num_per_thread));
+    LAUNCH_CUDA_KERNEL((FullReductionKernel<block_size, num_per_thread>),
+                       num_blocks, block_size, 0, device, reducer, self, num_coeffs, output);
+  }
+};
+
+#endif
+
+
+template <typename Self, typename Op,
+          bool Vectorizable = (Self::InputPacketAccess & Op::PacketAccess)>
+class BlockReducer {
+ public:
+  typedef typename Self::Index Index;
+  typedef typename Self::Scalar Scalar;
+  typedef typename Self::CoeffReturnType CoeffReturnType;
+  typedef typename Self::PacketReturnType PacketReturnType;
+  explicit BlockReducer(const Op& reducer) : op_(reducer) {
+    accum_ = op_.initialize();
+  }
+  void Reduce(Index index, Index num_values_to_reduce, Scalar* data) {
+    for (Index i = 0; i < num_values_to_reduce; ++i) {
+      op_.reduce(data[index + i], &accum_);
+    }
+  }
+  CoeffReturnType Finalize() {
+    return op_.finalize(accum_);
+  }
+  PacketReturnType FinalizePacket() {
+    // TODO(andydavis) This function should not be called for Scalar
+    // reductions: clean this up or add an assert here.
+    return PacketReturnType();
+  }
+
+ private:
+  CoeffReturnType accum_;
+  Op op_;
+};
+
+template <typename Self, typename Op>
+class BlockReducer<Self, Op, true> {
+ public:
+  typedef typename Self::Index Index;
+  typedef typename Self::Scalar Scalar;
+  typedef typename Self::CoeffReturnType CoeffReturnType;
+  typedef typename Self::PacketReturnType PacketReturnType;
+  explicit BlockReducer(const Op& reducer) : op_(reducer) {
+    vaccum_ = op_.template initializePacket<PacketReturnType>();
+    accum_ = op_.initialize();
+  }
+  void Reduce(Index index, Index num_values_to_reduce, Scalar* data) {
+    const int packet_size = internal::unpacket_traits<PacketReturnType>::size;
+    const Index vectorized_size = (num_values_to_reduce / packet_size) *
+        packet_size;
+    for (Index i = 0; i < vectorized_size; i += packet_size) {
+      op_.reducePacket(internal::ploadt<PacketReturnType, Unaligned>(
+          &data[index + i]), &vaccum_);
+    }
+    for (Index i = vectorized_size; i < num_values_to_reduce; ++i) {
+      op_.reduce(data[index + i], &accum_);
+    }
+  }
+  CoeffReturnType Finalize() {
+    return op_.finalizeBoth(accum_, vaccum_);
+  }
+  PacketReturnType FinalizePacket() {
+    return op_.finalizePacket(vaccum_);
+  }
+
+ private:
+  PacketReturnType vaccum_;
+  CoeffReturnType accum_;
+  Op op_;
+};
+
+}  // end namespace internal
+
+
+template <typename Op, typename Dims, typename XprType>
+class TensorReductionOp : public TensorBase<TensorReductionOp<Op, Dims, XprType>, ReadOnlyAccessors> {
+  public:
+    typedef typename Eigen::internal::traits<TensorReductionOp>::Scalar Scalar;
+    typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+    typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+    typedef typename Eigen::internal::nested<TensorReductionOp>::type Nested;
+    typedef typename Eigen::internal::traits<TensorReductionOp>::StorageKind StorageKind;
+    typedef typename Eigen::internal::traits<TensorReductionOp>::Index Index;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorReductionOp(const XprType& expr, const Dims& dims) : m_expr(expr), m_dims(dims)
+    { }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    TensorReductionOp(const XprType& expr, const Dims& dims, const Op& reducer) : m_expr(expr), m_dims(dims), m_reducer(reducer)
+    { }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const XprType& expression() const { return m_expr; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const Dims& dims() const { return m_dims; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const Op& reducer() const { return m_reducer; }
+
+  protected:
+    typename XprType::Nested m_expr;
+    const Dims m_dims;
+    const Op m_reducer;
+};
+
+
+// Eval as rvalue
+template<typename Op, typename Dims, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType>, Device>
+{
+  typedef TensorReductionOp<Op, Dims, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions InputDimensions;
+  static const int NumInputDims = internal::array_size<InputDimensions>::value;
+  static const int NumReducedDims = internal::array_size<Dims>::value;
+  EIGEN_STATIC_ASSERT(NumInputDims >= NumReducedDims, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  static const int NumOutputDims = NumInputDims - NumReducedDims;
+  typedef DSizes<Index, NumOutputDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::remove_const<Scalar>::type ScalarNonConst;
+  typedef TensorEvaluator<const TensorReductionOp<Op, Dims, ArgType>, Device> Self;
+  static const bool InputPacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = Self::InputPacketAccess && Op::PacketAccess,
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  typedef typename internal::TensorBlock<Index, ScalarNonConst, NumOutputDims,
+                                         Layout> OutputTensorBlock;
+  typedef typename internal::TensorBlock<Index, ScalarNonConst, NumInputDims,
+                                         Layout> InputTensorBlock;
+
+  static const bool ReducingInnerMostDims = internal::are_inner_most_dims<Dims, NumInputDims, Layout>::value;
+  static const bool PreservingInnerMostDims = internal::preserve_inner_most_dims<Dims, NumInputDims, Layout>::value;
+  static const bool RunningFullReduction = (NumInputDims==NumReducedDims);
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device), m_reducer(op.reducer()), m_result(NULL), m_device(device)
+  {
+    EIGEN_STATIC_ASSERT((!ReducingInnerMostDims | !PreservingInnerMostDims | (NumReducedDims == NumInputDims)),
+                        YOU_MADE_A_PROGRAMMING_MISTAKE);
+    for (int i = 0; i < NumInputDims; ++i) {
+      m_reduced_dim[i] = false;
+    }
+    for (int i = 0; i < NumReducedDims; ++i) {
+      eigen_assert(op.dims()[i] >= 0);
+      eigen_assert(op.dims()[i] < NumInputDims);
+      m_reduced_dim[op.dims()[i]] = true;
+    }
+
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    internal::partition_dims(input_dims, m_reduced_dim, &m_dimensions, &m_reducedDims);
+
+    // Precompute output strides.
+    if (NumOutputDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_outputStrides[0] = 1;
+        for (int i = 1; i < NumOutputDims; ++i) {
+          m_outputStrides[i] = m_outputStrides[i - 1] * m_dimensions[i - 1];
+          m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(m_outputStrides[i]);
+        }
+      } else {
+        m_outputStrides[NumOutputDims - 1] = 1;
+        for (int i = NumOutputDims - 2; i >= 0; --i) {
+          m_outputStrides[i] = m_outputStrides[i + 1] * m_dimensions[i + 1];
+          m_fastOutputStrides[i] = internal::TensorIntDivisor<Index>(m_outputStrides[i]);
+        }
+      }
+    }
+
+    // Precompute input strides.
+    if (NumInputDims > 0) {
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        m_inputStrides[0] = 1;
+        for (int i = 1; i < NumInputDims; ++i) {
+          m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+        }
+      } else {
+        m_inputStrides[NumInputDims - 1] = 1;
+        for (int i = NumInputDims - 2; i >= 0; --i) {
+          m_inputStrides[i] = m_inputStrides[i + 1] * input_dims[i + 1];
+        }
+      }
+    }
+
+    int outputIndex = 0;
+    int reduceIndex = 0;
+    for (int i = 0; i < NumInputDims; ++i) {
+      if (m_reduced_dim[i]) {
+        m_reducedStrides[reduceIndex] = m_inputStrides[i];
+        ++reduceIndex;
+      } else {
+        m_preservedStrides[outputIndex] = m_inputStrides[i];
+        m_output_to_input_dim_map[outputIndex] = i;
+        ++outputIndex;
+      }
+    }
+
+    m_numValuesToReduce
+        = NumOutputDims == 0 ? internal::array_prod(input_dims)
+        : (static_cast<int>(Layout) == static_cast<int>(ColMajor))
+            ? m_preservedStrides[0] : m_preservedStrides[NumOutputDims - 1];
+
+    m_block_total_size_max = numext::maxi(static_cast<std::size_t>(1),
+                                        device.lastLevelCacheSize() /
+                                        sizeof(Scalar));
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  typedef typename internal::remove_const<typename XprType::CoeffReturnType>::type CoeffReturnType;
+  typedef typename PacketType<CoeffReturnType, Device>::type PacketReturnType;
+
+  EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(CoeffReturnType* data) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+
+    // Use the FullReducer if possible.
+    if (RunningFullReduction && internal::FullReducer<Self, Op, Device>::HasOptimizedImplementation &&
+        ((RunningOnGPU && (m_device.majorDeviceVersion() >= 3)) ||
+         (internal::array_prod(m_impl.dimensions()) > 1024 * 1024))) {
+
+      bool need_assign = false;
+      if (!data) {
+        m_result = static_cast<CoeffReturnType*>(m_device.allocate(sizeof(CoeffReturnType)));
+        data = m_result;
+        need_assign = true;
+      }
+
+      Op reducer(m_reducer);
+      internal::FullReducer<Self, Op, Device>::run(*this, reducer, m_device, data);
+      return need_assign;
+    }
+
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+
+    if (m_result) {
+      m_device.deallocate(m_result);
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    if (RunningFullReduction && m_result) {
+      return *m_result;
+    }
+    Op reducer(m_reducer);
+    if (ReducingInnerMostDims) {
+      return internal::InnerMostDimReducer<Self, Op>::reduce(*this, firstInput(index),
+                                                             m_numValuesToReduce, reducer);
+    } else {
+      typename Self::CoeffReturnType accum = reducer.initialize();
+      internal::GenericDimReducer<NumReducedDims-1, Self, Op>::reduce(*this, firstInput(index), reducer, &accum);
+      return reducer.finalize(accum);
+    }
+  }
+
+  // TODO(bsteiner): provide a more efficient implementation.
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index + packetSize - 1 < dimensions().TotalSize());
+
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    if (ReducingInnerMostDims) {
+      const Index num_values_to_reduce = m_numValuesToReduce;
+      const Index firstIndex = firstInput(index);
+      for (Index i = 0; i < packetSize; ++i) {
+        Op reducer(m_reducer);
+        values[i] = internal::InnerMostDimReducer<Self, Op>::reduce(*this, firstIndex + i * num_values_to_reduce,
+                                                                    num_values_to_reduce, reducer);
+      }
+    } else if (PreservingInnerMostDims) {
+      const Index firstIndex = firstInput(index);
+      const int innermost_dim = (static_cast<int>(Layout) == static_cast<int>(ColMajor)) ? 0 : NumOutputDims - 1;
+      // TBD: extend this the the n innermost dimensions that we preserve.
+      if (((firstIndex % m_dimensions[innermost_dim]) + packetSize - 1) < m_dimensions[innermost_dim]) {
+        Op reducer(m_reducer);
+        typename Self::PacketReturnType accum = reducer.template initializePacket<typename Self::PacketReturnType>();
+        internal::InnerMostDimPreserver<NumReducedDims-1, Self, Op>::reduce(*this, firstIndex, reducer, &accum);
+        return reducer.finalizePacket(accum);
+      } else {
+        for (int i = 0; i < packetSize; ++i) {
+          values[i] = coeff(index + i);
+        }
+      }
+    } else {
+      for (int i = 0; i < packetSize; ++i) {
+        values[i] = coeff(index + i);
+      }
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    resources->push_back(internal::TensorOpResourceRequirements(
+        internal::kSkewedInnerDims, m_block_total_size_max));
+    m_impl.getResourceRequirements(resources);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(
+      OutputTensorBlock* output_block) const {
+    // Special case full reductions to avoid input block copy below.
+    if (NumInputDims == NumReducedDims) {
+      eigen_assert(output_block->first_coeff_index() == 0);
+      eigen_assert(output_block->block_sizes().TotalSize() == 1);
+      Op reducer(m_reducer);
+      output_block->data()[0] = internal::InnerMostDimReducer<Self, Op>::reduce(
+          *this, 0, m_numValuesToReduce, reducer);
+      return;
+    }
+
+    // Calculate input tensor 'slice' required to reduce output block coeffs.
+    DSizes<Index, NumInputDims> input_slice_sizes(m_impl.dimensions());
+    for (int i = 0; i < NumOutputDims; ++i) {
+      // Clip preserved input dimensions by output block size.
+      input_slice_sizes[m_output_to_input_dim_map[i]] =
+          output_block->block_sizes()[i];
+    }
+
+    // Shard input tensor slice into blocks (because it could be large if we
+    // need to reduce along several dimensions to calculate required output
+    // coefficients).
+    const Index max_coeff_count =
+        numext::mini(((m_device.firstLevelCacheSize()) / sizeof(Scalar)),
+                   input_slice_sizes.TotalSize());
+
+    // Calculate max output shard size needed to keep working set of reducers
+    // in L1, while leaving enough space for reducer overhead and 'packet_size'
+    // reductions.
+    DSizes<Index, NumInputDims> target_input_block_sizes;
+    CalculateTargetInputBlockShape(max_coeff_count, input_slice_sizes,
+                                   &target_input_block_sizes);
+    // Calculate indices for first preserved dimension.
+    const Index first_preserved_dim_output_index =
+        static_cast<int>(Layout) == static_cast<int>(ColMajor) ?
+        0 : NumOutputDims - 1;
+    const Index first_preserved_dim_input_index = m_output_to_input_dim_map[
+        first_preserved_dim_output_index];
+    const bool inner_most_dim_preserved = first_preserved_dim_input_index ==
+        (static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 :
+         NumInputDims - 1) | PreservingInnerMostDims;
+
+    // Calculate output block inner/outer dimension sizes.
+    const Index output_block_inner_dim_size = output_block->block_sizes()[
+        first_preserved_dim_output_index];
+    const Index output_block_outer_dim_size =
+        output_block->block_sizes().TotalSize() / output_block_inner_dim_size;
+    // Calculate shard size for first preserved dimension.
+    const Index output_shard_size = target_input_block_sizes[
+        first_preserved_dim_input_index];
+    const Index num_output_shards =
+        (output_block_inner_dim_size + output_shard_size - 1) /
+        output_shard_size;
+
+    // Initialize 'tensor_slice_offsets' from input coords of output index.
+    DSizes<Index, NumInputDims> tensor_slice_offsets;
+    GetInputCoordsForOutputIndex(output_block->first_coeff_index(),
+                                 &tensor_slice_offsets);
+
+    // Store tensor slice offset in first preserved dimension to be used
+    // to update tensor slice extents in loop below.
+    const Index first_preserved_dim_offset_start = tensor_slice_offsets[
+        first_preserved_dim_input_index];
+
+    array<BlockIteratorState, NumOutputDims> block_iter_state;
+
+    // Initialize state used to iterate through output coefficients
+    // and update 'tensor_slice_offsets' in outer preserved dims.
+    for (int i = 0; i < NumOutputDims - 1; ++i) {
+      const int dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+          ? i + 1 : NumOutputDims - i - 2;
+      block_iter_state[i].input_dim = m_output_to_input_dim_map[dim];
+      block_iter_state[i].output_size = output_block->block_sizes()[dim];
+      block_iter_state[i].output_count = 0;
+    }
+
+    // Allocate input block memory.
+    ScalarNonConst* input_block_data = static_cast<ScalarNonConst*>(
+        m_device.allocate(max_coeff_count * sizeof(Scalar)));
+    // Allocate reducer memory.
+    const bool packet_reductions_enabled = (Self::InputPacketAccess &
+                                            Op::PacketAccess);
+    const Index packet_size = internal::unpacket_traits<PacketReturnType>::size;
+    const Index num_reducers =
+        (inner_most_dim_preserved && packet_reductions_enabled) ?
+        (output_shard_size / packet_size + output_shard_size % packet_size +
+         packet_size) : output_shard_size;
+    typedef internal::BlockReducer<Self, Op> BlockReducer;
+    BlockReducer* reducers = static_cast<BlockReducer*>(
+        m_device.allocate(num_reducers * sizeof(BlockReducer)));
+
+    InputDimensions input_tensor_dims(m_impl.dimensions());
+    for (Index output_outer_index = 0;
+         output_outer_index < output_block_outer_dim_size;
+         ++output_outer_index) {
+      for (Index output_shard_index = 0;
+           output_shard_index < num_output_shards;
+           ++output_shard_index) {
+        // Initialize 'tensor_slice_extents' for this output shard.
+        DSizes<Index, NumInputDims> tensor_slice_extents(input_slice_sizes);
+        for (int i = 0; i < NumInputDims; ++i) {
+          if (i == first_preserved_dim_input_index) {
+            // Clip first preserved dim size to output shard size.
+            tensor_slice_extents[i] = numext::mini(
+                output_shard_size,
+                input_slice_sizes[i] - (tensor_slice_offsets[i] -
+                                        first_preserved_dim_offset_start));
+
+          } else if (!m_reduced_dim[i]) {
+            // Clip outer preserved dims to size 1, so that we reduce a
+            // contiguous set of output coefficients.
+            tensor_slice_extents[i] = 1;
+          }
+        }
+
+        // Intialize output coefficient reducers.
+        for (int i = 0; i < num_reducers; ++i) {
+          new (&reducers[i]) BlockReducer(m_reducer);
+        }
+
+        typedef internal::TensorSliceBlockMapper<
+          Index, ScalarNonConst, NumInputDims, Layout> TensorSliceBlockMapper;
+
+        // TODO(andydavis) Consider removing 'input_block_stride_order' if we
+        // find that scattered reads are not worth supporting in
+        // TensorSliceBlockMapper.
+        TensorSliceBlockMapper block_mapper(
+            input_tensor_dims, tensor_slice_offsets, tensor_slice_extents,
+            target_input_block_sizes, DimensionList<Index, NumInputDims>());
+
+        const Index num_outputs_to_update = tensor_slice_extents[
+            first_preserved_dim_input_index];
+        const Index preserved_dim_vector_reducer_count =
+            (inner_most_dim_preserved && packet_reductions_enabled) ?
+            num_outputs_to_update / packet_size: 0;
+        const Index preserved_dim_vector_coeff_count =
+            inner_most_dim_preserved ? preserved_dim_vector_reducer_count *
+            packet_size : 0;
+        const Index preserved_dim_reducer_limit =
+            (inner_most_dim_preserved && packet_reductions_enabled) ?
+          (preserved_dim_vector_reducer_count +
+           num_outputs_to_update % packet_size) : num_outputs_to_update;
+
+        const Index total_block_count = block_mapper.total_block_count();
+        for (Index b = 0; b < total_block_count; ++b) {
+          InputTensorBlock input_block = block_mapper.GetBlockForIndex(
+              b, input_block_data);
+          // Read.
+          m_impl.block(&input_block);
+
+          Index num_values_to_reduce = 1;
+          for (Index i = 0; i < NumInputDims; ++i) {
+            if (m_reduced_dim[i]) {
+              num_values_to_reduce *= input_block.block_sizes()[i];
+            }
+          }
+          // Reduce.
+          if (inner_most_dim_preserved) {
+            const Index input_outer_dim_size =
+                input_block.block_sizes().TotalSize() / num_outputs_to_update;
+            for (Index input_outer_dim_index = 0;
+                 input_outer_dim_index < input_outer_dim_size;
+                 ++input_outer_dim_index) {
+              const Index input_outer_dim_base = input_outer_dim_index *
+                  num_outputs_to_update;
+              for (Index i = 0; i < preserved_dim_vector_reducer_count; ++i) {
+                reducers[i].Reduce(input_outer_dim_base + i * packet_size,
+                                   packet_size, input_block.data());
+              }
+              const Index scalar_reducer_base = input_outer_dim_base +
+                  preserved_dim_vector_coeff_count;
+              for (Index i = preserved_dim_vector_reducer_count;
+                   i < preserved_dim_reducer_limit; ++i) {
+                reducers[i].Reduce(scalar_reducer_base + i -
+                                   preserved_dim_vector_reducer_count,
+                                   1,
+                                   input_block.data());
+              }
+            }
+          } else {
+            for (Index i = 0; i < num_outputs_to_update; ++i) {
+              reducers[i].Reduce(i * num_values_to_reduce,
+                                 num_values_to_reduce,
+                                 input_block.data());
+            }
+          }
+        }
+
+        // Finalize all reducers for this output shard.
+        const Index output_base_index =
+            output_outer_index * output_block_inner_dim_size +
+            output_shard_index * output_shard_size;
+        if (inner_most_dim_preserved) {
+          EIGEN_ALIGN_DEFAULT CoeffReturnType values[packet_size];
+          for (Index i = 0; i < preserved_dim_vector_reducer_count; ++i) {
+            const Index reducer_base = output_base_index + i * packet_size;
+            internal::pstore<CoeffReturnType, PacketReturnType>(
+                values, reducers[i].FinalizePacket());
+            for (Index j = 0; j < packet_size; ++j) {
+              output_block->data()[reducer_base + j] = values[j];
+            }
+          }
+          const Index scalar_reducer_base = output_base_index +
+              preserved_dim_vector_coeff_count;
+
+          for (Index i = preserved_dim_vector_reducer_count;
+               i < preserved_dim_reducer_limit; ++i) {
+            output_block->data()[
+                scalar_reducer_base + i - preserved_dim_vector_reducer_count] =
+                reducers[i].Finalize();
+          }
+        } else {
+          for (int i = 0; i < num_outputs_to_update; ++i) {
+            output_block->data()[output_base_index + i] =
+                reducers[i].Finalize();
+          }
+        }
+
+        // Update 'tensor_slice_offsets' by num outputs for this output shard.
+        tensor_slice_offsets[first_preserved_dim_input_index] +=
+            num_outputs_to_update;
+      }
+      // Update slice offset for inner preserved dim.
+      tensor_slice_offsets[first_preserved_dim_input_index] -=
+          output_block_inner_dim_size;
+      // Update slice offsets for remaining output dims.
+      for (int i = 0; i < NumOutputDims - 1; ++i) {
+        BlockIteratorState& b = block_iter_state[i];
+        if (++b.output_count < b.output_size) {
+          ++tensor_slice_offsets[b.input_dim];
+          break;
+        }
+        b.output_count = 0;
+        tensor_slice_offsets[b.input_dim] -= b.output_size - 1;
+      }
+    }
+
+    // Free memory.
+    m_device.deallocate(input_block_data);
+    m_device.deallocate(reducers);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+  private:
+  template <int, typename, typename> friend struct internal::GenericDimReducer;
+  template <typename, typename, bool> friend struct internal::InnerMostDimReducer;
+  template <int, typename, typename, bool> friend struct internal::InnerMostDimPreserver;
+  template <typename S, typename O, typename D, bool V> friend struct internal::FullReducer;
+#ifdef EIGEN_USE_THREADS
+  template <typename S, typename O, bool V> friend struct internal::FullReducerShard;
+#endif
+#if defined(EIGEN_USE_GPU) && defined(__CUDACC__)
+  template <int B, int N, typename S, typename R, typename I> friend void internal::FullReductionKernel(R, const S, I, typename S::CoeffReturnType*);
+#endif
+
+  struct BlockIteratorState {
+    Index input_dim;
+    Index output_size;
+    Index output_count;
+  };
+
+  // Returns the Index in the input tensor of the first value that needs to be
+  // used to compute the reduction at output index "index".
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index firstInput(Index index) const {
+    if (ReducingInnerMostDims) {
+      return index * m_numValuesToReduce;
+    }
+    Index startInput = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumOutputDims - 1; i > 0; --i) {
+        // This is index_i in the output tensor.
+        const Index idx = index / m_fastOutputStrides[i];
+        startInput += idx * m_preservedStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+    } else {
+      for (int i = 0; i < NumOutputDims - 1; ++i) {
+        // This is index_i in the output tensor.
+        const Index idx = index / m_fastOutputStrides[i];
+        startInput += idx * m_preservedStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+    }
+    if (PreservingInnerMostDims) {
+      eigen_assert(m_numValuesToReduce == 1);
+      startInput += index;
+    } else {
+      startInput += index * m_numValuesToReduce;
+    }
+    return startInput;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void GetInputCoordsForOutputIndex(
+      Index index,
+      DSizes<Index, NumInputDims>* coords) const {
+    for (int i = 0; i < NumInputDims; ++i) {
+      (*coords)[i] = 0;
+    }
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumOutputDims - 1; i > 0; --i) {
+        const Index idx = index / m_fastOutputStrides[i];
+        (*coords)[m_output_to_input_dim_map[i]] = idx;
+        index -= idx * m_outputStrides[i];
+      }
+      (*coords)[m_output_to_input_dim_map[0]] = index;
+    } else {
+      for (int i = 0; i < NumOutputDims - 1; ++i) {
+        const Index idx = index / m_fastOutputStrides[i];
+        (*coords)[m_output_to_input_dim_map[i]] = idx;
+        index -= idx * m_outputStrides[i];
+      }
+      (*coords)[m_output_to_input_dim_map[NumOutputDims-1]] = index;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void CalculateTargetInputBlockShape(
+      const Index max_coeff_count,
+      const DSizes<Index, NumInputDims>& input_slice_sizes,
+      DSizes<Index, NumInputDims>* target_input_block_sizes) const {
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+    const Index packet_size = internal::unpacket_traits<Packet>::size;
+    typedef internal::BlockReducer<Self, Op> BlockReducer;
+    // TODO(andydavis) Compute reducer overhead correctly for the case where
+    // we are preserving the inner most dimension, and a single reducer
+    // reduces a packet's worth of output coefficients.
+    const Index reducer_overhead = sizeof(BlockReducer) / sizeof(Scalar);
+
+    Index coeff_to_allocate = max_coeff_count;
+    bool first_preserved_dim_allocated = false;
+    bool first_reduced_dim_allocated = false;
+    for (int i = 0; i < NumInputDims; ++i) {
+      const int dim = static_cast<int>(Layout) == static_cast<int>(ColMajor)
+          ? i : NumInputDims - i - 1;
+      (*target_input_block_sizes)[dim] = 1;
+      if (m_reduced_dim[dim]) {
+        // TODO(andydavis) Consider allocating to multiple reduced dimensions.
+        // Watch out for cases where reduced dimensions are not contiguous,
+        // which induces scattered reads.
+        if (!first_reduced_dim_allocated) {
+          (*target_input_block_sizes)[dim] = numext::mini(input_slice_sizes[dim],
+                                                        coeff_to_allocate);
+          coeff_to_allocate /= (*target_input_block_sizes)[dim];
+          first_reduced_dim_allocated = true;
+        }
+      } else if (!first_preserved_dim_allocated) {
+        // TODO(andydavis) Include output block size in this L1 working set
+        // calculation.
+        const Index allocated = max_coeff_count - coeff_to_allocate;
+        const Index alloc_size = numext::maxi(static_cast<Index>(1),
+                                            coeff_to_allocate /
+                                            reducer_overhead);
+        (*target_input_block_sizes)[dim] = numext::mini(input_slice_sizes[dim],
+                                                      alloc_size);
+        coeff_to_allocate = numext::maxi(
+            static_cast<Index>(1),
+            coeff_to_allocate / ((*target_input_block_sizes)[dim] *
+                                 reducer_overhead));
+        first_preserved_dim_allocated = true;
+      }
+    }
+  }
+
+  // Bitmap indicating if an input dimension is reduced or not.
+  array<bool, NumInputDims> m_reduced_dim;
+  // Dimensions of the output of the operation.
+  Dimensions m_dimensions;
+  // Precomputed strides for the input tensor.
+  array<Index, NumInputDims> m_inputStrides;
+  // Precomputed strides for the output tensor.
+  array<Index, NumOutputDims> m_outputStrides;
+  array<internal::TensorIntDivisor<Index>, NumOutputDims> m_fastOutputStrides;
+  // Subset of strides of the input tensor for the non-reduced dimensions.
+  // Indexed by output dimensions.
+  array<Index, NumOutputDims> m_preservedStrides;
+  // Map from output to input dimension index.
+  array<Index, NumOutputDims> m_output_to_input_dim_map;
+  // How many values go into each reduction
+  Index m_numValuesToReduce;
+
+  // Subset of strides of the input tensor for the reduced dimensions.
+  // Indexed by reduced dimensions.
+  array<Index, NumReducedDims> m_reducedStrides;
+  // Size of the input dimensions that are reduced.
+  // Indexed by reduced dimensions.
+  array<Index, NumReducedDims> m_reducedDims;
+
+  // Evaluator for the input expression.
+  TensorEvaluator<ArgType, Device> m_impl;
+
+  // Operation to apply for computing the reduction.
+  Op m_reducer;
+
+  // For full reductions
+#ifdef EIGEN_USE_GPU
+  static const bool RunningOnGPU = internal::is_same<Device, Eigen::GpuDevice>::value;
+#else
+  static const bool RunningOnGPU = false;
+#endif
+  CoeffReturnType* m_result;
+  std::size_t m_block_total_size_max;
+
+  const Device& m_device;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReductionCuda.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReductionCuda.h
new file mode 100644
index 0000000000..d052dcdf69
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReductionCuda.h
@@ -0,0 +1,642 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Manjunath Kudlur <keveman@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_REDUCTION_CUDA_H
+#define EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_CUDA_H
+
+#if defined(EIGEN_USE_GPU)
+
+namespace Eigen {
+namespace internal {
+
+template <typename OutExpr, typename InExpr, typename Op, typename Indices,
+          bool Tileable>
+class TensorExecutor<
+    const TensorAssignOp<
+        OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+    GpuDevice, false, Tileable> {
+ public:
+  typedef const TensorAssignOp<
+      OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>
+      Expression;
+  static void run(const Expression& expr, const GpuDevice& device);
+};
+
+template <typename OutExpr, typename InExpr, typename Op, typename Indices,
+          bool Tileable>
+class TensorExecutor<
+    const TensorAssignOp<
+        OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+    GpuDevice, true, Tileable> {
+ public:
+  typedef const TensorAssignOp<
+      OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>
+      Expression;
+  static void run(const Expression& expr, const GpuDevice& device);
+};
+
+template <typename InExpr, typename Op, typename Indices, bool Tileable>
+class TensorExecutor<const TensorEvalToOp<const TensorReductionOp<
+                         Op, const Indices, const InExpr> >,
+                     GpuDevice, false, Tileable> {
+ public:
+  typedef const TensorEvalToOp<
+      const TensorReductionOp<Op, const Indices, const InExpr> > Expression;
+  static void run(const Expression& expr, const GpuDevice& device);
+};
+
+template <typename InExpr, typename Op, typename Indices, bool Tileable>
+class TensorExecutor<const TensorEvalToOp<const TensorReductionOp<
+                         Op, const Indices, const InExpr> >,
+                     GpuDevice, true, Tileable> {
+ public:
+  typedef const TensorEvalToOp<
+      const TensorReductionOp<Op, const Indices, const InExpr> > Expression;
+  static void run(const Expression& expr, const GpuDevice& device);
+};
+
+}  // end namespace internal
+}  // end namespace Eigen
+
+#if defined(__CUDACC__)
+
+namespace Eigen {
+
+namespace internal {
+
+namespace {
+
+#define DIVUP(x, y) (((x) + (y)-1) / (y))
+
+// Initialize output[0..size-1] with val
+template <typename Output>
+__global__ void InitVector(const float val, int size, Output output) {
+  int idx = blockIdx.x * blockDim.x + threadIdx.x;
+  for (int i = idx; i < size; i += gridDim.x * blockDim.x) {
+    output.coeffRef(i) = val;
+  }
+}
+
+// -----------------------------------------------------------------------------
+// Column Reduction kernels
+// -----------------------------------------------------------------------------
+template <int GRID_DIM, int BLOCK_DIM, int NUM_PER_THREAD, typename Input,
+          typename Output, typename Reducer>
+__global__ void ColumnReduceKernel(Reducer reducer, const Input input, int rows,
+                                   int cols, Output output) {
+  assert(blockDim.x == BLOCK_DIM);
+  assert(blockDim.y == 1);
+  assert(blockDim.z == 1);
+
+  assert(gridDim.x == GRID_DIM);
+  assert(gridDim.y == 1);
+  assert(gridDim.z == 1);
+
+  typedef typename Input::Index Index;
+
+  const Index num_input_points = DIVUP(rows, NUM_PER_THREAD) * cols;
+  const int bx = blockIdx.x;
+  const int tx = threadIdx.x;
+
+  for (Index i = bx * BLOCK_DIM + tx; i < num_input_points;
+       i += BLOCK_DIM * GRID_DIM) {
+    const Index input_col = i % cols;
+    const Index input_row_begin =
+        ((i / cols) % DIVUP(rows, NUM_PER_THREAD)) * NUM_PER_THREAD;
+    float reduced_val = reducer.bottom_value();
+    for (int j = 0; j < NUM_PER_THREAD; ++j) {
+      float val = ((input_col < cols) && (input_row_begin + j < rows))
+                      ? input.coeff((input_row_begin + j) * cols + input_col)
+                      : reducer.bottom_value();
+      reduced_val = reducer(reduced_val, val);
+    }
+#if __CUDA_ARCH__ >= 300
+    reducer.atomic_reduce(&output.coeffRef(input_col), reduced_val);
+#endif
+  }
+}
+
+// -----------------------------------------------------------------------------
+// Row Reduction kernels
+// -----------------------------------------------------------------------------
+template <int GRID_DIM, int BLOCK_DIM, int NUM_PER_THREAD, typename Input,
+          typename Output, typename Reducer>
+__global__ void RowReduceKernel(Reducer reducer, const Input input, int rows,
+                                int cols, Output output) {
+  assert(BLOCK_DIM % 32 == 0);
+  assert(blockDim.x == BLOCK_DIM);
+  assert(blockDim.y == 1);
+  assert(blockDim.z == 1);
+
+  assert(gridDim.x == GRID_DIM);
+  assert(gridDim.y == 1);
+  assert(gridDim.z == 1);
+
+  const int unroll_times = 16;
+  assert(NUM_PER_THREAD % unroll_times == 0);
+
+  typedef typename Input::Index Index;
+
+  __shared__ float temp[BLOCK_DIM];
+
+  const Index input_col_blocks = DIVUP(cols, BLOCK_DIM * NUM_PER_THREAD);
+  const Index num_input_blocks = input_col_blocks * rows;
+
+  const int bx = blockIdx.x;
+  const int tx = threadIdx.x;
+
+  for (Index i = bx; i < num_input_blocks; i += GRID_DIM) {
+    const Index col_block = i % input_col_blocks;
+    const Index row_block = i / input_col_blocks;
+    const Index col_begin = col_block * BLOCK_DIM * NUM_PER_THREAD + tx;
+    const Index row = row_block;
+    float reduced_val = reducer.bottom_value();
+    if (row < rows) {
+      for (Index j = 0; j < NUM_PER_THREAD; j += unroll_times) {
+        const Index last_col = col_begin + BLOCK_DIM * (j + unroll_times - 1);
+        if (last_col >= cols) {
+          // We can skip the last iteration of the loop since we know
+          // that col >= cols there.
+#pragma unroll
+          for (int k = 0; k < unroll_times - 1; ++k) {
+            const Index col = col_begin + BLOCK_DIM * (j + k);
+            const float val = (col < cols ? input.coeff(row * cols + col)
+                               : reducer.bottom_value());
+            reduced_val = reducer(reduced_val, val);
+          }
+          break;  // col < cols for all later iterations.
+        } else {
+          // Faster version of the loop with no branches after unrolling.
+#pragma unroll
+          for (int k = 0; k < unroll_times; ++k) {
+            const Index col = col_begin + BLOCK_DIM * (j + k);
+            reduced_val = reducer(reduced_val, input.coeff(row * cols + col));
+          }
+        }
+      }
+    }
+    temp[tx] = reduced_val;
+
+    __syncthreads();
+    const int warp_id = tx & 31;
+    if (warp_id < 16) temp[tx] = reducer(temp[tx], temp[tx + 16]);
+    if (warp_id < 8) temp[tx] = reducer(temp[tx], temp[tx + 8]);
+    if (warp_id < 4) temp[tx] = reducer(temp[tx], temp[tx + 4]);
+    if (warp_id < 2) temp[tx] = reducer(temp[tx], temp[tx + 2]);
+    if (warp_id < 1) temp[tx] = reducer(temp[tx], temp[tx + 1]);
+
+    if (warp_id == 0) {
+      if (row < rows) {
+#if __CUDA_ARCH__ >= 300
+        reducer.atomic_reduce(&output.coeffRef(row), temp[tx]);
+#endif
+      }
+    }
+
+    __syncthreads();
+  }
+}
+
+template <typename Input, typename Output, typename Reducer>
+void ColumnReduceCuda(Reducer reducer, const GpuDevice& device,
+                      const Input input, int rows, int cols, Output output) {
+  const int block_size = 256;
+  const int grid_size = 128;
+  const int num_per_thread = 16;
+  LAUNCH_CUDA_KERNEL(InitVector, 32, 1024, 0, device, reducer.bottom_value(),
+                     cols, output);
+  LAUNCH_CUDA_KERNEL(
+      (ColumnReduceKernel<grid_size, block_size, num_per_thread>), grid_size,
+      block_size, 0, device, reducer, input, rows, cols, output);
+}
+
+template <typename Input, typename Output, typename Reducer>
+void RowReduceCuda(Reducer reducer, const GpuDevice& device, const Input input,
+                   int rows, int cols, Output output) {
+  const int block_size = 256;
+  const int grid_size = 32;
+  const int num_per_thread = 128;
+  LAUNCH_CUDA_KERNEL(InitVector, 32, 1024, 0, device, reducer.bottom_value(),
+                     rows, output);
+  LAUNCH_CUDA_KERNEL((RowReduceKernel<grid_size, block_size, num_per_thread>),
+                     grid_size, block_size, 0, device, reducer, input, rows,
+                     cols, output);
+}
+
+// Provides arbitrary sum reductions, applying a function across the
+// right argument being reduced prior to summing
+template <typename F>
+struct FnSumReducer {
+  __host__ __device__ FnSumReducer(F f) : f_(f) {}
+  __host__ __device__ float bottom_value() { return 0.0f; }
+  __device__ float operator()(float x, float y) const { return x + f_(y); }
+  __device__ void atomic_reduce(float* x, float y) const { atomicAdd(x, y); }
+
+  F f_;
+};
+
+// Identity is used for the basic SumReduction
+struct Identity {
+  __device__ float operator()(float x) const { return x; }
+};
+
+struct CudaSumReducer : FnSumReducer<Identity> {
+  __host__ __device__ CudaSumReducer() : FnSumReducer(Identity()) {}
+};
+
+struct CudaMaxReducer {
+  // nvcc doesn't recognize numeric_limits<float>::lowest for some reason.
+  CudaMaxReducer() {
+    bottom_value_ = -3.40282347E+38F;  // std::numeric_limits<float>::lowest();
+  }
+  __host__ __device__ float bottom_value() { return bottom_value_; }
+  __device__ float operator()(float x, float y) const { return fmax(x, y); }
+
+  // This is equivalent to atomicMax(x, y), but CUDA does not have atomicMax for
+  // float data type. Instead, this atomically compares-and-swaps the old value
+  // at x with y. If the old value returned by the CAS operation was already
+  // larger than y, or what was read before, it declares success and finishes,
+  // otherwise repeats the procedure.
+  __device__ void atomic_reduce(float* x, float y) {
+    unsigned int old_val = *reinterpret_cast<unsigned int*>(x);
+    while (*reinterpret_cast<float*>(&old_val) < y) {
+      unsigned int current_val =
+          atomicCAS(reinterpret_cast<unsigned int*>(x), old_val,
+                    *reinterpret_cast<unsigned int*>(&y));
+      if (old_val == current_val) {
+        break;
+      }
+      old_val = current_val;
+    }
+  }
+  float bottom_value_;
+};
+
+}  // end namespace
+
+template <typename Op>
+struct IsFloatSumReduction {
+  static const bool value = false;
+};
+
+template <>
+struct IsFloatSumReduction<SumReducer<float> > {
+  static const bool value = true;
+};
+
+template <typename Op>
+struct IsFloatMaxReduction {
+  static const bool value = false;
+};
+
+template <>
+struct IsFloatMaxReduction<MaxReducer<float> > {
+  static const bool value = true;
+};
+
+template <typename Op>
+struct SumOrMaxOfFloat {
+  static const bool value =
+      IsFloatSumReduction<Op>::value || IsFloatMaxReduction<Op>::value;
+};
+
+enum ReductionType { ROW_REDUCE, COL_REDUCE, UNOPTIMIZED };
+
+template <typename Op, typename Expr, typename ReductionExpr>
+ReductionType GetReductionType(const Expr& expr,
+                               const ReductionExpr& reduction_expr,
+                               const GpuDevice& device, std::size_t* rows,
+                               std::size_t* cols) {
+  typedef TensorEvaluator<const Expr, GpuDevice> EvalExpr;
+  typedef TensorEvaluator<const ReductionExpr, GpuDevice> ReductionEvalExpr;
+
+  if (device.majorDeviceVersion() < 3) {
+    return UNOPTIMIZED;
+  }
+  const EvalExpr eval_expr(expr, device);
+
+  // We only have fast reductions for sum/max of float.
+  if (!SumOrMaxOfFloat<Op>::value) {
+    return UNOPTIMIZED;
+  }
+
+  // For sum/max of float, if we are doing a full reduction, we can
+  // use the ROW_REDUCE optimization.
+  if (ReductionEvalExpr::NumReducedDims == ReductionEvalExpr::NumInputDims) {
+    *rows = 1;
+    *cols = array_prod(eval_expr.dimensions());
+    return ROW_REDUCE;
+  }
+
+  if (ReductionEvalExpr::NumReducedDims > 1) {
+    return UNOPTIMIZED;
+  }
+
+  const int dim = reduction_expr.dims()[0];
+  if (static_cast<int>(ReductionEvalExpr::Layout) ==
+      static_cast<int>(RowMajor)) {
+    if (dim == ReductionEvalExpr::NumInputDims - 1) {
+      *rows = array_prod(eval_expr.dimensions()) /
+              eval_expr.dimensions()[ReductionEvalExpr::NumInputDims - 1];
+      *cols = eval_expr.dimensions()[ReductionEvalExpr::NumInputDims - 1];
+      if (*cols < 32) return UNOPTIMIZED;
+      return ROW_REDUCE;
+    } else if (dim == 0) {
+      *rows = eval_expr.dimensions()[0];
+      *cols = array_prod(eval_expr.dimensions()) / eval_expr.dimensions()[0];
+      if (*rows < 32) return UNOPTIMIZED;
+      return COL_REDUCE;
+    }
+  } else if (static_cast<int>(ReductionEvalExpr::Layout) ==
+             static_cast<int>(ColMajor)) {
+    if (dim == ReductionEvalExpr::NumInputDims - 1) {
+      *rows = eval_expr.dimensions()[ReductionEvalExpr::NumInputDims - 1];
+      *cols = array_prod(eval_expr.dimensions()) /
+              eval_expr.dimensions()[ReductionEvalExpr::NumInputDims - 1];
+      if (*rows < 32) return UNOPTIMIZED;
+      return COL_REDUCE;
+    } else if (dim == 0) {
+      *rows = array_prod(eval_expr.dimensions()) / eval_expr.dimensions()[0];
+      *cols = eval_expr.dimensions()[0];
+      if (*cols < 32) return UNOPTIMIZED;
+      return ROW_REDUCE;
+    }
+  }
+  return UNOPTIMIZED;
+}
+
+template <typename Expression, typename Index, bool Vectorizable>
+struct LaunchKernel;
+
+template <typename Expression, typename Index>
+struct LaunchKernel<Expression, Index, true> {
+  static void launch(int num_blocks, int block_size, const GpuDevice& device,
+                     const TensorEvaluator<Expression, GpuDevice>& evaluator,
+                     Index size) {
+    LAUNCH_CUDA_KERNEL(
+        (EigenMetaKernel_Vectorizable<TensorEvaluator<Expression, GpuDevice>,
+                                      Index>),
+        num_blocks, block_size, 0, device, evaluator, size);
+  }
+};
+
+template <typename Expression, typename Index>
+struct LaunchKernel<Expression, Index, false> {
+  static void launch(int num_blocks, int block_size, const GpuDevice& device,
+                     const TensorEvaluator<Expression, GpuDevice>& evaluator,
+                     Index size) {
+    LAUNCH_CUDA_KERNEL(
+        (EigenMetaKernel_NonVectorizable<TensorEvaluator<Expression, GpuDevice>,
+                                         Index>),
+        num_blocks, block_size, 0, device, evaluator, size);
+  }
+};
+
+template <typename F, typename LHS, typename RHS, bool Compatible>
+struct LaunchRowReduce;
+
+template <typename F, typename LHS, typename RHS>
+struct LaunchRowReduce<F, LHS, RHS, true> {
+  static void launch(const GpuDevice& device, RHS input, std::size_t rows,
+                     std::size_t cols, LHS output) {
+    RowReduceCuda(F(), device, input, rows, cols, output);
+  }
+};
+
+template <typename F, typename LHS, typename RHS>
+struct LaunchRowReduce<F, LHS, RHS, false> {
+  static void launch(const GpuDevice& device, RHS input, std::size_t rows,
+                     std::size_t cols, LHS output) {}
+};
+
+template <typename F, typename LHS, typename RHS, bool Compatible>
+struct LaunchColReduce;
+
+template <typename F, typename LHS, typename RHS>
+struct LaunchColReduce<F, LHS, RHS, true> {
+  static void launch(const GpuDevice& device, RHS input, std::size_t rows,
+                     std::size_t cols, LHS output) {
+    ColumnReduceCuda(F(), device, input, rows, cols, output);
+  }
+};
+
+template <typename F, typename LHS, typename RHS>
+struct LaunchColReduce<F, LHS, RHS, false> {
+  static void launch(const GpuDevice& device, RHS input, std::size_t rows,
+                     std::size_t cols, LHS output) {}
+};
+
+template <typename Expression, typename Device, bool Vectorizable>
+class TensorAssignExecutorHelper;
+
+template <typename OutExpr, typename InExpr, typename Op, typename Indices,
+          bool Vectorizable>
+class TensorAssignExecutorHelper<
+    const TensorAssignOp<
+      OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+    GpuDevice, Vectorizable> {
+ public:
+  typedef const TensorAssignOp<
+    OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>
+    Expression;
+
+  typedef typename Expression::Index Index;
+  typedef TensorEvaluator<OutExpr, GpuDevice> LHSEval;
+  typedef TensorEvaluator<const InExpr, GpuDevice> RHSEval;
+  static inline void run(const Expression& expr, const GpuDevice& device) {
+    std::size_t rows, cols;
+    const ReductionType reduction_type =
+        GetReductionType<Op>(expr.rhsExpression().expression(),
+                             expr.rhsExpression(), device, &rows, &cols);
+    if (reduction_type == UNOPTIMIZED) {
+      TensorEvaluator<Expression, GpuDevice> evaluator(expr, device);
+      const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+      if (needs_assign) {
+        const int num_blocks = device.getNumCudaMultiProcessors() *
+                               device.maxCudaThreadsPerMultiProcessor() /
+                               device.maxCudaThreadsPerBlock();
+        const int block_size = device.maxCudaThreadsPerBlock();
+        const Index size = array_prod(evaluator.dimensions());
+        LaunchKernel<Expression, Index, Vectorizable>::launch(
+            num_blocks, block_size, device, evaluator, size);
+      }
+      evaluator.cleanup();
+    } else {
+      LHSEval output(expr.lhsExpression(), device);
+      RHSEval input(expr.rhsExpression().expression(), device);
+      bool lhs_needs_assign = output.evalSubExprsIfNeeded(NULL);
+      bool rhs_needs_assign = input.evalSubExprsIfNeeded(NULL);
+      if (lhs_needs_assign && rhs_needs_assign) {
+        const bool Compatible =
+            IsFloatSumReduction<Op>::value || IsFloatMaxReduction<Op>::value;
+        if (reduction_type == ROW_REDUCE) {
+          if (IsFloatSumReduction<Op>::value) {
+            LaunchRowReduce<CudaSumReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          } else if (IsFloatMaxReduction<Op>::value) {
+            LaunchRowReduce<CudaMaxReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          } else {
+            // Unsupported reduction type
+            assert(false && "Unsupported reduction function for ROW_REDUCE");
+          }
+        } else {
+          if (IsFloatSumReduction<Op>::value) {
+            LaunchColReduce<CudaSumReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          } else if (IsFloatMaxReduction<Op>::value) {
+            LaunchColReduce<CudaMaxReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          } else {
+            // Unsupported reduction type
+            assert(false && "Unsupported reduction function for COL_REDUCE");
+          }
+        }
+      }
+      input.cleanup();
+      output.cleanup();
+    }
+  }
+};
+
+template <typename OutExpr, typename InExpr, typename Op, typename Indices,
+          bool Tileable>
+inline void TensorExecutor<
+    const TensorAssignOp<
+        OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+    GpuDevice, false, Tileable>::run(const Expression& expr,
+                                     const GpuDevice& device) {
+  TensorAssignExecutorHelper<
+      const TensorAssignOp<
+          OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+      GpuDevice, false>::run(expr, device);
+}
+
+template <typename OutExpr, typename InExpr, typename Op, typename Indices,
+          bool Tileable>
+inline void TensorExecutor<
+    const TensorAssignOp<
+        OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+    GpuDevice, true, Tileable>::run(const Expression& expr,
+                                    const GpuDevice& device) {
+  TensorAssignExecutorHelper<
+      const TensorAssignOp<
+          OutExpr, TensorReductionOp<Op, Indices const, InExpr const> const>,
+      GpuDevice, true>::run(expr, device);
+}
+
+template <typename T, typename Index>
+struct PtrWrapper {
+  EIGEN_DEVICE_FUNC PtrWrapper(T* ptr) : m_ptr(ptr) {}
+  EIGEN_DEVICE_FUNC T& coeffRef(Index i) { return *(m_ptr + i); }
+  T* m_ptr;
+};
+
+template <typename Expression, typename Device, bool Vectorizable>
+class TensorEvalToExecutorHelper;
+
+template <typename InExpr, typename Op, typename Indices, bool Vectorizable>
+class TensorEvalToExecutorHelper<const TensorEvalToOp<const TensorReductionOp<
+                                     Op, const Indices, const InExpr> >,
+                                 GpuDevice, Vectorizable> {
+ public:
+  typedef const TensorEvalToOp<const TensorReductionOp<
+      Op, const Indices, const InExpr> > Expression;
+  typedef typename Expression::Index Index;
+  typedef TensorEvaluator<const InExpr, GpuDevice> RHSEval;
+
+  static inline void run(const Expression& expr, const GpuDevice& device) {
+    std::size_t rows, cols;
+    const ReductionType reduction_type =
+        GetReductionType<Op>(expr.expression().expression(), expr.expression(),
+                             device, &rows, &cols);
+    if (reduction_type == UNOPTIMIZED) {
+      TensorEvaluator<Expression, GpuDevice> evaluator(expr, device);
+      const bool needs_assign = evaluator.evalSubExprsIfNeeded(NULL);
+      if (needs_assign) {
+        const int num_blocks = device.getNumCudaMultiProcessors() *
+                               device.maxCudaThreadsPerMultiProcessor() /
+                               device.maxCudaThreadsPerBlock();
+        const int block_size = device.maxCudaThreadsPerBlock();
+        const Index size = array_prod(evaluator.dimensions());
+        LaunchKernel<Expression, Index, Vectorizable>::launch(
+            num_blocks, block_size, device, evaluator, size);
+      }
+      evaluator.cleanup();
+    } else {
+      typedef typename internal::remove_const<typename Expression::Scalar>::type Scalar;
+      PtrWrapper<Scalar, Index> output(expr.buffer());
+      TensorEvaluator<const InExpr, GpuDevice> input(
+          expr.expression().expression(), device);
+      typedef PtrWrapper<Scalar, Index> LHSEval;
+      typedef TensorEvaluator<const InExpr, GpuDevice> RHSEval;
+      bool rhs_needs_assign = input.evalSubExprsIfNeeded(NULL);
+      if (rhs_needs_assign) {
+        const bool Compatible =
+            IsFloatSumReduction<Op>::value || IsFloatMaxReduction<Op>::value;
+        if (reduction_type == ROW_REDUCE) {
+          if (IsFloatSumReduction<Op>::value) {
+            LaunchRowReduce<CudaSumReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          } else if (IsFloatMaxReduction<Op>::value) {
+            LaunchRowReduce<CudaMaxReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          }
+        } else {
+          if (IsFloatSumReduction<Op>::value) {
+            LaunchColReduce<CudaSumReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          } else if (IsFloatMaxReduction<Op>::value) {
+            LaunchColReduce<CudaMaxReducer, LHSEval, RHSEval,
+                            Compatible>::launch(device, input, rows, cols,
+                                                output);
+          }
+        }
+      }
+      input.cleanup();
+    }
+  }
+};
+
+template <typename InExpr, typename Op, typename Indices, bool Tileable>
+inline void
+TensorExecutor<const TensorEvalToOp<
+                   const TensorReductionOp<Op, const Indices, const InExpr> >,
+               GpuDevice, false, Tileable>::run(const Expression& expr,
+                                                const GpuDevice& device) {
+  TensorEvalToExecutorHelper<const TensorEvalToOp<const TensorReductionOp<
+                                 Op, const Indices, const InExpr> >,
+                             GpuDevice, false>::run(expr, device);
+}
+
+template <typename InExpr, typename Op, typename Indices, bool Tileable>
+inline void
+TensorExecutor<const TensorEvalToOp<
+                   const TensorReductionOp<Op, const Indices, const InExpr> >,
+               GpuDevice, true, Tileable>::run(const Expression& expr,
+                                               const GpuDevice& device) {
+  TensorEvalToExecutorHelper<const TensorEvalToOp<const TensorReductionOp<
+                                 Op, const Indices, const InExpr> >,
+                             GpuDevice, true>::run(expr, device);
+}
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif  // __CUDACC__
+#endif  // EIGEN_USE_GPU
+#endif  // EIGEN_CXX11_TENSOR_TENSOR_REDUCTION_CUDA_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h
new file mode 100644
index 0000000000..fb8ba09dd3
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h
@@ -0,0 +1,442 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_REF_H
+#define EIGEN_CXX11_TENSOR_TENSOR_REF_H
+
+namespace Eigen {
+
+namespace internal {
+
+template <typename Dimensions, typename Scalar>
+class TensorLazyBaseEvaluator {
+ public:
+  TensorLazyBaseEvaluator() : m_refcount(0) { }
+  virtual ~TensorLazyBaseEvaluator() { }
+
+  EIGEN_DEVICE_FUNC virtual const Dimensions& dimensions() const = 0;
+  EIGEN_DEVICE_FUNC virtual const Scalar* data() const = 0;
+
+  EIGEN_DEVICE_FUNC virtual const Scalar coeff(DenseIndex index) const = 0;
+  EIGEN_DEVICE_FUNC virtual Scalar& coeffRef(DenseIndex index) = 0;
+
+  void incrRefCount() { ++m_refcount; }
+  void decrRefCount() { --m_refcount; }
+  int refCount() const { return m_refcount; }
+
+ private:
+  // No copy, no assigment;
+  TensorLazyBaseEvaluator(const TensorLazyBaseEvaluator& other);
+  TensorLazyBaseEvaluator& operator = (const TensorLazyBaseEvaluator& other);
+
+  int m_refcount;
+};
+
+
+template <typename Dimensions, typename Expr, typename Device>
+class TensorLazyEvaluatorReadOnly : public TensorLazyBaseEvaluator<Dimensions, typename TensorEvaluator<Expr, Device>::Scalar> {
+ public:
+  //  typedef typename TensorEvaluator<Expr, Device>::Dimensions Dimensions;
+  typedef typename TensorEvaluator<Expr, Device>::Scalar Scalar;
+
+  TensorLazyEvaluatorReadOnly(const Expr& expr, const Device& device) : m_impl(expr, device), m_dummy(Scalar(0)) {
+    m_dims = m_impl.dimensions();
+    m_impl.evalSubExprsIfNeeded(NULL);
+  }
+  virtual ~TensorLazyEvaluatorReadOnly() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC virtual const Dimensions& dimensions() const {
+    return m_dims;
+  }
+  EIGEN_DEVICE_FUNC virtual const Scalar* data() const {
+    return m_impl.data();
+  }
+
+  EIGEN_DEVICE_FUNC virtual const Scalar coeff(DenseIndex index) const {
+    return m_impl.coeff(index);
+  }
+  EIGEN_DEVICE_FUNC virtual Scalar& coeffRef(DenseIndex /*index*/) {
+    eigen_assert(false && "can't reference the coefficient of a rvalue");
+    return m_dummy;
+  };
+
+ protected:
+  TensorEvaluator<Expr, Device> m_impl;
+  Dimensions m_dims;
+  Scalar m_dummy;
+};
+
+template <typename Dimensions, typename Expr, typename Device>
+class TensorLazyEvaluatorWritable : public TensorLazyEvaluatorReadOnly<Dimensions, Expr, Device> {
+ public:
+  typedef TensorLazyEvaluatorReadOnly<Dimensions, Expr, Device> Base;
+  typedef typename Base::Scalar Scalar;
+
+  TensorLazyEvaluatorWritable(const Expr& expr, const Device& device) : Base(expr, device) {
+  }
+  virtual ~TensorLazyEvaluatorWritable() {
+  }
+
+  EIGEN_DEVICE_FUNC virtual Scalar& coeffRef(DenseIndex index) {
+    return this->m_impl.coeffRef(index);
+  }
+};
+
+template <typename Dimensions, typename Expr, typename Device>
+class TensorLazyEvaluator : public internal::conditional<bool(internal::is_lvalue<Expr>::value),
+                            TensorLazyEvaluatorWritable<Dimensions, Expr, Device>,
+                            TensorLazyEvaluatorReadOnly<Dimensions, const Expr, Device> >::type {
+ public:
+  typedef typename internal::conditional<bool(internal::is_lvalue<Expr>::value),
+                                         TensorLazyEvaluatorWritable<Dimensions, Expr, Device>,
+                                         TensorLazyEvaluatorReadOnly<Dimensions, const Expr, Device> >::type Base;
+  typedef typename Base::Scalar Scalar;
+
+  TensorLazyEvaluator(const Expr& expr, const Device& device) : Base(expr, device) {
+  }
+  virtual ~TensorLazyEvaluator() {
+  }
+};
+
+}  // namespace internal
+
+
+/** \class TensorRef
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief A reference to a tensor expression
+  * The expression will be evaluated lazily (as much as possible).
+  *
+  */
+template<typename PlainObjectType> class TensorRef : public TensorBase<TensorRef<PlainObjectType> >
+{
+  public:
+    typedef TensorRef<PlainObjectType> Self;
+    typedef typename PlainObjectType::Base Base;
+    typedef typename Eigen::internal::nested<Self>::type Nested;
+    typedef typename internal::traits<PlainObjectType>::StorageKind StorageKind;
+    typedef typename internal::traits<PlainObjectType>::Index Index;
+    typedef typename internal::traits<PlainObjectType>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+    typedef Scalar* PointerType;
+    typedef PointerType PointerArgType;
+
+    static const Index NumIndices = PlainObjectType::NumIndices;
+    typedef typename PlainObjectType::Dimensions Dimensions;
+
+    enum {
+      IsAligned = false,
+      PacketAccess = false,
+      BlockAccess = false,
+      Layout = PlainObjectType::Layout,
+      CoordAccess = false,  // to be implemented
+    };
+
+    EIGEN_STRONG_INLINE TensorRef() : m_evaluator(NULL) {
+    }
+
+    template <typename Expression>
+    EIGEN_STRONG_INLINE TensorRef(Expression& expr) : m_evaluator(new internal::TensorLazyEvaluator<Dimensions, Expression, DefaultDevice>(expr, DefaultDevice())) {
+      m_evaluator->incrRefCount();
+    }
+
+    template <typename Expression>
+    EIGEN_STRONG_INLINE TensorRef(const Expression& expr) : m_evaluator(new internal::TensorLazyEvaluator<Dimensions, const Expression, DefaultDevice>(expr, DefaultDevice())) {
+      m_evaluator->incrRefCount();
+    }
+
+    template <typename Expression>
+    EIGEN_STRONG_INLINE TensorRef& operator = (const Expression& expr) {
+      unrefEvaluator();
+      m_evaluator = new internal::TensorLazyEvaluator<Dimensions, Expression, DefaultDevice>(expr, DefaultDevice());
+      m_evaluator->incrRefCount();
+      return *this;
+    }
+
+    ~TensorRef() {
+      unrefEvaluator();
+    }
+
+    TensorRef(const TensorRef& other) : m_evaluator(other.m_evaluator) {
+      eigen_assert(m_evaluator->refCount() > 0);
+      m_evaluator->incrRefCount();
+    }
+
+    TensorRef(TensorRef& other) : m_evaluator(other.m_evaluator) {
+      eigen_assert(m_evaluator->refCount() > 0);
+      m_evaluator->incrRefCount();
+    }
+
+    TensorRef& operator = (const TensorRef& other) {
+      if (this != &other) {
+        unrefEvaluator();
+        m_evaluator = other.m_evaluator;
+        eigen_assert(m_evaluator->refCount() > 0);
+        m_evaluator->incrRefCount();
+      }
+      return *this;
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index rank() const { return m_evaluator->dimensions().size(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index dimension(Index n) const { return m_evaluator->dimensions()[n]; }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_evaluator->dimensions(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Index size() const { return m_evaluator->dimensions().TotalSize(); }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar* data() const { return m_evaluator->data(); }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar operator()(Index index) const
+    {
+      return m_evaluator->coeff(index);
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar operator()(Index firstIndex, IndexTypes... otherIndices) const
+    {
+      const std::size_t NumIndices = (sizeof...(otherIndices) + 1);
+      const array<Index, NumIndices> indices{{firstIndex, otherIndices...}};
+      return coeff(indices);
+    }
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index firstIndex, IndexTypes... otherIndices)
+    {
+      const std::size_t NumIndices = (sizeof...(otherIndices) + 1);
+      const array<Index, NumIndices> indices{{firstIndex, otherIndices...}};
+      return coeffRef(indices);
+    }
+#else
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1) const
+    {
+      array<Index, 2> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      return coeff(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1, Index i2) const
+    {
+      array<Index, 3> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      indices[2] = i2;
+      return coeff(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1, Index i2, Index i3) const
+    {
+      array<Index, 4> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      indices[2] = i2;
+      indices[3] = i3;
+      return coeff(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar operator()(Index i0, Index i1, Index i2, Index i3, Index i4) const
+    {
+      array<Index, 5> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      indices[2] = i2;
+      indices[3] = i3;
+      indices[4] = i4;
+      return coeff(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index i0, Index i1)
+    {
+      array<Index, 2> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      return coeffRef(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index i0, Index i1, Index i2)
+    {
+      array<Index, 3> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      indices[2] = i2;
+      return coeffRef(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& operator()(Index i0, Index i1, Index i2, Index i3)
+    {
+      array<Index, 4> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      indices[2] = i2;
+      indices[3] = i3;
+      return coeffRef(indices);
+    }
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index i0, Index i1, Index i2, Index i3, Index i4)
+    {
+      array<Index, 5> indices;
+      indices[0] = i0;
+      indices[1] = i1;
+      indices[2] = i2;
+      indices[3] = i3;
+      indices[4] = i4;
+      return coeffRef(indices);
+    }
+#endif
+
+    template <std::size_t NumIndices> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(const array<Index, NumIndices>& indices) const
+    {
+      const Dimensions& dims = this->dimensions();
+      Index index = 0;
+      if (PlainObjectType::Options & RowMajor) {
+        index += indices[0];
+        for (int i = 1; i < NumIndices; ++i) {
+          index = index * dims[i] + indices[i];
+        }
+      } else {
+        index += indices[NumIndices-1];
+        for (int i = NumIndices-2; i >= 0; --i) {
+          index = index * dims[i] + indices[i];
+        }
+      }
+      return m_evaluator->coeff(index);
+    }
+    template <std::size_t NumIndices> EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(const array<Index, NumIndices>& indices)
+    {
+      const Dimensions& dims = this->dimensions();
+      Index index = 0;
+      if (PlainObjectType::Options & RowMajor) {
+        index += indices[0];
+        for (int i = 1; i < NumIndices; ++i) {
+          index = index * dims[i] + indices[i];
+        }
+      } else {
+        index += indices[NumIndices-1];
+        for (int i = NumIndices-2; i >= 0; --i) {
+          index = index * dims[i] + indices[i];
+        }
+      }
+      return m_evaluator->coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const Scalar coeff(Index index) const
+    {
+      return m_evaluator->coeff(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+    {
+      return m_evaluator->coeffRef(index);
+    }
+
+  private:
+    EIGEN_STRONG_INLINE void unrefEvaluator() {
+      if (m_evaluator) {
+        m_evaluator->decrRefCount();
+        if (m_evaluator->refCount() == 0) {
+          delete m_evaluator;
+        }
+      }
+    }
+
+  internal::TensorLazyBaseEvaluator<Dimensions, Scalar>* m_evaluator;
+};
+
+
+// evaluator for rvalues
+template<typename Derived, typename Device>
+struct TensorEvaluator<const TensorRef<Derived>, Device>
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Packet Packet;
+  typedef typename Derived::Scalar CoeffReturnType;
+  typedef typename Derived::Packet PacketReturnType;
+  typedef typename Derived::Dimensions Dimensions;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = false,
+    BlockAccess = false,
+    Layout = TensorRef<Derived>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const TensorRef<Derived>& m, const Device&)
+      : m_ref(m)
+  { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_ref.dimensions(); }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const {
+    return m_ref.coeff(index);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) {
+    return m_ref.coeffRef(index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return m_ref.data(); }
+
+ protected:
+  TensorRef<Derived> m_ref;
+};
+
+
+// evaluator for lvalues
+template<typename Derived, typename Device>
+struct TensorEvaluator<TensorRef<Derived>, Device> : public TensorEvaluator<const TensorRef<Derived>, Device>
+{
+  typedef typename Derived::Index Index;
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Packet Packet;
+  typedef typename Derived::Scalar CoeffReturnType;
+  typedef typename Derived::Packet PacketReturnType;
+  typedef typename Derived::Dimensions Dimensions;
+
+  typedef TensorEvaluator<const TensorRef<Derived>, Device> Base;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = false,
+    BlockAccess = false,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(TensorRef<Derived>& m, const Device& d) : Base(m, d)
+  { }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) {
+    return this->m_ref.coeffRef(index);
+  }
+};
+
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_REF_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReverse.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReverse.h
new file mode 100644
index 0000000000..44e147de3e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorReverse.h
@@ -0,0 +1,278 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Navdeep Jaitly <ndjaitly@google.com>
+//                    Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_REVERSE_H
+#define EIGEN_CXX11_TENSOR_TENSOR_REVERSE_H
+namespace Eigen {
+
+/** \class TensorReverse
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor reverse elements class.
+  *
+  */
+namespace internal {
+template<typename ReverseDimensions, typename XprType>
+struct traits<TensorReverseOp<ReverseDimensions,
+                              XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename ReverseDimensions, typename XprType>
+struct eval<TensorReverseOp<ReverseDimensions, XprType>, Eigen::Dense>
+{
+  typedef const TensorReverseOp<ReverseDimensions, XprType>& type;
+};
+
+template<typename ReverseDimensions, typename XprType>
+struct nested<TensorReverseOp<ReverseDimensions, XprType>, 1,
+            typename eval<TensorReverseOp<ReverseDimensions, XprType> >::type>
+{
+  typedef TensorReverseOp<ReverseDimensions, XprType> type;
+};
+
+}  // end namespace internal
+
+template<typename ReverseDimensions, typename XprType>
+class TensorReverseOp : public TensorBase<TensorReverseOp<ReverseDimensions,
+                                          XprType>, WriteAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorReverseOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorReverseOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorReverseOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorReverseOp>::StorageKind
+                                                                    StorageKind;
+  typedef typename Eigen::internal::traits<TensorReverseOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorReverseOp(
+      const XprType& expr, const ReverseDimensions& reverse_dims)
+      : m_xpr(expr), m_reverse_dims(reverse_dims) {}
+
+    EIGEN_DEVICE_FUNC
+    const ReverseDimensions& reverse() const { return m_reverse_dims; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorReverseOp& operator = (const TensorReverseOp& other)
+    {
+      typedef TensorAssignOp<TensorReverseOp, const TensorReverseOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorReverseOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorReverseOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const ReverseDimensions m_reverse_dims;
+};
+
+// Eval as rvalue
+template<typename ReverseDimensions, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorReverseOp<ReverseDimensions, ArgType>, Device>
+{
+  typedef TensorReverseOp<ReverseDimensions, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<ReverseDimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op,
+                                                        const Device& device)
+      : m_impl(op.expression(), device), m_reverse(op.reverse())
+  {
+    // Compute strides
+    m_dimensions = m_impl.dimensions();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_strides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_strides[i] = m_strides[i-1] * m_dimensions[i-1];
+      }
+    } else {
+      m_strides[NumDims-1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_strides[i] = m_strides[i+1] * m_dimensions[i+1];
+      }
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index reverseIndex(
+      Index index) const {
+    eigen_assert(index < dimensions().TotalSize());
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        Index idx = index / m_strides[i];
+        index -= idx * m_strides[i];
+        if (m_reverse[i]) {
+          idx = m_dimensions[i] - idx - 1;
+        }
+        inputIndex += idx * m_strides[i] ;
+      }
+      if (m_reverse[0]) {
+        inputIndex += (m_dimensions[0] - index - 1);
+      } else {
+        inputIndex += index;
+      }
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        Index idx = index / m_strides[i];
+        index -= idx * m_strides[i];
+        if (m_reverse[i]) {
+          idx = m_dimensions[i] - idx - 1;
+        }
+        inputIndex += idx * m_strides[i] ;
+      }
+      if (m_reverse[NumDims-1]) {
+        inputIndex += (m_dimensions[NumDims-1] - index - 1);
+      } else {
+        inputIndex += index;
+      }
+    }
+    return inputIndex;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(
+      Index index) const  {
+    return m_impl.coeff(reverseIndex(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    // TODO(ndjaitly): write a better packing routine that uses
+    // local structure.
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type
+                                                            values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_strides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  ReverseDimensions m_reverse;
+};
+
+// Eval as lvalue
+
+template <typename ReverseDimensions, typename ArgType, typename Device>
+struct TensorEvaluator<TensorReverseOp<ReverseDimensions, ArgType>, Device>
+    : public TensorEvaluator<const TensorReverseOp<ReverseDimensions, ArgType>,
+                             Device> {
+  typedef TensorEvaluator<const TensorReverseOp<ReverseDimensions, ArgType>,
+                          Device> Base;
+  typedef TensorReverseOp<ReverseDimensions, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<ReverseDimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op,
+                                                        const Device& device)
+      : Base(op, device) {}
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const Dimensions& dimensions() const { return this->m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index) {
+    return this->m_impl.coeffRef(Base::reverseIndex(index));
+  }
+
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x) {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    // This code is pilfered from TensorMorphing.h
+    EIGEN_ALIGN_DEFAULT CoeffReturnType values[packetSize];
+    internal::pstore<CoeffReturnType, PacketReturnType>(values, x);
+    for (int i = 0; i < packetSize; ++i) {
+      this->coeffRef(index+i) = values[i];
+    }
+  }
+
+};
+
+
+}  // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_REVERSE_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorShuffling.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorShuffling.h
new file mode 100644
index 0000000000..2e59a147bc
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorShuffling.h
@@ -0,0 +1,412 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_SHUFFLING_H
+#define EIGEN_CXX11_TENSOR_TENSOR_SHUFFLING_H
+
+namespace Eigen {
+
+/** \class TensorShuffling
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor shuffling class.
+  *
+  *
+  */
+namespace internal {
+template<typename Shuffle, typename XprType>
+struct traits<TensorShufflingOp<Shuffle, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename Shuffle, typename XprType>
+struct eval<TensorShufflingOp<Shuffle, XprType>, Eigen::Dense>
+{
+  typedef const TensorShufflingOp<Shuffle, XprType>& type;
+};
+
+template<typename Shuffle, typename XprType>
+struct nested<TensorShufflingOp<Shuffle, XprType>, 1, typename eval<TensorShufflingOp<Shuffle, XprType> >::type>
+{
+  typedef TensorShufflingOp<Shuffle, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename Shuffle, typename XprType>
+class TensorShufflingOp : public TensorBase<TensorShufflingOp<Shuffle, XprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorShufflingOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorShufflingOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorShufflingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorShufflingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorShufflingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorShufflingOp(const XprType& expr, const Shuffle& shuffle)
+      : m_xpr(expr), m_shuffle(shuffle) {}
+
+    EIGEN_DEVICE_FUNC
+    const Shuffle& shufflePermutation() const { return m_shuffle; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorShufflingOp& operator = (const TensorShufflingOp& other)
+    {
+      typedef TensorAssignOp<TensorShufflingOp, const TensorShufflingOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorShufflingOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorShufflingOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const Shuffle m_shuffle;
+};
+
+
+// Eval as rvalue
+template<typename Shuffle, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorShufflingOp<Shuffle, ArgType>, Device>
+{
+  typedef TensorShufflingOp<Shuffle, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename internal::remove_const<Scalar>::type ScalarNonConst;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  typedef typename internal::TensorBlock<
+    Index, typename internal::remove_const<Scalar>::type, NumDims,
+    TensorEvaluator<ArgType, Device>::Layout> TensorBlock;
+  typedef typename internal::TensorBlockReader<
+    Index, typename internal::remove_const<Scalar>::type, NumDims,
+    TensorEvaluator<ArgType, Device>::Layout, PacketAccess> TensorBlockReader;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_shuffle(op.shufflePermutation()), m_impl(op.expression(), device)
+  {
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    for (int i = 0; i < NumDims; ++i) {
+      m_dimensions[i] = input_dims[m_shuffle[i]];
+      m_inverseShuffle[m_shuffle[i]] = i;
+    }
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_unshuffledInputStrides[0] = 1;
+      m_outputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_unshuffledInputStrides[i] =
+            m_unshuffledInputStrides[i - 1] * input_dims[i - 1];
+        m_outputStrides[i] = m_outputStrides[i - 1] * m_dimensions[i - 1];
+      }
+    } else {
+      m_unshuffledInputStrides[NumDims - 1] = 1;
+      m_outputStrides[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_unshuffledInputStrides[i] =
+            m_unshuffledInputStrides[i + 1] * input_dims[i + 1];
+        m_outputStrides[i] = m_outputStrides[i + 1] * m_dimensions[i + 1];
+      }
+    }
+
+    for (int i = 0; i < NumDims; ++i) {
+      m_inputStrides[i] = m_unshuffledInputStrides[m_shuffle[i]];
+    }
+
+    m_block_total_size_max = numext::maxi(static_cast<std::size_t>(1),
+                                        device.firstLevelCacheSize() /
+                                        sizeof(Scalar));
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_impl.coeff(srcCoeff(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void getResourceRequirements(
+      std::vector<internal::TensorOpResourceRequirements>* resources) const {
+    resources->push_back(internal::TensorOpResourceRequirements(
+        internal::kUniformAllDims, m_block_total_size_max));
+    m_impl.getResourceRequirements(resources);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void block(
+      TensorBlock* output_block) const {
+    if (m_impl.data() != NULL) {
+      // Fast path: we have direct access to the data, so shuffle as we read.
+      TensorBlockReader::Run(output_block,
+                             srcCoeff(output_block->first_coeff_index()),
+                             m_inverseShuffle,
+                             m_unshuffledInputStrides,
+                             m_impl.data());
+      return;
+    }
+
+    // Slow path: read unshuffled block from the input and shuffle in-place.
+    // Initialize input block sizes using input-to-output shuffle map.
+    DSizes<Index, NumDims> input_block_sizes;
+    for (Index i = 0; i < NumDims; ++i) {
+      input_block_sizes[i] = output_block->block_sizes()[m_inverseShuffle[i]];
+    }
+
+    // Calculate input block strides.
+    DSizes<Index, NumDims> input_block_strides;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      input_block_strides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        input_block_strides[i] = input_block_strides[i - 1] *
+            input_block_sizes[i - 1];
+      }
+    } else {
+      input_block_strides[NumDims - 1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        input_block_strides[i] = input_block_strides[i + 1] *
+            input_block_sizes[i + 1];
+      }
+    }
+
+    // Read input block.
+    TensorBlock input_block(srcCoeff(output_block->first_coeff_index()),
+                            input_block_sizes,
+                            input_block_strides,
+                            m_unshuffledInputStrides,
+                            output_block->data());
+
+    m_impl.block(&input_block);
+
+    // Naive In-place shuffle: random IO but block size is O(L1 cache size).
+    // TODO(andydavis) Improve the performance of this in-place shuffle.
+    const Index total_size = input_block_sizes.TotalSize();
+    std::vector<bool> bitmap(total_size, false);
+    ScalarNonConst* data = const_cast<ScalarNonConst*>(output_block->data());
+    const DSizes<Index, NumDims>& output_block_strides =
+        output_block->block_strides();
+    for (Index input_index = 0; input_index < total_size; ++input_index) {
+      if (bitmap[input_index]) {
+        // Coefficient at this index has already been shuffled.
+        continue;
+      }
+
+      Index output_index = GetBlockOutputIndex(input_index,
+                                               input_block_strides,
+                                               output_block_strides);
+      if (output_index == input_index) {
+        // Coefficient already in place.
+        bitmap[output_index] = true;
+        continue;
+      }
+
+      // The following loop starts at 'input_index', and shuffles
+      // coefficients into their shuffled location at 'output_index'.
+      // It skips through the array shuffling coefficients by following
+      // the shuffle cycle starting and ending a 'start_index'.
+      ScalarNonConst evicted_value;
+      ScalarNonConst shuffled_value = data[input_index];
+      do {
+        evicted_value = data[output_index];
+        data[output_index] = shuffled_value;
+        shuffled_value = evicted_value;
+        bitmap[output_index] = true;
+        output_index = GetBlockOutputIndex(output_index,
+                                           input_block_strides,
+                                           output_block_strides);
+      } while (output_index != input_index);
+
+      data[output_index] = shuffled_value;
+      bitmap[output_index] = true;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index GetBlockOutputIndex(
+      Index input_index,
+      const DSizes<Index, NumDims>& input_block_strides,
+      const DSizes<Index, NumDims>& output_block_strides) const {
+    Index output_index = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = input_index / input_block_strides[i];
+        output_index += idx * output_block_strides[m_inverseShuffle[i]];
+        input_index -= idx * input_block_strides[i];
+      }
+      return output_index + input_index *
+          output_block_strides[m_inverseShuffle[0]];
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = input_index / input_block_strides[i];
+        output_index += idx * output_block_strides[m_inverseShuffle[i]];
+        input_index -= idx * input_block_strides[i];
+      }
+      return output_index + input_index *
+          output_block_strides[m_inverseShuffle[NumDims - 1]];
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const {
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStrides[i];
+        inputIndex += idx * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      return inputIndex + index * m_inputStrides[0];
+    } else {
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_outputStrides[i];
+        inputIndex += idx * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      return inputIndex + index * m_inputStrides[NumDims - 1];
+    }
+  }
+
+  const Shuffle& m_shuffle;
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_inverseShuffle;
+  array<Index, NumDims> m_outputStrides;
+  array<Index, NumDims> m_inputStrides;
+  array<Index, NumDims> m_unshuffledInputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+  std::size_t m_block_total_size_max;
+};
+
+
+// Eval as lvalue
+template<typename Shuffle, typename ArgType, typename Device>
+struct TensorEvaluator<TensorShufflingOp<Shuffle, ArgType>, Device>
+    : public TensorEvaluator<const TensorShufflingOp<Shuffle, ArgType>, Device>
+{
+  typedef TensorEvaluator<const TensorShufflingOp<Shuffle, ArgType>, Device> Base;
+
+  typedef TensorShufflingOp<Shuffle, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename XprType::Scalar Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+    BlockAccess = TensorEvaluator<ArgType, Device>::BlockAccess,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+  };
+
+  typedef typename internal::TensorBlock<
+    Index, typename internal::remove_const<Scalar>::type, NumDims,
+    TensorEvaluator<ArgType, Device>::Layout> TensorBlock;
+  typedef typename internal::TensorBlockWriter<
+    Index, typename internal::remove_const<Scalar>::type, NumDims,
+    TensorEvaluator<ArgType, Device>::Layout, PacketAccess> TensorBlockWriter;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : Base(op, device)
+  { }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType& coeffRef(Index index)
+  {
+    return this->m_impl.coeffRef(this->srcCoeff(index));
+  }
+
+  template <int StoreMode> EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    static const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    internal::pstore<CoeffReturnType, PacketReturnType>(values, x);
+    for (int i = 0; i < packetSize; ++i) {
+      this->coeffRef(index+i) = values[i];
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void writeBlock(
+      const TensorBlock& block) {
+    eigen_assert(this->m_impl.data() != NULL);
+    TensorBlockWriter::Run(block, this->srcCoeff(block.first_coeff_index()),
+                           this->m_inverseShuffle,
+                           this->m_unshuffledInputStrides, this->m_impl.data());
+  }
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_SHUFFLING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorStorage.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorStorage.h
new file mode 100644
index 0000000000..cfde4fdc72
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorStorage.h
@@ -0,0 +1,247 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSOR_TENSORSTORAGE_H
+#define EIGEN_CXX11_TENSOR_TENSORSTORAGE_H
+
+#ifdef EIGEN_TENSOR_STORAGE_CTOR_PLUGIN
+  #define EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN EIGEN_TENSOR_STORAGE_CTOR_PLUGIN;
+#else
+  #define EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN
+#endif
+
+namespace Eigen {
+
+/** \internal
+  *
+  * \class TensorStorage
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Stores the data of a tensor
+  *
+  * This class stores the data of fixed-size, dynamic-size or mixed tensors
+  * in a way as compact as possible.
+  *
+  * \sa Tensor
+  */
+template<typename T, typename Dimensions, int Options_> class TensorStorage;
+
+
+// Pure fixed-size storage
+template<typename T, int Options_, typename FixedDimensions>
+class TensorStorage<T, FixedDimensions, Options_>
+{
+ private:
+  static const std::size_t Size = FixedDimensions::total_size;
+
+  EIGEN_ALIGN_DEFAULT T m_data[Size];
+  FixedDimensions m_dimensions;
+
+ public:
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE TensorStorage() {
+    EIGEN_STATIC_ASSERT(Size == FixedDimensions::total_size, YOU_MADE_A_PROGRAMMING_MISTAKE)
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE T *data() { return m_data; }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const T *data() const { return m_data; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const FixedDimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE DenseIndex size() const { return m_dimensions.TotalSize(); }
+};
+
+
+// pure dynamic
+template<typename T, int Options_, typename IndexType, std::size_t NumIndices_>
+class TensorStorage<T, DSizes<IndexType, NumIndices_>, Options_>
+{
+  public:
+    typedef IndexType Index;
+    typedef DSizes<IndexType, NumIndices_> Dimensions;
+    typedef TensorStorage<T, DSizes<IndexType, NumIndices_>, Options_> Self;
+
+    EIGEN_DEVICE_FUNC TensorStorage()
+      : m_data(NumIndices_ ? 0 : internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(1))
+      , m_dimensions() {}
+
+    EIGEN_DEVICE_FUNC TensorStorage(internal::constructor_without_unaligned_array_assert)
+      : m_data(NumIndices_ ? 0 : internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(1))
+      , m_dimensions(internal::template repeat<NumIndices_, Index>(0)) {}
+
+    EIGEN_DEVICE_FUNC TensorStorage(Index size, const array<Index, NumIndices_>& dimensions)
+        : m_data(internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(size)), m_dimensions(dimensions)
+      { EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN }
+
+    EIGEN_DEVICE_FUNC TensorStorage(const Self& other)
+      : m_data(internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(internal::array_prod(other.m_dimensions)))
+      , m_dimensions(other.m_dimensions)
+    {
+      internal::smart_copy(other.m_data, other.m_data+internal::array_prod(other.m_dimensions), m_data);
+    }
+    EIGEN_DEVICE_FUNC Self& operator=(const Self& other)
+    {
+      if (this != &other) {
+        Self tmp(other);
+        this->swap(tmp);
+      }
+      return *this;
+    }
+
+    EIGEN_DEVICE_FUNC  ~TensorStorage() { internal::conditional_aligned_delete_auto<T,(Options_&DontAlign)==0>(m_data, internal::array_prod(m_dimensions)); }
+    EIGEN_DEVICE_FUNC  void swap(Self& other)
+    { numext::swap(m_data,other.m_data); numext::swap(m_dimensions,other.m_dimensions); }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const {return m_dimensions;}
+
+    EIGEN_DEVICE_FUNC void resize(Index size, const array<Index, NumIndices_>& nbDimensions)
+    {
+      const Index currentSz = internal::array_prod(m_dimensions);
+      if(size != currentSz)
+      {
+        internal::conditional_aligned_delete_auto<T,(Options_&DontAlign)==0>(m_data, currentSz);
+        if (size)
+          m_data = internal::conditional_aligned_new_auto<T,(Options_&DontAlign)==0>(size);
+        else
+          m_data = 0;
+        EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+      }
+      m_dimensions = nbDimensions;
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T *data() { return m_data; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T *data() const { return m_data; }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index size() const { return m_dimensions.TotalSize(); }
+
+ private:
+  T *m_data;
+  Dimensions m_dimensions;
+};
+
+
+// pure dynamic
+template<typename T, int Options_>
+class TensorStorage<T, VSizes<DenseIndex>, Options_>
+{
+    T* m_data;
+    VSizes<DenseIndex> m_dimensions;
+    typedef TensorStorage<T, VSizes<DenseIndex>, Options_> Self_;
+
+  public:
+    EIGEN_DEVICE_FUNC TensorStorage() : m_data(0), m_dimensions() {}
+
+    template <DenseIndex NumDims>
+    EIGEN_DEVICE_FUNC TensorStorage(const array<DenseIndex, NumDims>& dimensions)
+      {
+        m_dimensions.resize(NumDims);
+        for (int i = 0; i < NumDims; ++i) {
+          m_dimensions[i] = dimensions[i];
+        }
+        const DenseIndex size = array_prod(dimensions);
+        m_data = internal::conditional_managed_new_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(size);
+        EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN
+      }
+
+    EIGEN_DEVICE_FUNC TensorStorage(const std::vector<DenseIndex>& dimensions)
+        : m_dimensions(dimensions)
+      {
+        const DenseIndex size = internal::array_prod(dimensions);
+        m_data = internal::conditional_managed_new_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(size);
+        EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN
+      }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes> EIGEN_DEVICE_FUNC
+    TensorStorage(IndexTypes... dimensions) {
+      const int NumDims = sizeof...(dimensions);
+      m_dimensions.resize(NumDims);
+      const array<DenseIndex, NumDims> dim{{dimensions...}};
+      DenseIndex size = 1;
+      for (int i = 0; i < NumDims; ++i) {
+        size *= dim[i];
+        m_dimensions[i] = dim[i];
+      }
+      m_data = internal::conditional_managed_new_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(size);
+      EIGEN_INTERNAL_TENSOR_STORAGE_CTOR_PLUGIN
+    }
+#endif
+
+    EIGEN_DEVICE_FUNC TensorStorage(const Self_& other)
+      : m_data(internal::conditional_managed_new_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(internal::array_prod(other.m_dimensions)))
+      , m_dimensions(other.m_dimensions)
+    {
+      internal::smart_copy(other.m_data, other.m_data+internal::array_prod(other.m_dimensions), m_data);
+    }
+
+    EIGEN_DEVICE_FUNC Self_& operator=(const Self_& other)
+    {
+      if (this != &other) {
+        Self_ tmp(other);
+        this->swap(tmp);
+      }
+      return *this;
+    }
+
+    EIGEN_DEVICE_FUNC ~TensorStorage()
+    {
+      internal::conditional_managed_delete_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(m_data, internal::array_prod(m_dimensions));
+    }
+
+    EIGEN_DEVICE_FUNC void swap(Self_& other)
+    { std::swap(m_data,other.m_data); std::swap(m_dimensions,other.m_dimensions); }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const VSizes<DenseIndex>& dimensions() const { return m_dimensions; }
+
+    template <typename NewDimensions> EIGEN_DEVICE_FUNC
+    void resize(DenseIndex size, const NewDimensions& nbDimensions)
+    {
+      const DenseIndex currentSz = internal::array_prod(m_dimensions);
+      if(size != currentSz)
+      {
+        internal::conditional_managed_delete_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(m_data, currentSz);
+        if (size)
+          m_data = internal::conditional_managed_new_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(size);
+        else
+          m_data = 0;
+        EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+      }
+      m_dimensions.resize(internal::array_size<NewDimensions>::value);
+      for (int i = 0; i < internal::array_size<NewDimensions>::value; ++i) {
+        m_dimensions[i] = nbDimensions[i];
+      }
+    }
+    EIGEN_DEVICE_FUNC void resize(DenseIndex size, const std::vector<DenseIndex>& nbDimensions)
+    {
+      const DenseIndex currentSz = internal::array_prod(m_dimensions);
+      if(size != currentSz)
+      {
+        internal::conditional_managed_delete_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(m_data, currentSz);
+        if (size)
+          m_data = internal::conditional_managed_new_auto<T,(Options_&DontAlign)==0,(Options_&AllocateUVM)>(size);
+        else
+          m_data = 0;
+        EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN
+      }
+      m_dimensions = nbDimensions;
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T *data() { return m_data; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const T *data() const { return m_data; }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE DenseIndex size() const { return m_dimensions.TotalSize(); }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSORSTORAGE_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorStriding.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorStriding.h
new file mode 100644
index 0000000000..8abe5ea8e4
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorStriding.h
@@ -0,0 +1,329 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_STRIDING_H
+#define EIGEN_CXX11_TENSOR_TENSOR_STRIDING_H
+
+namespace Eigen {
+
+/** \class TensorStriding
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor striding class.
+  *
+  *
+  */
+namespace internal {
+template<typename Strides, typename XprType>
+struct traits<TensorStridingOp<Strides, XprType> > : public traits<XprType>
+{
+  typedef typename XprType::Scalar Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename Strides, typename XprType>
+struct eval<TensorStridingOp<Strides, XprType>, Eigen::Dense>
+{
+  typedef const TensorStridingOp<Strides, XprType>& type;
+};
+
+template<typename Strides, typename XprType>
+struct nested<TensorStridingOp<Strides, XprType>, 1, typename eval<TensorStridingOp<Strides, XprType> >::type>
+{
+  typedef TensorStridingOp<Strides, XprType> type;
+};
+
+}  // end namespace internal
+
+
+
+template<typename Strides, typename XprType>
+class TensorStridingOp : public TensorBase<TensorStridingOp<Strides, XprType> >
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorStridingOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorStridingOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorStridingOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorStridingOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorStridingOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorStridingOp(const XprType& expr, const Strides& dims)
+      : m_xpr(expr), m_dims(dims) {}
+
+    EIGEN_DEVICE_FUNC
+    const Strides& strides() const { return m_dims; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorStridingOp& operator = (const TensorStridingOp& other)
+    {
+      typedef TensorAssignOp<TensorStridingOp, const TensorStridingOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorStridingOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorStridingOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const Strides m_dims;
+};
+
+
+// Eval as rvalue
+template<typename Strides, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorStridingOp<Strides, ArgType>, Device>
+{
+  typedef TensorStridingOp<Strides, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device)
+  {
+    m_dimensions = m_impl.dimensions();
+    for (int i = 0; i < NumDims; ++i) {
+      m_dimensions[i] = ceilf(static_cast<float>(m_dimensions[i]) / op.strides()[i]);
+    }
+
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_outputStrides[0] = 1;
+      m_inputStrides[0] = 1;
+      for (int i = 1; i < NumDims; ++i) {
+        m_outputStrides[i] = m_outputStrides[i-1] * m_dimensions[i-1];
+        m_inputStrides[i] = m_inputStrides[i-1] * input_dims[i-1];
+        m_inputStrides[i-1] *= op.strides()[i-1];
+      }
+      m_inputStrides[NumDims-1] *= op.strides()[NumDims-1];
+    } else {  // RowMajor
+      m_outputStrides[NumDims-1] = 1;
+      m_inputStrides[NumDims-1] = 1;
+      for (int i = NumDims - 2; i >= 0; --i) {
+        m_outputStrides[i] = m_outputStrides[i+1] * m_dimensions[i+1];
+        m_inputStrides[i] = m_inputStrides[i+1] * input_dims[i+1];
+        m_inputStrides[i+1] *= op.strides()[i+1];
+      }
+      m_inputStrides[0] *= op.strides()[0];
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    return m_impl.coeff(srcCoeff(index));
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    Index inputIndices[] = {0, 0};
+    Index indices[] = {index, index + packetSize - 1};
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx0 = indices[0] / m_outputStrides[i];
+        const Index idx1 = indices[1] / m_outputStrides[i];
+        inputIndices[0] += idx0 * m_inputStrides[i];
+        inputIndices[1] += idx1 * m_inputStrides[i];
+        indices[0] -= idx0 * m_outputStrides[i];
+        indices[1] -= idx1 * m_outputStrides[i];
+      }
+      inputIndices[0] += indices[0] * m_inputStrides[0];
+      inputIndices[1] += indices[1] * m_inputStrides[0];
+    } else {  // RowMajor
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx0 = indices[0] / m_outputStrides[i];
+        const Index idx1 = indices[1] / m_outputStrides[i];
+        inputIndices[0] += idx0 * m_inputStrides[i];
+        inputIndices[1] += idx1 * m_inputStrides[i];
+        indices[0] -= idx0 * m_outputStrides[i];
+        indices[1] -= idx1 * m_outputStrides[i];
+      }
+      inputIndices[0] += indices[0] * m_inputStrides[NumDims-1];
+      inputIndices[1] += indices[1] * m_inputStrides[NumDims-1];
+    }
+    if (inputIndices[1] - inputIndices[0] == packetSize - 1) {
+      PacketReturnType rslt = m_impl.template packet<Unaligned>(inputIndices[0]);
+      return rslt;
+    }
+    else {
+      EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+      values[0] = m_impl.coeff(inputIndices[0]);
+      values[packetSize-1] = m_impl.coeff(inputIndices[1]);
+      for (int i = 1; i < packetSize-1; ++i) {
+        values[i] = coeff(index+i);
+      }
+      PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+      return rslt;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index srcCoeff(Index index) const
+  {
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx = index / m_outputStrides[i];
+        inputIndex += idx * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      inputIndex += index * m_inputStrides[0];
+    } else {  // RowMajor
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx = index / m_outputStrides[i];
+        inputIndex += idx * m_inputStrides[i];
+        index -= idx * m_outputStrides[i];
+      }
+      inputIndex += index * m_inputStrides[NumDims-1];
+    }
+    return inputIndex;
+  }
+
+  Dimensions m_dimensions;
+  array<Index, NumDims> m_outputStrides;
+  array<Index, NumDims> m_inputStrides;
+  TensorEvaluator<ArgType, Device> m_impl;
+};
+
+
+// Eval as lvalue
+template<typename Strides, typename ArgType, typename Device>
+struct TensorEvaluator<TensorStridingOp<Strides, ArgType>, Device>
+    : public TensorEvaluator<const TensorStridingOp<Strides, ArgType>, Device>
+{
+  typedef TensorStridingOp<Strides, ArgType> XprType;
+  typedef TensorEvaluator<const XprType, Device> Base;
+  //  typedef typename XprType::Index Index;
+  static const int NumDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  //  typedef DSizes<Index, NumDims> Dimensions;
+
+  enum {
+    IsAligned = /*TensorEvaluator<ArgType, Device>::IsAligned*/ false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : Base(op, device) { }
+
+  typedef typename XprType::Index Index;
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+  {
+    return this->m_impl.coeffRef(this->srcCoeff(index));
+  }
+
+  template <int StoreMode> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void writePacket(Index index, const PacketReturnType& x)
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < this->dimensions().TotalSize());
+
+    Index inputIndices[] = {0, 0};
+    Index indices[] = {index, index + packetSize - 1};
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumDims - 1; i > 0; --i) {
+        const Index idx0 = indices[0] / this->m_outputStrides[i];
+        const Index idx1 = indices[1] / this->m_outputStrides[i];
+        inputIndices[0] += idx0 * this->m_inputStrides[i];
+        inputIndices[1] += idx1 * this->m_inputStrides[i];
+        indices[0] -= idx0 * this->m_outputStrides[i];
+        indices[1] -= idx1 * this->m_outputStrides[i];
+      }
+      inputIndices[0] += indices[0] * this->m_inputStrides[0];
+      inputIndices[1] += indices[1] * this->m_inputStrides[0];
+    } else {  // RowMajor
+      for (int i = 0; i < NumDims - 1; ++i) {
+        const Index idx0 = indices[0] / this->m_outputStrides[i];
+        const Index idx1 = indices[1] / this->m_outputStrides[i];
+        inputIndices[0] += idx0 * this->m_inputStrides[i];
+        inputIndices[1] += idx1 * this->m_inputStrides[i];
+        indices[0] -= idx0 * this->m_outputStrides[i];
+        indices[1] -= idx1 * this->m_outputStrides[i];
+      }
+      inputIndices[0] += indices[0] * this->m_inputStrides[NumDims-1];
+      inputIndices[1] += indices[1] * this->m_inputStrides[NumDims-1];
+    }
+    if (inputIndices[1] - inputIndices[0] == packetSize - 1) {
+      this->m_impl.template writePacket<Unaligned>(inputIndices[0], x);
+    }
+    else {
+      EIGEN_ALIGN_DEFAULT Scalar values[packetSize];
+      internal::pstore<Scalar, PacketReturnType>(values, x);
+      this->m_impl.coeffRef(inputIndices[0]) = values[0];
+      this->m_impl.coeffRef(inputIndices[1]) = values[packetSize-1];
+      for (int i = 1; i < packetSize-1; ++i) {
+        this->coeffRef(index+i) = values[i];
+      }
+    }
+  }
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_STRIDING_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h
new file mode 100644
index 0000000000..b8c1eadfc3
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorTraits.h
@@ -0,0 +1,294 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_TRAITS_H
+#define EIGEN_CXX11_TENSOR_TENSOR_TRAITS_H
+
+namespace Eigen {
+namespace internal {
+
+
+template<typename Scalar, int Options>
+class compute_tensor_flags
+{
+  enum {
+    is_dynamic_size_storage = 1,
+
+    aligned_bit =
+    (
+        ((Options&DontAlign)==0) && (
+#if EIGEN_ALIGN_STATICALLY
+            (!is_dynamic_size_storage)
+#else
+            0
+#endif
+            ||
+#if EIGEN_ALIGN
+            is_dynamic_size_storage
+#else
+            0
+#endif
+      )
+    ) ? AlignedBit : 0,
+    packet_access_bit = packet_traits<Scalar>::Vectorizable && aligned_bit ? PacketAccessBit : 0
+  };
+
+  public:
+    enum { ret = packet_access_bit | aligned_bit};
+};
+
+
+template<typename Scalar_, std::size_t NumIndices_, int Options_, typename IndexType_>
+struct traits<Tensor<Scalar_, NumIndices_, Options_, IndexType_> >
+{
+  typedef Scalar_ Scalar;
+  typedef Dense StorageKind;
+  typedef IndexType_ Index;
+  static const int NumDimensions = NumIndices_;
+  static const int Layout = Options_ & RowMajor ? RowMajor : ColMajor;
+  enum {
+    Options = Options_,
+    Flags = compute_tensor_flags<Scalar_, Options_>::ret | (is_const<Scalar_>::value ? 0 : LvalueBit),
+  };
+};
+
+
+template<typename Scalar_, typename Dimensions, int Options_, typename IndexType_>
+struct traits<TensorFixedSize<Scalar_, Dimensions, Options_, IndexType_> >
+{
+  typedef Scalar_ Scalar;
+  typedef Dense StorageKind;
+  typedef IndexType_ Index;
+  static const int NumDimensions = array_size<Dimensions>::value;
+  static const int Layout = Options_ & RowMajor ? RowMajor : ColMajor;
+  enum {
+    Options = Options_,
+    Flags = compute_tensor_flags<Scalar_, Options_>::ret | (is_const<Scalar_>::value ? 0: LvalueBit),
+  };
+};
+
+
+template<typename Scalar_, int Options_, typename IndexType_>
+struct traits<TensorVarDim<Scalar_, Options_, IndexType_> >
+{
+  typedef Scalar_ Scalar;
+  typedef Dense StorageKind;
+  typedef IndexType_ Index;
+  static const int NumDimensions = -1;
+  static const int Layout = Options_ & RowMajor ? RowMajor : ColMajor;
+  enum {
+    Options = Options_,
+    Flags = compute_tensor_flags<Scalar_, Options_>::ret | (is_const<Scalar_>::value ? 0 : LvalueBit),
+  };
+};
+
+template<typename PlainObjectType, int Options_>
+struct traits<TensorMap<PlainObjectType, Options_> >
+  : public traits<PlainObjectType>
+{
+  typedef traits<PlainObjectType> BaseTraits;
+  typedef typename BaseTraits::Scalar Scalar;
+  typedef typename BaseTraits::StorageKind StorageKind;
+  typedef typename BaseTraits::Index Index;
+  static const int NumDimensions = BaseTraits::NumDimensions;
+  static const int Layout = BaseTraits::Layout;
+  enum {
+    Options = Options_,
+    Flags = (BaseTraits::Flags & ~AlignedBit) | (Options&Aligned ? AlignedBit : 0),
+  };
+};
+
+template<typename PlainObjectType>
+struct traits<TensorRef<PlainObjectType> >
+  : public traits<PlainObjectType>
+{
+  typedef traits<PlainObjectType> BaseTraits;
+  typedef typename BaseTraits::Scalar Scalar;
+  typedef typename BaseTraits::StorageKind StorageKind;
+  typedef typename BaseTraits::Index Index;
+  static const int NumDimensions = BaseTraits::NumDimensions;
+  static const int Layout = BaseTraits::Layout;
+  enum {
+    Options = BaseTraits::Options,
+    Flags = (BaseTraits::Flags & ~AlignedBit) | (Options&Aligned ? AlignedBit : 0),
+  };
+};
+
+
+template<typename _Scalar, std::size_t NumIndices_, int Options, typename IndexType_>
+struct eval<Tensor<_Scalar, NumIndices_, Options, IndexType_>, Eigen::Dense>
+{
+  typedef const Tensor<_Scalar, NumIndices_, Options, IndexType_>& type;
+};
+
+template<typename _Scalar, std::size_t NumIndices_, int Options, typename IndexType_>
+struct eval<const Tensor<_Scalar, NumIndices_, Options, IndexType_>, Eigen::Dense>
+{
+  typedef const Tensor<_Scalar, NumIndices_, Options, IndexType_>& type;
+};
+
+template<typename Scalar_, typename Dimensions, int Options, typename IndexType_>
+struct eval<TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>, Eigen::Dense>
+{
+  typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type;
+};
+
+template<typename Scalar_, typename Dimensions, int Options, typename IndexType_>
+struct eval<const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>, Eigen::Dense>
+{
+  typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type;
+};
+
+template<typename Scalar_,  int Options, typename IndexType_>
+struct eval<TensorVarDim<Scalar_, Options, IndexType_>, Eigen::Dense>
+{
+  typedef const TensorVarDim<Scalar_, Options, IndexType_>& type;
+};
+
+template<typename Scalar_, int Options, typename IndexType_>
+struct eval<const TensorVarDim<Scalar_, Options, IndexType_>, Eigen::Dense>
+{
+  typedef const TensorVarDim<Scalar_, Options, IndexType_>& type;
+};
+
+template<typename PlainObjectType, int Options>
+struct eval<TensorMap<PlainObjectType, Options>, Eigen::Dense>
+{
+  typedef const TensorMap<PlainObjectType, Options>& type;
+};
+
+template<typename PlainObjectType, int Options>
+struct eval<const TensorMap<PlainObjectType, Options>, Eigen::Dense>
+{
+  typedef const TensorMap<PlainObjectType, Options>& type;
+};
+
+template<typename PlainObjectType>
+struct eval<TensorRef<PlainObjectType>, Eigen::Dense>
+{
+  typedef const TensorRef<PlainObjectType>& type;
+};
+
+template<typename PlainObjectType>
+struct eval<const TensorRef<PlainObjectType>, Eigen::Dense>
+{
+  typedef const TensorRef<PlainObjectType>& type;
+};
+
+
+template <typename Scalar_, std::size_t NumIndices_, int Options_, typename IndexType_>
+struct nested<Tensor<Scalar_, NumIndices_, Options_, IndexType_>, 1, typename eval<Tensor<Scalar_, NumIndices_, Options_, IndexType_> >::type>
+{
+  typedef const Tensor<Scalar_, NumIndices_, Options_, IndexType_>& type;
+};
+
+template <typename Scalar_, std::size_t NumIndices_, int Options_, typename IndexType_>
+struct nested<const Tensor<Scalar_, NumIndices_, Options_, IndexType_>, 1, typename eval<const Tensor<Scalar_, NumIndices_, Options_, IndexType_> >::type>
+{
+  typedef const Tensor<Scalar_, NumIndices_, Options_, IndexType_>& type;
+};
+
+template <typename Scalar_, typename Dimensions, int Options, typename IndexType_>
+struct nested<TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>, 1, typename eval<TensorFixedSize<Scalar_, Dimensions, Options, IndexType_> >::type>
+{
+  typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type;
+};
+
+template <typename Scalar_, typename Dimensions, int Options, typename IndexType_>
+struct nested<const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>, 1, typename eval<const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_> >::type>
+{
+  typedef const TensorFixedSize<Scalar_, Dimensions, Options, IndexType_>& type;
+};
+
+template <typename Scalar_, int Options>
+struct nested<TensorVarDim<Scalar_, Options>, 1, typename eval<TensorVarDim<Scalar_, Options> >::type>
+{
+  typedef const TensorVarDim<Scalar_, Options>& type;
+};
+
+template <typename Scalar_, int Options>
+struct nested<const TensorVarDim<Scalar_, Options>, 1, typename eval<const TensorVarDim<Scalar_, Options> >::type>
+{
+  typedef const TensorVarDim<Scalar_, Options>& type;
+};
+
+
+template <typename PlainObjectType, int Options>
+struct nested<TensorMap<PlainObjectType, Options>, 1, typename eval<TensorMap<PlainObjectType, Options> >::type>
+{
+  typedef const TensorMap<PlainObjectType, Options>& type;
+};
+
+template <typename PlainObjectType, int Options>
+struct nested<const TensorMap<PlainObjectType, Options>, 1, typename eval<TensorMap<PlainObjectType, Options> >::type>
+{
+  typedef const TensorMap<PlainObjectType, Options>& type;
+};
+
+template <typename PlainObjectType>
+struct nested<TensorRef<PlainObjectType>, 1, typename eval<TensorRef<PlainObjectType> >::type>
+{
+  typedef const TensorRef<PlainObjectType>& type;
+};
+
+template <typename PlainObjectType>
+struct nested<const TensorRef<PlainObjectType>, 1, typename eval<TensorRef<PlainObjectType> >::type>
+{
+  typedef const TensorRef<PlainObjectType>& type;
+};
+
+}  // end namespace internal
+
+// Convolutional layers take in an input tensor of shape (D, R, C, B), or (D, C,
+// R, B), and convolve it with a set of filters, which can also be presented as
+// a tensor (D, K, K, M), where M is the number of filters, K is the filter
+// size, and each 3-dimensional tensor of size (D, K, K) is a filter. For
+// simplicity we assume that we always use square filters (which is usually the
+// case in images), hence the two Ks in the tensor dimension.  It also takes in
+// a few additional parameters:
+// Stride (S): The convolution stride is the offset between locations where we
+//             apply the filters.  A larger stride means that the output will be
+//             spatially smaller.
+// Padding (P): The padding we apply to the input tensor along the R and C
+//              dimensions.  This is usually used to make sure that the spatial
+//              dimensions of the output matches our intention.
+//
+// Two types of padding are often used:
+//   SAME: The pad value is computed so that the output will have size
+//         R/S and C/S.
+//   VALID: no padding is carried out.
+// When we do padding, the padded values at the padded locations are usually
+// zero.
+//
+// The output dimensions for convolution, when given all the parameters above,
+// are as follows:
+// When Padding = SAME: the output size is (B, R', C', M), where
+//   R' = ceil(float(R) / float(S))
+//   C' = ceil(float(C) / float(S))
+// where ceil is the ceiling function.  The input tensor is padded with 0 as
+// needed.  The number of padded rows and columns are computed as:
+//   Pr = ((R' - 1) * S + K - R) / 2
+//   Pc = ((C' - 1) * S + K - C) / 2
+// when the stride is 1, we have the simplified case R'=R, C'=C, Pr=Pc=(K-1)/2.
+// This is where SAME comes from - the output has the same size as the input has.
+// When Padding = VALID: the output size is computed as
+//   R' = ceil(float(R - K + 1) / float(S))
+//   C' = ceil(float(C - K + 1) / float(S))
+// and the number of padded rows and columns are computed in the same way as in
+// the SAME case.
+// When the stride is 1, we have the simplified case R'=R-K+1, C'=C-K+1, Pr=0,
+// Pc=0.
+typedef enum {
+  PADDING_VALID = 1,
+  PADDING_SAME = 2,
+} PaddingType;
+
+}  // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_TRAITS_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorTrueIndices.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorTrueIndices.h
new file mode 100644
index 0000000000..ec1d44e6a6
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorTrueIndices.h
@@ -0,0 +1,250 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Eugene Brevdo <ebrevdo@google.com>
+//                    Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_TRUE_INDICES_H
+#define EIGEN_CXX11_TENSOR_TENSOR_TRUE_INDICES_H
+namespace Eigen {
+
+/** \class TensorTrueIndices
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Tensor provide indices of true values class.
+  *
+  */
+namespace internal {
+template<typename XprType>
+struct traits<TensorTrueIndicesOp<XprType> > : public traits<XprType>
+{
+  typedef DenseIndex Scalar;
+  typedef DenseIndex CoeffReturnType;
+  typedef traits<XprType> XprTraits;
+  //typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = 2; // XprTraits::NumDimensions;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<typename XprType>
+struct eval<TensorTrueIndicesOp<XprType>, Eigen::Dense>
+{
+  typedef const TensorTrueIndicesOp<XprType>& type;
+};
+
+template<typename XprType>
+struct nested<TensorTrueIndicesOp<XprType>, 1,
+            typename eval<TensorTrueIndicesOp<XprType> >::type>
+{
+  typedef TensorTrueIndicesOp<XprType> type;
+};
+
+}  // end namespace internal
+
+template<typename XprType>
+class TensorTrueIndicesOp : public TensorBase<TensorTrueIndicesOp<XprType>, WriteAccessors>
+{
+  public:
+    typedef typename Eigen::internal::traits<TensorTrueIndicesOp>::Scalar Scalar;
+    //typedef typename Eigen::internal::traits<TensorTrueIndicesOp>::Packet Packet;
+    typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+    typedef typename Eigen::internal::traits<TensorTrueIndicesOp>::CoeffReturnType CoeffReturnType;
+    typedef typename internal::packet_traits<CoeffReturnType>::type PacketReturnType;
+    typedef typename Eigen::internal::nested<TensorTrueIndicesOp>::type Nested;
+    typedef typename Eigen::internal::traits<TensorTrueIndicesOp>::StorageKind
+                                                                    StorageKind;
+    typedef typename Eigen::internal::traits<TensorTrueIndicesOp>::Index Index;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorTrueIndicesOp(
+        const XprType& expr, const CoeffReturnType& not_found = -1)
+        : m_xpr(expr), m_not_found(not_found) {
+    }
+
+    EIGEN_DEVICE_FUNC
+    const CoeffReturnType& not_found() const { return m_not_found; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorTrueIndicesOp& operator = (const TensorTrueIndicesOp& other)
+    {
+      typedef TensorAssignOp<TensorTrueIndicesOp, const TensorTrueIndicesOp> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorTrueIndicesOp& operator = (const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorTrueIndicesOp, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(
+          assign, DefaultDevice());
+      return *this;
+    }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    CoeffReturnType m_not_found;
+};
+
+// Eval as rvalue
+template<typename ArgType, typename Device>
+struct TensorEvaluator<const TensorTrueIndicesOp<ArgType>, Device>
+{
+  typedef TensorTrueIndicesOp<ArgType> XprType;
+  typedef typename XprType::Index InputIndex;
+  typedef typename XprType::Index Index;
+  static const int NumDims = 2;
+  typedef DSizes<Index, 2> Dimensions;
+  typedef typename TensorEvaluator<ArgType, Device>::Dimensions InputDimensions;
+  static const int NumInputDims = internal::array_size<InputDimensions>::value;
+
+  enum {
+    IsAligned = true,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = false,  // to be implemented
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op,
+                                                        const Device& device)
+      : m_impl(op.expression(), device), m_not_found(op.not_found())
+  {
+    // Store original dimensions
+    m_orig_dimensions = m_impl.dimensions();
+
+    // Calculate output dimensions
+    m_dimensions[0] = m_orig_dimensions.TotalSize();
+    m_dimensions[1] = NumInputDims;
+
+    // Calculate strides of input expression
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_strides[0] = 1;
+      for (int i = 1; i < NumInputDims; ++i) {
+        m_strides[i] = m_strides[i-1] * m_orig_dimensions[i-1];
+      }
+    } else {
+      m_strides[NumInputDims-1] = 1;
+      for (int i = NumInputDims - 2; i >= 0; --i) {
+        m_strides[i] = m_strides[i+1] * m_orig_dimensions[i+1];
+      }
+    }
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar*) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE InputIndex origIndices(
+      Index index) const {
+    eigen_assert(index < dimensions().TotalSize());
+    Index inputIndex = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      inputIndex = index % m_dimensions[0];
+    } else {
+      inputIndex = index / m_dimensions[1];
+    }
+    return inputIndex;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE int whichDim(
+      Index index) const {
+    eigen_assert(index < dimensions().TotalSize());
+    int inputDim = 0;
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      inputDim = index / m_dimensions[0];
+    } else {
+      inputDim = index % m_dimensions[1];
+    }
+    return inputDim;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType origDim(
+      int dim, InputIndex index) const {
+    eigen_assert(index < m_orig_dimensions.TotalSize());
+    eigen_assert(dim > -1 && dim < m_orig_dimensions.size());
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      for (int i = NumInputDims - 1; i > 0; --i) {
+        Index idx = index / m_strides[i];
+        if (i == dim) return idx;  // Found our dimension
+        index -= idx * m_strides[i];
+      }
+      return index;
+    } else {
+      for (int i = 0; i < NumInputDims - 1; ++i) {
+        Index idx = index / m_strides[i];
+        if (i == dim) return idx;  // Found our dimension
+        index -= idx * m_strides[i];
+      }
+      return index;
+    }
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(
+      Index index) const  {
+    InputIndex orig_index = origIndices(index);
+    if (m_impl.coeff(orig_index))
+      return origDim(whichDim(index), orig_index);
+    else {
+      return m_not_found;
+    }
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  PacketReturnType packet(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    // TODO(ndjaitly): write a better packing routine that uses
+    // local structure.
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type
+                                                            values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+ protected:
+  InputDimensions m_orig_dimensions;
+  Dimensions m_dimensions;
+  TensorEvaluator<ArgType, Device> m_impl;
+  array<Index, NumInputDims> m_strides;
+  CoeffReturnType m_not_found;
+};
+
+}  // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_TRUE_INDICES_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorVarDim.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorVarDim.h
new file mode 100644
index 0000000000..49954b955e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorVarDim.h
@@ -0,0 +1,315 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CXX11_TENSOR_TENSOR_VAR_DIM_H
+#define EIGEN_CXX11_TENSOR_TENSOR_VAR_DIM_H
+
+namespace Eigen {
+
+/** \class Tensor
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief A version of the tensor class that supports a variable number of dimensions.
+  *
+  * The variable equivalent of
+  * Eigen::Tensor<float, 3> t(3, 5, 7);
+  * is
+  * Eigen::TensorVarDim<float> t(3, 5, 7);
+  */
+
+template<typename Scalar_, int Options_, typename IndexType_>
+class TensorVarDim : public TensorBase<TensorVarDim<Scalar_, Options_, IndexType_> >
+{
+  public:
+    typedef TensorVarDim<Scalar_, Options_, IndexType_> Self;
+    typedef TensorBase<TensorVarDim<Scalar_, Options_, IndexType_> > Base;
+    typedef typename Eigen::internal::nested<Self>::type Nested;
+    typedef typename internal::traits<Self>::StorageKind StorageKind;
+    typedef typename internal::traits<Self>::Index Index;
+    typedef Scalar_ Scalar;
+    typedef typename internal::packet_traits<Scalar>::type Packet;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+    typedef typename Base::PacketReturnType PacketReturnType;
+
+    enum {
+      IsAligned = bool(EIGEN_ALIGN) & !(Options_ & DontAlign),
+      PacketAccess = (internal::packet_traits<Scalar>::size > 1),
+      BlockAccess = false,
+      Layout = Options_ & RowMajor ? RowMajor : ColMajor,
+      // disabled for now as the number of coefficients is not known by the
+      // caller at compile time.
+      CoordAccess = false,
+    };
+
+    static const int Options = Options_;
+
+    static const Index NumIndices = Dynamic;
+
+    typedef VSizes<Index> Dimensions;
+
+  protected:
+    TensorStorage<Scalar, VSizes<Index>, Options_> m_storage;
+
+  public:
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                         rank() const { return m_storage.dimensions().size(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                         dimension(std::size_t n) const { return m_storage.dimensions()[n]; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions()    const { return m_storage.dimensions(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index                         size()                   const { return m_storage.size(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar                        *data()                        { return m_storage.data(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar                  *data()                  const { return m_storage.data(); }
+
+    // This makes EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    // work, because that uses base().coeffRef() - and we don't yet
+    // implement a similar class hierarchy
+    inline Self& base()             { return *this; }
+    inline const Self& base() const { return *this; }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    EIGEN_DEVICE_FUNC inline const Scalar& coeff(Index firstIndex, Index secondIndex, IndexTypes... otherIndices) const
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      static const std::size_t NumIndices = sizeof...(otherIndices) + 2;
+      return coeff(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#endif
+
+    template <std::size_t NumIndices>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& coeff(const array<Index, NumIndices>& indices) const
+    {
+      eigen_internal_assert(checkIndexRange(indices));
+      return m_storage.data()[linearizedIndex(indices)];
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& coeff(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_storage.data()[index];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Scalar& coeffRef(Index firstIndex, Index secondIndex, IndexTypes... otherIndices)
+    {
+      static const std::size_t NumIndices = sizeof...(otherIndices) + 2;
+      return coeffRef(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#endif
+
+    template <std::size_t NumIndices>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(const array<Index, NumIndices>& indices)
+    {
+      eigen_internal_assert(checkIndexRange(indices));
+      return m_storage.data()[linearizedIndex(indices)];
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& coeffRef(Index index)
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return m_storage.data()[index];
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline const Scalar& operator()(Index firstIndex, Index secondIndex, IndexTypes... otherIndices) const
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      static const std::size_t NumIndices = sizeof...(otherIndices) + 2;
+      return this->operator()(array<Index, NumIndices>{{firstIndex, secondIndex, otherIndices...}});
+    }
+#endif
+
+    template <std::size_t NumIndices>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(const array<Index, NumIndices>& indices) const
+    {
+      eigen_assert(checkIndexRange(indices));
+      return coeff(indices);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator()(Index index) const
+    {
+      eigen_internal_assert(index >= 0 && index < size());
+      return coeff(index);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar& operator[](Index index) const
+    {
+      return coeff(index);
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    inline Scalar& operator()(Index firstIndex, IndexTypes... otherIndices)
+    {
+      // The number of indices used to access a tensor coefficient must be equal to the rank of the tensor.
+      static const size_t NumIndices = sizeof...(otherIndices) + 1;
+      return operator()(array<Index, NumIndices>{{firstIndex, otherIndices...}});
+    }
+#endif
+
+    template <std::size_t NumIndices>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(const array<Index, NumIndices>& indices)
+    {
+      eigen_assert(checkIndexRange(indices));
+      return coeffRef(indices);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator()(Index index)
+    {
+      eigen_assert(index >= 0 && index < size());
+      return coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Scalar& operator[](Index index)
+    {
+      return coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorVarDim()
+      : m_storage()
+    {
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorVarDim(const Self& other)
+      : m_storage(other.m_storage)
+    {
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    EIGEN_STRONG_INLINE TensorVarDim(Index firstDimension, IndexTypes... otherDimensions)
+        : m_storage(firstDimension, otherDimensions...)
+    {
+    }
+#endif
+
+    EIGEN_STRONG_INLINE explicit TensorVarDim(const std::vector<Index>& dimensions)
+        : m_storage(dimensions)
+    {
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorVarDim(const TensorBase<OtherDerived, ReadOnlyAccessors>& other)
+    {
+      typedef TensorAssignOp<TensorVarDim, const OtherDerived> Assign;
+      Assign assign(*this, other.derived());
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    }
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorVarDim(const TensorBase<OtherDerived, WriteAccessors>& other)
+    {
+      typedef TensorAssignOp<TensorVarDim, const OtherDerived> Assign;
+      Assign assign(*this, other.derived());
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorVarDim& operator=(const TensorVarDim& other)
+    {
+      typedef TensorAssignOp<TensorVarDim, const TensorVarDim> Assign;
+      Assign assign(*this, other);
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE TensorVarDim& operator=(const OtherDerived& other)
+    {
+      typedef TensorAssignOp<TensorVarDim, const OtherDerived> Assign;
+      Assign assign(*this, other);
+      resize(TensorEvaluator<const Assign, DefaultDevice>(assign, DefaultDevice()).dimensions());
+      internal::TensorExecutor<const Assign, DefaultDevice>::run(assign, DefaultDevice());
+      return *this;
+    }
+
+#ifdef EIGEN_HAS_VARIADIC_TEMPLATES
+    template<typename... IndexTypes>
+    void resize(Index firstDimension, IndexTypes... otherDimensions)
+    {
+      // The number of dimensions used to resize a tensor must be equal to the rank of the tensor.
+      EIGEN_STATIC_ASSERT(sizeof...(otherDimensions) + 1 == NumIndices, YOU_MADE_A_PROGRAMMING_MISTAKE)
+      static const std::size_t NumIndices = sizeof...(otherDimensions) + 1;
+      resize(array<Index, NumIndices>{{firstDimension, otherDimensions...}});
+    }
+#endif
+
+    template <size_t NumIndices>
+    void resize(const array<Index, NumIndices>& dimensions)
+    {
+      Index size = Index(1);
+      for (std::size_t i = 0; i < NumIndices; i++) {
+        internal::check_rows_cols_for_overflow<Dynamic>::run(size, dimensions[i]);
+        size *= dimensions[i];
+      }
+      #ifdef EIGEN_INITIALIZE_COEFFS
+        bool size_changed = size != this->size();
+        m_storage.resize(size, dimensions);
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+      #else
+        m_storage.resize(size, dimensions);
+      #endif
+    }
+    void resize(const std::vector<Index>& dimensions)
+    {
+      Index size = Index(1);
+      for (std::size_t i = 0; i < dimensions.size(); i++) {
+        internal::check_rows_cols_for_overflow<Dynamic>::run(size, dimensions[i]);
+        size *= dimensions[i];
+      }
+      #ifdef EIGEN_INITIALIZE_COEFFS
+        bool size_changed = size != this->size();
+        m_storage.resize(size, dimensions);
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+      #else
+        m_storage.resize(size, dimensions);
+      #endif
+    }
+
+  protected:
+    template <std::size_t NumIndices>
+    bool checkIndexRange(const array<Index, NumIndices>& indices) const
+    {
+      /*     using internal::array_apply_and_reduce;
+      using internal::array_zip_and_reduce;
+      using internal::greater_equal_zero_op;
+      using internal::logical_and_op;
+      using internal::lesser_op;
+
+      return
+        // check whether the indices are all >= 0
+        array_apply_and_reduce<logical_and_op, greater_equal_zero_op>(indices) &&
+        // check whether the indices fit in the dimensions
+        array_zip_and_reduce<logical_and_op, lesser_op>(indices, m_storage.dimensions());
+      */
+      return true;
+    }
+
+    template <std::size_t NumIndices>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index linearizedIndex(const array<Index, NumIndices>& indices) const
+    {
+      if (Options&RowMajor) {
+        return m_storage.dimensions().IndexOfRowMajor(indices);
+      } else {
+        return m_storage.dimensions().IndexOfColMajor(indices);
+      }
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_VAR_DIM_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorVolumePatch.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorVolumePatch.h
new file mode 100644
index 0000000000..de86c57f11
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/TensorVolumePatch.h
@@ -0,0 +1,677 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+
+#ifndef EIGEN_CXX11_TENSOR_TENSOR_VOLUME_PATCH_H
+#define EIGEN_CXX11_TENSOR_TENSOR_VOLUME_PATCH_H
+
+namespace Eigen {
+
+/** \class TensorVolumePatch
+  * \ingroup CXX11_Tensor_Module
+  *
+  * \brief Patch extraction specialized for processing of volumetric data.
+  * This assumes that the input has a least 4 dimensions ordered as follows:
+  *  - channels
+  *  - planes
+  *  - rows
+  *  - columns
+  *  - (optional) additional dimensions such as time or batch size.
+  * Calling the volume patch code with patch_planes, patch_rows, and patch_cols
+  * is equivalent to calling the regular patch extraction code with parameters
+  * d, patch_planes, patch_rows, patch_cols, and 1 for all the additional
+  * dimensions.
+  */
+namespace internal {
+template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType>
+struct traits<TensorVolumePatchOp<Planes, Rows, Cols, XprType> > : public traits<XprType>
+{
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+  typedef traits<XprType> XprTraits;
+  typedef typename packet_traits<Scalar>::type Packet;
+  typedef typename XprTraits::StorageKind StorageKind;
+  typedef typename XprTraits::Index Index;
+  typedef typename XprType::Nested Nested;
+  typedef typename remove_reference<Nested>::type _Nested;
+  static const int NumDimensions = XprTraits::NumDimensions + 1;
+  static const int Layout = XprTraits::Layout;
+};
+
+template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType>
+struct eval<TensorVolumePatchOp<Planes, Rows, Cols, XprType>, Eigen::Dense>
+{
+  typedef const TensorVolumePatchOp<Planes, Rows, Cols, XprType>& type;
+};
+
+template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType>
+struct nested<TensorVolumePatchOp<Planes, Rows, Cols, XprType>, 1, typename eval<TensorVolumePatchOp<Planes, Rows, Cols, XprType> >::type>
+{
+  typedef TensorVolumePatchOp<Planes, Rows, Cols, XprType> type;
+};
+
+}  // end namespace internal
+
+template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename XprType>
+class TensorVolumePatchOp : public TensorBase<TensorVolumePatchOp<Planes, Rows, Cols, XprType>, ReadOnlyAccessors>
+{
+  public:
+  typedef typename Eigen::internal::traits<TensorVolumePatchOp>::Scalar Scalar;
+  typedef typename Eigen::internal::traits<TensorVolumePatchOp>::Packet Packet;
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+  typedef typename Eigen::internal::nested<TensorVolumePatchOp>::type Nested;
+  typedef typename Eigen::internal::traits<TensorVolumePatchOp>::StorageKind StorageKind;
+  typedef typename Eigen::internal::traits<TensorVolumePatchOp>::Index Index;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorVolumePatchOp(const XprType& expr, DenseIndex patch_planes, DenseIndex patch_rows, DenseIndex patch_cols,
+                                                            DenseIndex plane_strides, DenseIndex row_strides, DenseIndex col_strides,
+                                                            DenseIndex in_plane_strides, DenseIndex in_row_strides, DenseIndex in_col_strides,
+                                                            DenseIndex plane_inflate_strides, DenseIndex row_inflate_strides, DenseIndex col_inflate_strides,
+                                                            PaddingType padding_type, Scalar padding_value)
+      : m_xpr(expr), m_patch_planes(patch_planes), m_patch_rows(patch_rows), m_patch_cols(patch_cols),
+        m_plane_strides(plane_strides), m_row_strides(row_strides), m_col_strides(col_strides),
+        m_in_plane_strides(in_plane_strides), m_in_row_strides(in_row_strides), m_in_col_strides(in_col_strides),
+        m_plane_inflate_strides(plane_inflate_strides), m_row_inflate_strides(row_inflate_strides), m_col_inflate_strides(col_inflate_strides),
+        m_padding_explicit(false), m_padding_top_z(0), m_padding_bottom_z(0), m_padding_top(0), m_padding_bottom(0), m_padding_left(0), m_padding_right(0),
+        m_padding_type(padding_type), m_padding_value(padding_value) {}
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorVolumePatchOp(const XprType& expr, DenseIndex patch_planes, DenseIndex patch_rows, DenseIndex patch_cols,
+                                                           DenseIndex plane_strides, DenseIndex row_strides, DenseIndex col_strides,
+                                                           DenseIndex in_plane_strides, DenseIndex in_row_strides, DenseIndex in_col_strides,
+                                                           DenseIndex plane_inflate_strides, DenseIndex row_inflate_strides, DenseIndex col_inflate_strides,
+                                                           DenseIndex padding_top_z, DenseIndex padding_bottom_z,
+                                                           DenseIndex padding_top, DenseIndex padding_bottom,
+                                                           DenseIndex padding_left, DenseIndex padding_right,
+                                                           Scalar padding_value)
+      : m_xpr(expr), m_patch_planes(patch_planes), m_patch_rows(patch_rows), m_patch_cols(patch_cols),
+        m_plane_strides(plane_strides), m_row_strides(row_strides), m_col_strides(col_strides),
+        m_in_plane_strides(in_plane_strides), m_in_row_strides(in_row_strides), m_in_col_strides(in_col_strides),
+        m_plane_inflate_strides(plane_inflate_strides), m_row_inflate_strides(row_inflate_strides), m_col_inflate_strides(col_inflate_strides),
+        m_padding_explicit(true), m_padding_top_z(padding_top_z), m_padding_bottom_z(padding_bottom_z), m_padding_top(padding_top), m_padding_bottom(padding_bottom),
+        m_padding_left(padding_left), m_padding_right(padding_right),
+        m_padding_type(PADDING_VALID), m_padding_value(padding_value) {}
+
+    EIGEN_DEVICE_FUNC
+    DenseIndex patch_planes() const { return m_patch_planes; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex patch_rows() const { return m_patch_rows; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex patch_cols() const { return m_patch_cols; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex plane_strides() const { return m_plane_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex row_strides() const { return m_row_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex col_strides() const { return m_col_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex in_plane_strides() const { return m_in_plane_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex in_row_strides() const { return m_in_row_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex in_col_strides() const { return m_in_col_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex plane_inflate_strides() const { return m_plane_inflate_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex row_inflate_strides() const { return m_row_inflate_strides; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex col_inflate_strides() const { return m_col_inflate_strides; }
+    EIGEN_DEVICE_FUNC
+    bool padding_explicit() const { return m_padding_explicit; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_top_z() const { return m_padding_top_z; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_bottom_z() const { return m_padding_bottom_z; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_top() const { return m_padding_top; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_bottom() const { return m_padding_bottom; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_left() const { return m_padding_left; }
+    EIGEN_DEVICE_FUNC
+    DenseIndex padding_right() const { return m_padding_right; }
+    EIGEN_DEVICE_FUNC
+    PaddingType padding_type() const { return m_padding_type; }
+    EIGEN_DEVICE_FUNC
+    Scalar padding_value() const { return m_padding_value; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<typename XprType::Nested>::type&
+    expression() const { return m_xpr; }
+
+  protected:
+    typename XprType::Nested m_xpr;
+    const DenseIndex m_patch_planes;
+    const DenseIndex m_patch_rows;
+    const DenseIndex m_patch_cols;
+    const DenseIndex m_plane_strides;
+    const DenseIndex m_row_strides;
+    const DenseIndex m_col_strides;
+    const DenseIndex m_in_plane_strides;
+    const DenseIndex m_in_row_strides;
+    const DenseIndex m_in_col_strides;
+    const DenseIndex m_plane_inflate_strides;
+    const DenseIndex m_row_inflate_strides;
+    const DenseIndex m_col_inflate_strides;
+    const bool m_padding_explicit;
+    const DenseIndex m_padding_top_z;
+    const DenseIndex m_padding_bottom_z;
+    const DenseIndex m_padding_top;
+    const DenseIndex m_padding_bottom;
+    const DenseIndex m_padding_left;
+    const DenseIndex m_padding_right;
+    const PaddingType m_padding_type;
+    const Scalar m_padding_value;
+};
+
+
+// Eval as rvalue
+template<DenseIndex Planes, DenseIndex Rows, DenseIndex Cols, typename ArgType, typename Device>
+struct TensorEvaluator<const TensorVolumePatchOp<Planes, Rows, Cols, ArgType>, Device>
+{
+  typedef TensorVolumePatchOp<Planes, Rows, Cols, ArgType> XprType;
+  typedef typename XprType::Index Index;
+  static const int NumInputDims = internal::array_size<typename TensorEvaluator<ArgType, Device>::Dimensions>::value;
+  static const int NumDims = NumInputDims + 1;
+  typedef DSizes<Index, NumDims> Dimensions;
+  typedef typename internal::remove_const<typename XprType::Scalar>::type Scalar;
+
+  enum {
+    IsAligned = false,
+    PacketAccess = TensorEvaluator<ArgType, Device>::PacketAccess,
+    BlockAccess = false,
+    Layout = TensorEvaluator<ArgType, Device>::Layout,
+    CoordAccess = NumDims == 6,
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE TensorEvaluator(const XprType& op, const Device& device)
+      : m_impl(op.expression(), device)
+  {
+    EIGEN_STATIC_ASSERT(NumDims >= 5, YOU_MADE_A_PROGRAMMING_MISTAKE);
+
+    m_paddingValue = op.padding_value();
+
+    const typename TensorEvaluator<ArgType, Device>::Dimensions& input_dims = m_impl.dimensions();
+
+    // Cache a few variables.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_inputDepth = input_dims[0];
+      m_inputPlanes = input_dims[1];
+      m_inputRows = input_dims[2];
+      m_inputCols = input_dims[3];
+    } else {
+      m_inputDepth = input_dims[NumInputDims-1];
+      m_inputPlanes = input_dims[NumInputDims-2];
+      m_inputRows = input_dims[NumInputDims-3];
+      m_inputCols = input_dims[NumInputDims-4];
+    }
+
+    m_plane_strides = op.plane_strides();
+    m_row_strides = op.row_strides();
+    m_col_strides = op.col_strides();
+
+    // Input strides and effective input/patch size
+    m_in_plane_strides = op.in_plane_strides();
+    m_in_row_strides = op.in_row_strides();
+    m_in_col_strides = op.in_col_strides();
+    m_plane_inflate_strides = op.plane_inflate_strides();
+    m_row_inflate_strides = op.row_inflate_strides();
+    m_col_inflate_strides = op.col_inflate_strides();
+
+    // The "effective" spatial size after inflating data with zeros.
+    m_input_planes_eff = (m_inputPlanes - 1) * m_plane_inflate_strides + 1;
+    m_input_rows_eff = (m_inputRows - 1) * m_row_inflate_strides + 1;
+    m_input_cols_eff = (m_inputCols - 1) * m_col_inflate_strides + 1;
+    m_patch_planes_eff = op.patch_planes() + (op.patch_planes() - 1) * (m_in_plane_strides - 1);
+    m_patch_rows_eff = op.patch_rows() + (op.patch_rows() - 1) * (m_in_row_strides - 1);
+    m_patch_cols_eff = op.patch_cols() + (op.patch_cols() - 1) * (m_in_col_strides - 1);
+
+    if (op.padding_explicit()) {
+      m_outputPlanes = ceil((m_input_planes_eff + op.padding_top_z() + op.padding_bottom_z() - m_patch_planes_eff + 1.f) / static_cast<float>(m_plane_strides));
+      m_outputRows = ceil((m_input_rows_eff + op.padding_top() + op.padding_bottom() - m_patch_rows_eff + 1.f) / static_cast<float>(m_row_strides));
+      m_outputCols = ceil((m_input_cols_eff + op.padding_left() + op.padding_right() - m_patch_cols_eff + 1.f) / static_cast<float>(m_col_strides));
+      m_planePaddingTop = op.padding_top_z();
+      m_rowPaddingTop = op.padding_top();
+      m_colPaddingLeft = op.padding_left();
+    } else {
+      // Computing padding from the type
+      switch (op.padding_type()) {
+        case PADDING_VALID:
+          m_outputPlanes = ceil((m_input_planes_eff - m_patch_planes_eff + 1.f) / static_cast<float>(m_plane_strides));
+          m_outputRows = ceil((m_input_rows_eff - m_patch_rows_eff + 1.f) / static_cast<float>(m_row_strides));
+          m_outputCols = ceil((m_input_cols_eff - m_patch_cols_eff + 1.f) / static_cast<float>(m_col_strides));
+          m_planePaddingTop = 0;
+          m_rowPaddingTop = 0;
+          m_colPaddingLeft = 0;
+          break;
+        case PADDING_SAME: {
+          m_outputPlanes = ceil(m_input_planes_eff / static_cast<float>(m_plane_strides));
+          m_outputRows = ceil(m_input_rows_eff / static_cast<float>(m_row_strides));
+          m_outputCols = ceil(m_input_cols_eff / static_cast<float>(m_col_strides));
+          const Index dz = m_outputPlanes * m_plane_strides + m_patch_planes_eff - 1 - m_input_planes_eff;
+          const Index dy = m_outputRows * m_row_strides + m_patch_rows_eff - 1 - m_input_rows_eff;
+          const Index dx = m_outputCols * m_col_strides + m_patch_cols_eff - 1 - m_input_cols_eff;
+          m_planePaddingTop = dz - dz / 2;
+          m_rowPaddingTop = dy - dy / 2;
+          m_colPaddingLeft = dx - dx / 2;
+          break;
+        }
+        default:
+          eigen_assert(false && "unexpected padding");
+      }
+    }
+    eigen_assert(m_outputRows > 0);
+    eigen_assert(m_outputCols > 0);
+    eigen_assert(m_outputPlanes > 0);
+
+    // Dimensions for result of extraction.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      // ColMajor
+      // 0: depth
+      // 1: patch_planes
+      // 2: patch_rows
+      // 3: patch_cols
+      // 4: number of patches
+      // 5 and beyond: anything else (such as batch).
+      m_dimensions[0] = input_dims[0];
+      m_dimensions[1] = op.patch_planes();
+      m_dimensions[2] = op.patch_rows();
+      m_dimensions[3] = op.patch_cols();
+      m_dimensions[4] = m_outputPlanes * m_outputRows * m_outputCols;
+      for (int i = 5; i < NumDims; ++i) {
+        m_dimensions[i] = input_dims[i-1];
+      }
+    } else {
+      // RowMajor
+      // NumDims-1: depth
+      // NumDims-2: patch_planes
+      // NumDims-3: patch_rows
+      // NumDims-4: patch_cols
+      // NumDims-5: number of patches
+      // NumDims-6 and beyond: anything else (such as batch).
+      m_dimensions[NumDims-1] = input_dims[NumInputDims-1];
+      m_dimensions[NumDims-2] = op.patch_planes();
+      m_dimensions[NumDims-3] = op.patch_rows();
+      m_dimensions[NumDims-4] = op.patch_cols();
+      m_dimensions[NumDims-5] = m_outputPlanes * m_outputRows * m_outputCols;
+      for (int i = NumDims-6; i >= 0; --i) {
+        m_dimensions[i] = input_dims[i];
+      }
+    }
+
+    // Strides for the output tensor.
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_rowStride = m_dimensions[1];
+      m_colStride = m_dimensions[2] * m_rowStride;
+      m_patchStride = m_colStride * m_dimensions[3] * m_dimensions[0];
+      m_otherStride = m_patchStride * m_dimensions[4];
+    } else {
+      m_rowStride = m_dimensions[NumDims-2];
+      m_colStride = m_dimensions[NumDims-3] * m_rowStride;
+      m_patchStride = m_colStride * m_dimensions[NumDims-4] * m_dimensions[NumDims-1];
+      m_otherStride = m_patchStride * m_dimensions[NumDims-5];
+    }
+
+    // Strides for navigating through the input tensor.
+    m_planeInputStride = m_inputDepth;
+    m_rowInputStride = m_inputDepth * m_inputPlanes;
+    m_colInputStride = m_inputDepth * m_inputRows * m_inputPlanes;
+    m_otherInputStride = m_inputDepth * m_inputRows * m_inputCols * m_inputPlanes;
+
+    m_outputPlanesRows = m_outputPlanes * m_outputRows;
+
+    // Fast representations of different variables.
+    m_fastOtherStride = internal::TensorIntDivisor<Index>(m_otherStride);
+    m_fastPatchStride = internal::TensorIntDivisor<Index>(m_patchStride);
+    m_fastColStride = internal::TensorIntDivisor<Index>(m_colStride);
+    m_fastRowStride = internal::TensorIntDivisor<Index>(m_rowStride);
+    m_fastInputRowStride = internal::TensorIntDivisor<Index>(m_row_inflate_strides);
+    m_fastInputColStride = internal::TensorIntDivisor<Index>(m_col_inflate_strides);
+    m_fastInputPlaneStride = internal::TensorIntDivisor<Index>(m_plane_inflate_strides);
+    m_fastInputColsEff = internal::TensorIntDivisor<Index>(m_input_cols_eff);
+    m_fastOutputPlanes = internal::TensorIntDivisor<Index>(m_outputPlanes);
+    m_fastOutputPlanesRows = internal::TensorIntDivisor<Index>(m_outputPlanesRows);
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      m_fastOutputDepth = internal::TensorIntDivisor<Index>(m_dimensions[0]);
+    } else {
+      m_fastOutputDepth = internal::TensorIntDivisor<Index>(m_dimensions[NumDims-1]);
+    }
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+  typedef typename XprType::PacketReturnType PacketReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Dimensions& dimensions() const { return m_dimensions; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE bool evalSubExprsIfNeeded(Scalar* /*data*/) {
+    m_impl.evalSubExprsIfNeeded(NULL);
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void cleanup() {
+    m_impl.cleanup();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(Index index) const
+  {
+    // Patch index corresponding to the passed in index.
+    const Index patchIndex = index / m_fastPatchStride;
+
+    // Spatial offset within the patch. This has to be translated into 3D
+    // coordinates within the patch.
+    const Index patchOffset = (index - patchIndex * m_patchStride) / m_fastOutputDepth;
+
+    // Batch, etc.
+    const Index otherIndex = (NumDims == 5) ? 0 : index / m_fastOtherStride;
+    const Index patch3DIndex = (NumDims == 5) ? patchIndex : (index - otherIndex * m_otherStride) / m_fastPatchStride;
+
+    // Calculate column index in the input original tensor.
+    const Index colIndex = patch3DIndex / m_fastOutputPlanesRows;
+    const Index colOffset = patchOffset / m_fastColStride;
+    const Index inputCol = colIndex * m_col_strides + colOffset * m_in_col_strides - m_colPaddingLeft;
+    const Index origInputCol = (m_col_inflate_strides == 1) ? inputCol : ((inputCol >= 0) ? (inputCol / m_fastInputColStride) : 0);
+    if (inputCol < 0 || inputCol >= m_input_cols_eff ||
+        ((m_col_inflate_strides != 1) && (inputCol != origInputCol * m_col_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    // Calculate row index in the original input tensor.
+    const Index rowIndex = (patch3DIndex - colIndex * m_outputPlanesRows) / m_fastOutputPlanes;
+    const Index rowOffset = (patchOffset - colOffset * m_colStride) / m_fastRowStride;
+    const Index inputRow = rowIndex * m_row_strides + rowOffset * m_in_row_strides - m_rowPaddingTop;
+    const Index origInputRow = (m_row_inflate_strides == 1) ? inputRow : ((inputRow >= 0) ? (inputRow / m_fastInputRowStride) : 0);
+    if (inputRow < 0 || inputRow >= m_input_rows_eff ||
+        ((m_row_inflate_strides != 1) && (inputRow != origInputRow * m_row_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    // Calculate plane index in the original input tensor.
+    const Index planeIndex = (patch3DIndex - m_outputPlanes * (colIndex * m_outputRows + rowIndex));
+    const Index planeOffset = patchOffset - colOffset * m_colStride - rowOffset * m_rowStride;
+    const Index inputPlane = planeIndex * m_plane_strides + planeOffset * m_in_plane_strides - m_planePaddingTop;
+    const Index origInputPlane = (m_plane_inflate_strides == 1) ? inputPlane : ((inputPlane >= 0) ? (inputPlane / m_fastInputPlaneStride) : 0);
+    if (inputPlane < 0 || inputPlane >= m_input_planes_eff ||
+        ((m_plane_inflate_strides != 1) && (inputPlane != origInputPlane * m_plane_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    const int depth_index = static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : NumDims - 1;
+    const Index depth = index - (index / m_fastOutputDepth) * m_dimensions[depth_index];
+
+    const Index inputIndex = depth +
+        origInputRow * m_rowInputStride +
+        origInputCol * m_colInputStride +
+        origInputPlane * m_planeInputStride +
+        otherIndex * m_otherInputStride;
+
+    return m_impl.coeff(inputIndex);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packet(Index index) const
+  {
+    const Index packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
+    eigen_assert(index+packetSize-1 < dimensions().TotalSize());
+
+    if (m_in_row_strides != 1 || m_in_col_strides != 1 || m_row_inflate_strides != 1 || m_col_inflate_strides != 1 ||
+        m_in_plane_strides != 1 || m_plane_inflate_strides != 1) {
+      return packetWithPossibleZero(index);
+    }
+
+    const Index indices[2] = {index, index + packetSize - 1};
+    const Index patchIndex = indices[0] / m_fastPatchStride;
+    if (patchIndex != indices[1] / m_fastPatchStride) {
+      return packetWithPossibleZero(index);
+    }
+    const Index otherIndex = (NumDims == 5) ? 0 : indices[0] / m_fastOtherStride;
+    eigen_assert(otherIndex == indices[1] / m_fastOtherStride);
+
+    // Find the offset of the element wrt the location of the first element.
+    const Index patchOffsets[2] = {(indices[0] - patchIndex * m_patchStride) / m_fastOutputDepth,
+                                   (indices[1] - patchIndex * m_patchStride) / m_fastOutputDepth};
+
+    const Index patch3DIndex = (NumDims == 5) ? patchIndex : (indices[0] - otherIndex * m_otherStride) / m_fastPatchStride;
+    eigen_assert(patch3DIndex == (indices[1] - otherIndex * m_otherStride) / m_fastPatchStride);
+
+    const Index colIndex = patch3DIndex / m_fastOutputPlanesRows;
+    const Index colOffsets[2] = {
+      patchOffsets[0] / m_fastColStride,
+      patchOffsets[1] / m_fastColStride};
+
+    // Calculate col indices in the original input tensor.
+    const Index inputCols[2] = {
+      colIndex * m_col_strides + colOffsets[0] - m_colPaddingLeft,
+      colIndex * m_col_strides + colOffsets[1] - m_colPaddingLeft};
+    if (inputCols[1] < 0 || inputCols[0] >= m_inputCols) {
+      return internal::pset1<PacketReturnType>(Scalar(m_paddingValue));
+    }
+
+    if (inputCols[0] != inputCols[1]) {
+      return packetWithPossibleZero(index);
+    }
+
+    const Index rowIndex = (patch3DIndex - colIndex * m_outputPlanesRows) / m_fastOutputPlanes;
+    const Index rowOffsets[2] = {
+      (patchOffsets[0] - colOffsets[0] * m_colStride) / m_fastRowStride,
+      (patchOffsets[1] - colOffsets[1] * m_colStride) / m_fastRowStride};
+    eigen_assert(rowOffsets[0] <= rowOffsets[1]);
+    // Calculate col indices in the original input tensor.
+    const Index inputRows[2] = {
+      rowIndex * m_row_strides + rowOffsets[0] - m_rowPaddingTop,
+      rowIndex * m_row_strides + rowOffsets[1] - m_rowPaddingTop};
+
+    if (inputRows[1] < 0 || inputRows[0] >= m_inputRows) {
+      return internal::pset1<PacketReturnType>(Scalar(m_paddingValue));
+    }
+
+    if (inputRows[0] != inputRows[1]) {
+      return packetWithPossibleZero(index);
+    }
+
+    const Index planeIndex = (patch3DIndex - m_outputPlanes * (colIndex * m_outputRows + rowIndex));
+    const Index planeOffsets[2] = {
+      patchOffsets[0] - colOffsets[0] * m_colStride - rowOffsets[0] * m_rowStride,
+      patchOffsets[1] - colOffsets[1] * m_colStride - rowOffsets[1] * m_rowStride};
+    eigen_assert(planeOffsets[0] <= planeOffsets[1]);
+    const Index inputPlanes[2] = {
+      planeIndex * m_plane_strides + planeOffsets[0] - m_planePaddingTop,
+      planeIndex * m_plane_strides + planeOffsets[1] - m_planePaddingTop};
+
+    if (inputPlanes[1] < 0 || inputPlanes[0] >= m_inputPlanes) {
+      return internal::pset1<PacketReturnType>(Scalar(m_paddingValue));
+    }
+
+    if (inputPlanes[0] >= 0 && inputPlanes[1] < m_inputPlanes) {
+      // no padding
+      const int depth_index = static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 0 : NumDims - 1;
+      const Index depth = index - (index / m_fastOutputDepth) * m_dimensions[depth_index];
+      const Index inputIndex = depth +
+          inputRows[0] * m_rowInputStride +
+          inputCols[0] * m_colInputStride +
+          m_planeInputStride * inputPlanes[0] +
+          otherIndex * m_otherInputStride;
+      return m_impl.template packet<Unaligned>(inputIndex);
+    }
+
+    return packetWithPossibleZero(index);
+  }
+
+  EIGEN_DEVICE_FUNC Scalar* data() const { return NULL; }
+
+  const TensorEvaluator<ArgType, Device>& impl() const { return m_impl; }
+
+  Index planePaddingTop() const { return m_planePaddingTop; }
+  Index rowPaddingTop() const { return m_rowPaddingTop; }
+  Index colPaddingLeft() const { return m_colPaddingLeft; }
+  Index outputPlanes() const { return m_outputPlanes; }
+  Index outputRows() const { return m_outputRows; }
+  Index outputCols() const { return m_outputCols; }
+  Index userPlaneStride() const { return m_plane_strides; }
+  Index userRowStride() const { return m_row_strides; }
+  Index userColStride() const { return m_col_strides; }
+  Index userInPlaneStride() const { return m_in_plane_strides; }
+  Index userInRowStride() const { return m_in_row_strides; }
+  Index userInColStride() const { return m_in_col_strides; }
+  Index planeInflateStride() const { return m_plane_inflate_strides; }
+  Index rowInflateStride() const { return m_row_inflate_strides; }
+  Index colInflateStride() const { return m_col_inflate_strides; }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE CoeffReturnType coeff(const array<Index, NumDims>& coords) const
+  {
+    // ColMajor
+    //   0: depth, 1: patch_planes, 2: patch_rows, 3: patch_cols, 4: number of patches, 5: batches
+    // RowMajor
+    //   0: batches, 1: number of patches, 2: patch_cols , 3: patch_rows, 4: patch_planes, 5: depth
+    const Index patch3DIndex = coords[static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 4 : 1];
+    const Index colOffset = coords[static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 3 : 2];
+    const Index rowOffset= coords[static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 2 : 3];
+    const Index planeOffset = coords[static_cast<int>(Layout) == static_cast<int>(ColMajor) ? 1 : 4];
+
+    array<Index, NumDims-1> inputCoords;
+
+    const Index colIndex = patch3DIndex / m_fastOutputPlanesRows;
+    const Index inputCol = colIndex * m_col_strides + colOffset * m_in_col_strides - m_colPaddingLeft;
+    const Index origInputCol = (m_col_inflate_strides == 1) ? inputCol : ((inputCol >= 0) ? (inputCol / m_fastInputColStride) : 0);
+    if (inputCol < 0 || inputCol >= m_input_cols_eff ||
+        ((m_col_inflate_strides != 1) && (inputCol != origInputCol * m_col_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    const Index rowIndex = (patch3DIndex - colIndex * m_outputPlanesRows) / m_fastOutputPlanes;
+    const Index inputRow = rowIndex * m_row_strides + rowOffset * m_in_row_strides - m_rowPaddingTop;
+    const Index origInputRow = (m_row_inflate_strides == 1) ? inputRow : ((inputRow >= 0) ? (inputRow / m_fastInputRowStride) : 0);
+    if (inputRow < 0 || inputRow >= m_input_rows_eff ||
+        ((m_row_inflate_strides != 1) && (inputRow != origInputRow * m_row_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    const Index planeIndex = patch3DIndex - colIndex * m_outputPlanesRows - rowIndex * m_outputRows;
+    const Index inputPlane = planeIndex * m_plane_strides + planeOffset * m_in_plane_strides - m_planePaddingTop;
+    const Index origInputPlane = (m_plane_inflate_strides == 1) ? inputPlane : ((inputPlane >= 0) ? (inputPlane / m_fastInputPlaneStride) : 0);
+    if (inputPlane < 0 || inputPlane >= m_input_planes_eff ||
+        ((m_plane_inflate_strides != 1) && (inputPlane != origInputPlane * m_plane_inflate_strides))) {
+      return Scalar(m_paddingValue);
+    }
+
+    if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+      inputCoords[0] = coords[0];  // depth
+      inputCoords[1] = origInputPlane;
+      inputCoords[2] = origInputRow;
+      inputCoords[3] = origInputCol;
+      inputCoords[4] = coords[5];  // batch
+    } else {
+      inputCoords[4] = coords[5];  // depth
+      inputCoords[3] = origInputPlane;
+      inputCoords[2] = origInputRow;
+      inputCoords[1] = origInputCol;
+      inputCoords[0] = coords[0];  // batch
+    }
+    if (TensorEvaluator<ArgType, Device>::CoordAccess) {
+      return m_impl.coeff(inputCoords);
+    } else {
+      Index inputIndex;
+      if (static_cast<int>(Layout) == static_cast<int>(ColMajor)) {
+        inputIndex =
+          inputCoords[4] * m_otherInputStride +
+          inputCoords[3] * m_colInputStride +
+          inputCoords[2] * m_rowInputStride +
+          inputCoords[1] * m_planeInputStride +
+          inputCoords[0];
+      } else {
+        inputIndex =
+          inputCoords[0] * m_otherInputStride +
+          inputCoords[1] * m_colInputStride +
+          inputCoords[2] * m_rowInputStride +
+          inputCoords[3] * m_planeInputStride +
+          inputCoords[4];
+      }
+      return m_impl.coeff(inputIndex);
+    }
+  }
+
+ protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE PacketReturnType packetWithPossibleZero(Index index) const
+  {
+    const int packetSize = internal::unpacket_traits<PacketReturnType>::size;
+    EIGEN_ALIGN_DEFAULT typename internal::remove_const<CoeffReturnType>::type values[packetSize];
+    for (int i = 0; i < packetSize; ++i) {
+      values[i] = coeff(index+i);
+    }
+    PacketReturnType rslt = internal::pload<PacketReturnType>(values);
+    return rslt;
+  }
+
+  Dimensions m_dimensions;
+
+  // Parameters passed to the costructor.
+  Index m_plane_strides;
+  Index m_row_strides;
+  Index m_col_strides;
+
+  Index m_outputPlanes;
+  Index m_outputRows;
+  Index m_outputCols;
+
+  Index m_planePaddingTop;
+  Index m_rowPaddingTop;
+  Index m_colPaddingLeft;
+
+  Index m_in_plane_strides;
+  Index m_in_row_strides;
+  Index m_in_col_strides;
+
+  Index m_plane_inflate_strides;
+  Index m_row_inflate_strides;
+  Index m_col_inflate_strides;
+
+  // Cached input size.
+  Index m_inputDepth;
+  Index m_inputPlanes;
+  Index m_inputRows;
+  Index m_inputCols;
+
+  // Other cached variables.
+  Index m_outputPlanesRows;
+
+  // Effective input/patch post-inflation size.
+  Index m_input_planes_eff;
+  Index m_input_rows_eff;
+  Index m_input_cols_eff;
+  Index m_patch_planes_eff;
+  Index m_patch_rows_eff;
+  Index m_patch_cols_eff;
+
+  // Strides for the output tensor.
+  Index m_otherStride;
+  Index m_patchStride;
+  Index m_rowStride;
+  Index m_colStride;
+
+  // Strides for the input tensor.
+  Index m_planeInputStride;
+  Index m_rowInputStride;
+  Index m_colInputStride;
+  Index m_otherInputStride;
+
+  internal::TensorIntDivisor<Index> m_fastOtherStride;
+  internal::TensorIntDivisor<Index> m_fastPatchStride;
+  internal::TensorIntDivisor<Index> m_fastColStride;
+  internal::TensorIntDivisor<Index> m_fastRowStride;
+  internal::TensorIntDivisor<Index> m_fastInputPlaneStride;
+  internal::TensorIntDivisor<Index> m_fastInputRowStride;
+  internal::TensorIntDivisor<Index> m_fastInputColStride;
+  internal::TensorIntDivisor<Index> m_fastInputColsEff;
+  internal::TensorIntDivisor<Index> m_fastOutputPlanesRows;
+  internal::TensorIntDivisor<Index> m_fastOutputPlanes;
+  internal::TensorIntDivisor<Index> m_fastOutputDepth;
+
+  Scalar m_paddingValue;
+
+  TensorEvaluator<ArgType, Device> m_impl;
+};
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSOR_TENSOR_VOLUME_PATCH_H
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/g3doc/README.md b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/g3doc/README.md
new file mode 100644
index 0000000000..1c3fe32f9b
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/Tensor/g3doc/README.md
@@ -0,0 +1,1792 @@
+# Eigen Tensors
+
+Tensors are multidimensional arrays of elements. Elements are typically scalars,
+but more complex types such as strings are also supported.
+
+[TOC]
+
+## Tensor Classes
+
+You can manipulate a tensor with one of the following classes.  They all are in
+the namespace ```::Eigen.```
+
+
+### Class Tensor&lt;data_type, rank&gt;
+
+This is the class to use to create a tensor and allocate memory for it.  The
+class is templatized with the tensor datatype, such as float or int, and the
+tensor rank.  The rank is the number of dimensions, for example rank 2 is a
+matrix.
+
+Tensors of this class are resizable.  For example, if you assign a tensor of a
+different size to a Tensor, that tensor is resized to match its new value.
+
+#### Constructor Tensor&lt;data_type, rank&gt;(size0, size1, ...)
+
+Constructor for a Tensor.  The constructor must be passed ```rank``` integers
+indicating the sizes of the instance along each of the the ```rank```
+dimensions.
+
+    // Create a tensor of rank 3 of sizes 2, 3, 4.  This tensor owns
+    // memory to hold 24 floating point values (24 = 2 x 3 x 4).
+    Tensor<float, 3> t_3d(2, 3, 4);
+
+    // Resize t_3d by assigning a tensor of different sizes, but same rank.
+    t_3d = Tensor<float, 3>(3, 4, 3);
+
+#### Constructor Tensor&lt;data_type, rank&gt;(size_array)
+
+Constructor where the sizes for the constructor are specified as an array of
+values instead of an explicitly list of parameters.  The array type to use is
+```Eigen::array<Eigen::Index>```.  The array can be constructed automatically
+from an initializer list.
+
+    // Create a tensor of strings of rank 2 with sizes 5, 7.
+    Tensor<string, 2> t_2d({5, 7});
+
+
+### Class TensorFixedSize&lt;data_type, Sizes&lt;size0, size1, ...&gt;&gt;
+
+Class to use for tensors of fixed size, where the size is known at compile
+time.  Fixed sized tensors can provide very fast computations because all their
+dimensions are known by the compiler.  FixedSize tensors are not resizable.
+
+If the total number of elements in a fixed size tensor is small enough the
+tensor data is held onto the stack and does not cause heap allocation and free.
+
+    // Create a 4 x 3 tensor of floats.
+    TensorFixedSize<float, Sizes<4, 3>> t_4x3;
+
+### Class TensorMap&lt;Tensor&lt;data_type, rank&gt;&gt;
+
+This is the class to use to create a tensor on top of memory allocated and
+owned by another part of your code.  It allows to view any piece of allocated
+memory as a Tensor.  Instances of this class do not own the memory where the
+data are stored.
+
+A TensorMap is not resizable because it does not own the memory where its data
+are stored.
+
+#### Constructor TensorMap&lt;Tensor&lt;data_type, rank&gt;&gt;(data, size0, size1, ...)
+
+Constructor for a Tensor.  The constructor must be passed a pointer to the
+storage for the data, and "rank" size attributes.  The storage has to be
+large enough to hold all the data.
+
+    // Map a tensor of ints on top of stack-allocated storage.
+    int storage[128];  // 2 x 4 x 2 x 8 = 128
+    TensorMap<int, 4> t_4d(storage, 2, 4, 2, 8);
+
+    // The same storage can be viewed as a different tensor.
+    // You can also pass the sizes as an array.
+    TensorMap<int, 2> t_2d(storage, 16, 8);
+
+    // You can also map fixed-size tensors.  Here we get a 1d view of
+    // the 2d fixed-size tensor.
+    TensorFixedSize<float, Sizes<4, 5>> t_4x3;
+    TensorMap<float, 1> t_12(t_4x3, 12);
+
+
+#### Class TensorRef
+
+See Assigning to a TensorRef below.
+
+## Accessing Tensor Elements
+
+#### &lt;data_type&gt; tensor(index0, index1...)
+
+Return the element at position ```(index0, index1...)``` in tensor
+```tensor```.  You must pass as many parameters as the rank of ```tensor```.
+The expression can be used as an l-value to set the value of the element at the
+specified position.  The value returned is of the datatype of the tensor.
+
+    // Set the value of the element at position (0, 1, 0);
+    Tensor<float, 3> t_3d(2, 3, 4);
+    t_3d(0, 1, 0) = 12.0f;
+
+    // Initialize all elements to random values.
+    for (int i = 0; i < 2; ++i) {
+      for (int j = 0; j < 3; ++j) {
+        for (int k = 0; k < 4; ++k) {
+          t_3d(i, j, k) = ...some random value...;
+        }
+      }
+    }
+
+    // Print elements of a tensor.
+    for (int i = 0; i < 2; ++i) {
+      LOG(INFO) << t_3d(i, 0, 0);
+    }
+
+
+## TensorLayout
+
+The tensor library supports 2 layouts: ```ColMajor``` (the default) and
+```RowMajor```.  Only the default column major layout is currently fully
+supported, and it is therefore not recommended to attempt to use the row major
+layout at the moment.
+
+The layout of a tensor is optionally specified as part of its type. If not
+specified explicitly column major is assumed.
+
+    Tensor<float, 3, ColMajor> col_major;  // equivalent to Tensor<float, 3>
+    TensorMap<Tensor<float, 3, RowMajor> > row_major(data, ...);
+
+All the arguments to an expression must use the same layout. Attempting to mix
+different layouts will result in a compilation error.
+
+It is possible to change the layout of a tensor or an expression using the
+```swap_layout()``` method.  Note that this will also reverse the order of the
+dimensions.
+
+    Tensor<float, 2, ColMajor> col_major(2, 4);
+    Tensor<float, 2, RowMajor> row_major(2, 4);
+
+    Tensor<float, 2> col_major_result = col_major;  // ok, layouts match
+    Tensor<float, 2> col_major_result = row_major;  // will not compile
+
+    // Simple layout swap
+    col_major_result = row_major.swap_layout();
+    eigen_assert(col_major_result.dimension(0) == 4);
+    eigen_assert(col_major_result.dimension(1) == 2);
+
+    // Swap the layout and preserve the order of the dimensions
+    array<int, 2> shuffle(1, 0);
+    col_major_result = row_major.swap_layout().shuffle(shuffle);
+    eigen_assert(col_major_result.dimension(0) == 2);
+    eigen_assert(col_major_result.dimension(1) == 4);
+
+
+## Tensor Operations
+
+The Eigen Tensor library provides a vast library of operations on Tensors:
+numerical operations such as addition and multiplication, geometry operations
+such as slicing and shuffling, etc.  These operations are available as methods
+of the Tensor classes, and in some cases as operator overloads.  For example
+the following code computes the elementwise addition of two tensors:
+
+    Tensor<float, 3> t1(2, 3, 4);
+    ...set some values in t1...
+    Tensor<float, 3> t2(2, 3, 4);
+    ...set some values in t2...
+    // Set t3 to the element wise sum of t1 and t2
+    Tensor<float, 3> t3 = t1 + t2;
+
+While the code above looks easy enough, it is important to understand that the
+expression ```t1 + t2``` is not actually adding the values of the tensors.  The
+expression instead constructs a "tensor operator" object of the class
+TensorCwiseBinaryOp&lt;scalar_sum&gt;, which has references to the tensors
+```t1``` and ```t2```.  This is a small C++ object that knows how to add
+```t1``` and ```t2```.  It is only when the value of the expression is assigned
+to the tensor ```t3``` that the addition is actually performed.  Technically,
+this happens through the overloading of ```operator=()``` in the Tensor class.
+
+This mechanism for computing tensor expressions allows for lazy evaluation and
+optimizations which are what make the tensor library very fast.
+
+Of course, the tensor operators do nest, and the expression ```t1 + t2 *
+0.3f``` is actually represented with the (approximate) tree of operators:
+
+    TensorCwiseBinaryOp<scalar_sum>(t1, TensorCwiseUnaryOp<scalar_mul>(t2, 0.3f))
+
+
+### Tensor Operations and C++ "auto"
+
+Because Tensor operations create tensor operators, the C++ ```auto``` keyword
+does not have its intuitive meaning.  Consider these 2 lines of code:
+
+    Tensor<float, 3> t3 = t1 + t2;
+    auto t4 = t1 + t2;
+
+In the first line we allocate the tensor ```t3``` and it will contain the
+result of the addition of ```t1``` and ```t2```.  In the second line, ```t4```
+is actually the tree of tensor operators that will compute the addition of
+```t1``` and ```t2```.  In fact, ```t4``` is *not* a tensor and you cannot get
+the values of its elements:
+
+    Tensor<float, 3> t3 = t1 + t2;
+    cout << t3(0, 0, 0);  // OK prints the value of t1(0, 0, 0) + t2(0, 0, 0)
+
+    auto t4 = t1 + t2;
+    cout << t4(0, 0, 0);  // Compilation error!
+
+When you use ```auto``` you do not get a Tensor as a result but instead a
+non-evaluated expression.  So only use ```auto``` to delay evaluation.
+
+Unfortunately, there is no single underlying concrete type for holding
+non-evaluated expressions, hence you have to use auto in the case when you do
+want to hold non-evaluated expressions.
+
+When you need the results of a set of tensor computations you have to assign the
+result to a Tensor that will be capable of holding them.  This can be
+either a normal Tensor, a fixed size Tensor, or a TensorMap on an existing
+piece of memory.  All the following will work:
+
+    auto t4 = t1 + t2;
+
+    Tensor<float, 3> result = t4;  // Could also be: result(t4);
+    cout << result(0, 0, 0);
+
+    TensorMap<float, 4> result(<a float* with enough space>, <size0>, ...) = t4;
+    cout << result(0, 0, 0);
+
+    TensorFixedSize<float, Sizes<size0, ...>> result = t4;
+    cout << result(0, 0, 0);
+
+Until you need the results, you can keep the operation around, and even reuse
+it for additional operations.  As long as you keep the expression as an
+operation, no computation is performed.
+
+    // One way to compute exp((t1 + t2) * 0.2f);
+    auto t3 = t1 + t2;
+    auto t4 = t3 * 0.2f;
+    auto t5 = t4.exp();
+    Tensor<float, 3> result = t5;
+
+    // Another way, exactly as efficient as the previous one:
+    Tensor<float, 3> result = ((t1 + t2) * 0.2f).exp();
+
+### Controlling When Expression are Evaluated
+
+There are several ways to control when expressions are evaluated:
+
+*   Assignment to a Tensor, TensorFixedSize, or TensorMap.
+*   Use of the eval() method.
+*   Assignment to a TensorRef.
+
+#### Assigning to a Tensor, TensorFixedSize, or TensorMap.
+
+The most common way to evaluate an expression is to assign it to a Tensor.  In
+the example below, the ```auto``` declarations make the intermediate values
+"Operations", not Tensors, and do not cause the expressions to be evaluated.
+The assignment to the Tensor ```result``` causes the evaluation of all the
+operations.
+
+    auto t3 = t1 + t2;             // t3 is an Operation.
+    auto t4 = t3 * 0.2f;           // t4 is an Operation.
+    auto t5 = t4.exp();            // t5 is an Operation.
+    Tensor<float, 3> result = t5;  // The operations are evaluated.
+
+If you know the ranks and sizes of the Operation value you can assign the
+Operation to a TensorFixedSize instead of a Tensor, which is a bit more
+efficient.
+
+    // We know that the result is a 4x4x2 tensor!
+    TensorFixedSize<float, Sizes<4, 4, 2>> result = t5;
+
+Simiarly, assigning an expression to a TensorMap causes its evaluation.  Like
+tensors of type TensorFixedSize, TensorMaps cannot be resized so they have to
+have the rank and sizes of the expression that are assigned to them.
+
+#### Calling eval().
+
+When you compute large composite expressions, you sometimes want to tell Eigen
+that an intermediate value in the expression tree is worth evaluating ahead of
+time.  This is done by inserting a call to the ```eval()``` method of the
+expression Operation.
+
+    // The previous example could have been written:
+    Tensor<float, 3> result = ((t1 + t2) * 0.2f).exp();
+
+    // If you want to compute (t1 + t2) once ahead of time you can write:
+    Tensor<float, 3> result = ((t1 + t2).eval() * 0.2f).exp();
+
+Semantically, calling ```eval()``` is equivalent to materializing the value of
+the expression in a temporary Tensor of the right size.  The code above in
+effect does:
+
+    // .eval() knows the size!
+    TensorFixedSize<float, Sizes<4, 4, 2>> tmp = t1 + t2;
+    Tensor<float, 3> result = (tmp * 0.2f).exp();
+
+Note that the return value of ```eval()``` is itself an Operation, so the
+following code does not do what you may think:
+
+    // Here t3 is an evaluation Operation.  t3 has not been evaluated yet.
+    auto t3 = (t1 + t2).eval();
+
+    // You can use t3 in another expression.  Still no evaluation.
+    auto t4 = (t3 * 0.2f).exp();
+
+    // The value is evaluated when you assign the Operation to a Tensor, using
+    // an intermediate tensor to represent t3.x
+    Tensor<float, 3> result = t4;
+
+While in the examples above calling ```eval()``` does not make a difference in
+performance, in other cases it can make a huge difference.  In the expression
+below the ```broadcast()``` expression causes the ```X.maximum()``` expression
+to be evaluated many times:
+
+    Tensor<...> X ...;
+    Tensor<...> Y = ((X - X.maximum(depth_dim).reshape(dims2d).broadcast(bcast))
+                     * beta).exp();
+
+Inserting a call to ```eval()``` between the ```maximum()``` and
+```reshape()``` calls guarantees that maximum() is only computed once and
+greatly speeds-up execution:
+
+    Tensor<...> Y =
+      ((X - X.maximum(depth_dim).eval().reshape(dims2d).broadcast(bcast))
+        * beta).exp();
+
+In the other example below, the tensor ```Y``` is both used in the expression
+and its assignment.  This is an aliasing problem and if the evaluation is not
+done in the right order Y will be updated incrementally during the evaluation
+resulting in bogus results:
+
+     Tensor<...> Y ...;
+     Y = Y / (Y.sum(depth_dim).reshape(dims2d).broadcast(bcast));
+
+Inserting a call to ```eval()``` between the ```sum()``` and ```reshape()```
+expressions ensures that the sum is computed before any updates to ```Y``` are
+done.
+
+     Y = Y / (Y.sum(depth_dim).eval().reshape(dims2d).broadcast(bcast));
+
+Note that an eval around the full right hand side expression is not needed
+because the generated has to compute the i-th value of the right hand side
+before assigning it to the left hand side.
+
+However, if you were assigning the expression value to a shuffle of ```Y```
+then you would need to force an eval for correctness by adding an ```eval()```
+call for the right hand side:
+
+     Y.shuffle(...) =
+        (Y / (Y.sum(depth_dim).eval().reshape(dims2d).broadcast(bcast))).eval();
+
+
+#### Assigning to a TensorRef.
+
+If you need to access only a few elements from the value of an expression you
+can avoid materializing the value in a full tensor by using a TensorRef.
+
+A TensorRef is a small wrapper class for any Eigen Operation.  It provides
+overloads for the ```()``` operator that let you access individual values in
+the expression.  TensorRef is convenient, because the Operation themselves do
+not provide a way to access individual elements.
+
+    // Create a TensorRef for the expression.  The expression is not
+    // evaluated yet.
+    TensorRef<Tensor<float, 3> > ref = ((t1 + t2) * 0.2f).exp();
+
+    // Use "ref" to access individual elements.  The expression is evaluated
+    // on the fly.
+    float at_0 = ref(0, 0, 0);
+    cout << ref(0, 1, 0);
+
+Only use TensorRef when you need a subset of the values of the expression.
+TensorRef only computes the values you access.  However note that if you are
+going to access all the values it will be much faster to materialize the
+results in a Tensor first.
+
+In some cases, if the full Tensor result would be very large, you may save
+memory by accessing it as a TensorRef.  But not always.  So don't count on it.
+
+
+### Controlling How Expressions Are Evaluated
+
+The tensor library provides several implementations of the various operations
+such as contractions and convolutions.  The implementations are optimized for
+different environments: single threaded on CPU, multi threaded on CPU, or on a
+GPU using cuda.  Additional implementations may be added later.
+
+You can choose which implementation to use with the ```device()``` call.  If
+you do not choose an implementation explicitly the default implementation that
+uses a single thread on the CPU is used.
+
+The default implementation has been optimized for recent Intel CPUs, taking
+advantage of SSE, AVX, and FMA instructions.  Work is ongoing to tune the
+library on ARM CPUs.  Note that you need to pass compiler-dependent flags
+to enable the use of SSE, AVX, and other instructions.
+
+For example, the following code adds two tensors using the default
+single-threaded CPU implementation:
+
+    Tensor<float, 2> a(30, 40);
+    Tensor<float, 2> b(30, 40);
+    Tensor<float, 2> c = a + b;
+
+To choose a different implementation you have to insert a ```device()``` call
+before the assignment of the result.  For technical C++ reasons this requires
+that the Tensor for the result be declared on its own.  This means that you
+have to know the size of the result.
+
+    Eigen::Tensor<float, 2> c(30, 40);
+    c.device(...) = a + b;
+
+The call to ```device()``` must be the last call on the left of the operator=.
+
+You must pass to the ```device()``` call an Eigen device object.  There are
+presently three devices you can use: DefaultDevice, ThreadPoolDevice and
+GpuDevice.
+
+
+#### Evaluating With the DefaultDevice
+
+This is exactly the same as not inserting a ```device()``` call.
+
+    DefaultDevice my_device;
+    c.device(my_device) = a + b;
+
+#### Evaluating with a Thread Pool
+
+    #include "thread/threadpool.h"
+
+    // Create a threadpool and start the threads.  This is the Google way,
+    // other environments use different mechanism to create a thread pool.
+    ThreadPool my_pool(4 /* number of threads in the pool */);
+    my_pool.StartWorkers();
+
+    // Create the Eigen ThreadPoolDevice.
+    // You typically use up to all the available threads in the pool.
+    Eigen::ThreadPoolDevice my_device(&my_pool, 4 /* number of threads to use */);
+
+    // Now just use the device when evaluating expressions.
+    Eigen::Tensor<float, 2> c(30, 50);
+    c.device(my_device) = a.contract(b, dot_product_dims);
+
+
+#### Evaluating On GPU
+
+This is presently a bit more complicated than just using a thread pool device.
+You need to create a GPU device but you also need to explicitly allocate the
+memory for tensors with cuda.
+
+
+## API Reference
+
+### Datatypes
+
+In the documentation of the tensor methods and Operation we mention datatypes
+that are tensor-type specific:
+
+#### &lt;Tensor-Type&gt;::Dimensions
+
+Acts like an array of ints.  Has an ```int size``` attribute, and can be
+indexed like an array to access individual values.  Used to represent the
+dimensions of a tensor.  See ```dimensions()```.
+
+#### &lt;Tensor-Type&gt;::Index
+
+Acts like an ```int```.  Used for indexing tensors along their dimensions.  See
+```operator()```, ```dimension()```, and ```size()```.
+
+#### &lt;Tensor-Type&gt;::Scalar
+
+Represents the datatype of individual tensor elements.  For example, for a
+```Tensor<float>```, ```Scalar``` is the type ```float```.  See
+```setConstant()```.
+
+#### &lt;Operation&gt;
+
+We use this pseudo type to indicate that a tensor Operation is returned by a
+method.  We indicate in the text the type and dimensions of the tensor that the
+Operation returns after evaluation.
+
+The Operation will have to be evaluated, for example by assigning it to a
+tensor, before you can access the values of the resulting tensor.  You can also
+access the values through a TensorRef.
+
+
+## Built-in Tensor Methods
+
+These are usual C++ methods that act on tensors immediately.  They are not
+Operations which provide delayed evaluation of their results.  Unless specified
+otherwise, all the methods listed below are available on all tensor classes:
+Tensor, TensorFixedSize, and TensorMap.
+
+## Metadata
+
+### int NumDimensions
+
+Constant value indicating the number of dimensions of a Tensor.  This is also
+known as the tensor "rank".
+
+      Eigen::Tensor<float, 2> a(3, 4);
+      cout << "Dims " << a.NumDimensions;
+      => Dims 2
+
+### Dimensions dimensions()
+
+Returns an array-like object representing the dimensions of the tensor.
+The actual type of the dimensions() result is <Tensor-Type>::Dimensions.
+
+    Eigen::Tensor<float, 2> a(3, 4);
+    const Eigen::Tensor<float, 2>::Dimensions& d = a.dimensions();
+    cout << "Dim size: " << d.size << ", dim 0: " << d[0]
+         << ", dim 1: " << d[1];
+    => Dim size: 2, dim 0: 3, dim 1: 4
+
+If you use a C++11 compiler, you can use ```auto``` to simplify the code:
+
+    const auto& d = a.dimensions();
+    cout << "Dim size: " << d.size << ", dim 0: " << d[0]
+         << ", dim 1: " << d[1];
+    => Dim size: 2, dim 0: 3, dim 1: 4
+
+### Index dimension(Index n)
+
+Returns the n-th dimension of the tensor.  The actual type of the
+```dimension()``` result is ```<Tensor-Type>::Index```, but you can
+always use it like an int.
+
+      Eigen::Tensor<float, 2> a(3, 4);
+      int dim1 = a.dimension(1);
+      cout << "Dim 1: " << dim1;
+      => Dim 1: 4
+
+### Index size()
+
+Returns the total number of elements in the tensor.  This is the product of all
+the tensor dimensions.  The actual type of the ```size()``` result is
+```<Tensor-Type>::Index```, but you can always use it like an int.
+
+    Eigen::Tensor<float, 2> a(3, 4);
+    cout << "Size: " << a.size();
+    => Size: 12
+
+
+### Getting Dimensions From An Operation
+
+A few operations provide ```dimensions()``` directly,
+e.g. ```TensorReslicingOp```.  Most operations defer calculating dimensions
+until the operation is being evaluated.  If you need access to the dimensions
+of a deferred operation, you can wrap it in a TensorRef (see Assigning to a
+TensorRef above), which provides ```dimensions()``` and ```dimension()``` as
+above.
+
+TensorRef can also wrap the plain Tensor types, so this is a useful idiom in
+templated contexts where the underlying object could be either a raw Tensor
+or some deferred operation (e.g. a slice of a Tensor).  In this case, the
+template code can wrap the object in a TensorRef and reason about its
+dimensionality while remaining agnostic to the underlying type.
+
+
+## Constructors
+
+### Tensor
+
+Creates a tensor of the specified size. The number of arguments must be equal
+to the rank of the tensor. The content of the tensor is not initialized.
+
+    Eigen::Tensor<float, 2> a(3, 4);
+    cout << "NumRows: " << a.dimension(0) << " NumCols: " << a.dimension(1) << endl;
+    => NumRows: 3 NumCols: 4
+
+### TensorFixedSize
+
+Creates a tensor of the specified size. The number of arguments in the Size<>
+template parameter determines the rank of the tensor. The content of the tensor
+is not initialized.
+
+    Eigen::TensorFixedSize<float, Sizes<3, 4>> a;
+    cout << "Rank: " << a.rank() << endl;
+    => Rank: 2
+    cout << "NumRows: " << a.dimension(0) << " NumCols: " << a.dimension(1) << endl;
+    => NumRows: 3 NumCols: 4
+
+### TensorMap
+
+Creates a tensor mapping an existing array of data. The data must not be freed
+until the TensorMap is discarded, and the size of the data must be large enough
+to accomodate the coefficients of the tensor.
+
+    float data[] = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11};
+    Eigen::TensorMap<float, 2> a(data, 3, 4);
+    cout << "NumRows: " << a.dimension(0) << " NumCols: " << a.dimension(1) << endl;
+    => NumRows: 3 NumCols: 4
+    cout << "a(1, 2): " << a(1, 2) << endl;
+    => a(1, 2): 9
+
+
+## Contents Initialization
+
+When a new Tensor or a new TensorFixedSize are created, memory is allocated to
+hold all the tensor elements, but the memory is not initialized.  Similarly,
+when a new TensorMap is created on top of non-initialized memory, its
+contents are not initialized.
+
+You can use one of the methods below to initialize the tensor memory.  These
+have an immediate effect on the tensor and return the tensor itself as a
+result.  These are not tensor Operations which delay evaluation.
+
+### &lt;Tensor-Type&gt; setConstant(const Scalar& val)
+
+Sets all elements of the tensor to the constant value ```val```.  ```Scalar```
+is the type of data stored in the tensor.  You can pass any value that is
+convertible to that type.
+
+Returns the tensor itself in case you want to chain another call.
+
+    a.setConstant(12.3f);
+    cout << "Constant: " << endl << a << endl << endl;
+    =>
+    Constant:
+    12.3 12.3 12.3 12.3
+    12.3 12.3 12.3 12.3
+    12.3 12.3 12.3 12.3
+
+Note that ```setConstant()``` can be used on any tensor where the element type
+has a copy constructor and an ```operator=()```:
+
+    Eigen::Tensor<string, 2> a(2, 3);
+    a.setConstant("yolo");
+    cout << "String tensor: " << endl << a << endl << endl;
+    =>
+    String tensor:
+    yolo yolo yolo
+    yolo yolo yolo
+
+
+### &lt;Tensor-Type&gt; setZero()
+
+Fills the tensor with zeros.  Equivalent to ```setConstant(Scalar(0))```.
+Returns the tensor itself in case you want to chain another call.
+
+    a.setZero();
+    cout << "Zeros: " << endl << a << endl << endl;
+    =>
+    Zeros:
+    0 0 0 0
+    0 0 0 0
+    0 0 0 0
+
+
+### &lt;Tensor-Type&gt; setValues({..initializer_list})
+
+Fills the tensor with explicit values specified in a std::initializer_list.
+The type of the initializer list depends on the type and rank of the tensor.
+
+If the tensor has rank N, the initializer list must be nested N times.  The
+most deeply nested lists must contains P scalars of the Tensor type where P is
+the size of the last dimension of the Tensor.
+
+For example, for a ```TensorFixedSize<float, Sizes<2, 3>>``` the initializer list must
+contains 2 lists of 3 floats each.
+
+```setValues()``` returns the tensor itself in case you want to chain another
+call.
+
+    Eigen::Tensor<float, 2> a(2, 3);
+    a.setValues({{0.0f, 1.0f, 2.0f}, {3.0f, 4.0f, 5.0f}});
+    cout << "a" << endl << a << endl << endl;
+    =>
+    a
+    0 1 2
+    3 4 5
+
+If a list is too short, the corresponding elements of the tensor will not be
+changed.  This is valid at each level of nesting.  For example the following
+code only sets the values of the first row of the tensor.
+
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setConstant(1000);
+    a.setValues({{10, 20, 30}});
+    cout << "a" << endl << a << endl << endl;
+    =>
+    a
+    10   20   30
+    1000 1000 1000
+
+### &lt;Tensor-Type&gt; setRandom()
+
+Fills the tensor with random values.  Returns the tensor itself in case you
+want to chain another call.
+
+    a.setRandom();
+    cout << "Random: " << endl << a << endl << endl;
+    =>
+    Random:
+      0.680375    0.59688  -0.329554    0.10794
+     -0.211234   0.823295   0.536459 -0.0452059
+      0.566198  -0.604897  -0.444451   0.257742
+
+You can customize ```setRandom()``` by providing your own random number
+generator as a template argument:
+
+    a.setRandom<MyRandomGenerator>();
+
+Here, ```MyRandomGenerator``` must be a struct with the following member
+functions, where Scalar and Index are the same as ```<Tensor-Type>::Scalar```
+and ```<Tensor-Type>::Index```.
+
+See ```struct UniformRandomGenerator``` in TensorFunctors.h for an example.
+
+    // Custom number generator for use with setRandom().
+    struct MyRandomGenerator {
+      // Default and copy constructors. Both are needed
+      MyRandomGenerator() { }
+      MyRandomGenerator(const MyRandomGenerator& ) { }
+
+      // Return a random value to be used.  "element_location" is the
+      // location of the entry to set in the tensor, it can typically
+      // be ignored.
+      Scalar operator()(Eigen::DenseIndex element_location,
+                        Eigen::DenseIndex /*unused*/ = 0) const {
+        return <randomly generated value of type T>;
+      }
+
+      // Same as above but generates several numbers at a time.
+      typename internal::packet_traits<Scalar>::type packetOp(
+          Eigen::DenseIndex packet_location, Eigen::DenseIndex /*unused*/ = 0) const {
+        return <a packet of randomly generated values>;
+      }
+    };
+
+You can also use one of the 2 random number generators that are part of the
+tensor library:
+*   UniformRandomGenerator
+*   NormalRandomGenerator
+
+
+## Data Access
+
+The Tensor, TensorFixedSize, and TensorRef classes provide the following
+accessors to access the tensor coefficients:
+
+    const Scalar& operator()(const array<Index, NumIndices>& indices)
+    const Scalar& operator()(Index firstIndex, IndexTypes... otherIndices)
+    Scalar& operator()(const array<Index, NumIndices>& indices)
+    Scalar& operator()(Index firstIndex, IndexTypes... otherIndices)
+
+The number of indices must be equal to the rank of the tensor. Moreover, these
+accessors are not available on tensor expressions. In order to access the
+values of a tensor expression, the expression must either be evaluated or
+wrapped in a TensorRef.
+
+
+### Scalar* data() and const Scalar* data() const
+
+Returns a pointer to the storage for the tensor.  The pointer is const if the
+tensor was const.  This allows direct access to the data.  The layout of the
+data depends on the tensor layout: RowMajor or ColMajor.
+
+This access is usually only needed for special cases, for example when mixing
+Eigen Tensor code with other libraries.
+
+Scalar is the type of data stored in the tensor.
+
+    Eigen::Tensor<float, 2> a(3, 4);
+    float* a_data = a.data();
+    a_data[0] = 123.45f;
+    cout << "a(0, 0): " << a(0, 0);
+    => a(0, 0): 123.45
+
+
+## Tensor Operations
+
+All the methods documented below return non evaluated tensor ```Operations```.
+These can be chained: you can apply another Tensor Operation to the value
+returned by the method.
+
+The chain of Operation is evaluated lazily, typically when it is assigned to a
+tensor.  See "Controlling when Expressions are Evaluated" for more details about
+their evaluation.
+
+### &lt;Operation&gt; constant(const Scalar& val)
+
+Returns a tensor of the same type and dimensions as the original tensor but
+where all elements have the value ```val```.
+
+This is useful, for example, when you want to add or subtract a constant from a
+tensor, or multiply every element of a tensor by a scalar.
+
+    Eigen::Tensor<float, 2> a(2, 3);
+    a.setConstant(1.0f);
+    Eigen::Tensor<float, 2> b = a + a.constant(2.0f);
+    Eigen::Tensor<float, 2> c = b * b.constant(0.2f);
+    cout << "a" << endl << a << endl << endl;
+    cout << "b" << endl << b << endl << endl;
+    cout << "c" << endl << c << endl << endl;
+    =>
+    a
+    1 1 1
+    1 1 1
+
+    b
+    3 3 3
+    3 3 3
+
+    c
+    0.6 0.6 0.6
+    0.6 0.6 0.6
+
+### &lt;Operation&gt; random()
+
+Returns a tensor of the same type and dimensions as the current tensor
+but where all elements have random values.
+
+This is for example useful to add random values to an existing tensor.
+The generation of random values can be customized in the same manner
+as for ```setRandom()```.
+
+    Eigen::Tensor<float, 2> a(2, 3);
+    a.setConstant(1.0f);
+    Eigen::Tensor<float, 2> b = a + a.random();
+    cout << "a" << endl << a << endl << endl;
+    cout << "b" << endl << b << endl << endl;
+    =>
+    a
+    1 1 1
+    1 1 1
+
+    b
+    1.68038   1.5662  1.82329
+    0.788766  1.59688 0.395103
+
+
+## Unary Element Wise Operations
+
+All these operations take a single input tensor as argument and return a tensor
+of the same type and dimensions as the tensor to which they are applied.  The
+requested operations are applied to each element independently.
+
+### &lt;Operation&gt; operator-()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the opposite values of the original tensor.
+
+    Eigen::Tensor<float, 2> a(2, 3);
+    a.setConstant(1.0f);
+    Eigen::Tensor<float, 2> b = -a;
+    cout << "a" << endl << a << endl << endl;
+    cout << "b" << endl << b << endl << endl;
+    =>
+    a
+    1 1 1
+    1 1 1
+
+    b
+    -1 -1 -1
+    -1 -1 -1
+
+### &lt;Operation&gt; sqrt()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the square roots of the original tensor.
+
+### &lt;Operation&gt; rsqrt()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the inverse square roots of the original tensor.
+
+### &lt;Operation&gt; square()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the squares of the original tensor values.
+
+### &lt;Operation&gt; inverse()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the inverse of the original tensor values.
+
+### &lt;Operation&gt; exp()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the exponential of the original tensor.
+
+### &lt;Operation&gt; log()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the natural logarithms of the original tensor.
+
+### &lt;Operation&gt; abs()
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the absolute values of the original tensor.
+
+### &lt;Operation&gt; pow(Scalar exponent)
+
+Returns a tensor of the same type and dimensions as the original tensor
+containing the coefficients of the original tensor to the power of the
+exponent.
+
+The type of the exponent, Scalar, is always the same as the type of the
+tensor coefficients.  For example, only integer exponents can be used in
+conjuntion with tensors of integer values.
+
+You can use cast() to lift this restriction.  For example this computes
+cubic roots of an int Tensor:
+
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{0, 1, 8}, {27, 64, 125}});
+    Eigen::Tensor<double, 2> b = a.cast<double>().pow(1.0 / 3.0);
+    cout << "a" << endl << a << endl << endl;
+    cout << "b" << endl << b << endl << endl;
+    =>
+    a
+    0   1   8
+    27  64 125
+
+    b
+    0 1 2
+    3 4 5
+
+### &lt;Operation&gt;  operator * (Scalar scale)
+
+Multiplies all the coefficients of the input tensor by the provided scale.
+
+### &lt;Operation&gt;  cwiseMax(Scalar threshold)
+TODO
+
+### &lt;Operation&gt;  cwiseMin(Scalar threshold)
+TODO
+
+### &lt;Operation&gt;  unaryExpr(const CustomUnaryOp& func)
+TODO
+
+
+## Binary Element Wise Operations
+
+These operations take two input tensors as arguments. The 2 input tensors should
+be of the same type and dimensions. The result is a tensor of the same
+dimensions as the tensors to which they are applied, and unless otherwise
+specified it is also of the same type. The requested operations are applied to
+each pair of elements independently.
+
+### &lt;Operation&gt; operator+(const OtherDerived& other)
+
+Returns a tensor of the same type and dimensions as the input tensors
+containing the coefficient wise sums of the inputs.
+
+### &lt;Operation&gt; operator-(const OtherDerived& other)
+
+Returns a tensor of the same type and dimensions as the input tensors
+containing the coefficient wise differences of the inputs.
+
+### &lt;Operation&gt; operator*(const OtherDerived& other)
+
+Returns a tensor of the same type and dimensions as the input tensors
+containing the coefficient wise products of the inputs.
+
+### &lt;Operation&gt; operator/(const OtherDerived& other)
+
+Returns a tensor of the same type and dimensions as the input tensors
+containing the coefficient wise quotients of the inputs.
+
+This operator is not supported for integer types.
+
+### &lt;Operation&gt; cwiseMax(const OtherDerived& other)
+
+Returns a tensor of the same type and dimensions as the input tensors
+containing the coefficient wise maximums of the inputs.
+
+### &lt;Operation&gt; cwiseMin(const OtherDerived& other)
+
+Returns a tensor of the same type and dimensions as the input tensors
+containing the coefficient wise mimimums of the inputs.
+
+### &lt;Operation&gt; Logical operators
+
+The following logical operators are supported as well:
+
+*   operator&&(const OtherDerived& other)
+*   operator||(const OtherDerived& other)
+*   operator<(const OtherDerived& other)
+*   operator<=(const OtherDerived& other)
+*   operator>(const OtherDerived& other)
+*   operator>=(const OtherDerived& other)
+*   operator==(const OtherDerived& other)
+*   operator!=(const OtherDerived& other)
+
+They all return a tensor of boolean values.
+
+
+## Selection (select(const ThenDerived& thenTensor, const ElseDerived& elseTensor)
+
+Selection is a coefficient-wise ternary operator that is the tensor equivalent
+to the if-then-else operation.
+
+    Tensor<bool, 3> if = ...;
+    Tensor<float, 3> then = ...;
+    Tensor<float, 3> else = ...;
+    Tensor<float, 3> result = if.select(then, else);
+
+The 3 arguments must be of the same dimensions, which will also be the dimension
+of the result.  The 'if' tensor must be of type boolean, the 'then' and the
+'else' tensor must be of the same type, which will also be the type of the
+result.
+
+Each coefficient in the result is equal to the corresponding coefficient in the
+'then' tensor if the corresponding value in the 'if' tensor is true. If not, the
+resulting coefficient will come from the 'else' tensor.
+
+
+## Contraction
+
+Tensor *contractions* are a generalization of the matrix product to the
+multidimensional case.
+
+    // Create 2 matrices using tensors of rank 2
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{1, 2, 3}, {6, 5, 4}});
+    Eigen::Tensor<int, 2> b(3, 2);
+    a.setValues({{1, 2}, {4, 5}, {5, 6}});
+
+    // Compute the traditional matrix product
+    array<IndexPair<int>, 1> product_dims = { IndexPair(1, 0) };
+    Eigen::Tensor<int, 2> AB = a.contract(b, product_dims);
+
+    // Compute the product of the transpose of the matrices
+    array<IndexPair<int>, 1> transpose_product_dims = { IndexPair(0, 1) };
+    Eigen::Tensor<int, 2> AtBt = a.contract(b, transposed_product_dims);
+
+
+## Reduction Operations
+
+A *Reduction* operation returns a tensor with fewer dimensions than the
+original tensor.  The values in the returned tensor are computed by applying a
+*reduction operator* to slices of values from the original tensor.  You specify
+the dimensions along which the slices are made.
+
+The Eigen Tensor library provides a set of predefined reduction operators such
+as ```maximum()``` and ```sum()``` and lets you define additional operators by
+implementing a few methods from a reductor template.
+
+### Reduction Dimensions
+
+All reduction operations take a single parameter of type
+```<TensorType>::Dimensions``` which can always be specified as an array of
+ints.  These are called the "reduction dimensions."  The values are the indices
+of the dimensions of the input tensor over which the reduction is done.  The
+parameter can have at most as many element as the rank of the input tensor;
+each element must be less than the tensor rank, as it indicates one of the
+dimensions to reduce.
+
+Each dimension of the input tensor should occur at most once in the reduction
+dimensions as the implementation does not remove duplicates.
+
+The order of the values in the reduction dimensions does not affect the
+results, but the code may execute faster if you list the dimensions in
+increasing order.
+
+Example: Reduction along one dimension.
+
+    // Create a tensor of 2 dimensions
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{1, 2, 3}, {6, 5, 4}});
+    // Reduce it along the second dimension (1)...
+    Eigen::array<int, 1> dims({1 /* dimension to reduce */});
+    // ...using the "maximum" operator.
+    // The result is a tensor with one dimension.  The size of
+    // that dimension is the same as the first (non-reduced) dimension of a.
+    Eigen::Tensor<int, 1> b = a.maximum(dims);
+    cout << "a" << endl << a << endl << endl;
+    cout << "b" << endl << b << endl << endl;
+    =>
+    a
+    1 2 3
+    6 5 4
+
+    b
+    3
+    6
+
+Example: Reduction along two dimensions.
+
+    Eigen::Tensor<float, 3, Eigen::ColMajor> a(2, 3, 4);
+    a.setValues({{{0.0f, 1.0f, 2.0f, 3.0f},
+                  {7.0f, 6.0f, 5.0f, 4.0f},
+                  {8.0f, 9.0f, 10.0f, 11.0f}},
+                 {{12.0f, 13.0f, 14.0f, 15.0f},
+                  {19.0f, 18.0f, 17.0f, 16.0f},
+                  {20.0f, 21.0f, 22.0f, 23.0f}}});
+    // The tensor a has 3 dimensions.  We reduce along the
+    // first 2, resulting in a tensor with a single dimension
+    // of size 4 (the last dimension of a.)
+    // Note that we pass the array of reduction dimensions
+    // directly to the maximum() call.
+    Eigen::Tensor<float, 1, Eigen::ColMajor> b =
+        a.maximum(Eigen::array<int, 2>({0, 1}));
+    cout << "b" << endl << b << endl << endl;
+    =>
+    b
+    20
+    21
+    22
+    23
+
+#### Reduction along all dimensions
+
+As a special case, if you pass no parameter to a reduction operation the
+original tensor is reduced along *all* its dimensions.  The result is a
+one-dimension tensor with a single value.
+
+    Eigen::Tensor<float, 3> a(2, 3, 4);
+    a.setValues({{{0.0f, 1.0f, 2.0f, 3.0f},
+                  {7.0f, 6.0f, 5.0f, 4.0f},
+                  {8.0f, 9.0f, 10.0f, 11.0f}},
+                 {{12.0f, 13.0f, 14.0f, 15.0f},
+                  {19.0f, 18.0f, 17.0f, 16.0f},
+                  {20.0f, 21.0f, 22.0f, 23.0f}}});
+    // Reduce along all dimensions using the sum() operator.
+    Eigen::Tensor<float, 1> b = a.sum();
+    cout << "b" << endl << b << endl << endl;
+    =>
+    b
+    276
+
+
+### &lt;Operation&gt; sum(const Dimensions& new_dims)
+### &lt;Operation&gt; sum()
+
+Reduce a tensor using the sum() operator.  The resulting values
+are the sum of the reduced values.
+
+### &lt;Operation&gt; mean(const Dimensions& new_dims)
+### &lt;Operation&gt; mean()
+
+Reduce a tensor using the mean() operator.  The resulting values
+are the mean of the reduced values.
+
+### &lt;Operation&gt; maximum(const Dimensions& new_dims)
+### &lt;Operation&gt; maximum()
+
+Reduce a tensor using the maximum() operator.  The resulting values are the
+largest of the reduced values.
+
+### &lt;Operation&gt; minimum(const Dimensions& new_dims)
+### &lt;Operation&gt; minimum()
+
+Reduce a tensor using the minimum() operator.  The resulting values
+are the smallest of the reduced values.
+
+### &lt;Operation&gt; prod(const Dimensions& new_dims)
+### &lt;Operation&gt; prod()
+
+Reduce a tensor using the prod() operator.  The resulting values
+are the product of the reduced values.
+
+### &lt;Operation&gt; all(const Dimensions& new_dims)
+### &lt;Operation&gt; all()
+Reduce a tensor using the all() operator.  Casts tensor to bool and then checks
+whether all elements are true.  Runs through all elements rather than
+short-circuiting, so may be significantly inefficient.
+
+### &lt;Operation&gt; any(const Dimensions& new_dims)
+### &lt;Operation&gt; any()
+Reduce a tensor using the any() operator.  Casts tensor to bool and then checks
+whether any element is true.  Runs through all elements rather than
+short-circuiting, so may be significantly inefficient.
+
+### &lt;Operation&gt; reduce(const Dimensions& new_dims, const Reducer& reducer)
+
+Reduce a tensor using a user-defined reduction operator.  See ```SumReducer```
+in TensorFunctors.h for information on how to implement a reduction operator.
+
+
+## Convolutions
+
+### &lt;Operation&gt; convolve(const KernelDerived& kernel, const Dimensions& dims)
+
+Returns a tensor that is the output of the convolution of the of the input tensor with the kernel,
+along the specified dimensions of the input tensor. The dimension size for dimensions of the output tensor
+which were part of the convolution will be reduced by the formula:
+output_dim_size = input_dim_size - kernel_dim_size + 1 (requires: input_dim_size >= kernel_dim_size).
+The dimension sizes for dimensions that were not part of the convolution will remain the same.
+Performance of the convolution can depend on the length of the stride(s) of the input tensor dimension(s) along which the
+convolution is computed (the first dimension has the shortest stride for ColMajor, whereas RowMajor's shortest stride is
+for the last dimension).
+
+    // Compute convolution along the second and third dimension.
+    Tensor<float, 4, DataLayout> input(3, 3, 7, 11);
+    Tensor<float, 2, DataLayout> kernel(2, 2);
+    Tensor<float, 4, DataLayout> output(3, 2, 6, 11);
+    input.setRandom();
+    kernel.setRandom();
+
+    Eigen::array<ptrdiff_t, 2> dims({1, 2});  // Specify second and third dimension for convolution.
+    output = input.convolve(kernel, dims);
+
+    for (int i = 0; i < 3; ++i) {
+      for (int j = 0; j < 2; ++j) {
+        for (int k = 0; k < 6; ++k) {
+          for (int l = 0; l < 11; ++l) {
+            const float result = output(i,j,k,l);
+            const float expected = input(i,j+0,k+0,l) * kernel(0,0) +
+                                   input(i,j+1,k+0,l) * kernel(1,0) +
+                                   input(i,j+0,k+1,l) * kernel(0,1) +
+                                   input(i,j+1,k+1,l) * kernel(1,1);
+            VERIFY_IS_APPROX(result, expected);
+          }
+        }
+      }
+    }
+
+
+
+## Geometrical Operations
+
+These operations return a Tensor with different dimensions than the original
+Tensor.  They can be used to access slices of tensors, see them with different
+dimensions, or pad tensors with additional data.
+
+### &lt;Operation&gt; reshape(const Dimensions& new_dims)
+
+Returns a view of the input tensor that has been reshaped to the specified
+new dimensions.  The argument new_dims is an array of Index values.  The
+rank of the resulting tensor is equal to the number of elements in new_dims.
+
+The product of all the sizes in the new dimension array must be equal to
+the number of elements in the input tensor.
+
+    // Increase the rank of the input tensor by introducing a new dimension
+    // of size 1.
+    Tensor<float, 2> input(7, 11);
+    array<int, 3> three_dims{{7, 11, 1}};
+    Tensor<float, 3> result = input.reshape(three_dims);
+
+    // Decrease the rank of the input tensor by merging 2 dimensions;
+    array<int, 1> one_dim{{7 * 11}};
+    Tensor<float, 1> result = input.reshape(one_dim);
+
+This operation does not move any data in the input tensor, so the resulting
+contents of a reshaped Tensor depend on the data layout of the original Tensor.
+
+For example this is what happens when you ```reshape()``` a 2D ColMajor tensor
+to one dimension:
+
+    Eigen::Tensor<float, 2, Eigen::ColMajor> a(2, 3);
+    a.setValues({{0.0f, 100.0f, 200.0f}, {300.0f, 400.0f, 500.0f}});
+    Eigen::array<Eigen::DenseIndex, 1> one_dim({3 * 2});
+    Eigen::Tensor<float, 1, Eigen::ColMajor> b = a.reshape(one_dim);
+    cout << "b" << endl << b << endl;
+    =>
+    b
+      0
+    300
+    100
+    400
+    200
+    500
+
+This is what happens when the 2D Tensor is RowMajor:
+
+    Eigen::Tensor<float, 2, Eigen::RowMajor> a(2, 3);
+    a.setValues({{0.0f, 100.0f, 200.0f}, {300.0f, 400.0f, 500.0f}});
+    Eigen::array<Eigen::DenseIndex, 1> one_dim({3 * 2});
+    Eigen::Tensor<float, 1, Eigen::RowMajor> b = a.reshape(one_dim);
+    cout << "b" << endl << b << endl;
+    =>
+    b
+      0
+    100
+    200
+    300
+    400
+    500
+
+The reshape operation is a lvalue. In other words, it can be used on the left
+side of the assignment operator.
+
+The previous example can be rewritten as follow:
+
+    Eigen::Tensor<float, 2, Eigen::ColMajor> a(2, 3);
+    a.setValues({{0.0f, 100.0f, 200.0f}, {300.0f, 400.0f, 500.0f}});
+    Eigen::array<Eigen::DenseIndex, 2> two_dim({2, 3});
+    Eigen::Tensor<float, 1, Eigen::ColMajor> b;
+    b.reshape(two_dim) = a;
+    cout << "b" << endl << b << endl;
+    =>
+    b
+      0
+    300
+    100
+    400
+    200
+    500
+
+Note that "b" itself was not reshaped but that instead the assignment is done to
+the reshape view of b.
+
+
+### &lt;Operation&gt; shuffle(const Shuffle& shuffle)
+
+Returns a copy of the input tensor whose dimensions have been
+reordered according to the specified permutation. The argument shuffle
+is an array of Index values. Its size is the rank of the input
+tensor. It must contain a permutation of 0, 1, ..., rank - 1. The i-th
+dimension of the output tensor equals to the size of the shuffle[i]-th
+dimension of the input tensor. For example:
+
+    // Shuffle all dimensions to the left by 1.
+    Tensor<float, 3> input(20, 30, 50);
+    // ... set some values in input.
+    Tensor<float, 3> output = input.shuffle({1, 2, 0})
+
+    eigen_assert(output.dimension(0) == 30);
+    eigen_assert(output.dimension(1) == 50);
+    eigen_assert(output.dimension(2) == 20);
+
+Indices into the output tensor are shuffled accordingly to formulate
+indices into the input tensor. For example, one can assert in the above
+code snippet that:
+
+    eigen_assert(output(3, 7, 11) == input(11, 3, 7));
+
+In general, one can assert that
+
+    eigen_assert(output(..., indices[shuffle[i]], ...) ==
+                 input(..., indices[i], ...))
+
+The shuffle operation results in a lvalue, which means that it can be assigned
+to. In other words, it can be used on the left side of the assignment operator.
+
+Let's rewrite the previous example to take advantage of this feature:
+
+    // Shuffle all dimensions to the left by 1.
+    Tensor<float, 3> input(20, 30, 50);
+    // ... set some values in input.
+    Tensor<float, 3> output(30, 50, 20);
+    output.shuffle({2, 0, 1}) = input;
+
+
+### &lt;Operation&gt; stride(const Strides& strides)
+
+Returns a view of the input tensor that strides (skips stride-1
+elements) along each of the dimensions.  The argument strides is an
+array of Index values.  The dimensions of the resulting tensor are
+ceil(input_dimensions[i] / strides[i]).
+
+For example this is what happens when you ```stride()``` a 2D tensor:
+
+    Eigen::Tensor<int, 2> a(4, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500}, {600, 700, 800}, {900, 1000, 1100}});
+    Eigen::array<Eigen::DenseIndex, 2> strides({3, 2});
+    Eigen::Tensor<int, 2> b = a.stride(strides);
+    cout << "b" << endl << b << endl;
+    =>
+    b
+       0   200
+     900  1100
+
+It is possible to assign a tensor to a stride:
+    Tensor<float, 3> input(20, 30, 50);
+    // ... set some values in input.
+    Tensor<float, 3> output(40, 90, 200);
+    output.stride({2, 3, 4}) = input;
+
+### &lt;Operation&gt; inflate(const Strides& strides)
+
+Returns a view of an "inflated" tensor of the input tensor by inserting zeros
+between the original elements in the input tensor. The argument strides is an
+array of Index values, indicating how much "inflation" there is. The dimensions
+ of the resulting tensor are (input_dimensions[i] - 1) * strides[i] + 1. In
+some sense it is the inverse of the ```stride()``` operation.
+
+For example this is what happens when you ```inflate()``` a 2D tensor:
+
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500}});
+    Eigen::array<Eigen::DenseIndex, 2> strides({3, 2});
+    Eigen::Tensor<int, 2> b = a.inflate(strides);
+    cout << "b" << endl << b << endl;
+    =>
+    b
+       0     0     0    100    0    0    200
+       0     0     0      0    0    0      0
+     300     0     0    400    0    0    500
+
+The ```inflate()``` operation is an r-value only operation as it doesn't make
+sense to assign a value to an inflated tensor in positions where the values are
+hardwired to zero.
+
+### &lt;Operation&gt; slice(const StartIndices& offsets, const Sizes& extents)
+
+Returns a sub-tensor of the given tensor. For each dimension i, the slice is
+made of the coefficients stored between offset[i] and offset[i] + extents[i] in
+the input tensor.
+
+    Eigen::Tensor<int, 2> a(4, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500},
+                 {600, 700, 800}, {900, 1000, 1100}});
+    Eigen::array<int, 2> offsets = {1, 0};
+    Eigen::array<int, 2> extents = {2, 2};
+    Eigen::Tensor<int, 1> slice = a.slice(offsets, extents);
+    cout << "a" << endl << a << endl;
+    =>
+    a
+       0   100   200
+     300   400   500
+     600   700   800
+     900  1000  1100
+    cout << "slice" << endl << slice << endl;
+    =>
+    slice
+     300   400
+     600   700
+
+
+### &lt;Operation&gt; chip(const Index offset, const Index dim)
+
+A chip is a special kind of slice. It is the subtensor at the given offset in
+the dimension dim. The returned tensor has one fewer dimension than the input
+tensor: the dimension dim is removed.
+
+For example, a matrix chip would be either a row or a column of the input
+matrix.
+
+    Eigen::Tensor<int, 2> a(4, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500},
+                 {600, 700, 800}, {900, 1000, 1100}});
+    Eigen::Tensor<int, 1> row_3 = a.chip(2, 0);
+    Eigen::Tensor<int, 1> col_2 = a.chip(1, 1);
+    cout << "a" << endl << a << endl;
+    =>
+    a
+       0   100   200
+     300   400   500
+     600   700   800
+     900  1000  1100
+    cout << "row_3" << endl << row_3 << endl;
+    =>
+    row_3
+       600   700   800
+    cout << "col_2" << endl << col_2 << endl;
+    =>
+    col_2
+       100   400   700    1000
+
+It is possible to assign values to a tensor chip since the chip operation is a
+lvalue. For example:
+
+    Eigen::Tensor<int, 1> a(3);
+    a.setValues({{100, 200, 300}});
+    Eigen::Tensor<int, 2> b(2, 3);
+    b.setZero();
+    b.chip(0, 0) = a;
+    cout << "a" << endl << a << endl;
+    =>
+    a
+     100
+     200
+     300
+    cout << "b" << endl << b << endl;
+    =>
+    b
+       100   200   300
+         0     0     0
+
+
+### &lt;Operation&gt; reverse(const ReverseDimensions& reverse)
+
+Returns a view of the input tensor that reverses the order of the coefficients
+along a subset of the dimensions.  The argument reverse is an array of boolean
+values that indicates whether or not the order of the coefficients should be
+reversed along each of the dimensions.  This operation preserves the dimensions
+of the input tensor.
+
+For example this is what happens when you ```reverse()``` the first dimension
+of a 2D tensor:
+
+    Eigen::Tensor<int, 2> a(4, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500},
+                {600, 700, 800}, {900, 1000, 1100}});
+    Eigen::array<bool, 2> reverse({true, false});
+    Eigen::Tensor<int, 2> b = a.reverse(reverse);
+    cout << "a" << endl << a << endl << "b" << endl << b << endl;
+    =>
+    a
+       0   100   200
+     300   400   500
+     600   700   800
+     900  1000  1100
+    b
+     900  1000  1100
+     600   700   800
+     300   400   500
+       0   100   200
+
+
+### &lt;Operation&gt; broadcast(const Broadcast& broadcast)
+
+Returns a view of the input tensor in which the input is replicated one to many
+times.
+The broadcast argument specifies how many copies of the input tensor need to be
+made in each of the dimensions.
+
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500}});
+    Eigen::array<int, 2> bcast({3, 2});
+    Eigen::Tensor<int, 2> b = a.broadcast(bcast);
+    cout << "a" << endl << a << endl << "b" << endl << b << endl;
+    =>
+    a
+       0   100   200
+     300   400   500
+    b
+       0   100   200    0   100   200
+     300   400   500  300   400   500
+       0   100   200    0   100   200
+     300   400   500  300   400   500
+       0   100   200    0   100   200
+     300   400   500  300   400   500
+
+### &lt;Operation&gt; concatenate(const OtherDerived& other, Axis axis)
+
+TODO
+
+### &lt;Operation&gt;  pad(const PaddingDimensions& padding)
+
+Returns a view of the input tensor in which the input is padded with zeros.
+
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{0, 100, 200}, {300, 400, 500}});
+    Eigen::array<std::pair<int, int>, 2> paddings;
+    paddings[0] = make_pair(0, 1);
+    paddings[1] = make_pair(2, 3);
+    Eigen::Tensor<int, 2> b = a.pad(paddings);
+    cout << "a" << endl << a << endl << "b" << endl << b << endl;
+    =>
+    a
+       0   100   200
+     300   400   500
+    b
+       0     0     0    0
+       0     0     0    0
+       0   100   200    0
+     300   400   500    0
+       0     0     0    0
+       0     0     0    0
+       0     0     0    0
+
+
+### &lt;Operation&gt;  extract_patches(const PatchDims& patch_dims)
+
+Returns a tensor of coefficient patches extracted from the input tensor, where
+each patch is of dimension specified by 'patch_dims'. The returned tensor has
+one greater dimension than the input tensor, which is used to index each patch.
+The patch index in the output tensor depends on the data layout of the input
+tensor: the patch index is the last dimension ColMajor layout, and the first
+dimension in RowMajor layout.
+
+For example, given the following input tensor:
+
+    Eigen::Tensor<float, 2, DataLayout> tensor(3,4);
+    tensor.setValues({{0.0f, 1.0f, 2.0f, 3.0f},
+                    {4.0f, 5.0f, 6.0f, 7.0f},
+                    {8.0f, 9.0f, 10.0f, 11.0f}});
+
+    cout << "tensor: " << endl << tensor << endl;
+    =>
+    tensor:
+    0   1   2   3
+    4   5   6   7
+    8   9  10  11
+
+Six 2x2 patches can be extracted and indexed using the following code:
+
+    Eigen::Tensor<float, 3, DataLayout> patch;
+    Eigen::array<ptrdiff_t, 2> patch_dims;
+    patch_dims[0] = 2;
+    patch_dims[1] = 2;
+    patch = tensor.extract_patches(patch_dims);
+    for (int k = 0; k < 6; ++k) {
+      cout << "patch index: " << k << endl;
+      for (int i = 0; i < 2; ++i) {
+        for (int j = 0; j < 2; ++j) {
+          if (DataLayout == ColMajor) {
+            cout << patch(i, j, k) << " ";
+          } else {
+            cout << patch(k, i, j) << " ";
+          }
+        }
+        cout << endl;
+      }
+    }
+
+This code results in the following output when the data layout is ColMajor:
+
+    patch index: 0
+    0 1
+    4 5
+    patch index: 1
+    4 5
+    8 9
+    patch index: 2
+    1 2
+    5 6
+    patch index: 3
+    5 6
+    9 10
+    patch index: 4
+    2 3
+    6 7
+    patch index: 5
+    6 7
+    10 11
+
+This code results in the following output when the data layout is RowMajor:
+(NOTE: the set of patches is the same as in ColMajor, but are indexed differently).
+
+    patch index: 0
+    0 1
+    4 5
+    patch index: 1
+    1 2
+    5 6
+    patch index: 2
+    2 3
+    6 7
+    patch index: 3
+    4 5
+    8 9
+    patch index: 4
+    5 6
+    9 10
+    patch index: 5
+    6 7
+    10 11
+
+### &lt;Operation&gt;  extract_image_patches(const Index patch_rows, const Index patch_cols,
+                          const Index row_stride, const Index col_stride,
+                          const Index in_row_stride, const Index in_col_stride,
+                          const Index row_inflate_stride, const Index col_inflate_stride,
+                          const PaddingType padding_type, const Scalar padding_value)
+
+Returns a tensor of coefficient image patches extracted from the input tensor,
+which is expected to have dimensions ordered as follows (depending on the data
+layout of the input tensor, and the number of additional dimensions 'N'):
+
+* ColMajor
+     * 1st dimension: channels (of size d)
+     * 2nd dimension: rows (of size r)
+     * 3rd dimension: columns (of size c)
+     * 4th-Nth dimension: time (for video) or batch (for bulk processing).
+
+* RowMajor (reverse order of ColMajor)
+    * 1st-Nth dimension: time (for video) or batch (for bulk processing).
+    * N+1'th dimension: columns (of size c)
+    * N+2'th dimension: rows (of size r)
+    * N+3'th dimension: channels (of size d)
+
+The returned tensor has one greater dimension than the input tensor, which is
+used to index each patch. The patch index in the output tensor depends on the
+data layout of the input tensor: the patch index is the 4'th dimension in
+ColMajor layout, and the 4'th from the last dimension in RowMajor layout.
+
+For example, given the following input tensor with the following dimension
+sizes:
+
+* depth:   2
+* rows:    3
+* columns: 5
+* batch:   7
+
+    Tensor<float, 4> tensor(2,3,5,7);
+    Tensor<float, 4, RowMajor> tensor_row_major = tensor.swap_layout();
+
+2x2 image patches can be extracted and indexed using the following code:
+
+* 2D patch: ColMajor (patch indexed by second-to-last dimension)
+
+    Tensor<float, 5> twod_patch;
+    twod_patch = tensor.extract_image_patches<2, 2>();
+    // twod_patch.dimension(0) == 2
+    // twod_patch.dimension(1) == 2
+    // twod_patch.dimension(2) == 2
+    // twod_patch.dimension(3) == 3*5
+    // twod_patch.dimension(4) == 7
+
+* 2D patch: RowMajor (patch indexed by the second dimension)
+
+    Tensor<float, 5, RowMajor> twod_patch_row_major;
+    twod_patch_row_major = tensor_row_major.extract_image_patches<2, 2>();
+    // twod_patch_row_major.dimension(0) == 7
+    // twod_patch_row_major.dimension(1) == 3*5
+    // twod_patch_row_major.dimension(2) == 2
+    // twod_patch_row_major.dimension(3) == 2
+    // twod_patch_row_major.dimension(4) == 2
+
+Input parameters:
+
+* patch_rows, patch_cols: Spatial extent of the extracted patches.
+* row_stride, col_stride: Image Displacement (in pixels) between the
+  upper-left coordinates of consecutive patches.
+* in_row_stride, in_col_stride: Image displacement (in pixels) between
+  two consecutive patch samples. If larger than 1 (default), they allow
+  for sparsely sampling the input image.
+* row_inflate_stride, col_inflate_stride: If larger than 1 (default), "inflates"
+  the inputs by inserting zeros between the original elements. This is useful
+  for backward convolution.
+* padding_type: Boundary conditions. Either PADDING_SAME (default)
+  or PADDING_VALID.
+* padding_value: the value used in padding, defaults to 0.
+
+## Special Operations
+
+### &lt;Operation&gt; cast&lt;T&gt;()
+
+Returns a tensor of type T with the same dimensions as the original tensor.
+The returned tensor contains the values of the original tensor converted to
+type T.
+
+    Eigen::Tensor<float, 2> a(2, 3);
+    Eigen::Tensor<int, 2> b = a.cast<int>();
+
+This can be useful for example if you need to do element-wise division of
+Tensors of integers.  This is not currently supported by the Tensor library
+but you can easily cast the tensors to floats to do the division:
+
+    Eigen::Tensor<int, 2> a(2, 3);
+    a.setValues({{0, 1, 2}, {3, 4, 5}});
+    Eigen::Tensor<int, 2> b =
+        (a.cast<float>() / a.constant(2).cast<float>()).cast<int>();
+    cout << "a" << endl << a << endl << endl;
+    cout << "b" << endl << b << endl << endl;
+    =>
+    a
+    0 1 2
+    3 4 5
+
+    b
+    0 0 1
+    1 2 2
+
+
+### &lt;Operation&gt;     eval()
+
+TODO
+
+
+## Representation of scalar values
+
+Scalar values are often represented by tensors of size 1 and rank 1. It would be
+more logical and user friendly to use tensors of rank 0 instead. For example
+Tensor&lt;T, N&gt;::maximum() currently returns a Tensor&lt;T, 1&gt;. Similarly, the inner
+product of 2 1d tensors (through contractions) returns a 1d tensor. In the
+future these operations might be updated to return 0d tensors instead.
+
+## GPU Support
+
+NVidia GPU support can be enabled using:
+
+    #define EIGEN_USE_GPU
+
+To speedup operations on GPU, it is also recommended to use 32 bit indices. This
+prevents Eigen from using 64 bit loop indices, which have to be emulated in
+software and make any operation extremely slow.
+
+This can be achieved globally by using the EIGEN_DEFAULT_DENSE_INDEX_TYPE define
+as follow:
+
+    #define EIGEN_DEFAULT_DENSE_INDEX_TYPE int
+
+This can also be done individually for each tensor by using the Index32Bit
+option as follow:
+
+    Eigen::Tensor<DataType, Rank, Eigen::Index32Bit> t;
+    Eigen::TensorMap<Eigen::Tensor<DataType, Rank, Eigen::Index32Bit> > t_map;
+
+
+## Limitations
+
+*   The number of tensor dimensions is currently limited to 250 when using a
+    compiler that supports cxx11. It is limited to only 5 for older compilers.
+*   The IndexList class requires a cxx11 compliant compiler. You can use an
+    array of indices instead if you don't have access to a modern compiler.
+*   TensorVarDims are only partially supported
+*   On GPUs only floating point values are properly tested and optimized for.
+*   Complex and integer values are known to be broken on GPUs. If you try to use
+    them you'll most likely end up triggering a static assertion failure such as
+    EIGEN_STATIC_ASSERT(packetSize > 1, YOU_MADE_A_PROGRAMMING_MISTAKE)
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/DynamicSymmetry.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/DynamicSymmetry.h
new file mode 100644
index 0000000000..13cb2157f2
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/DynamicSymmetry.h
@@ -0,0 +1,293 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSORSYMMETRY_DYNAMICSYMMETRY_H
+#define EIGEN_CXX11_TENSORSYMMETRY_DYNAMICSYMMETRY_H
+
+namespace Eigen {
+
+class DynamicSGroup
+{
+  public:
+    inline explicit DynamicSGroup() : m_numIndices(1), m_elements(), m_generators(), m_globalFlags(0) { m_elements.push_back(ge(Generator(0, 0, 0))); }
+    inline DynamicSGroup(const DynamicSGroup& o) : m_numIndices(o.m_numIndices), m_elements(o.m_elements), m_generators(o.m_generators), m_globalFlags(o.m_globalFlags) { }
+    inline DynamicSGroup(DynamicSGroup&& o) : m_numIndices(o.m_numIndices), m_elements(), m_generators(o.m_generators), m_globalFlags(o.m_globalFlags) { std::swap(m_elements, o.m_elements); }
+    inline DynamicSGroup& operator=(const DynamicSGroup& o) { m_numIndices = o.m_numIndices; m_elements = o.m_elements; m_generators = o.m_generators; m_globalFlags = o.m_globalFlags; return *this; }
+    inline DynamicSGroup& operator=(DynamicSGroup&& o) { m_numIndices = o.m_numIndices; std::swap(m_elements, o.m_elements); m_generators = o.m_generators; m_globalFlags = o.m_globalFlags; return *this; }
+
+    void add(int one, int two, int flags = 0);
+
+    template<typename Gen_>
+    inline void add(Gen_) { add(Gen_::One, Gen_::Two, Gen_::Flags); }
+    inline void addSymmetry(int one, int two) { add(one, two, 0); }
+    inline void addAntiSymmetry(int one, int two) { add(one, two, NegationFlag); }
+    inline void addHermiticity(int one, int two) { add(one, two, ConjugationFlag); }
+    inline void addAntiHermiticity(int one, int two) { add(one, two, NegationFlag | ConjugationFlag); }
+
+    template<typename Op, typename RV, typename Index, std::size_t N, typename... Args>
+    inline RV apply(const std::array<Index, N>& idx, RV initial, Args&&... args) const
+    {
+      eigen_assert(N >= m_numIndices && "Can only apply symmetry group to objects that have at least the required number of indices.");
+      for (std::size_t i = 0; i < size(); i++)
+        initial = Op::run(h_permute(i, idx, typename internal::gen_numeric_list<int, N>::type()), m_elements[i].flags, initial, std::forward<Args>(args)...);
+      return initial;
+    }
+
+    template<typename Op, typename RV, typename Index, typename... Args>
+    inline RV apply(const std::vector<Index>& idx, RV initial, Args&&... args) const
+    {
+      eigen_assert(idx.size() >= m_numIndices && "Can only apply symmetry group to objects that have at least the required number of indices.");
+      for (std::size_t i = 0; i < size(); i++)
+        initial = Op::run(h_permute(i, idx), m_elements[i].flags, initial, std::forward<Args>(args)...);
+      return initial;
+    }
+
+    inline int globalFlags() const { return m_globalFlags; }
+    inline std::size_t size() const { return m_elements.size(); }
+
+    template<typename Tensor_, typename... IndexTypes>
+    inline internal::tensor_symmetry_value_setter<Tensor_, DynamicSGroup> operator()(Tensor_& tensor, typename Tensor_::Index firstIndex, IndexTypes... otherIndices) const
+    {
+      static_assert(sizeof...(otherIndices) + 1 == Tensor_::NumIndices, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor.");
+      return operator()(tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices>{{firstIndex, otherIndices...}});
+    }
+
+    template<typename Tensor_>
+    inline internal::tensor_symmetry_value_setter<Tensor_, DynamicSGroup> operator()(Tensor_& tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices> const& indices) const
+    {
+      return internal::tensor_symmetry_value_setter<Tensor_, DynamicSGroup>(tensor, *this, indices);
+    }
+  private:
+    struct GroupElement {
+      std::vector<int> representation;
+      int flags;
+      bool isId() const
+      {
+        for (std::size_t i = 0; i < representation.size(); i++)
+          if (i != (size_t)representation[i])
+            return false;
+        return true;
+      }
+    };
+    struct Generator {
+      int one;
+      int two;
+      int flags;
+      constexpr inline Generator(int one_, int two_, int flags_) : one(one_), two(two_), flags(flags_) {}
+    };
+
+    std::size_t m_numIndices;
+    std::vector<GroupElement> m_elements;
+    std::vector<Generator> m_generators;
+    int m_globalFlags;
+
+    template<typename Index, std::size_t N, int... n>
+    inline std::array<Index, N> h_permute(std::size_t which, const std::array<Index, N>& idx, internal::numeric_list<int, n...>) const
+    {
+      return std::array<Index, N>{{ idx[n >= m_numIndices ? n : m_elements[which].representation[n]]... }};
+    }
+
+    template<typename Index>
+    inline std::vector<Index> h_permute(std::size_t which, std::vector<Index> idx) const
+    {
+      std::vector<Index> result;
+      result.reserve(idx.size());
+      for (auto k : m_elements[which].representation)
+        result.push_back(idx[k]);
+      for (std::size_t i = m_numIndices; i < idx.size(); i++)
+        result.push_back(idx[i]);
+      return result;
+    }
+
+    inline GroupElement ge(Generator const& g) const
+    {
+      GroupElement result;
+      result.representation.reserve(m_numIndices);
+      result.flags = g.flags;
+      for (std::size_t k = 0; k < m_numIndices; k++) {
+        if (k == (std::size_t)g.one)
+          result.representation.push_back(g.two);
+        else if (k == (std::size_t)g.two)
+          result.representation.push_back(g.one);
+        else
+          result.representation.push_back(int(k));
+      }
+      return result;
+    }
+
+    GroupElement mul(GroupElement, GroupElement) const;
+    inline GroupElement mul(Generator g1, GroupElement g2) const
+    {
+      return mul(ge(g1), g2);
+    }
+
+    inline GroupElement mul(GroupElement g1, Generator g2) const
+    {
+      return mul(g1, ge(g2));
+    }
+
+    inline GroupElement mul(Generator g1, Generator g2) const
+    {
+      return mul(ge(g1), ge(g2));
+    }
+
+    inline int findElement(GroupElement e) const
+    {
+      for (auto ee : m_elements) {
+        if (ee.representation == e.representation)
+          return ee.flags ^ e.flags;
+      }
+      return -1;
+    }
+
+    void updateGlobalFlags(int flagDiffOfSameGenerator);
+};
+
+// dynamic symmetry group that auto-adds the template parameters in the constructor
+template<typename... Gen>
+class DynamicSGroupFromTemplateArgs : public DynamicSGroup
+{
+  public:
+    inline DynamicSGroupFromTemplateArgs() : DynamicSGroup()
+    {
+      add_all(internal::type_list<Gen...>());
+    }
+    inline DynamicSGroupFromTemplateArgs(DynamicSGroupFromTemplateArgs const& other) : DynamicSGroup(other) { }
+    inline DynamicSGroupFromTemplateArgs(DynamicSGroupFromTemplateArgs&& other) : DynamicSGroup(other) { }
+    inline DynamicSGroupFromTemplateArgs<Gen...>& operator=(const DynamicSGroupFromTemplateArgs<Gen...>& o) { DynamicSGroup::operator=(o); return *this; }
+    inline DynamicSGroupFromTemplateArgs<Gen...>& operator=(DynamicSGroupFromTemplateArgs<Gen...>&& o) { DynamicSGroup::operator=(o); return *this; }
+  
+  private:
+    template<typename Gen1, typename... GenNext>
+    inline void add_all(internal::type_list<Gen1, GenNext...>)
+    {
+      add(Gen1());
+      add_all(internal::type_list<GenNext...>());
+    }
+
+    inline void add_all(internal::type_list<>)
+    {
+    }
+};
+
+inline DynamicSGroup::GroupElement DynamicSGroup::mul(GroupElement g1, GroupElement g2) const
+{
+  eigen_internal_assert(g1.representation.size() == m_numIndices);
+  eigen_internal_assert(g2.representation.size() == m_numIndices);
+
+  GroupElement result;
+  result.representation.reserve(m_numIndices);
+  for (std::size_t i = 0; i < m_numIndices; i++) {
+    int v = g2.representation[g1.representation[i]];
+    eigen_assert(v >= 0);
+    result.representation.push_back(v);
+  }
+  result.flags = g1.flags ^ g2.flags;
+  return result;
+}
+
+inline void DynamicSGroup::add(int one, int two, int flags)
+{
+  eigen_assert(one >= 0);
+  eigen_assert(two >= 0);
+  eigen_assert(one != two);
+
+  if ((std::size_t)one >= m_numIndices || (std::size_t)two >= m_numIndices) {
+    std::size_t newNumIndices = (one > two) ? one : two + 1;
+    for (auto& gelem : m_elements) {
+      gelem.representation.reserve(newNumIndices);
+      for (std::size_t i = m_numIndices; i < newNumIndices; i++)
+        gelem.representation.push_back(i);
+    }
+    m_numIndices = newNumIndices;
+  }
+
+  Generator g{one, two, flags};
+  GroupElement e = ge(g);
+
+  /* special case for first generator */
+  if (m_elements.size() == 1) {
+    while (!e.isId()) {
+      m_elements.push_back(e);
+      e = mul(e, g);
+    }
+
+    if (e.flags > 0)
+      updateGlobalFlags(e.flags);
+
+    // only add in case we didn't have identity
+    if (m_elements.size() > 1)
+      m_generators.push_back(g);
+    return;
+  }
+
+  int p = findElement(e);
+  if (p >= 0) {
+    updateGlobalFlags(p);
+    return;
+  }
+
+  std::size_t coset_order = m_elements.size();
+  m_elements.push_back(e);
+  for (std::size_t i = 1; i < coset_order; i++)
+    m_elements.push_back(mul(m_elements[i], e));
+  m_generators.push_back(g);
+
+  std::size_t coset_rep = coset_order;
+  do {
+    for (auto g : m_generators) {
+      e = mul(m_elements[coset_rep], g);
+      p = findElement(e);
+      if (p < 0) {
+        // element not yet in group
+        m_elements.push_back(e);
+        for (std::size_t i = 1; i < coset_order; i++)
+          m_elements.push_back(mul(m_elements[i], e));
+      } else if (p > 0) {
+        updateGlobalFlags(p);
+      }
+    }
+    coset_rep += coset_order;
+  } while (coset_rep < m_elements.size());
+}
+
+inline void DynamicSGroup::updateGlobalFlags(int flagDiffOfSameGenerator)
+{
+    switch (flagDiffOfSameGenerator) {
+      case 0:
+      default:
+        // nothing happened
+        break;
+      case NegationFlag:
+        // every element is it's own negative => whole tensor is zero
+        m_globalFlags |= GlobalZeroFlag;
+        break;
+      case ConjugationFlag:
+        // every element is it's own conjugate => whole tensor is real
+        m_globalFlags |= GlobalRealFlag;
+        break;
+      case (NegationFlag | ConjugationFlag):
+        // every element is it's own negative conjugate => whole tensor is imaginary
+        m_globalFlags |= GlobalImagFlag;
+        break;
+      /* NOTE:
+       *   since GlobalZeroFlag == GlobalRealFlag | GlobalImagFlag, if one generator
+       *   causes the tensor to be real and the next one to be imaginary, this will
+       *   trivially give the correct result
+       */
+    }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSORSYMMETRY_DYNAMICSYMMETRY_H
+
+/*
+ * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle;
+ */
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/StaticSymmetry.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/StaticSymmetry.h
new file mode 100644
index 0000000000..942293bd71
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/StaticSymmetry.h
@@ -0,0 +1,236 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSORSYMMETRY_STATICSYMMETRY_H
+#define EIGEN_CXX11_TENSORSYMMETRY_STATICSYMMETRY_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename list> struct tensor_static_symgroup_permutate;
+
+template<int... nn>
+struct tensor_static_symgroup_permutate<numeric_list<int, nn...>>
+{
+  constexpr static std::size_t N = sizeof...(nn);
+
+  template<typename T>
+  constexpr static inline std::array<T, N> run(const std::array<T, N>& indices)
+  {
+    return {{indices[nn]...}};
+  }
+};
+
+template<typename indices_, int flags_>
+struct tensor_static_symgroup_element
+{
+  typedef indices_ indices;
+  constexpr static int flags = flags_;
+};
+
+template<typename Gen, int N>
+struct tensor_static_symgroup_element_ctor
+{
+  typedef tensor_static_symgroup_element<
+    typename gen_numeric_list_swapped_pair<int, N, Gen::One, Gen::Two>::type,
+    Gen::Flags
+  > type;
+};
+
+template<int N>
+struct tensor_static_symgroup_identity_ctor
+{
+  typedef tensor_static_symgroup_element<
+    typename gen_numeric_list<int, N>::type,
+    0
+  > type;
+};
+
+template<typename iib>
+struct tensor_static_symgroup_multiply_helper
+{
+  template<int... iia>
+  constexpr static inline numeric_list<int, get<iia, iib>::value...> helper(numeric_list<int, iia...>) {
+    return numeric_list<int, get<iia, iib>::value...>();
+  }
+};
+
+template<typename A, typename B>
+struct tensor_static_symgroup_multiply
+{
+  private:
+    typedef typename A::indices iia;
+    typedef typename B::indices iib;
+    constexpr static int ffa = A::flags;
+    constexpr static int ffb = B::flags;
+  
+  public:
+    static_assert(iia::count == iib::count, "Cannot multiply symmetry elements with different number of indices.");
+
+    typedef tensor_static_symgroup_element<
+      decltype(tensor_static_symgroup_multiply_helper<iib>::helper(iia())),
+      ffa ^ ffb
+    > type;
+};
+
+template<typename A, typename B>
+struct tensor_static_symgroup_equality
+{
+    typedef typename A::indices iia;
+    typedef typename B::indices iib;
+    constexpr static int ffa = A::flags;
+    constexpr static int ffb = B::flags;
+    static_assert(iia::count == iib::count, "Cannot compare symmetry elements with different number of indices.");
+
+    constexpr static bool value = is_same<iia, iib>::value;
+
+  private:
+    /* this should be zero if they are identical, or else the tensor
+     * will be forced to be pure real, pure imaginary or even pure zero
+     */
+    constexpr static int flags_cmp_ = ffa ^ ffb;
+
+    /* either they are not equal, then we don't care whether the flags
+     * match, or they are equal, and then we have to check
+     */
+    constexpr static bool is_zero      = value && flags_cmp_ == NegationFlag;
+    constexpr static bool is_real      = value && flags_cmp_ == ConjugationFlag;
+    constexpr static bool is_imag      = value && flags_cmp_ == (NegationFlag | ConjugationFlag);
+
+  public:
+    constexpr static int global_flags = 
+      (is_real ? GlobalRealFlag : 0) |
+      (is_imag ? GlobalImagFlag : 0) |
+      (is_zero ? GlobalZeroFlag : 0);
+};
+
+template<std::size_t NumIndices, typename... Gen>
+struct tensor_static_symgroup
+{
+  typedef StaticSGroup<Gen...> type;
+  constexpr static std::size_t size = type::static_size;
+};
+
+template<typename Index, std::size_t N, int... ii, int... jj>
+constexpr static inline std::array<Index, N> tensor_static_symgroup_index_permute(std::array<Index, N> idx, internal::numeric_list<int, ii...>, internal::numeric_list<int, jj...>)
+{
+  return {{ idx[ii]..., idx[jj]... }};
+}
+
+template<typename Index, int... ii>
+static inline std::vector<Index> tensor_static_symgroup_index_permute(std::vector<Index> idx, internal::numeric_list<int, ii...>)
+{
+  std::vector<Index> result{{ idx[ii]... }};
+  std::size_t target_size = idx.size();
+  for (std::size_t i = result.size(); i < target_size; i++)
+    result.push_back(idx[i]);
+  return result;
+}
+
+template<typename T> struct tensor_static_symgroup_do_apply;
+
+template<typename first, typename... next>
+struct tensor_static_symgroup_do_apply<internal::type_list<first, next...>>
+{
+  template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, std::size_t NumIndices, typename... Args>
+  static inline RV run(const std::array<Index, NumIndices>& idx, RV initial, Args&&... args)
+  {
+    static_assert(NumIndices >= SGNumIndices, "Can only apply symmetry group to objects that have at least the required amount of indices.");
+    typedef typename internal::gen_numeric_list<int, NumIndices - SGNumIndices, SGNumIndices>::type remaining_indices;
+    initial = Op::run(tensor_static_symgroup_index_permute(idx, typename first::indices(), remaining_indices()), first::flags, initial, std::forward<Args>(args)...);
+    return tensor_static_symgroup_do_apply<internal::type_list<next...>>::template run<Op, RV, SGNumIndices>(idx, initial, args...);
+  }
+
+  template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, typename... Args>
+  static inline RV run(const std::vector<Index>& idx, RV initial, Args&&... args)
+  {
+    eigen_assert(idx.size() >= SGNumIndices && "Can only apply symmetry group to objects that have at least the required amount of indices.");
+    initial = Op::run(tensor_static_symgroup_index_permute(idx, typename first::indices()), first::flags, initial, std::forward<Args>(args)...);
+    return tensor_static_symgroup_do_apply<internal::type_list<next...>>::template run<Op, RV, SGNumIndices>(idx, initial, args...);
+  }
+};
+
+template<EIGEN_TPL_PP_SPEC_HACK_DEF(typename, empty)>
+struct tensor_static_symgroup_do_apply<internal::type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>>
+{
+  template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, std::size_t NumIndices, typename... Args>
+  static inline RV run(const std::array<Index, NumIndices>&, RV initial, Args&&...)
+  {
+    // do nothing
+    return initial;
+  }
+
+  template<typename Op, typename RV, std::size_t SGNumIndices, typename Index, typename... Args>
+  static inline RV run(const std::vector<Index>&, RV initial, Args&&...)
+  {
+    // do nothing
+    return initial;
+  }
+};
+
+} // end namespace internal
+
+template<typename... Gen>
+class StaticSGroup
+{
+    constexpr static std::size_t NumIndices = internal::tensor_symmetry_num_indices<Gen...>::value;
+    typedef internal::group_theory::enumerate_group_elements<
+      internal::tensor_static_symgroup_multiply,
+      internal::tensor_static_symgroup_equality,
+      typename internal::tensor_static_symgroup_identity_ctor<NumIndices>::type,
+      internal::type_list<typename internal::tensor_static_symgroup_element_ctor<Gen, NumIndices>::type...>
+    > group_elements;
+    typedef typename group_elements::type ge;
+  public:
+    constexpr inline StaticSGroup() {}
+    constexpr inline StaticSGroup(const StaticSGroup<Gen...>&) {}
+    constexpr inline StaticSGroup(StaticSGroup<Gen...>&&) {}
+
+    template<typename Op, typename RV, typename Index, std::size_t N, typename... Args>
+    static inline RV apply(const std::array<Index, N>& idx, RV initial, Args&&... args)
+    {
+      return internal::tensor_static_symgroup_do_apply<ge>::template run<Op, RV, NumIndices>(idx, initial, args...);
+    }
+
+    template<typename Op, typename RV, typename Index, typename... Args>
+    static inline RV apply(const std::vector<Index>& idx, RV initial, Args&&... args)
+    {
+      eigen_assert(idx.size() == NumIndices);
+      return internal::tensor_static_symgroup_do_apply<ge>::template run<Op, RV, NumIndices>(idx, initial, args...);
+    }
+
+    constexpr static std::size_t static_size = ge::count;
+
+    constexpr static inline std::size_t size() {
+      return ge::count;
+    }
+    constexpr static inline int globalFlags() { return group_elements::global_flags; }
+
+    template<typename Tensor_, typename... IndexTypes>
+    inline internal::tensor_symmetry_value_setter<Tensor_, StaticSGroup<Gen...>> operator()(Tensor_& tensor, typename Tensor_::Index firstIndex, IndexTypes... otherIndices) const
+    {
+      static_assert(sizeof...(otherIndices) + 1 == Tensor_::NumIndices, "Number of indices used to access a tensor coefficient must be equal to the rank of the tensor.");
+      return operator()(tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices>{{firstIndex, otherIndices...}});
+    }
+
+    template<typename Tensor_>
+    inline internal::tensor_symmetry_value_setter<Tensor_, StaticSGroup<Gen...>> operator()(Tensor_& tensor, std::array<typename Tensor_::Index, Tensor_::NumIndices> const& indices) const
+    {
+      return internal::tensor_symmetry_value_setter<Tensor_, StaticSGroup<Gen...>>(tensor, *this, indices);
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSORSYMMETRY_STATICSYMMETRY_H
+
+/*
+ * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle;
+ */
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/Symmetry.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/Symmetry.h
new file mode 100644
index 0000000000..879d6cd77b
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/Symmetry.h
@@ -0,0 +1,338 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSORSYMMETRY_SYMMETRY_H
+#define EIGEN_CXX11_TENSORSYMMETRY_SYMMETRY_H
+
+namespace Eigen {
+
+enum {
+  NegationFlag           = 0x01,
+  ConjugationFlag        = 0x02
+};
+
+enum {
+  GlobalRealFlag         = 0x01,
+  GlobalImagFlag         = 0x02,
+  GlobalZeroFlag         = 0x03
+};
+
+namespace internal {
+
+template<std::size_t NumIndices, typename... Sym>                   struct tensor_symmetry_pre_analysis;
+template<std::size_t NumIndices, typename... Sym>                   struct tensor_static_symgroup;
+template<bool instantiate, std::size_t NumIndices, typename... Sym> struct tensor_static_symgroup_if;
+template<typename Tensor_> struct tensor_symmetry_calculate_flags;
+template<typename Tensor_> struct tensor_symmetry_assign_value;
+template<typename... Sym> struct tensor_symmetry_num_indices;
+
+} // end namespace internal
+
+template<int One_, int Two_>
+struct Symmetry
+{
+  static_assert(One_ != Two_, "Symmetries must cover distinct indices.");
+  constexpr static int One = One_;
+  constexpr static int Two = Two_;
+  constexpr static int Flags = 0;
+};
+
+template<int One_, int Two_>
+struct AntiSymmetry
+{
+  static_assert(One_ != Two_, "Symmetries must cover distinct indices.");
+  constexpr static int One = One_;
+  constexpr static int Two = Two_;
+  constexpr static int Flags = NegationFlag;
+};
+
+template<int One_, int Two_>
+struct Hermiticity
+{
+  static_assert(One_ != Two_, "Symmetries must cover distinct indices.");
+  constexpr static int One = One_;
+  constexpr static int Two = Two_;
+  constexpr static int Flags = ConjugationFlag;
+};
+
+template<int One_, int Two_>
+struct AntiHermiticity
+{
+  static_assert(One_ != Two_, "Symmetries must cover distinct indices.");
+  constexpr static int One = One_;
+  constexpr static int Two = Two_;
+  constexpr static int Flags = ConjugationFlag | NegationFlag;
+};
+
+/** \class DynamicSGroup
+  * \ingroup TensorSymmetry_Module
+  *
+  * \brief Dynamic symmetry group
+  *
+  * The %DynamicSGroup class represents a symmetry group that need not be known at
+  * compile time. It is useful if one wants to support arbitrary run-time defineable
+  * symmetries for tensors, but it is also instantiated if a symmetry group is defined
+  * at compile time that would be either too large for the compiler to reasonably
+  * generate (using templates to calculate this at compile time is very inefficient)
+  * or that the compiler could generate the group but that it wouldn't make sense to
+  * unroll the loop for setting coefficients anymore.
+  */
+class DynamicSGroup;
+
+/** \internal
+  *
+  * \class DynamicSGroupFromTemplateArgs
+  * \ingroup TensorSymmetry_Module
+  *
+  * \brief Dynamic symmetry group, initialized from template arguments
+  *
+  * This class is a child class of DynamicSGroup. It uses the template arguments
+  * specified to initialize itself.
+  */
+template<typename... Gen>
+class DynamicSGroupFromTemplateArgs;
+
+/** \class StaticSGroup
+  * \ingroup TensorSymmetry_Module
+  *
+  * \brief Static symmetry group
+  *
+  * This class represents a symmetry group that is known and resolved completely
+  * at compile time. Ideally, no run-time penalty is incurred compared to the
+  * manual unrolling of the symmetry.
+  *
+  * <b><i>CAUTION:</i></b>
+  *
+  * Do not use this class directly for large symmetry groups. The compiler
+  * may run into a limit, or segfault or in the very least will take a very,
+  * very, very long time to compile the code. Use the SGroup class instead
+  * if you want a static group. That class contains logic that will
+  * automatically select the DynamicSGroup class instead if the symmetry
+  * group becomes too large. (In that case, unrolling may not even be
+  * beneficial.)
+  */
+template<typename... Gen>
+class StaticSGroup;
+
+/** \class SGroup
+  * \ingroup TensorSymmetry_Module
+  *
+  * \brief Symmetry group, initialized from template arguments
+  *
+  * This class represents a symmetry group whose generators are already
+  * known at compile time. It may or may not be resolved at compile time,
+  * depending on the estimated size of the group.
+  *
+  * \sa StaticSGroup
+  * \sa DynamicSGroup
+  */
+template<typename... Gen>
+class SGroup : public internal::tensor_symmetry_pre_analysis<internal::tensor_symmetry_num_indices<Gen...>::value, Gen...>::root_type
+{
+  public:
+    constexpr static std::size_t NumIndices = internal::tensor_symmetry_num_indices<Gen...>::value;
+    typedef typename internal::tensor_symmetry_pre_analysis<NumIndices, Gen...>::root_type Base;
+
+    // make standard constructors + assignment operators public
+    inline SGroup() : Base() { }
+    inline SGroup(const SGroup<Gen...>& other) : Base(other) { }
+    inline SGroup(SGroup<Gen...>&& other) : Base(other) { }
+    inline SGroup<Gen...>& operator=(const SGroup<Gen...>& other) { Base::operator=(other); return *this; }
+    inline SGroup<Gen...>& operator=(SGroup<Gen...>&& other) { Base::operator=(other); return *this; }
+
+    // all else is defined in the base class
+};
+
+namespace internal {
+
+template<typename... Sym> struct tensor_symmetry_num_indices
+{
+  constexpr static std::size_t value = 1;
+};
+
+template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...>
+{
+private:
+  constexpr static std::size_t One = static_cast<std::size_t>(One_);
+  constexpr static std::size_t Two = static_cast<std::size_t>(Two_);
+  constexpr static std::size_t Three = tensor_symmetry_num_indices<Sym...>::value;
+
+  // don't use std::max, since it's not constexpr until C++14...
+  constexpr static std::size_t maxOneTwoPlusOne = ((One > Two) ? One : Two) + 1;
+public:
+  constexpr static std::size_t value = (maxOneTwoPlusOne > Three) ? maxOneTwoPlusOne : Three;
+};
+
+template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<AntiSymmetry<One_, Two_>, Sym...>
+  : public tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> {};
+template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<Hermiticity<One_, Two_>, Sym...>
+  : public tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> {};
+template<int One_, int Two_, typename... Sym> struct tensor_symmetry_num_indices<AntiHermiticity<One_, Two_>, Sym...>
+  : public tensor_symmetry_num_indices<Symmetry<One_, Two_>, Sym...> {};
+
+/** \internal
+  *
+  * \class tensor_symmetry_pre_analysis
+  * \ingroup TensorSymmetry_Module
+  *
+  * \brief Pre-select whether to use a static or dynamic symmetry group
+  *
+  * When a symmetry group could in principle be determined at compile time,
+  * this template implements the logic whether to actually do that or whether
+  * to rather defer that to runtime.
+  *
+  * The logic is as follows:
+  * <dl>
+  * <dt><b>No generators (trivial symmetry):</b></dt>
+  * <dd>Use a trivial static group. Ideally, this has no performance impact
+  *     compared to not using symmetry at all. In practice, this might not
+  *     be the case.</dd>
+  * <dt><b>More than 4 generators:</b></dt>
+  * <dd>Calculate the group at run time, it is likely far too large for the
+  *     compiler to be able to properly generate it in a realistic time.</dd>
+  * <dt><b>Up to and including 4 generators:</b></dt>
+  * <dd>Actually enumerate all group elements, but then check how many there
+  *     are. If there are more than 16, it is unlikely that unrolling the
+  *     loop (as is done in the static compile-time case) is sensible, so
+  *     use a dynamic group instead. If there are at most 16 elements, actually
+  *     use that static group. Note that the largest group with 4 generators
+  *     still compiles with reasonable resources.</dd>
+  * </dl>
+  *
+  * Note: Example compile time performance with g++-4.6 on an Intenl Core i5-3470
+  *       with 16 GiB RAM (all generators non-redundant and the subgroups don't
+  *       factorize):
+  *
+  *          # Generators          -O0 -ggdb               -O2
+  *          -------------------------------------------------------------------
+  *          1                 0.5 s  /   250 MiB     0.45s /   230 MiB
+  *          2                 0.5 s  /   260 MiB     0.5 s /   250 MiB
+  *          3                 0.65s  /   310 MiB     0.62s /   310 MiB
+  *          4                 2.2 s  /   860 MiB     1.7 s /   770 MiB
+  *          5               130   s  / 13000 MiB   120   s / 11000 MiB
+  *
+  * It is clear that everything is still very efficient up to 4 generators, then
+  * the memory and CPU requirements become unreasonable. Thus we only instantiate
+  * the template group theory logic if the number of generators supplied is 4 or
+  * lower, otherwise this will be forced to be done during runtime, where the
+  * algorithm is reasonably fast.
+  */
+template<std::size_t NumIndices>
+struct tensor_symmetry_pre_analysis<NumIndices>
+{
+  typedef StaticSGroup<> root_type;
+};
+
+template<std::size_t NumIndices, typename Gen_, typename... Gens_>
+struct tensor_symmetry_pre_analysis<NumIndices, Gen_, Gens_...>
+{
+  constexpr static std::size_t max_static_generators = 4;
+  constexpr static std::size_t max_static_elements = 16;
+  typedef tensor_static_symgroup_if<(sizeof...(Gens_) + 1 <= max_static_generators), NumIndices, Gen_, Gens_...> helper;
+  constexpr static std::size_t possible_size = helper::size;
+
+  typedef typename conditional<
+    possible_size == 0 || possible_size >= max_static_elements,
+    DynamicSGroupFromTemplateArgs<Gen_, Gens_...>,
+    typename helper::type
+  >::type root_type;
+};
+
+template<bool instantiate, std::size_t NumIndices, typename... Gens>
+struct tensor_static_symgroup_if
+{
+  constexpr static std::size_t size = 0;
+  typedef void type;
+};
+
+template<std::size_t NumIndices, typename... Gens>
+struct tensor_static_symgroup_if<true, NumIndices, Gens...> : tensor_static_symgroup<NumIndices, Gens...> {};
+
+template<typename Tensor_>
+struct tensor_symmetry_assign_value
+{
+  typedef typename Tensor_::Index Index;
+  typedef typename Tensor_::Scalar Scalar;
+  constexpr static std::size_t NumIndices = Tensor_::NumIndices;
+
+  static inline int run(const std::array<Index, NumIndices>& transformed_indices, int transformation_flags, int dummy, Tensor_& tensor, const Scalar& value_)
+  {
+    Scalar value(value_);
+    if (transformation_flags & ConjugationFlag)
+      value = numext::conj(value);
+    if (transformation_flags & NegationFlag)
+      value = -value;
+    tensor.coeffRef(transformed_indices) = value;
+    return dummy;
+  }
+};
+
+template<typename Tensor_>
+struct tensor_symmetry_calculate_flags
+{
+  typedef typename Tensor_::Index Index;
+  constexpr static std::size_t NumIndices = Tensor_::NumIndices;
+
+  static inline int run(const std::array<Index, NumIndices>& transformed_indices, int transform_flags, int current_flags, const std::array<Index, NumIndices>& orig_indices)
+  {
+    if (transformed_indices == orig_indices) {
+      if (transform_flags & (ConjugationFlag | NegationFlag))
+        return current_flags | GlobalImagFlag; // anti-hermitian diagonal
+      else if (transform_flags & ConjugationFlag)
+        return current_flags | GlobalRealFlag; // hermitian diagonal
+      else if (transform_flags & NegationFlag)
+        return current_flags | GlobalZeroFlag; // anti-symmetric diagonal
+    }
+    return current_flags;
+  }
+};
+
+template<typename Tensor_, typename Symmetry_, int Flags = 0>
+class tensor_symmetry_value_setter
+{
+  public:
+    typedef typename Tensor_::Index Index;
+    typedef typename Tensor_::Scalar Scalar;
+    constexpr static std::size_t NumIndices = Tensor_::NumIndices;
+
+    inline tensor_symmetry_value_setter(Tensor_& tensor, Symmetry_ const& symmetry, std::array<Index, NumIndices> const& indices)
+      : m_tensor(tensor), m_symmetry(symmetry), m_indices(indices) { }
+
+    inline tensor_symmetry_value_setter<Tensor_, Symmetry_, Flags>& operator=(Scalar const& value)
+    {
+      doAssign(value);
+      return *this;
+    }
+  private:
+    Tensor_& m_tensor;
+    Symmetry_ m_symmetry;
+    std::array<Index, NumIndices> m_indices;
+
+    inline void doAssign(Scalar const& value)
+    {
+      #ifdef EIGEN_TENSOR_SYMMETRY_CHECK_VALUES
+        int value_flags = m_symmetry.template apply<internal::tensor_symmetry_calculate_flags<Tensor_>, int>(m_indices, m_symmetry.globalFlags(), m_indices);
+        if (value_flags & GlobalRealFlag)
+          eigen_assert(numext::imag(value) == 0);
+        if (value_flags & GlobalImagFlag)
+          eigen_assert(numext::real(value) == 0);
+      #endif
+      m_symmetry.template apply<internal::tensor_symmetry_assign_value<Tensor_>, int>(m_indices, 0, m_tensor, value);
+    }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSORSYMMETRY_SYMMETRY_H
+
+/*
+ * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle;
+ */
diff --git a/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/util/TemplateGroupTheory.h b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/util/TemplateGroupTheory.h
new file mode 100644
index 0000000000..0fe0b7c46d
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/CXX11/src/TensorSymmetry/util/TemplateGroupTheory.h
@@ -0,0 +1,666 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2013 Christian Seiler <christian@iwakd.de>
+//
+// 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_CXX11_TENSORSYMMETRY_TEMPLATEGROUPTHEORY_H
+#define EIGEN_CXX11_TENSORSYMMETRY_TEMPLATEGROUPTHEORY_H
+
+namespace Eigen {
+
+namespace internal {
+
+namespace group_theory {
+
+/** \internal
+  * \file CXX11/Tensor/util/TemplateGroupTheory.h
+  * This file contains C++ templates that implement group theory algorithms.
+  *
+  * The algorithms allow for a compile-time analysis of finite groups.
+  *
+  * Currently only Dimino's algorithm is implemented, which returns a list
+  * of all elements in a group given a set of (possibly redundant) generators.
+  * (One could also do that with the so-called orbital algorithm, but that
+  * is much more expensive and usually has no advantages.)
+  */
+
+/**********************************************************************
+ *                "Ok kid, here is where it gets complicated."
+ *                         - Amelia Pond in the "Doctor Who" episode
+ *                           "The Big Bang"
+ *
+ * Dimino's algorithm
+ * ==================
+ *
+ * The following is Dimino's algorithm in sequential form:
+ *
+ * Input: identity element, list of generators, equality check,
+ *        multiplication operation
+ * Output: list of group elements
+ *
+ * 1. add identity element
+ * 2. remove identities from list of generators
+ * 3. add all powers of first generator that aren't the
+ *    identity element
+ * 4. go through all remaining generators:
+ *        a. if generator is already in the list of elements
+ *                -> do nothing
+ *        b. otherwise
+ *                i.   remember current # of elements
+ *                     (i.e. the size of the current subgroup)
+ *                ii.  add all current elements (which includes
+ *                     the identity) each multiplied from right
+ *                     with the current generator to the group
+ *                iii. add all remaining cosets that are generated
+ *                     by products of the new generator with itself
+ *                     and all other generators seen so far
+ *
+ * In functional form, this is implemented as a long set of recursive
+ * templates that have a complicated relationship.
+ *
+ * The main interface for Dimino's algorithm is the template
+ * enumerate_group_elements. All lists are implemented as variadic
+ * type_list<typename...> and numeric_list<typename = int, int...>
+ * templates.
+ *
+ * 'Calling' templates is usually done via typedefs.
+ *
+ * This algorithm is an extended version of the basic version. The
+ * extension consists in the fact that each group element has a set
+ * of flags associated with it. Multiplication of two group elements
+ * with each other results in a group element whose flags are the
+ * XOR of the flags of the previous elements. Each time the algorithm
+ * notices that a group element it just calculated is already in the
+ * list of current elements, the flags of both will be compared and
+ * added to the so-called 'global flags' of the group.
+ *
+ * The rationale behind this extension is that this allows not only
+ * for the description of symmetries between tensor indices, but
+ * also allows for the description of hermiticity, antisymmetry and
+ * antihermiticity. Negation and conjugation each are specific bit
+ * in the flags value and if two different ways to reach a group
+ * element lead to two different flags, this poses a constraint on
+ * the allowed values of the resulting tensor. For example, if a
+ * group element is reach both with and without the conjugation
+ * flags, it is clear that the resulting tensor has to be real.
+ *
+ * Note that this flag mechanism is quite generic and may have other
+ * uses beyond tensor properties.
+ *
+ * IMPORTANT: 
+ *     This algorithm assumes the group to be finite. If you try to
+ *     run it with a group that's infinite, the algorithm will only
+ *     terminate once you hit a compiler limit (max template depth).
+ *     Also note that trying to use this implementation to create a
+ *     very large group will probably either make you hit the same
+ *     limit, cause the compiler to segfault or at the very least
+ *     take a *really* long time (hours, days, weeks - sic!) to
+ *     compile. It is not recommended to plug in more than 4
+ *     generators, unless they are independent of each other.
+ */
+
+/** \internal
+  *
+  * \class strip_identities
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Cleanse a list of group elements of the identity element
+  *
+  * This template is used to make a first pass through all initial
+  * generators of Dimino's algorithm and remove the identity
+  * elements.
+  *
+  * \sa enumerate_group_elements
+  */
+template<template<typename, typename> class Equality, typename id, typename L> struct strip_identities;
+
+template<
+  template<typename, typename> class Equality,
+  typename id,
+  typename t,
+  typename... ts
+>
+struct strip_identities<Equality, id, type_list<t, ts...>>
+{
+  typedef typename conditional<
+    Equality<id, t>::value,
+    typename strip_identities<Equality, id, type_list<ts...>>::type,
+    typename concat<type_list<t>, typename strip_identities<Equality, id, type_list<ts...>>::type>::type
+  >::type type;
+  constexpr static int global_flags = Equality<id, t>::global_flags | strip_identities<Equality, id, type_list<ts...>>::global_flags;
+};
+
+template<
+  template<typename, typename> class Equality,
+  typename id
+  EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, ts)
+>
+struct strip_identities<Equality, id, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(ts)>>
+{
+  typedef type_list<> type;
+  constexpr static int global_flags = 0;
+};
+
+/** \internal
+  *
+  * \class dimino_first_step_elements_helper 
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Recursive template that adds powers of the first generator to the list of group elements
+  *
+  * This template calls itself recursively to add powers of the first
+  * generator to the list of group elements. It stops if it reaches
+  * the identity element again.
+  *
+  * \sa enumerate_group_elements, dimino_first_step_elements
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename g,
+  typename current_element,
+  typename elements,
+  bool dont_add_current_element   // = false
+>
+struct dimino_first_step_elements_helper :
+  public dimino_first_step_elements_helper<
+    Multiply,
+    Equality,
+    id,
+    g,
+    typename Multiply<current_element, g>::type,
+    typename concat<elements, type_list<current_element>>::type,
+    Equality<typename Multiply<current_element, g>::type, id>::value
+  > {};
+
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename g,
+  typename current_element,
+  typename elements
+>
+struct dimino_first_step_elements_helper<Multiply, Equality, id, g, current_element, elements, true>
+{
+  typedef elements type;
+  constexpr static int global_flags = Equality<current_element, id>::global_flags;
+};
+
+/** \internal
+  *
+  * \class dimino_first_step_elements
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Add all powers of the first generator to the list of group elements
+  *
+  * This template takes the first non-identity generator and generates the initial
+  * list of elements which consists of all powers of that generator. For a group
+  * with just one generated, it would be enumerated after this.
+  *
+  * \sa enumerate_group_elements
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename generators
+>
+struct dimino_first_step_elements
+{
+  typedef typename get<0, generators>::type first_generator;
+  typedef typename skip<1, generators>::type next_generators;
+  typedef type_list<first_generator> generators_done;
+
+  typedef dimino_first_step_elements_helper<
+    Multiply,
+    Equality,
+    id,
+    first_generator,
+    first_generator,
+    type_list<id>,
+    false
+  > helper;
+  typedef typename helper::type type;
+  constexpr static int global_flags = helper::global_flags;
+};
+
+/** \internal
+  *
+  * \class dimino_get_coset_elements
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Generate all elements of a specific coset
+  *
+  * This template generates all the elements of a specific coset by
+  * multiplying all elements in the given subgroup with the new
+  * coset representative. Note that the first element of the
+  * subgroup is always the identity element, so the first element of
+  * ther result of this template is going to be the coset
+  * representative itself.
+  *
+  * Note that this template accepts an additional boolean parameter
+  * that specifies whether to actually generate the coset (true) or
+  * just return an empty list (false).
+  *
+  * \sa enumerate_group_elements, dimino_add_cosets_for_rep
+  */
+template<
+  template<typename, typename> class Multiply,
+  typename sub_group_elements,
+  typename new_coset_rep,
+  bool generate_coset      // = true
+>
+struct dimino_get_coset_elements
+{
+  typedef typename apply_op_from_right<Multiply, new_coset_rep, sub_group_elements>::type type;
+};
+
+template<
+  template<typename, typename> class Multiply,
+  typename sub_group_elements,
+  typename new_coset_rep
+>
+struct dimino_get_coset_elements<Multiply, sub_group_elements, new_coset_rep, false>
+{
+  typedef type_list<> type;
+};
+
+/** \internal
+  *
+  * \class dimino_add_cosets_for_rep
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Recursive template for adding coset spaces
+  *
+  * This template multiplies the coset representative with a generator
+  * from the list of previous generators. If the new element is not in
+  * the group already, it adds the corresponding coset. Finally it
+  * proceeds to call itself with the next generator from the list.
+  *
+  * \sa enumerate_group_elements, dimino_add_all_coset_spaces
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename sub_group_elements,
+  typename elements,
+  typename generators,
+  typename rep_element,
+  int sub_group_size
+>
+struct dimino_add_cosets_for_rep;
+
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename sub_group_elements,
+  typename elements,
+  typename g,
+  typename... gs,
+  typename rep_element,
+  int sub_group_size
+>
+struct dimino_add_cosets_for_rep<Multiply, Equality, id, sub_group_elements, elements, type_list<g, gs...>, rep_element, sub_group_size>
+{
+  typedef typename Multiply<rep_element, g>::type new_coset_rep;
+  typedef contained_in_list_gf<Equality, new_coset_rep, elements> _cil;
+  constexpr static bool add_coset = !_cil::value;
+
+  typedef typename dimino_get_coset_elements<
+    Multiply,
+    sub_group_elements,
+    new_coset_rep,
+    add_coset
+  >::type coset_elements;
+
+  typedef dimino_add_cosets_for_rep<
+    Multiply,
+    Equality,
+    id,
+    sub_group_elements,
+    typename concat<elements, coset_elements>::type,
+    type_list<gs...>,
+    rep_element,
+    sub_group_size
+  > _helper;
+
+  typedef typename _helper::type type;
+  constexpr static int global_flags = _cil::global_flags | _helper::global_flags;
+
+  /* Note that we don't have to update global flags here, since
+   * we will only add these elements if they are not part of
+   * the group already. But that only happens if the coset rep
+   * is not already in the group, so the check for the coset rep
+   * will catch this.
+   */
+};
+
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename sub_group_elements,
+  typename elements
+  EIGEN_TPL_PP_SPEC_HACK_DEFC(typename, empty),
+  typename rep_element,
+  int sub_group_size
+>
+struct dimino_add_cosets_for_rep<Multiply, Equality, id, sub_group_elements, elements, type_list<EIGEN_TPL_PP_SPEC_HACK_USE(empty)>, rep_element, sub_group_size>
+{
+  typedef elements type;
+  constexpr static int global_flags = 0;
+};
+
+/** \internal
+  *
+  * \class dimino_add_all_coset_spaces
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Recursive template for adding all coset spaces for a new generator
+  *
+  * This template tries to go through the list of generators (with
+  * the help of the dimino_add_cosets_for_rep template) as long as
+  * it still finds elements that are not part of the group and add
+  * the corresponding cosets.
+  *
+  * \sa enumerate_group_elements, dimino_add_cosets_for_rep
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename sub_group_elements,
+  typename elements,
+  typename generators,
+  int sub_group_size,
+  int rep_pos,
+  bool stop_condition        // = false
+>
+struct dimino_add_all_coset_spaces
+{
+  typedef typename get<rep_pos, elements>::type rep_element;
+  typedef dimino_add_cosets_for_rep<
+    Multiply,
+    Equality,
+    id,
+    sub_group_elements,
+    elements,
+    generators,
+    rep_element,
+    sub_group_elements::count
+  > _ac4r;
+  typedef typename _ac4r::type new_elements;
+  
+  constexpr static int new_rep_pos = rep_pos + sub_group_elements::count;
+  constexpr static bool new_stop_condition = new_rep_pos >= new_elements::count;
+
+  typedef dimino_add_all_coset_spaces<
+    Multiply,
+    Equality,
+    id,
+    sub_group_elements,
+    new_elements,
+    generators,
+    sub_group_size,
+    new_rep_pos,
+    new_stop_condition
+  > _helper;
+
+  typedef typename _helper::type type;
+  constexpr static int global_flags = _helper::global_flags | _ac4r::global_flags;
+};
+
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename sub_group_elements,
+  typename elements,
+  typename generators,
+  int sub_group_size,
+  int rep_pos
+>
+struct dimino_add_all_coset_spaces<Multiply, Equality, id, sub_group_elements, elements, generators, sub_group_size, rep_pos, true>
+{
+  typedef elements type;
+  constexpr static int global_flags = 0;
+};
+
+/** \internal
+  *
+  * \class dimino_add_generator
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Enlarge the group by adding a new generator.
+  *
+  * It accepts a boolean parameter that determines if the generator is redundant,
+  * i.e. was already seen in the group. In that case, it reduces to a no-op.
+  *
+  * \sa enumerate_group_elements, dimino_add_all_coset_spaces
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename elements,
+  typename generators_done,
+  typename current_generator,
+  bool redundant          // = false
+>
+struct dimino_add_generator
+{
+  /* this template is only called if the generator is not redundant
+   * => all elements of the group multiplied with the new generator
+   *    are going to be new elements of the most trivial coset space
+   */
+  typedef typename apply_op_from_right<Multiply, current_generator, elements>::type multiplied_elements;
+  typedef typename concat<elements, multiplied_elements>::type new_elements;
+
+  constexpr static int rep_pos = elements::count;
+
+  typedef dimino_add_all_coset_spaces<
+    Multiply,
+    Equality,
+    id,
+    elements, // elements of previous subgroup
+    new_elements,
+    typename concat<generators_done, type_list<current_generator>>::type,
+    elements::count, // size of previous subgroup
+    rep_pos,
+    false // don't stop (because rep_pos >= new_elements::count is always false at this point)
+  > _helper;
+  typedef typename _helper::type type;
+  constexpr static int global_flags = _helper::global_flags;
+};
+
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename elements,
+  typename generators_done,
+  typename current_generator
+>
+struct dimino_add_generator<Multiply, Equality, id, elements, generators_done, current_generator, true>
+{
+  // redundant case
+  typedef elements type;
+  constexpr static int global_flags = 0;
+};
+
+/** \internal
+  *
+  * \class dimino_add_remaining_generators
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Recursive template that adds all remaining generators to a group
+  *
+  * Loop through the list of generators that remain and successively
+  * add them to the group.
+  *
+  * \sa enumerate_group_elements, dimino_add_generator
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename generators_done,
+  typename remaining_generators,
+  typename elements
+>
+struct dimino_add_remaining_generators
+{
+  typedef typename get<0, remaining_generators>::type first_generator;
+  typedef typename skip<1, remaining_generators>::type next_generators;
+
+  typedef contained_in_list_gf<Equality, first_generator, elements> _cil;
+
+  typedef dimino_add_generator<
+    Multiply,
+    Equality,
+    id,
+    elements,
+    generators_done,
+    first_generator,
+    _cil::value
+  > _helper;
+
+  typedef typename _helper::type new_elements;
+
+  typedef dimino_add_remaining_generators<
+    Multiply,
+    Equality,
+    id,
+    typename concat<generators_done, type_list<first_generator>>::type,
+    next_generators,
+    new_elements
+  > _next_iter;
+
+  typedef typename _next_iter::type type;
+  constexpr static int global_flags =
+    _cil::global_flags |
+    _helper::global_flags |
+    _next_iter::global_flags;
+};
+
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename generators_done,
+  typename elements
+>
+struct dimino_add_remaining_generators<Multiply, Equality, id, generators_done, type_list<>, elements>
+{
+  typedef elements type;
+  constexpr static int global_flags = 0;
+};
+
+/** \internal
+  *
+  * \class enumerate_group_elements_noid
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Helper template that implements group element enumeration
+  *
+  * This is a helper template that implements the actual enumeration
+  * of group elements. This has been split so that the list of
+  * generators can be cleansed of the identity element before
+  * performing the actual operation.
+  *
+  * \sa enumerate_group_elements
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename generators,
+  int initial_global_flags = 0
+>
+struct enumerate_group_elements_noid
+{
+  typedef dimino_first_step_elements<Multiply, Equality, id, generators> first_step;
+  typedef typename first_step::type first_step_elements;
+
+  typedef dimino_add_remaining_generators<
+    Multiply,
+    Equality,
+    id,
+    typename first_step::generators_done,
+    typename first_step::next_generators, // remaining_generators
+    typename first_step::type // first_step elements
+  > _helper;
+
+  typedef typename _helper::type type;
+  constexpr static int global_flags =
+    initial_global_flags |
+    first_step::global_flags |
+    _helper::global_flags;
+};
+
+// in case when no generators are specified
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  int initial_global_flags
+>
+struct enumerate_group_elements_noid<Multiply, Equality, id, type_list<>, initial_global_flags>
+{
+  typedef type_list<id> type;
+  constexpr static int global_flags = initial_global_flags;
+};
+
+/** \internal
+  *
+  * \class enumerate_group_elements
+  * \ingroup CXX11_TensorSymmetry_Module
+  *
+  * \brief Enumerate all elements in a finite group
+  *
+  * This template enumerates all elements in a finite group. It accepts
+  * the following template parameters:
+  *
+  * \tparam Multiply      The multiplication operation that multiplies two group elements
+  *                       with each other.
+  * \tparam Equality      The equality check operation that checks if two group elements
+  *                       are equal to another.
+  * \tparam id            The identity element
+  * \tparam _generators   A list of (possibly redundant) generators of the group
+  */
+template<
+  template<typename, typename> class Multiply,
+  template<typename, typename> class Equality,
+  typename id,
+  typename _generators
+>
+struct enumerate_group_elements
+  : public enumerate_group_elements_noid<
+      Multiply,
+      Equality,
+      id,
+      typename strip_identities<Equality, id, _generators>::type,
+      strip_identities<Equality, id, _generators>::global_flags
+    >
+{
+};
+
+} // end namespace group_theory
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CXX11_TENSORSYMMETRY_TEMPLATEGROUPTHEORY_H
+
+/*
+ * kate: space-indent on; indent-width 2; mixedindent off; indent-mode cstyle;
+ */
diff --git a/third_party/eigen3/unsupported/Eigen/FFT b/third_party/eigen3/unsupported/Eigen/FFT
new file mode 100644
index 0000000000..2c45b3999e
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/FFT
@@ -0,0 +1,418 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// 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_FFT_H
+#define EIGEN_FFT_H
+
+#include <complex>
+#include <vector>
+#include <map>
+#include <Eigen/Core>
+
+
+/**
+  * \defgroup FFT_Module Fast Fourier Transform module
+  *
+  * \code
+  * #include <unsupported/Eigen/FFT>
+  * \endcode
+  *
+  * This module provides Fast Fourier transformation, with a configurable backend
+  * implementation.
+  *
+  * The default implementation is based on kissfft. It is a small, free, and
+  * reasonably efficient default.
+  *
+  * There are currently two implementation backend:
+  *
+  * - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size.
+  * - MKL (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form.
+  *
+  * \section FFTDesign Design
+  *
+  * The following design decisions were made concerning scaling and
+  * half-spectrum for real FFT.
+  *
+  * The intent is to facilitate generic programming and ease migrating code
+  * from  Matlab/octave.
+  * We think the default behavior of Eigen/FFT should favor correctness and
+  * generality over speed. Of course, the caller should be able to "opt-out" from this
+  * behavior and get the speed increase if they want it.
+  *
+  * 1) %Scaling:
+  * Other libraries (FFTW,IMKL,KISSFFT)  do not perform scaling, so there
+  * is a constant gain incurred after the forward&inverse transforms , so 
+  * IFFT(FFT(x)) = Kx;  this is done to avoid a vector-by-value multiply.  
+  * The downside is that algorithms that worked correctly in Matlab/octave 
+  * don't behave the same way once implemented in C++.
+  *
+  * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x. 
+  *
+  * 2) Real FFT half-spectrum
+  * Other libraries use only half the frequency spectrum (plus one extra 
+  * sample for the Nyquist bin) for a real FFT, the other half is the 
+  * conjugate-symmetric of the first half.  This saves them a copy and some 
+  * memory.  The downside is the caller needs to have special logic for the 
+  * number of bins in complex vs real.
+  *
+  * How Eigen/FFT differs: The full spectrum is returned from the forward 
+  * transform.  This facilitates generic template programming by obviating 
+  * separate specializations for real vs complex.  On the inverse
+  * transform, only half the spectrum is actually used if the output type is real.
+  */
+ 
+
+#ifdef EIGEN_FFTW_DEFAULT
+// FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size
+#  include <fftw3.h>
+#  include "src/FFT/ei_fftw_impl.h"
+   namespace Eigen {
+     //template <typename T> typedef struct internal::fftw_impl  default_fft_impl; this does not work
+     template <typename T> struct default_fft_impl : public internal::fftw_impl<T> {};
+   }
+#elif defined EIGEN_MKL_DEFAULT
+// TODO 
+// intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form
+#  include "src/FFT/ei_imklfft_impl.h"
+   namespace Eigen {
+     template <typename T> struct default_fft_impl : public internal::imklfft_impl {};
+   }
+#else
+// internal::kissfft_impl:  small, free, reasonably efficient default, derived from kissfft
+//
+# include "src/FFT/ei_kissfft_impl.h"
+  namespace Eigen {
+     template <typename T> 
+       struct default_fft_impl : public internal::kissfft_impl<T> {};
+  }
+#endif
+
+namespace Eigen {
+
+ 
+// 
+template<typename T_SrcMat,typename T_FftIfc> struct fft_fwd_proxy;
+template<typename T_SrcMat,typename T_FftIfc> struct fft_inv_proxy;
+
+namespace internal {
+template<typename T_SrcMat,typename T_FftIfc>
+struct traits< fft_fwd_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef typename T_SrcMat::PlainObject ReturnType;
+};
+template<typename T_SrcMat,typename T_FftIfc>
+struct traits< fft_inv_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef typename T_SrcMat::PlainObject ReturnType;
+};
+}
+
+template<typename T_SrcMat,typename T_FftIfc> 
+struct fft_fwd_proxy
+ : public ReturnByValue<fft_fwd_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef DenseIndex Index;
+
+  fft_fwd_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
+
+  template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
+
+  Index rows() const { return m_src.rows(); }
+  Index cols() const { return m_src.cols(); }
+protected:
+  const T_SrcMat & m_src;
+  T_FftIfc & m_ifc;
+  Index m_nfft;
+private:
+  fft_fwd_proxy& operator=(const fft_fwd_proxy&);
+};
+
+template<typename T_SrcMat,typename T_FftIfc> 
+struct fft_inv_proxy
+ : public ReturnByValue<fft_inv_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef DenseIndex Index;
+
+  fft_inv_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
+
+  template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
+
+  Index rows() const { return m_src.rows(); }
+  Index cols() const { return m_src.cols(); }
+protected:
+  const T_SrcMat & m_src;
+  T_FftIfc & m_ifc;
+  Index m_nfft;
+private:
+  fft_inv_proxy& operator=(const fft_inv_proxy&);
+};
+
+
+template <typename T_Scalar,
+         typename T_Impl=default_fft_impl<T_Scalar> >
+class FFT
+{
+  public:
+    typedef T_Impl impl_type;
+    typedef DenseIndex Index;
+    typedef typename impl_type::Scalar Scalar;
+    typedef typename impl_type::Complex Complex;
+
+    enum Flag {
+      Default=0, // goof proof
+      Unscaled=1,
+      HalfSpectrum=2,
+      // SomeOtherSpeedOptimization=4
+      Speedy=32767
+    };
+
+    FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { }
+
+    inline
+    bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;}
+
+    inline
+    void SetFlag(Flag f) { m_flag |= (int)f;}
+
+    inline
+    void ClearFlag(Flag f) { m_flag &= (~(int)f);}
+
+    inline
+    void fwd( Complex * dst, const Scalar * src, Index nfft)
+    {
+        m_impl.fwd(dst,src,static_cast<int>(nfft));
+        if ( HasFlag(HalfSpectrum) == false)
+          ReflectSpectrum(dst,nfft);
+    }
+
+    inline
+    void fwd( Complex * dst, const Complex * src, Index nfft)
+    {
+        m_impl.fwd(dst,src,static_cast<int>(nfft));
+    }
+
+    /*
+    inline 
+    void fwd2(Complex * dst, const Complex * src, int n0,int n1)
+    {
+      m_impl.fwd2(dst,src,n0,n1);
+    }
+    */
+
+    template <typename _Input>
+    inline
+    void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src) 
+    {
+      if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) )
+        dst.resize( (src.size()>>1)+1); // half the bins + Nyquist bin
+      else
+        dst.resize(src.size());
+      fwd(&dst[0],&src[0],src.size());
+    }
+
+    template<typename InputDerived, typename ComplexDerived>
+    inline
+    void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src, Index nfft=-1)
+    {
+      typedef typename ComplexDerived::Scalar dst_type;
+      typedef typename InputDerived::Scalar src_type;
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived)
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
+      EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time
+      EIGEN_STATIC_ASSERT((internal::is_same<dst_type, Complex>::value),
+            YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+      EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
+            THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
+
+      if (nfft<1)
+        nfft = src.size();
+
+      if ( NumTraits< src_type >::IsComplex == 0 && HasFlag(HalfSpectrum) )
+        dst.derived().resize( (nfft>>1)+1);
+      else
+        dst.derived().resize(nfft);
+
+      if ( src.innerStride() != 1 || src.size() < nfft ) {
+        Matrix<src_type,1,Dynamic> tmp;
+        if (src.size()<nfft) {
+          tmp.setZero(nfft);
+          tmp.block(0,0,src.size(),1 ) = src;
+        }else{
+          tmp = src;
+        }
+        fwd( &dst[0],&tmp[0],nfft );
+      }else{
+        fwd( &dst[0],&src[0],nfft );
+      }
+    }
+ 
+    template<typename InputDerived>
+    inline
+    fft_fwd_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
+    fwd( const MatrixBase<InputDerived> & src, Index nfft=-1)
+    {
+      return fft_fwd_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
+    }
+
+    template<typename InputDerived>
+    inline
+    fft_inv_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
+    inv( const MatrixBase<InputDerived> & src, Index nfft=-1)
+    {
+      return  fft_inv_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
+    }
+
+    inline
+    void inv( Complex * dst, const Complex * src, Index nfft)
+    {
+      m_impl.inv( dst,src,static_cast<int>(nfft) );
+      if ( HasFlag( Unscaled ) == false)
+        scale(dst,Scalar(1./nfft),nfft); // scale the time series
+    }
+
+    inline
+    void inv( Scalar * dst, const Complex * src, Index nfft)
+    {
+      m_impl.inv( dst,src,static_cast<int>(nfft) );
+      if ( HasFlag( Unscaled ) == false)
+        scale(dst,Scalar(1./nfft),nfft); // scale the time series
+    }
+
+    template<typename OutputDerived, typename ComplexDerived>
+    inline
+    void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src, Index nfft=-1)
+    {
+      typedef typename ComplexDerived::Scalar src_type;
+      typedef typename OutputDerived::Scalar dst_type;
+      const bool realfft= (NumTraits<dst_type>::IsComplex == 0);
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived)
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
+      EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time
+      EIGEN_STATIC_ASSERT((internal::is_same<src_type, Complex>::value),
+            YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+      EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
+            THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
+
+      if (nfft<1) { //automatic FFT size determination
+        if ( realfft && HasFlag(HalfSpectrum) ) 
+          nfft = 2*(src.size()-1); //assume even fft size
+        else
+          nfft = src.size();
+      }
+      dst.derived().resize( nfft );
+
+      // check for nfft that does not fit the input data size
+      Index resize_input= ( realfft && HasFlag(HalfSpectrum) )
+        ? ( (nfft/2+1) - src.size() )
+        : ( nfft - src.size() );
+
+      if ( src.innerStride() != 1 || resize_input ) {
+        // if the vector is strided, then we need to copy it to a packed temporary
+        Matrix<src_type,1,Dynamic> tmp;
+        if ( resize_input ) {
+          size_t ncopy = (std::min)(src.size(),src.size() + resize_input);
+          tmp.setZero(src.size() + resize_input);
+          if ( realfft && HasFlag(HalfSpectrum) ) {
+            // pad at the Nyquist bin
+            tmp.head(ncopy) = src.head(ncopy);
+            tmp(ncopy-1) = real(tmp(ncopy-1)); // enforce real-only Nyquist bin
+          }else{
+            size_t nhead,ntail;
+            nhead = 1+ncopy/2-1; // range  [0:pi)
+            ntail = ncopy/2-1;   // range (-pi:0)
+            tmp.head(nhead) = src.head(nhead);
+            tmp.tail(ntail) = src.tail(ntail);
+            if (resize_input<0) { //shrinking -- create the Nyquist bin as the average of the two bins that fold into it
+              tmp(nhead) = ( src(nfft/2) + src( src.size() - nfft/2 ) )*src_type(.5);
+            }else{ // expanding -- split the old Nyquist bin into two halves
+              tmp(nhead) = src(nhead) * src_type(.5);
+              tmp(tmp.size()-nhead) = tmp(nhead);
+            }
+          }
+        }else{
+          tmp = src;
+        }
+        inv( &dst[0],&tmp[0], nfft);
+      }else{
+        inv( &dst[0],&src[0], nfft);
+      }
+    }
+
+    template <typename _Output>
+    inline
+    void inv( std::vector<_Output> & dst, const std::vector<Complex> & src,Index nfft=-1)
+    {
+      if (nfft<1)
+        nfft = ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) ? 2*(src.size()-1) : src.size();
+      dst.resize( nfft );
+      inv( &dst[0],&src[0],nfft);
+    }
+
+
+    /*
+    // TODO: multi-dimensional FFTs
+    inline 
+    void inv2(Complex * dst, const Complex * src, int n0,int n1)
+    {
+      m_impl.inv2(dst,src,n0,n1);
+      if ( HasFlag( Unscaled ) == false)
+          scale(dst,1./(n0*n1),n0*n1);
+    }
+  */
+
+    inline
+    impl_type & impl() {return m_impl;}
+  private:
+
+    template <typename T_Data>
+    inline
+    void scale(T_Data * x,Scalar s,Index nx)
+    {
+#if 1
+      for (int k=0;k<nx;++k)
+        *x++ *= s;
+#else
+      if ( ((ptrdiff_t)x) & 15 )
+        Matrix<T_Data, Dynamic, 1>::Map(x,nx) *= s;
+      else
+        Matrix<T_Data, Dynamic, 1>::MapAligned(x,nx) *= s;
+         //Matrix<T_Data, Dynamic, Dynamic>::Map(x,nx) * s;
+#endif  
+    }
+
+    inline
+    void ReflectSpectrum(Complex * freq, Index nfft)
+    {
+      // create the implicit right-half spectrum (conjugate-mirror of the left-half)
+      Index nhbins=(nfft>>1)+1;
+      for (Index k=nhbins;k < nfft; ++k )
+        freq[k] = conj(freq[nfft-k]);
+    }
+
+    impl_type m_impl;
+    int m_flag;
+};
+
+template<typename T_SrcMat,typename T_FftIfc> 
+template<typename T_DestMat> inline 
+void fft_fwd_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
+{
+    m_ifc.fwd( dst, m_src, m_nfft);
+}
+
+template<typename T_SrcMat,typename T_FftIfc> 
+template<typename T_DestMat> inline 
+void fft_inv_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
+{
+    m_ifc.inv( dst, m_src, m_nfft);
+}
+
+}
+#endif
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/unsupported/Eigen/KroneckerProduct b/third_party/eigen3/unsupported/Eigen/KroneckerProduct
new file mode 100644
index 0000000000..c932c06a6d
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/KroneckerProduct
@@ -0,0 +1,34 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+//
+// 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_KRONECKER_PRODUCT_MODULE_H
+#define EIGEN_KRONECKER_PRODUCT_MODULE_H
+
+#include "../../Eigen/Core"
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+namespace Eigen {
+
+/**
+  * \defgroup KroneckerProduct_Module KroneckerProduct module
+  *
+  * This module contains an experimental Kronecker product implementation.
+  *
+  * \code
+  * #include <Eigen/KroneckerProduct>
+  * \endcode
+  */
+
+} // namespace Eigen
+
+#include "src/KroneckerProduct/KroneckerTensorProduct.h"
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_KRONECKER_PRODUCT_MODULE_H
diff --git a/third_party/eigen3/unsupported/Eigen/src/FFT/CMakeLists.txt b/third_party/eigen3/unsupported/Eigen/src/FFT/CMakeLists.txt
new file mode 100644
index 0000000000..edcffcb189
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/src/FFT/CMakeLists.txt
@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_FFT_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_FFT_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/FFT COMPONENT Devel
+  )
diff --git a/third_party/eigen3/unsupported/Eigen/src/FFT/ei_fftw_impl.h b/third_party/eigen3/unsupported/Eigen/src/FFT/ei_fftw_impl.h
new file mode 100644
index 0000000000..d49aa17f51
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/src/FFT/ei_fftw_impl.h
@@ -0,0 +1,261 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// 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/.
+
+namespace Eigen { 
+
+namespace internal {
+
+  // FFTW uses non-const arguments
+  // so we must use ugly const_cast calls for all the args it uses
+  //
+  // This should be safe as long as 
+  // 1. we use FFTW_ESTIMATE for all our planning
+  //       see the FFTW docs section 4.3.2 "Planner Flags"
+  // 2. fftw_complex is compatible with std::complex
+  //    This assumes std::complex<T> layout is array of size 2 with real,imag
+  template <typename T> 
+  inline 
+  T * fftw_cast(const T* p)
+  { 
+      return const_cast<T*>( p); 
+  }
+
+  inline 
+  fftw_complex * fftw_cast( const std::complex<double> * p)
+  {
+      return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) ); 
+  }
+
+  inline 
+  fftwf_complex * fftw_cast( const std::complex<float> * p)
+  { 
+      return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) ); 
+  }
+
+  inline 
+  fftwl_complex * fftw_cast( const std::complex<long double> * p)
+  { 
+      return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) ); 
+  }
+
+  template <typename T> 
+  struct fftw_plan {};
+
+  template <> 
+  struct fftw_plan<float>
+  {
+      typedef float scalar_type;
+      typedef fftwf_complex complex_type;
+      fftwf_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft_c2r( m_plan, src,dst);
+      }
+
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+
+  };
+  template <> 
+  struct fftw_plan<double>
+  {
+      typedef double scalar_type;
+      typedef fftw_complex complex_type;
+      ::fftw_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft_c2r( m_plan, src,dst);
+      }
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+  };
+  template <> 
+  struct fftw_plan<long double>
+  {
+      typedef long double scalar_type;
+      typedef fftwl_complex complex_type;
+      fftwl_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft_c2r( m_plan, src,dst);
+      }
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+  };
+
+  template <typename _Scalar>
+  struct fftw_impl
+  {
+      typedef _Scalar Scalar;
+      typedef std::complex<Scalar> Complex;
+
+      inline
+      void clear() 
+      {
+        m_plans.clear();
+      }
+
+      // complex-to-complex forward FFT
+      inline
+      void fwd( Complex * dst,const Complex *src,int nfft)
+      {
+        get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // real-to-complex forward FFT
+      inline
+      void fwd( Complex * dst,const Scalar * src,int nfft) 
+      {
+          get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src) ,nfft);
+      }
+
+      // 2-d complex-to-complex
+      inline
+      void fwd2(Complex * dst, const Complex * src, int n0,int n1)
+      {
+          get_plan(n0,n1,false,dst,src).fwd2(fftw_cast(dst), fftw_cast(src) ,n0,n1);
+      }
+
+      // inverse complex-to-complex
+      inline
+      void inv(Complex * dst,const Complex  *src,int nfft)
+      {
+        get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // half-complex to scalar
+      inline
+      void inv( Scalar * dst,const Complex * src,int nfft) 
+      {
+        get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // 2-d complex-to-complex
+      inline
+      void inv2(Complex * dst, const Complex * src, int n0,int n1)
+      {
+        get_plan(n0,n1,true,dst,src).inv2(fftw_cast(dst), fftw_cast(src) ,n0,n1);
+      }
+
+
+  protected:
+      typedef fftw_plan<Scalar> PlanData;
+
+      typedef std::map<int64_t,PlanData> PlanMap;
+
+      PlanMap m_plans;
+
+      inline
+      PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int64_t key = ( (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1;
+          return m_plans[key];
+      }
+
+      inline
+      PlanData & get_plan(int n0,int n1,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int64_t key = ( ( (((int64_t)n0) << 30)|(n1<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1 ) + 1;
+          return m_plans[key];
+      }
+  };
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/unsupported/Eigen/src/FFT/ei_kissfft_impl.h b/third_party/eigen3/unsupported/Eigen/src/FFT/ei_kissfft_impl.h
new file mode 100644
index 0000000000..be51b4e6fe
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/src/FFT/ei_kissfft_impl.h
@@ -0,0 +1,420 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// 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/.
+
+namespace Eigen { 
+
+namespace internal {
+
+  // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft
+  // Copyright 2003-2009 Mark Borgerding
+
+template <typename _Scalar>
+struct kiss_cpx_fft
+{
+  typedef _Scalar Scalar;
+  typedef std::complex<Scalar> Complex;
+  std::vector<Complex> m_twiddles;
+  std::vector<int> m_stageRadix;
+  std::vector<int> m_stageRemainder;
+  std::vector<Complex> m_scratchBuf;
+  bool m_inverse;
+
+  inline
+    void make_twiddles(int nfft,bool inverse)
+    {
+      using std::acos;
+      m_inverse = inverse;
+      m_twiddles.resize(nfft);
+      Scalar phinc =  (inverse?2:-2)* acos( (Scalar) -1)  / nfft;
+      for (int i=0;i<nfft;++i)
+        m_twiddles[i] = exp( Complex(0,i*phinc) );
+    }
+
+  void factorize(int nfft)
+  {
+    //start factoring out 4's, then 2's, then 3,5,7,9,...
+    int n= nfft;
+    int p=4;
+    do {
+      while (n % p) {
+        switch (p) {
+          case 4: p = 2; break;
+          case 2: p = 3; break;
+          default: p += 2; break;
+        }
+        if (p*p>n)
+          p=n;// impossible to have a factor > sqrt(n)
+      }
+      n /= p;
+      m_stageRadix.push_back(p);
+      m_stageRemainder.push_back(n);
+      if ( p > 5 )
+        m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic
+    }while(n>1);
+  }
+
+  template <typename _Src>
+    inline
+    void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
+    {
+      int p = m_stageRadix[stage];
+      int m = m_stageRemainder[stage];
+      Complex * Fout_beg = xout;
+      Complex * Fout_end = xout + p*m;
+
+      if (m>1) {
+        do{
+          // recursive call:
+          // DFT of size m*p performed by doing
+          // p instances of smaller DFTs of size m, 
+          // each one takes a decimated version of the input
+          work(stage+1, xout , xin, fstride*p,in_stride);
+          xin += fstride*in_stride;
+        }while( (xout += m) != Fout_end );
+      }else{
+        do{
+          *xout = *xin;
+          xin += fstride*in_stride;
+        }while(++xout != Fout_end );
+      }
+      xout=Fout_beg;
+
+      // recombine the p smaller DFTs 
+      switch (p) {
+        case 2: bfly2(xout,fstride,m); break;
+        case 3: bfly3(xout,fstride,m); break;
+        case 4: bfly4(xout,fstride,m); break;
+        case 5: bfly5(xout,fstride,m); break;
+        default: bfly_generic(xout,fstride,m,p); break;
+      }
+    }
+
+  inline
+    void bfly2( Complex * Fout, const size_t fstride, int m)
+    {
+      for (int k=0;k<m;++k) {
+        Complex t = Fout[m+k] * m_twiddles[k*fstride];
+        Fout[m+k] = Fout[k] - t;
+        Fout[k] += t;
+      }
+    }
+
+  inline
+    void bfly4( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      Complex scratch[6];
+      int negative_if_inverse = m_inverse * -2 +1;
+      for (size_t k=0;k<m;++k) {
+        scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
+        scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
+        scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
+        scratch[5] = Fout[k] - scratch[1];
+
+        Fout[k] += scratch[1];
+        scratch[3] = scratch[0] + scratch[2];
+        scratch[4] = scratch[0] - scratch[2];
+        scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
+
+        Fout[k+2*m]  = Fout[k] - scratch[3];
+        Fout[k] += scratch[3];
+        Fout[k+m] = scratch[5] + scratch[4];
+        Fout[k+3*m] = scratch[5] - scratch[4];
+      }
+    }
+
+  inline
+    void bfly3( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      size_t k=m;
+      const size_t m2 = 2*m;
+      Complex *tw1,*tw2;
+      Complex scratch[5];
+      Complex epi3;
+      epi3 = m_twiddles[fstride*m];
+
+      tw1=tw2=&m_twiddles[0];
+
+      do{
+        scratch[1]=Fout[m] * *tw1;
+        scratch[2]=Fout[m2] * *tw2;
+
+        scratch[3]=scratch[1]+scratch[2];
+        scratch[0]=scratch[1]-scratch[2];
+        tw1 += fstride;
+        tw2 += fstride*2;
+        Fout[m] = Complex( Fout->real() - Scalar(.5)*scratch[3].real() , Fout->imag() - Scalar(.5)*scratch[3].imag() );
+        scratch[0] *= epi3.imag();
+        *Fout += scratch[3];
+        Fout[m2] = Complex(  Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
+        Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
+        ++Fout;
+      }while(--k);
+    }
+
+  inline
+    void bfly5( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
+      size_t u;
+      Complex scratch[13];
+      Complex * twiddles = &m_twiddles[0];
+      Complex *tw;
+      Complex ya,yb;
+      ya = twiddles[fstride*m];
+      yb = twiddles[fstride*2*m];
+
+      Fout0=Fout;
+      Fout1=Fout0+m;
+      Fout2=Fout0+2*m;
+      Fout3=Fout0+3*m;
+      Fout4=Fout0+4*m;
+
+      tw=twiddles;
+      for ( u=0; u<m; ++u ) {
+        scratch[0] = *Fout0;
+
+        scratch[1]  = *Fout1 * tw[u*fstride];
+        scratch[2]  = *Fout2 * tw[2*u*fstride];
+        scratch[3]  = *Fout3 * tw[3*u*fstride];
+        scratch[4]  = *Fout4 * tw[4*u*fstride];
+
+        scratch[7] = scratch[1] + scratch[4];
+        scratch[10] = scratch[1] - scratch[4];
+        scratch[8] = scratch[2] + scratch[3];
+        scratch[9] = scratch[2] - scratch[3];
+
+        *Fout0 +=  scratch[7];
+        *Fout0 +=  scratch[8];
+
+        scratch[5] = scratch[0] + Complex(
+            (scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
+            (scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
+            );
+
+        scratch[6] = Complex(
+            (scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
+            -(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
+            );
+
+        *Fout1 = scratch[5] - scratch[6];
+        *Fout4 = scratch[5] + scratch[6];
+
+        scratch[11] = scratch[0] +
+          Complex(
+              (scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
+              (scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
+              );
+
+        scratch[12] = Complex(
+            -(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
+            (scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
+            );
+
+        *Fout2=scratch[11]+scratch[12];
+        *Fout3=scratch[11]-scratch[12];
+
+        ++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
+      }
+    }
+
+  /* perform the butterfly for one stage of a mixed radix FFT */
+  inline
+    void bfly_generic(
+        Complex * Fout,
+        const size_t fstride,
+        int m,
+        int p
+        )
+    {
+      int u,k,q1,q;
+      Complex * twiddles = &m_twiddles[0];
+      Complex t;
+      int Norig = static_cast<int>(m_twiddles.size());
+      Complex * scratchbuf = &m_scratchBuf[0];
+
+      for ( u=0; u<m; ++u ) {
+        k=u;
+        for ( q1=0 ; q1<p ; ++q1 ) {
+          scratchbuf[q1] = Fout[ k  ];
+          k += m;
+        }
+
+        k=u;
+        for ( q1=0 ; q1<p ; ++q1 ) {
+          int twidx=0;
+          Fout[ k ] = scratchbuf[0];
+          for (q=1;q<p;++q ) {
+            twidx += static_cast<int>(fstride) * k;
+            if (twidx>=Norig) twidx-=Norig;
+            t=scratchbuf[q] * twiddles[twidx];
+            Fout[ k ] += t;
+          }
+          k += m;
+        }
+      }
+    }
+};
+
+template <typename _Scalar>
+struct kissfft_impl
+{
+  typedef _Scalar Scalar;
+  typedef std::complex<Scalar> Complex;
+
+  void clear() 
+  {
+    m_plans.clear();
+    m_realTwiddles.clear();
+  }
+
+  inline
+    void fwd( Complex * dst,const Complex *src,int nfft)
+    {
+      get_plan(nfft,false).work(0, dst, src, 1,1);
+    }
+
+  inline
+    void fwd2( Complex * dst,const Complex *src,int n0,int n1)
+    {
+        EIGEN_UNUSED_VARIABLE(dst);
+        EIGEN_UNUSED_VARIABLE(src);
+        EIGEN_UNUSED_VARIABLE(n0);
+        EIGEN_UNUSED_VARIABLE(n1);
+    }
+
+  inline
+    void inv2( Complex * dst,const Complex *src,int n0,int n1)
+    {
+        EIGEN_UNUSED_VARIABLE(dst);
+        EIGEN_UNUSED_VARIABLE(src);
+        EIGEN_UNUSED_VARIABLE(n0);
+        EIGEN_UNUSED_VARIABLE(n1);
+    }
+
+  // real-to-complex forward FFT
+  // perform two FFTs of src even and src odd
+  // then twiddle to recombine them into the half-spectrum format
+  // then fill in the conjugate symmetric half
+  inline
+    void fwd( Complex * dst,const Scalar * src,int nfft) 
+    {
+      if ( nfft&3  ) {
+        // use generic mode for odd
+        m_tmpBuf1.resize(nfft);
+        get_plan(nfft,false).work(0, &m_tmpBuf1[0], src, 1,1);
+        std::copy(m_tmpBuf1.begin(),m_tmpBuf1.begin()+(nfft>>1)+1,dst );
+      }else{
+        int ncfft = nfft>>1;
+        int ncfft2 = nfft>>2;
+        Complex * rtw = real_twiddles(ncfft2);
+
+        // use optimized mode for even real
+        fwd( dst, reinterpret_cast<const Complex*> (src), ncfft);
+        Complex dc = dst[0].real() +  dst[0].imag();
+        Complex nyquist = dst[0].real() -  dst[0].imag();
+        int k;
+        for ( k=1;k <= ncfft2 ; ++k ) {
+          Complex fpk = dst[k];
+          Complex fpnk = conj(dst[ncfft-k]);
+          Complex f1k = fpk + fpnk;
+          Complex f2k = fpk - fpnk;
+          Complex tw= f2k * rtw[k-1];
+          dst[k] =  (f1k + tw) * Scalar(.5);
+          dst[ncfft-k] =  conj(f1k -tw)*Scalar(.5);
+        }
+        dst[0] = dc;
+        dst[ncfft] = nyquist;
+      }
+    }
+
+  // inverse complex-to-complex
+  inline
+    void inv(Complex * dst,const Complex  *src,int nfft)
+    {
+      get_plan(nfft,true).work(0, dst, src, 1,1);
+    }
+
+  // half-complex to scalar
+  inline
+    void inv( Scalar * dst,const Complex * src,int nfft) 
+    {
+      if (nfft&3) {
+        m_tmpBuf1.resize(nfft);
+        m_tmpBuf2.resize(nfft);
+        std::copy(src,src+(nfft>>1)+1,m_tmpBuf1.begin() );
+        for (int k=1;k<(nfft>>1)+1;++k)
+          m_tmpBuf1[nfft-k] = conj(m_tmpBuf1[k]);
+        inv(&m_tmpBuf2[0],&m_tmpBuf1[0],nfft);
+        for (int k=0;k<nfft;++k)
+          dst[k] = m_tmpBuf2[k].real();
+      }else{
+        // optimized version for multiple of 4
+        int ncfft = nfft>>1;
+        int ncfft2 = nfft>>2;
+        Complex * rtw = real_twiddles(ncfft2);
+        m_tmpBuf1.resize(ncfft);
+        m_tmpBuf1[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() );
+        for (int k = 1; k <= ncfft / 2; ++k) {
+          Complex fk = src[k];
+          Complex fnkc = conj(src[ncfft-k]);
+          Complex fek = fk + fnkc;
+          Complex tmp = fk - fnkc;
+          Complex fok = tmp * conj(rtw[k-1]);
+          m_tmpBuf1[k] = fek + fok;
+          m_tmpBuf1[ncfft-k] = conj(fek - fok);
+        }
+        get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf1[0], 1,1);
+      }
+    }
+
+  protected:
+  typedef kiss_cpx_fft<Scalar> PlanData;
+  typedef std::map<int,PlanData> PlanMap;
+
+  PlanMap m_plans;
+  std::map<int, std::vector<Complex> > m_realTwiddles;
+  std::vector<Complex> m_tmpBuf1;
+  std::vector<Complex> m_tmpBuf2;
+
+  inline
+    int PlanKey(int nfft, bool isinverse) const { return (nfft<<1) | int(isinverse); }
+
+  inline
+    PlanData & get_plan(int nfft, bool inverse)
+    {
+      // TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles
+      PlanData & pd = m_plans[ PlanKey(nfft,inverse) ];
+      if ( pd.m_twiddles.size() == 0 ) {
+        pd.make_twiddles(nfft,inverse);
+        pd.factorize(nfft);
+      }
+      return pd;
+    }
+
+  inline
+    Complex * real_twiddles(int ncfft2)
+    {
+      using std::acos;
+      std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there
+      if ( (int)twidref.size() != ncfft2 ) {
+        twidref.resize(ncfft2);
+        int ncfft= ncfft2<<1;
+        Scalar pi =  acos( Scalar(-1) );
+        for (int k=1;k<=ncfft2;++k) 
+          twidref[k-1] = exp( Complex(0,-pi * (Scalar(k) / ncfft + Scalar(.5)) ) );
+      }
+      return &twidref[0];
+    }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */
diff --git a/third_party/eigen3/unsupported/Eigen/src/KroneckerProduct/CMakeLists.txt b/third_party/eigen3/unsupported/Eigen/src/KroneckerProduct/CMakeLists.txt
new file mode 100644
index 0000000000..4daefebee6
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/src/KroneckerProduct/CMakeLists.txt
@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_KroneckerProduct_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_KroneckerProduct_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/KroneckerProduct COMPONENT Devel
+  )
diff --git a/third_party/eigen3/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h b/third_party/eigen3/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h
new file mode 100644
index 0000000000..b8f2cba173
--- /dev/null
+++ b/third_party/eigen3/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h
@@ -0,0 +1,297 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Kolja Brix <brix@igpm.rwth-aachen.de>
+// Copyright (C) 2011 Andreas Platen <andiplaten@gmx.de>
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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 KRONECKER_TENSOR_PRODUCT_H
+#define KRONECKER_TENSOR_PRODUCT_H
+
+namespace Eigen {
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * \brief The base class of dense and sparse Kronecker product.
+ *
+ * \tparam Derived is the derived type.
+ */
+template<typename Derived>
+class KroneckerProductBase : public ReturnByValue<Derived>
+{
+  private:
+    typedef typename internal::traits<Derived> Traits;
+    typedef typename Traits::Scalar Scalar;
+
+  protected:
+    typedef typename Traits::Lhs Lhs;
+    typedef typename Traits::Rhs Rhs;
+    typedef typename Traits::Index Index;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProductBase(const Lhs& A, const Rhs& B)
+      : m_A(A), m_B(B)
+    {}
+
+    inline Index rows() const { return m_A.rows() * m_B.rows(); }
+    inline Index cols() const { return m_A.cols() * m_B.cols(); }
+
+    /*!
+     * This overrides ReturnByValue::coeff because this function is
+     * efficient enough.
+     */
+    Scalar coeff(Index row, Index col) const
+    {
+      return m_A.coeff(row / m_B.rows(), col / m_B.cols()) *
+             m_B.coeff(row % m_B.rows(), col % m_B.cols());
+    }
+
+    /*!
+     * This overrides ReturnByValue::coeff because this function is
+     * efficient enough.
+     */
+    Scalar coeff(Index i) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+      return m_A.coeff(i / m_A.size()) * m_B.coeff(i % m_A.size());
+    }
+
+  protected:
+    typename Lhs::Nested m_A;
+    typename Rhs::Nested m_B;
+};
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * \brief Kronecker tensor product helper class for dense matrices
+ *
+ * This class is the return value of kroneckerProduct(MatrixBase,
+ * MatrixBase). Use the function rather than construct this class
+ * directly to avoid specifying template prarameters.
+ *
+ * \tparam Lhs  Type of the left-hand side, a matrix expression.
+ * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
+ */
+template<typename Lhs, typename Rhs>
+class KroneckerProduct : public KroneckerProductBase<KroneckerProduct<Lhs,Rhs> >
+{
+  private:
+    typedef KroneckerProductBase<KroneckerProduct> Base;
+    using Base::m_A;
+    using Base::m_B;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProduct(const Lhs& A, const Rhs& B)
+      : Base(A, B)
+    {}
+
+    /*! \brief Evaluate the Kronecker tensor product. */
+    template<typename Dest> void evalTo(Dest& dst) const;
+};
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * \brief Kronecker tensor product helper class for sparse matrices
+ *
+ * If at least one of the operands is a sparse matrix expression,
+ * then this class is returned and evaluates into a sparse matrix.
+ *
+ * This class is the return value of kroneckerProduct(EigenBase,
+ * EigenBase). Use the function rather than construct this class
+ * directly to avoid specifying template prarameters.
+ *
+ * \tparam Lhs  Type of the left-hand side, a matrix expression.
+ * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
+ */
+template<typename Lhs, typename Rhs>
+class KroneckerProductSparse : public KroneckerProductBase<KroneckerProductSparse<Lhs,Rhs> >
+{
+  private:
+    typedef KroneckerProductBase<KroneckerProductSparse> Base;
+    using Base::m_A;
+    using Base::m_B;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProductSparse(const Lhs& A, const Rhs& B)
+      : Base(A, B)
+    {}
+
+    /*! \brief Evaluate the Kronecker tensor product. */
+    template<typename Dest> void evalTo(Dest& dst) const;
+};
+
+template<typename Lhs, typename Rhs>
+template<typename Dest>
+void KroneckerProduct<Lhs,Rhs>::evalTo(Dest& dst) const
+{
+  typedef typename Base::Index Index;
+  const int BlockRows = Rhs::RowsAtCompileTime,
+            BlockCols = Rhs::ColsAtCompileTime;
+  const Index Br = m_B.rows(),
+              Bc = m_B.cols();
+  for (Index i=0; i < m_A.rows(); ++i)
+    for (Index j=0; j < m_A.cols(); ++j)
+      Block<Dest,BlockRows,BlockCols>(dst,i*Br,j*Bc,Br,Bc) = m_A.coeff(i,j) * m_B;
+}
+
+template<typename Lhs, typename Rhs>
+template<typename Dest>
+void KroneckerProductSparse<Lhs,Rhs>::evalTo(Dest& dst) const
+{
+  typedef typename Base::Index Index;
+  const Index Br = m_B.rows(),
+              Bc = m_B.cols();
+  dst.resize(this->rows(), this->cols());
+  dst.resizeNonZeros(0);
+  
+  // compute number of non-zeros per innervectors of dst
+  {
+    VectorXi nnzA = VectorXi::Zero(Dest::IsRowMajor ? m_A.rows() : m_A.cols());
+    for (Index kA=0; kA < m_A.outerSize(); ++kA)
+      for (typename Lhs::InnerIterator itA(m_A,kA); itA; ++itA)
+        nnzA(Dest::IsRowMajor ? itA.row() : itA.col())++;
+      
+    VectorXi nnzB = VectorXi::Zero(Dest::IsRowMajor ? m_B.rows() : m_B.cols());
+    for (Index kB=0; kB < m_B.outerSize(); ++kB)
+      for (typename Rhs::InnerIterator itB(m_B,kB); itB; ++itB)
+        nnzB(Dest::IsRowMajor ? itB.row() : itB.col())++;
+    
+    Matrix<int,Dynamic,Dynamic,ColMajor> nnzAB = nnzB * nnzA.transpose();
+    dst.reserve(VectorXi::Map(nnzAB.data(), nnzAB.size()));
+  }
+
+  for (Index kA=0; kA < m_A.outerSize(); ++kA)
+  {
+    for (Index kB=0; kB < m_B.outerSize(); ++kB)
+    {
+      for (typename Lhs::InnerIterator itA(m_A,kA); itA; ++itA)
+      {
+        for (typename Rhs::InnerIterator itB(m_B,kB); itB; ++itB)
+        {
+          const Index i = itA.row() * Br + itB.row(),
+                      j = itA.col() * Bc + itB.col();
+          dst.insert(i,j) = itA.value() * itB.value();
+        }
+      }
+    }
+  }
+}
+
+namespace internal {
+
+template<typename _Lhs, typename _Rhs>
+struct traits<KroneckerProduct<_Lhs,_Rhs> >
+{
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+  typedef typename promote_index_type<typename Lhs::Index, typename Rhs::Index>::type Index;
+
+  enum {
+    Rows = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
+    Cols = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
+    MaxRows = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
+    MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret,
+    CoeffReadCost = Lhs::CoeffReadCost + Rhs::CoeffReadCost + NumTraits<Scalar>::MulCost
+  };
+
+  typedef Matrix<Scalar,Rows,Cols> ReturnType;
+};
+
+template<typename _Lhs, typename _Rhs>
+struct traits<KroneckerProductSparse<_Lhs,_Rhs> >
+{
+  typedef MatrixXpr XprKind;
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+  typedef typename promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename Lhs::Index, typename Rhs::Index>::type Index;
+
+  enum {
+    LhsFlags = Lhs::Flags,
+    RhsFlags = Rhs::Flags,
+
+    RowsAtCompileTime = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
+    ColsAtCompileTime = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
+    MaxRowsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
+    MaxColsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret,
+
+    EvalToRowMajor = (LhsFlags & RhsFlags & RowMajorBit),
+    RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
+
+    Flags = ((LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+          | EvalBeforeNestingBit | EvalBeforeAssigningBit,
+    CoeffReadCost = Dynamic
+  };
+
+  typedef SparseMatrix<Scalar> ReturnType;
+};
+
+} // end namespace internal
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * Computes Kronecker tensor product of two dense matrices
+ *
+ * \warning If you want to replace a matrix by its Kronecker product
+ *          with some matrix, do \b NOT do this:
+ * \code
+ * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
+ * \endcode
+ * instead, use eval() to work around this:
+ * \code
+ * A = kroneckerProduct(A,B).eval();
+ * \endcode
+ *
+ * \param a  Dense matrix a
+ * \param b  Dense matrix b
+ * \return   Kronecker tensor product of a and b
+ */
+template<typename A, typename B>
+KroneckerProduct<A,B> kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b)
+{
+  return KroneckerProduct<A, B>(a.derived(), b.derived());
+}
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * Computes Kronecker tensor product of two matrices, at least one of
+ * which is sparse
+ *
+ * \warning If you want to replace a matrix by its Kronecker product
+ *          with some matrix, do \b NOT do this:
+ * \code
+ * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
+ * \endcode
+ * instead, use eval() to work around this:
+ * \code
+ * A = kroneckerProduct(A,B).eval();
+ * \endcode
+ *
+ * \param a  Dense/sparse matrix a
+ * \param b  Dense/sparse matrix b
+ * \return   Kronecker tensor product of a and b, stored in a sparse
+ *           matrix
+ */
+template<typename A, typename B>
+KroneckerProductSparse<A,B> kroneckerProduct(const EigenBase<A>& a, const EigenBase<B>& b)
+{
+  return KroneckerProductSparse<A,B>(a.derived(), b.derived());
+}
+
+} // end namespace Eigen
+
+#endif // KRONECKER_TENSOR_PRODUCT_H
diff --git a/third_party/gpus/crosstool/BUILD b/third_party/gpus/crosstool/BUILD
new file mode 100644
index 0000000000..eac4dc7fad
--- /dev/null
+++ b/third_party/gpus/crosstool/BUILD
@@ -0,0 +1,28 @@
+licenses(["restricted"])
+
+package(default_visibility = ["//visibility:public"])
+
+filegroup(
+    name = "crosstool",
+    srcs = ["CROSSTOOL"],
+    output_licenses = ["unencumbered"],
+)
+
+cc_toolchain(
+    name = "cc-compiler-local",
+    all_files = ":empty",
+    compiler_files = ":empty",
+    cpu = "local",
+    dwp_files = ":empty",
+    dynamic_runtime_libs = [":empty"],
+    linker_files = ":empty",
+    objcopy_files = ":empty",
+    static_runtime_libs = [":empty"],
+    strip_files = ":empty",
+    supports_param_files = 0,
+)
+
+filegroup(
+    name = "empty",
+    srcs = [],
+)
diff --git a/third_party/gpus/crosstool/CROSSTOOL b/third_party/gpus/crosstool/CROSSTOOL
new file mode 100644
index 0000000000..3570c5c8a2
--- /dev/null
+++ b/third_party/gpus/crosstool/CROSSTOOL
@@ -0,0 +1,146 @@
+major_version: "local"
+minor_version: ""
+default_target_cpu: "same_as_host"
+
+default_toolchain {
+  cpu: "k8"
+  toolchain_identifier: "local_linux"
+}
+default_toolchain {
+  cpu: "piii"
+  toolchain_identifier: "local_linux"
+}
+default_toolchain {
+  cpu: "darwin"
+  toolchain_identifier: "local_darwin"
+}
+
+toolchain {
+  abi_version: "local"
+  abi_libc_version: "local"
+  builtin_sysroot: ""
+  compiler: "compiler"
+  host_system_name: "local"
+  needsPic: true
+  supports_gold_linker: false
+  supports_incremental_linker: false
+  supports_fission: false
+  supports_interface_shared_objects: false
+  supports_normalizing_ar: false
+  supports_start_end_lib: false
+  supports_thin_archives: false
+  target_libc: "local"
+  target_cpu: "local"
+  target_system_name: "local"
+  toolchain_identifier: "local_linux"
+
+  tool_path { name: "ar" path: "/usr/bin/ar" }
+  tool_path { name: "compat-ld" path: "/usr/bin/ld" }
+  tool_path { name: "cpp" path: "/usr/bin/cpp" }
+  tool_path { name: "dwp" path: "/usr/bin/dwp" }
+  # As part of the TensorFlow release, we place some cuda-related compilation
+  # files in third_party/gpus/crosstool/clang/bin, and this relative
+  # path, combined with the rest of our Bazel configuration causes our
+  # compilation to use those files.
+  tool_path { name: "gcc" path: "clang/bin/crosstool_wrapper_driver_is_not_gcc" }
+  # Use "-std=c++11" for nvcc. For consistency, force both the host compiler
+  # and the device compiler to use "-std=c++11".
+  cxx_flag: "-std=c++11"
+  linker_flag: "-lstdc++"
+  linker_flag: "-B/usr/bin/"
+
+  # TODO(bazel-team): In theory, the path here ought to exactly match the path
+  # used by gcc. That works because bazel currently doesn't track files at
+  # absolute locations and has no remote execution, yet. However, this will need
+  # to be fixed, maybe with auto-detection?
+  cxx_builtin_include_directory: "/usr/lib/gcc/"
+  cxx_builtin_include_directory: "/usr/local/include"
+  cxx_builtin_include_directory: "/usr/include"
+  tool_path { name: "gcov" path: "/usr/bin/gcov" }
+
+  # C(++) compiles invoke the compiler (as that is the one knowing where
+  # to find libraries), but we provide LD so other rules can invoke the linker.
+  tool_path { name: "ld" path: "/usr/bin/ld" }
+
+  tool_path { name: "nm" path: "/usr/bin/nm" }
+  tool_path { name: "objcopy" path: "/usr/bin/objcopy" }
+  objcopy_embed_flag: "-I"
+  objcopy_embed_flag: "binary"
+  tool_path { name: "objdump" path: "/usr/bin/objdump" }
+  tool_path { name: "strip" path: "/usr/bin/strip" }
+
+  # Anticipated future default.
+  unfiltered_cxx_flag: "-no-canonical-prefixes"
+
+  # Make C++ compilation deterministic. Use linkstamping instead of these
+  # compiler symbols.
+  unfiltered_cxx_flag: "-Wno-builtin-macro-redefined"
+  unfiltered_cxx_flag: "-D__DATE__=\"redacted\""
+  unfiltered_cxx_flag: "-D__TIMESTAMP__=\"redacted\""
+  unfiltered_cxx_flag: "-D__TIME__=\"redacted\""
+
+  # Security hardening on by default.
+  # Conservative choice; -D_FORTIFY_SOURCE=2 may be unsafe in some cases.
+  # We need to undef it before redefining it as some distributions now have
+  # it enabled by default.
+  compiler_flag: "-U_FORTIFY_SOURCE"
+  compiler_flag: "-D_FORTIFY_SOURCE=1"
+  compiler_flag: "-fstack-protector"
+  compiler_flag: "-fPIE"
+  linker_flag: "-pie"
+  linker_flag: "-Wl,-z,relro,-z,now"
+
+  # Enable coloring even if there's no attached terminal. Bazel removes the
+  # escape sequences if --nocolor is specified. This isn't supported by gcc
+  # on Ubuntu 14.04.
+  # compiler_flag: "-fcolor-diagnostics"
+
+  # All warnings are enabled. Maybe enable -Werror as well?
+  compiler_flag: "-Wall"
+  # Enable a few more warnings that aren't part of -Wall.
+  compiler_flag: "-Wunused-but-set-parameter"
+  # But disable some that are problematic.
+  compiler_flag: "-Wno-free-nonheap-object" # has false positives
+
+  # Keep stack frames for debugging, even in opt mode.
+  compiler_flag: "-fno-omit-frame-pointer"
+
+  # Anticipated future default.
+  linker_flag: "-no-canonical-prefixes"
+  # Have gcc return the exit code from ld.
+  linker_flag: "-pass-exit-codes"
+  # Stamp the binary with a unique identifier.
+  linker_flag: "-Wl,--build-id=md5"
+  linker_flag: "-Wl,--hash-style=gnu"
+  # Gold linker only? Can we enable this by default?
+  # linker_flag: "-Wl,--warn-execstack"
+  # linker_flag: "-Wl,--detect-odr-violations"
+
+  compilation_mode_flags {
+    mode: DBG
+    # Enable debug symbols.
+    compiler_flag: "-g"
+  }
+  compilation_mode_flags {
+    mode: OPT
+
+    # No debug symbols.
+    # Maybe we should enable https://gcc.gnu.org/wiki/DebugFission for opt or
+    # even generally? However, that can't happen here, as it requires special
+    # handling in Bazel.
+    compiler_flag: "-g0"
+
+    # Conservative choice for -O
+    # -O3 can increase binary size and even slow down the resulting binaries.
+    # Profile first and / or use FDO if you need better performance than this.
+    compiler_flag: "-O2"
+
+    # Disable assertions
+    compiler_flag: "-DNDEBUG"
+
+    # Removal of unused code and data at link time (can this increase binary size in some cases?).
+    compiler_flag: "-ffunction-sections"
+    compiler_flag: "-fdata-sections"
+    linker_flag: "-Wl,--gc-sections"
+  }
+}
diff --git a/third_party/gpus/crosstool/LICENSE b/third_party/gpus/crosstool/LICENSE
new file mode 100644
index 0000000000..d3da228420
--- /dev/null
+++ b/third_party/gpus/crosstool/LICENSE
@@ -0,0 +1,203 @@
+Copyright 2015 The TensorFlow Authors.  All rights reserved.
+
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
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+      "Licensor" shall mean the copyright owner or entity authorized by
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+      "Legal Entity" shall mean the union of the acting entity and all
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+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
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+      "Derivative Works" shall mean any work, whether in Source or Object
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+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
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+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
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+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
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+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
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+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
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+      of any other Contributor, and only if You agree to indemnify,
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+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
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+   Copyright 2015, The TensorFlow Authors.
+
+   Licensed under the Apache License, Version 2.0 (the "License");
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+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
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+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
diff --git a/third_party/gpus/crosstool/clang/bin/crosstool_wrapper_driver_is_not_gcc b/third_party/gpus/crosstool/clang/bin/crosstool_wrapper_driver_is_not_gcc
new file mode 100755
index 0000000000..0f419a8b61
--- /dev/null
+++ b/third_party/gpus/crosstool/clang/bin/crosstool_wrapper_driver_is_not_gcc
@@ -0,0 +1,316 @@
+#!/usr/bin/env python2
+
+"""Crosstool wrapper for compiling CUDA programs.
+
+SYNOPSIS:
+  crosstool_wrapper_is_not_gcc [options passed in by cc_library()
+                                or cc_binary() rule]
+
+DESCRIPTION:
+  This script is expected to be called by the cc_library() or cc_binary() bazel
+  rules. When the option "-x cuda" is present in the list of arguments passed
+  to this script, it invokes the nvcc CUDA compiler. Most arguments are passed
+  as is as a string to --compiler-options of nvcc. When "-x cuda" is not
+  present, this wrapper invokes hybrid_driver_is_not_gcc with the input
+  arguments as is.
+
+NOTES:
+  Changes to the contents of this file must be propagated from
+  //third_party/gpus/crosstool/crosstool_wrapper_is_not_gcc to
+  //third_party/gpus/crosstool/v*/*/clang/bin/crosstool_wrapper_is_not_gcc
+"""
+
+__author__ = 'keveman@google.com (Manjunath Kudlur)'
+
+from argparse import ArgumentParser
+import os
+import subprocess
+import re
+import sys
+import pipes
+
+CURRENT_DIR = os.path.dirname(sys.argv[0])
+CPU_COMPILER = ('/usr/bin/gcc')
+NVCC_PATH = CURRENT_DIR + '/../../../cuda/bin/nvcc'
+GCC_HOST_COMPILER_PATH = ('/usr/bin/gcc')
+LLVM_HOST_COMPILER_PATH = ('/usr/bin/gcc')
+PREFIX_DIR = os.path.dirname(GCC_HOST_COMPILER_PATH)
+
+
+def Log(s):
+  print 'gpus/crosstool: {0}'.format(s)
+
+
+def GetOptionValue(argv, option):
+  """Extract the list of values for option from the argv list.
+
+  Args:
+    argv: A list of strings, possibly the argv passed to main().
+    option: The option whose value to extract, without the leading '-'.
+
+  Returns:
+    A list of values, either directly following the option,
+    (eg., -opt val1 val2) or values collected from multiple occurrences of
+    the option (eg., -opt val1 -opt val2).
+  """
+
+  parser = ArgumentParser()
+  parser.add_argument('-' + option, nargs='*', action='append')
+  args, _ = parser.parse_known_args(argv)
+  if not args or not vars(args)[option]:
+    return []
+  else:
+    return sum(vars(args)[option], [])
+
+
+def GetHostCompilerOptions(argv):
+  """Collect the -isystem, -iquote, and --sysroot option values from argv.
+
+  Args:
+    argv: A list of strings, possibly the argv passed to main().
+
+  Returns:
+    The string that can be used as the --compiler-options to nvcc.
+  """
+
+  parser = ArgumentParser()
+  parser.add_argument('-isystem', nargs='*', action='append')
+  parser.add_argument('-iquote', nargs='*', action='append')
+  parser.add_argument('--sysroot', nargs=1)
+  parser.add_argument('-g', nargs='*', action='append')
+
+  args, _ = parser.parse_known_args(argv)
+
+  opts = ''
+  # This is a temporary workaround for b/12960069.
+  # NVIDIA is going to fix this in CUDA 6.5, but until then this workaround
+  # will let us compile Thrust with the cuda crosstool.
+  # bazel passes all include directories as '-isystem dir' to the crosstool.
+  # This causes nvcc to think that there are kernel launches from system
+  # directories (which apparently is not supported by the compiler). This
+  # workaround changes '-isystem third_party/gpus/cuda/include' to
+  # '-iquote third_party/gpus/cuda/include'.
+  isystem_args = [x for x in args.isystem
+                  if 'third_party/gpus/cuda/include' not in x]
+  iquote_args = (args.iquote +
+                 [x for x in args.isystem
+                  if 'third_party/gpus/cuda/include' in x])
+  # This hack is needed so that we can compile eigen3. We need to include
+  # third_party/eigen3 with -I. Some eigen file include using the
+  # include <Eigen/Core> syntax, and -iquote doesn't work for that.
+  has_eigen = ['third_party/eigen3'] in isystem_args
+  if has_eigen:
+    isystem_args.remove(['third_party/eigen3'])
+
+  if isystem_args:
+    opts += '-isystem ' + ' -isystem '.join(sum(isystem_args, []))
+  if iquote_args:
+    opts += ' -iquote ' + ' -iquote '.join(sum(iquote_args, []))
+  if args.g:
+    opts += ' -g' + ' -g'.join(sum(args.g, []))
+  if args.sysroot:
+    opts += ' --sysroot ' + args.sysroot[0]
+  if has_eigen:
+    opts += ' -I third_party/eigen3'
+
+  return opts
+
+def GetNvccOptions(argv):
+  """Collect the -nvcc_options values from argv.
+
+  Args:
+    argv: A list of strings, possibly the argv passed to main().
+
+  Returns:
+    The string that can be passed directly to nvcc.
+  """
+
+  parser = ArgumentParser()
+  parser.add_argument('-nvcc_options', nargs='*', action='append')
+
+  args, _ = parser.parse_known_args(argv)
+
+  if args.nvcc_options:
+    return ' '.join(['--'+a for a in sum(args.nvcc_options, [])])
+  return ''
+
+
+def StripAndTransformNvccOptions(argv):
+  """Strips the -nvcc_options values from argv and transforms define-macros.
+
+  Args:
+    argv: A list of strings, possibly the argv passed to main().
+
+  Returns:
+    A list of strings that can be passed directly to gcudacc.
+  """
+  parser = ArgumentParser()
+  parser.add_argument('-nvcc_options', nargs='*', action='store')
+  args, leftover = parser.parse_known_args(argv)
+  if args.nvcc_options:
+    for option in args.nvcc_options:
+      (flag, _, value) = option.partition('=')
+      if 'define-macro' in flag:
+        leftover.append('-D' + value)
+  return leftover
+
+
+def InvokeGcudacc(argv, gcudacc_version, gcudacc_flags, log=False):
+  """Call gcudacc with arguments assembled from argv.
+
+  Args:
+    argv: A list of strings, possibly the argv passed to main().
+    gcudacc_version: The version of gcudacc; this is a subdirectory name under
+      the gcudacc bin/ directory.
+    gcudacc_flags: A list of extra arguments passed just for gcudacc.
+    log: True if logging is requested.
+
+  Returns:
+    The return value of calling os.system('gcudacc ' + args)
+  """
+
+  gcudacc_cmd = os.path.join(GCUDACC_PATH_BASE, gcudacc_version, 'gcudacc.par')
+  gcudacc_cmd = (
+      gcudacc_cmd +
+      ' --google_host_compiler={0} '.format(LLVM_HOST_COMPILER_PATH) +
+      ' '.join(sum(gcudacc_flags, [])) +
+      ' -- ' +
+      ' '.join(StripAndTransformNvccOptions(argv)))
+  if log: Log(gcudacc_cmd)
+  return os.system(gcudacc_cmd)
+
+
+def InvokeNvcc(argv, log=False):
+  """Call nvcc with arguments assembled from argv.
+
+  Args:
+    argv: A list of strings, possibly the argv passed to main().
+    log: True if logging is requested.
+
+  Returns:
+    The return value of calling os.system('nvcc ' + args)
+  """
+
+  host_compiler_options = GetHostCompilerOptions(argv)
+  nvcc_compiler_options = GetNvccOptions(argv)
+  opt_option = GetOptionValue(argv, 'O')
+  m_options = GetOptionValue(argv, 'm')
+  m_options = ''.join([' -m' + m for m in m_options if m in ['32', '64']])
+  include_options = GetOptionValue(argv, 'I')
+  out_file = GetOptionValue(argv, 'o')
+  depfiles = GetOptionValue(argv, 'MF')
+  defines = GetOptionValue(argv, 'D')
+  defines = ''.join([' -D' + define for define in defines])
+  undefines = GetOptionValue(argv, 'U')
+  undefines = ''.join([' -U' + define for define in undefines])
+  std_options = GetOptionValue(argv, 'std')
+  # currently only c++11 is supported by Cuda 7.0 std argument
+  nvcc_allowed_std_options = ["c++11"]
+  std_options = ''.join([' -std=' + define
+      for define in std_options if define in nvcc_allowed_std_options])
+
+  # The list of source files get passed after the -c option. I don't know of
+  # any other reliable way to just get the list of source files to be compiled.
+  src_files = GetOptionValue(argv, 'c')
+
+  if len(src_files) == 0:
+    return 1
+  if len(out_file) != 1:
+    return 1
+
+  opt = (' -O2' if (len(opt_option) > 0 and int(opt_option[0]) > 0)
+         else ' -g -G')
+
+  includes = (' -I ' + ' -I '.join(include_options)
+              if len(include_options) > 0
+              else '')
+
+  # Unfortunately, there are other options that have -c prefix too.
+  # So allowing only those look like C/C++ files.
+  src_files = [f for f in src_files if
+               re.search('\.cpp$|\.cc$|\.c$|\.cxx$|\.C$', f)]
+  srcs = ' '.join(src_files)
+  out = ' -o ' + out_file[0]
+
+  nvccopts = ' '.join([
+      r'-gencode=arch=compute_35,\"code=sm_35,compute_35\"',
+      r'-gencode=arch=compute_52,\"code=sm_52,compute_52\"',])
+  nvccopts += ' ' + nvcc_compiler_options
+  nvccopts += undefines
+  nvccopts += defines
+  nvccopts += std_options
+  nvccopts += m_options
+
+  if depfiles:
+    # Generate the dependency file
+    depfile = depfiles[0]
+    cmd = (NVCC_PATH + ' ' + nvccopts +
+           ' --compiler-options "' + host_compiler_options + '"' +
+           ' --compiler-bindir=' + GCC_HOST_COMPILER_PATH +
+           ' -I .' +
+           ' -x cu ' + includes + ' ' + srcs + ' -M -o ' + depfile)
+    if log: Log(cmd)
+    exit_status = os.system(cmd)
+    if exit_status != 0:
+      return exit_status
+
+  cmd = (NVCC_PATH + ' ' + nvccopts +
+         ' --compiler-options "' + host_compiler_options + ' -fPIC"' +
+         ' --compiler-bindir=' + GCC_HOST_COMPILER_PATH +
+         ' -I .' +
+         ' -x cu ' + opt + includes + ' -c ' + srcs + out)
+
+  # TODO(zhengxq): for some reason, 'gcc' needs this help to find 'as'. 
+  # Need to investigate and fix. 
+  cmd = 'PATH=' + PREFIX_DIR + ' ' + cmd
+  if log: Log(cmd)
+  return os.system(cmd)
+
+
+def main():
+  parser = ArgumentParser()
+  parser.add_argument('-x', nargs=1)
+  parser.add_argument('--cuda_log', action='store_true')
+  parser.add_argument('--use_gcudacc', action='store_true')
+  parser.add_argument('--gcudacc_version', action='store', default='v8')
+  parser.add_argument('--gcudacc_flag', nargs='*', action='append', default=[])
+  args, leftover = parser.parse_known_args(sys.argv[1:])
+
+  if args.x and args.x[0] == 'cuda':
+    if args.cuda_log: Log('-x cuda')
+    leftover = [pipes.quote(s) for s in leftover]
+    if args.use_gcudacc:
+      if args.cuda_log: Log('using gcudacc')
+      return InvokeGcudacc(argv=leftover,
+                           gcudacc_version=args.gcudacc_version,
+                           gcudacc_flags=args.gcudacc_flag,
+                           log=args.cuda_log)
+    if args.cuda_log: Log('using nvcc')
+    return InvokeNvcc(leftover, log=args.cuda_log)
+
+  # Strip our flags before passing through to the CPU compiler for files which
+  # are not -x cuda. We can't just pass 'leftover' because it also strips -x.
+  # We not only want to pass -x to the CPU compiler, but also keep it in its
+  # relative location in the argv list (the compiler is actually sensitive to
+  # this).
+  cpu_compiler_flags = [flag for flag in sys.argv[1:]
+                             if not flag.startswith(('--cuda_log',
+                                                     '--use_gcudacc',
+                                                     '--gcudacc_version',
+                                                     '--gcudacc_flag'))]
+  if args.use_gcudacc:
+    # This macro is defined for TUs that are not marked with "-x cuda" but are
+    # built as part of a -config=cuda --use_gcudacc compilation. They are
+    # compiled with the default CPU compiler. Since the objects built from
+    # these TUs are later linked with objects that come from gcudacc, some
+    # parts of the code need to be marked for these special cases. For example,
+    # some types have to be defined similarly for gcudacc-compiled TUs and
+    # default CPU compiler-compiled TUs linked with them, but differently when
+    # nvcc is used.
+    # TODO(eliben): rename to a more descriptive name.
+    cpu_compiler_flags.append('-D__GCUDACC_HOST__')
+
+  return subprocess.call([CPU_COMPILER] + cpu_compiler_flags)
+
+if __name__ == '__main__':
+  sys.exit(main())
diff --git a/third_party/gpus/cuda/BUILD b/third_party/gpus/cuda/BUILD
new file mode 100644
index 0000000000..40c048661c
--- /dev/null
+++ b/third_party/gpus/cuda/BUILD
@@ -0,0 +1,158 @@
+licenses(["restricted"])  # MPL2, portions GPL v3, LGPL v3, BSD-like
+
+load("/tensorflow/tensorflow", "if_cuda")
+
+package(default_visibility = ["//visibility:public"])
+
+config_setting(
+    name = "cuda_crosstool_condition",
+    values = {"crosstool_top": "//third_party/gpus/crosstool"},
+    visibility = ["//visibility:public"],
+)
+
+config_setting(
+    name = "using_gcudacc",
+    values = {
+        "crosstool_top": "//third_party/gpus/crosstool",
+        "copt": "--use_gcudacc",
+    },
+    visibility = ["//visibility:public"],
+)
+
+config_setting(
+    name = "using_nvcc",
+    values = {
+        "crosstool_top": "//third_party/gpus/crosstool",
+        "copt": "--use_nvcc",
+    },
+)
+
+cc_library(
+    name = "cuda_headers",
+    hdrs = glob([
+        "**/*.h",
+    ]),
+    includes = [".", "include"],
+    visibility = ["//visibility:public"],
+)
+
+cc_library(
+    name = "cudart_static",
+    srcs = [
+        "lib64/libcudart_static.a",
+    ],
+    includes = ["include/"],
+    linkopts = [
+        "-ldl",
+        "-lrt",
+        "-lpthread",
+    ],
+    visibility = ["//visibility:public"],
+)
+
+cc_library(
+    name = "cudart",
+    srcs = [
+        "lib64/libcudart.so.7.0",
+    ],
+    data = [
+        "lib64/libcudart.so.7.0",
+    ],
+    includes = ["include/"],
+    visibility = ["//visibility:public"],
+    linkstatic = 1,
+)
+
+cc_library(
+    name = "cublas",
+    srcs = [
+        "lib64/libcublas.so.7.0",
+    ],
+    data = [
+        "lib64/libcublas.so.7.0",
+    ],
+    includes = ["include/"],
+    visibility = ["//visibility:public"],
+    linkstatic = 1,
+)
+
+cc_library(
+    name = "cudnn",
+    srcs = [
+        "lib64/libcudnn.so.6.5",
+    ],
+    data = [
+        "lib64/libcudnn.so.6.5",
+    ],
+    includes = ["include/"],
+    visibility = ["//visibility:public"],
+    linkstatic = 1,
+)
+
+cc_library(
+    name = "cuda",
+    deps = [
+        ":cuda_headers",
+        ":cudart",
+        ":cublas",
+        ":cudnn",
+    ],
+    visibility = ["//visibility:public"],
+)
+
+# TODO(opensource): for now, we have to invoke the cuda_config.sh manually in the source tree.
+# This rule checks if Cuda libraries in the source tree has been properly configured.
+# The output list makes bazel runs this rule first if the Cuda files are missing.
+# This gives us an opportunity to check and print a meaningful error message.
+# But we will need to create the output file list to make bazel happy in a successfull run.
+genrule(
+    name = "cuda_check",
+    srcs = [
+        "cuda.config",
+        "cuda_config.sh",
+    ],
+    outs = [
+        "include/cuda.h",
+        "include/cublas.h",
+        "include/cudnn.h",
+        "lib64/libcudart_static.a",
+        "lib64/libcublas.so.7.0",
+        "lib64/libcudnn.so.6.5",
+        "lib64/libcudart.so.7.0",
+    ],
+    cmd = if_cuda(
+        # Under cuda config, create all the symbolic links to the actual cuda files
+        "OUTPUTDIR=`readlink -f $(@D)/../../..`; cd third_party/gpus/cuda; OUTPUTDIR=$$OUTPUTDIR ./cuda_config.sh --check;",
+
+        # Under non-cuda config, create all dummy files to make the build go through
+        ";".join([
+          "mkdir -p $(@D)/include",
+         "mkdir -p $(@D)/lib64",
+         "touch $(@D)/include/cuda.h",
+          "touch $(@D)/include/cublas.h",
+          "touch $(@D)/include/cudnn.h",
+          "touch $(@D)/lib64/libcudart_static.a",
+          "touch $(@D)/lib64/libcublas.so.7.0",
+          "touch $(@D)/lib64/libcudnn.so.6.5",
+          "touch $(@D)/lib64/libcudart.so.7.0"
+            ]),
+    ),
+    local = 1,
+)
+
+genrule(
+    name = "cuda_config_check",
+    outs = [
+        "cuda.config",
+    ],
+    cmd = if_cuda(
+        # Under cuda config, create the symbolic link to the actual cuda.config
+        "ln -sf `readlink -f third_party/gpus/cuda/cuda.config` $(@D)/;",
+
+        # Under non-cuda config, create the dummy file
+        ";".join([
+         "touch $(@D)/cuda.config",
+        ]),
+    ),
+    local = 1,
+)
diff --git a/third_party/gpus/cuda/LICENSE b/third_party/gpus/cuda/LICENSE
new file mode 100644
index 0000000000..d3da228420
--- /dev/null
+++ b/third_party/gpus/cuda/LICENSE
@@ -0,0 +1,203 @@
+Copyright 2015 The TensorFlow Authors.  All rights reserved.
+
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
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+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
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+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
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+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
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+      of this License, Derivative Works shall not include works that remain
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+
+      "Contribution" shall mean any work of authorship, including
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+      "Contributor" shall mean Licensor and any individual or Legal Entity
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+      subsequently incorporated within the Work.
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+   2. Grant of Copyright License. Subject to the terms and conditions of
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+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
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+      Work and such Derivative Works in Source or Object form.
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+      or a Contribution incorporated within the Work constitutes direct
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+      granted to You under this License for that Work shall terminate
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+   4. Redistribution. You may reproduce and distribute copies of the
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+      meet the following conditions:
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+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
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+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
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+          include a readable copy of the attribution notices contained
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+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
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+          of the NOTICE file are for informational purposes only and
+          do not modify the License. You may add Your own attribution
+          notices within Derivative Works that You distribute, alongside
+          or as an addendum to the NOTICE text from the Work, provided
+          that such additional attribution notices cannot be construed
+          as modifying the License.
+
+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
+      for use, reproduction, or distribution of Your modifications, or
+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
+      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+      implied, including, without limitation, any warranties or conditions
+      of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+      PARTICULAR PURPOSE. You are solely responsible for determining the
+      appropriateness of using or redistributing the Work and assume any
+      risks associated with Your exercise of permissions under this License.
+
+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
+      liable to You for damages, including any direct, indirect, special,
+      incidental, or consequential damages of any character arising as a
+      result of this License or out of the use or inability to use the
+      Work (including but not limited to damages for loss of goodwill,
+      work stoppage, computer failure or malfunction, or any and all
+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
+      and charge a fee for, acceptance of support, warranty, indemnity,
+      or other liability obligations and/or rights consistent with this
+      License. However, in accepting such obligations, You may act only
+      on Your own behalf and on Your sole responsibility, not on behalf
+      of any other Contributor, and only if You agree to indemnify,
+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
+      the brackets!)  The text should be enclosed in the appropriate
+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
+      same "printed page" as the copyright notice for easier
+      identification within third-party archives.
+
+   Copyright 2015, The TensorFlow Authors.
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
diff --git a/third_party/gpus/cuda/cuda_config.sh b/third_party/gpus/cuda/cuda_config.sh
new file mode 100755
index 0000000000..034298590b
--- /dev/null
+++ b/third_party/gpus/cuda/cuda_config.sh
@@ -0,0 +1,169 @@
+#!/bin/bash
+
+# A simple script to configure the Cuda tree needed for the TensorFlow GPU
+# build. We need both Cuda toolkit 7.0 and Cudnn 6.5.
+# Useage:
+#    * User edit cuda.config to point both Cuda toolkit and Cudnn libraries to their local path
+#    * run cuda_config.sh to generate symbolic links in the source tree to reflect
+#    * the file organizations needed by TensorFlow.
+
+print_usage() {
+cat << EOF
+Usage: $0 [--check]
+  Configure TensorFlow's canonical view of Cuda libraries using cuda.config.
+Arguments:
+  --check: Only check that the proper Cuda dependencies has already been
+       properly configured in the source tree. It also creates symbolic links to
+       the files in the gen-tree to make bazel happy.
+EOF
+}
+
+CHECK_ONLY=0
+# Parse the arguments. Add more arguments as the "case" line when needed.
+while [[ $# > 0 ]]; do
+  argument="$1"
+  shift
+  case $argument in
+    --check)
+      CHECK_ONLY=1
+      ;;
+    *)
+      echo "Error: unknown arguments"
+      print_usage
+      exit -1
+      ;;
+  esac
+done
+
+source cuda.config || exit -1
+
+OUTPUTDIR=${OUTPUTDIR:-../../..}
+CUDA_TOOLKIT_PATH=${CUDA_TOOLKIT_PATH:-/usr/local/cuda}
+CUDNN_INSTALL_PATH=${CUDNN_INSTALL_PATH:-/usr/local/cuda}
+
+# An error message when the Cuda toolkit is not found
+function CudaError {
+  echo ERROR: $1
+cat << EOF
+##############################################################################
+##############################################################################
+Cuda 7.0 toolkit is missing.
+1. Download and install the CUDA 7.0 toolkit and CUDNN 6.5 library;
+2. Run configure from the root of the source tree, before rerunning bazel;
+Please refer to README.md for more details.
+##############################################################################
+##############################################################################
+EOF
+  exit -1
+}
+
+# An error message when CUDNN is not found
+function CudnnError {
+  echo ERROR: $1
+cat << EOF
+##############################################################################
+##############################################################################
+Cudnn 6.5 is missing.
+1. Download and install the CUDA 7.0 toolkit and CUDNN 6.5 library;
+2. Run configure from the root of the source tree, before rerunning bazel;
+Please refer to README.md for more details.
+##############################################################################
+##############################################################################
+EOF
+  exit -1
+}
+
+# Check that Cuda libraries has already been properly configured in the source tree.
+# We still need to create links to the gen-tree to make bazel happy.
+function CheckAndLinkToSrcTree {
+  ERROR_FUNC=$1
+  FILE=$2
+  if test ! -e $FILE; then
+    $ERROR_FUNC "$PWD/$FILE cannot be found"
+  fi
+
+  # Link the output file to the source tree, avoiding self links if they are
+  # the same. This could happen if invoked from the source tree by accident.
+  if [ ! `readlink -f $PWD` == `readlink -f $OUTPUTDIR/third_party/gpus/cuda` ]; then
+    mkdir -p `dirname $OUTPUTDIR/third_party/gpus/cuda/$FILE`
+    ln -sf $PWD/$FILE $OUTPUTDIR/third_party/gpus/cuda/$FILE
+  fi
+}
+
+if [ "$CHECK_ONLY" == "1" ]; then
+  CheckAndLinkToSrcTree CudaError include/cuda.h
+  CheckAndLinkToSrcTree CudaError include/cublas.h
+  CheckAndLinkToSrcTree CudnnError include/cudnn.h
+  CheckAndLinkToSrcTree CudaError lib64/libcudart_static.a
+  CheckAndLinkToSrcTree CudaError lib64/libcublas.so.7.0
+  CheckAndLinkToSrcTree CudnnError lib64/libcudnn.so.6.5
+  CheckAndLinkToSrcTree CudaError lib64/libcudart.so.7.0
+  exit 0
+fi
+
+# Actually configure the source tree for TensorFlow's canonical view of Cuda
+# libraries.
+
+if test ! -e ${CUDA_TOOLKIT_PATH}/lib64/libcudart.so.7.0; then
+  CudaError "cannot find ${CUDA_TOOLKIT_PATH}/lib64/libcudart.so.7.0"
+fi
+
+if test ! -d ${CUDNN_INSTALL_PATH}; then
+  CudnnError "cannot find dir: ${CUDNN_INSTALL_PATH}"
+fi
+
+# Locate cudnn.h
+if test -e ${CUDNN_INSTALL_PATH}/cudnn.h; then
+  CUDNN_HEADER_PATH=${CUDNN_INSTALL_PATH}
+elif test -e ${CUDNN_INSTALL_PATH}/include/cudnn.h; then
+  CUDNN_HEADER_PATH=${CUDNN_INSTALL_PATH}/include
+else
+  CudnnError "cannot find cudnn.h under: ${CUDNN_INSTALL_PATH}"
+fi
+
+# Locate libcudnn.so.6.5
+if test -e ${CUDNN_INSTALL_PATH}/libcudnn.so.6.5; then
+  CUDNN_LIB_PATH=${CUDNN_INSTALL_PATH}
+elif test -e ${CUDNN_INSTALL_PATH}/lib64/libcudnn.so.6.5; then
+  CUDNN_LIB_PATH=${CUDNN_INSTALL_PATH}/lib64
+else
+  CudnnError "cannot find libcudnn.so.6.5 under: ${CUDNN_INSTALL_PATH}"
+fi
+
+# Helper function to build symbolic links for all files under a directory.
+function LinkOneDir {
+  SRC_PREFIX=$1
+  DST_PREFIX=$2
+  SRC_DIR=$3
+  DST_DIR=`echo $SRC_DIR | sed "s,^$SRC_PREFIX,$DST_PREFIX,"`
+  mkdir -p $DST_DIR
+  FILE_LIST=`find -L $SRC_DIR -maxdepth 1 -type f`
+  if test "$FILE_LIST" != ""; then
+    ln -sf $FILE_LIST $DST_DIR/ || exit -1
+  fi
+}
+export -f LinkOneDir
+
+# Build links for all files under the directory, including subdirectoreis.
+function LinkAllFiles {
+  SRC_DIR=$1
+  DST_DIR=$2
+  find -L $SRC_DIR -type d | xargs -I {} bash -c "LinkOneDir $SRC_DIR $DST_DIR {}" || exit -1
+}
+
+# Set up the symbolic links for cuda toolkit. We link at individual file level,
+# not at the directory level.
+# This is because the external library may have different file layout from our desired structure.
+mkdir -p $OUTPUTDIR/third_party/gpus/cuda
+echo "Setting up Cuda include"
+LinkAllFiles ${CUDA_TOOLKIT_PATH}/include $OUTPUTDIR/third_party/gpus/cuda/include || exit -1
+echo "Setting up Cuda lib64"
+LinkAllFiles ${CUDA_TOOLKIT_PATH}/lib64 $OUTPUTDIR/third_party/gpus/cuda/lib64 || exit -1
+echo "Setting up Cuda bin"
+LinkAllFiles ${CUDA_TOOLKIT_PATH}/bin $OUTPUTDIR/third_party/gpus/cuda/bin || exit -1
+echo "Setting up Cuda nvvm"
+LinkAllFiles ${CUDA_TOOLKIT_PATH}/nvvm $OUTPUTDIR/third_party/gpus/cuda/nvvm || exit -1
+
+# Set up symbolic link for cudnn
+ln -sf $CUDNN_HEADER_PATH/cudnn.h $OUTPUTDIR/third_party/gpus/cuda/include/cudnn.h || exit -1
+ln -sf $CUDNN_LIB_PATH/libcudnn.so.6.5 $OUTPUTDIR/third_party/gpus/cuda/lib64/libcudnn.so.6.5 || exit -1