Intel(R) MKL support added.

* * *
License disclaimer changed to BSD license for MKL_support.h
* * *
Pardiso support fixed, test added.
blas/lapack tests fixed: Scalar parameter was added in Cholesky, product_matrix_vector_triangular remaned to triangular_matrix_vector_product.
* * *
PARDISO test was added physically.

CMakeLists_mkl.txt

@@ -0,0 +1,375 @@
+project(Eigen)
+
+cmake_minimum_required(VERSION 2.6.2)
+
+# guard against in-source builds
+
+if(${CMAKE_SOURCE_DIR} STREQUAL ${CMAKE_BINARY_DIR})
+  message(FATAL_ERROR "In-source builds not allowed. Please make a new directory (called a build directory) and run CMake from there. You may need to remove CMakeCache.txt. ")
+endif()
+
+# guard against bad build-type strings
+
+if (NOT CMAKE_BUILD_TYPE)
+  set(CMAKE_BUILD_TYPE "Release")
+endif()
+
+string(TOLOWER "${CMAKE_BUILD_TYPE}" cmake_build_type_tolower)
+if(    NOT cmake_build_type_tolower STREQUAL "debug"
+   AND NOT cmake_build_type_tolower STREQUAL "release"
+   AND NOT cmake_build_type_tolower STREQUAL "relwithdebinfo")
+  message(FATAL_ERROR "Unknown build type \"${CMAKE_BUILD_TYPE}\". Allowed values are Debug, Release, RelWithDebInfo (case-insensitive).")
+endif()
+
+
+#############################################################################
+# retrieve version infomation                                               #
+#############################################################################
+
+# automatically parse the version number
+file(READ "${PROJECT_SOURCE_DIR}/Eigen/src/Core/util/Macros.h" _eigen_version_header)
+string(REGEX MATCH "define[ \t]+EIGEN_WORLD_VERSION[ \t]+([0-9]+)" _eigen_world_version_match "${_eigen_version_header}")
+set(EIGEN_WORLD_VERSION "${CMAKE_MATCH_1}")
+string(REGEX MATCH "define[ \t]+EIGEN_MAJOR_VERSION[ \t]+([0-9]+)" _eigen_major_version_match "${_eigen_version_header}")
+set(EIGEN_MAJOR_VERSION "${CMAKE_MATCH_1}")
+string(REGEX MATCH "define[ \t]+EIGEN_MINOR_VERSION[ \t]+([0-9]+)" _eigen_minor_version_match "${_eigen_version_header}")
+set(EIGEN_MINOR_VERSION "${CMAKE_MATCH_1}")
+set(EIGEN_VERSION_NUMBER ${EIGEN_WORLD_VERSION}.${EIGEN_MAJOR_VERSION}.${EIGEN_MINOR_VERSION})
+
+# if the mercurial program is absent, this will leave the EIGEN_HG_CHANGESET string empty,
+# but won't stop CMake.
+execute_process(COMMAND hg tip -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_HGTIP_OUTPUT)
+execute_process(COMMAND hg branch -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_BRANCH_OUTPUT)
+
+# if this is the default (aka development) branch, extract the mercurial changeset number from the hg tip output...
+if(EIGEN_BRANCH_OUTPUT MATCHES "default")
+string(REGEX MATCH "^changeset: *[0-9]*:([0-9;a-f]+).*" EIGEN_HG_CHANGESET_MATCH "${EIGEN_HGTIP_OUTPUT}")
+set(EIGEN_HG_CHANGESET "${CMAKE_MATCH_1}")
+endif(EIGEN_BRANCH_OUTPUT MATCHES "default")
+#...and show it next to the version number
+if(EIGEN_HG_CHANGESET)
+  set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER} (mercurial changeset ${EIGEN_HG_CHANGESET})")
+else(EIGEN_HG_CHANGESET)
+  set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER}")
+endif(EIGEN_HG_CHANGESET)
+
+
+include(CheckCXXCompilerFlag)
+
+set(CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake)
+
+#############################################################################
+# find how to link to the standard libraries                                #
+#############################################################################
+
+find_package(StandardMathLibrary)
+
+set(MKLROOT "/nfs/ins/home/karturov/mkl/MKLQA/mkl_release/mkl1038_20111114/__release_lnx/mkl")
+
+set(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO ${MKLROOT}/lib/intel64/libmkl_intel_lp64.so ${MKLROOT}/lib/intel64/libmkl_intel_thread.so ${MKLROOT}/lib/intel64/libmkl_core.so /nfs/ins/home/karturov/mkl/mirror/NS/MKLQA/tools/ess/l_compxe_p_12.1/32e/lib/libiomp5.so libpthread.so)
+
+
+if(NOT STANDARD_MATH_LIBRARY_FOUND)
+
+  message(FATAL_ERROR
+    "Can't link to the standard math library. Please report to the Eigen developers, telling them about your platform.")
+
+else()
+
+#  if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
+#    set(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO "${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO} ${STANDARD_MATH_LIBRARY}")
+#  else()
+#    set(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO "${STANDARD_MATH_LIBRARY}")
+#  endif()
+
+endif()
+
+if(EIGEN_STANDARD_LIBRARIES_TO_LINK_TO)
+  message(STATUS "Standard libraries to link to explicitly: ${EIGEN_STANDARD_LIBRARIES_TO_LINK_TO}")
+else()
+  message(STATUS "Standard libraries to link to explicitly: none")
+endif()
+
+option(EIGEN_BUILD_BTL "Build benchmark suite" OFF)
+if(NOT WIN32)
+  option(EIGEN_BUILD_PKGCONFIG "Build pkg-config .pc file for Eigen" ON)
+endif(NOT WIN32)
+
+set(CMAKE_INCLUDE_CURRENT_DIR ON)
+
+option(EIGEN_SPLIT_LARGE_TESTS "Split large tests into smaller executables" ON)
+
+option(EIGEN_DEFAULT_TO_ROW_MAJOR "Use row-major as default matrix storage order" OFF)
+if(EIGEN_DEFAULT_TO_ROW_MAJOR)
+  add_definitions("-DEIGEN_DEFAULT_TO_ROW_MAJOR")
+endif()
+
+add_definitions("-DEIGEN_MKL")
+
+add_definitions("-DEIGEN_PERMANENTLY_DISABLE_STUPID_WARNINGS")
+
+set(EIGEN_TEST_MAX_SIZE "320" CACHE STRING "Maximal matrix/vector size, default is 320")
+
+if(CMAKE_COMPILER_IS_GNUCXX)
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wnon-virtual-dtor -Wno-long-long -ansi -Wundef -Wcast-align -Wchar-subscripts -Wall -W -Wpointer-arith -Wwrite-strings -Wformat-security -fexceptions -fno-check-new -fno-common -fstrict-aliasing")
+  set(CMAKE_CXX_FLAGS_DEBUG "-g3")
+  set(CMAKE_CXX_FLAGS_RELEASE "-g0 -O2")
+
+  check_cxx_compiler_flag("-Wno-variadic-macros" COMPILER_SUPPORT_WNOVARIADICMACRO)
+  if(COMPILER_SUPPORT_WNOVARIADICMACRO)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wno-variadic-macros")
+  endif()
+
+  check_cxx_compiler_flag("-Wextra" COMPILER_SUPPORT_WEXTRA)
+  if(COMPILER_SUPPORT_WEXTRA)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wextra")
+  endif()
+
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pedantic")
+
+  option(EIGEN_TEST_SSE2 "Enable/Disable SSE2 in tests/examples" OFF)
+  if(EIGEN_TEST_SSE2)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse2")
+    message(STATUS "Enabling SSE2 in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_SSE3 "Enable/Disable SSE3 in tests/examples" OFF)
+  if(EIGEN_TEST_SSE3)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse3")
+    message(STATUS "Enabling SSE3 in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_SSSE3 "Enable/Disable SSSE3 in tests/examples" OFF)
+  if(EIGEN_TEST_SSSE3)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mssse3")
+    message(STATUS "Enabling SSSE3 in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_SSE4_1 "Enable/Disable SSE4.1 in tests/examples" OFF)
+  if(EIGEN_TEST_SSE4_1)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse4.1")
+    message(STATUS "Enabling SSE4.1 in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_SSE4_2 "Enable/Disable SSE4.2 in tests/examples" OFF)
+  if(EIGEN_TEST_SSE4_2)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -msse4.2")
+    message(STATUS "Enabling SSE4.2 in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_ALTIVEC "Enable/Disable AltiVec in tests/examples" OFF)
+  if(EIGEN_TEST_ALTIVEC)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -maltivec -mabi=altivec")
+    message(STATUS "Enabling AltiVec in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_NEON "Enable/Disable Neon in tests/examples" OFF)
+  if(EIGEN_TEST_NEON)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfloat-abi=softfp -mfpu=neon -mcpu=cortex-a8")
+    message(STATUS "Enabling NEON in tests/examples")
+  endif()
+
+  check_cxx_compiler_flag("-fopenmp" COMPILER_SUPPORT_OPENMP)
+  if(COMPILER_SUPPORT_OPENMP)
+    option(EIGEN_TEST_OPENMP "Enable/Disable OpenMP in tests/examples" OFF)
+    if(EIGEN_TEST_OPENMP)
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fopenmp")
+      message(STATUS "Enabling OpenMP in tests/examples")
+    endif()
+  endif()
+
+endif(CMAKE_COMPILER_IS_GNUCXX)
+
+if(MSVC)
+  # C4127 - conditional expression is constant
+  # C4714 - marked as __forceinline not inlined (I failed to deactivate it selectively)
+  #         We can disable this warning in the unit tests since it is clear that it occurs
+  #         because we are oftentimes returning objects that have a destructor or may
+  #         throw exceptions - in particular in the unit tests we are throwing extra many
+  #         exceptions to cover indexing errors.
+  # C4505 - unreferenced local function has been removed (impossible to deactive selectively)
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /EHsc /wd4127 /wd4505 /wd4714")
+
+  # replace all /Wx by /W4
+  string(REGEX REPLACE "/W[0-9]" "/W4" CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS}")
+
+  check_cxx_compiler_flag("/openmp" COMPILER_SUPPORT_OPENMP)
+  if(COMPILER_SUPPORT_OPENMP)
+    option(EIGEN_TEST_OPENMP "Enable/Disable OpenMP in tests/examples" OFF)
+    if(EIGEN_TEST_OPENMP)
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /openmp")
+      message(STATUS "Enabling OpenMP in tests/examples")
+    endif()
+  endif()
+
+  option(EIGEN_TEST_SSE2 "Enable/Disable SSE2 in tests/examples" OFF)
+  if(EIGEN_TEST_SSE2)
+    if(NOT CMAKE_CL_64)
+      # arch is not supported on 64 bit systems, SSE is enabled automatically.
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /arch:SSE2")
+    endif(NOT CMAKE_CL_64)
+    message(STATUS "Enabling SSE2 in tests/examples")
+  endif(EIGEN_TEST_SSE2)
+endif(MSVC)
+
+option(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION "Disable explicit vectorization in tests/examples" OFF)
+option(EIGEN_TEST_X87 "Force using X87 instructions. Implies no vectorization." OFF)
+option(EIGEN_TEST_32BIT "Force generating 32bit code." OFF)
+
+if(EIGEN_TEST_X87)
+  set(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION ON)
+  if(CMAKE_COMPILER_IS_GNUCXX)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfpmath=387")
+    message(STATUS "Forcing use of x87 instructions in tests/examples")
+  else()
+    message(STATUS "EIGEN_TEST_X87 ignored on your compiler")
+  endif()
+endif()
+
+if(EIGEN_TEST_32BIT)
+  if(CMAKE_COMPILER_IS_GNUCXX)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m32")
+    message(STATUS "Forcing generation of 32-bit code in tests/examples")
+  else()
+    message(STATUS "EIGEN_TEST_32BIT ignored on your compiler")
+  endif()
+endif()
+
+if(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION)
+  add_definitions(-DEIGEN_DONT_VECTORIZE=1)
+  message(STATUS "Disabling vectorization in tests/examples")
+endif()
+
+option(EIGEN_TEST_NO_EXPLICIT_ALIGNMENT "Disable explicit alignment (hence vectorization) in tests/examples" OFF)
+if(EIGEN_TEST_NO_EXPLICIT_ALIGNMENT)
+  add_definitions(-DEIGEN_DONT_ALIGN=1)
+  message(STATUS "Disabling alignment in tests/examples")
+endif()
+
+option(EIGEN_TEST_C++0x "Enables all C++0x features." OFF)
+
+include_directories(${CMAKE_CURRENT_SOURCE_DIR} ${CMAKE_CURRENT_BINARY_DIR} "${MKLROOT}/include")
+
+# the user modifiable install path for header files
+set(EIGEN_INCLUDE_INSTALL_DIR ${EIGEN_INCLUDE_INSTALL_DIR} CACHE PATH "The directory where we install the header files (optional)")
+
+# set the internal install path for header files which depends on wether the user modifiable
+# EIGEN_INCLUDE_INSTALL_DIR has been set by the user or not.
+if(EIGEN_INCLUDE_INSTALL_DIR)
+  set(INCLUDE_INSTALL_DIR
+    ${EIGEN_INCLUDE_INSTALL_DIR}
+    CACHE INTERNAL
+    "The directory where we install the header files (internal)"
+  )
+else()
+  set(INCLUDE_INSTALL_DIR
+    "${CMAKE_INSTALL_PREFIX}/include/eigen3"
+    CACHE INTERNAL
+    "The directory where we install the header files (internal)"
+  )
+endif()
+
+# similar to set_target_properties but append the property instead of overwriting it
+macro(ei_add_target_property target prop value)
+
+  get_target_property(previous ${target} ${prop})
+  # if the property wasn't previously set, ${previous} is now "previous-NOTFOUND" which cmake allows catching with plain if()
+  if(NOT previous)
+    set(previous "")
+  endif(NOT previous)
+  set_target_properties(${target} PROPERTIES ${prop} "${previous} ${value}")
+endmacro(ei_add_target_property)
+
+install(FILES
+  signature_of_eigen3_matrix_library
+  DESTINATION ${INCLUDE_INSTALL_DIR} COMPONENT Devel
+  )
+
+if(EIGEN_BUILD_PKGCONFIG)
+    SET(path_separator ":")
+    STRING(REPLACE ${path_separator} ";" pkg_config_libdir_search "$ENV{PKG_CONFIG_LIBDIR}")
+    message(STATUS "searching for 'pkgconfig' directory in PKG_CONFIG_LIBDIR ( $ENV{PKG_CONFIG_LIBDIR} ), ${CMAKE_INSTALL_PREFIX}/share, and ${CMAKE_INSTALL_PREFIX}/lib")
+    FIND_PATH(pkg_config_libdir pkgconfig ${pkg_config_libdir_search} ${CMAKE_INSTALL_PREFIX}/share ${CMAKE_INSTALL_PREFIX}/lib ${pkg_config_libdir_search})
+    if(pkg_config_libdir)
+        SET(pkg_config_install_dir ${pkg_config_libdir})
+        message(STATUS "found ${pkg_config_libdir}/pkgconfig" )
+    else(pkg_config_libdir)
+        SET(pkg_config_install_dir ${CMAKE_INSTALL_PREFIX}/share)
+        message(STATUS "pkgconfig not found; installing in ${pkg_config_install_dir}" )
+    endif(pkg_config_libdir)
+
+    configure_file(eigen3.pc.in eigen3.pc)
+    install(FILES ${CMAKE_CURRENT_BINARY_DIR}/eigen3.pc
+        DESTINATION ${pkg_config_install_dir}/pkgconfig
+        )
+endif(EIGEN_BUILD_PKGCONFIG)
+
+add_subdirectory(Eigen)
+
+add_subdirectory(doc EXCLUDE_FROM_ALL)
+
+include(EigenConfigureTesting)
+# fixme, not sure this line is still needed:
+enable_testing() # must be called from the root CMakeLists, see man page
+
+
+if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
+  add_subdirectory(test) # can't do EXCLUDE_FROM_ALL here, breaks CTest
+else()
+  add_subdirectory(test EXCLUDE_FROM_ALL)
+endif()
+
+if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
+  add_subdirectory(blas)
+  add_subdirectory(lapack)
+else()
+  add_subdirectory(blas EXCLUDE_FROM_ALL)
+  add_subdirectory(lapack EXCLUDE_FROM_ALL)
+endif()
+
+add_subdirectory(unsupported)
+
+add_subdirectory(demos EXCLUDE_FROM_ALL)
+
+# must be after test and unsupported, for configuring buildtests.in
+add_subdirectory(scripts EXCLUDE_FROM_ALL)
+
+# TODO: consider also replacing EIGEN_BUILD_BTL by a custom target "make btl"?
+if(EIGEN_BUILD_BTL)
+  add_subdirectory(bench/btl EXCLUDE_FROM_ALL)
+endif(EIGEN_BUILD_BTL)
+
+ei_testing_print_summary()
+
+message(STATUS "")
+message(STATUS "Configured Eigen ${EIGEN_VERSION_NUMBER}")
+message(STATUS "")
+
+option(EIGEN_FAILTEST "Enable failtests." OFF)
+if(EIGEN_FAILTEST)
+  add_subdirectory(failtest)
+endif()
+
+string(TOLOWER "${CMAKE_GENERATOR}" cmake_generator_tolower)
+if(cmake_generator_tolower MATCHES "makefile")
+  message(STATUS "Some things you can do now:")
+  message(STATUS "--------------+--------------------------------------------------------------")
+  message(STATUS "Command       |   Description")
+  message(STATUS "--------------+--------------------------------------------------------------")
+  message(STATUS "make install  | Install to ${CMAKE_INSTALL_PREFIX}. To change that:")
+  message(STATUS "              |     cmake . -DCMAKE_INSTALL_PREFIX=yourpath")
+  message(STATUS "              |   Eigen headers will then be installed to:")
+  message(STATUS "              |     ${INCLUDE_INSTALL_DIR}")
+  message(STATUS "              |   To install Eigen headers to a separate location, do:")
+  message(STATUS "              |     cmake . -DEIGEN_INCLUDE_INSTALL_DIR=yourpath")
+  message(STATUS "make doc      | Generate the API documentation, requires Doxygen & LaTeX")
+  message(STATUS "make check    | Build and run the unit-tests. Read this page:")
+  message(STATUS "              |   http://eigen.tuxfamily.org/index.php?title=Tests")
+  message(STATUS "make blas     | Build BLAS library (not the same thing as Eigen)")
+  message(STATUS "--------------+--------------------------------------------------------------")
+else()
+  message(STATUS "To build/run the unit tests, read this page:")
+  message(STATUS "  http://eigen.tuxfamily.org/index.php?title=Tests")
+endif()
+
+message(STATUS "")