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Sync with Eigen 5.0.0 (aka 3.5.0)
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eddelbuettel committed Jan 16, 2026
commit fb48eab8ebb20f68d6fffb045c07c03e291003d8
5 changes: 5 additions & 0 deletions ChangeLog
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* man/RcppEigen_throttle_cores.Rd: Document additional helpers
* cleanup: Minor extension

2025-12-25 Dirk Eddelbuettel <edd@debian.org>

* inst/include/Eigen/: Sync with upstream Eigen 5.0.0 (aka 3.5.0)
* inst/include/unsupported/Eigen/: Idem

2025-08-26 Dirk Eddelbuettel <edd@debian.org>

* inst/tinytest/test_misc.R: Add minimal test for EigenNbThreads()
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52 changes: 52 additions & 0 deletions inst/include/Eigen/AccelerateSupport
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// 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_ACCELERATESUPPORT_MODULE_H
#define EIGEN_ACCELERATESUPPORT_MODULE_H

#include "SparseCore"

#include "src/Core/util/DisableStupidWarnings.h"

/** \ingroup Support_modules
* \defgroup AccelerateSupport_Module AccelerateSupport module
*
* This module provides an interface to the Apple Accelerate library.
* It provides the seven following main factorization classes:
* - class AccelerateLLT: a Cholesky (LL^T) factorization.
* - class AccelerateLDLT: the default LDL^T factorization.
* - class AccelerateLDLTUnpivoted: a Cholesky-like LDL^T factorization with only 1x1 pivots and no pivoting
* - class AccelerateLDLTSBK: an LDL^T factorization with Supernode Bunch-Kaufman and static pivoting
* - class AccelerateLDLTTPP: an LDL^T factorization with full threshold partial pivoting
* - class AccelerateQR: a QR factorization
* - class AccelerateCholeskyAtA: a QR factorization without storing Q (equivalent to A^TA = R^T R)
*
* \code
* #include <Eigen/AccelerateSupport>
* \endcode
*
* In order to use this module, the Accelerate headers must be accessible from
* the include paths, and your binary must be linked to the Accelerate framework.
* The Accelerate library is only available on Apple hardware.
*
* Note that many of the algorithms can be influenced by the UpLo template
* argument. All matrices are assumed to be symmetric. For example, the following
* creates an LDLT factorization where your matrix is symmetric (implicit) and
* uses the lower triangle:
*
* \code
* AccelerateLDLT<SparseMatrix<float>, Lower> ldlt;
* \endcode
*/

// IWYU pragma: begin_exports
#include "src/AccelerateSupport/AccelerateSupport.h"
// IWYU pragma: end_exports

#include "src/Core/util/ReenableStupidWarnings.h"

#endif // EIGEN_ACCELERATESUPPORT_MODULE_H
38 changes: 18 additions & 20 deletions inst/include/Eigen/Cholesky
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Expand Up @@ -14,32 +14,30 @@
#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
*/
*
*
*
* 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
*/

// IWYU pragma: begin_exports
#include "src/Cholesky/LLT.h"
#include "src/Cholesky/LDLT.h"
#ifdef EIGEN_USE_LAPACKE
#ifdef EIGEN_USE_MKL
#include "mkl_lapacke.h"
#else
#include "src/misc/lapacke.h"
#endif
#include "src/misc/lapacke_helpers.h"
#include "src/Cholesky/LLT_LAPACKE.h"
#endif
// IWYU pragma: end_exports

#include "src/Core/util/ReenableStupidWarnings.h"

#endif // EIGEN_CHOLESKY_MODULE_H
#endif // EIGEN_CHOLESKY_MODULE_H
54 changes: 29 additions & 25 deletions inst/include/Eigen/CholmodSupport
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#include "src/Core/util/DisableStupidWarnings.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.suitesparse.com">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 <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.suitesparse.com">suitesparse</a> package. It provides the two following main factorization classes:
* - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization.
* - class CholmodDecomposition: 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.
*
*/

// IWYU pragma: begin_exports
#include "src/CholmodSupport/CholmodSupport.h"
// IWYU pragma: end_exports

#include "src/Core/util/ReenableStupidWarnings.h"

#endif // EIGEN_CHOLMODSUPPORT_MODULE_H

#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
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