RcppCore · eddelbuettel · Dec 22, 2014 · Dec 22, 2014 · Dec 22, 2014 · Dec 22, 2014
diff --git a/ChangeLog b/ChangeLog
@@ -1,3 +1,9 @@
+2014-12-22  Yixuan Qiu  <yixuan.qiu@cos.name>
+
+	* inst/include/Eigen: Updated to release 3.2.3 of Eigen
+	* DESCRIPTION: Idem
+	* README.md: Idem
+
 2014-11-23  Yixuan Qiu  <yixuan.qiu@cos.name>
 
 	* inst/unitTests/runit.wrap.R: Added a number of unit tests

diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,8 +1,8 @@
 Package: RcppEigen
 Type: Package
 Title: Rcpp integration for the Eigen templated linear algebra library.
-Version: 0.3.2.2.0
-Date: 2014-08-21
+Version: 0.3.2.3.0
+Date: 2014-12-22
 Author: Douglas Bates, Romain Francois and Dirk Eddelbuettel; 
  the authors of Eigen for the included version of Eigen
 Maintainer: Dirk Eddelbuettel <edd@debian.org>
@@ -16,7 +16,7 @@ Description: R and Eigen integration using Rcpp.
  implementations based on Lapack and level-3 BLAS.
  .
  The RcppEigen package includes the header files from the Eigen C++
- template library (currently version 3.2.2). Thus users do not need to
+ template library (currently version 3.2.3). Thus users do not need to
  install Eigen itself in order to use RcppEigen.
  .
  Since version 3.1.1, Eigen is licensed under the Mozilla Public License

diff --git a/README.md b/README.md
@@ -13,5 +13,5 @@ performance on many algorithms is comparable with some of the best
 implementations based on `Lapack` and level-3 `BLAS`.
 
 The `RcppEigen` package includes the header files from the Eigen C++
-template library (currently version 3.2.2). Thus users do not need to
+template library (currently version 3.2.3). Thus users do not need to
 install `Eigen` itself in order to use `RcppEigen`.
diff --git a/inst/NEWS.Rd b/inst/NEWS.Rd
@@ -2,6 +2,12 @@
 \title{News for Package 'RcppEigen'}
 \newcommand{\cpkg}{\href{http://CRAN.R-project.org/package=#1}{\pkg{#1}}}
 
+\section{Changes in RcppEigen version 0.3.2.3.0 (2014-12-22)}{
+  \itemize{
+    \item Updated to version 3.2.3 of Eigen
+  }
+}
+
 \section{Changes in RcppEigen version 0.3.2.2.0 (2014-08-19)}{
   \itemize{
     \item Updated to version 3.2.2 of Eigen

diff --git a/inst/include/Eigen/src/Cholesky/LDLT.h b/inst/include/Eigen/src/Cholesky/LDLT.h
@@ -442,6 +442,7 @@ LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const MatrixType& a)
   m_transpositions.resize(size);
   m_isInitialized = false;
   m_temporary.resize(size);
+  m_sign = internal::ZeroSign;
 
   internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign);
 
@@ -502,7 +503,6 @@ struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
     using std::abs;
     using std::max;
     typedef typename LDLTType::MatrixType MatrixType;
-    typedef typename LDLTType::Scalar Scalar;
     typedef typename LDLTType::RealScalar RealScalar;
     const typename Diagonal<const MatrixType>::RealReturnType vectorD(dec().vectorD());
     // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon

diff --git a/inst/include/Eigen/src/Core/ArrayWrapper.h b/inst/include/Eigen/src/Core/ArrayWrapper.h
@@ -29,6 +29,11 @@ struct traits<ArrayWrapper<ExpressionType> >
   : public traits<typename remove_all<typename ExpressionType::Nested>::type >
 {
   typedef ArrayXpr XprKind;
+  // Let's remove NestByRefBit
+  enum {
+    Flags0 = traits<typename remove_all<typename ExpressionType::Nested>::type >::Flags,
+    Flags = Flags0 & ~NestByRefBit
+  };
 };
 }
 
@@ -149,6 +154,11 @@ struct traits<MatrixWrapper<ExpressionType> >
  : public traits<typename remove_all<typename ExpressionType::Nested>::type >
 {
   typedef MatrixXpr XprKind;
+  // Let's remove NestByRefBit
+  enum {
+    Flags0 = traits<typename remove_all<typename ExpressionType::Nested>::type >::Flags,
+    Flags = Flags0 & ~NestByRefBit
+  };
 };
 }
 

diff --git a/inst/include/Eigen/src/Core/DenseBase.h b/inst/include/Eigen/src/Core/DenseBase.h
@@ -462,8 +462,10 @@ template<typename Derived> class DenseBase
     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;
+    inline const Replicate<Derived,RowFactor,ColFactor> replicate() const;
+
+    typedef Replicate<Derived,Dynamic,Dynamic> ReplicateReturnType;
+    inline const ReplicateReturnType replicate(Index rowFacor,Index colFactor) const;
 
     typedef Reverse<Derived, BothDirections> ReverseReturnType;
     typedef const Reverse<const Derived, BothDirections> ConstReverseReturnType;

diff --git a/inst/include/Eigen/src/Core/Diagonal.h b/inst/include/Eigen/src/Core/Diagonal.h
@@ -190,18 +190,18 @@ MatrixBase<Derived>::diagonal() const
   *
   * \sa MatrixBase::diagonal(), class Diagonal */
 template<typename Derived>
-inline typename MatrixBase<Derived>::template DiagonalIndexReturnType<DynamicIndex>::Type
+inline typename MatrixBase<Derived>::DiagonalDynamicIndexReturnType
 MatrixBase<Derived>::diagonal(Index index)
 {
-  return typename DiagonalIndexReturnType<DynamicIndex>::Type(derived(), index);
+  return DiagonalDynamicIndexReturnType(derived(), index);
 }
 
 /** This is the const version of diagonal(Index). */
 template<typename Derived>
-inline typename MatrixBase<Derived>::template ConstDiagonalIndexReturnType<DynamicIndex>::Type
+inline typename MatrixBase<Derived>::ConstDiagonalDynamicIndexReturnType
 MatrixBase<Derived>::diagonal(Index index) const
 {
-  return typename ConstDiagonalIndexReturnType<DynamicIndex>::Type(derived(), index);
+  return ConstDiagonalDynamicIndexReturnType(derived(), index);
 }
 
 /** \returns an expression of the \a DiagIndex-th sub or super diagonal of the matrix \c *this

diff --git a/inst/include/Eigen/src/Core/GeneralProduct.h b/inst/include/Eigen/src/Core/GeneralProduct.h
@@ -232,7 +232,7 @@ EIGEN_DONT_INLINE void outer_product_selector_run(const ProductType& prod, Dest&
   // 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());
+    func(dest.col(j), prod.rhs().coeff(0,j) * prod.lhs());
 }
 
 // Row major
@@ -243,7 +243,7 @@ EIGEN_DONT_INLINE void outer_product_selector_run(const ProductType& prod, Dest&
   // 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());
+    func(dest.row(i), prod.lhs().coeff(i,0) * prod.rhs());
 }
 
 template<typename Lhs, typename Rhs>

diff --git a/inst/include/Eigen/src/Core/MapBase.h b/inst/include/Eigen/src/Core/MapBase.h
@@ -234,7 +234,11 @@ template<typename Derived> class MapBase<Derived, WriteAccessors>
       return derived();
     }
 
-    using Base::Base::operator=;
+    // In theory MapBase<Derived, ReadOnlyAccessors> should not make a using Base::operator=,
+    // and thus we should directly do: using Base::Base::operator=;
+    // However, this would confuse recent MSVC 2013 (bug 821), and since MapBase<Derived, ReadOnlyAccessors>
+    // has operator= to make ICC 11 happy, we can also make MSVC 2013 happy as follow:
+    using Base::operator=;
 };
 
 #undef EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS

diff --git a/inst/include/Eigen/src/Core/MatrixBase.h b/inst/include/Eigen/src/Core/MatrixBase.h
@@ -215,24 +215,20 @@ template<typename Derived> class MatrixBase
 
     typedef Diagonal<Derived> DiagonalReturnType;
     DiagonalReturnType diagonal();
-	typedef typename internal::add_const<Diagonal<const Derived> >::type ConstDiagonalReturnType;
+    typedef typename internal::add_const<Diagonal<const Derived> >::type ConstDiagonalReturnType;
     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> typename DiagonalIndexReturnType<Index>::Type diagonal();
     template<int Index> typename ConstDiagonalIndexReturnType<Index>::Type diagonal() const;
+
+    typedef Diagonal<Derived,DynamicIndex> DiagonalDynamicIndexReturnType;
+    typedef typename internal::add_const<Diagonal<const Derived,DynamicIndex> >::type ConstDiagonalDynamicIndexReturnType;
 
-    // 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 (defined _MSC_VER) && (_MSC_VER >= 1500) // 2008 or later
-    typename MatrixBase::template DiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index);
-    typename MatrixBase::template ConstDiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index) const;
-    #else
-    typename DiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index);
-    typename ConstDiagonalIndexReturnType<DynamicIndex>::Type diagonal(Index index) const;
-    #endif
+    DiagonalDynamicIndexReturnType diagonal(Index index);
+    ConstDiagonalDynamicIndexReturnType diagonal(Index index) const;
 
     #ifdef EIGEN2_SUPPORT
     template<unsigned int Mode> typename internal::eigen2_part_return_type<Derived, Mode>::type part();

diff --git a/inst/include/Eigen/src/Core/PermutationMatrix.h b/inst/include/Eigen/src/Core/PermutationMatrix.h
@@ -555,7 +555,10 @@ struct permut_matrix_product_retval
       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))
+      if(    is_same<MatrixTypeNestedCleaned,Dest>::value
+          && blas_traits<MatrixTypeNestedCleaned>::HasUsableDirectAccess
+          && blas_traits<Dest>::HasUsableDirectAccess
+          && extract_data(dst) == extract_data(m_matrix))
       {
         // apply the permutation inplace
         Matrix<bool,PermutationType::RowsAtCompileTime,1,0,PermutationType::MaxRowsAtCompileTime> mask(m_permutation.size());

diff --git a/inst/include/Eigen/src/Core/ProductBase.h b/inst/include/Eigen/src/Core/ProductBase.h
@@ -85,7 +85,14 @@ class ProductBase : public MatrixBase<Derived>
 
   public:
 
+#ifndef EIGEN_NO_MALLOC
+    typedef typename Base::PlainObject BasePlainObject;
+    typedef Matrix<Scalar,RowsAtCompileTime==1?1:Dynamic,ColsAtCompileTime==1?1:Dynamic,BasePlainObject::Options> DynPlainObject;
+    typedef typename internal::conditional<(BasePlainObject::SizeAtCompileTime==Dynamic) || (BasePlainObject::SizeAtCompileTime*int(sizeof(Scalar)) < int(EIGEN_STACK_ALLOCATION_LIMIT)),
+                                           BasePlainObject, DynPlainObject>::type PlainObject;
+#else
     typedef typename Base::PlainObject PlainObject;
+#endif
 
     ProductBase(const Lhs& a_lhs, const Rhs& a_rhs)
       : m_lhs(a_lhs), m_rhs(a_rhs)
@@ -180,7 +187,12 @@ 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;
+  typedef typename GeneralProduct<Lhs,Rhs,Mode>::PlainObject const& type;
+};
+template<typename Lhs, typename Rhs, int Mode, int N, typename PlainObject>
+struct nested<const GeneralProduct<Lhs,Rhs,Mode>, N, PlainObject>
+{
+  typedef typename GeneralProduct<Lhs,Rhs,Mode>::PlainObject const& type;
 };
 }
 

diff --git a/inst/include/Eigen/src/Core/Ref.h b/inst/include/Eigen/src/Core/Ref.h
@@ -188,6 +188,8 @@ template<typename PlainObjectType, int Options, typename StrideType> class Ref
   : public RefBase<Ref<PlainObjectType, Options, StrideType> >
 {
     typedef internal::traits<Ref> Traits;
+    template<typename Derived>
+    inline Ref(const PlainObjectBase<Derived>& expr);
   public:
 
     typedef RefBase<Ref> Base;
@@ -196,20 +198,21 @@ template<typename PlainObjectType, int Options, typename StrideType> class 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)
+    inline Ref(PlainObjectBase<Derived>& expr)
     {
-      Base::construct(expr);
+      EIGEN_STATIC_ASSERT(static_cast<bool>(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      Base::construct(expr.derived());
     }
     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)
+    inline Ref(const DenseBase<Derived>& expr)
     #else
     template<typename Derived>
     inline Ref(DenseBase<Derived>& expr)
     #endif
     {
+      EIGEN_STATIC_ASSERT(static_cast<bool>(internal::is_lvalue<Derived>::value), THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
+      EIGEN_STATIC_ASSERT(static_cast<bool>(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      enum { THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY = Derived::ThisConstantIsPrivateInPlainObjectBase};
       Base::construct(expr.const_cast_derived());
     }
 

diff --git a/inst/include/Eigen/src/Core/Replicate.h b/inst/include/Eigen/src/Core/Replicate.h
@@ -135,7 +135,7 @@ template<typename MatrixType,int RowFactor,int ColFactor> class Replicate
   */
 template<typename Derived>
 template<int RowFactor, int ColFactor>
-inline const Replicate<Derived,RowFactor,ColFactor>
+const Replicate<Derived,RowFactor,ColFactor>
 DenseBase<Derived>::replicate() const
 {
   return Replicate<Derived,RowFactor,ColFactor>(derived());
@@ -150,7 +150,7 @@ DenseBase<Derived>::replicate() const
   * \sa VectorwiseOp::replicate(), DenseBase::replicate<int,int>(), class Replicate
   */
 template<typename Derived>
-inline const Replicate<Derived,Dynamic,Dynamic>
+const typename DenseBase<Derived>::ReplicateReturnType
 DenseBase<Derived>::replicate(Index rowFactor,Index colFactor) const
 {
   return Replicate<Derived,Dynamic,Dynamic>(derived(),rowFactor,colFactor);

diff --git a/inst/include/Eigen/src/Core/TriangularMatrix.h b/inst/include/Eigen/src/Core/TriangularMatrix.h
@@ -380,45 +380,54 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
     EIGEN_STRONG_INLINE TriangularView& operator=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
     {
       setZero();
-      return assignProduct(other,1);
+      return assignProduct(other.derived(),1);
     }
 
     template<typename ProductDerived, typename Lhs, typename Rhs>
     EIGEN_STRONG_INLINE TriangularView& operator+=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
     {
-      return assignProduct(other,1);
+      return assignProduct(other.derived(),1);
     }
 
     template<typename ProductDerived, typename Lhs, typename Rhs>
     EIGEN_STRONG_INLINE TriangularView& operator-=(const ProductBase<ProductDerived, Lhs,Rhs>& other)
     {
-      return assignProduct(other,-1);
+      return assignProduct(other.derived(),-1);
     }
 
 
     template<typename ProductDerived>
     EIGEN_STRONG_INLINE TriangularView& operator=(const ScaledProduct<ProductDerived>& other)
     {
       setZero();
-      return assignProduct(other,other.alpha());
+      return assignProduct(other.derived(),other.alpha());
     }
 
     template<typename ProductDerived>
     EIGEN_STRONG_INLINE TriangularView& operator+=(const ScaledProduct<ProductDerived>& other)
     {
-      return assignProduct(other,other.alpha());
+      return assignProduct(other.derived(),other.alpha());
     }
 
     template<typename ProductDerived>
     EIGEN_STRONG_INLINE TriangularView& operator-=(const ScaledProduct<ProductDerived>& other)
     {
-      return assignProduct(other,-other.alpha());
+      return assignProduct(other.derived(),-other.alpha());
     }
 
   protected:
 
     template<typename ProductDerived, typename Lhs, typename Rhs>
     EIGEN_STRONG_INLINE TriangularView& assignProduct(const ProductBase<ProductDerived, Lhs,Rhs>& prod, const Scalar& alpha);
+
+    template<int Mode, bool LhsIsTriangular,
+         typename Lhs, bool LhsIsVector,
+         typename Rhs, bool RhsIsVector>
+    EIGEN_STRONG_INLINE TriangularView& assignProduct(const TriangularProduct<Mode, LhsIsTriangular, Lhs, LhsIsVector, Rhs, RhsIsVector>& prod, const Scalar& alpha)
+    {
+      lazyAssign(alpha*prod.eval());
+      return *this;
+    }
 
     MatrixTypeNested m_matrix;
 };

diff --git a/inst/include/Eigen/src/Core/arch/NEON/PacketMath.h b/inst/include/Eigen/src/Core/arch/NEON/PacketMath.h
@@ -48,9 +48,18 @@ typedef uint32x4_t  Packet4ui;
   #define EIGEN_INIT_NEON_PACKET2(X, Y)       {X, Y}
   #define EIGEN_INIT_NEON_PACKET4(X, Y, Z, W) {X, Y, Z, W}
 #endif
-
-#ifndef __pld
-#define __pld(x) asm volatile ( "   pld [%[addr]]\n" :: [addr] "r" (x) : "cc" );
+
+// 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) || defined(__GNUC__)
+  #define EIGEN_ARM_PREFETCH(ADDR) __builtin_prefetch(ADDR);
+#elif defined __pld
+  #define EIGEN_ARM_PREFETCH(ADDR) __pld(ADDR)
+#elif !defined(__aarch64__)
+  #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

diff --git a/inst/include/Eigen/src/Core/arch/SSE/MathFunctions.h b/inst/include/Eigen/src/Core/arch/SSE/MathFunctions.h
@@ -52,7 +52,7 @@ Packet4f plog<Packet4f>(const Packet4f& _x)
 
   Packet4i emm0;
 
-  Packet4f invalid_mask = _mm_cmplt_ps(x, _mm_setzero_ps());
+  Packet4f invalid_mask = _mm_cmpnge_ps(x, _mm_setzero_ps()); // not greater equal is true if x is NaN
   Packet4f iszero_mask = _mm_cmpeq_ps(x, _mm_setzero_ps());
 
   x = pmax(x, p4f_min_norm_pos);  /* cut off denormalized stuff */
@@ -166,7 +166,7 @@ Packet4f pexp<Packet4f>(const Packet4f& _x)
   emm0 = _mm_cvttps_epi32(fx);
   emm0 = _mm_add_epi32(emm0, p4i_0x7f);
   emm0 = _mm_slli_epi32(emm0, 23);
-  return pmul(y, _mm_castsi128_ps(emm0));
+  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)
@@ -239,7 +239,7 @@ Packet2d pexp<Packet2d>(const Packet2d& _x)
   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 pmul(x, _mm_castsi128_pd(emm0));
+  return pmax(pmul(x, Packet2d(_mm_castsi128_pd(emm0))), _x);
 }
 
 /* evaluation of 4 sines at onces, using SSE2 intrinsics.