Update Eigen to the latest stable release, 3.2.2

./Eigen/src/Core/util/NonMPL2.h is left untouched, so that
usage of non MPL2 code is disabled.

Change-Id: I86fc9257b3c30d0ca15b268d4ef07bf038bba7ca
diff --git a/blas/level2_real_impl.h b/blas/level2_real_impl.h
index cd83329..8d56eaa 100644
--- a/blas/level2_real_impl.h
+++ b/blas/level2_real_impl.h
@@ -12,6 +12,21 @@
 // y = alpha*A*x + beta*y
 int EIGEN_BLAS_FUNC(symv) (char *uplo, int *n, RealScalar *palpha, RealScalar *pa, int *lda, RealScalar *px, int *incx, RealScalar *pbeta, RealScalar *py, int *incy)
 {
+  typedef void (*functype)(int, const Scalar*, int, const Scalar*, int, Scalar*, Scalar);
+  static functype func[2];
+
+  static bool init = false;
+  if(!init)
+  {
+    for(int k=0; k<2; ++k)
+      func[k] = 0;
+
+    func[UP] = (internal::selfadjoint_matrix_vector_product<Scalar,int,ColMajor,Upper,false,false>::run);
+    func[LO] = (internal::selfadjoint_matrix_vector_product<Scalar,int,ColMajor,Lower,false,false>::run);
+
+    init = true;
+  }
+
   Scalar* a = reinterpret_cast<Scalar*>(pa);
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* y = reinterpret_cast<Scalar*>(py);
@@ -40,9 +55,11 @@
     else                vector(actual_y, *n) *= beta;
   }
 
-  // TODO performs a direct call to the underlying implementation function
-       if(UPLO(*uplo)==UP) vector(actual_y,*n).noalias() += matrix(a,*n,*n,*lda).selfadjointView<Upper>() * (alpha * vector(actual_x,*n));
-  else if(UPLO(*uplo)==LO) vector(actual_y,*n).noalias() += matrix(a,*n,*n,*lda).selfadjointView<Lower>() * (alpha * vector(actual_x,*n));
+  int code = UPLO(*uplo);
+  if(code>=2 || func[code]==0)
+    return 0;
+
+  func[code](*n, a, *lda, actual_x, 1, actual_y, alpha);
 
   if(actual_x!=x) delete[] actual_x;
   if(actual_y!=y) delete[] copy_back(actual_y,y,*n,*incy);
@@ -68,6 +85,20 @@
 
 //     init = true;
 //   }
+  typedef void (*functype)(int, Scalar*, int, const Scalar*, const Scalar*, const Scalar&);
+  static functype func[2];
+
+  static bool init = false;
+  if(!init)
+  {
+    for(int k=0; k<2; ++k)
+      func[k] = 0;
+
+    func[UP] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Upper,false,Conj>::run);
+    func[LO] = (selfadjoint_rank1_update<Scalar,int,ColMajor,Lower,false,Conj>::run);
+
+    init = true;
+  }
 
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* c = reinterpret_cast<Scalar*>(pc);
@@ -86,18 +117,11 @@
   // if the increment is not 1, let's copy it to a temporary vector to enable vectorization
   Scalar* x_cpy = get_compact_vector(x,*n,*incx);
 
-  Matrix<Scalar,Dynamic,Dynamic> m2(matrix(c,*n,*n,*ldc));
-  
-  // TODO check why this is not accurate enough for lapack tests
-//   if(UPLO(*uplo)==LO)       matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), alpha);
-//   else if(UPLO(*uplo)==UP)  matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), alpha);
+  int code = UPLO(*uplo);
+  if(code>=2 || func[code]==0)
+    return 0;
 
-  if(UPLO(*uplo)==LO)
-    for(int j=0;j<*n;++j)
-      matrix(c,*n,*n,*ldc).col(j).tail(*n-j) += alpha * x_cpy[j] * vector(x_cpy+j,*n-j);
-  else
-    for(int j=0;j<*n;++j)
-      matrix(c,*n,*n,*ldc).col(j).head(j+1) += alpha * x_cpy[j] * vector(x_cpy,j+1);
+  func[code](*n, c, *ldc, x_cpy, x_cpy, alpha);
 
   if(x_cpy!=x)  delete[] x_cpy;
 
@@ -121,6 +145,20 @@
 //
 //     init = true;
 //   }
+  typedef void (*functype)(int, Scalar*, int, const Scalar*, const Scalar*, Scalar);
+  static functype func[2];
+
+  static bool init = false;
+  if(!init)
+  {
+    for(int k=0; k<2; ++k)
+      func[k] = 0;
+
+    func[UP] = (internal::rank2_update_selector<Scalar,int,Upper>::run);
+    func[LO] = (internal::rank2_update_selector<Scalar,int,Lower>::run);
+
+    init = true;
+  }
 
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* y = reinterpret_cast<Scalar*>(py);
@@ -141,10 +179,12 @@
 
   Scalar* x_cpy = get_compact_vector(x,*n,*incx);
   Scalar* y_cpy = get_compact_vector(y,*n,*incy);
+  
+  int code = UPLO(*uplo);
+  if(code>=2 || func[code]==0)
+    return 0;
 
-  // TODO perform direct calls to underlying implementation
-  if(UPLO(*uplo)==LO)       matrix(c,*n,*n,*ldc).selfadjointView<Lower>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
-  else if(UPLO(*uplo)==UP)  matrix(c,*n,*n,*ldc).selfadjointView<Upper>().rankUpdate(vector(x_cpy,*n), vector(y_cpy,*n), alpha);
+  func[code](*n, c, *ldc, x_cpy, y_cpy, alpha);
 
   if(x_cpy!=x)  delete[] x_cpy;
   if(y_cpy!=y)  delete[] y_cpy;
@@ -191,10 +231,49 @@
   *  where alpha is a real scalar, x is an n element vector and A is an
   *  n by n symmetric matrix, supplied in packed form.
   */
-// int EIGEN_BLAS_FUNC(spr)(char *uplo, int *n, Scalar *alpha, Scalar *x, int *incx, Scalar *ap)
-// {
-//   return 1;
-// }
+int EIGEN_BLAS_FUNC(spr)(char *uplo, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *pap)
+{
+  typedef void (*functype)(int, Scalar*, const Scalar*, Scalar);
+  static functype func[2];
+
+  static bool init = false;
+  if(!init)
+  {
+    for(int k=0; k<2; ++k)
+      func[k] = 0;
+
+    func[UP] = (internal::selfadjoint_packed_rank1_update<Scalar,int,ColMajor,Upper,false,false>::run);
+    func[LO] = (internal::selfadjoint_packed_rank1_update<Scalar,int,ColMajor,Lower,false,false>::run);
+
+    init = true;
+  }
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* ap = reinterpret_cast<Scalar*>(pap);
+  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+
+  int info = 0;
+  if(UPLO(*uplo)==INVALID)                                            info = 1;
+  else if(*n<0)                                                       info = 2;
+  else if(*incx==0)                                                   info = 5;
+  if(info)
+    return xerbla_(SCALAR_SUFFIX_UP"SPR  ",&info,6);
+
+  if(alpha==Scalar(0))
+    return 1;
+
+  Scalar* x_cpy = get_compact_vector(x, *n, *incx);
+
+  int code = UPLO(*uplo);
+  if(code>=2 || func[code]==0)
+    return 0;
+
+  func[code](*n, ap, x_cpy, alpha);
+
+  if(x_cpy!=x)  delete[] x_cpy;
+
+  return 1;
+}
 
 /**  DSPR2  performs the symmetric rank 2 operation
   *
@@ -203,8 +282,89 @@
   *  where alpha is a scalar, x and y are n element vectors and A is an
   *  n by n symmetric matrix, supplied in packed form.
   */
-// int EIGEN_BLAS_FUNC(spr2)(char *uplo, int *n, RealScalar *alpha, RealScalar *x, int *incx, RealScalar *y, int *incy, RealScalar *ap)
-// {
-//   return 1;
-// }
+int EIGEN_BLAS_FUNC(spr2)(char *uplo, int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pap)
+{
+  typedef void (*functype)(int, Scalar*, const Scalar*, const Scalar*, Scalar);
+  static functype func[2];
+
+  static bool init = false;
+  if(!init)
+  {
+    for(int k=0; k<2; ++k)
+      func[k] = 0;
+
+    func[UP] = (internal::packed_rank2_update_selector<Scalar,int,Upper>::run);
+    func[LO] = (internal::packed_rank2_update_selector<Scalar,int,Lower>::run);
+
+    init = true;
+  }
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+  Scalar* ap = reinterpret_cast<Scalar*>(pap);
+  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+
+  int info = 0;
+  if(UPLO(*uplo)==INVALID)                                            info = 1;
+  else if(*n<0)                                                       info = 2;
+  else if(*incx==0)                                                   info = 5;
+  else if(*incy==0)                                                   info = 7;
+  if(info)
+    return xerbla_(SCALAR_SUFFIX_UP"SPR2 ",&info,6);
+
+  if(alpha==Scalar(0))
+    return 1;
+
+  Scalar* x_cpy = get_compact_vector(x, *n, *incx);
+  Scalar* y_cpy = get_compact_vector(y, *n, *incy);
+
+  int code = UPLO(*uplo);
+  if(code>=2 || func[code]==0)
+    return 0;
+
+  func[code](*n, ap, x_cpy, y_cpy, alpha);
+
+  if(x_cpy!=x)  delete[] x_cpy;
+  if(y_cpy!=y)  delete[] y_cpy;
+
+  return 1;
+}
+
+/**  DGER   performs the rank 1 operation
+  *
+  *     A := alpha*x*y' + A,
+  *
+  *  where alpha is a scalar, x is an m element vector, y is an n element
+  *  vector and A is an m by n matrix.
+  */
+int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx, Scalar *py, int *incy, Scalar *pa, int *lda)
+{
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+  Scalar* a = reinterpret_cast<Scalar*>(pa);
+  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+
+  int info = 0;
+       if(*m<0)                                                       info = 1;
+  else if(*n<0)                                                       info = 2;
+  else if(*incx==0)                                                   info = 5;
+  else if(*incy==0)                                                   info = 7;
+  else if(*lda<std::max(1,*m))                                        info = 9;
+  if(info)
+    return xerbla_(SCALAR_SUFFIX_UP"GER  ",&info,6);
+
+  if(alpha==Scalar(0))
+    return 1;
+
+  Scalar* x_cpy = get_compact_vector(x,*m,*incx);
+  Scalar* y_cpy = get_compact_vector(y,*n,*incy);
+
+  internal::general_rank1_update<Scalar,int,ColMajor,false,false>::run(*m, *n, a, *lda, x_cpy, y_cpy, alpha);
+
+  if(x_cpy!=x)  delete[] x_cpy;
+  if(y_cpy!=y)  delete[] y_cpy;
+
+  return 1;
+}
+