Merged branch 'dev_native' into lm_sla_supports_auto

Added igl library files

src/igl/eigs.h

@@ -0,0 +1,61 @@
+// This file is part of libigl, a simple c++ geometry processing library.
+// 
+// Copyright (C) 2016 Alec Jacobson <alecjacobson@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 IGL_EIGS_H
+#define IGL_EIGS_H
+#include "igl_inline.h"
+#include <Eigen/Core>
+#include <Eigen/Sparse>
+
+namespace igl
+{
+  // Act like MATLAB's eigs function. Compute the first/last k eigen pairs of
+  // the generalized eigen value problem:
+  //
+  //     A u = s B u
+  //
+  // Solutions are approximate and sorted. 
+  //
+  // Ideally one should use ARPACK and the Eigen unsupported ARPACK module.
+  // This implementation does simple, naive power iterations.
+  //
+  // Inputs:
+  //   A  #A by #A symmetric matrix
+  //   B  #A by #A symmetric positive-definite matrix
+  //   k  number of eigen pairs to compute
+  //   type  whether to extract from the high or low end
+  // Outputs:
+  //   sU  #A by k list of sorted eigen vectors (descending)
+  //   sS  k list of sorted eigen values (descending)
+  //
+  // Known issues:
+  //   - only the 'sm' small magnitude eigen values are well supported
+  //   
+  enum EigsType
+  {
+    EIGS_TYPE_SM = 0,
+    EIGS_TYPE_LM = 1,
+    NUM_EIGS_TYPES = 2
+  };
+  template <
+    typename Atype,
+    typename Btype,
+    typename DerivedU,
+    typename DerivedS>
+  IGL_INLINE bool eigs(
+    const Eigen::SparseMatrix<Atype> & A,
+    const Eigen::SparseMatrix<Btype> & B,
+    const size_t k,
+    const EigsType type,
+    Eigen::PlainObjectBase<DerivedU> & sU,
+    Eigen::PlainObjectBase<DerivedS> & sS);
+}
+
+#ifndef IGL_STATIC_LIBRARY
+#include "eigs.cpp"
+#endif
+#endif