Package eigen2-2.0.16-2

Eigen 2 is a C++ template library for linear algebra (vectors, matrices, and related algorithms). It is: * Versatile. Eigen handles both fixed-size and dynamic-size matrices and vectors, without code duplication, and in a completely integrated way. It aims to provide not only vectors and matrices but also many algorithms. * Fast. Expression templates remove temporaries and enable lazy evaluation. Explicit vectorization is performed for the SSE (2 and later) and AltiVec instruction sets, with graceful fallback to non-vectorized code. With fixed-size objects, dynamic memory allocation is avoided, and the loops are unrolled when that makes sense. For large matrices, special attention is paid to cache-friendliness. This Benchmark shows Eigen's outstanding performance. * Good API. Expression templates allow for a very clean and expressive API. Implementing an algorithm on top of Eigen feels like just copying pseudocode.