[eigen] Matrices based on compact-triangular storage

[Manoj Rajagopalan <rmanoj@xxxxxxxxx>]

Hi Eigen developers,

  I have the following working:

1. CompactTriangularMatrix
2. CompactSelfAdjointMatrix
3. LLT for #2
4. Architecture (see attached crude diagram)
    (a) matrices indirectly inherit CompactTriangularStorageBase (which 
inherits EigenBase) which allows assignments, increments etc.
    (b) Wrappers to expressions (like addition, products etc.) indirectly 
inherit CompactTriangularExpressionBase (no assignment etc.)

   Much work remains like products and solve() but the basic evalTo(), 
addTo(), subTo(), CTOR-initialization and assignment from triangularView<> or 
selfadjointView<> of dense expressions is all working.

   Is this a good time for me to submit a patch? Any suggestions at this stage 
by Eigen developers will be good. As I add more, undoing and redoing stuff 
will become difficult for me.

   Since there is a fair amount of code involved, I was thinking that 
introducing it in small installments would make sense. Initially, just the 
triangular matrix and tests. Later, self-adjoint, and still later LLT etc.

  Introducing this now would let others test the code, file bugs and help me 
polish this module soon.

Thanks,
Manoj

Attachment: class-diagram-for-compact-triangular-based-matrices.png
Description: PNG image