[eigen] Extending Eigen with AVX

[Rohit Garg <rpg.314@xxxxxxxxx>]

Hi all,

I have been feeling the need for including AVX instructions in Eigen
for some time now. It's now too late to make 3.2 beta, but it can go
into 3.3.

I can work on the PacketMath functions for AVX if there are other
developers more familiar with Eigen's internals who would be OK with
helping me integrate this. Sadly, I do not know as much about Eigen's
internals as I should. Since AVX does not have integer operations, I
suggest that we begin with double and complex double operations first.
After that, we can look at float operations.

-- 
Rohit Garg

http://rpg-314.blogspot.com/

Graduate Student
Applied and Engineering Physics
Cornell University