[eigen] Extending Eigen with AVX

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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


Graduate Student
Applied and Engineering Physics
Cornell University

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