[eigen] Project updated from Eigen2 to Eigen3

Hi there,

I use Eigen since now 5 years in my projects and I would like to thanks to you for this great works. It saved me (and still continue) lots of time when I needed to do matrix computation to transform data in 3D space.

I updated recently my main Project from Eigen2 to Eigen3 without any problem. Maybe it is the time to present it here.

BTK - An open-source Biomechanical ToolKit library, is a BSD library implemented in C++ with bindings for Matlab/Octave and Python. A GUI software called Mokka is also proposed to visualize/analyze 3D/2D motion capture data. The primary goal of this project is to propose a set of tools for the analysis of the human body motion which is independent of any acquisition system.

With the development of these tools I also implemented some specific functions for Eigen.
- I started a signal processing module for Eigen where some infinite impulse response (IIR) filters for 1D signals are already implemented (Butterworth filters): https://code.google.com/p/b-tk/source/browse/#svn%2FBTK%2Ftrunk%2FUtilities%2Feigen3%2FbtkEigen%2FSignalProcessing

- For the Python binding i use SWIG and then I developed a SWIG fragment to transform an Eigen matrix to a NumPy array: https://code.google.com/p/b-tk/source/browse/BTK/trunk/Utilities/SWIG/eigen.i
- I also implemented an iterative conjugate-gradient-like solver (LSQR: still for Eigen2). But I think the solvers included within Eigen are better: https://code.google.com/p/b-tk/source/browse/BTK/branches/experimental/Utilities/eigen2/btkEigen/Solver/LSQR.h

- Finally, It is not yet proposed on the web, but I also implemented a downhill simplex algorithm (also named Nelder-Mead and Amoeba) which is close to the syntax of the Matlab function 'fminsearch'.

If you think these pieces of code are good enough for the Eigen project, I will be very happy to submit some patches. If necessary, I will relicense the code to the MPL2 license as I don't see any conflict between the BSD license and the MPL2 license (but I'm not a lawyer so if someone disagrees let me know).

Arnaud

BTK: https://code.google.com/p/b-tk/

Mokka : http://b-tk.googlecode.com/svn/web/mokka/index.html

Mailing-list: https://groups.google.com/forum/?fromgroups#!forum/btk-users

Twitter: @btkwww