Mergin with numerics

configure.ac

@@ -7,7 +7,7 @@ AC_PREREQ(2.59)
 AC_INIT(FULL-PACKAGE-NAME, VERSION, BUG-REPORT-ADDRESS)
 AC_CANONICAL_SYSTEM
 AC_CONFIG_SRCDIR([src/main.cpp])
-AC_CONFIG_SUBDIRS([openfpm_data openfpm_devices openfpm_vcluster openfpm_io])
+AC_CONFIG_SUBDIRS([openfpm_data openfpm_devices openfpm_vcluster openfpm_io openfpm_numerics])
 
 #### Adding --with-pdata option and openfpm_pdata to prefix folder
 
@@ -33,6 +33,11 @@ m4_ifdef([AX_BOOST_BASE],,[m4_include([m4/ax_boost_base.m4])])
 m4_ifdef([AX_BOOST_IOSTREAMS],,[m4_include([m4/ax_boost_iostreams.m4])])
 m4_ifdef([AX_BOOST_PROGRAM_OPTIONS],,[m4_include([m4/ax_boost_program_options.m4])])
 m4_ifdef([AX_BOOST_UNIT_TEST_FRAMEWORK],,[m4_include([m4/ax_boost_unit_test_framework.m4])])
+m4_ifdef([AX_BLAS],,[m4_include([m4/ax_blas.m4])])
+m4_ifdef([AX_LAPACK],,[m4_include([m4/ax_lapack.m4])])
+m4_ifdef([AX_SUITESPARSE],,[m4_include([m4/ax_suitesparse.m4])])
+m4_ifdef([AX_EIGEN],,[m4_include([m4/ax_eigen.m4])])
+
 
 CXXFLAGS+=" --std=c++11 "
 NVCCFLAGS=" "
@@ -113,7 +118,7 @@ fi
 
 ####### include OpenFPM_devices include path
 
-INCLUDES_PATH+="-I. -Isrc/config/ -I../openfpm_io/src -I../openfpm_data/src -I../openfpm_devices/src -I../openfpm_vcluster/src/"
+INCLUDES_PATH+="-I. -Iconfig/ -I../openfpm_io/src -I../openfpm_data/src -I../openfpm_devices/src -I../openfpm_vcluster/src/"
 
 ###### Check for se-class1
 
@@ -227,6 +232,24 @@ BOOST_CPPFLAGS=$(echo "$BOOST_CPPFLAGS" | sed -e 's/-I\/usr\/include[ \b]//g')
 AC_SUBST(BOOST_LDFLAGS)
 AC_SUBST(BOOST_CPPFLAGS)
 
+###### Checking for OpenBLAS
+
+AX_BLAS([],[echo "blas not found"
+                    exit 204])
+
+AX_LAPACK([],[echo "lapack not found"
+                    exit 204])
+
+###### Checking for SUITESPARSE
+
+AX_SUITESPARSE([],[echo "suitesparse not found"
+                    exit 205])
+
+###### Checking for EIGEN
+
+AX_EIGEN([],[echo "eigen not found"
+                    exit 206])
+
 ####### Checking for GPU support
 
 AX_CUDA

install

@@ -128,45 +128,18 @@ echo -e "Installing requirements into: $i_dir "
 MPI_installed=0
 METIS_installed=0
 BOOST_installed=0
+LAPACK_installed=0
+SUITESPARSE_installed=0
+EIGEN_installed=0
+blas_options=""
 conf_err=1
 
-## MPI
-
-if [ x"$MPI_installation_required" == x"yes"  ]; then
-  ./script/install_MPI.sh $i_dir $compiler_opt
-  export PATH="$i_dir/MPI/bin:$PATH"
-  configure_options="$configure_options CXX=mpic++ "
-  MPI_installed=1
-else
-  command -v mpic++ >/dev/null 2>&1
-  if [ $? -eq 0 ]; then
-    configure_options="$configure_options CXX=mpic++ "
-  fi
-fi
-
-## if a new compiler has been installed reinstall all the dependencies
-
-if [ x"$compiler_opt" != x"" ]; then
-  ./script/install_MPI.sh $i_dir $compiler_opt
-  export PATH="$PATH:$i_dir/MPI/bin"
-  configure_options="$configure_options CXX=mpic++ "
-  MPI_installed=1
-  ./script/install_BOOST.sh $i_dir $compiler_opt
-  configure_options=" $configure_options --with-boost=$i_dir/BOOST "
-  BOOST_installed=1
-  ./script/install_METIS.sh $i_dir $compiler_gcc $compiler_gpp
-  configure_options=" $configure_options --with-metis=$i_dir/METIS "
-  METIS_installed=1
-fi
-
-echo "./configure $options $configure_options" 
-
 if [ $install_req -eq 0 ]; then
-    ./configure $options $configure_options
+    ./configure $options $configure_options "$blas_options"
 else
     while [ $conf_err -ne 0 ]
     do
-        ./configure $options $configure_options
+        ./configure $options $configure_options "$blas_options"
         conf_err=$?
 
 	echo "Configure script terminated with $conf_err"
@@ -200,6 +173,33 @@ else
             ./script/install_BOOST.sh $i_dir $compiler_opt
             BOOST_installed=1
             configure_options=" $configure_options --with-boost=$i_dir/BOOST "
+        elif [ $conf_err -eq 204 ]; then
+            echo "Lapack not found try to install"
+            if [ $LAPACK_installed -eq 1  ]; then
+                echo "Error the installation of LAPACK failed"
+                exit 1
+            fi
+            ./script/install_OPENBLAS.sh $i_dir $compiler_opt
+            LAPACK_installed=1
+            blas_options="--with-blas=-L/home/i-bird/OPENBLAS/lib/ -lopenblas"
+        elif [ $conf_err -eq 205 ]; then
+            echo "SuiteSparse not found try to install"
+            if [ $SUITESPARSE_installed -eq 1  ]; then
+                echo "Error the installation of SuiteSparse failed"
+                exit 1
+            fi
+            ./script/install_SUITESPARSE.sh $i_dir $compiler_opt
+            configure_options=" $configure_options --with-suitesparse=$i_dir/SUITESPARSE "
+            SUITESPARSE_installed=1
+        elif [ $conf_err -eq 206 ]; then
+            echo "Eigen not found try to install"
+            if [ $EIGEN_installed -eq 1  ]; then
+                echo "Error the installation of Eigen failed"
+                exit 1
+            fi
+            ./script/install_EIGEN.sh $i_dir $compiler_opt
+            configure_options=" $configure_options --with-eigen=$i_dir/EIGEN "
+            EIGEN_installed=1
         elif [ $conf_err -ne 0 ]; then
             echo "I do not know how to recover from this error"
             exit 1
@@ -209,9 +209,10 @@ fi
 
 ### Create example.mk
 install_base=$(cat install_dir)
-echo "INCLUDE_PATH=-I. -I$install_base/openfpm_pdata/include/config -I$install_base/openfpm_pdata/include -I$install_base/openfpm_data/include -I$install_base/openfpm_vcluster/include -I$install_base/openfpm_io/include -I$install_base/openfpm_devices/include -I$i_dir/METIS/include -I$i_dir/BOOST/include" > example.mk
-echo "LIBS_PATH=-L$install_base/openfpm_devices/lib -L$install_base/openfpm_vcluster/lib -L$i_dir/METIS/lib -L$i_dir/BOOST/lib " >> example.mk
+echo "INCLUDE_PATH=-I. -I$install_base/openfpm_numerics/include -I$install_base/openfpm_pdata/include/config -I$install_base/openfpm_pdata/include -I$install_base/openfpm_data/include -I$install_base/openfpm_vcluster/include -I$install_base/openfpm_io/include -I$install_base/openfpm_devices/include -I$i_dir/METIS/include -I$i_dir/BOOST/include" > example.mk
+echo "LIBS_PATH= -L$install_base/openfpm_devices/lib -L$install_base/openfpm_vcluster/lib -L$i_dir/METIS/lib -L$i_dir/BOOST/lib " >> example.mk
 echo "LIBS=-lvcluster -lofpmmemory -lmetis -lboost_iostreams" >> example.mk
+echo "LIBS_SE2=-lvcluster -lofpmmemory_se2 -lmetis -lboost_iostreams" >> example.mk
 cp example.mk src/example.mk
 cp example.mk example/example.mk
 
@@ -232,7 +233,7 @@ fi
 
 echo "Command used to configure"
 echo ""
-echo -e "\033[1m ./configure $options $configure_options \033[0m "
+echo -e "\033[1m ./configure $options $configure_options "$blas_options" \033[0m "
 echo ""
 if [ $MPI_installed -eq 1 ]; then
   echo -e "\033[1;34;5m ---------------------------------------  \033[0m"
@@ -273,6 +274,30 @@ if [ $BOOST_installed -eq 1 ]; then
     echo -e "\033[1m  export DYLD_LIBRARY_PATH=\"\$DYLD_LIBRARY_PATH:$i_dir/BOOST/lib\" \033[0m"
   fi
 fi
+if [ $LAPACK_installed -eq 1 ]; then
+  echo ""
+  echo -e "\033[1;34;5m ---------------------------------------  \033[0m"
+  echo -e "\033[1;34;5m --------------- OPENBLAS -------------- \033[0m"
+  echo -e "  OPENBLAS has been installed into: \033[1m $i_dir/OPENBLAS \033[0m"
+  echo ""
+  if [ x"$platform" = x"linux" ]; then
+    echo -e "\033[1m  export LD_LIBRARY_PATH=\"\$LD_LIBRARY_PATH:$i_dir/OPENBLAS/lib\" \033[0m "
+  else
+    echo -e "\033[1m  export DYLD_LIBRARY_PATH=\"\$DYLD_LIBRARY_PATH:$i_dir/OPENBLAS/lib\" \033[0m"
+  fi
+fi
+if [ $SUITESPARSE_installed -eq 1 ]; then
+  echo ""
+  echo -e "\033[1;34;5m ---------------------------------------  \033[0m"
+  echo -e "\033[1;34;5m ------------- SUITESPARSE ------------- \033[0m"
+  echo -e "  SUITESPARSE has been installed into: \033[1m $i_dir/SUITESPARSE \033[0m"
+  echo ""
+  if [ x"$platform" = x"linux" ]; then
+    echo -e "\033[1m  export LD_LIBRARY_PATH=\"\$LD_LIBRARY_PATH:$i_dir/SUITESPARSE/lib\" \033[0m "
+  else
+    echo -e "\033[1m  export DYLD_LIBRARY_PATH=\"\$DYLD_LIBRARY_PATH:$i_dir/SUITESPARSE/lib\" \033[0m"
+  fi
+fi
 echo ""
 echo ""
 if [ $conf_err -ne 0 ]; then

m4/ax_blas.m4

+# ===========================================================================
+#          http://www.gnu.org/software/autoconf-archive/ax_blas.html
+# ===========================================================================
+#
+# SYNOPSIS
+#
+#   AX_BLAS([ACTION-IF-FOUND[, ACTION-IF-NOT-FOUND]])
+#
+# DESCRIPTION
+#
+#   This macro looks for a library that implements the BLAS linear-algebra
+#   interface (see http://www.netlib.org/blas/). On success, it sets the
+#   BLAS_LIBS output variable to hold the requisite library linkages.
+#
+#   To link with BLAS, you should link with:
+#
+#     $BLAS_LIBS $LIBS $FLIBS
+#
+#   in that order. FLIBS is the output variable of the
+#   AC_F77_LIBRARY_LDFLAGS macro (called if necessary by AX_BLAS), and is
+#   sometimes necessary in order to link with F77 libraries. Users will also
+#   need to use AC_F77_DUMMY_MAIN (see the autoconf manual), for the same
+#   reason.
+#
+#   Many libraries are searched for, from ATLAS to CXML to ESSL. The user
+#   may also use --with-blas=<lib> in order to use some specific BLAS
+#   library <lib>. In order to link successfully, however, be aware that you
+#   will probably need to use the same Fortran compiler (which can be set
+#   via the F77 env. var.) as was used to compile the BLAS library.
+#
+#   ACTION-IF-FOUND is a list of shell commands to run if a BLAS library is
+#   found, and ACTION-IF-NOT-FOUND is a list of commands to run it if it is
+#   not found. If ACTION-IF-FOUND is not specified, the default action will
+#   define HAVE_BLAS.
+#
+# LICENSE
+#
+#   Copyright (c) 2008 Steven G. Johnson <stevenj@alum.mit.edu>
+#
+#   This program is free software: you can redistribute it and/or modify it
+#   under the terms of the GNU General Public License as published by the
+#   Free Software Foundation, either version 3 of the License, or (at your
+#   option) any later version.
+#
+#   This program is distributed in the hope that it will be useful, but
+#   WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
+#   Public License for more details.
+#
+#   You should have received a copy of the GNU General Public License along
+#   with this program. If not, see <http://www.gnu.org/licenses/>.
+#
+#   As a special exception, the respective Autoconf Macro's copyright owner
+#   gives unlimited permission to copy, distribute and modify the configure
+#   scripts that are the output of Autoconf when processing the Macro. You
+#   need not follow the terms of the GNU General Public License when using
+#   or distributing such scripts, even though portions of the text of the
+#   Macro appear in them. The GNU General Public License (GPL) does govern
+#   all other use of the material that constitutes the Autoconf Macro.
+#
+#   This special exception to the GPL applies to versions of the Autoconf
+#   Macro released by the Autoconf Archive. When you make and distribute a
+#   modified version of the Autoconf Macro, you may extend this special
+#   exception to the GPL to apply to your modified version as well.
+
+#serial 14
+
+AU_ALIAS([ACX_BLAS], [AX_BLAS])
+AC_DEFUN([AX_BLAS], [
+AC_PREREQ(2.50)
+AC_REQUIRE([AC_F77_LIBRARY_LDFLAGS])
+AC_REQUIRE([AC_CANONICAL_HOST])
+ax_blas_ok=no
+
+AC_ARG_WITH(blas,
+	[AS_HELP_STRING([--with-blas=<lib>], [use BLAS library <lib>])])
+case $with_blas in
+	yes | "") ;;
+	no) ax_blas_ok=disable ;;
+	-* | */* | *.a | *.so | *.so.* | *.o) BLAS_LIBS="$with_blas" ;;
+	*) BLAS_LIBS="-l$with_blas" ;;
+esac
+
+# Get fortran linker names of BLAS functions to check for.
+AC_F77_FUNC(sgemm)
+AC_F77_FUNC(dgemm)
+
+ax_blas_save_LIBS="$LIBS"
+LIBS="$LIBS $FLIBS"
+
+# First, check BLAS_LIBS environment variable
+if test $ax_blas_ok = no; then
+if test "x$BLAS_LIBS" != x; then
+	save_LIBS="$LIBS"; LIBS="$BLAS_LIBS $LIBS"
+	AC_MSG_CHECKING([for $sgemm in $BLAS_LIBS])
+	AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes], [BLAS_LIBS=""])
+	AC_MSG_RESULT($ax_blas_ok)
+	LIBS="$save_LIBS"
+fi
+fi
+
+# BLAS linked to by default?  (happens on some supercomputers)
+if test $ax_blas_ok = no; then
+	save_LIBS="$LIBS"; LIBS="$LIBS"
+	AC_MSG_CHECKING([if $sgemm is being linked in already])
+	AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes])
+	AC_MSG_RESULT($ax_blas_ok)
+	LIBS="$save_LIBS"
+fi
+
+# BLAS in OpenBLAS library? (http://xianyi.github.com/OpenBLAS/)
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(openblas, $sgemm, [ax_blas_ok=yes
+			                BLAS_LIBS="-lopenblas"])
+fi
+
+# BLAS in ATLAS library? (http://math-atlas.sourceforge.net/)
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(atlas, ATL_xerbla,
+		[AC_CHECK_LIB(f77blas, $sgemm,
+		[AC_CHECK_LIB(cblas, cblas_dgemm,
+			[ax_blas_ok=yes
+			 BLAS_LIBS="-lcblas -lf77blas -latlas"],
+			[], [-lf77blas -latlas])],
+			[], [-latlas])])
+fi
+
+# BLAS in PhiPACK libraries? (requires generic BLAS lib, too)
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(blas, $sgemm,
+		[AC_CHECK_LIB(dgemm, $dgemm,
+		[AC_CHECK_LIB(sgemm, $sgemm,
+			[ax_blas_ok=yes; BLAS_LIBS="-lsgemm -ldgemm -lblas"],
+			[], [-lblas])],
+			[], [-lblas])])
+fi
+
+# BLAS in Intel MKL library?
+if test $ax_blas_ok = no; then
+	# MKL for gfortran
+	if test x"$ac_cv_fc_compiler_gnu" = xyes; then
+		# 64 bit
+		if test $host_cpu = x86_64; then
+			AC_CHECK_LIB(mkl_gf_lp64, $sgemm,
+			[ax_blas_ok=yes;BLAS_LIBS="-lmkl_gf_lp64 -lmkl_sequential -lmkl_core -lpthread"],,
+			[-lmkl_gf_lp64 -lmkl_sequential -lmkl_core -lpthread])
+		# 32 bit
+		elif test $host_cpu = i686; then
+			AC_CHECK_LIB(mkl_gf, $sgemm,
+				[ax_blas_ok=yes;BLAS_LIBS="-lmkl_gf -lmkl_sequential -lmkl_core -lpthread"],,
+				[-lmkl_gf -lmkl_sequential -lmkl_core -lpthread])
+		fi
+	# MKL for other compilers (Intel, PGI, ...?)
+	else
+		# 64-bit
+		if test $host_cpu = x86_64; then
+			AC_CHECK_LIB(mkl_intel_lp64, $sgemm,
+				[ax_blas_ok=yes;BLAS_LIBS="-lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread"],,
+				[-lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread])
+		# 32-bit
+		elif test $host_cpu = i686; then
+			AC_CHECK_LIB(mkl_intel, $sgemm,
+				[ax_blas_ok=yes;BLAS_LIBS="-lmkl_intel -lmkl_sequential -lmkl_core -lpthread"],,
+				[-lmkl_intel -lmkl_sequential -lmkl_core -lpthread])
+		fi
+	fi
+fi
+# Old versions of MKL
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(mkl, $sgemm, [ax_blas_ok=yes;BLAS_LIBS="-lmkl -lguide -lpthread"],,[-lguide -lpthread])
+fi
+
+# BLAS in Apple vecLib library?
+if test $ax_blas_ok = no; then
+	save_LIBS="$LIBS"; LIBS="-framework vecLib $LIBS"
+	AC_MSG_CHECKING([for $sgemm in -framework vecLib])
+	AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes;BLAS_LIBS="-framework vecLib"])
+	AC_MSG_RESULT($ax_blas_ok)
+	LIBS="$save_LIBS"
+fi
+
+# BLAS in Alpha CXML library?
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(cxml, $sgemm, [ax_blas_ok=yes;BLAS_LIBS="-lcxml"])
+fi
+
+# BLAS in Alpha DXML library? (now called CXML, see above)
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(dxml, $sgemm, [ax_blas_ok=yes;BLAS_LIBS="-ldxml"])
+fi
+
+# BLAS in Sun Performance library?
+if test $ax_blas_ok = no; then
+	if test "x$GCC" != xyes; then # only works with Sun CC
+		AC_CHECK_LIB(sunmath, acosp,
+			[AC_CHECK_LIB(sunperf, $sgemm,
+				[BLAS_LIBS="-xlic_lib=sunperf -lsunmath"
+                                 ax_blas_ok=yes],[],[-lsunmath])])
+	fi
+fi
+
+# BLAS in SCSL library?  (SGI/Cray Scientific Library)
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(scs, $sgemm, [ax_blas_ok=yes; BLAS_LIBS="-lscs"])
+fi
+
+# BLAS in SGIMATH library?
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(complib.sgimath, $sgemm,
+		     [ax_blas_ok=yes; BLAS_LIBS="-lcomplib.sgimath"])
+fi
+
+# BLAS in IBM ESSL library? (requires generic BLAS lib, too)
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(blas, $sgemm,
+		[AC_CHECK_LIB(essl, $sgemm,
+			[ax_blas_ok=yes; BLAS_LIBS="-lessl -lblas"],
+			[], [-lblas $FLIBS])])
+fi
+
+# Generic BLAS library?
+if test $ax_blas_ok = no; then
+	AC_CHECK_LIB(blas, $sgemm, [ax_blas_ok=yes; BLAS_LIBS="-lblas"])
+fi
+
+AC_SUBST(BLAS_LIBS)
+
+LIBS="$ax_blas_save_LIBS"
+
+# Finally, execute ACTION-IF-FOUND/ACTION-IF-NOT-FOUND:
+if test x"$ax_blas_ok" = xyes; then
+        ifelse([$1],,AC_DEFINE(HAVE_BLAS,1,[Define if you have a BLAS library.]),[$1])
+        :
+else
+        ax_blas_ok=no
+        $2
+fi
+])dnl AX_BLAS
+

m4/ax_eigen.m4

+#
+#   AX_EIGEN([ACTION-IF-FOUND[, ACTION-IF-NOT-FOUND]])
+#
+# DESCRIPTION
+#
+#   This macro looks for EIGEN library (see http://www.netlib.org/lapack/)
+#   On success, it sets the EIGEN_INCLUDE output variable to hold the 
+#   requisite includes.
+#
+#   The user may also use --with-eigen=<include> in order to use some specific
+#   Eigen library.
+#
+#   ACTION-IF-FOUND is a list of shell commands to run if a Eigen library
+#   is found, and ACTION-IF-NOT-FOUND is a list of commands to run it if it
+#   is not found. If ACTION-IF-FOUND is not specified, the default action
+#   will define HAVE_EIGEN.
+#
+# LICENSE
+#
+#   Copyright (c) 2009 Steven G. Johnson <stevenj@alum.mit.edu>
+#
+#   This program is free software: you can redistribute it and/or modify it
+#   under the terms of the GNU General Public License as published by the
+#   Free Software Foundation, either version 3 of the License, or (at your
+#   option) any later version.
+#
+#   This program is distributed in the hope that it will be useful, but
+#   WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
+#   Public License for more details.
+#
+#   You should have received a copy of the GNU General Public License along
+#   with this program. If not, see <http://www.gnu.org/licenses/>.
+#
+#   As a special exception, the respective Autoconf Macro's copyright owner
+#   gives unlimited permission to copy, distribute and modify the configure
+#   scripts that are the output of Autoconf when processing the Macro. You
+#   need not follow the terms of the GNU General Public License when using
+#   or distributing such scripts, even though portions of the text of the
+#   Macro appear in them. The GNU General Public License (GPL) does govern
+#   all other use of the material that constitutes the Autoconf Macro.
+#
+#   This special exception to the GPL applies to versions of the Autoconf
+#   Macro released by the Autoconf Archive. When you make and distribute a
+#   modified version of the Autoconf Macro, you may extend this special
+#   exception to the GPL to apply to your modified version as well.
+
+#serial 1
+
+AU_ALIAS([ACX_EIGEN], [AX_EIGEN])
+AC_DEFUN([AX_EIGEN], [
+ax_eigen_ok=no
+
+AC_ARG_WITH(eigen,
+        [AS_HELP_STRING([--with-eigen=directory], [use Eigen directory])],[
+                        EIGEN_INCLUDE="-I$with_eigen/include"
+                        ])
+
+# First, check EIGEN_INCLUDE environment variable
+if test "x$EIGEN_INCLUDE" != x; then
+	old_CXXFLAGS="$CXXFLAGS"
+        AC_LANG_PUSH([C++])
+	CXXFLAGS+=" -I${withval} -DEIGEN"
+
+        # Check for the EIGEN header files
+        AC_CHECK_HEADERS([Eigen/Dense Eigen/LU],[ax_eigen_ok=yes],[ax_eigen_ok=no])
+        AC_LANG_POP()
+        CFLAGS="$old_CFLAGS"
+else
+        old_CXXFLAGS="$CXXFLAGS"
+        CXXFLAGS+=' -I/usr/include/eigen3 -DEIGEN'
+        AC_CHECK_HEADERS([Eigen/Dense Eigen/LU],[ax_eigen_ok=yes],[ax_eigen_ok=no])
+        CFLAGS="$old_CFLAGS"
+fi
+
+AC_SUBST(EIGEN_INCLUDE)
+
+# Finally, execute ACTION-IF-FOUND/ACTION-IF-NOT-FOUND:
+if test x"$ax_eigen_ok" = xyes; then
+        ifelse([$1],,AC_DEFINE(HAVE_EIGEN,1,[Define if you have EIGEN library.]),[$1])
+        :
+else
+        ax_eigen_ok=no
+        $2
+fi
+])dnl AX_EIGEN
+

m4/ax_lapack.m4

+# ===========================================================================
+#         http://www.gnu.org/software/autoconf-archive/ax_lapack.html
+# ===========================================================================
+#
+# SYNOPSIS
+#
+#   AX_LAPACK([ACTION-IF-FOUND[, ACTION-IF-NOT-FOUND]])
+#
+# DESCRIPTION
+#
+#   This macro looks for a library that implements the LAPACK linear-algebra
+#   interface (see http://www.netlib.org/lapack/). On success, it sets the
+#   LAPACK_LIBS output variable to hold the requisite library linkages.
+#
+#   To link with LAPACK, you should link with:
+#
+#     $LAPACK_LIBS $BLAS_LIBS $LIBS $FLIBS
+#
+#   in that order. BLAS_LIBS is the output variable of the AX_BLAS macro,
+#   called automatically. FLIBS is the output variable of the
+#   AC_F77_LIBRARY_LDFLAGS macro (called if necessary by AX_BLAS), and is
+#   sometimes necessary in order to link with F77 libraries. Users will also
+#   need to use AC_F77_DUMMY_MAIN (see the autoconf manual), for the same
+#   reason.
+#
+#   The user may also use --with-lapack=<lib> in order to use some specific
+#   LAPACK library <lib>. In order to link successfully, however, be aware
+#   that you will probably need to use the same Fortran compiler (which can
+#   be set via the F77 env. var.) as was used to compile the LAPACK and BLAS
+#   libraries.
+#
+#   ACTION-IF-FOUND is a list of shell commands to run if a LAPACK library
+#   is found, and ACTION-IF-NOT-FOUND is a list of commands to run it if it
+#   is not found. If ACTION-IF-FOUND is not specified, the default action
+#   will define HAVE_LAPACK.
+#
+# LICENSE
+#
+#   Copyright (c) 2009 Steven G. Johnson <stevenj@alum.mit.edu>
+#
+#   This program is free software: you can redistribute it and/or modify it
+#   under the terms of the GNU General Public License as published by the
+#   Free Software Foundation, either version 3 of the License, or (at your
+#   option) any later version.
+#
+#   This program is distributed in the hope that it will be useful, but
+#   WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
+#   Public License for more details.
+#
+#   You should have received a copy of the GNU General Public License along
+#   with this program. If not, see <http://www.gnu.org/licenses/>.
+#
+#   As a special exception, the respective Autoconf Macro's copyright owner
+#   gives unlimited permission to copy, distribute and modify the configure
+#   scripts that are the output of Autoconf when processing the Macro. You
+#   need not follow the terms of the GNU General Public License when using
+#   or distributing such scripts, even though portions of the text of the
+#   Macro appear in them. The GNU General Public License (GPL) does govern
+#   all other use of the material that constitutes the Autoconf Macro.
+#
+#   This special exception to the GPL applies to versions of the Autoconf
+#   Macro released by the Autoconf Archive. When you make and distribute a
+#   modified version of the Autoconf Macro, you may extend this special
+#   exception to the GPL to apply to your modified version as well.
+
+#serial 7
+
+AU_ALIAS([ACX_LAPACK], [AX_LAPACK])
+AC_DEFUN([AX_LAPACK], [
+AC_REQUIRE([AX_BLAS])
+ax_lapack_ok=no
+
+AC_ARG_WITH(lapack,
+        [AS_HELP_STRING([--with-lapack=<lib>], [use LAPACK library <lib>])])
+case $with_lapack in
+        yes | "") ;;
+        no) ax_lapack_ok=disable ;;
+        -* | */* | *.a | *.so | *.so.* | *.o) LAPACK_LIBS="$with_lapack" ;;
+        *) LAPACK_LIBS="-l$with_lapack" ;;
+esac
+
+# Get fortran linker name of LAPACK function to check for.
+AC_F77_FUNC(cheev)
+
+# We cannot use LAPACK if BLAS is not found
+if test "x$ax_blas_ok" != xyes; then
+        ax_lapack_ok=noblas
+        LAPACK_LIBS=""
+fi
+
+# First, check LAPACK_LIBS environment variable
+if test "x$LAPACK_LIBS" != x; then
+        save_LIBS="$LIBS"; LIBS="$LAPACK_LIBS $BLAS_LIBS $LIBS $FLIBS"
+        AC_MSG_CHECKING([for $cheev in $LAPACK_LIBS])
+        AC_TRY_LINK_FUNC($cheev, [ax_lapack_ok=yes], [LAPACK_LIBS=""])
+        AC_MSG_RESULT($ax_lapack_ok)
+        LIBS="$save_LIBS"
+        if test $ax_lapack_ok = no; then
+                LAPACK_LIBS=""
+        fi
+fi
+
+# LAPACK linked to by default?  (is sometimes included in BLAS lib)
+if test $ax_lapack_ok = no; then
+        save_LIBS="$LIBS"; LIBS="$LIBS $BLAS_LIBS $FLIBS"
+        AC_CHECK_FUNC($cheev, [ax_lapack_ok=yes])
+        LIBS="$save_LIBS"
+fi
+
+# Generic LAPACK library?
+for lapack in lapack lapack_rs6k; do
+        if test $ax_lapack_ok = no; then
+                save_LIBS="$LIBS"; LIBS="$BLAS_LIBS $LIBS"
+                AC_CHECK_LIB($lapack, $cheev,
+                    [ax_lapack_ok=yes; LAPACK_LIBS="-l$lapack"], [], [$FLIBS])
+                LIBS="$save_LIBS"
+        fi
+done
+
+AC_SUBST(LAPACK_LIBS)
+
+# Finally, execute ACTION-IF-FOUND/ACTION-IF-NOT-FOUND:
+if test x"$ax_lapack_ok" = xyes; then
+        ifelse([$1],,AC_DEFINE(HAVE_LAPACK,1,[Define if you have LAPACK library.]),[$1])
+        :
+else
+        ax_lapack_ok=no
+        $2
+fi