Now that the main algorithms are imported into eigen, we import subroutines

used by those algorithms (aka "second level").

This is a row import : we copy/paste the files from cminpack and make
very few changes :
* template<Scalar> them (replace double)
* dpmpar() replaced by c++ standard equivalent
* abs/fabs/sqrt/min/max replaced by ei_* or std::*
* use eigen norms instead of enorm()

Important Notes:
* The use of stableNorm() was not enough in some cases, but using
  blueNorm() instead fixed the problems (some tests gave bad results,
  either in number of iterations or precision of the results)
* As a whole, the only test that changed is testNistMGH17() : it now takes
  some few steps less to get the same result. So this is a small improvement.

After this commit, the only remaining dependency from the cminpack
static library is 'covar', only used from the tests.

unsupported/Eigen/src/NonLinear/qform.h

@@ -0,0 +1,98 @@
+
+template <typename Scalar>
+void ei_qform(int m, int n, Scalar *q, int
+	ldq, Scalar *wa)
+{
+    /* System generated locals */
+    int q_dim1, q_offset, i__1, i__2, i__3;
+
+    /* Local variables */
+    int i__, j, k, l, jm1, np1;
+    Scalar sum, temp;
+    int minmn;
+
+    /* Parameter adjustments */
+    --wa;
+    q_dim1 = ldq;
+    q_offset = 1 + q_dim1 * 1;
+    q -= q_offset;
+
+    /* Function Body */
+
+/*     zero out upper triangle of q in the first min(m,n) columns. */
+
+    minmn = std::min(m,n);
+    if (minmn < 2) {
+	goto L30;
+    }
+    i__1 = minmn;
+    for (j = 2; j <= i__1; ++j) {
+	jm1 = j - 1;
+	i__2 = jm1;
+	for (i__ = 1; i__ <= i__2; ++i__) {
+	    q[i__ + j * q_dim1] = 0.;
+/* L10: */
+	}
+/* L20: */
+    }
+L30:
+
+/*     initialize remaining columns to those of the identity matrix. */
+
+    np1 = n + 1;
+    if (m < np1) {
+	goto L60;
+    }
+    i__1 = m;
+    for (j = np1; j <= i__1; ++j) {
+	i__2 = m;
+	for (i__ = 1; i__ <= i__2; ++i__) {
+	    q[i__ + j * q_dim1] = 0.;
+/* L40: */
+	}
+	q[j + j * q_dim1] = 1.;
+/* L50: */
+    }
+L60:
+
+/*     accumulate q from its factored form. */
+
+    i__1 = minmn;
+    for (l = 1; l <= i__1; ++l) {
+	k = minmn - l + 1;
+	i__2 = m;
+	for (i__ = k; i__ <= i__2; ++i__) {
+	    wa[i__] = q[i__ + k * q_dim1];
+	    q[i__ + k * q_dim1] = 0.;
+/* L70: */
+	}
+	q[k + k * q_dim1] = 1.;
+	if (wa[k] == 0.) {
+	    goto L110;
+	}
+	i__2 = m;
+	for (j = k; j <= i__2; ++j) {
+	    sum = 0.;
+	    i__3 = m;
+	    for (i__ = k; i__ <= i__3; ++i__) {
+		sum += q[i__ + j * q_dim1] * wa[i__];
+/* L80: */
+	    }
+	    temp = sum / wa[k];
+	    i__3 = m;
+	    for (i__ = k; i__ <= i__3; ++i__) {
+		q[i__ + j * q_dim1] -= temp * wa[i__];
+/* L90: */
+	    }
+/* L100: */
+	}
+L110:
+/* L120: */
+	;
+    }
+    return;
+
+/*     last card of subroutine qform. */
+
+} /* qform_ */
+