Big API change in Cholesky module:

* rename Cholesky to LLT
 * rename CholeskyWithoutSquareRoot to LDLT
 * rename MatrixBase::cholesky() to llt()
 * rename MatrixBase::choleskyNoSqrt() to ldlt()
 * make {LLT,LDLT}::solve() API consistent with other modules

Note that we are going to keep a source compatibility untill the next beta release.
E.g., the "old" Cholesky* classes, etc are still available for some time.
To be clear, Eigen beta2 should be (hopefully) source compatible with beta1,
and so beta2 will contain all the deprecated API of beta1. Those features marked
as deprecated will be removed in beta3 (or in the final 2.0 if there is no beta 3 !).

Also includes various updated in sparse Cholesky.

Eigen/src/Core/MatrixBase.h

@@ -563,6 +563,9 @@ template<typename Derived> class MatrixBase
 
 /////////// Cholesky module ///////////
 
+    const LLT<EvalType>  llt() const;
+    const LDLT<EvalType> ldlt() const;
+    // deprecated:
     const Cholesky<EvalType> cholesky() const;
     const CholeskyWithoutSquareRoot<EvalType> choleskyNoSqrt() const;
 

Eigen/src/Core/util/ForwardDeclarations.h

@@ -102,6 +102,9 @@ template<typename ExpressionType, int Direction> class PartialRedux;
 template<typename MatrixType> class LU;
 template<typename MatrixType> class QR;
 template<typename MatrixType> class SVD;
+template<typename MatrixType> class LLT;
+template<typename MatrixType> class LDLT;
+// deprecated:
 template<typename MatrixType> class Cholesky;
 template<typename MatrixType> class CholeskyWithoutSquareRoot;
 

Eigen/src/Core/util/Macros.h

@@ -97,6 +97,12 @@ using Eigen::ei_cos;
 #define EIGEN_DONT_INLINE
 #endif
 
+#if (defined __GNUC__)
+#define EIGEN_DEPRECATED __attribute__((deprecated))
+#else
+#define EIGEN_DEPRECATED
+#endif
+
 #if (defined __GNUC__)
 #define EIGEN_ALIGN_128 __attribute__ ((aligned(16)))
 #else