Vectorizing matrix and vector operations on a SOA using Eigen

It works just out of the box... [1] [2]

simple scalar code (such as fully unrolled Cholesky decomposition) works as well: see examples in https://github.com/VinInn/ctest/blob/master/eigen/choleskyInversion.h and its use in https://github.com/VinInn/ctest/blob/master/eigen/minv.cc

New definitive version [3]

[1]

[2]

[3]

-- VincenzoInnocente - 2018-11-30