Support Eigen3 5.0.0

Change-Id: I5cf476a6d8c090861f4ea4a254a35d39e36a6d68

CMakeLists.txt

diff --git a/CMakeLists.txt b/CMakeLists.txt
index 754f069..19ee2a8 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -232,9 +232,34 @@
 
 unset(CERES_COMPILE_OPTIONS)
 
+# We call find_package multiple time with different versioning scheme to support
+# both Eigen3 3.x and 5.x. If the first invocation fails and Eigen3_DIR was set
+# to a possible location, e.g., during cross-compilation, failure to locate the
+# package will unset the variable. To avoid losing the path hint, we save it and
+# reuse it in the second find_package call.
+set (_Ceres_Eigen3_DIR)
+
+if (Eigen3_DIR)
+  set (_Ceres_Eigen3_DIR "${Eigen3_DIR}")
+endif (Eigen3_DIR)
+
 # Eigen.
 # Eigen delivers Eigen3Config.cmake since v3.3.3
-find_package(Eigen3 3.3.4 REQUIRED NO_MODULE)
+find_package(Eigen3 3.3.4...5 NO_MODULE)
+
+if (NOT Eigen3_FOUND)
+  if (_Ceres_Eigen3_DIR)
+    set (Eigen3_DIR "${_Ceres_Eigen3_DIR}")
+  endif (_Ceres_Eigen3_DIR)
+  # Eigen3's CMake package config prior to 5.0.0 does not support version ranges
+  # with different major version components. To ensure backward compatibility,
+  # we locate the package using the previous version scheme as a fallback
+  # mechanism.
+  find_package(Eigen3 3.3.4 REQUIRED NO_MODULE)
+endif (NOT Eigen3_FOUND)
+
+unset (_Ceres_Eigen3_DIR)
+
 if (Eigen3_FOUND)
   message("-- Found Eigen version ${Eigen3_VERSION}: ${Eigen3_DIR}")
   if (EIGENSPARSE)

internal/ceres/covariance_impl.cc

diff --git a/internal/ceres/covariance_impl.cc b/internal/ceres/covariance_impl.cc
index 5622194..930711f 100644
--- a/internal/ceres/covariance_impl.cc
+++ b/internal/ceres/covariance_impl.cc
@@ -724,8 +724,13 @@
   }
   event_logger.AddEvent("ConvertToDenseMatrix");
 
+#if EIGEN_VERSION_AT_LEAST(5, 0, 0)
+  Eigen::BDCSVD<Matrix, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(
+      dense_jacobian);
+#else   // !EIGEN_VERSION_AT_LEAST(5, 0, 0)
   Eigen::BDCSVD<Matrix> svd(dense_jacobian,
                             Eigen::ComputeThinU | Eigen::ComputeThinV);
+#endif  // EIGEN_VERSION_AT_LEAST(5, 0, 0)
 
   event_logger.AddEvent("SingularValueDecomposition");
 

internal/ceres/invert_psd_matrix.h

diff --git a/internal/ceres/invert_psd_matrix.h b/internal/ceres/invert_psd_matrix.h
index 21ba2dc..dd3a0a3 100644
--- a/internal/ceres/invert_psd_matrix.h
+++ b/internal/ceres/invert_psd_matrix.h
@@ -67,7 +67,11 @@
 
   // For a thin SVD the number of columns of the matrix need to be dynamic.
   using SVDMType = typename EigenTypes<kSize, Eigen::Dynamic>::Matrix;
+#if EIGEN_VERSION_AT_LEAST(5, 0, 0)
+  Eigen::JacobiSVD<SVDMType, Eigen::ComputeThinU | Eigen::ComputeThinV> svd(m);
+#else   // !EIGEN_VERSION_AT_LEAST(5, 0, 0)
   Eigen::JacobiSVD<SVDMType> svd(m, Eigen::ComputeThinU | Eigen::ComputeThinV);
+#endif  // EIGEN_VERSION_AT_LEAST(5, 0, 0)
   return svd.solve(MType::Identity(size, size));
 }