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diff --git a/thirdparty/linux/include/coin/IpDiagMatrix.hpp b/thirdparty/linux/include/coin/IpDiagMatrix.hpp
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+++ b/thirdparty/linux/include/coin/IpDiagMatrix.hpp
@@ -0,0 +1,141 @@
+// Copyright (C) 2004, 2008 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpDiagMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
+//
+// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
+
+#ifndef __IPDIAGMATRIX_HPP__
+#define __IPDIAGMATRIX_HPP__
+
+#include "IpUtils.hpp"
+#include "IpSymMatrix.hpp"
+
+namespace Ipopt
+{
+
+  /** Class for diagonal matrices.  The diagonal is stored as a
+   *  Vector. */
+  class DiagMatrix : public SymMatrix
+  {
+  public:
+
+    /**@name Constructors / Destructors */
+    //@{
+
+    /** Constructor, given the corresponding matrix space. */
+    DiagMatrix(const SymMatrixSpace* owner_space);
+
+    /** Destructor */
+    ~DiagMatrix();
+    //@}
+
+    /** Method for setting the diagonal elements (as a Vector). */
+    void SetDiag(const Vector& diag)
+    {
+      diag_ = &diag;
+    }
+
+    /** Method for setting the diagonal elements. */
+    SmartPtr<const Vector> GetDiag() const
+    {
+      return diag_;
+    }
+
+  protected:
+    /**@name Methods overloaded from matrix */
+    //@{
+    virtual void MultVectorImpl(Number alpha, const Vector& x,
+                                Number beta, Vector& y) const;
+
+    /** Method for determining if all stored numbers are valid (i.e.,
+     *  no Inf or Nan). */
+    virtual bool HasValidNumbersImpl() const;
+
+    virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
+
+    virtual void PrintImpl(const Journalist& jnlst,
+                           EJournalLevel level,
+                           EJournalCategory category,
+                           const std::string& name,
+                           Index indent,
+                           const std::string& prefix) const;
+    //@}
+
+  private:
+    /**@name Default Compiler Generated Methods
+     * (Hidden to avoid implicit creation/calling).
+     * These methods are not implemented and 
+     * we do not want the compiler to implement
+     * them for us, so we declare them private
+     * and do not define them. This ensures that
+     * they will not be implicitly created/called. */
+    //@{
+    /** Default Constructor */
+    DiagMatrix();
+
+    /** Copy Constructor */
+    DiagMatrix(const DiagMatrix&);
+
+    /** Overloaded Equals Operator */
+    void operator=(const DiagMatrix&);
+    //@}
+
+    /** Vector storing the diagonal elements */
+    SmartPtr<const Vector> diag_;
+  };
+
+  /** This is the matrix space for DiagMatrix. */
+  class DiagMatrixSpace : public SymMatrixSpace
+  {
+  public:
+    /** @name Constructors / Destructors */
+    //@{
+    /** Constructor, given the dimension of the matrix. */
+    DiagMatrixSpace(Index dim)
+        :
+        SymMatrixSpace(dim)
+    {}
+
+    /** Destructor */
+    virtual ~DiagMatrixSpace()
+    {}
+    //@}
+
+    /** Overloaded MakeNew method for the SymMatrixSpace base class.
+     */
+    virtual SymMatrix* MakeNewSymMatrix() const
+    {
+      return MakeNewDiagMatrix();
+    }
+
+    /** Method for creating a new matrix of this specific type. */
+    DiagMatrix* MakeNewDiagMatrix() const
+    {
+      return new DiagMatrix(this);
+    }
+
+  private:
+    /**@name Default Compiler Generated Methods
+     * (Hidden to avoid implicit creation/calling).
+     * These methods are not implemented and 
+     * we do not want the compiler to implement
+     * them for us, so we declare them private
+     * and do not define them. This ensures that
+     * they will not be implicitly created/called. */
+    //@{
+    /** Default Constructor */
+    DiagMatrixSpace();
+
+    /** Copy Constructor */
+    DiagMatrixSpace(const DiagMatrixSpace&);
+
+    /** Overloaded Equals Operator */
+    void operator=(const DiagMatrixSpace&);
+    //@}
+
+  };
+
+} // namespace Ipopt
+#endif