\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)

eigen

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Including Eigen Examples, Tests, and sparse2eigen

Eigen Home Page

https://eigen.tuxfamily.org/index.php?title=Main_Page

Examples and Tests

CppAD can include the following examples and tests that use the linear algebra package Eigen:

cppad_eigen.hpp	Enable Use of Eigen Linear Algebra Package with CppAD
eigen_array.cpp	Using Eigen Arrays: Example and Test
eigen_det.cpp	Using Eigen To Compute Determinant: Example and Test
sparse2eigen.cpp	Converting CppAD Sparse Matrix to Eigen Format: Example and Test
atomic_two_eigen_cholesky.hpp	atomic_two Eigen Cholesky Factorization Class
atomic_two_eigen_mat_inv.hpp	atomic_two Eigen Matrix Inversion Class
atomic_two_eigen_mat_mul.hpp	atomic_two Eigen Matrix Multiply Class

sparse2eigen

The sparse2eigen utility will only be available if include_eigen is specified on the cmake command line.

include_eigen

If Eigen is installed on your system, you can specify include_eigen=true on the cmake command line. The value of PKG_CONFIG_PATH must be such that the command

pkg-config eigen3 --path --print-errors

finds the location of the file eigen3.pc .

eigen_prefix

With Eigen it is possible to use -D eigen_prefix = eigen_prefix on the cmake command line. In this case, the sub-directory Eigen must exist in a directory

eigen_prefix / includedir

where include_dir is one of the directories in the cmake_install_includedirs list of directories.

Examples

If you specify include_eigencmakeinclude_eigen on the cmake command line, you will be able to run the Eigen examples list above by executing the following commands starting in the Distribution Directory :

      cd build/example

      make check_example

If you do this, you will see an indication that the examples eigen_array and eigen_det have passed their correctness check.

Test Vector

If you have specified eigen_prefix you can choose

-D cppad_testvector = eigen

on the CMake Command line. This we set the CppAD testvector to use Eigen vectors.

get_eigen

If you are using Unix, you can download and install a copy of Eigen using get_eigen.sh . The corresponding install prefix is build/prefix .