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

eigen

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Including Eigen Examples, Tests, and sparse2eigen

Eigen Home Page

https://libeigen.gitlab.io/docs/index.html

Finding Eigen

These example and tests will be included and sparse2eigen will be installed if:

1. Eigen is installed on your system

2. c++14 or higher is supported by your compiler

3. PKG_CONFIG_PATH is such that the following command finds the location of the file eigen3.pc : pkg-config eigen3 --path --print-errors

The output of the cmake command will report if these conditions are met.

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

Examples

If eigen is found , 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 eigen is found you can choose

-D cppad_testvector = eigen

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