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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Enable Use of Eigen Linear Algebra Package with CppAD</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Enable Use of Eigen Linear Algebra Package with CppAD"/>
<meta name="keywords" id="keywords" content=" enable use of eigen linear algebra package with cppad syntax purpose example include files numtraits namespace "/>
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<body>
<table><tr>
<td>
<a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a>
</td>
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<option>cppad_eigen.hpp</option>
<option>hes_minor_det.cpp</option>
<option>hes_lu_det.cpp</option>
<option>interface2c.cpp</option>
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<option>jac_lu_det.cpp</option>
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<option>cppad_eigen.hpp-&gt;</option>
<option>eigen_plugin.hpp</option>
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</tr></table><br/>


<center><b><big><big>Enable Use of Eigen Linear Algebra Package with CppAD</big></big></b></center>
<br/>
<b><big><a name="Syntax" id="Syntax">Syntax</a></big></b>

<br/>

<code><font color="blue"><span style='white-space: nowrap'>#&#xA0;include&#xA0;&lt;cppad/example/cppad_eigen.hpp&gt;</span></font></code>



<br/>
<br/>
<b><big><a name="Purpose" id="Purpose">Purpose</a></big></b>
<br/>
Enables the use of the 
<a href="http://eigen.tuxfamily.org" target="_top"><span style='white-space: nowrap'>eigen</span></a>

linear algebra package with the type 
<code><i><font color="black"><span style='white-space: nowrap'>AD&lt;</span></font></i><font color="blue"><span style='white-space: nowrap'>Base</span></font><i><font color="black"><span style='white-space: nowrap'>&gt;</span></font></i></code>
.

<br/>
<br/>
<b><big><a name="Example" id="Example">Example</a></big></b>
<br/>
The files <a href="eigen_array.cpp.xml" target="_top"><span style='white-space: nowrap'>eigen_array.cpp</span></a>
 and <a href="eigen_det.cpp.xml" target="_top"><span style='white-space: nowrap'>eigen_det.cpp</span></a>
 
contain an example and test of this include file.
It returns true if it succeeds and false otherwise.

<br/>
<br/>
<b><big><a name="Include Files" id="Include Files">Include Files</a></big></b>
<br/>
The file <code><font color="blue">cppad_eigen.hpp</font></code> includes both
<code><font color="blue">&lt;cppad/cppad.hpp&gt;</font></code> and <code><font color="blue">&lt;Eigen/Core&gt;</font></code>. 
In addition,
The file <a href="eigen_plugin.hpp.xml" target="_top"><span style='white-space: nowrap'>eigen_plugin.hpp</span></a>
 
is used to define <code><font color="blue">value_type</font></code>
in the Eigen matrix class definition so its vectors are 
<a href="simplevector.xml" target="_top"><span style='white-space: nowrap'>simple&#xA0;vectors</span></a>
.
<code><font color='blue'><pre style='display:inline'> 
# define EIGEN_MATRIXBASE_PLUGIN &lt;cppad/example/eigen_plugin.hpp&gt;
# include &lt;Eigen/Core&gt;
# include &lt;cppad/cppad.hpp&gt;
</pre></font></code>

<br/>
<br/>
<b><big><a name="Eigen NumTraits" id="Eigen NumTraits">Eigen NumTraits</a></big></b>
<br/>
Eigen needs the following definitions to work properly
with 
<code><font color="blue"><span style='white-space: nowrap'>AD&lt;</span></font><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i><font color="blue"><span style='white-space: nowrap'>&gt;</span></font></code>
 scalars:
<code><font color='blue'><pre style='display:inline'> 
namespace Eigen {
	template &lt;class Base&gt; struct NumTraits&lt; CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; &gt;
	{	// type that corresponds to the real part of an <a href="ad.xml" target="_top">AD</a>&lt;Base&gt; value
		typedef CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt;   Real;
		// type for <a href="ad.xml" target="_top">AD</a>&lt;Base&gt; operations that result in non-integer values
		typedef CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt;   NonInteger;
		// type for nested value inside an <a href="ad.xml" target="_top">AD</a>&lt;Base&gt; expression tree
		typedef CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt;   Nested;

		enum {
			// does not support complex Base types
			IsComplex             = 0 ,
			// does not support integer Base types
			IsInteger             = 0 ,
			// only support signed Base types
			IsSigned              = 1 ,
			// must initialize an <a href="ad.xml" target="_top">AD</a>&lt;Base&gt; object
			RequireInitialization = 1 ,
			// computational cost of the corresponding operations
			ReadCost              = 1 ,
			AddCost               = 2 ,
			MulCost               = 2
		};

		// machine epsilon with type of real part of x
		// (use assumption that Base is not complex)
		static CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; epsilon(void)
		{	return CppAD::numeric_limits&lt; CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; &gt;::epsilon(); }

		// relaxed version of machine epsilon for comparison of different
		// operations that should result in the same value
		static CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; dummy_precision(void)
		{	return 100. * 
				CppAD::numeric_limits&lt; CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; &gt;::epsilon(); 
		}

		// minimum normalized positive value
		static CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; lowest(void)
		{	return CppAD::numeric_limits&lt; CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; &gt;::min(); }

		// maximum finite value
		static CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; highest(void)
		{	return CppAD::numeric_limits&lt; CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; &gt;::max(); }

	};
}
</pre></font></code>

<br/>
<br/>
<b><big><a name="CppAD Namespace" id="CppAD Namespace">CppAD Namespace</a></big></b>
<br/>
Eigen also needs the following definitions to work properly
with 
<code><font color="blue"><span style='white-space: nowrap'>AD&lt;</span></font><i><font color="black"><span style='white-space: nowrap'>Base</span></font></i><font color="blue"><span style='white-space: nowrap'>&gt;</span></font></code>
 scalars:
<code><font color='blue'><pre style='display:inline'> 
namespace CppAD {
		// functions that return references
		template &lt;class Base&gt; const <a href="ad.xml" target="_top">AD</a>&lt;Base&gt;&amp; conj(const <a href="ad.xml" target="_top">AD</a>&lt;Base&gt;&amp; x)
		{	return x; }
		template &lt;class Base&gt; const <a href="ad.xml" target="_top">AD</a>&lt;Base&gt;&amp; real(const <a href="ad.xml" target="_top">AD</a>&lt;Base&gt;&amp; x)
		{	return x; }

		// functions that return values (note abs is defined by cppad.hpp)
		template &lt;class Base&gt; <a href="ad.xml" target="_top">AD</a>&lt;Base&gt; imag(const <a href="ad.xml" target="_top">AD</a>&lt;Base&gt;&amp; x)
		{	return CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt;(0.); }
		template &lt;class Base&gt; <a href="ad.xml" target="_top">AD</a>&lt;Base&gt; abs2(const <a href="ad.xml" target="_top">AD</a>&lt;Base&gt;&amp; x)
		{	return x * x; }
}

namespace Eigen { 
	namespace internal {

		template&lt;class Base&gt; 
		struct significant_decimals_default_impl&lt; CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt;, false&gt;
		{	typedef CppAD::<a href="ad.xml" target="_top">AD</a>&lt;Base&gt; Scalar;

  			typedef typename NumTraits&lt;Scalar&gt;::Real RealScalar;
  			static inline int run()
  			{	Scalar neg_log_eps = - log(
					NumTraits&lt;RealScalar&gt;::epsilon()
				);
				int ceil_neg_log_eps = Integer( neg_log_eps );
				if( Scalar(ceil_neg_log_eps) &lt; neg_log_eps )
					ceil_neg_log_eps++;
				return ceil_neg_log_eps;
  			}
		};
	}
}
</pre></font></code>


<hr/>Input File: cppad/example/cppad_eigen.hpp

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