Using Eigen Arrays: Example and Test
Keywords: using eigen arrays: example test array

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Using Eigen Arrays: Example and Test
`

    # include <cppad/example/cppad_eigen.hpp>
    # include <cppad/speed/det_by_minor.hpp>
    # include <Eigen/Dense>

    bool eigen_array(void)
    {	bool ok = true;
    	using CppAD::AD;
    	using CppAD::NearEqual;
    	using Eigen::Matrix;
    	using Eigen::Dynamic;
    	//
    	typedef Matrix< AD<double> , Dynamic, 1 > a_vector;
    	//
    	// some temporary indices
    	size_t i, j;

    	// domain and range space vectors
    	size_t n  = 10, m = n;
    	a_vector a_x(n), a_y(m);

    	// set and declare independent variables and start tape recording
    	for(j = 0; j < n; j++)
    		a_x[j] = double(1 + j);
    	CppAD::Independent(a_x);

    	// evaluate a component wise function
    	a_y = a_x.array() + sin(a_x.array());

    	// create f: x -> y and stop tape recording
    	CppAD::ADFun<double> f(a_x, a_y);

    	// compute the derivative of y w.r.t x using CppAD
    	CPPAD_TESTVECTOR(double) x(n);
    	for(j = 0; j < n; j++)
    		x[j] = double(j) + 1.0 / double(j+1);
    	CPPAD_TESTVECTOR(double) jac = f.Jacobian(x);

    	// check Jacobian
    	double eps = 100. * CppAD::numeric_limits<double>::epsilon();
    	for(i = 0; i < m; i++)
    	{	for(j = 0; j < n; j++)
    		{	double check = 1.0 + cos(x[i]);
    			if( i != j )
    				check = 0.0;
    			ok &= NearEqual(jac[i * n + j], check, eps, eps);
    		}
    	}

    	return ok;
    }

`

Input File: example/eigen_array.cpp