New fastad integration nuts

.gitignore

@@ -5,3 +5,6 @@ build
 lib/*
 !lib/CMakeLists.txt
 CMakeSettings.json
+test/mcmc/hmc/nuts/ref/*_stan*
+!test/mcmc/hmc/nuts/ref/*_stan.py
+!test/mcmc/hmc/nuts/ref/*_stan.stan

CMakeLists.txt

@@ -1,6 +1,6 @@
 cmake_minimum_required(VERSION 3.7)
-project("autoppl"
-        VERSION 0.8
+project("AutoPPL"
+        VERSION 1.1
         DESCRIPTION "C++ template library for probabilistic programming."
         LANGUAGES C CXX)
 
@@ -9,38 +9,18 @@ option(AUTOPPL_ENABLE_BENCHMARK "Enable benchmarks to be built." OFF)
 option(AUTOPPL_ENABLE_TEST_COVERAGE "Build with test coverage (AUTOPPL_ENABLE_TEST must be ON)" OFF)
 option(AUTOPPL_ENABLE_EXAMPLE "Enable compilation of examples." OFF)
 
-# Automate the choosing of config
-if (NOT CMAKE_BUILD_TYPE)
-    # if binary directory ends with "release", use release mode
-    if (${PROJECT_BINARY_DIR} MATCHES "release$")
-        set(CMAKE_BUILD_TYPE RELEASE)
-        add_compile_options(-O3)
-    # otherwise, use debug mode
-    else()
-        set(CMAKE_BUILD_TYPE DEBUG)
-    endif()
-endif()
-message(STATUS "Compiling in ${CMAKE_BUILD_TYPE} mode")
-
-# Add this library as interface (header-only)
-add_library(${PROJECT_NAME} INTERFACE)
-target_include_directories(${PROJECT_NAME}
-    INTERFACE $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
-            $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>)
-target_compile_features(${PROJECT_NAME} INTERFACE cxx_std_17)
+# This is to make this library portable to other machines.
+# This will be used for install.
+include(GNUInstallDirs)
 
 # Add AutoPPL header-only library to variable
 set(AUTOPPL_LIBS ${PROJECT_NAME})
 
-# Find Armadillo C++
-find_package(Armadillo CONFIG REQUIRED
-    HINTS ${CMAKE_CURRENT_SOURCE_DIR}/lib/armadillo)
-if (Armadillo_FOUND)
-    message(STATUS "Found Armadillo config at: ${Armadillo_DIR}")
-    add_compile_options(-DARMA_DONT_USE_WRAPPER)
-    set(AUTOPPL_INCLUDE_DIRS ${AUTOPPL_INCLUDE_DIRS} ${ARMADILLO_INCLUDE_DIRS})
-    set(AUTOPPL_LIBS ${AUTOPPL_LIBS} ${ARMADILLO_LIBRARIES})
-endif()
+# Find Eigen3
+find_package(Eigen3 3.3 CONFIG REQUIRED NO_MODULE
+    HINTS ${CMAKE_CURRENT_SOURCE_DIR}/lib/FastAD/libs/eigen-3.3.7/build/share)
+    set(AUTOPPL_LIBS ${AUTOPPL_LIBS} Eigen3::Eigen)
+message(STATUS "Eigen3 found at ${EIGEN3_INCLUDE_DIR}")
 
 # Find FastAD
 find_package(FastAD CONFIG REQUIRED
@@ -50,6 +30,57 @@ if (FastAD_FOUND)
     set(AUTOPPL_LIBS ${AUTOPPL_LIBS} FastAD::FastAD)
 endif()
 
+# Add this library as interface (header-only)
+add_library(${PROJECT_NAME} INTERFACE)
+target_include_directories(${PROJECT_NAME}
+    INTERFACE $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
+            $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>)
+target_compile_features(${PROJECT_NAME} INTERFACE cxx_std_17)
+
+# Set install destinations
+install(TARGETS ${PROJECT_NAME}
+        EXPORT ${PROJECT_NAME}_Targets
+        ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
+        LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
+        RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR})
+
+# Create AutoPPLConfigVersion.cmake which contains current project version
+# This is supposed to help with (major) version compatibility.
+include(CMakePackageConfigHelpers)
+write_basic_package_version_file("${PROJECT_NAME}ConfigVersion.cmake"
+                                 VERSION ${PROJECT_VERSION}
+                                 COMPATIBILITY SameMajorVersion)
+configure_package_config_file(
+    "${PROJECT_SOURCE_DIR}/cmake/${PROJECT_NAME}Config.cmake.in"
+    "${PROJECT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
+    INSTALL_DESTINATION
+    ${CMAKE_INSTALL_DATAROOTDIR}/${PROJECT_NAME}/cmake)
+
+install(EXPORT ${PROJECT_NAME}_Targets
+        FILE ${PROJECT_NAME}Targets.cmake
+        NAMESPACE ${PROJECT_NAME}::
+        DESTINATION ${CMAKE_INSTALL_DATAROOTDIR}/${PROJECT_NAME}/cmake)
+
+install(FILES
+        "${PROJECT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
+        "${PROJECT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
+        DESTINATION ${CMAKE_INSTALL_DATAROOTDIR}/${PROJECT_NAME}/cmake)
+
+install(DIRECTORY ${PROJECT_SOURCE_DIR}/include DESTINATION ${CMAKE_INSTALL_PREFIX})
+
+# Automate the choosing of config
+if (NOT CMAKE_BUILD_TYPE)
+    # if binary directory ends with "release", use release mode
+    if (${PROJECT_BINARY_DIR} MATCHES "release$")
+        set(CMAKE_BUILD_TYPE RELEASE)
+        add_compile_options(-O3)
+    # otherwise, use debug mode
+    else()
+        set(CMAKE_BUILD_TYPE DEBUG)
+    endif()
+endif()
+message(STATUS "Compiling in ${CMAKE_BUILD_TYPE} mode")
+
 # Set directory for GoogleTest
 set(GTEST_DIR ${CMAKE_CURRENT_SOURCE_DIR}/lib/benchmark/googletest/googletest)
 set(GBENCH_DIR ${CMAKE_CURRENT_SOURCE_DIR}/lib/benchmark)