eigen_quad.sh: bug report by https://github.com/drjdn.

bug/eigen_quad.sh

@@ -0,0 +1,95 @@
+#! /bin/bash -e
+# $Id$
+# -----------------------------------------------------------------------------
+# CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-15 Bradley M. Bell
+#
+# CppAD is distributed under multiple licenses. This distribution is under
+# the terms of the
+#                     Eclipse Public License Version 1.0.
+#
+# A copy of this license is included in the COPYING file of this distribution.
+# Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
+# -----------------------------------------------------------------------------
+# bash function that echos and executes a command
+echo_eval() {
+	echo $*
+	eval $*
+}
+# -----------------------------------------------
+cat << EOF
+Function f(x)   = x^T * Q * x / 2
+         f'(x)  = x^T * Q
+EOF
+# -----------------------------------------------
+if [ ! -e build ]
+then
+	mkdir build
+fi
+cd build
+echo "$0"
+name=`echo $0 | sed -e 's|.*/||' -e 's|\..*||'`
+#
+cat << EOF > $name.cpp
+# include <cppad/example/cppad_eigen.hpp>
+# include <Eigen/Dense>
+# include <iostream>
+
+int main()
+{	bool ok = true;
+
+	using CppAD::AD;
+	using CppAD::ADFun;
+	using CppAD::Independent;
+	using Eigen::Matrix;
+	using Eigen::Dynamic;
+	using Eigen::VectorXd;
+
+	typedef Matrix< AD<double> , Dynamic, Dynamic > a_MatrixXd;
+	typedef Matrix< AD<double> , Dynamic , 1>       a_VectorXd;
+
+	int size = 2, i , j;
+
+	a_VectorXd a_x(size);
+	VectorXd x(size);
+
+	x << 1, 2;
+	for(i = 0; i < size; i++) {
+		a_x[i] = x[i];
+	}
+
+	a_MatrixXd a_Q(size, size);
+	a_Q << 1, 2, 3, 4;
+
+	Independent(a_x);
+	AD<double> dd = 2.0;
+	a_VectorXd a_y = (a_x.transpose() * a_Q * a_x) / dd;
+
+
+	// create f: x -> y and stop tape recording
+	ADFun<double> f(a_x, a_y);
+
+	VectorXd jac     = f.Jacobian(x);
+    a_MatrixXd check = a_x.transpose() * a_Q;
+
+
+	std::cout << "True f'(x)  = " << check << std::endl;
+	std::cout << "CppAD f'(x) = " << jac.transpose() << std::endl;
+
+	return 0;
+}
+EOF
+if [ -e "$name" ]
+then
+	echo_eval rm $name
+fi
+echo_eval g++ \
+	$name.cpp \
+	-I../.. \
+	-I$HOME/prefix/eigen/include \
+	-g \
+	-O0 \
+	-std=c++11 \
+	-Wno-shadow \
+	-Wno-deprecated-declarations \
+	-o $name
+echo_eval ./$name