[ADOL-C] Vectors and matrices

[Norman Goldstein]

I have spent more time on Eigen, have spoken with Eigen people, and have 
worked out a way
to use Eigen with ADOL-C, incorporating adouble as a scalar type in 
Eigen.  This involves writing
specific operators to combine double and adouble vectors and matrices, 
but I feel this is worth the
effort, as the operators are very simple (ADOL-C has already done the 
hard work at the scalar
level).  I also had to do some augmenting of the Eigen Traits, etc.

The code is working properly, but may not be the most efficient, and may 
also not be
entirely in the Eigen spirit, but this is where things stand at the moment.

Thank you for your comments.


On 07/31/2012 08:04 AM, Rishi Amrit wrote:
> On Tue, Jul 31, 2012 at 9:59 AM, Norman Goldstein <normvcr at telus.net> wrote:
>> Thanks for the stl suggestion.  It is still somewhat bare-bones,
>> as you pointed out with regards to matrices.  I am looking for
>> a vector/matrix library, with notions of vector/matrix algebra,
>> sub-matrices and numerical linear algebra.
>>
>> There are many such C++ libraries out there, but are any
>> compatible with ADOL-C, allowing the class, adouble, to be
>> used as a scalar type?
> I use boost libraries for that purpose. I have not tested them out
> with ADOLC, but they are built on the same concept as STL. So they
> should work.
>
> You can give it a try.
>
> Rishi
>