add an auto-diff module in unsupported. it is similar to adolc's forward

mode but the advantage of using Eigen's expression template to compute
the derivatives (unless you nest an AutoDiffScalar into an Eigen's
matrix).

1 files changed, 54 insertions, 0 deletions

diff --git a/unsupported/Eigen/AutoDiff b/unsupported/Eigen/AutoDiff
new file mode 100644
index 000000000..f47bb0228
--- /dev/null
+++ b/unsupported/Eigen/AutoDiff
@@ -0,0 +1,54 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_AUTODIFF_MODULE
+#define EIGEN_AUTODIFF_MODULE
+
+#include <Eigen/Core>
+
+namespace Eigen {
+
+/** \ingroup Unsupported_modules
+  * \defgroup AutoDiff_Module Auto Diff module
+  *
+  * This module features forward automatic differentation via a simple
+  * templated scalar type wrapper AutoDiffScalar.
+  *
+  * \code
+  * #include <unsupported/Eigen/AutoDiff>
+  * \endcode
+  */
+//@{
+
+}
+
+#include "src/AutoDiff/AutoDiffScalar.h"
+// #include "src/AutoDiff/AutoDiffVector.h"
+#include "src/AutoDiff/AutoDiffJacobian.h"
+
+namespace Eigen {
+//@}
+}
+
+#endif // EIGEN_AUTODIFF_MODULE