Prev Next sparse2eigen.cpp Headings

@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@ This is cppad-20221105 documentation. Here is a link to its current documentation .
Converting CppAD Sparse Matrix to Eigen Format: Example and Test
# include <cppad/utility/sparse2eigen.hpp>
bool sparse2eigen(void)
{   bool ok = true;
    //
    typedef CppAD::vector<size_t>                 s_vector;
    typedef CppAD::vector<double>                 d_vector;
    typedef CppAD::sparse_rc<s_vector>            sparse_rc;
    typedef CppAD::sparse_rcv<s_vector, d_vector> sparse_rcv;
    //
    // sparsity pattern
    size_t nr  = 3;
    size_t nc  = 4;
    size_t nnz = 2 * nr;
    sparse_rc pattern(nr, nc, nnz);
    for(size_t i = 0; i < nr; i++)
    {   for(size_t j = i; j <= i + 1; j++)
        {   size_t k = i + j;
            pattern.set(k, i, j);
        }
    }
    //
    // sparse matrix
    sparse_rcv source(pattern);
    for(size_t i = 0; i < nr; i++)
    {   for(size_t j = i; j <= i + 1; j++)
        {   size_t k = i + j;
            double v = double(k) / 2.0;
            source.set(k, v);
        }
    }
    //
    //  example using row major order
    {   Eigen::SparseMatrix<double, Eigen::RowMajor> destination;
        CppAD::sparse2eigen(source, destination);
        //
        typedef
        Eigen::SparseMatrix<double, Eigen::RowMajor>::InnerIterator iterator;
        //
        // check result
        const double* d_value = destination.valuePtr();
        size_t k = 0;
        for(int i = 0; i < destination.outerSize(); ++i)
        {
            for(iterator itr(destination, i); itr; ++itr)
            {   // check row
                ok &= itr.row() == i;
                //
                // check column
                if( k % 2 == 0 )
                    ok &= itr.col() == i;
                else
                    ok &= itr.col() == (i+1);
                //
                // check value
                ok  &= itr.value() == double( itr.row() + itr.col() ) / 2.0;
                ok  &= itr.value() == d_value[k];
                //
                ++k;
            }
        }
        ok &= k == nnz;
    }
    //
    //  example using column major order
    {   Eigen::SparseMatrix<double, Eigen::ColMajor> destination;
        CppAD::sparse2eigen(source, destination);
        //
        typedef
        Eigen::SparseMatrix<double, Eigen::ColMajor>::InnerIterator iterator;
        //
        // check result
        const double* d_value = destination.valuePtr();
        size_t k = 0;
        for(int j = 0; j < destination.outerSize(); ++j)
        {   for(iterator itr(destination, j); itr; ++itr)
            {   // check column
                ok &= itr.col() == j;
                //
                // check row
                if( j == 0 )
                {   assert( k == 0 );
                    ok &= itr.row() == 0;
                }
                else if( k % 2 == 1 )
                    ok &= itr.row() == j - 1;
                else
                    ok &= itr.row() == j;
                //
                // check value
                ok  &= itr.value() == double( itr.row() + itr.col() ) / 2.0;
                ok  &= itr.value() == d_value[k];
                //
                ++k;
            }
        }
        ok &= k == nnz;
    }
    //
    return ok;
}
Input File: example/sparse/sparse2eigen.cpp