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@(@\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}} }@)@
Using Eigen Arrays: Example and Test
# include <cppad/cppad.hpp>
# include <cppad/example/cppad_eigen.hpp>
# include <cppad/speed/det_by_minor.hpp>
# include <Eigen/Dense>

bool eigen_array(void)
{     bool ok = true;
     using CppAD::AD;
     using CppAD::NearEqual;
     using Eigen::Matrix;
     using Eigen::Dynamic;
     //
     typedef Matrix< AD<double> , Dynamic, 1 > a_vector;
     //
     // some temporary indices
     size_t i, j;

     // domain and range space vectors
     size_t n  = 10, m = n;
     a_vector a_x(n), a_y(m);

     // set and declare independent variables and start tape recording
     for(j = 0; j < n; j++)
          a_x[j] = double(1 + j);
     CppAD::Independent(a_x);

     // evaluate a component wise function
     a_y = a_x.array() + a_x.array().sin();

     // create f: x -> y and stop tape recording
     CppAD::ADFun<double> f(a_x, a_y);

     // compute the derivative of y w.r.t x using CppAD
     CPPAD_TESTVECTOR(double) x(n);
     for(j = 0; j < n; j++)
          x[j] = double(j) + 1.0 / double(j+1);
     CPPAD_TESTVECTOR(double) jac = f.Jacobian(x);

     // check Jacobian
     double eps = 100. * CppAD::numeric_limits<double>::epsilon();
     for(i = 0; i < m; i++)
     {     for(j = 0; j < n; j++)
          {     double check = 1.0 + cos(x[i]);
               if( i != j )
                    check = 0.0;
               ok &= NearEqual(jac[i * n + j], check, eps, eps);
          }
     }

     return ok;
}

Input File: example/general/eigen_array.cpp