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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 To Compute Determinant: Example and Test
# include <cppad/example/cppad_eigen.hpp>
# include <cppad/speed/det_by_minor.hpp>
# include <Eigen/Dense>

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

     // domain and range space vectors
     size_t size = 3, n  = size * size, m = 1;
     a_vector a_x(n), a_y(m);
     vector x(n);

     // set and declare independent variables and start tape recording
     for(i = 0; i < size; i++)
     {     for(j = 0; j < size; j++)
          {     // lower triangular matrix
               a_x[i * size + j] = x[i * size + j] = 0.0;
               if( j <= i )
                    a_x[i * size + j] = x[i * size + j] = double(1 + i + j);
          }
     }
     CppAD::Independent(a_x);

     // copy independent variable vector to a matrix
     a_matrix a_X(size, size);
     matrix X(size, size);
     for(i = 0; i < size; i++)
     {     for(j = 0; j < size; j++)
          {     X(i, j)   = x[i * size + j];
               // If we used a_X(i, j) = X(i, j), a_X would not depend on a_x.
               a_X(i, j) = a_x[i * size + j];
          }
     }

     // Compute the log of determinant of X
     a_y[0] = log( a_X.determinant() );

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

     // check function value
     double eps = 100. * CppAD::numeric_limits<double>::epsilon();
     CppAD::det_by_minor<double> det(size);
     ok &= NearEqual(Value(a_y[0]) , log(det(x)), eps, eps);

     // compute the derivative of y w.r.t x using CppAD
     vector jac = f.Jacobian(x);

     // check the derivative using the formula
     // d/dX log(det(X)) = transpose( inv(X) )
     matrix inv_X = X.inverse();
     for(i = 0; i < size; i++)
     {     for(j = 0; j < size; j++)
               ok &= NearEqual(jac[i * size + j], inv_X(j, i), eps, eps);
     }

     return ok;
}

Input File: example/general/eigen_det.cpp