codegen with derivatives

codegen.py

from casadi import *

# Simple function:
x = SX.sym('x',2)
y = SX.sym('f',2)
F = Function('F', [x,y],[sin(x)*cos(y), dot(x,y)], ['x','y'], ['f','g'])

# Generate code, including derivatives
CG = CodeGenerator('F')
CG.add(F)
CG.add(F.forward(1))
CG.add(F.forward(2))
CG.add(F.forward(4))
CG.add(F.forward(8))
CG.add(F.reverse(1))
CG.add(F.reverse(2))
CG.add(F.reverse(4))
CG.add(F.reverse(8))
CG.add(F.jacobian())
print(CG.generate()) # F.c

# Compile
from os import system
system('gcc -fPIC -shared -O3 F.c -o F.so')

# Load as external function
Fex = external('F')

# Embed in an algorithm
a = MX.sym('a', 2)
f,g = Fex(a, a)
J = jacobian(f, a)
Jfun = Function('Jfun', [a], [J, f, g], ['a'], ['J', 'f', 'g'])
print(Jfun.generate()) # Jfun.c