build(CppAD): brought in CppAD for autodiff

we need an autodiff library at some point (or we need to roll our own but I do not think that makes sense). CppAD is well tested and header only and easy to include. It is also Liscene compatible with GPL v3.0. Here we bring it in as a dependency

build-config/cppad/include/cppad/core/undef.hpp

@@ -0,0 +1,100 @@
+# ifndef CPPAD_CORE_UNDEF_HPP
+# define CPPAD_CORE_UNDEF_HPP
+/* --------------------------------------------------------------------------
+CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-19 Bradley M. Bell
+
+CppAD is distributed under the terms of the
+             Eclipse Public License Version 2.0.
+
+This Source Code may also be made available under the following
+Secondary License when the conditions for such availability set forth
+in the Eclipse Public License, Version 2.0 are satisfied:
+      GNU General Public License, Version 2.0 or later.
+---------------------------------------------------------------------------- */
+
+/*
+----------------------------------------------------------------------------
+Preprecessor definitions that presist after cppad/cppad.hpp is included.
+These are part of the user API with some exceptions that are used
+by the CppAD examples and tests.
+
+# undef CPPAD_ASSERT_FIRST_CALL_NOT_PARALLEL used by CPPAD_USER_ATOMIC
+# undef CPPAD_ASSERT_KNOWN                   used by cppad_ipopt
+# undef CPPAD_ASSERT_UNKNOWN                 used by cppad_ipopt
+# undef CPPAD_HASH_TABLE_SIZE                used by test_more/optimize.cpp
+# undef EIGEN_MATRIXBASE_PLUGIN              example use of Eigen with CppAD
+# undef CPPAD_HAS_COLPACK                    used by speed/cppad/sparse_*.cpp
+
+# undef CPPAD_BOOL_BINARY         in user api
+# undef CPPAD_BOOL_UNARY          in user api
+# undef CPPAD_DEBUG_AND_RELEASE   in user api
+# undef CPPAD_DISCRETE_FUNCTION   in user api
+# undef CPPAD_EIGENVECTOR         in user api
+# undef CPPAD_MAX_NUM_THREADS     in user api
+# undef CPPAD_NUMERIC_LIMITS      in user api
+# undef CPPAD_NULL                in user api
+# undef CPPAD_PACKAGE_STRING      in user api
+# undef CPPAD_STANDARD_MATH_UNARY in user api
+# undef CPPAD_TAPE_ADDR_TYPE      in user api
+# undef CPPAD_TAPE_ID_TYPE        in user api
+# undef CPPAD_TESTVECTOR          in user api
+# undef CPPAD_TO_STRING           in user api
+# undef CPPAD_USE_CPLUSPLUS_2011  in user api
+
+# undef CPPAD_TRACK_COUNT    in deprecated api
+# undef CPPAD_TRACK_DEL_VEC  in deprecated api
+# undef CPPAD_TRACK_EXTEND   in deprecated api
+# undef CPPAD_TRACK_NEW_VEC  in deprecated api
+# undef CPPAD_USER_ATOMIC    in deprecated api
+
+# undef CPPAD_TEST_VECTOR     deprecated verssion of CPPAD_TESTVECTOR
+# undef CppADCreateBinaryBool deprecated version of CPPAD_BOOL_BINARY
+# undef CppADCreateDiscrete   deprecated version of CPPAD_DISCRETE_FUNCTION
+# undef CppADCreateUnaryBool  deprecated version of CPPAD_BOOL_UNARY
+# undef CppADTrackCount       deprecated version of CPPAD_TRACK_COUNT
+# undef CppADTrackDelVec      deprecated version of CPPAD_TRACK_DEL_VEC
+# undef CppADTrackExtend      deprecated version of CPPAD_TRACK_EXTEND
+# undef CppADTrackNewVec      deprecated version of CPPAD_TRACK_NEW_VEC
+# undef CppADvector           deprecated version of CPPAD_TEST_VECTOR
+
+// for conditional testing when implicit conversion is not present
+# undef CPPAD_DEPRECATED
+-----------------------------------------------------------------------------
+*/
+// Preprecessor definitions that do not presist. None of these are in the
+// user API.
+# undef CPPAD_ASSERT_NARG_NRES
+# undef CPPAD_AZMUL
+# undef CPPAD_BOOSTVECTOR
+# undef CPPAD_COMPILER_HAS_CONVERSION_WARN
+# undef CPPAD_COND_EXP
+# undef CPPAD_COND_EXP_BASE_REL
+# undef CPPAD_COND_EXP_REL
+# undef CPPAD_CPPADVECTOR
+# undef CPPAD_FOLD_AD_VALUED_BINARY_OPERATOR
+# undef CPPAD_FOLD_ASSIGNMENT_OPERATOR
+# undef CPPAD_FOLD_BOOL_VALUED_BINARY_OPERATOR
+# undef CPPAD_HAS_ADOLC
+# undef CPPAD_HAS_EIGEN
+# undef CPPAD_HAS_GETTIMEOFDAY
+# undef CPPAD_HAS_IPOPT
+# undef CPPAD_HAS_MKSTEMP
+# undef CPPAD_HAS_TMPNAM_S
+# undef CPPAD_INLINE_FRIEND_TEMPLATE_FUNCTION
+# undef CPPAD_LIB_EXPORT
+# undef CPPAD_MAX_NUM_CAPACITY
+# undef CPPAD_MIN_DOUBLE_CAPACITY
+# undef CPPAD_NDEBUG_NOEXCEPT
+# undef CPPAD_NOEXCEPT
+# undef CPPAD_STANDARD_MATH_UNARY_AD
+# undef CPPAD_STDVECTOR
+# undef CPPAD_TRACE_CAPACITY
+# undef CPPAD_TRACE_THREAD
+# undef CPPAD_TRACK_DEBUG
+# undef CPPAD_USER_MACRO
+# undef CPPAD_USER_MACRO_ONE
+# undef CPPAD_USER_MACRO_TWO
+# undef CPPAD_VEC_AD_COMP_ASSIGN
+# undef CPPAD_VEC_ENUM_TYPE
+
+# endif