Learn to use swig.

ALM/swig/CMakeLists.txt

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+cmake_minimum_required(VERSION 3.16)
+project(devQP)
+list(APPEND CMAKE_MODULE_PATH "${CMAKE_CURRENT_LIST_DIR}/cmake")
+set(CMAKE_CXX_STANDARD 17)
+
+set(CMAKE_BUILD_TYPE Debug)
+#set(CMAKE_POSITION_INDEPENDENT_CODE ON)
+
+## Defult build type: Debug ##
+if(NOT CMAKE_BUILD_TYPE)
+  set(CMAKE_BUILD_TYPE Debug)
+endif()
+## Debug definition: ##
+if(CMAKE_BUILD_TYPE STREQUAL "Debug")
+  add_definitions("-DDEBUG")
+endif()
+
+find_package(Eigen3 REQUIRED)
+#find_package(MATLAB COMPONENTS MX_LIBRARY)
+find_package(OCTAVE COMPONENTS MX_LIBRARY)
+find_package(MATIO)
+find_package(fmt)
+find_package(MKL REQUIRED)
+find_package(MUMPS REQUIRED)
+
+#set(MUMPS_HOME /home/detu/ThirdParty-Mumps/Debug)
+#set(MUMPS_INCLUDE_DIR ${MUMPS_HOME}/include/coin-or/mumps)
+
+include_directories(${EIGEN3_INCLUDE_DIR})
+include_directories(${MUMPS_INCLUDE_DIRS})
+#include_directories(${MATLAB_INCLUDE_DIRS})
+include_directories(${OCTAVE_INCLUDE_DIRS})
+include_directories(${MATIO_INCLUDE_DIRS})
+include_directories(${fmt_INCLUDE_DIR})
+include_directories(${MKL_INCLUDE_DIRS})
+
+message("${CMAKE_MODULE_PATH}")
+message("${EIGEN3_INCLUDE_DIR}")
+message("${fmt_INCLUDE_DIR}")
+message("${MUMPS_INCLUDE_DIRS}")
+message("${MUMPS_LIBRARIES}")
+message("${MKL_INCLUDE_DIRS}")
+message("${OCTAVE_INCLUDE_DIRS}")
+
+#add_library(eigenMumps SHARED)
+
+#link_directories(
+#        ${MUMPS_HOME}/lib
+#)
+#set(EIG_MEXES almbound)
+set(EIG_MEXES qpAL)
+
+FOREACH(t ${EIG_MEXES})
+  #matlab_add_mex(NAME ${t} SRC ${t}.cpp	LINK_TO ${MATLAB_LIBRARIES} libcoinmumps.so.2.1.0 ${fmt_LIBRARY} ${MKL_LIBRARY} gfortran)
+  # matlab_add_mex(NAME ${t} SRC ${t}.cpp LINK_TO ${MATLAB_LIBRARIES} ${MUMPS_LIBRARIES} ${fmt_LIBRARY} ${MKL_LIBRARY})
+    octave_add_oct(NAME ${t} SRC ${t}.cpp LINK_TO ${OCTAVE_LIBRARIES} ${MUMPS_LIBRARIES} ${fmt_LIBRARY} ${MKL_LIBRARY})
+ENDFOREACH(t ${EIG_MEXES})
+
+
+add_executable(main main.cpp)
+target_link_libraries(main ${MATIO_LIBRARIES} ${fmt_LIBRARY} ${MKL_LIBRARY} ${MUMPS_LIBRARIES} gfortran)
+

ALM/swig/MUMPSSupport

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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MUMPSSUPPORT_MODULE_H
+#define EIGEN_MUMPSSUPPORT_MODULE_H
+#define EIGEN_USE_MKL_ALL
+#include "Eigen/SparseCore"
+#include "Eigen/src/Core/util/DisableStupidWarnings.h"
+
+//#include <smumps_c.h>
+#include <dmumps_c.h>
+//#include <cmumps_c.h>
+//#include <zmumps_c.h>
+
+#ifdef complex
+#undef complex
+#endif
+
+/** \ingroup Support_modules
+ * \defgroup MUMPSSupport_Module MUMPSSupport module
+ *
+ * This module provides an interface to the <a href="http://mumps.enseeiht.fr/">MUMPS</a>
+ * library. MUMPS is a general \b multifrontal, \b parallel and \b open-source sparse solver. It
+ * provides the two following main factorization classes:
+ * - class MUMPSLDLT: a multifrontal LDLt Cholesky factorization.
+ * - class MUMPSLU : a multifrontal LU factorization (optimized for a symmetric pattern).
+ *
+ * \code
+ * #include <Eigen/MUMPSSupport>
+ * \endcode
+ *
+ * In order to use this module, the MUMPS headers must be accessible from the
+ * include paths, and your binary must be linked to the MUMPS library and its
+ * dependencies. This wrapper requires MUMPS version 5.1.x compiled without MPI
+ * support.  For a CMake based project, you can use our FindMUMPS.cmake module
+ * to help you in this task.
+ */
+
+#include "MUMPSSupport.h"
+
+#include "Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_MUMPSSUPPORT_MODULE_H
+