[core] Reorganize headers

+ move exception macros from math.hpp to exceptions.hpp
+ only include exceptions header in fwd.hpp
+ move utils/fmt-eigen.hpp up to base folder

include/proxnlp/exceptions.hpp

@@ -14,6 +14,14 @@
   PROXNLP_RUNTIME_ERROR(fmt::format(                                           \
       "Input size invalid (expected {:d}, got {:d})", nx, x.size()))
 
+#define PROXNLP_RAISE_IF_NAN(value)                                            \
+  if (::proxnlp::math::check_value(value))                                     \
+  PROXNLP_RUNTIME_ERROR("Encountered NaN.\n")
+
+#define PROXNLP_RAISE_IF_NAN_NAME(value, name)                                 \
+  if (::proxnlp::math::check_value(value))                                     \
+  PROXNLP_RUNTIME_ERROR(fmt::format("Encountered NaN for value {:s}.\n", name))
+
 namespace proxnlp {
 
 class RuntimeError : public std::runtime_error {

include/proxnlp/fwd.hpp

@@ -31,6 +31,7 @@ using std::unique_ptr;
 } // namespace proxnlp
 
 #include "proxnlp/math.hpp"
+#include "proxnlp/exceptions.hpp"
 #include "proxnlp/macros.hpp"
 #include "proxnlp/config.hpp"
 #include "proxnlp/deprecated.hpp"

include/proxnlp/linalg/ldlt-base.hpp

@@ -5,6 +5,7 @@
 #pragma once
 
 #include "proxnlp/math.hpp"
+#include "proxnlp/exceptions.hpp"
 #include "proxnlp/macros.hpp"
 
 #include <Eigen/Cholesky>

include/proxnlp/math.hpp

@@ -3,6 +3,8 @@
 #pragma once
 
 #include <Eigen/Core>
+#include <limits>
+#include <vector>
 
 namespace proxnlp {
 
@@ -17,22 +19,6 @@ constexpr bool is_eigen_matrix_type =
 template <typename T, typename T2 = void>
 using enable_if_eigen_dense = std::enable_if_t<is_eigen_dense_type<T>, T2>;
 
-} // namespace proxnlp
-
-#include "proxnlp/utils/fmt-eigen.hpp"
-#include "proxnlp/exceptions.hpp"
-
-#include <limits>
-#include <vector>
-
-#define PROXNLP_RAISE_IF_NAN(value)                                            \
-  if (::proxnlp::math::check_value(value))                                     \
-  PROXNLP_RUNTIME_ERROR("Encountered NaN.\n")
-
-#define PROXNLP_RAISE_IF_NAN_NAME(value, name)                                 \
-  if (::proxnlp::math::check_value(value))                                     \
-  PROXNLP_RUNTIME_ERROR(fmt::format("Encountered NaN for value {:s}.\n", name))
-
 /// Macro typedefs for dynamic-sized vectors/matrices, used for cost funcs,
 /// merit funcs because we don't CRTP them and virtual members funcs can't be
 /// templated.
@@ -51,8 +37,6 @@ using enable_if_eigen_dense = std::enable_if_t<is_eigen_dense_type<T>, T2>;
   using Matrix6Xs = Eigen::Matrix<Scalar, 6, Eigen::Dynamic>;                  \
   using Matrix6s = Eigen::Matrix<Scalar, 6, 6>
 
-namespace proxnlp {
-
 ///  @brief  Typedefs for math (Eigen vectors, matrices) depending on scalar
 /// type.
 template <typename _Scalar> struct math_types {
@@ -108,5 +92,6 @@ bool check_value(const Eigen::MatrixBase<MatrixType> &x) {
 }
 
 } // namespace math
-
 } // namespace proxnlp
+
+#include "proxnlp/fmt-eigen.hpp"