A Package for Differentiation of C++ Algorithms
Purpose
We refer to the step by step conversion from an algorithm
that computes function values to an algorithm that computes
derivative values as Algorithmic Differentiation (AD);
often referred to as automatic differentiation.
Given a C++ algorithm that computes function values,
CppAD generates an algorithm that computes corresponding
derivative values (of arbitrary order using either
forward or reverse mode).
A brief introduction to AD can be found at
wikipedia
.
The web site
autodiff.org
is dedicated to research about, and promoting the use of, AD.
License
CppAD is freely available with either the
Common Public License Version 1.0
, or the
GNU General Public License Version 2
.
Links
| Wiki | Other home page |
| HTML | User documentation with math in Latex |
| XML | User documentation with math in MathML |
| Mailing list | User questions and bug reports |
| Install | Download, test, and install current version |
| Browse | Browse the source code |
| Timeline | View recent changes to source code |
| Download | Download source code tarballs |
| Project Manager | Home page for the project manager |