ADOL-C
ADOL-C is an open-source package for the automatic
differentiation of C and C++ programs. The resulting
evaluation routines for first and higher-order
derivatives may be called from C, C++, Fortran, or any other
language that can be linked with C.
The numerical values of derivative vectors are obtained free
of truncation errors at a small multiple of the run time and
random access memory required by the given function evaluation program.
Derivative matrices are obtained by columns, by rows or in sparse format.
For solution curves defined by ordinary differential equations,
special routines are provided that evaluate the Taylor coefficient vectors
and their Jacobians with respect to the current state vector.
For explicitly or implicitly defined functions derivative tensors are
obtained with a complexity that grows only quadratically in their
degree.
andrea dot walther at uni-paderborn dot de
https://projects.coin-or.org/ADOL-C
Eclipse Public License 1.0 or GNU General Public License 2.0
http://www.opensource.org/licenses/alphabetical
ColPack
http://cscapes.cs.purdue.edu/coloringpage/software.htm
Optional (for exploitation of sparsity)
C and C++
Active
4
Linux
g++
Linux
Intel icpc
Mac OSX
g++
Microsoft Windows
CYGWIN/icl
Microsoft Windows
MSVC++/cl
Optimization utility
http://www.coin-or.org/download/source/ADOL-C/
http://list.coin-or.org/mailman/listinfo/adol-c