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Alphabetic Listing of Cross Reference Tags
A
a11c_bthread.cpp
A Simple Boost Thread Example and Test
a11c_openmp.cpp
A Simple OpenMP Example and Test
a11c_pthread.cpp
A Simple Parallel Pthread Example and Test
abort_recording
Abort Recording of an Operation Sequence
abort_recording.cpp
Abort Current Recording: Example and Test
abs
AD Absolute Value Functions: abs, fabs
abs_eval
abs_normal: Evaluate First Order Approximation
abs_eval.cpp
abs_eval: Example and Test
abs_eval.hpp
abs_eval Source Code
abs_get_started.cpp
abs_normal Getting Started: Example and Test
abs_min_linear
abs_normal: Minimize a Linear Abs-normal Approximation
abs_min_linear.cpp
abs_min_linear: Example and Test
abs_min_linear.hpp
abs_min_linear Source Code
abs_min_quad
abs_normal: Minimize a Linear Abs-normal Approximation
abs_min_quad.cpp
abs_min_quad: Example and Test
abs_min_quad.hpp
abs_min_quad Source Code
abs_normal
Abs-normal Representation of Non-Smooth Functions
abs_normal_fun
Create An Abs-normal Representation of a Function
abs_print_mat
abs_normal: Print a Vector or Matrix
acos
Inverse Sine Function: acos
acos.cpp
The AD acos Function: Example and Test
acos_forward
Inverse Cosine and Hyperbolic Cosine Forward Mode Theory
acos_reverse
Inverse Cosine and Hyperbolic Cosine Reverse Mode Theory
acosh
The Inverse Hyperbolic Cosine Function: acosh
acosh.cpp
The AD acosh Function: Example and Test
AD
AD Objects
ad_assign
AD Assignment Operator
ad_assign.cpp
AD Assignment: Example and Test
ad_binary
AD Binary Arithmetic Operators
ad_ctor
AD Constructors
ad_ctor.cpp
AD Constructors: Example and Test
ad_fun.cpp
Creating Your Own Interface to an ADFun Object
ad_in_c.cpp
Example and Test Linking CppAD to Languages Other than C++
ad_input
AD Output Stream Operator
ad_input.cpp
AD Output Operator: Example and Test
ad_output
AD Output Stream Operator
ad_output.cpp
AD Output Operator: Example and Test
ad_to_string
Convert An AD or Base Type to String
add.cpp
AD Binary Addition: Example and Test
AddEq.cpp
AD Compound Assignment Addition: Example and Test
addon
CppAD Addons
ADFun
ADFun Objects
adolc_alloc_mat
Adolc Test Utility: Allocate and Free Memory For a Matrix
adolc_det_lu.cpp
Adolc Speed: Gradient of Determinant Using Lu Factorization
adolc_det_minor.cpp
Adolc Speed: Gradient of Determinant by Minor Expansion
adolc_mat_mul.cpp
Adolc Speed: Matrix Multiplication
adolc_ode.cpp
Adolc Speed: Ode
adolc_poly.cpp
Adolc Speed: Second Derivative of a Polynomial
adolc_prefix
Including the ADOL-C Examples and Tests
adolc_sparse_hessian.cpp
Adolc Speed: Sparse Hessian
adolc_sparse_jacobian.cpp
adolc Speed: Sparse Jacobian
ADValued
AD Valued Operations and Functions
Appendix
Appendix
Arithmetic
AD Arithmetic Operators and Compound Assignments
asin
Inverse Sine Function: asin
asin.cpp
The AD asin Function: Example and Test
asin_forward
Inverse Sine and Hyperbolic Sine Forward Mode Theory
asin_reverse
Inverse Sine and Hyperbolic Sine Reverse Mode Theory
asinh
The Inverse Hyperbolic Sine Function: asinh
asinh.cpp
The AD asinh Function: Example and Test
atan
Inverse Tangent Function: atan
atan.cpp
The AD atan Function: Example and Test
atan2
AD Two Argument Inverse Tangent Function
atan2.cpp
The AD atan2 Function: Example and Test
atan_forward
Inverse Tangent and Hyperbolic Tangent Forward Mode Theory
atan_reverse
Inverse Tangent and Hyperbolic Tangent Reverse Mode Theory
atanh
The Inverse Hyperbolic Tangent Function: atanh
atanh.cpp
The AD atanh Function: Example and Test
atomic
Atomic AD Functions
atomic_afun
Using AD Version of Atomic Function
atomic_base
User Defined Atomic AD Functions
atomic_base_clear
Free Static Variables
atomic_ctor
Atomic Function Constructor
atomic_eigen_cholesky.cpp
Atomic Eigen Cholesky Factorization: Example and Test
atomic_eigen_cholesky.hpp
Atomic Eigen Cholesky Factorization Class
atomic_eigen_mat_inv.cpp
Atomic Eigen Matrix Inverse: Example and Test
atomic_eigen_mat_inv.hpp
Atomic Eigen Matrix Inversion Class
atomic_eigen_mat_mul.cpp
Atomic Eigen Matrix Multiply: Example and Test
atomic_eigen_mat_mul.hpp
Atomic Eigen Matrix Multiply Class
atomic_for_sparse_hes
Atomic Forward Hessian Sparsity Patterns
atomic_for_sparse_hes.cpp
Atomic Forward Hessian Sparsity: Example and Test
atomic_for_sparse_jac
Atomic Forward Jacobian Sparsity Patterns
atomic_for_sparse_jac.cpp
Atomic Forward Jacobian Sparsity: Example and Test
atomic_forward
Atomic Forward Mode
atomic_forward.cpp
Atomic Forward: Example and Test
atomic_get_started.cpp
Getting Started with Atomic Operations: Example and Test
atomic_mat_mul.cpp
User Atomic Matrix Multiply: Example and Test
atomic_mat_mul.hpp
Matrix Multiply as an Atomic Operation
atomic_mul_level.cpp
Atomic Operations and Multiple-Levels of AD: Example and Test
atomic_norm_sq.cpp
Atomic Euclidean Norm Squared: Example and Test
atomic_option
Set Atomic Function Options
atomic_reciprocal.cpp
Reciprocal as an Atomic Operation: Example and Test
atomic_rev_sparse_hes
Atomic Reverse Hessian Sparsity Patterns
atomic_rev_sparse_hes.cpp
Atomic Reverse Hessian Sparsity: Example and Test
atomic_rev_sparse_jac
Atomic Reverse Jacobian Sparsity Patterns
atomic_rev_sparse_jac.cpp
Atomic Reverse Jacobian Sparsity: Example and Test
atomic_reverse
Atomic Reverse Mode
atomic_reverse.cpp
Atomic Reverse: Example and Test
atomic_set_sparsity.cpp
Atomic Sparsity with Set Patterns: Example and Test
atomic_tangent.cpp
Tan and Tanh as User Atomic Operations: Example and Test
autotools
Autotools Unix Test and Installation
azmul
Absolute Zero Multiplication
azmul.cpp
AD Absolute Zero Multiplication: Example and Test
B
base_adolc.hpp
Enable use of AD<Base> where Base is Adolc's adouble Type
base_alloc.hpp
Example AD<Base> Where Base Constructor Allocates Memory
base_complex.hpp
Enable use of AD<Base> where Base is std::complex<double>
base_cond_exp
Base Type Requirements for Conditional Expressions
base_double.hpp
Enable use of AD<Base> where Base is double
base_example
Example AD Base Types That are not AD<OtherBase>
base_float.hpp
Enable use of AD<Base> where Base is float
base_hash
Base Type Requirements for Hash Coding Values
base_identical
Base Type Requirements for Identically Equal Comparisons
base_limits
Base Type Requirements for Numeric Limits
base_member
Required Base Class Member Functions
base_ordered
Base Type Requirements for Ordered Comparisons
base_require
AD<Base> Requirements for a CppAD Base Type
base_require.cpp
Using a User Defined AD Base Type: Example and Test
base_std_math
Base Type Requirements for Standard Math Functions
base_to_string
Extending to_string To Another Floating Point Type
bender_quad.cpp
BenderQuad: Example and Test
BenderQuad
Computing Jacobian and Hessian of Bender's Reduced Objective
Bib
Bibliography
binary_math
The Binary Math Functions
bool_fun.cpp
AD Boolean Functions: Example and Test
BoolFun
AD Boolean Functions
BoolValued
Bool Valued Operations and Functions with AD Arguments
C
capacity_order
Controlling Taylor Coefficients Memory Allocation
capacity_order.cpp
Controlling Taylor Coefficient Memory Allocation: Example and Test
change_param.cpp
Computing a Jacobian With Constants that Change
check_for_nan
Check an ADFun Object For Nan Results
check_for_nan.cpp
ADFun Checking For Nan: Example and Test
check_numeric_type.cpp
The CheckNumericType Function: Example and Test
check_simple_vector.cpp
The CheckSimpleVector Function: Example and Test
CheckNumericType
Check NumericType Class Concept
checkpoint
Checkpointing Functions
checkpoint.cpp
Simple Checkpointing: Example and Test
checkpoint_extended_ode.cpp
Checkpointing an Extended ODE Solver: Example and Test
checkpoint_ode.cpp
Checkpointing an ODE Solver: Example and Test
CheckSimpleVector
Check Simple Vector Concept
cholesky_theory
AD Theory for Cholesky Factorization
cmake
Using CMake to Configure CppAD
cmake_check
Checking the CppAD Examples and Tests
colpack_hes.cpp
ColPack: Sparse Hessian Example and Test
colpack_hessian.cpp
ColPack: Sparse Hessian Example and Test
colpack_jac.cpp
ColPack: Sparse Jacobian Example and Test
colpack_jacobian.cpp
ColPack: Sparse Jacobian Example and Test
colpack_prefix
Including the ColPack Sparsity Calculations
Compare
AD Binary Comparison Operators
compare.cpp
AD Binary Comparison Operators: Example and Test
compare_c
Compare Speed of C and C++
compare_change
Comparison Changes Between Taping and Zero Order Forward
compare_change.cpp
CompareChange and Re-Tape: Example and Test
CompareChange
Comparison Changes During Zero Order Forward Mode
complex_poly.cpp
Complex Polynomial: Example and Test
compound_assign
AD Compound Assignment Operators
cond_exp.cpp
Conditional Expressions: Example and Test
CondExp
AD Conditional Expressions
conj_grad.cpp
Differentiate Conjugate Gradient Algorithm: Example and Test
Convert
Conversion and I/O of AD Objects
correct_det_by_minor_c
Correctness Test of det_by_minor Routine
cos
The Cosine Function: cos
cos.cpp
The AD cos Function: Example and Test
cosh
The Hyperbolic Cosine Function: cosh
cosh.cpp
The AD cosh Function: Example and Test
CppAD
cppad-20171217: A Package for Differentiation of C++ Algorithms
cppad_assert
CppAD Assertions During Execution
cppad_det_lu.cpp
CppAD Speed: Gradient of Determinant Using Lu Factorization
cppad_det_minor.cpp
CppAD Speed: Gradient of Determinant by Minor Expansion
cppad_eigen.hpp
Enable Use of Eigen Linear Algebra Package with CppAD
cppad_ipopt_nlp
Nonlinear Programming Using the CppAD Interface to Ipopt
cppad_mat_mul.cpp
CppAD Speed, Matrix Multiplication
cppad_ode.cpp
CppAD Speed: Gradient of Ode Solution
cppad_poly.cpp
CppAD Speed: Second Derivative of a Polynomial
cppad_sparse_hessian.cpp
CppAD Speed: Sparse Hessian
cppad_sparse_jacobian.cpp
CppAD Speed: Sparse Jacobian
cppad_testvector
Choosing the CppAD Test Vector Template Class
CppAD_vector
The CppAD::vector Template Class
cppad_vector.cpp
CppAD::vector Template Class: Example and Test
D
dependency.cpp
Computing Dependency: Example and Test
Dependent
Stop Recording and Store Operation Sequence
deprecated
CppAD Deprecated API Features
det_33
Check Determinant of 3 by 3 matrix
det_33.hpp
Source: det_33
det_by_lu
Determinant Using Expansion by Lu Factorization
det_by_lu.cpp
Determinant Using Lu Factorization: Example and Test
det_by_lu.hpp
Source: det_by_lu
det_by_minor
Determinant Using Expansion by Minors
det_by_minor.cpp
Determinant Using Expansion by Minors: Example and Test
det_by_minor.hpp
Source: det_by_minor
det_by_minor_c
Compute Determinant using Expansion by Minors
det_grad_33
Check Gradient of Determinant of 3 by 3 matrix
det_grad_33.hpp
Source: det_grad_33
det_of_minor
Determinant of a Minor
det_of_minor.cpp
Determinant of a Minor: Example and Test
det_of_minor.hpp
Source: det_of_minor
det_of_minor_c
Determinant of a Minor
directory
Directory Structure
Discrete
Discrete AD Functions
div.cpp
AD Binary Division: Example and Test
div_eq.cpp
AD Compound Assignment Division: Example and Test
double_det_lu.cpp
Double Speed: Determinant Using Lu Factorization
double_det_minor.cpp
Double Speed: Determinant by Minor Expansion
double_mat_mul.cpp
CppAD Speed: Matrix Multiplication (Double Version)
double_ode.cpp
Double Speed: Ode Solution
double_poly.cpp
Double Speed: Evaluate a Polynomial
double_sparse_hessian.cpp
Double Speed: Sparse Hessian
double_sparse_jacobian.cpp
Double Speed: Sparse Jacobian
download
Download The CppAD Source Code
drivers
First and Second Order Derivatives: Easy Drivers
E
eigen_array.cpp
Using Eigen Arrays: Example and Test
eigen_det.cpp
Using Eigen To Compute Determinant: Example and Test
eigen_plugin.hpp
Source Code for eigen_plugin.hpp
eigen_prefix
Including the Eigen Examples and Tests
elapsed_seconds
Returns Elapsed Number of Seconds
elapsed_seconds.cpp
Elapsed Seconds: Example and Test
elapsed_seconds_c
Returns Elapsed Number of Seconds
epsilon
Machine Epsilon For AD Types
equal_op_seq.cpp
EqualOpSeq: Example and Test
EqualOpSeq
Check if Two Value are Identically Equal
erf
The Error Function
erf.cpp
The AD erf Function: Example and Test
erf_forward
Error Function Forward Taylor Polynomial Theory
erf_reverse
Error Function Reverse Mode Theory
error_handler.cpp
Replacing The CppAD Error Handler: Example and Test
ErrorHandler
Replacing the CppAD Error Handler
Example
Examples
ExampleUtility
Utility Routines used by CppAD Examples
exp
The Exponential Function: exp
exp.cpp
The AD exp Function: Example and Test
exp_2
Second Order Exponential Approximation
exp_2.cpp
exp_2: Test
exp_2.hpp
exp_2: Implementation
exp_2_cppad
exp_2: CppAD Forward and Reverse Sweeps
exp_2_for0
exp_2: Operation Sequence and Zero Order Forward Mode
exp_2_for0.cpp
exp_2: Verify Zero Order Forward Sweep
exp_2_for1
exp_2: First Order Forward Mode
exp_2_for1.cpp
exp_2: Verify First Order Forward Sweep
exp_2_for2
exp_2: Second Order Forward Mode
exp_2_for2.cpp
exp_2: Verify Second Order Forward Sweep
exp_2_rev1
exp_2: First Order Reverse Mode
exp_2_rev1.cpp
exp_2: Verify First Order Reverse Sweep
exp_2_rev2
exp_2: Second Order Reverse Mode
exp_2_rev2.cpp
exp_2: Verify Second Order Reverse Sweep
exp_apx.cpp
Correctness Tests For Exponential Approximation in Introduction
exp_eps
An Epsilon Accurate Exponential Approximation
exp_eps.cpp
exp_eps: Test of exp_eps
exp_eps.hpp
exp_eps: Implementation
exp_eps_cppad
exp_eps: CppAD Forward and Reverse Sweeps
exp_eps_for0
exp_eps: Operation Sequence and Zero Order Forward Sweep
exp_eps_for0.cpp
exp_eps: Verify Zero Order Forward Sweep
exp_eps_for1
exp_eps: First Order Forward Sweep
exp_eps_for1.cpp
exp_eps: Verify First Order Forward Sweep
exp_eps_for2
exp_eps: Second Order Forward Mode
exp_eps_for2.cpp
exp_eps: Verify Second Order Forward Sweep
exp_eps_rev1
exp_eps: First Order Reverse Sweep
exp_eps_rev1.cpp
exp_eps: Verify First Order Reverse Sweep
exp_eps_rev2
exp_eps: Second Order Reverse Sweep
exp_eps_rev2.cpp
exp_eps: Verify Second Order Reverse Sweep
exp_forward
Exponential Function Forward Mode Theory
exp_reverse
Exponential Function Reverse Mode Theory
expm1
The Exponential Function Minus One: expm1
expm1.cpp
The AD exp Function: Example and Test
F
fabs.cpp
AD Absolute Value Function: Example and Test
fadbad_det_lu.cpp
Fadbad Speed: Gradient of Determinant Using Lu Factorization
fadbad_det_minor.cpp
Fadbad Speed: Gradient of Determinant by Minor Expansion
fadbad_mat_mul.cpp
Fadbad Speed: Matrix Multiplication
fadbad_ode.cpp
Fadbad Speed: Ode
fadbad_poly.cpp
Fadbad Speed: Second Derivative of a Polynomial
fadbad_prefix
Including the FADBAD Speed Tests
fadbad_sparse_hessian.cpp
Fadbad Speed: Sparse Hessian
fadbad_sparse_jacobian.cpp
fadbad Speed: sparse_jacobian
Faq
Frequently Asked Questions and Answers
for_hes_sparsity
Forward Mode Hessian Sparsity Patterns
for_hes_sparsity.cpp
Forward Mode Hessian Sparsity: Example and Test
for_jac_sparsity
Forward Mode Jacobian Sparsity Patterns
for_jac_sparsity.cpp
Forward Mode Jacobian Sparsity: Example and Test
for_one.cpp
First Order Partial Driver: Example and Test
for_sparse_hes.cpp
Forward Mode Hessian Sparsity: Example and Test
for_sparse_jac.cpp
Forward Mode Jacobian Sparsity: Example and Test
for_two.cpp
Subset of Second Order Partials: Example and Test
ForOne
First Order Partial Derivative: Driver Routine
ForSparseHes
Hessian Sparsity Pattern: Forward Mode
ForSparseJac
Jacobian Sparsity Pattern: Forward Mode
ForTwo
Forward Mode Second Partial Derivative Driver
Forward
Forward Mode
forward.cpp
Forward Mode: Example and Test
forward_dir
Multiple Directions Forward Mode
forward_dir.cpp
Forward Mode: Example and Test of Multiple Directions
forward_one
First Order Forward Mode: Derivative Values
forward_order
Multiple Order Forward Mode
forward_order.cpp
Forward Mode: Example and Test of Multiple Orders
forward_two
Second Order Forward Mode: Derivative Values
forward_zero
Zero Order Forward Mode: Function Values
ForwardTheory
The Theory of Forward Mode
fun_assign.cpp
ADFun Assignment: Example and Test
fun_check.cpp
ADFun Check and Re-Tape: Example and Test
FunCheck
Check an ADFun Sequence of Operations
FunConstruct
Construct an ADFun Object and Stop Recording
FunDeprecated
ADFun Object Deprecated Member Functions
G
General
General Examples
general.cpp
CppAD Examples and Tests
get_adolc.sh
Download and Install Adolc in Build Directory
get_colpack.sh
Download and Install ColPack in Build Directory
get_eigen.sh
Download and Install Eigen in Build Directory
get_fadbad.sh
Download and Install Fadbad in Build Directory
get_ipopt.sh
Download and Install Ipopt in Build Directory
get_sacado.sh
Download and Install Sacado in Build Directory
get_started.cpp
Getting Started Using CppAD to Compute Derivatives
glossary
Glossary
H
harmonic.cpp
Multi-Threading Harmonic Summation Example / Test
harmonic_common
Common Variables Used by Multi-threading Sum of 1/i
harmonic_setup
Set Up Multi-threading Sum of 1/i
harmonic_sum
Multi-Threaded Implementation of Summation of 1/i
harmonic_takedown
Take Down Multi-threading Sum of 1/i
harmonic_time
Timing Test of Multi-Threaded Summation of 1/i
harmonic_worker
Do One Thread's Work for Sum of 1/i
hes_lagrangian.cpp
Hessian of Lagrangian and ADFun Default Constructor: Example and Test
hes_lu_det.cpp
Gradient of Determinant Using LU Factorization: Example and Test
hes_minor_det.cpp
Gradient of Determinant Using Expansion by Minors: Example and Test
hes_times_dir.cpp
Hessian Times Direction: Example and Test
Hessian
Hessian: Easy Driver
hessian.cpp
Hessian: Example and Test
I
include_deprecated
Deprecated Include Files
Independent
Declare Independent Variables and Start Recording
independent.cpp
Independent and ADFun Constructor: Example and Test
index_sort
Returns Indices that Sort a Vector
index_sort.cpp
Index Sort: Example and Test
Install
CppAD Download, Test, and Install Instructions
Integer
Convert From AD to Integer
integer.cpp
Convert From AD to Integer: Example and Test
interface2c.cpp
Interfacing to C: Example and Test
interp_onetape.cpp
Interpolation With Out Retaping: Example and Test
interp_retape.cpp
Interpolation With Retaping: Example and Test
Introduction
An Introduction by Example to Algorithmic Differentiation
ipopt_nlp_get_started.cpp
Nonlinear Programming Using CppAD and Ipopt: Example and Test
ipopt_nlp_ode
Example Simultaneous Solution of Forward and Inverse Problem
ipopt_nlp_ode_check.cpp
Correctness Check for Both Simple and Fast Representations
ipopt_nlp_ode_fast
ODE Fitting Using Fast Representation
ipopt_nlp_ode_fast.hpp
ODE Fitting Using Fast Representation
ipopt_nlp_ode_problem
An ODE Inverse Problem Example
ipopt_nlp_ode_problem.hpp
ODE Inverse Problem Definitions: Source Code
ipopt_nlp_ode_run.hpp
Driver for Running the Ipopt ODE Example
ipopt_nlp_ode_simple
ODE Fitting Using Simple Representation
ipopt_nlp_ode_simple.hpp
ODE Fitting Using Simple Representation
ipopt_ode_speed.cpp
Speed Test for Both Simple and Fast Representations
ipopt_prefix
Including the cppad_ipopt Library and Tests
ipopt_solve
Use Ipopt to Solve a Nonlinear Programming Problem
ipopt_solve_get_started.cpp
Nonlinear Programming Using CppAD and Ipopt: Example and Test
ipopt_solve_ode_inverse.cpp
ODE Inverse Problem Definitions: Source Code
ipopt_solve_retape.cpp
Nonlinear Programming Retaping: Example and Test
J
jac_lu_det.cpp
Gradient of Determinant Using Lu Factorization: Example and Test
jac_minor_det.cpp
Gradient of Determinant Using Expansion by Minors: Example and Test
Jacobian
Jacobian: Driver Routine
jacobian.cpp
Jacobian: Example and Test
L
License
Your License for the CppAD Software
link_det_lu
Speed Testing Gradient of Determinant Using Lu Factorization
link_det_minor
Speed Testing Gradient of Determinant by Minor Expansion
link_mat_mul
Speed Testing Derivative of Matrix Multiply
link_ode
Speed Testing the Jacobian of Ode Solution
link_poly
Speed Testing Second Derivative of a Polynomial
link_sparse_hessian
Speed Testing Sparse Hessian
link_sparse_jacobian
Speed Testing Sparse Jacobian
ListAllExamples
List All (Except Deprecated) CppAD Examples
log
The Exponential Function: log
log.cpp
The AD log Function: Example and Test
log10
The Base 10 Logarithm Function: log10
log10.cpp
The AD log10 Function: Example and Test
log1p
The Logarithm of One Plus Argument: log1p
log1p.cpp
The AD log1p Function: Example and Test
log_forward
Logarithm Function Forward Mode Theory
log_reverse
Logarithm Function Reverse Mode Theory
lp_box
abs_normal: Solve a Linear Program With Box Constraints
lp_box.cpp
abs_normal lp_box: Example and Test
lp_box.hpp
lp_box Source Code
lu_factor.cpp
LuFactor: Example and Test
lu_factor.hpp
Source: LuFactor
lu_invert.cpp
LuInvert: Example and Test
lu_invert.hpp
Source: LuInvert
lu_ratio.cpp
LuRatio: Example and Test
lu_solve.cpp
LuSolve With Complex Arguments: Example and Test
lu_solve.hpp
Source: LuSolve
lu_vec_ad.cpp
Lu Factor and Solve with Recorded Pivoting
lu_vec_ad_ok.cpp
Lu Factor and Solve With Recorded Pivoting: Example and Test
LuDetAndSolve
Compute Determinants and Solve Equations by LU Factorization
LuFactor
LU Factorization of A Square Matrix
LuInvert
Invert an LU Factored Equation
LuRatio
LU Factorization of A Square Matrix and Stability Calculation
LuSolve
Compute Determinant and Solve Linear Equations
M
main_compare_c
Main Program For Comparing C and C++ Speed
mat_sum_sq
Sum Elements of a Matrix Times Itself
mat_sum_sq.cpp
Sum of the Elements of the Square of a Matrix: Example and Test
mat_sum_sq.hpp
Source: mat_sum_sq
memory_leak
Memory Leak Detection
microsoft_timer
Microsoft Version of Elapsed Number of Seconds
min_nso_linear
Non-Smooth Optimization Using Abs-normal Linear Approximations
min_nso_linear.cpp
abs_normal min_nso_linear: Example and Test
min_nso_linear.hpp
min_nso_linear Source Code
min_nso_quad
Non-Smooth Optimization Using Abs-normal Quadratic Approximations
min_nso_quad.cpp
abs_normal min_nso_quad: Example and Test
min_nso_quad.hpp
min_nso_quad Source Code
mul.cpp
AD Binary Multiplication: Example and Test
mul_eq.cpp
AD Compound Assignment Multiplication: Example and Test
mul_level
Using Multiple Levels of AD
mul_level.cpp
Multiple Level of AD: Example and Test
mul_level_adolc.cpp
Using Adolc with Multiple Levels of Taping: Example and Test
mul_level_adolc_ode.cpp
Taylor's Ode Solver: A Multi-Level Adolc Example and Test
mul_level_ode.cpp
Taylor's Ode Solver: A Multi-Level AD Example and Test
multi_atomic.cpp
Multi-Threading User Atomic Example / Test
multi_atomic_common
Multi-Threaded User Atomic Common Information
multi_atomic_run
Run Multi-Threaded User Atomic Calculation
multi_atomic_setup
Multi-Threaded User Atomic Set Up
multi_atomic_takedown
Multi-Threaded User Atomic Take Down
multi_atomic_time
Timing Test for Multi-Threaded User Atomic Calculation
multi_atomic_user
Defines a User Atomic Operation that Computes Square Root
multi_atomic_worker
Multi-Threaded User Atomic Worker
multi_newton.cpp
Multi-Threaded Newton Method Example / Test
multi_newton_common
Common Variables use by Multi-Threaded Newton Method
multi_newton_run
A Multi-Threaded Newton's Method
multi_newton_setup
Set Up Multi-Threaded Newton Method
multi_newton_takedown
Take Down Multi-threaded Newton Method
multi_newton_time
Timing Test of Multi-Threaded Newton Method
multi_newton_worker
Do One Thread's Work for Multi-Threaded Newton Method
multi_thread
Using CppAD in a Multi-Threading Environment
N
nan
Obtain Nan or Determine if a Value is Nan
nan.cpp
nan: Example and Test
near_equal.cpp
NearEqual Function: Example and Test
near_equal_ext.cpp
Compare AD with Base Objects: Example and Test
NearEqual
Determine if Two Values Are Nearly Equal
NearEqualExt
Compare AD and Base Objects for Nearly Equal
num_limits.cpp
Numeric Limits: Example and Test
number_skip
Number of Variables that Can be Skipped
number_skip.cpp
Number of Variables That Can be Skipped: Example and Test
numeric_ad
Some Numerical AD Utilities
numeric_limits
Numeric Limits For an AD and Base Types
numeric_type.cpp
The NumericType: Example and Test
NumericType
Definition of a Numeric Type
O
ode_err_control.cpp
OdeErrControl: Example and Test
ode_err_maxabs.cpp
OdeErrControl: Example and Test Using Maxabs Argument
ode_evaluate
Evaluate a Function Defined in Terms of an ODE
ode_evaluate.cpp
ode_evaluate: Example and test
ode_evaluate.hpp
Source: ode_evaluate
ode_gear.cpp
OdeGear: Example and Test
ode_gear_control.cpp
OdeGearControl: Example and Test
ode_stiff.cpp
A Stiff Ode: Example and Test
ode_taylor.cpp
Taylor's Ode Solver: An Example and Test
OdeErrControl
An Error Controller for ODE Solvers
OdeGear
An Arbitrary Order Gear Method
OdeGearControl
An Error Controller for Gear's Ode Solvers
old_atomic
User Defined Atomic AD Functions
old_mat_mul.cpp
Old Matrix Multiply as a User Atomic Operation: Example and Test
old_mat_mul.hpp
Define Matrix Multiply as a User Atomic Operation
old_max_num_threads
Set Maximum Number of Threads for omp_alloc Allocator
old_reciprocal.cpp
Old Atomic Operation Reciprocal: Example and Test
old_tan.cpp
Old Tan and Tanh as User Atomic Operations: Example and Test
old_usead_1.cpp
Using AD to Compute Atomic Function Derivatives
old_usead_2.cpp
Using AD to Compute Atomic Function Derivatives
omp_alloc
A Quick OpenMP Memory Allocator Used by CppAD
omp_alloc.cpp
OpenMP Memory Allocator: Example and Test
omp_available
Amount of Memory Available for Quick Use by a Thread
omp_create_array
Allocate Memory and Create A Raw Array
omp_delete_array
Return A Raw Array to The Available Memory for a Thread
omp_efficient
Check If A Memory Allocation is Efficient for Another Use
omp_free_available
Free Memory Currently Available for Quick Use by a Thread
omp_get_memory
Get At Least A Specified Amount of Memory
omp_get_thread_num
Get the Current OpenMP Thread Number
omp_in_parallel
Is The Current Execution in OpenMP Parallel Mode
omp_inuse
Amount of Memory a Thread is Currently Using
omp_max_num_threads
Set and Get Maximum Number of Threads for omp_alloc Allocator
omp_max_thread
OpenMP Parallel Setup
omp_return_memory
Return Memory to omp_alloc
opt_val_hes
Jacobian and Hessian of Optimal Values
opt_val_hes.cpp
opt_val_hes: Example and Test
optimize
Optimize an ADFun Object Tape
optimize_compare_op.cpp
Example Optimization and Comparison Operators
optimize_conditional_skip.cpp
Example Optimization and Conditional Expressions
optimize_cumulative_sum.cpp
Example Optimization and Cumulative Sum Operations
optimize_forward_active.cpp
Example Optimization and Forward Activity Analysis
optimize_nest_conditional.cpp
Example Optimization and Nested Conditional Expressions
optimize_print_for.cpp
Example Optimization and Print Forward Operators
optimize_reverse_active.cpp
Example Optimization and Reverse Activity Analysis
P
par_var.cpp
AD Parameter and Variable Functions: Example and Test
parallel_ad
Enable AD Calculations During Parallel Mode
ParVar
Is an AD Object a Parameter or Variable
pkgconfig
CppAD pkg-config Files
Poly
Evaluate a Polynomial or its Derivative
poly.cpp
Polynomial Evaluation: Example and Test
poly.hpp
Source: Poly
pow
The AD Power Function
pow.cpp
The AD Power Function: Example and Test
pow_int
The Integer Power Function
pow_int.cpp
The Pow Integer Exponent: Example and Test
preprocessor
CppAD API Preprocessor Symbols
print_for_cout.cpp
Printing During Forward Mode: Example and Test
print_for_string.cpp
Print During Zero Order Forward Mode: Example and Test
PrintFor
Printing AD Values During Forward Mode
Q
qp_box
abs_normal: Solve a Quadratic Program With Box Constraints
qp_box.cpp
abs_normal qp_box: Example and Test
qp_box.hpp
qp_box Source Code
qp_interior
Solve a Quadratic Program Using Interior Point Method
qp_interior.cpp
abs_normal qp_interior: Example and Test
qp_interior.hpp
qp_interior Source Code
R
rc_sparsity.cpp
Preferred Sparsity Patterns: Row and Column Indices: Example and Test
record_adfun
Create an ADFun Object (Record an Operation Sequence)
repeat_det_by_minor_c
Repeat det_by_minor Routine A Specified Number of Times
rev_hes_sparsity
Reverse Mode Hessian Sparsity Patterns
rev_hes_sparsity.cpp
Reverse Mode Hessian Sparsity: Example and Test
rev_jac_sparsity
Reverse Mode Jacobian Sparsity Patterns
rev_jac_sparsity.cpp
Reverse Mode Jacobian Sparsity: Example and Test
rev_one.cpp
First Order Derivative Driver: Example and Test
rev_sparse_hes.cpp
Reverse Mode Hessian Sparsity: Example and Test
rev_sparse_jac.cpp
Reverse Mode Jacobian Sparsity: Example and Test
rev_two.cpp
Second Partials Reverse Driver: Example and Test
Reverse
Reverse Mode
reverse_any
Any Order Reverse Mode
reverse_checkpoint.cpp
Reverse Mode General Case (Checkpointing): Example and Test
reverse_identity
An Important Reverse Mode Identity
reverse_one
First Order Reverse Mode
reverse_one.cpp
First Order Reverse Mode: Example and Test
reverse_three.cpp
Third Order Reverse Mode: Example and Test
reverse_two
Second Order Reverse Mode
reverse_two.cpp
Second Order Reverse ModeExample and Test
ReverseTheory
The Theory of Reverse Mode
RevOne
First Order Derivative: Driver Routine
RevSparseHes
Hessian Sparsity Pattern: Reverse Mode
RevSparseJac
Jacobian Sparsity Pattern: Reverse Mode
RevTwo
Reverse Mode Second Partial Derivative Driver
romberg_one.cpp
One Dimensional Romberg Integration: Example and Test
RombergMul
Multi-dimensional Romberg Integration
Rombergmul.cpp
One Dimensional Romberg Integration: Example and Test
RombergOne
One DimensionalRomberg Integration
Rosen34
A 3rd and 4th Order Rosenbrock ODE Solver
rosen_34.cpp
Rosen34: Example and Test
Runge45
An Embedded 4th and 5th Order Runge-Kutta ODE Solver
runge45_1.cpp
Runge45: Example and Test
runge45_2.cpp
Runge45: Example and Test
S
sacado_det_lu.cpp
Sacado Speed: Gradient of Determinant Using Lu Factorization
sacado_det_minor.cpp
Sacado Speed: Gradient of Determinant by Minor Expansion
sacado_mat_mul.cpp
Sacado Speed: Matrix Multiplication
sacado_ode.cpp
Sacado Speed: Gradient of Ode Solution
sacado_poly.cpp
Sacado Speed: Second Derivative of a Polynomial
sacado_prefix
Including the Sacado Speed Tests
sacado_sparse_hessian.cpp
Sacado Speed: Sparse Hessian
sacado_sparse_jacobian.cpp
sacado Speed: sparse_jacobian
seq_property
ADFun Sequence Properties
seq_property.cpp
ADFun Sequence Properties: Example and Test
set_union
Union of Standard Sets
set_union.cpp
Set Union: Example and Test
sign
The Sign: sign
sign.cpp
Sign Function: Example and Test
simple_ad_bthread.cpp
A Simple Boost Threading AD: Example and Test
simple_ad_openmp.cpp
A Simple OpenMP AD: Example and Test
simple_ad_pthread.cpp
A Simple pthread AD: Example and Test
simple_vector.cpp
Simple Vector Template Class: Example and Test
SimpleVector
Definition of a Simple Vector
simplex_method
abs_normal: Solve a Linear Program Using Simplex Method
simplex_method.cpp
abs_normal simplex_method: Example and Test
simplex_method.hpp
simplex_method Source Code
sin
The Sine Function: sin
sin.cpp
The AD sin Function: Example and Test
sin_cos_forward
Trigonometric and Hyperbolic Sine and Cosine Forward Theory
sin_cos_reverse
Trigonometric and Hyperbolic Sine and Cosine Reverse Theory
sinh
The Hyperbolic Sine Function: sinh
sinh.cpp
The AD sinh Function: Example and Test
size_order
Number Taylor Coefficient Orders Currently Stored
sparse_derivative
Calculating Sparse Derivatives
sparse_hes
Computing Sparse Hessians
sparse_hes.cpp
Computing Sparse Hessian: Example and Test
sparse_hes_fun
Evaluate a Function That Has a Sparse Hessian
sparse_hes_fun.cpp
sparse_hes_fun: Example and test
sparse_hes_fun.hpp
Source: sparse_hes_fun
sparse_hessian
Sparse Hessian
sparse_hessian.cpp
Sparse Hessian: Example and Test
sparse_jac
Computing Sparse Jacobians
sparse_jac_for.cpp
Computing Sparse Jacobian Using Forward Mode: Example and Test
sparse_jac_fun
Evaluate a Function That Has a Sparse Jacobian
sparse_jac_fun.cpp
sparse_jac_fun: Example and test
sparse_jac_fun.hpp
Source: sparse_jac_fun
sparse_jac_rev.cpp
Computing Sparse Jacobian Using Reverse Mode: Example and Test
sparse_jacobian
Sparse Jacobian
sparse_jacobian.cpp
Sparse Jacobian: Example and Test
sparse_rc
Row and Column Index Sparsity Patterns
sparse_rc.cpp
sparse_rc: Example and Test
sparse_rcv
Sparse Matrix Row, Column, Value Representation
sparse_rcv.cpp
sparse_rcv: Example and Test
sparse_sub_hes.cpp
Subset of a Sparse Hessian: Example and Test
sparsity_pattern
Calculating Sparsity Patterns
sparsity_sub.cpp
Sparsity Patterns For a Subset of Variables: Example and Test
speed
Speed Test an Operator Overloading AD Package
speed_adolc
Speed Test of Derivatives Using Adolc
speed_cppad
Speed Test Derivatives Using CppAD
speed_double
Speed Test of Functions in Double
speed_example.cpp
Run the Speed Examples
speed_fadbad
Speed Test Derivatives Using Fadbad
speed_main
Running the Speed Test Program
speed_program.cpp
Example Use of SpeedTest
speed_sacado
Speed Test Derivatives Using Sacado
speed_test
Run One Speed Test and Return Results
speed_test.cpp
speed_test: Example and test
speed_utility
Speed Testing Utilities
SpeedTest
Run One Speed Test and Print Results
sqrt
The Square Root Function: sqrt
sqrt.cpp
The AD sqrt Function: Example and Test
sqrt_forward
Square Root Function Forward Mode Theory
sqrt_reverse
Square Root Function Reverse Mode Theory
stack_machine.cpp
Example Differentiating a Stack Machine Interpreter
sub.cpp
AD Binary Subtraction: Example and Test
sub_eq.cpp
AD Compound Assignment Subtraction: Example and Test
sub_sparse_hes.cpp
Computing Sparse Hessian for a Subset of Variables
subgraph_hes2jac.cpp
Sparse Hessian Using Subgraphs and Jacobian: Example and Test
subgraph_jac_rev
Compute Sparse Jacobians Using Subgraphs
subgraph_jac_rev.cpp
Computing Sparse Jacobian Using Reverse Mode: Example and Test
subgraph_reverse
Reverse Mode Using Subgraphs
subgraph_reverse.cpp
Computing Reverse Mode on Subgraphs: Example and Test
subgraph_sparsity
Subgraph Dependency Sparsity Patterns
subgraph_sparsity.cpp
Subgraph Dependency Sparsity Patterns: Example and Test
T
ta_available
Amount of Memory Available for Quick Use by a Thread
ta_create_array
Allocate An Array and Call Default Constructor for its Elements
ta_delete_array
Deallocate An Array and Call Destructor for its Elements
ta_free_all
Free All Memory That Was Allocated for Use by thread_alloc
ta_free_available
Free Memory Currently Available for Quick Use by a Thread
ta_get_memory
Get At Least A Specified Amount of Memory
ta_hold_memory
Control When Thread Alloc Retains Memory For Future Use
ta_in_parallel
Is The Current Execution in Parallel Mode
ta_inuse
Amount of Memory a Thread is Currently Using
ta_num_threads
Get Number of Threads
ta_parallel_setup
Setup thread_alloc For Use in Multi-Threading Environment
ta_return_memory
Return Memory to thread_alloc
ta_thread_num
Get the Current Thread Number
tan
The Tangent Function: tan
tan.cpp
The AD tan Function: Example and Test
tan_forward
Tangent and Hyperbolic Tangent Forward Taylor Polynomial Theory
tan_reverse
Tangent and Hyperbolic Tangent Reverse Mode Theory
tanh
The Hyperbolic Tangent Function: tanh
tanh.cpp
The AD tanh Function: Example and Test
tape_index.cpp
Taping Array Index Operation: Example and Test
team_bthread.cpp
Boost Thread Implementation of a Team of AD Threads
team_example.cpp
Using a Team of AD Threads: Example and Test
team_openmp.cpp
OpenMP Implementation of a Team of AD Threads
team_pthread.cpp
Pthread Implementation of a Team of AD Threads
team_thread.hpp
Specifications for A Team of AD Threads
test_boolofvoid
Object that Runs a Group of Tests
test_vector
Choosing The Vector Testing Template Class
testvector
Using The CppAD Test Vector Template Class
Theory
The Theory of Derivative Calculations
thread_alloc
A Fast Multi-Threading Memory Allocator
thread_alloc.cpp
Fast Multi-Threading Memory Allocator: Example and Test
thread_test.cpp
Run Multi-Threading Examples and Speed Tests
time_det_by_minor_c
Determine Amount of Time to Execute det_by_minor
time_test
Determine Amount of Time to Execute a Test
time_test.cpp
time_test: Example and test
to_string
Convert Certain Types to a String
to_string.cpp
to_string: Example and Test
TrackNewDel
Routines That Track Use of New and Delete
TrackNewDel.cpp
Tracking Use of New and Delete: Example and Test
U
unary_minus.cpp
AD Unary Minus Operator: Example and Test
unary_plus.cpp
AD Unary Plus Operator: Example and Test
unary_standard_math
The Unary Standard Math Functions
UnaryMinus
AD Unary Minus Operator
UnaryPlus
AD Unary Plus Operator
uniform_01
Simulate a [0,1] Uniform Random Variate
uniform_01.hpp
Source: uniform_01
uniform_01_c
Simulate a [0,1] Uniform Random Variate
utility
Some General Purpose Utilities
V
Value
Convert From an AD Type to its Base Type
value.cpp
Convert From AD to its Base Type: Example and Test
Var2Par
Convert an AD Variable to a Parameter
var2par.cpp
Convert an AD Variable to a Parameter: Example and Test
vec_ad.cpp
AD Vectors that Record Index Operations: Example and Test
VecAD
AD Vectors that Record Index Operations
vector_bool.cpp
CppAD::vectorBool Class: Example and Test
W
whats_new
Changes and Additions to CppAD
whats_new_03
Changes and Additions to CppAD During 2003
whats_new_04
Changes and Additions to CppAD During 2004
whats_new_05
Changes and Additions to CppAD During 2005
whats_new_06
Changes and Additions to CppAD During 2006
whats_new_07
Changes and Additions to CppAD During 2007
whats_new_08
Changes and Additions to CppAD During 2008
whats_new_09
Changes and Additions to CppAD During 2009
whats_new_10
Changes and Additions to CppAD During 2010
whats_new_11
Changes and Additions to CppAD During 2011
whats_new_12
CppAD Changes and Additions During 2012
whats_new_13
CppAD Changes and Additions During 2013
whats_new_14
CppAD Changes and Additions During 2014
whats_new_15
CppAD Changes and Additions During 2015
whats_new_16
Changes and Additions to CppAD During 2016
whats_new_17
Changes and Additions to CppAD During 2017
wish_list
The CppAD Wish List
wno_conversion
Suppress Suspect Implicit Conversion Warnings
Z
zdouble
zdouble: An AD Base Type With Absolute Zero
zdouble.cpp
zdouble: Example and Test