Speed Test Derivatives Using CppAD

@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@ Speed Test Derivatives Using CppAD
Purpose
CppAD has a set of speed tests that are used to determine if certain changes improve its execution speed (and to compare CppAD with other AD packages). This section links to the source code the CppAD speed tests (any suggestions to make the CppAD results faster are welcome).

Running Tests
To build these speed tests, and run their correctness tests, execute the following commands starting in the build directory :



     cd speed/cppad

     make check_speed_cppad VERBOSE=1

You can then run the corresponding speed tests with the following command



     ./speed_cppad speed seed

where seed is a positive integer. See speed_main for more options.

Contents

CppAD Speed: Gradient of Determinant by Minor Expansion
CppAD Speed: Gradient of Determinant Using Lu Factorization
CppAD Speed, Matrix Multiplication
CppAD Speed: Gradient of Ode Solution
CppAD Speed: Second Derivative of a Polynomial
CppAD Speed: Sparse Hessian
CppAD Speed: Sparse Jacobian

Input File: omh/speed/speed_cppad.omh