CppAD: A Package for Differentiation of C++ Algorithms

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 (often referred to as Automatic Differentiation.) Given a C++ algorithm that computes function values, CppAD generates an algorithm that computes its derivative values. A brief introduction to Algorithmic Differentiation can be found in wikipedia. The CppAD documentation also contains an introduction to AD as well as the mathematical theory for CppAD's calculations. The web site is dedicated to research about, and promoting the use, of AD.


CppAD is freely available with either the Common Public License Version 1.0 or the GNU General Public License Version 2.

Project Manager

Home page for the project manager Bradley M. Bell

Whats New

Changes and additions to CppAD in reverse order by date whats_new

Speed Testing a C++ Operator Overloading AD Package

CppAD includes a set of speed test that can be extended to an arbitrary C++ operator overloading AD package; see speed test program

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Last modified 4 months ago Last modified on Mar 3, 2018 12:00:02 PM