Version 26 (modified by bradbell, 6 years ago) (diff)


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 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.

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