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Table of Contents
cppad-20160000.1: A Package for Differentiation of C++ Algorithms
cppad-20160000.1: A Package for Differentiation of C++ Algorithms
Table of Contents
CppAD Download, Test, and Install Instructions
CppAD Download, Test, and Install Instructions
Download The CppAD Source Code
Using CMake to Configure CppAD
Using CMake to Configure CppAD
Including the ADOL-C Examples and Tests
Including the ADOL-C Examples and Tests
Download and Install Adolc in Build Directory
Including the ColPack Sparsity Calculations
Including the ColPack Sparsity Calculations
Using ColPack: Example and Test
Using ColPack: Example and Test
Download and Install ColPack in Build Directory
Including the Eigen Examples and Tests
Including the Eigen Examples and Tests
Download and Install Eigen in Build Directory
Including the FADBAD Speed Tests
Including the FADBAD Speed Tests
Download and Install Fadbad in Build Directory
Including the cppad_ipopt Library and Tests
Including the cppad_ipopt Library and Tests
Download and Install Ipopt in Build Directory
Including the Sacado Speed Tests
Including the Sacado Speed Tests
Download and Install Sacado in Build Directory
Choosing the CppAD Test Vector Template Class
Checking the CppAD Examples and Tests
CppAD pkg-config Files
Auto Tools Unix Test and Installation
An Introduction by Example to Algorithmic Differentiation
An Introduction by Example to Algorithmic Differentiation
Getting Started Using CppAD to Compute Derivatives
Second Order Exponential Approximation
Second Order Exponential Approximation
exp_2: Implementation
exp_2: Test
exp_2: Operation Sequence and Zero Order Forward Mode
exp_2: Operation Sequence and Zero Order Forward Mode
exp_2: Verify Zero Order Forward Sweep
exp_2: First Order Forward Mode
exp_2: First Order Forward Mode
exp_2: Verify First Order Forward Sweep
exp_2: First Order Reverse Mode
exp_2: First Order Reverse Mode
exp_2: Verify First Order Reverse Sweep
exp_2: Second Order Forward Mode
exp_2: Second Order Forward Mode
exp_2: Verify Second Order Forward Sweep
exp_2: Second Order Reverse Mode
exp_2: Second Order Reverse Mode
exp_2: Verify Second Order Reverse Sweep
exp_2: CppAD Forward and Reverse Sweeps
An Epsilon Accurate Exponential Approximation
An Epsilon Accurate Exponential Approximation
exp_eps: Implementation
exp_eps: Test of exp_eps
exp_eps: Operation Sequence and Zero Order Forward Sweep
exp_eps: Operation Sequence and Zero Order Forward Sweep
exp_eps: Verify Zero Order Forward Sweep
exp_eps: First Order Forward Sweep
exp_eps: First Order Forward Sweep
exp_eps: Verify First Order Forward Sweep
exp_eps: First Order Reverse Sweep
exp_eps: First Order Reverse Sweep
exp_eps: Verify First Order Reverse Sweep
exp_eps: Second Order Forward Mode
exp_eps: Second Order Forward Mode
exp_eps: Verify Second Order Forward Sweep
exp_eps: Second Order Reverse Sweep
exp_eps: Second Order Reverse Sweep
exp_eps: Verify Second Order Reverse Sweep
exp_eps: CppAD Forward and Reverse Sweeps
Correctness Tests For Exponential Approximation in Introduction
AD Objects
AD Objects
AD Constructors
AD Constructors
AD Constructors: Example and Test
AD Assignment Operator
AD Assignment Operator
AD Assignment: Example and Test
Conversion and I/O of AD Objects
Conversion and I/O of AD Objects
Convert From an AD Type to its Base Type
Convert From an AD Type to its Base Type
Convert From AD to its Base Type: Example and Test
Convert From AD to Integer
Convert From AD to Integer
Convert From AD to Integer: Example and Test
Convert An AD or Base Type to String
AD Output Stream Operator
AD Output Stream Operator
AD Output Operator: Example and Test
AD Output Stream Operator
AD Output Stream Operator
AD Output Operator: Example and Test
Printing AD Values During Forward Mode
Printing AD Values During Forward Mode
Printing During Forward Mode: Example and Test
Print During Zero Order Forward Mode: Example and Test
Convert an AD Variable to a Parameter
Convert an AD Variable to a Parameter
Convert an AD Variable to a Parameter: Example and Test
AD Valued Operations and Functions
AD Valued Operations and Functions
AD Arithmetic Operators and Computed Assignments
AD Arithmetic Operators and Computed Assignments
AD Unary Plus Operator
AD Unary Plus Operator
AD Unary Plus Operator: Example and Test
AD Unary Minus Operator
AD Unary Minus Operator
AD Unary Minus Operator: Example and Test
AD Binary Arithmetic Operators
AD Binary Arithmetic Operators
AD Binary Addition: Example and Test
AD Binary Subtraction: Example and Test
AD Binary Multiplication: Example and Test
AD Binary Division: Example and Test
AD Computed Assignment Operators
AD Computed Assignment Operators
AD Computed Assignment Addition: Example and Test
AD Computed Assignment Subtraction: Example and Test
AD Computed Assignment Multiplication: Example and Test
AD Computed Assignment Division: Example and Test
The Unary Standard Math Functions
The Unary Standard Math Functions
Inverse Sine Function: acos
Inverse Sine Function: acos
The AD acos Function: Example and Test
Inverse Sine Function: asin
Inverse Sine Function: asin
The AD asin Function: Example and Test
Inverse Tangent Function: atan
Inverse Tangent Function: atan
The AD atan Function: Example and Test
The Cosine Function: cos
The Cosine Function: cos
The AD cos Function: Example and Test
The Hyperbolic Cosine Function: cosh
The Hyperbolic Cosine Function: cosh
The AD cosh Function: Example and Test
The Exponential Function: exp
The Exponential Function: exp
The AD exp Function: Example and Test
The Exponential Function: log
The Exponential Function: log
The AD log Function: Example and Test
The Base 10 Logarithm Function: log10
The Base 10 Logarithm Function: log10
The AD log10 Function: Example and Test
The Sine Function: sin
The Sine Function: sin
The AD sin Function: Example and Test
The Hyperbolic Sine Function: sinh
The Hyperbolic Sine Function: sinh
The AD sinh Function: Example and Test
The Square Root Function: sqrt
The Square Root Function: sqrt
The AD sqrt Function: Example and Test
The Tangent Function: tan
The Tangent Function: tan
The AD tan Function: Example and Test
The Hyperbolic Tangent Function: tanh
The Hyperbolic Tangent Function: tanh
The AD tanh Function: Example and Test
AD Absolute Value Functions: abs, fabs
AD Absolute Value Functions: abs, fabs
AD Absolute Value Function: Example and Test
The Inverse Hyperbolic Cosine Function: acosh
The Inverse Hyperbolic Cosine Function: acosh
The AD acosh Function: Example and Test
The Inverse Hyperbolic Sine Function: asinh
The Inverse Hyperbolic Sine Function: asinh
The AD asinh Function: Example and Test
The Inverse Hyperbolic Tangent Function: atanh
The Inverse Hyperbolic Tangent Function: atanh
The AD atanh Function: Example and Test
The Error Function
The Error Function
The AD erf Function: Example and Test
The Exponential Function Minus One: expm1
The Exponential Function Minus One: expm1
The AD exp Function: Example and Test
The Logarithm of One Plus Argument: log1p
The Logarithm of One Plus Argument: log1p
The AD log1p Function: Example and Test
The Sign: sign
The Sign: sign
Sign Function: Example and Test
The Binary Math Functions
The Binary Math Functions
AD Two Argument Inverse Tangent Function
AD Two Argument Inverse Tangent Function
The AD atan2 Function: Example and Test
The AD Power Function
The AD Power Function
The AD Power Function: Example and Test
Absolute Zero Multiplication
Absolute Zero Multiplication
AD Absolute Zero Multiplication: Example and Test
AD Conditional Expressions
AD Conditional Expressions
Conditional Expressions: Example and Test
Discrete AD Functions
Discrete AD Functions
Taping Array Index Operation: Example and Test
Interpolation With Out Retaping: Example and Test
Interpolation With Retaping: Example and Test
Numeric Limits For an AD and Base Types
Numeric Limits For an AD and Base Types
Numeric Limits: Example and Test
Atomic AD Functions
Atomic AD Functions
Checkpointing Functions
Checkpointing Functions
Simple Checkpointing: Example and Test
User Defined Atomic AD Functions
User Defined Atomic AD Functions
Atomic Function Constructor
Set Atomic Function Options
Using AD Version of Atomic Function
Atomic Forward Mode
Atomic Reverse Mode
Atomic Forward Jacobian Sparsity Patterns
Atomic Reverse Jacobian Sparsity Patterns
Atomic Reverse Hessian Sparsity Patterns
Free Static Variables
Getting Started with Atomic Operations: Example and Test
Atomic Euclidean Norm Squared: Example and Test
Reciprocal as an Atomic Operation: Example and Test
Atomic Sparsity Patterns: Example and Test
Tan and Tanh as User Atomic Operations: Example and Test
Atomic Operation Hessian Sparsity: Example and Test
User Atomic Matrix Multiply: Example and Test
User Atomic Matrix Multiply: Example and Test
Matrix Multiply as an Atomic Operation
Bool Valued Operations and Functions with AD Arguments
Bool Valued Operations and Functions with AD Arguments
AD Binary Comparison Operators
AD Binary Comparison Operators
AD Binary Comparison Operators: Example and Test
Compare AD and Base Objects for Nearly Equal
Compare AD and Base Objects for Nearly Equal
Compare AD with Base Objects: Example and Test
AD Boolean Functions
AD Boolean Functions
AD Boolean Functions: Example and Test
Is an AD Object a Parameter or Variable
Is an AD Object a Parameter or Variable
AD Parameter and Variable Functions: Example and Test
Check if Two Value are Identically Equal
Check if Two Value are Identically Equal
EqualOpSeq: Example and Test
AD Vectors that Record Index Operations
AD Vectors that Record Index Operations
AD Vectors that Record Index Operations: Example and Test
AD<Base> Requirements for a CppAD Base Type
AD<Base> Requirements for a CppAD Base Type
Required Base Class Member Functions
Base Type Requirements for Conditional Expressions
Base Type Requirements for Identically Equal Comparisons
Base Type Requirements for Ordered Comparisons
Base Type Requirements for Standard Math Functions
Base Type Requirements for Numeric Limits
Extending to_string To Another Floating Point Type
Example AD Base Types That are not AD<OtherBase>
Example AD Base Types That are not AD<OtherBase>
Example AD<Base> Where Base Constructor Allocates Memory
Using a User Defined AD Base Type: Example and Test
Enable use of AD<Base> where Base is Adolc's adouble Type
Enable use of AD<Base> where Base is Adolc's adouble Type
Using Adolc with Multiple Levels of Taping: Example and Test
Enable use of AD<Base> where Base is float
Enable use of AD<Base> where Base is double
Enable use of AD<Base> where Base is std::complex<double>
Enable use of AD<Base> where Base is std::complex<double>
Complex Polynomial: Example and Test
ADFun Objects
ADFun Objects
Declare Independent Variables and Start Recording
Declare Independent Variables and Start Recording
Independent and ADFun Constructor: Example and Test
Construct an ADFun Object and Stop Recording
Construct an ADFun Object and Stop Recording
ADFun Assignment: Example and Test
Stop Recording and Store Operation Sequence
Abort Recording of an Operation Sequence
Abort Recording of an Operation Sequence
Abort Current Recording: Example and Test
ADFun Sequence Properties
ADFun Sequence Properties
ADFun Sequence Properties: Example and Test
Evaluate ADFun Functions, Derivatives, and Sparsity Patterns
Evaluate ADFun Functions, Derivatives, and Sparsity Patterns
Forward Mode
Forward Mode
Zero Order Forward Mode: Function Values
First Order Forward Mode: Derivative Values
Second Order Forward Mode: Derivative Values
Multiple Order Forward Mode
Multiple Order Forward Mode
Forward Mode: Example and Test
Forward Mode: Example and Test of Multiple Orders
Multiple Directions Forward Mode
Multiple Directions Forward Mode
Forward Mode: Example and Test of Multiple Directions
Number Taylor Coefficient Orders Currently Stored
Comparison Changes Between Taping and Zero Order Forward
Comparison Changes Between Taping and Zero Order Forward
CompareChange and Re-Tape: Example and Test
Controlling Taylor Coefficients Memory Allocation
Controlling Taylor Coefficients Memory Allocation
Controlling Taylor Coefficient Memory Allocation: Example and Test
Number of Variables that Can be Skipped
Number of Variables that Can be Skipped
Number of Variables That Can be Skipped: Example and Test
Reverse Mode
Reverse Mode
First Order Reverse Mode
First Order Reverse Mode
First Order Reverse Mode: Example and Test
Second Order Reverse Mode
Second Order Reverse Mode
Second Order Reverse ModeExample and Test
Hessian Times Direction: Example and Test
Any Order Reverse Mode
Any Order Reverse Mode
Third Order Reverse Mode: Example and Test
Reverse Mode General Case: Example and Test
Calculating Sparsity Patterns
Calculating Sparsity Patterns
Jacobian Sparsity Pattern: Forward Mode
Jacobian Sparsity Pattern: Forward Mode
Forward Mode Jacobian Sparsity: Example and Test
Jacobian Sparsity Pattern: Reverse Mode
Jacobian Sparsity Pattern: Reverse Mode
Reverse Mode Jacobian Sparsity: Example and Test
Computing Dependency: Example and Test
Hessian Sparsity Pattern: Reverse Mode
Hessian Sparsity Pattern: Reverse Mode
Reverse Mode Hessian Sparsity: Example and Test
Sparsity Patterns For a Subset of Variables: Example and Test
Using vectorBool Sparsity To Conserve Memory: Example and Test
First and Second Derivatives: Easy Drivers
First and Second Derivatives: Easy Drivers
Jacobian: Driver Routine
Jacobian: Driver Routine
Jacobian: Example and Test
First Order Partial Derivative: Driver Routine
First Order Partial Derivative: Driver Routine
First Order Partial Driver: Example and Test
First Order Derivative: Driver Routine
First Order Derivative: Driver Routine
First Order Derivative Driver: Example and Test
Hessian: Easy Driver
Hessian: Easy Driver
Hessian: Example and Test
Hessian of Lagrangian and ADFun Default Constructor: Example and Test
Forward Mode Second Partial Derivative Driver
Forward Mode Second Partial Derivative Driver
Subset of Second Order Partials: Example and Test
Reverse Mode Second Partial Derivative Driver
Reverse Mode Second Partial Derivative Driver
Second Partials Reverse Driver: Example and Test
Sparse Jacobian: Easy Driver
Sparse Jacobian: Easy Driver
Sparse Jacobian: Example and Test
Sparse Hessian: Easy Driver
Sparse Hessian: Easy Driver
Sparse Hessian: Example and Test
Computing Sparse Hessian for a Subset of Variables
Sparse Hessian on Subset of Variables: Example and Test
Check an ADFun Sequence of Operations
Check an ADFun Sequence of Operations
ADFun Check and Re-Tape: Example and Test
Optimize an ADFun Object Tape
Optimize an ADFun Object Tape
ADFun Operation Sequence Optimization: Example and Test
Check an ADFun Object For Nan Results
Check an ADFun Object For Nan Results
ADFun Checking For Nan: Example and Test
CppAD API Preprocessor Symbols
Using CppAD in a Multi-Threading Environment
Using CppAD in a Multi-Threading Environment
Enable AD Calculations During Parallel Mode
Run Multi-Threading Examples and Speed Tests
Run Multi-Threading Examples and Speed Tests
A Simple OpenMP Example and Test
A Simple Boost Thread Example and Test
A Simple Parallel Pthread Example and Test
A Simple OpenMP AD: Example and Test
A Simple Boost Threading AD: Example and Test
A Simple pthread AD: Example and Test
Using a Team of AD Threads: Example and Test
Multi-Threaded Implementation of Summation of 1/i
Multi-Threaded Implementation of Summation of 1/i
Timing Test of Multi-Threaded Summation of 1/i
Multi-threading Sum of 1/i Utility Routines
A Multi-Threaded Newton's Method
A Multi-Threaded Newton's Method
Timing Test of Multi-Threaded Newton Method
Multi-threading Newton Method Utility Routines
Specifications for A Team of AD Threads
Specifications for A Team of AD Threads
OpenMP Implementation of a Team of AD Threads
Boost Thread Implementation of a Team of AD Threads
Pthread Implementation of a Team of AD Threads
Some General Purpose Utilities
Some General Purpose Utilities
Replacing the CppAD Error Handler
Replacing the CppAD Error Handler
Replacing The CppAD Error Handler: Example and Test
CppAD Assertions During Execution
Determine if Two Values Are Nearly Equal
Determine if Two Values Are Nearly Equal
NearEqual Function: Example and Test
Run One Speed Test and Return Results
Run One Speed Test and Return Results
speed_test: Example and test
Run One Speed Test and Print Results
Run One Speed Test and Print Results
Example Use of SpeedTest
Determine Amount of Time to Execute a Test
Determine Amount of Time to Execute a Test
Returns Elapsed Number of Seconds
Returns Elapsed Number of Seconds
Elapsed Seconds: Example and Test
time_test: Example and test
Definition of a Numeric Type
Definition of a Numeric Type
The NumericType: Example and Test
Check NumericType Class Concept
Check NumericType Class Concept
The CheckNumericType Function: Example and Test
Definition of a Simple Vector
Definition of a Simple Vector
Simple Vector Template Class: Example and Test
Check Simple Vector Concept
Check Simple Vector Concept
The CheckSimpleVector Function: Example and Test
Obtain Nan or Determine if a Value is Nan
Obtain Nan or Determine if a Value is Nan
nan: Example and Test
The Integer Power Function
The Integer Power Function
The Pow Integer Exponent: Example and Test
Evaluate a Polynomial or its Derivative
Evaluate a Polynomial or its Derivative
Polynomial Evaluation: Example and Test
Source: Poly
Compute Determinants and Solve Equations by LU Factorization
Compute Determinants and Solve Equations by LU Factorization
Compute Determinant and Solve Linear Equations
Compute Determinant and Solve Linear Equations
LuSolve With Complex Arguments: Example and Test
Source: LuSolve
LU Factorization of A Square Matrix
LU Factorization of A Square Matrix
LuFactor: Example and Test
Source: LuFactor
Invert an LU Factored Equation
Invert an LU Factored Equation
LuInvert: Example and Test
Source: LuInvert
One DimensionalRomberg Integration
One DimensionalRomberg Integration
One Dimensional Romberg Integration: Example and Test
Multi-dimensional Romberg Integration
Multi-dimensional Romberg Integration
One Dimensional Romberg Integration: Example and Test
An Embedded 4th and 5th Order Runge-Kutta ODE Solver
An Embedded 4th and 5th Order Runge-Kutta ODE Solver
Runge45: Example and Test
Runge45: Example and Test
A 3rd and 4th Order Rosenbrock ODE Solver
A 3rd and 4th Order Rosenbrock ODE Solver
Rosen34: Example and Test
An Error Controller for ODE Solvers
An Error Controller for ODE Solvers
OdeErrControl: Example and Test
OdeErrControl: Example and Test Using Maxabs Argument
An Arbitrary Order Gear Method
An Arbitrary Order Gear Method
OdeGear: Example and Test
An Error Controller for Gear's Ode Solvers
An Error Controller for Gear's Ode Solvers
OdeGearControl: Example and Test
The CppAD::vector Template Class
The CppAD::vector Template Class
CppAD::vector Template Class: Example and Test
CppAD::vectorBool Class: Example and Test
A Fast Multi-Threading Memory Allocator
A Fast Multi-Threading Memory Allocator
Fast Multi-Threading Memory Allocator: Example and Test
Setup thread_alloc For Use in Multi-Threading Environment
Get Number of Threads
Is The Current Execution in Parallel Mode
Get the Current Thread Number
Get At Least A Specified Amount of Memory
Return Memory to thread_alloc
Free Memory Currently Available for Quick Use by a Thread
Control When Thread Alloc Retains Memory For Future Use
Amount of Memory a Thread is Currently Using
Amount of Memory Available for Quick Use by a Thread
Allocate An Array and Call Default Constructor for its Elements
Deallocate An Array and Call Destructor for its Elements
Free All Memory That Was Allocated for Use by thread_alloc
Returns Indices that Sort a Vector
Returns Indices that Sort a Vector
Index Sort: Example and Test
Convert Certain Types to a String
Convert Certain Types to a String
to_string: Example and Test
Use Ipopt to Solve a Nonlinear Programming Problem
Use Ipopt to Solve a Nonlinear Programming Problem
Nonlinear Programming Using CppAD and Ipopt: Example and Test
Nonlinear Programming Retaping: Example and Test
ODE Inverse Problem Definitions: Source Code
Examples
Examples
General Examples
General Examples
Creating Your Own Interface to an ADFun Object
Example and Test Linking CppAD to Languages Other than C++
Differentiate Conjugate Gradient Algorithm: Example and Test
Enable Use of Eigen Linear Algebra Package with CppAD
Enable Use of Eigen Linear Algebra Package with CppAD
Source Code for eigen_plugin.hpp
Using Eigen Arrays: Example and Test
Using Eigen To Compute Determinant: Example and Test
Gradient of Determinant Using Expansion by Minors: Example and Test
Gradient of Determinant Using LU Factorization: Example and Test
Interfacing to C: Example and Test
Gradient of Determinant Using Expansion by Minors: Example and Test
Gradient of Determinant Using Lu Factorization: Example and Test
Using Multiple Levels of AD
Using Multiple Levels of AD
Multiple Level of AD: Example and Test
Computing a Jacobian With Constants that Change
A Stiff Ode: Example and Test
Taylor's Ode Solver: A Multi-Level AD Example and Test
Taylor's Ode Solver: A Multi-Level Adolc Example and Test
Taylor's Ode Solver: An Example and Test
Example Differentiating a Stack Machine Interpreter
Utility Routines used by CppAD Examples
Utility Routines used by CppAD Examples
CppAD Examples and Tests
Run the Speed Examples
Lu Factor and Solve with Recorded Pivoting
Lu Factor and Solve with Recorded Pivoting
Lu Factor and Solve With Recorded Pivoting: Example and Test
List of All the CppAD Examples
Using The CppAD Test Vector Template Class
Speed Test an Operator Overloading AD Package
Speed Test an Operator Overloading AD Package
Running the Speed Test Program
Running the Speed Test Program
Speed Testing Gradient of Determinant Using Lu Factorization
Speed Testing Gradient of Determinant by Minor Expansion
Speed Testing Derivative of Matrix Multiply
Speed Testing the Jacobian of Ode Solution
Speed Testing Second Derivative of a Polynomial
Speed Testing Sparse Hessian
Speed Testing Sparse Jacobian
Microsoft Version of Elapsed Number of Seconds
Speed Testing Utilities
Speed Testing Utilities
Determinant Using Expansion by Lu Factorization
Determinant Using Expansion by Lu Factorization
Determinant Using Lu Factorization: Example and Test
Source: det_by_lu
Determinant of a Minor
Determinant of a Minor
Determinant of a Minor: Example and Test
Source: det_of_minor
Determinant Using Expansion by Minors
Determinant Using Expansion by Minors
Determinant Using Expansion by Minors: Example and Test
Source: det_by_minor
Check Determinant of 3 by 3 matrix
Check Determinant of 3 by 3 matrix
Source: det_33
Check Gradient of Determinant of 3 by 3 matrix
Check Gradient of Determinant of 3 by 3 matrix
Source: det_grad_33
Sum Elements of a Matrix Times Itself
Sum Elements of a Matrix Times Itself
Sum of the Elements of the Square of a Matrix: Example and Test
Source: mat_sum_sq
Evaluate a Function Defined in Terms of an ODE
Evaluate a Function Defined in Terms of an ODE
ode_evaluate: Example and test
Source: ode_evaluate
Evaluate a Function That Has a Sparse Jacobian
Evaluate a Function That Has a Sparse Jacobian
sparse_jac_fun: Example and test
Source: sparse_jac_fun
Evaluate a Function That Has a Sparse Hessian
Evaluate a Function That Has a Sparse Hessian
sparse_hes_fun: Example and test
Source: sparse_hes_fun
Simulate a [0,1] Uniform Random Variate
Simulate a [0,1] Uniform Random Variate
Source: uniform_01
Speed Test of Functions in Double
Speed Test of Functions in Double
Double Speed: Determinant by Minor Expansion
Double Speed: Determinant Using Lu Factorization
CppAD Speed: Matrix Multiplication (Double Version)
Double Speed: Ode Solution
Double Speed: Evaluate a Polynomial
Double Speed: Sparse Hessian
Double Speed: Sparse Jacobian
Speed Test of Derivatives Using Adolc
Speed Test of Derivatives Using Adolc
Adolc Speed: Gradient of Determinant by Minor Expansion
Adolc Speed: Gradient of Determinant Using Lu Factorization
Adolc Speed: Matrix Multiplication
Adolc Speed: Ode
Adolc Speed: Second Derivative of a Polynomial
Adolc Speed: Sparse Hessian
adolc Speed: Sparse Jacobian
Adolc Test Utility: Allocate and Free Memory For a Matrix
Speed Test Derivatives Using CppAD
Speed Test Derivatives Using CppAD
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
Speed Test Derivatives Using Fadbad
Speed Test Derivatives Using Fadbad
Fadbad Speed: Gradient of Determinant by Minor Expansion
Fadbad Speed: Gradient of Determinant Using Lu Factorization
Fadbad Speed: Matrix Multiplication
Fadbad Speed: Ode
Fadbad Speed: Second Derivative of a Polynomial
Fadbad Speed: Sparse Hessian
fadbad Speed: sparse_jacobian
Speed Test Derivatives Using Sacado
Speed Test Derivatives Using Sacado
Sacado Speed: Gradient of Determinant by Minor Expansion
Sacado Speed: Gradient of Determinant Using Lu Factorization
Sacado Speed: Matrix Multiplication
Sacado Speed: Gradient of Ode Solution
Sacado Speed: Second Derivative of a Polynomial
Sacado Speed: Sparse Hessian
sacado Speed: sparse_jacobian
Appendix
Appendix
Frequently Asked Questions and Answers
The Theory of Derivative Calculations
The Theory of Derivative Calculations
The Theory of Forward Mode
The Theory of Forward Mode
Exponential Function Forward Mode Theory
Logarithm Function Forward Mode Theory
Square Root Function Forward Mode Theory
Trigonometric and Hyperbolic Sine and Cosine Forward Theory
Inverse Tangent and Hyperbolic Tangent Forward Mode Theory
Inverse Sine and Hyperbolic Sine Forward Mode Theory
Inverse Cosine and Hyperbolic Cosine Forward Mode Theory
Tangent and Hyperbolic Tangent Forward Taylor Polynomial Theory
Error Function Forward Taylor Polynomial Theory
The Theory of Reverse Mode
The Theory of Reverse Mode
Exponential Function Reverse Mode Theory
Logarithm Function Reverse Mode Theory
Square Root Function Reverse Mode Theory
Trigonometric and Hyperbolic Sine and Cosine Reverse Theory
Inverse Tangent and Hyperbolic Tangent Reverse Mode Theory
Inverse Sine and Hyperbolic Sine Reverse Mode Theory
Inverse Cosine and Hyperbolic Cosine Reverse Mode Theory
Tangent and Hyperbolic Tangent Reverse Mode Theory
Error Function Reverse Mode Theory
An Important Reverse Mode Identity
Glossary
Bibliography
The CppAD Wish List
Changes and Additions to CppAD
Changes and Additions to CppAD
CppAD Changes and Additions During 2015
CppAD Changes and Additions During 2014
CppAD Changes and Additions During 2013
CppAD Changes and Additions During 2012
Changes and Additions to CppAD During 2011
Changes and Additions to CppAD During 2010
Changes and Additions to CppAD During 2009
Changes and Additions to CppAD During 2008
Changes and Additions to CppAD During 2007
Changes and Additions to CppAD During 2006
Changes and Additions to CppAD During 2005
Changes and Additions to CppAD During 2004
Changes and Additions to CppAD During 2003
CppAD Deprecated API Features
CppAD Deprecated API Features
Deprecated Include Files
ADFun Object Deprecated Member Functions
Comparison Changes During Zero Order Forward Mode
OpenMP Parallel Setup
Routines That Track Use of New and Delete
Routines That Track Use of New and Delete
Tracking Use of New and Delete: Example and Test
A Quick OpenMP Memory Allocator Used by CppAD
A Quick OpenMP Memory Allocator Used by CppAD
Set and Get Maximum Number of Threads for omp_alloc Allocator
Is The Current Execution in OpenMP Parallel Mode
Get the Current OpenMP Thread Number
Get At Least A Specified Amount of Memory
Return Memory to omp_alloc
Free Memory Currently Available for Quick Use by a Thread
Amount of Memory a Thread is Currently Using
Amount of Memory Available for Quick Use by a Thread
Allocate Memory and Create A Raw Array
Return A Raw Array to The Available Memory for a Thread
Check If A Memory Allocation is Efficient for Another Use
Set Maximum Number of Threads for omp_alloc Allocator
OpenMP Memory Allocator: Example and Test
Memory Leak Detection
Machine Epsilon For AD Types
Choosing The Vector Testing Template Class
Nonlinear Programming Using the CppAD Interface to Ipopt
Nonlinear Programming Using the CppAD Interface to Ipopt
Nonlinear Programming Using CppAD and Ipopt: Example and Test
Example Simultaneous Solution of Forward and Inverse Problem
Example Simultaneous Solution of Forward and Inverse Problem
An ODE Inverse Problem Example
An ODE Inverse Problem Example
ODE Inverse Problem Definitions: Source Code
ODE Fitting Using Simple Representation
ODE Fitting Using Simple Representation
ODE Fitting Using Simple Representation
ODE Fitting Using Fast Representation
ODE Fitting Using Fast Representation
ODE Fitting Using Fast Representation
Driver for Running the Ipopt ODE Example
Correctness Check for Both Simple and Fast Representations
Speed Test for Both Simple and Fast Representations
User Defined Atomic AD Functions
User Defined Atomic AD Functions
Old Atomic Operation Reciprocal: Example and Test
Using AD to Compute Atomic Function Derivatives
Using AD to Compute Atomic Function Derivatives
Old Tan and Tanh as User Atomic Operations: Example and Test
Old Matrix Multiply as a User Atomic Operation: Example and Test
Old Matrix Multiply as a User Atomic Operation: Example and Test
Define Matrix Multiply as a User Atomic Operation
zdouble: An AD Base Type With Absolute Zero
zdouble: An AD Base Type With Absolute Zero
zdouble: Example and Test
Compare Speed of C and C++
Compare Speed of C and C++
Determinant of a Minor
Compute Determinant using Expansion by Minors
Simulate a [0,1] Uniform Random Variate
Correctness Test of det_by_minor Routine
Repeat det_by_minor Routine A Specified Number of Times
Returns Elapsed Number of Seconds
Determine Amount of Time to Execute det_by_minor
Main Program For Comparing C and C++ Speed
Some Numerical AD Utilities
Some Numerical AD Utilities
Computing Jacobian and Hessian of Bender's Reduced Objective
Computing Jacobian and Hessian of Bender's Reduced Objective
BenderQuad: Example and Test
Jacobian and Hessian of Optimal Values
Jacobian and Hessian of Optimal Values
opt_val_hes: Example and Test
LU Factorization of A Square Matrix and Stability Calculation
LU Factorization of A Square Matrix and Stability Calculation
LuRatio: Example and Test
CppAD Addons
Your License for the CppAD Software
Alphabetic Listing of Cross Reference Tags
Keyword Index
Search This Web Site
External Internet References