ADOL-C
Summary
The package ADOL-C facilitates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in C or C++. The resulting derivative evaluation routines may be called from C/C++, Fortran, or any other language that can be linked with C.
The numerical values of derivative vectors are obtained free of truncation errors at a small multiple of the run time and randomly accessed memory of the given function evaluation program.
Authors
Andrea Walther, Andreas Kowarz, Andreas Griewank
Links
Status
incomplete information or not officially approved by the authors
Aims and scope
Mathematical Classification
Keywords
- automatic differentiation
- backward dependence analysis
- chain rule
- computational differentiation
- differential algebraic equations
- differentiation
- forward dependence analysis
- forward mode
- gradients
- Hessian matrices
- hessians
- implicit function differentiation
- integration ordinary differential equations
- inverse function differentiation
- Jacobian matrices
- Jacobian sparsity
- low-level differentiation routines
- matrices
- matrix
- nonlinear equations
- optimization problems
- ordinary differential equations
- overloading
- reverse mode
- sensitivities
- sparsity patterns
- taylor coefficients
- tensors