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CppAD

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Description: A Package for Differentiation of C++ Algorithms developed by the COmputational INfrastructure for Operations Research (COIN-OR) project. Windows and Linux Binaries are available for download as well as documentation and source code.
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 (AD); often referred to as automatic differentiation. Given a C++ algorithm that computes function values, CppAD generates an algorithm that computes corresponding derivative values (of arbitrary order using either forward or reverse mode). A brief introduction to AD can be found at
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Creation Date: 2000-09-27T19:30:46Z
Expiry Date: 2014-09-27T19:30:46Z