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Alphabetic Listing of Cross Reference Tags
A
a11c_bthread.cpp
A Simple Boost Thread Example and Test
a11c_openmp.cpp
A Simple OpenMP Example and Test
a11c_pthread.cpp
A Simple Parallel Pthread Example and Test
abort_recording
Abort Recording of an Operation Sequence
abort_recording.cpp
Abort Current Recording: Example and Test
abs
AD Absolute Value Functions: abs, fabs
abs_eval
abs_normal: Evaluate First Order Approximation
abs_eval.cpp
abs_eval: Example and Test
abs_eval.hpp
abs_eval Source Code
abs_get_started.cpp
abs_normal Getting Started: Example and Test
abs_min_linear
abs_normal: Minimize a Linear Abs-normal Approximation
abs_min_linear.cpp
abs_min_linear: Example and Test
abs_min_linear.hpp
abs_min_linear Source Code
abs_min_quad
abs_normal: Minimize a Linear Abs-normal Approximation
abs_min_quad.cpp
abs_min_quad: Example and Test
abs_min_quad.hpp
abs_min_quad Source Code
abs_normal_fun
Create An Abs-normal Representation of a Function
abs_print_mat
abs_normal: Print a Vector or Matrix
acos
Inverse Cosine Function: acos
acos.cpp
The AD acos Function: Example and Test
acos_forward
Inverse Cosine and Hyperbolic Cosine Forward Mode Theory
acos_reverse
Inverse Cosine and Hyperbolic Cosine Reverse Mode Theory
acosh
The Inverse Hyperbolic Cosine Function: acosh
acosh.cpp
The AD acosh Function: Example and Test
AD
AD Objects
ad_assign
AD Assignment Operator
ad_assign.cpp
AD Assignment: Example and Test
ad_binary
AD Binary Arithmetic Operators
ad_ctor
AD Constructors
ad_ctor.cpp
AD Constructors: Example and Test
ad_fun.cpp
Creating Your Own Interface to an ADFun Object
ad_in_c.cpp
Example and Test Linking CppAD to Languages Other than C++
ad_input
AD Input Stream Operator
ad_input.cpp
AD Output Operator: Example and Test
ad_output
AD Output Stream Operator
ad_output.cpp
AD Output Operator: Example and Test
ad_to_string
Convert An AD or Base Type to String
add.cpp
AD Binary Addition: Example and Test
AddEq.cpp
AD Compound Assignment Addition: Example and Test
addon
CppAD Addons
ADFun
ADFun Objects
adolc
Including Adolc Examples and Tests
adolc_alloc_mat
Adolc Test Utility: Allocate and Free Memory For a Matrix
adolc_det_lu.cpp
Adolc Speed: Gradient of Determinant Using Lu Factorization
adolc_det_minor.cpp
Adolc Speed: Gradient of Determinant by Minor Expansion
adolc_mat_mul.cpp
Adolc Speed: Matrix Multiplication
adolc_ode.cpp
Adolc Speed: Ode
adolc_poly.cpp
Adolc Speed: Second Derivative of a Polynomial
adolc_sparse_hessian.cpp
Adolc Speed: Sparse Hessian
adolc_sparse_jacobian.cpp
Adolc Speed: Sparse Jacobian
ADValued
AD Valued Operations and Functions
Appendix
Appendix
Arithmetic
AD Arithmetic Operators and Compound Assignments
asin
Inverse Sine Function: asin
asin.cpp
The AD asin Function: Example and Test
asin_forward
Inverse Sine and Hyperbolic Sine Forward Mode Theory
asin_reverse
Inverse Sine and Hyperbolic Sine Reverse Mode Theory
asinh
The Inverse Hyperbolic Sine Function: asinh
asinh.cpp
The AD asinh Function: Example and Test
atan
Inverse Tangent Function: atan
atan.cpp
The AD atan Function: Example and Test
atan2
AD Two Argument Inverse Tangent Function
atan2.cpp
The AD atan2 Function: Example and Test
atan_forward
Inverse Tangent and Hyperbolic Tangent Forward Mode Theory
atan_reverse
Inverse Tangent and Hyperbolic Tangent Reverse Mode Theory
atanh
The Inverse Hyperbolic Tangent Function: atanh
atanh.cpp
The AD atanh Function: Example and Test
atomic
Atomic AD Functions
atomic_four
Atomic AD Functions: Fourth Generation
atomic_four_call
Calling an Atomic Function
atomic_four_ctor
Atomic Function Constructor
atomic_four_define
Defining Atomic Functions: Fourth Generation
atomic_four_dynamic.cpp
Atomic Functions with Dynamic Parameters: Example and Test
atomic_four_example
Examples Defining Atomic Functions: Fourth Generation
atomic_four_for_type
Atomic Function Forward Type Calculation
atomic_four_forward
Atomic Function Forward Mode
atomic_four_forward.cpp
Atomic Functions and Forward Mode: Example and Test
atomic_four_get_started.cpp
Getting Started with Atomic Functions: Example and Test
atomic_four_hes_sparsity
Atomic Function Hessian Sparsity Patterns
atomic_four_jac_sparsity
Atomic Function Jacobian Sparsity Patterns
atomic_four_lin_ode
Atomic First Order Linear ODE Method: Example Implementation
atomic_four_lin_ode.hpp
Atomic Linear ODE Class: Example Implementation
atomic_four_lin_ode_base_solver.hpp
Atomic Multiply Base Matrices: Example Implementation
atomic_four_lin_ode_for_type.hpp
Atomic Linear ODE Forward Type Calculation: Example Implementation
atomic_four_lin_ode_forward.cpp
Atomic Linear ODE Forward Mode: Example and Test
atomic_four_lin_ode_forward.hpp
Atomic Linear ODE Forward Mode: Example Implementation
atomic_four_lin_ode_get.hpp
atomic_lin_ode Get Routine: Example Implementation
atomic_four_lin_ode_hes_sparsity.hpp
Atomic Linear ODE Hessian Sparsity Pattern: Example Implementation
atomic_four_lin_ode_implement
Implementing Atomic Linear ODE
atomic_four_lin_ode_jac_sparsity.hpp
Atomic Linear ODE Jacobian Sparsity Pattern: Example Implementation
atomic_four_lin_ode_rev_depend.cpp
Atomic Linear ODE Reverse Dependency Analysis: Example and Test
atomic_four_lin_ode_rev_depend.hpp
Atomic Linear ODE Forward Type Calculation: Example Implementation
atomic_four_lin_ode_reverse.cpp
Atomic Linear ODE Reverse Mode: Example and Test
atomic_four_lin_ode_reverse.hpp
Atomic Linear ODE Reverse Mode: Example Implementation
atomic_four_lin_ode_reverse_2
Atomic Linear ODE Second Order Reverse
atomic_four_lin_ode_set.hpp
atomic_lin_ode Set Routine: Example Implementation
atomic_four_lin_ode_sparsity.cpp
Atomic Linear ODE Sparsity Calculations: Example and Test
atomic_four_mat_mul
Atomic Matrix Multiply Class: Example Implementation
atomic_four_mat_mul.hpp
Atomic Matrix Multiply Class: Example Implementation
atomic_four_mat_mul_base_mat_mul.hpp
Atomic Multiply Base Matrices: Example Implementation
atomic_four_mat_mul_for_type.hpp
Atomic Matrix Multiply Forward Type Calculation: Example Implementation
atomic_four_mat_mul_forward.cpp
Atomic Matrix Multiply Forward Mode: Example and Test
atomic_four_mat_mul_forward.hpp
Atomic Matrix Multiply Forward Mode: Example Implementation
atomic_four_mat_mul_get.hpp
atomic_mat_mul Get Routine: Example Implementation
atomic_four_mat_mul_hes_sparsity.hpp
Atomic Matrix Multiply Jacobian Sparsity Pattern: Example Implementation
atomic_four_mat_mul_identical_zero.cpp
Atomic Matrix Multiply Identical Zero: Example and Test
atomic_four_mat_mul_implement
Implementing Atomic Matrix Multiply
atomic_four_mat_mul_jac_sparsity.hpp
Atomic Matrix Multiply Jacobian Sparsity Pattern: Example Implementation
atomic_four_mat_mul_rev_depend.cpp
Atomic Matrix Multiply Reverse Dependency: Example and Test
atomic_four_mat_mul_rev_depend.hpp
Atomic Matrix Multiply Reverse Dependency Analysis: Example Implementation
atomic_four_mat_mul_reverse.cpp
Atomic Matrix Multiply Reverse Mode: Example and Test
atomic_four_mat_mul_reverse.hpp
Atomic Matrix Multiply Reverse Mode: Example Implementation
atomic_four_mat_mul_set.hpp
atomic_mat_mul Set Routine: Example Implementation
atomic_four_mat_mul_sparsity.cpp
Atomic Matrix Multiply Sparsity Patterns: Example and Test
atomic_four_norm_sq.cpp
Atomic Euclidean Norm Squared: Example and Test
atomic_four_rev_depend
Atomic Function Reverse Dependency
atomic_four_reverse
Atomic Function Reverse Mode
atomic_four_vector
Atomic Vector Element-wise Operators: Example and Test
atomic_four_vector.hpp
Atomic Vector Class: Example Implementation
atomic_four_vector_add.cpp
Atomic Vector Addition Example
atomic_four_vector_add_op.hpp
Atomic Vector Add Operator: Example Implementation
atomic_four_vector_div.cpp
Atomic Vector Division Example
atomic_four_vector_div_op.hpp
Atomic Vector Divide Operator: Example Implementation
atomic_four_vector_for_type.hpp
Atomic Vector Forward Type Calculation: Example Implementation
atomic_four_vector_forward_op.hpp
Atomic Vector Forward Mode: Example Implementation
atomic_four_vector_hes_sparsity.cpp
Atomic Vector Sparsity Patterns Example
atomic_four_vector_hes_sparsity.hpp
Atomic Vector Hessian Sparsity Pattern: Example Implementation
atomic_four_vector_implement
Implementing Atomic Vector Operations
atomic_four_vector_jac_sparsity.cpp
Atomic Vector Sparsity Patterns Example
atomic_four_vector_jac_sparsity.hpp
Atomic Vector Jacobian Sparsity Pattern: Example Implementation
atomic_four_vector_mul.cpp
Atomic Vector Multiplication Example
atomic_four_vector_mul_op.hpp
Atomic Vector Multiply Operator: Example Implementation
atomic_four_vector_neg.cpp
Atomic Vector Negation Example
atomic_four_vector_neg_op.hpp
Atomic Vector Negative Operator: Example Implementation
atomic_four_vector_rev_depend.cpp
Example Optimizing Atomic Vector Usage
atomic_four_vector_rev_depend.hpp
Atomic Vector Forward Type Calculation: Example Implementation
atomic_four_vector_reverse_op.hpp
Atomic Vector Forward Mode: Example Implementation
atomic_four_vector_sub.cpp
Atomic Vector Subtraction Example
atomic_four_vector_sub_op.hpp
Atomic Vector Subtract Operator: Example Implementation
atomic_one
Defining Atomic Functions: First Generation
atomic_three
Atomic AD Functions: Third Generation
atomic_three_afun
Using AD Version of an Atomic Function
atomic_three_base2ad.cpp
base2ad with Atomic Operations: Example and Test
atomic_three_ctor
Atomic Function Constructor
atomic_three_define
Defining Atomic Functions: Third Generation
atomic_three_dynamic.cpp
Atomic Functions with Dynamic Parameters: Example and Test
atomic_three_example
Example Defining Atomic Functions: Third Generation
atomic_three_for_type
Atomic Function Forward Type Calculation
atomic_three_forward
Atomic Function Forward Mode
atomic_three_forward.cpp
Atomic Functions and Forward Mode: Example and Test
atomic_three_get_started.cpp
Getting Started with Atomic Functions: Example and Test
atomic_three_hes_sparsity
Atomic Function Hessian Sparsity Patterns
atomic_three_hes_sparsity.cpp
Atomic Forward Hessian Sparsity: Example and Test
atomic_three_jac_sparsity
Atomic Function Jacobian Sparsity Patterns
atomic_three_jac_sparsity.cpp
Atomic Function Jacobian Sparsity: Example and Test
atomic_three_mat_mul.cpp
User Atomic Matrix Multiply: Example and Test
atomic_three_mat_mul.hpp
Matrix Multiply as an Atomic Operation
atomic_three_norm_sq.cpp
Atomic Euclidean Norm Squared: Example and Test
atomic_three_reciprocal.cpp
Reciprocal as an Atomic Operation: Example and Test
atomic_three_rev_depend
Atomic Function Reverse Dependency Calculation
atomic_three_rev_depend.cpp
Atomic Functions Reverse Dependency Analysis: Example and Test
atomic_three_reverse
Atomic Function Reverse Mode
atomic_three_reverse.cpp
Atomic Functions and Reverse Mode: Example and Test
atomic_three_tangent.cpp
Tan and Tanh as User Atomic Operations: Example and Test
atomic_two
Defining Atomic Functions: Second Generation
atomic_two_afun
Using AD Version of Atomic Function
atomic_two_clear
Free Static Variables
atomic_two_ctor
Atomic Function Constructor
atomic_two_eigen_cholesky.cpp
Atomic Eigen Cholesky Factorization: Example and Test
atomic_two_eigen_cholesky.hpp
atomic_two Eigen Cholesky Factorization Class
atomic_two_eigen_mat_inv.cpp
Atomic Eigen Matrix Inverse: Example and Test
atomic_two_eigen_mat_inv.hpp
atomic_two Eigen Matrix Inversion Class
atomic_two_eigen_mat_mul.cpp
Atomic Eigen Matrix Multiply: Example and Test
atomic_two_eigen_mat_mul.hpp
atomic_two Eigen Matrix Multiply Class
atomic_two_example
Example Defining Atomic Functions: Second Generation
atomic_two_for_sparse_hes
Atomic Forward Hessian Sparsity Patterns
atomic_two_for_sparse_jac
Atomic Forward Jacobian Sparsity Patterns
atomic_two_forward
Atomic Forward Mode
atomic_two_option
Set Atomic Function Options
atomic_two_rev_sparse_hes
Atomic Reverse Hessian Sparsity Patterns
atomic_two_rev_sparse_jac
Atomic Reverse Jacobian Sparsity Patterns
atomic_two_reverse
Atomic Reverse Mode
autotools
Autotools Unix Test and Installation
azmul
Absolute Zero Multiplication
azmul.cpp
AD Absolute Zero Multiplication: Example and Test
B
base2ad
Create an AD<Base> Function From a Base Function
base2ad.cpp
Taylor's Ode Solver: base2ad Example and Test
base2vec_ad.cpp
Using base2ad and VecAD together: Example and Test
base_adolc.hpp
Enable use of AD<Base> where Base is Adolc's adouble Type
base_alloc.hpp
Example AD<Base> Where Base Constructor Allocates Memory
base_complex.hpp
Enable use of AD<Base> where Base is std::complex<double>
base_cond_exp
Base Type Requirements for Conditional Expressions
base_double.hpp
Enable use of AD<Base> where Base is double
base_example
Example AD Base Types That are not AD<OtherBase>
base_float.hpp
Enable use of AD<Base> where Base is float
base_hash
Base Type Requirements for Hash Coding Values
base_identical
Base Type Requirements for Identically Equal Comparisons
base_limits
Base Type Requirements for Numeric Limits
base_member
Required Base Class Member Functions
base_ordered
Base Type Requirements for Ordered Comparisons
base_require
AD<Base> Requirements for a CppAD Base Type
base_require.cpp
Using a User Defined AD Base Type: Example and Test
base_std_math
Base Type Requirements for Standard Math Functions
base_to_string
Extending to_string To Another Floating Point Type
bender_quad.cpp
BenderQuad: Example and Test
BenderQuad
Computing Jacobian and Hessian of Bender's Reduced Objective
Bib
Bibliography
binary_math
The Binary Math Functions
bool_fun.cpp
AD Boolean Functions: Example and Test
BoolFun
AD Boolean Functions
BoolValued
Bool Valued Operations and Functions with AD Arguments
C
capacity_order
Controlling Taylor Coefficients Memory Allocation
capacity_order.cpp
Controlling Taylor Coefficient Memory Allocation: Example and Test
change_param.cpp
Computing a Jacobian With Constants that Change
check_for_nan
Check an ADFun Object For Nan Results
check_for_nan.cpp
ADFun Checking For Nan: Example and Test
check_numeric_type.cpp
The CheckNumericType Function: Example and Test
check_simple_vector.cpp
The CheckSimpleVector Function: Example and Test
CheckNumericType
Check NumericType Class Concept
CheckSimpleVector
Check Simple Vector Concept
chkpoint_one
Checkpoint Functions: First Generation
chkpoint_two
Checkpoint Functions: Second Generation
chkpoint_two_base2ad.cpp
Checkpointing With base2ad: Example and Test
chkpoint_two_chk_fun
Using Checkpoint Functions
chkpoint_two_compare.cpp
Compare With and Without Checkpointing: Example and Test
chkpoint_two_ctor
Checkpoint Function Constructor
chkpoint_two_dynamic
Dynamic Parameters in Checkpoint Functions
chkpoint_two_dynamic.cpp
Checkpoint Functions with Dynamic Parameters: Example and Test
chkpoint_two_get_started.cpp
Get Started Checkpointing: Example and Test
chkpoint_two_ode.cpp
Checkpointing an ODE Solver: Example and Test
cholesky_theory
AD Theory for Cholesky Factorization
cmake
Using CMake to Configure CppAD
cmake_check
Checking the CppAD Examples and Tests
code_gen_fun
Generate Source Code and Compile an AD Function
code_gen_fun.cpp
code_gen_fun Class Member Implementation
code_gen_fun.hpp
code_gen_fun Class Include File
code_gen_fun_file.cpp
File Store and Retrieve a Code Gen Function: Example and Test
code_gen_fun_function.cpp
Evaluate a Code Gen Function: Example and Test
code_gen_fun_jac_as_fun.cpp
Pass Jacobian as Code Gen Function: Example and Test
code_gen_fun_jacobian.cpp
Evaluate Jacobian of a Code Gen Function: Example and Test
code_gen_fun_sparse_jac_as_fun.cpp
Pass Sparse Jacobian as Code Gen Function: Example and Test
code_gen_fun_sparse_jacobian.cpp
Evaluate Sparse Jacobian of a Code Gen Function: Example and Test
colpack_hes.cpp
ColPack: Sparse Hessian Example and Test
colpack_hessian.cpp
ColPack: Sparse Hessian Example and Test
colpack_jac.cpp
ColPack: Sparse Jacobian Example and Test
colpack_jacobian.cpp
ColPack: Sparse Jacobian Example and Test
colpack_prefix
Enabling Colpack Sparsity Calculations
Compare
AD Binary Comparison Operators
compare.cpp
AD Binary Comparison Operators: Example and Test
compare_c
Compare Speed of C and C++
compare_change
Comparison Changes Between Taping and Zero Order Forward
compare_change.cpp
CompareChange and Re-Tape: Example and Test
CompareChange
Comparison Changes During Zero Order Forward Mode
complex_poly.cpp
Complex Polynomial: Example and Test
compound_assign
AD Compound Assignment Operators
con_dyn_var
Constant, Dynamic, Parameter, and Variable
con_dyn_var.cpp
AD Parameter and Variable Functions: Example and Test
cond_exp.cpp
Conditional Expressions: Example and Test
CondExp
AD Conditional Expressions
conj_grad.cpp
Differentiate Conjugate Gradient Algorithm: Example and Test
Convert
Conversion and I/O of AD Objects
correct_det_by_minor_c
Correctness Test of det_by_minor Routine
cos
The Cosine Function: cos
cos.cpp
The AD cos Function: Example and Test
cosh
The Hyperbolic Cosine Function: cosh
cosh.cpp
The AD cosh Function: Example and Test
cpp_ad_graph
C++ Representation of an AD Graph
cpp_graph
A C++ AD Graph Class
cpp_graph_ctor
C++ AD Graph Constructor
cpp_graph_print
Print A C++ AD Graph
cpp_graph_scalar
C++ AD Graph Scalar Values
cpp_graph_vector
C++ AD Graph Vector Values
CppAD
cppad-20221105: A C++ Algorithmic Differentiation Package
cppad_assert
CppAD Assertions During Execution
cppad_det_lu.cpp
Cppad Speed: Gradient of Determinant Using Lu Factorization
cppad_det_minor.cpp
Cppad Speed: Gradient of Determinant by Minor Expansion
cppad_eigen.hpp
Enable Use of Eigen Linear Algebra Package with CppAD
cppad_ipopt_nlp
Nonlinear Programming Using the CppAD Interface to Ipopt
cppad_jit_det_lu.cpp
cppad_jit Speed: Gradient of Determinant Using Lu Factorization
cppad_jit_det_minor.cpp
cppad_jit Speed: Gradient of Determinant by Minor Expansion
cppad_jit_mat_mul.cpp
cppad_jit Speed: Matrix Multiplication
cppad_jit_ode.cpp
cppad_jit Speed: Ode
cppad_jit_poly.cpp
cppad_jit Speed: Second Derivative of a Polynomial
cppad_jit_sparse_hessian.cpp
cppad_jit Speed: Sparse Hessian
cppad_jit_sparse_jacobian.cpp
cppad_jit Speed: sparse_jacobian
cppad_mat_mul.cpp
CppAD Speed, Matrix Multiplication
cppad_ode.cpp
Cppad Speed: Gradient of Ode Solution
cppad_poly.cpp
Cppad Speed: Second Derivative of a Polynomial
cppad_sparse_hessian.cpp
Cppad Speed: Sparse Hessian
cppad_sparse_jacobian.cpp
Cppad Speed: Sparse Jacobian
cppad_testvector
Choosing the CppAD Test Vector Template Class
CppAD_vector
The CppAD::vector Template Class
cppad_vector.cpp
CppAD::vector Template Class: Example and Test
cppadcg
Including CppADCodeGen Examples and Tests
cppadcg_det_lu.cpp
Cppadcg Speed: Gradient of Determinant Using Lu Factorization
cppadcg_det_minor.cpp
cppadcg Speed: Gradient of Determinant by Minor Expansion
cppadcg_mat_mul.cpp
Cppadcg Speed: Matrix Multiplication
cppadcg_ode.cpp
Cppadcg Speed: Ode
cppadcg_poly.cpp
Cppadcg Speed: Second Derivative of a Polynomial
cppadcg_sparse_hessian.cpp
Cppadcg Speed: Sparse Hessian
cppadcg_sparse_jacobian.cpp
Cppadcg Speed: Sparse Jacobian
create_dll_lib
Create a Dynamic Link Library
D
dependency.cpp
Computing Dependency: Example and Test
Dependent
Stop Recording and Store Operation Sequence
deprecated
CppAD Deprecated API Features
det_33
Check Determinant of 3 by 3 matrix
det_33.hpp
Source: det_33
det_by_lu
Determinant Using Expansion by Lu Factorization
det_by_lu.cpp
Determinant Using Lu Factorization: Example and Test
det_by_lu.hpp
Source: det_by_lu
det_by_minor
Determinant Using Expansion by Minors
det_by_minor.cpp
Determinant Using Expansion by Minors: Example and Test
det_by_minor.hpp
Source: det_by_minor
det_by_minor_c
Compute Determinant using Expansion by Minors
det_grad_33
Check Gradient of Determinant of 3 by 3 matrix
det_grad_33.hpp
Source: det_grad_33
det_of_minor
Determinant of a Minor
det_of_minor.cpp
Determinant of a Minor: Example and Test
det_of_minor.hpp
Source: det_of_minor
det_of_minor_c
Determinant of a Minor
directory
Directory Structure
Discrete
Discrete AD Functions
div.cpp
AD Binary Division: Example and Test
div_eq.cpp
AD Compound Assignment Division: Example and Test
dll_lib.cpp
dll_lib: Example and Test
double_det_lu.cpp
Double Speed: Determinant Using Lu Factorization
double_det_minor.cpp
Double Speed: Determinant by Minor Expansion
double_mat_mul.cpp
Double Speed: Matrix Multiplication
double_ode.cpp
Double Speed: Ode Solution
double_poly.cpp
Double Speed: Evaluate a Polynomial
double_sparse_hessian.cpp
Double Speed: Sparse Hessian
double_sparse_jacobian.cpp
Double Speed: Sparse Jacobian
download
Download The CppAD Source Code
drivers
First and Second Order Derivatives: Easy Drivers
E
eigen
Including Eigen Examples, Tests, and sparse2eigen
eigen_array.cpp
Using Eigen Arrays: Example and Test
eigen_det.cpp
Using Eigen To Compute Determinant: Example and Test
eigen_plugin.hpp
Source Code for eigen_plugin.hpp
elapsed_seconds
Returns Elapsed Number of Seconds
elapsed_seconds.cpp
Elapsed Seconds: Example and Test
elapsed_seconds_c
Returns Elapsed Number of Seconds
epsilon
Machine Epsilon For AD Types
equal_op_seq.cpp
EqualOpSeq: Example and Test
EqualOpSeq
Check if Two Value are Identically Equal
erf
The Error Function
erf.cpp
The AD erf Function: Example and Test
erf_forward
Error Function Forward Taylor Polynomial Theory
erf_reverse
Error Function Reverse Mode Theory
erfc
The Complementary Error Function: erfc
erfc.cpp
The AD erfc Function: Example and Test
error_handler.cpp
Replacing The CppAD Error Handler: Example and Test
ErrorHandler
Replacing the CppAD Error Handler
Example
Examples
example_abs_normal
Examples and Tests: Abs-normal Representation of Non-Smooth Functions
example_jit
JIT Creation, Compilation, and Linking of C Source Code
ExampleUtility
Utility Routines used by CppAD Examples
exp
The Exponential Function: exp
exp.cpp
The AD exp Function: Example and Test
exp_2
Second Order Exponential Approximation
exp_2.cpp
exp_2: Test
exp_2.hpp
exp_2: Implementation
exp_2_cppad
exp_2: CppAD Forward and Reverse Sweeps
exp_2_for0
exp_2: Operation Sequence and Zero Order Forward Mode
exp_2_for0.cpp
exp_2: Verify Zero Order Forward Sweep
exp_2_for1
exp_2: First Order Forward Mode
exp_2_for1.cpp
exp_2: Verify First Order Forward Sweep
exp_2_for2
exp_2: Second Order Forward Mode
exp_2_for2.cpp
exp_2: Verify Second Order Forward Sweep
exp_2_rev1
exp_2: First Order Reverse Mode
exp_2_rev1.cpp
exp_2: Verify First Order Reverse Sweep
exp_2_rev2
exp_2: Second Order Reverse Mode
exp_2_rev2.cpp
exp_2: Verify Second Order Reverse Sweep
exp_apx.cpp
Correctness Tests For Exponential Approximation in Introduction
exp_eps
An Epsilon Accurate Exponential Approximation
exp_eps.cpp
exp_eps: Test of exp_eps
exp_eps.hpp
exp_eps: Implementation
exp_eps_cppad
exp_eps: CppAD Forward and Reverse Sweeps
exp_eps_for0
exp_eps: Operation Sequence and Zero Order Forward Sweep
exp_eps_for0.cpp
exp_eps: Verify Zero Order Forward Sweep
exp_eps_for1
exp_eps: First Order Forward Sweep
exp_eps_for1.cpp
exp_eps: Verify First Order Forward Sweep
exp_eps_for2
exp_eps: Second Order Forward Mode
exp_eps_for2.cpp
exp_eps: Verify Second Order Forward Sweep
exp_eps_rev1
exp_eps: First Order Reverse Sweep
exp_eps_rev1.cpp
exp_eps: Verify First Order Reverse Sweep
exp_eps_rev2
exp_eps: Second Order Reverse Sweep
exp_eps_rev2.cpp
exp_eps: Verify Second Order Reverse Sweep
exp_forward
Exponential Function Forward Mode Theory
exp_reverse
Exponential Function Reverse Mode Theory
expm1
The Exponential Function Minus One: expm1
expm1.cpp
The AD exp Function: Example and Test
F
fabs.cpp
AD Absolute Value Function: Example and Test
fadbad_det_lu.cpp
Fadbad Speed: Gradient of Determinant Using Lu Factorization
fadbad_det_minor.cpp
Fadbad Speed: Gradient of Determinant by Minor Expansion
fadbad_mat_mul.cpp
Fadbad Speed: Matrix Multiplication
fadbad_ode.cpp
Fadbad Speed: Ode
fadbad_poly.cpp
Fadbad Speed: Second Derivative of a Polynomial
fadbad_prefix
Including Fadbad Speed Tests
fadbad_sparse_hessian.cpp
Fadbad Speed: Sparse Hessian
fadbad_sparse_jacobian.cpp
Fadbad Speed: sparse_jacobian
Faq
Frequently Asked Questions and Answers
for_hes_sparsity
Forward Mode Hessian Sparsity Patterns
for_hes_sparsity.cpp
Forward Mode Hessian Sparsity: Example and Test
for_jac_sparsity
Forward Mode Jacobian Sparsity Patterns
for_jac_sparsity.cpp
Forward Mode Jacobian Sparsity: Example and Test
for_one.cpp
First Order Partial Driver: Example and Test
for_sparse_hes.cpp
Forward Mode Hessian Sparsity: Example and Test
for_sparse_jac.cpp
Forward Mode Jacobian Sparsity: Example and Test
for_two.cpp
Subset of Second Order Partials: Example and Test
ForOne
First Order Partial Derivative: Driver Routine
ForSparseHes
Hessian Sparsity Pattern: Forward Mode
ForSparseJac
Jacobian Sparsity Pattern: Forward Mode
ForTwo
Forward Mode Second Partial Derivative Driver
Forward
Forward Mode
forward.cpp
Forward Mode: Example and Test
forward_dir
Multiple Directions Forward Mode
forward_dir.cpp
Forward Mode: Example and Test of Multiple Directions
forward_one
First Order Forward Mode: Derivative Values
forward_order
Multiple Order Forward Mode
forward_order.cpp
Forward Mode: Example and Test of Multiple Orders
forward_two
Second Order Forward Mode: Derivative Values
forward_zero
Zero Order Forward Mode: Function Values
ForwardTheory
The Theory of Forward Mode
from_graph
ADFun Object Corresponding to a CppAD Graph
from_json
ADFun Object Corresponding to a Json AD Graph
from_json.cpp
Convert Jason Graph to an ADFun Object: Example and Test
fun_assign.cpp
ADFun Assignment: Example and Test
fun_check.cpp
ADFun Check and Re-Tape: Example and Test
fun_property
ADFun Function Properties
fun_property.cpp
ADFun Function Properties: Example and Test
FunCheck
Check an ADFun Sequence of Operations
FunConstruct
Construct an ADFun Object and Stop Recording
function_name
Setting and Getting a Function's Name
function_name.cpp
ADFun Function Name: Example and Test
FunDeprecated
ADFun Object Deprecated Member Functions
G
General
General Examples
general.cpp
CppAD Examples and Tests
get_adolc.sh
Download and Install Adolc in Build Directory
get_colpack.sh
Download and Install ColPack in Build Directory
get_cppadcg.sh
Download and Install CppADCodeGen in Build Directory
get_eigen.sh
Download and Install Eigen in Build Directory
get_fadbad.sh
Download and Install Fadbad in Build Directory
get_ipopt.sh
Download and Install Ipopt in Build Directory
get_optional.sh
Download and Install The CppAD Optional Packages
get_sacado.sh
Download and Install Sacado in Build Directory
get_started.cpp
Getting Started Using CppAD to Compute Derivatives
glossary
Glossary
graph_add_op.cpp
C++ AD Graph add Operator: Example and Test
graph_atom4_op.cpp
C++ AD Graph Atomic Four Functions: Example and Test
graph_atom_op.cpp
C++ AD Graph Atomic Three Functions: Example and Test
graph_azmul_op.cpp
C++ AD Graph add Operator: Example and Test
graph_cexp_op.cpp
C++ AD Graph Conditional Expressions: Example and Test
graph_comp_op.cpp
C++ AD Graph Comparison Operators: Example and Test
graph_discrete_op.cpp
C++ AD Graph add Operator: Example and Test
graph_div_op.cpp
C++ AD Graph div Operator: Example and Test
graph_mul_op.cpp
C++ AD Graph mul Operator: Example and Test
graph_op_enum
C++ AD Graph Operator Enum Type
graph_pow_op.cpp
C++ AD Graph pow Operator: Example and Test
graph_print_op.cpp
C++ AD Graph print Operator: Example and Test
graph_sub_op.cpp
C++ AD Graph sub Operator: Example and Test
graph_sum_op.cpp
C++ AD Graph sum Operator: Example and Test
graph_unary_op.cpp
Graph Unary Operator: Example and Test
H
harmonic.cpp
Multi-Threading Harmonic Summation Example / Test
harmonic_common
Common Variables Used by Multi-threading Sum of 1/i
harmonic_setup
Set Up Multi-threading Sum of 1/i
harmonic_sum
Multi-Threaded Implementation of Summation of 1/i
harmonic_takedown
Take Down Multi-threading Sum of 1/i
harmonic_time
Timing Test of Multi-Threaded Summation of 1/i
harmonic_worker
Do One Thread's Work for Sum of 1/i
hes_lagrangian.cpp
Hessian of Lagrangian and ADFun Default Constructor: Example and Test
hes_lu_det.cpp
Gradient of Determinant Using LU Factorization: Example and Test
hes_minor_det.cpp
Gradient of Determinant Using Expansion by Minors: Example and Test
hes_times_dir.cpp
Hessian Times Direction: Example and Test
Hessian
Hessian: Easy Driver
hessian.cpp
Hessian: Example and Test
I
include_deprecated
Deprecated Include Files
Independent
Declare Independent Variables and Start Recording
independent.cpp
Independent and ADFun Constructor: Example and Test
index_sort
Returns Indices that Sort a Vector
index_sort.cpp
Index Sort: Example and Test
Install
CppAD Download, Test, and Install Instructions
Integer
Convert From AD to Integer
integer.cpp
Convert From AD to Integer: Example and Test
interface2c.cpp
Interfacing to C: Example and Test
interp_onetape.cpp
Interpolation With Out Retaping: Example and Test
interp_retape.cpp
Interpolation With Retaping: Example and Test
Introduction
An Introduction by Example to Algorithmic Differentiation
ipopt
Including Ipopt Library Examples, Tests, and pkg-config
ipopt_solve
Use Ipopt to Solve a Nonlinear Programming Problem
ipopt_solve_get_started.cpp
Nonlinear Programming Using CppAD and Ipopt: Example and Test
ipopt_solve_ode_inverse.cpp
ODE Inverse Problem Definitions: Source Code
ipopt_solve_retape.cpp
Nonlinear Programming Retaping: Example and Test
J
jac_lu_det.cpp
Gradient of Determinant Using Lu Factorization: Example and Test
jac_minor_det.cpp
Gradient of Determinant Using Expansion by Minors: Example and Test
Jacobian
Jacobian: Driver Routine
jacobian.cpp
Jacobian: Example and Test
jit_atomic.cpp
Atomic Callbacks in JIT Function: Example and Test
jit_compile.cpp
JIT Compiler Options: Example and Test
jit_dynamic.cpp
JIT With Dynamic Parameters: Example and Test
jit_get_started.cpp
JIT Computation of Derivatives: Example and Test
jit_to_csrc.cpp
C Source Code Corresponding to a Function: Example and Test
json_ad_graph
Json Representation of an AD Graph
json_add_op.cpp
Json add Operator: Example and Test
json_atom4_op.cpp
Json Atomic Function Operator: Example and Test
json_atom_op.cpp
Json Atomic Function Three Operator: Example and Test
json_azmul_op.cpp
Json azmul Operator: Example and Test
json_cexp_op.cpp
Json Conditional Expressions: Example and Test
json_comp_op.cpp
Json Comparison Operators: Example and Test
json_discrete_op.cpp
Json add Operator: Example and Test
json_div_op.cpp
Json div Operator: Example and Test
json_get_started.cpp
Json Get Started: Example and Test
json_graph_op
Json AD Graph Operator Definitions
json_mul_op.cpp
Json mul Operator: Example and Test
json_pow_op.cpp
Json pow Operator: Example and Test
json_print_op.cpp
Json AD Graph print Operator: Example and Test
json_sparse.cpp
Json Representation of a Sparse Matrix: Example and Test
json_sub_op.cpp
Json sub Operator: Example and Test
json_sum_op.cpp
Json sum Operator: Example and Test
json_unary_op.cpp
Json Unary Operators: Example and Test
L
License
Your License for the CppAD Software
link_det_lu
Speed Testing Gradient of Determinant Using Lu Factorization
link_det_minor
Speed Testing Gradient of Determinant by Minor Expansion
link_dll_lib
Link a Dynamic Link Library
link_mat_mul
Speed Testing Derivative of Matrix Multiply
link_ode
Speed Testing the Jacobian of Ode Solution
link_poly
Speed Testing Second Derivative of a Polynomial
link_routines
Package Specific Speed Test Linking Routines
link_sparse_hessian
Link to Speed Test Sparse Hessian
link_sparse_jacobian
Speed Testing Sparse Jacobians
ListAllExamples
List All (Except Deprecated) CppAD Examples
log
The Exponential Function: log
log.cpp
The AD log Function: Example and Test
log10
The Base 10 Logarithm Function: log10
log10.cpp
The AD log10 Function: Example and Test
log1p
The Logarithm of One Plus Argument: log1p
log1p.cpp
The AD log1p Function: Example and Test
log_forward
Logarithm Function Forward Mode Theory
log_reverse
Logarithm Function Reverse Mode Theory
lp_box
abs_normal: Solve a Linear Program With Box Constraints
lp_box.cpp
abs_normal lp_box: Example and Test
lp_box.hpp
lp_box Source Code
lu_factor.cpp
LuFactor: Example and Test
lu_factor.hpp
Source: LuFactor
lu_invert.cpp
LuInvert: Example and Test
lu_invert.hpp
Source: LuInvert
lu_ratio.cpp
LuRatio: Example and Test
lu_solve.cpp
LuSolve With Complex Arguments: Example and Test
lu_solve.hpp
Source: LuSolve
lu_vec_ad.cpp
Lu Factor and Solve with Recorded Pivoting
lu_vec_ad_ok.cpp
Lu Factor and Solve With Recorded Pivoting: Example and Test
LuDetAndSolve
Compute Determinants and Solve Equations by LU Factorization
LuFactor
LU Factorization of A Square Matrix
LuInvert
Invert an LU Factored Equation
LuRatio
LU Factorization of A Square Matrix and Stability Calculation
LuSolve
Compute Determinant and Solve Linear Equations
M
main_compare_c
Main Program For Comparing C and C++ Speed
mat_sum_sq
Sum Elements of a Matrix Times Itself
mat_sum_sq.cpp
Sum of the Elements of the Square of a Matrix: Example and Test
mat_sum_sq.hpp
Source: mat_sum_sq
memory_leak
Memory Leak Detection
min_nso_linear
Non-Smooth Optimization Using Abs-normal Linear Approximations
min_nso_linear.cpp
abs_normal min_nso_linear: Example and Test
min_nso_linear.hpp
min_nso_linear Source Code
min_nso_quad
Non-Smooth Optimization Using Abs-normal Quadratic Approximations
min_nso_quad.cpp
abs_normal min_nso_quad: Example and Test
min_nso_quad.hpp
min_nso_quad Source Code
mul.cpp
AD Binary Multiplication: Example and Test
mul_eq.cpp
AD Compound Assignment Multiplication: Example and Test
mul_level
Using Multiple Levels of AD
mul_level.cpp
Multiple Level of AD: Example and Test
mul_level_adolc.cpp
Using Adolc with Multiple Levels of Taping: Example and Test
mul_level_adolc_ode.cpp
Taylor's Ode Solver: A Multi-Level Adolc Example and Test
mul_level_ode.cpp
Taylor's Ode Solver: A Multi-Level AD Example and Test
multi_atomic_three.cpp
Multi-Threading atomic_three Example / Test
multi_atomic_three_common
Multi-Threaded atomic_three Common Information
multi_atomic_three_run
Run Multi-Threaded atomic_three Calculation
multi_atomic_three_setup
Multi-Threaded atomic_three Set Up
multi_atomic_three_takedown
Multi-Threaded atomic_three Take Down
multi_atomic_three_time
Timing Test for Multi-Threaded atomic_three Calculation
multi_atomic_three_user
Defines a atomic_three Operation that Computes Square Root
multi_atomic_three_worker
Multi-Threaded atomic_three Worker
multi_atomic_two.cpp
Multi-Threading atomic_two Example / Test
multi_atomic_two_common
Multi-Threaded atomic_two Common Information
multi_atomic_two_run
Run Multi-Threaded atomic_two Calculation
multi_atomic_two_setup
Multi-Threaded atomic_two Set Up
multi_atomic_two_takedown
Multi-Threaded atomic_two Take Down
multi_atomic_two_time
Timing Test for Multi-Threaded atomic_two Calculation
multi_atomic_two_user
Defines a atomic_two Operation that Computes Square Root
multi_atomic_two_worker
Multi-Threaded atomic_two Worker
multi_chkpoint_one.cpp
Multi-Threading chkpoint_one Example / Test
multi_chkpoint_one_algo
chkpoint_one Algorithm that Computes Square Root
multi_chkpoint_one_common
Multi-Threaded chkpoint_one Common Information
multi_chkpoint_one_run
Run Multi-Threaded chkpoint_one Calculation
multi_chkpoint_one_setup
Multi-Threaded chkpoint_one Set Up
multi_chkpoint_one_takedown
Multi-Threaded chkpoint_one Take Down
multi_chkpoint_one_time
Timing Test for Multi-Threaded chkpoint_one Calculation
multi_chkpoint_one_worker
Multi-Threaded chkpoint_one Worker
multi_chkpoint_two.cpp
Multi-Threading chkpoint_two Example / Test
multi_chkpoint_two_algo
chkpoint_two Algorithm that Computes Square Root
multi_chkpoint_two_common
Multi-Threaded chkpoint_two Common Information
multi_chkpoint_two_run
Run Multi-Threaded chkpoint_two Calculation
multi_chkpoint_two_setup
Multi-Threaded chkpoint_two Set Up
multi_chkpoint_two_takedown
Multi-Threaded chkpoint_two Take Down
multi_chkpoint_two_time
Timing Test for Multi-Threaded chkpoint_two Calculation
multi_chkpoint_two_worker
Multi-Threaded chkpoint_two Worker
multi_newton.cpp
Multi-Threaded Newton Method Example / Test
multi_newton_common
Common Variables use by Multi-Threaded Newton Method
multi_newton_run
A Multi-Threaded Newton's Method
multi_newton_setup
Set Up Multi-Threaded Newton Method
multi_newton_takedown
Take Down Multi-threaded Newton Method
multi_newton_time
Timing Test of Multi-Threaded Newton Method
multi_newton_worker
Do One Thread's Work for Multi-Threaded Newton Method
multi_thread
Using CppAD in a Multi-Threading Environment
N
nan
Obtain Nan or Determine if a Value is Nan
nan.cpp
nan: Example and Test
near_equal.cpp
NearEqual Function: Example and Test
near_equal_ext.cpp
Compare AD with Base Objects: Example and Test
NearEqual
Determine if Two Values Are Nearly Equal
NearEqualExt
Compare AD and Base Objects for Nearly Equal
new_dynamic
Change the Dynamic Parameters
new_dynamic.cpp
Dynamic Parameters: Example and Test
num_limits.cpp
Numeric Limits: Example and Test
number_skip
Number of Variables that Can be Skipped
number_skip.cpp
Number of Variables That Can be Skipped: Example and Test
numeric_ad
Some Numerical AD Utilities
numeric_limits
Numeric Limits For an AD and Base Types
numeric_type.cpp
The NumericType: Example and Test
NumericType
Definition of a Numeric Type
O
ode_err_control.cpp
OdeErrControl: Example and Test
ode_err_maxabs.cpp
OdeErrControl: Example and Test Using Maxabs Argument
ode_evaluate
Evaluate a Function Defined in Terms of an ODE
ode_evaluate.cpp
ode_evaluate: Example and test
ode_evaluate.hpp
Source: ode_evaluate
ode_gear.cpp
OdeGear: Example and Test
ode_gear_control.cpp
OdeGearControl: Example and Test
ode_stiff.cpp
A Stiff Ode: Example and Test
OdeErrControl
An Error Controller for ODE Solvers
OdeGear
An Arbitrary Order Gear Method
OdeGearControl
An Error Controller for Gear's Ode Solvers
old_max_num_threads
Set Maximum Number of Threads for omp_alloc Allocator
omp_alloc
A Quick OpenMP Memory Allocator Used by CppAD
omp_available
Amount of Memory Available for Quick Use by a Thread
omp_create_array
Allocate Memory and Create A Raw Array
omp_delete_array
Return A Raw Array to The Available Memory for a Thread
omp_efficient
Check If A Memory Allocation is Efficient for Another Use
omp_free_available
Free Memory Currently Available for Quick Use by a Thread
omp_get_memory
Get At Least A Specified Amount of Memory
omp_get_thread_num
Get the Current OpenMP Thread Number
omp_in_parallel
Is The Current Execution in OpenMP Parallel Mode
omp_inuse
Amount of Memory a Thread is Currently Using
omp_max_num_threads
Set and Get Maximum Number of Threads for omp_alloc Allocator
omp_max_thread
OpenMP Parallel Setup
omp_return_memory
Return Memory to omp_alloc
opt_val_hes
Jacobian and Hessian of Optimal Values
opt_val_hes.cpp
opt_val_hes: Example and Test
optimize
Optimize an ADFun Object Tape
optimize_compare_op.cpp
Optimize Comparison Operators: Example and Test
optimize_conditional_skip.cpp
Optimize Conditional Expressions: Example and Test
optimize_cumulative_sum.cpp
Optimize Cumulative Sum Operations: Example and Test
optimize_forward_active.cpp
Optimize Forward Activity Analysis: Example and Test
optimize_nest_conditional.cpp
Optimize Nested Conditional Expressions: Example and Test
optimize_print_for.cpp
Optimize Print Forward Operators: Example and Test
optimize_reverse_active.cpp
Optimize Reverse Activity Analysis: Example and Test
optimize_twice.cpp
Optimizing Twice: Example and Test
other_adfun
Other Ways to Create an ADFun Object
P
parallel_ad
Enable AD Calculations During Parallel Mode
pkgconfig
CppAD pkg-config Files
Poly
Evaluate a Polynomial or its Derivative
poly.cpp
Polynomial Evaluation: Example and Test
poly.hpp
Source: Poly
pow
The AD Power Function
pow.cpp
The AD Power Function: Example and Test
pow_forward
Power Function Forward Mode Theory
pow_int
The Integer Power Function
pow_int.cpp
The Pow Integer Exponent: Example and Test
pow_nan.cpp
pow: Nan in Result of Pow Function: Example and Test
pow_reverse
Power Function Reverse Mode Theory
preprocessor
CppAD API Preprocessor Symbols
print_for_cout.cpp
Printing During Forward Mode: Example and Test
print_for_string.cpp
Print During Zero Order Forward Mode: Example and Test
print_graph.cpp
Print a C++ AD Graph: Example and Test
PrintFor
Printing AD Values During Forward Mode
Q
qp_box
abs_normal: Solve a Quadratic Program With Box Constraints
qp_box.cpp
abs_normal qp_box: Example and Test
qp_box.hpp
qp_box Source Code
qp_interior
Solve a Quadratic Program Using Interior Point Method
qp_interior.cpp
abs_normal qp_interior: Example and Test
qp_interior.hpp
qp_interior Source Code
R
rc_sparsity.cpp
Preferred Sparsity Patterns: Row and Column Indices: Example and Test
record_adfun
Create an ADFun Object by Recording an Operation Sequence
repeat_det_by_minor_c
Repeat det_by_minor Routine A Specified Number of Times
research
Research and Software Engineering Projects Related to CppAD
rev_checkpoint.cpp
Reverse Mode General Case (Checkpointing): Example and Test
rev_hes_sparsity
Reverse Mode Hessian Sparsity Patterns
rev_hes_sparsity.cpp
Reverse Mode Hessian Sparsity: Example and Test
rev_jac_sparsity
Reverse Mode Jacobian Sparsity Patterns
rev_jac_sparsity.cpp
Reverse Mode Jacobian Sparsity: Example and Test
rev_one.cpp
First Order Derivative Driver: Example and Test
rev_sparse_hes.cpp
Reverse Mode Hessian Sparsity: Example and Test
rev_sparse_jac.cpp
Reverse Mode Jacobian Sparsity: Example and Test
rev_two.cpp
Second Partials Reverse Driver: Example and Test
Reverse
Reverse Mode
reverse_any
Any Order Reverse Mode
reverse_identity
An Important Reverse Mode Identity
reverse_one
First Order Reverse Mode
reverse_one.cpp
First Order Reverse Mode: Example and Test
reverse_three.cpp
Third Order Reverse Mode: Example and Test
reverse_two
Second Order Reverse Mode
reverse_two.cpp
Second Order Reverse ModeExample and Test
ReverseTheory
The Theory of Reverse Mode
RevOne
First Order Derivative: Driver Routine
RevSparseHes
Hessian Sparsity Pattern: Reverse Mode
RevSparseJac
Jacobian Sparsity Pattern: Reverse Mode
RevTwo
Reverse Mode Second Partial Derivative Driver
romberg_one.cpp
One Dimensional Romberg Integration: Example and Test
RombergMul
Multi-dimensional Romberg Integration
Rombergmul.cpp
One Dimensional Romberg Integration: Example and Test
RombergOne
One DimensionalRomberg Integration
Rosen34
A 3rd and 4th Order Rosenbrock ODE Solver
rosen_34.cpp
rosen_34: Example and Test
Runge45
An Embedded 4th and 5th Order Runge-Kutta ODE Solver
runge45_1.cpp
Runge45: Example and Test
runge_45.cpp
Runge45: Example and Test
S
sacado_det_lu.cpp
Sacado Speed: Gradient of Determinant Using Lu Factorization
sacado_det_minor.cpp
Sacado Speed: Gradient of Determinant by Minor Expansion
sacado_mat_mul.cpp
Sacado Speed: Matrix Multiplication
sacado_ode.cpp
Sacado Speed: Gradient of Ode Solution
sacado_poly.cpp
Sacado Speed: Second Derivative of a Polynomial
sacado_prefix
Including Sacado Speed Tests
sacado_sparse_hessian.cpp
Sacado Speed: Sparse Hessian
sacado_sparse_jacobian.cpp
Sacado Speed: sparse_jacobian
set_union
Union of Standard Sets
set_union.cpp
Set Union: Example and Test
sign
The Sign: sign
sign.cpp
Sign Function: Example and Test
simple_ad_bthread.cpp
A Simple Boost Threading AD: Example and Test
simple_ad_openmp.cpp
A Simple OpenMP AD: Example and Test
simple_ad_pthread.cpp
A Simple pthread AD: Example and Test
simple_vector.cpp
Simple Vector Template Class: Example and Test
SimpleVector
C++ Concept: A Simple Vector
simplex_method
abs_normal: Solve a Linear Program Using Simplex Method
simplex_method.cpp
abs_normal simplex_method: Example and Test
simplex_method.hpp
simplex_method Source Code
sin
The Sine Function: sin
sin.cpp
The AD sin Function: Example and Test
sin_cos_forward
Trigonometric and Hyperbolic Sine and Cosine Forward Theory
sin_cos_reverse
Trigonometric and Hyperbolic Sine and Cosine Reverse Theory
sinh
The Hyperbolic Sine Function: sinh
sinh.cpp
The AD sinh Function: Example and Test
size_order
Number Taylor Coefficient Orders Currently Stored
sparse2eigen
Convert A CppAD Sparse Matrix to an Eigen Sparse Matrix
sparse2eigen.cpp
Converting CppAD Sparse Matrix to Eigen Format: Example and Test
sparse_derivative
Calculating Sparse Derivatives
sparse_hes
Computing Sparse Hessians
sparse_hes.cpp
Computing Sparse Hessian: Example and Test
sparse_hes_fun
Evaluate a Function That Has a Sparse Hessian
sparse_hes_fun.cpp
sparse_hes_fun: Example and test
sparse_hes_fun.hpp
Source: sparse_hes_fun
sparse_hessian
Sparse Hessian
sparse_hessian.cpp
Sparse Hessian: Example and Test
sparse_jac
Computing Sparse Jacobians
sparse_jac_for.cpp
Computing Sparse Jacobian Using Forward Mode: Example and Test
sparse_jac_fun
Evaluate a Function That Has a Sparse Jacobian
sparse_jac_fun.cpp
sparse_jac_fun: Example and test
sparse_jac_fun.hpp
Source: sparse_jac_fun
sparse_jac_rev.cpp
Computing Sparse Jacobian Using Reverse Mode: Example and Test
sparse_jacobian
Sparse Jacobian
sparse_jacobian.cpp
Sparse Jacobian: Example and Test
sparse_rc
Row and Column Index Sparsity Patterns
sparse_rc.cpp
sparse_rc: Example and Test
sparse_rcv
Sparse Matrix Row, Column, Value Representation
sparse_rcv.cpp
sparse_rcv: Example and Test
sparse_sub_hes.cpp
Subset of a Sparse Hessian: Example and Test
sparsity_pattern
Calculating Sparsity Patterns
sparsity_sub.cpp
Sparsity Patterns For a Subset of Variables: Example and Test
speed
Speed Test an Operator Overloading AD Package
speed_adolc
Speed Test of Derivatives Using Adolc
speed_cppad
Speed Test Derivatives Using CppAD
speed_cppad_jit
Speed Test Derivatives Using cppad_jit
speed_cppadcg
Speed Test Derivatives Using Cppadcg
speed_double
Speed Test of Functions in Double
speed_example.cpp
Run the Speed Examples
speed_fadbad
Speed Test Derivatives Using Fadbad
speed_main
Running the Speed Test Program
speed_program.cpp
Example Use of SpeedTest
speed_sacado
Speed Test Derivatives Using Sacado
speed_test
Run One Speed Test and Return Results
speed_test.cpp
speed_test: Example and test
speed_utility
Speed Testing Utilities
speed_xpackage
Speed Test Example and Template for a New Package
SpeedTest
Run One Speed Test and Print Results
sqrt
The Square Root Function: sqrt
sqrt.cpp
The AD sqrt Function: Example and Test
sqrt_forward
Square Root Function Forward Mode Theory
sqrt_reverse
Square Root Function Reverse Mode Theory
stack_machine.cpp
Example Differentiating a Stack Machine Interpreter
sub.cpp
AD Binary Subtraction: Example and Test
sub_eq.cpp
AD Compound Assignment Subtraction: Example and Test
sub_sparse_hes.cpp
Computing Sparse Hessian for a Subset of Variables
subgraph_hes2jac.cpp
Sparse Hessian Using Subgraphs and Jacobian: Example and Test
subgraph_jac_rev
Compute Sparse Jacobians Using Subgraphs
subgraph_jac_rev.cpp
Computing Sparse Jacobian Using Reverse Mode: Example and Test
subgraph_reverse
Reverse Mode Using Subgraphs
subgraph_reverse.cpp
Computing Reverse Mode on Subgraphs: Example and Test
subgraph_sparsity
Subgraph Dependency Sparsity Patterns
subgraph_sparsity.cpp
Subgraph Dependency Sparsity Patterns: Example and Test
switch_var_dyn.cpp
Switching Between Variables and Dynamic Parameters: Example and Test
T
ta_available
Amount of Memory Available for Quick Use by a Thread
ta_create_array
Allocate An Array and Call Default Constructor for its Elements
ta_delete_array
Deallocate An Array and Call Destructor for its Elements
ta_free_all
Free All Memory That Was Allocated for Use by thread_alloc
ta_free_available
Free Memory Currently Available for Quick Use by a Thread
ta_get_memory
Get At Least A Specified Amount of Memory
ta_hold_memory
Control When Thread Alloc Retains Memory For Future Use
ta_in_parallel
Is The Current Execution in Parallel Mode
ta_inuse
Amount of Memory a Thread is Currently Using
ta_num_threads
Get Number of Threads
ta_parallel_setup
Setup thread_alloc For Use in Multi-Threading Environment
ta_return_memory
Return Memory to thread_alloc
ta_thread_num
Get the Current Thread Number
tan
The Tangent Function: tan
tan.cpp
The AD tan Function: Example and Test
tan_forward
Tangent and Hyperbolic Tangent Forward Taylor Polynomial Theory
tan_reverse
Tangent and Hyperbolic Tangent Reverse Mode Theory
tanh
The Hyperbolic Tangent Function: tanh
tanh.cpp
The AD tanh Function: Example and Test
tape_index.cpp
Taping Array Index Operation: Example and Test
taylor_ode
AD Theory for Solving ODE's Using Taylor's Method
taylor_ode.cpp
Taylor's Ode Solver: An Example and Test
team_bthread.cpp
Boost Thread Implementation of a Team of AD Threads
team_example.cpp
Using a Team of AD Threads: Example and Test
team_openmp.cpp
OpenMP Implementation of a Team of AD Threads
team_pthread.cpp
Pthread Implementation of a Team of AD Threads
team_thread.hpp
Specifications for A Team of AD Threads
test_boolofvoid
Object that Runs a Group of Tests
testvector
Using The CppAD Test Vector Template Class
Theory
The Theory of Derivative Calculations
thread_alloc
A Fast Multi-Threading Memory Allocator
thread_alloc.cpp
Fast Multi-Threading Memory Allocator: Example and Test
thread_test.cpp
Run Multi-Threading Examples and Speed Tests
time_det_by_minor_c
Determine Amount of Time to Execute det_by_minor
time_test
Determine Amount of Time to Execute a Test
time_test.cpp
time_test: Example and test
to_csrc
C Source Code Corresponding to an ADFun Object
to_graph
Create a C++ AD Graph Corresponding to an ADFun Object
to_json
Json AD Graph Corresponding to an ADFun Object
to_json.cpp
Convert an ADFun Object to a Json AD Graph: Example and Test
to_string
Convert Certain Types to a String
to_string.cpp
to_string: Example and Test
TrackNewDel
Routines That Track Use of New and Delete
U
unary_minus.cpp
AD Unary Minus Operator: Example and Test
unary_plus.cpp
AD Unary Plus Operator: Example and Test
unary_standard_math
The Unary Standard Math Functions
UnaryMinus
AD Unary Minus Operator
UnaryPlus
AD Unary Plus Operator
uniform_01
Simulate a [0,1] Uniform Random Variate
uniform_01.hpp
Source: uniform_01
uniform_01_c
Simulate a [0,1] Uniform Random Variate
utility
Some General Purpose Utilities
V
Value
Convert From an AD Type to its Base Type
value.cpp
Convert From AD to its Base Type: Example and Test
Var2Par
Convert an AD Variable or Dynamic Parameter to a Constant
var2par.cpp
Convert a Variable or Dynamic Parameter a Constant: Example and Test
vec_ad.cpp
AD Vectors that Record Index Operations: Example and Test
VecAD
AD Vectors that Record Index Operations
vector_bool.cpp
CppAD::vectorBool Class: Example and Test
W
whats_new
Changes and Additions to CppAD
whats_new_03
Changes and Additions to CppAD During 2003
whats_new_04
Changes and Additions to CppAD During 2004
whats_new_05
Changes and Additions to CppAD During 2005
whats_new_06
Changes and Additions to CppAD During 2006
whats_new_07
Changes and Additions to CppAD During 2007
whats_new_08
Changes and Additions to CppAD During 2008
whats_new_09
Changes and Additions to CppAD During 2009
whats_new_10
Changes and Additions to CppAD During 2010
whats_new_11
Changes and Additions to CppAD During 2011
whats_new_12
CppAD Changes and Additions During 2012
whats_new_13
CppAD Changes and Additions During 2013
whats_new_14
CppAD Changes and Additions During 2014
whats_new_15
CppAD Changes and Additions During 2015
whats_new_16
Changes and Additions to CppAD During 2016
whats_new_17
Changes and Additions to CppAD During 2017
whats_new_18
Changes and Additions to CppAD During 2018
whats_new_19
Changes and Additions to CppAD During 2019
whats_new_20
Changes and Additions to CppAD During 2020
whats_new_21
Changes and Additions to CppAD During 2021
whats_new_22
Changes and Additions to CppAD During 2022
wish_list
The CppAD Wish List
wno_conversion
Suppress Suspect Implicit Conversion Warnings
X
xpackage_det_lu.cpp
Xpackage Speed: Gradient of Determinant Using Lu Factorization
xpackage_det_minor.cpp
Xpackage Speed: Gradient of Determinant by Minor Expansion
xpackage_mat_mul.cpp
Xpackage Speed: Matrix Multiplication
xpackage_ode.cpp
Xpackage Speed: Ode
xpackage_poly.cpp
Xpackage Speed: Second Derivative of a Polynomial
xpackage_sparse_hessian.cpp
Xpackage Speed: Sparse Hessian
xpackage_sparse_jacobian.cpp
Xpackage Speed: sparse_jacobian
Z
zdouble
zdouble: An AD Base Type With Absolute Zero