ADOL-C

ADOL-C is a C++ library for algorithmic differentiation. It supports taped forward and reverse mode, tapeless forward mode, higher-order derivatives, sparse Jacobians and Hessians, abs-linearization, checkpointing, external differentiated functions, and parallel tape evaluation.

Documentation

• Tutorials: examples compiled and checked by the documentation build.
• Developer guide: tape recording, sweeps, buffers, and synchronization.
• Contribution guide: builds, tests, and coding conventions.
• Classes and files: API reference.
• Manual: mathematical background and differentiation algorithms.

Project

• Source code
• Issue tracker
• License