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Algorithm 755: ADOL-C: a package for the automatic differentiation of algorithms written in C/C++

Authors:

Andreas Griewank,

Jean UtkeAuthors Info & Claims

ACM Transactions on Mathematical Software (TOMS), Volume 22, Issue 2

Pages 131 - 167

https://doi.org/10.1145/229473.229474

Published: 01 June 1996 Publication History

Abstract

The C++ package ADOL-C described here 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. Derivative matrices are obtained by columns or rows. For solution curves defined by ordinary differential equations, special routines are provided that evaluate the Taylor coefficient vectors and their Jacobians with respect to the current state vector. The derivative calculations involve a possibly substantial (but always predictable) amount of data that are accessed strictly sequentially and are therefore automatically paged out to external files.

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References

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Index Terms

Algorithm 755: ADOL-C: a package for the automatic differentiation of algorithms written in C/C++

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Published In

cover image ACM Transactions on Mathematical Software

ACM Transactions on Mathematical Software Volume 22, Issue 2

June 1996

128 pages

ISSN:0098-3500

EISSN:1557-7295

DOI:10.1145/229473

Editor:
Ronald Boisvert
National Institute of Standards and Technology, Gaithersburg, MD

Issue’s Table of Contents

Copyright © 1996 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Publication History

Published: 01 June 1996

Published in TOMS Volume 22, Issue 2

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