CppADCodeGen | Source Code Generation for Automatic Differentiation | Math library

CppADCodeGen is a C++ library typically used in Utilities, Math, Deep Learning, Latex applications. CppADCodeGen has no bugs, it has no vulnerabilities and it has low support. However CppADCodeGen has a Non-SPDX License. You can download it from GitHub.

CppADCodeGen performs hybrid Automatic Differentiation (AD), that is, uses operator-overloading and produces source-code. Such source-code can be statically compiled at runtime using an existing compiler and linked dynamically or, alternatively, go through a JIT compilation using Clang/LLVM. The evaluation of differential information can be orders of magnitude faster to compute using a compiled model than using a regular operator overloading strategy. In addition to C source generation, CppADCodeGen can also produce Latex, html+MathML, and dot source-code files for your algorithm. Latex sources can be used to create PDF files for documentation purposes, html+MathML can be used to display your algorithm in a web browser, and dot files can be used to create images with a graph of your model (see graphviz). CppADCodeGen can also be used to perform differentiation index reduction of Differential Algebraic Equations (DAE) through Pantelides, Soares-Secchi, and Dummy Derivatives methods. CppADCodeGen is built on top of the CppAD library, which is a header only C++ AD library using operator overloading.