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cppad.xml @upstream/2015.00.00.7 — raw · history · blame
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 | <?xml version='1.0'?> <html xmlns='http://www.w3.org/1999/xhtml' xmlns:math='http://www.w3.org/1998/Math/MathML' > <head> <title>cppad-20150000.7: A Package for Differentiation of C++ Algorithms</title> <meta http-equiv='Content-Type' content='text/html' charset='utf-8'/> <meta name="description" id="description" content="cppad-20150000.7: A Package for Differentiation of C++ Algorithms"/> <meta name="keywords" id="keywords" content=" Ad algorithmic differentiation automatic C++ algorithm derivative Cppad version cppad-20150000.7: a package for of c++ algorithms syntax introduction example include file cppad.hpp preprocessor symbols symbol namespace "/> <style type='text/css'> body { color : black } body { background-color : white } A:link { color : blue } A:visited { color : purple } A:active { color : purple } </style> <script type='text/javascript' language='JavaScript' src='_cppad_xml.js'> </script> </head> <body> <table><tr> <td> <a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a> </td> <td>Prev</td><td><a href="_contents_xml.htm" target="_top">Next</a> </td><td> <select onchange='choose_across0(this)'> <option>Index-></option> <option>contents</option> <option>reference</option> <option>index</option> <option>search</option> <option>external</option> </select> </td> <td> <select onchange='choose_up0(this)'> <option>Up-></option> <option>CppAD</option> </select> </td> <td> <select onchange='choose_down0(this)'> <option>CppAD-></option> <option>Install</option> <option>Introduction</option> <option>AD</option> <option>ADFun</option> <option>preprocessor</option> <option>multi_thread</option> <option>library</option> <option>ipopt_solve</option> <option>Example</option> <option>speed</option> <option>Appendix</option> </select> </td> <td> <select onchange='choose_current0(this)'> <option>Headings-></option> <option>Syntax</option> <option>Introduction</option> <option>Example</option> <option>Include File</option> <option>Preprocessor Symbols</option> <option>Namespace</option> <option>Contents</option> </select> </td> </tr></table><br/> , <center><b><big><big>cppad-20150000.7: A Package for Differentiation of C++ Algorithms</big></big></b></center> <br/> <b><big><a name="Syntax" id="Syntax">Syntax</a></big></b> <code><font color="blue"><br/> # include <cppad/cppad.hpp></font></code> <br/> <br/> <b><big><a name="Introduction" id="Introduction">Introduction</a></big></b> <br/> We refer to the step by step conversion from an algorithm that computes function values to an algorithm that computes derivative values as <i>Algorithmic Differentiation</i> (often referred to as <i>Automatic Differentiation</i>.) Given a C++ algorithm that computes function values, CppAD generates an algorithm that computes its derivative values. A brief introduction to Algorithmic Differentiation can be found in <a href="http://en.wikipedia.org/wiki/Automatic_differentiation" target="_top"><span style='white-space: nowrap'>wikipedia</span></a> . The web site <a href="http://www.autodiff.org" target="_top"><span style='white-space: nowrap'>autodiff.org</span></a> is dedicated to research about, and promoting the use of, AD. <ol type="1"><li> <a href="http://www.coin-or.org/CppAD/" target="_top"><span style='white-space: nowrap'>CppAD</span></a> uses operator overloading to compute derivatives of algorithms defined in C++. It is distributed by the <a href="http://www.coin-or.org/foundation.html" target="_top"><span style='white-space: nowrap'>COIN-OR Foundation</span></a> with the Eclipse Public License <a href="http://www.opensource.org/licenses/EPL-1.0" target="_top"><span style='white-space: nowrap'>EPL-1.0</span></a> or the GNU General Public License <a href="http://www.opensource.org/licenses/AGPL-3.0" target="_top"><span style='white-space: nowrap'>GPL-3.0</span></a> . Testing and installation is supported for Unix, Microsoft, and Apple operating systems. Extensive user and developer documentation is included. </li><li> An AD of <i>Base</i> <a href="glossary.xml#Operation.Sequence" target="_top"><span style='white-space: nowrap'>operation sequence</span></a> is stored as an <a href="adfun.xml" target="_top"><span style='white-space: nowrap'>AD function object</span></a> which can evaluate function values and derivatives. Arbitrary order <a href="forward.xml" target="_top"><span style='white-space: nowrap'>forward</span></a> and <a href="reverse.xml" target="_top"><span style='white-space: nowrap'>reverse</span></a> mode derivative calculations can be preformed on the operation sequence. Logical comparisons can be included in an operation sequence using AD <a href="condexp.xml" target="_top"><span style='white-space: nowrap'>conditional expressions</span></a> . Evaluation of user defined unary <a href="discrete.xml" target="_top"><span style='white-space: nowrap'>discrete functions</span></a> can also be included in the sequence of operations; i.e., functions that depend on the <a href="glossary.xml#Tape.Independent Variable" target="_top"><span style='white-space: nowrap'>independent variables</span></a> but which have identically zero derivatives (e.g., a step function). </li><li> Derivatives of functions that are defined in terms of other derivatives can be computed using multiple levels of AD; see <a href="mul_level.cpp.xml" target="_top"><span style='white-space: nowrap'>mul_level.cpp</span></a> for a simple example and <a href="mul_level_ode.cpp.xml" target="_top"><span style='white-space: nowrap'>mul_level_ode.cpp</span></a> for a more realistic example. To this end, CppAD can also be used with other AD types; for example see <a href="mul_level_adolc_ode.cpp.xml" target="_top"><span style='white-space: nowrap'>mul_level_adolc_ode.cpp</span></a> . </li><li> A set of programs for doing <a href="speed.xml" target="_top"><span style='white-space: nowrap'>speed</span></a> comparisons between <a href="https://projects.coin-or.org/ADOL-C" target="_top"><span style='white-space: nowrap'>Adolc</span></a> , CppAD, <a href="http://www.imm.dtu.dk/fadbad.html/" target="_top"><span style='white-space: nowrap'>Fadbad</span></a> , and <a href="http://trilinos.sandia.gov/packages/sacado/" target="_top"><span style='white-space: nowrap'>Sacado</span></a> are included. </li><li> Includes a C++ <a href="library.xml" target="_top"><span style='white-space: nowrap'>library</span></a> that is useful for general operator overloaded numerical method. Allows for replacement of the <a href="testvector.xml" target="_top"><span style='white-space: nowrap'>testvector</span></a> template vector class which is used for extensive testing; for example, you can do your testing with the <a href="http://www.boost.org/libs/numeric/ublas/doc/index.htm" target="_top"><span style='white-space: nowrap'>uBlas</span></a> template vector class. </li><li> See <a href="whats_new.xml" target="_top"><span style='white-space: nowrap'>whats_new</span></a> for a list of recent extensions and bug fixes. </li></ol> You can find out about other algorithmic differentiation tools and about algorithmic differentiation in general at the following web sites: <a href="http://en.wikipedia.org/wiki/Automatic_differentiation" target="_top"><span style='white-space: nowrap'>wikipedia</span></a> , <a href="http://www.autodiff.org" target="_top"><span style='white-space: nowrap'>autodiff.org</span></a> . <br/> <br/> <b><big><a name="Example" id="Example">Example</a></big></b> <br/> The file <a href="get_started.cpp.xml" target="_top"><span style='white-space: nowrap'>get_started.cpp</span></a> contains an example and test of using CppAD to compute the derivative of a polynomial. There are many other <a href="example.xml" target="_top"><span style='white-space: nowrap'>examples</span></a> . <br/> <br/> <b><big><a name="Include File" id="Include File">Include File</a></big></b> <br/> The following include directive <code><font color="blue"><span style='white-space: nowrap'><br/>      # include <cppad/cppad.hpp><br/> </span></font></code>includes the CppAD package for the rest of the current compilation unit. <br/> <br/> <b><big><a name="Preprocessor Symbols" id="Preprocessor Symbols">Preprocessor Symbols</a></big></b> <br/> All the <a href="preprocessor.xml" target="_top"><span style='white-space: nowrap'>preprocessor</span></a> symbols used by CppAD begin with eight <code><font color="blue">CppAD</font></code> or <code><font color="blue">CPPAD_</font></code>. <br/> <br/> <b><big><a name="Namespace" id="Namespace">Namespace</a></big></b> <br/> All of the functions and objects defined by CppAD are in the <code><font color="blue">CppAD</font></code> namespace; for example, you can access the <a href="ad.xml" target="_top"><span style='white-space: nowrap'>AD</span></a> types as <code><font color="blue"><span style='white-space: nowrap'><br/>      size_t n = 2;<br/>      CppAD::vector< CppAD::AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> > </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>(</span></font></code><i><span style='white-space: nowrap'>n</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/> </span></font></code>You can abbreviate access to one object or function a <code><font color="blue">using</font></code> command of the form <code><font color="blue"><span style='white-space: nowrap'><br/>      using CppAD::AD<br/>      CppAD::vector< AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> > </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>(</span></font></code><i><span style='white-space: nowrap'>n</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/> </span></font></code>You can abbreviate access to all CppAD objects and functions with a command of the form <code><font color="blue"><span style='white-space: nowrap'><br/>      using namespace CppAD<br/>      vector< AD<</span></font></code><i><span style='white-space: nowrap'>Base</span></i><code><font color="blue"><span style='white-space: nowrap'>> > </span></font></code><i><span style='white-space: nowrap'>x</span></i><code><font color="blue"><span style='white-space: nowrap'>(</span></font></code><i><span style='white-space: nowrap'>n</span></i><code><font color="blue"><span style='white-space: nowrap'>)<br/> </span></font></code>If you include other namespaces in a similar manner, this can cause naming conflicts. <br/> <br/> <b><big><a name="Contents" id="Contents">Contents</a></big></b> <br/> <table> <tr><td><a href="_contents_xml.htm" target="_top">_contents</a></td><td>Table of Contents</td></tr><tr><td><a href="install.xml" target="_top">Install</a></td><td>CppAD Download, Test, and Install Instructions</td></tr><tr><td><a href="introduction.xml" target="_top">Introduction</a></td><td>An Introduction by Example to Algorithmic Differentiation</td></tr><tr><td><a href="ad.xml" target="_top">AD</a></td><td>AD Objects</td></tr><tr><td><a href="adfun.xml" target="_top">ADFun</a></td><td>ADFun Objects</td></tr><tr><td><a href="preprocessor.xml" target="_top">preprocessor</a></td><td>CppAD API Preprocessor Symbols</td></tr><tr><td><a href="multi_thread.xml" target="_top">multi_thread</a></td><td>Using CppAD in a Multi-Threading Environment</td></tr><tr><td><a href="library.xml" target="_top">library</a></td><td>The CppAD General Purpose Library</td></tr><tr><td><a href="ipopt_solve.xml" target="_top">ipopt_solve</a></td><td>Use Ipopt to Solve a Nonlinear Programming Problem</td></tr><tr><td><a href="example.xml" target="_top">Example</a></td><td>Examples</td></tr><tr><td><a href="speed.xml" target="_top">speed</a></td><td>Speed Test an Operator Overloading AD Package</td></tr><tr><td><a href="appendix.xml" target="_top">Appendix</a></td><td>Appendix</td></tr><tr><td><a href="_reference.xml" target="_top">_reference</a></td><td>Alphabetic Listing of Cross Reference Tags</td></tr><tr><td><a href="_index.xml" target="_top">_index</a></td><td>Keyword Index</td></tr><tr><td><a href="_search_xml.htm" target="_top">_search</a></td><td>Search This Web Site</td></tr><tr><td><a href="_external.xml" target="_top">_external</a></td><td>External Internet References</td></tr></table> <hr/>Input File: doc.omh </body> </html> |