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Alphabetic Listing of Cross Reference Tags
A
abs
AD Absolute Value Function
Abs.cpp
AD Absolute Value Function: Example and Test
Acos.cpp
The AD acos Function: Example and Test
AcosForward
Arccosine Function Forward Taylor Polynomial Theory
AcosReverse
Arccosine Function Reverse Mode Theory
AD
AD Objects
ad_binary
AD Binary Arithmetic Operators
ad_copy
AD Copy Constructor and Assignment Operator
Add.cpp
AD Binary Addition: Example and Test
AddEq.cpp
AD Computed Assignment Addition: Example and Test
ADFun
ADFun Objects
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_ode.cpp
Adolc Speed: Ode
adolc_poly.cpp
Adolc Speed: Second Derivative of a Polynomial
adolc_sparse_hessian.cpp
Adolc Speed: Sparse Hessian
ADValued
AD Valued Operations and Functions
Appendix
Appendix
Arithmetic
AD Arithmetic Operators and Computed Assignments
Asin.cpp
The AD asin Function: Example and Test
AsinForward
Arcsine Function Forward Taylor Polynomial Theory
AsinReverse
Arcsine Function Reverse Mode Theory
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
AtanForward
Arctangent Function Forward Taylor Polynomial Theory
AtanReverse
Arctangent Function Reverse Mode Theory
B
base_adolc.hpp
Enable use of AD<Base> where Base is Adolc's adouble Type
base_complex.hpp
Enable use of AD<Base> where Base is std::complex<double>
base_require
AD<Base> Requirements for Base Type
BenderQuad
Computing Jacobian and Hessian of Bender's Reduced Objective
BenderQuad.cpp
BenderQuad: Example and Test
Bib
Bibliography
BoolFun
AD Boolean Functions
BoolFun.cpp
AD Boolean Functions: Example and Test
BoolValued
Bool Valued Operations and Functions with AD Arguments
Bugs
Know Bugs and Problems Using CppAD
C
capacity_taylor
Controlling taylor_ Coefficients Memory Allocation
CheckNumericType
Check NumericType Class Concept
CheckNumericType.cpp
The CheckNumericType Function: Example and Test
CheckSimpleVector
Check Simple Vector Concept
CheckSimpleVector.cpp
The CheckSimpleVector Function: Example and Test
Compare
AD Binary Comparison Operators
Compare.cpp
AD Binary Comparison Operators: Example and Test
CompareChange
Comparison Changes During Zero Order Forward Mode
CompareChange.cpp
CompareChange and Re-Tape: Example and Test
ComplexPoly.cpp
Complex Polynomial: Example and Test
compute_assign
AD Computed Assignment Operators
CondExp
AD Conditional Expressions
CondExp.cpp
Conditional Expressions: Example and Test
Convert
Conversion and Printing of AD Objects
CopyAD.cpp
AD Copy Constructor: Example and Test
CopyBase.cpp
AD Constructor From Base Type: Example and Test
Cos.cpp
The AD cos Function: Example and Test
Cosh.cpp
The AD cosh Function: Example and Test
CppAD
CppAD: A Package for Differentiation of C++ Algorithms
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_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_vector
The CppAD::vector Template Class
CppAD_vector.cpp
CppAD::vector Template Class: Example and Test
D
Default
AD Default Constructor
Default.cpp
Default AD Constructor: Example and Test
Dependent
Stop Recording and Store Operation Sequence
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_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
Discrete
Discrete AD Functions
Div.cpp
AD Binary Division: Example and Test
DivEq.cpp
AD Computed Assignment Division: Example and Test
double_det_lu.cpp
Double Speed: Determinant Using Lu Factorization
double_det_minor.cpp
Double Speed: Determinant by Minor Expansion
double_ode.cpp
Double Speed: Ode Solution
double_poly.cpp
Double Speed: Evaluate a Polynomial
double_sparse_hessian.cpp
Double Speed: Sparse Hessian
Drivers
First and Second Derivatives: Easy Drivers
E
Eq.cpp
AD Assignment Operator: Example and Test
EqualOpSeq
Check if Equal and Correspond to Same Operation Sequence
EqualOpSeq.cpp
EqualOpSeq: Example and Test
erf
The AD Error Function
Erf.cpp
The AD erf Function: Example and Test
ErrorHandler
Replacing the CppAD Error Handler
ErrorHandler.cpp
Replacing The CppAD Error Handler: Example and Test
Example
Examples
Example.cpp
Program That Runs the CppAD Examples
example_a11c.cpp
A Simple Parallel Loop
ExampleUtility
Utility Routines used by CppAD Examples
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_main.cpp
Run the exp_2 and exp_eps Tests
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
ExpForward
Exponential Function Forward Taylor Polynomial Theory
ExpReverse
Exponential Function Reverse Mode Theory
F
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_ode.cpp
Fadbad Speed: Ode
fadbad_poly.cpp
Fadbad Speed: Second Derivative of a Polynomial
fadbad_sparse_hessian.cpp
Fadbad Speed: Sparse Hessian
Faq
Frequently Asked Questions and Answers
ForOne
First Order Partial Derivative: Driver Routine
ForOne.cpp
First Order Partial Driver: Example and Test
ForSparseJac
Jacobian Sparsity Pattern: Forward Mode
ForSparseJac.cpp
Forward Mode Jacobian Sparsity: Example and Test
ForTwo
Forward Mode Second Partial Derivative Driver
ForTwo.cpp
Subset of Second Order Partials: Example and Test
Forward
Forward Mode
Forward.cpp
Forward Mode: Example and Test
ForwardAny
Any Order Forward Mode
ForwardOne
First Order Forward Mode: Derivative Values
ForwardTheory
The Theory of Forward Mode
ForwardZero
Zero Order Forward Mode: Function Values
FunCheck
Check an ADFun Sequence of Operations
FunCheck.cpp
ADFun Check and Re-Tape: Example and Test
FunConstruct
Construct an ADFun Object and Stop Recording
FunDeprecated
ADFun Object Deprecated Member Functions
FunEval
Evaluate ADFun Functions, Derivatives, and Sparsity Patterns
G
General
General Examples
get_started.cpp
A Simple Program Using CppAD to Compute Derivatives
glossary
Glossary
H
HesLagrangian.cpp
Hessian of Lagrangian and ADFun Default Constructor: Example and Test
HesLuDet.cpp
Gradient of Determinant Using LU Factorization: Example and Test
HesMinorDet.cpp
Gradient of Determinant Using Expansion by Minors: Example and Test
Hessian
Hessian: Easy Driver
Hessian.cpp
Hessian: Example and Test
HesTimesDir.cpp
Hessian Times Direction: 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
Install
CppAD Download, Test, and Installation Instructions
InstallUnix
Unix Download, Test and Installation
InstallWindows
Windows Download and Test
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_cppad.cpp
Nonlinear Programming Using CppAD and Ipopt: Example and Test
ipopt_cppad_nlp
Nonlinear Programming Using Ipopt and CppAD
J
JacLuDet.cpp
Gradient of Determinant Using Lu Factorization: Example and Test
JacMinorDet.cpp
Gradient of Determinant Using Expansion by Minors: Example and Test
Jacobian
Jacobian: Driver Routine
Jacobian.cpp
Jacobian: Example and Test
L
library
The CppAD General Purpose Library
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_ode
Speed Testing Gradient of Ode Solution
link_poly
Speed Testing Second Derivative of a Polynomial
link_sparse_hessian
Speed Testing Sparse Hessian
ListAllExamples
List of All the CppAD Examples
Log.cpp
The AD log Function: Example and Test
Log10.cpp
The AD log10 Function: Example and Test
LogForward
Logarithm Function Forward Taylor Polynomial Theory
LogReverse
Logarithm Function Reverse Mode Theory
lu_factor.hpp
Source: LuFactor
lu_invert.hpp
Source: LuInvert
lu_solve.hpp
Source: LuSolve
LuDetAndSolve
Compute Determinants and Solve Equations by LU Factorization
LuFactor
LU Factorization of A Square Matrix
LuFactor.cpp
LuFactor: Example and Test
LuInvert
Invert an LU Factored Equation
LuInvert.cpp
LuInvert: Example and Test
LuRatio
LU Factorization of A Square Matrix and Stability Calculation
LuRatio.cpp
LuRatio: Example and Test
LuSolve
Compute Determinant and Solve Linear Equations
LuSolve.cpp
LuSolve With Complex Arguments: Example and Test
LuVecAD
Lu Factor and Solve with Recorded Pivoting
LuVecADOk.cpp
Lu Factor and Solve With Recorded Pivoting: Example and Test
M
MathOther
Other AD Math Functions
Mul.cpp
AD Binary Multiplication: Example and Test
mul_level
Using Multiple Levels of AD
mul_level.cpp
Multiple Tapes: Example and Test
mul_level_adolc.cpp
Using Adolc with Multiple Levels of Taping: Example and Test
MulEq.cpp
AD Computed Assignment Multiplication: Example and Test
multi_newton
Multi-Threaded Newton's Method Routine
multi_newton.cpp
Multi-Threaded Newton's Method Main Program
multi_newton.hpp
OpenMP Multi-Threading Newton's Method Source Code
N
nan
Obtain Nan and Determine if a Value is Nan
nan.cpp
nan: Example and Test
Near_Equal.cpp
NearEqual Function: Example and Test
NearEqual
Determine if Two Values Are Nearly Equal
NearEqualExt
Compare AD and Base Objects for Nearly Equal
NearEqualExt.cpp
Compare AD with Base Objects: Example and Test
not_complex_ad.cpp
Not Complex Differentiable: Example and Test
NumericType
Definition of a Numeric Type
NumericType.cpp
The NumericType: Example and Test
O
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_taylor.cpp
Taylor's Ode Solver: An Example and Test
ode_taylor_adolc.cpp
Using Adolc with Taylor's Ode Solver: An Example and Test
OdeErrControl
An Error Controller for ODE Solvers
OdeErrControl.cpp
OdeErrControl: Example and Test
OdeErrMaxabs.cpp
OdeErrControl: Example and Test Using Maxabs Argument
OdeGear
An Arbitrary Order Gear Method
OdeGear.cpp
OdeGear: Example and Test
OdeGearControl
An Error Controller for Gear's Ode Solvers
OdeGearControl.cpp
OdeGearControl: Example and Test
OdeStiff.cpp
A Stiff Ode: Example and Test
omp_max_thread
OpenMP Maximum Thread Number
openmp_run.sh
Compile and Run the OpenMP Test
Output
AD Output Stream Operator
Output.cpp
AD Output Operator: Example and Test
P
ParVar
Is an AD Object a Parameter or Variable
ParVar.cpp
AD Parameter and Variable Functions: Example and Test
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_int
The Integer Power Function
pow_int.cpp
The Pow Integer Exponent: Example and Test
preprocessor
Preprocessor Definitions Used by CppAD
PrintFor
Printing AD Values During Forward Mode
PrintFor.cpp
Printing During Forward Mode: Example and Test
R
Reverse
Reverse Mode
reverse_any
Any Order Reverse Mode
reverse_any.cpp
Any Order Reverse Mode: Example and Test
reverse_identity
An Important Reverse Mode Identity
reverse_one
First Order Reverse Mode
reverse_one.cpp
First 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
RevOne.cpp
First Order Derivative Driver: Example and Test
RevSparseHes
Hessian Sparsity Pattern: Reverse Mode
RevSparseHes.cpp
Reverse Mode Hessian Sparsity: Example and Test
RevSparseJac
Jacobian Sparsity Pattern: Reverse Mode
RevSparseJac.cpp
Reverse Mode Jacobian Sparsity: Example and Test
RevTwo
Reverse Mode Second Partial Derivative Driver
RevTwo.cpp
Second Partials Reverse Driver: Example and Test
RombergMul
Multi-dimensional Romberg Integration
RombergMul.cpp
One Dimensional Romberg Integration: Example and Test
RombergOne
One DimensionalRomberg Integration
RombergOne.cpp
One Dimensional Romberg Integration: Example and Test
Rosen34
A 3rd and 4th Order Rosenbrock ODE Solver
Rosen34.cpp
Rosen34: Example and Test
Runge45
An Embedded 4th and 5th Order Runge-Kutta ODE Solver
Runge45.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_ode.cpp
Sacado Speed: Gradient of Ode Solution
sacado_poly.cpp
Sacado Speed: Second Derivative of a Polynomial
sacado_sparse_hessian.cpp
Sacado Speed: Sparse Hessian
SeqProperty
ADFun Sequence Properties
SeqProperty.cpp
ADFun Sequence Properties: Example and Test
SimpleVector
Definition of a Simple Vector
SimpleVector.cpp
Simple Vector Template Class: Example and Test
Sin.cpp
The AD sin Function: Example and Test
SinCosForward
Trigonometric and Hyperbolic Sine and Cosine Forward Theory
SinCosReverse
Trigonometric and Hyperbolic Sine and Cosine Reverse Theory
Sinh.cpp
The AD sinh Function: Example and Test
size_taylor
Number Taylor Coefficients, Per Variable, Currently Stored
Sparse
Calculating Sparsity Patterns
sparse_evaluate
Evaluate a Function That Has a Sparse Hessian
sparse_evaluate.cpp
sparse_evaluate: Example and test
sparse_evaluate.hpp
Source: sparse_evaluate
sparse_hessian
Sparse Hessian: Easy Driver
sparse_hessian.cpp
Sparse Hessian: Example and Test
sparse_jacobian
Sparse Jacobian: Easy Driver
sparse_jacobian.cpp
Sparse Jacobian: Example and Test
speed
Speed Test Routines
speed_adolc
Speed Test Derivatives Using Adolc
speed_cppad
Speed Test Derivatives Using CppAD
speed_double
Speed Test Functions in Double
speed_example.cpp
Program That Runs the Speed Examples
speed_fadbad
Speed Test Derivatives Using Fadbad
speed_main
Speed Testing Main 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
SpeedTest
Run One Speed Test and Print Results
Sqrt.cpp
The AD sqrt Function: Example and Test
SqrtForward
Square Root Function Forward Taylor Polynomial Theory
SqrtReverse
Square Root Function Reverse Mode Theory
StackMachine.cpp
Example Differentiating a Stack Machine Interpreter
std_math_ad
AD Standard Math Unary Functions
std_math_unary
Float and Double Standard Math Unary Functions
Sub.cpp
AD Binary Subtraction: Example and Test
SubEq.cpp
AD Computed Assignment Subtraction: Example and Test
subversion
Using Subversion To Download Source Code
sum_i_inv.cpp
Sum of 1/i Main Program
T
Tan.cpp
The AD tan Function: Example and Test
TapeIndex.cpp
Taping Array Index Operation: Example and Test
test_vector
Choosing The Vector Testing Template Class
Theory
The Theory of Derivative Calculations
TrackNewDel
Routines That Track Use of New and Delete
TrackNewDel.cpp
Tracking Use of New and Delete: Example and Test
U
UnaryMinus
AD Unary Minus Operator
UnaryMinus.cpp
AD Unary Minus Operator: Example and Test
UnaryPlus
AD Unary Plus Operator
UnaryPlus.cpp
AD Unary Plus Operator: Example and Test
uniform_01
Simulate a [0,1] Uniform Random Variate
uniform_01.hpp
Source: uniform_01
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 to a Parameter
Var2Par.cpp
Convert an AD Variable to a Parameter: Example and Test
VecAD
AD Vectors that Record Index Operations
VecAD.cpp
AD Vectors that Record Index Operations: Example and Test
vectorBool.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
WishList
The CppAD Wish List