dco/c++ implements Algorithmic Differentiation by overloading in C++. It comes with a growing number of features, e.g., derivatives of arbitrary order, vector forward and reverse mode, user-defined tangent or adjoint projections, activity analysis, disc tape, and a lot more. Additionally, dco/c++ serves as a back-end for dco/fortran.
Keywords for this software
References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
- Naumann, Uwe: Adjoint code design patterns (2019)
- Sagebaum, Max; Albring, Tim; Gauger, Nicolas R.: High-performance derivative computations using CoDiPack (2019)
- Hück, Alexander; Bischof, Christian; Sagebaum, Max; Gauger, Nicolas R.; Jurgelucks, Benjamin; Larour, Eric; Perez, Gilberto: A usability case study of algorithmic differentiation tools on the ISSM ice sheet model (2018)
- Beinker, Mark; Schlenkrich, Sebastian: Accurate vega calculation for Bermudan swaptions (2017)
- Naumann, Uwe; Lotz, Johannes; Leppkes, Klaus; Towara, Markus: Algorithmic differentiation of numerical methods: tangent and adjoint solvers for parameterized systems of nonlinear equations (2015)
- Lotz, Johannes; Naumann, Uwe; Ungermann, Jörn: Hierarchical algorithmic differentiation: a case study (2012)