FADBAD++

FADBAD++ implements the forward, backward and Taylor methods utilizing C++ templates and operator overloading. These AD-templates enable the user to differentiate functions that are implemented in arithmetic types, such as doubles and intervals. One of the major ideas in FADBAD++ is that the AD-template types also behave like arithmetic types. This property of the AD-templates enables the user to differentiate a C++ function by replacing all occurrences of the original arithmetic type with the AD-template version. This transparency of behavior also makes it possible to generate high order derivatives by applying the AD-templates on themselves, enabling the user to combine the AD methods very easily.


References in zbMATH (referenced in 58 articles )

Showing results 41 to 58 of 58.
Sorted by year (citations)
  1. Kamikawa, Ayako; Kawahara, Mutsuto: Optimal control of fluid forces using second order automatic differentiation (2009)
  2. Rauh, Andreas; Brill, Michael; Günther, Clemens: A novel interval arithmetic approach for solving differential-algebraic equations with \textscValEncIA-IVP (2009)
  3. Rauh, Andreas; Minisini, Johanna; Hofer, Eberhard: Verification techniques for sensitivity analysis and design of controllers for nonlinear dynamic systems with uncertainties (2009)
  4. Bischof, Christian H.; Hovland, Paul D.; Norris, Boyana: On the implementation of automatic differentiation tools (2008)
  5. Giles, M. B.: Monte Carlo evaluation of sensitivities in computational finance (2008)
  6. Nedialkov, Nedialko S.; Pryce, John D.: Solving differential algebraic equations by Taylor series. III: The DAETs code (2008)
  7. Auer, Ekaterina: Interval modeling of dynamics for multibody systems (2007)
  8. Lin, Youdong; Stadtherr, Mark A.: Validated solutions of initial value problems for parametric ODEs (2007)
  9. Nedialkov, Nedialko S.; Pryce, John D.: Solving differential-algebraic equations by Taylor series. II: Computing the system Jacobian (2007)
  10. Noack, Antje; Walther, Andrea: Adjoint concepts for the optimal control of Burgers equation (2007)
  11. Joe, Harry; Mahbub-ul Latif, A. H. M.: Computations for the familial analysis of binary traits (2005)
  12. Nedialkov, Nedialko S.; Pryce, John D.: Solving differential-algebraic equations by Taylor series. I: Computing Taylor coefficients (2005)
  13. Takahashi, Yuya; Kawahara, Mutsuto: Optimal control of fluid force around a circular cylinder located in incompressible viscous flow using automatic differentiation (2005)
  14. Bischof, Christian; Lang, Bruno; Vehreschild, Andre: Automatic differentiation for MATLAB programs (2003)
  15. Martins, Joaquim R. R. A.; Sturdza, Peter; Alonso, Juan J.: The complex-step derivative approximation (2003)
  16. Jackson, Kenneth R.; Nedialkov, Nedialko S.: Some recent advances in validated methods for IVPs for ODEs (2002)
  17. Janssen, Micha; Van Hentenryck, Pascal; Deville, Yves: A constraint satisfaction approach for enclosing solutions to parametric ordinary differential equations (2002)
  18. Klein, Wolfram; Walther, Andrea: Application of techniques of computational differentiation to a cooling system (2000)