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 54 articles )

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  1. Giles, M. B.: Monte Carlo evaluation of sensitivities in computational finance (2008)
  2. Nedialkov, Nedialko S.; Pryce, John D.: Solving differential algebraic equations by Taylor series. III: The DAETs code (2008)
  3. Auer, Ekaterina: Interval modeling of dynamics for multibody systems (2007)
  4. Lin, Youdong; Stadtherr, Mark A.: Validated solutions of initial value problems for parametric ODEs (2007)
  5. Nedialkov, Nedialko S.; Pryce, John D.: Solving differential-algebraic equations by Taylor series. II: Computing the system Jacobian (2007)
  6. Noack, Antje; Walther, Andrea: Adjoint concepts for the optimal control of Burgers equation (2007)
  7. Joe, Harry; Mahbub-ul Latif, A. H. M.: Computations for the familial analysis of binary traits (2005)
  8. Nedialkov, Nedialko S.; Pryce, John D.: Solving differential-algebraic equations by Taylor series. I: Computing Taylor coefficients (2005)
  9. Takahashi, Yuya; Kawahara, Mutsuto: Optimal control of fluid force around a circular cylinder located in incompressible viscous flow using automatic differentiation (2005)
  10. Bischof, Christian; Lang, Bruno; Vehreschild, Andre: Automatic differentiation for MATLAB programs (2003)
  11. Martins, Joaquim R. R. A.; Sturdza, Peter; Alonso, Juan J.: The complex-step derivative approximation (2003)
  12. Jackson, Kenneth R.; Nedialkov, Nedialko S.: Some recent advances in validated methods for IVPs for ODEs (2002)
  13. Janssen, Micha; Van Hentenryck, Pascal; Deville, Yves: A constraint satisfaction approach for enclosing solutions to parametric ordinary differential equations (2002)
  14. Klein, Wolfram; Walther, Andrea: Application of techniques of computational differentiation to a cooling system (2000)