sci@gentoo.org
Gentoo Science Project
We refer to the step by step conversion from an algorithm that
computes function values to an algorithm that computes derivative
values as Algorithmic Differentiation (AD); often referred to as
automatic differentiation. Given a C++ algorithm that computes
function values, CppAD generates an algorithm that computes
corresponding derivative values (of arbitrary order using either
forward or reverse mode).
coin-or/CppAD