CppADCodeGen 
CppADCodeGen performs hybrid Automatic Differentiation (AD), that is, uses operator-overloading and produces source-code. Such source-code can be statically compiled at runtime using an existing compiler and linked dynamically or, alternatively, go through a JIT compilation using Clang/LLVM.
In addition to C source generation, CppADCodeGen can also produce Latex, html+MathML, and dot source-code files for your algorithm. Latex sources can be used to create PDF files for documentation purposes, html+MathML can be used to display your algorithm in a web browser, and dot files can be used to create images with a graph of your model (see graphviz).
CppADCodeGen can also be used to perform differentiation index reduction of Differential Algebraic Equations (DAE) through Pantelides, Soares-Secchi, and Dummy Derivatives methods.
CppADCodeGen is built on top of the CppAD library, which is a header only C++ AD library using operator overloading.
License
CppADCodeGen is available with both the EPL and GPL licenses (suitable for both open-source and closed-source commercial projects). See epl-v10.txt and gpl3.txt for a copy of the licenses.
Requirements
CppADCodeGen is a C++11 header only library, therefore there aren't many dependencies:
- CppAD (2017 or 2018),
- A C++11 compiler (such as GCC and Clang),
- Clang/LLVM (only required for JIT compilation), and
- Eigen 3 (required when DAE differentiation index reduction is used).
Runtime compilation and dynamic linking:
- Linux (it might be very easy to support other OSes but it is not implemented yet)
Installing
General installation
Get the sources from GitHub:
git clone https://github.com/joaoleal/CppADCodeGen.git CppADCodeGen
Create a new folder to build the project:
mkdir cppadcg-build
Build the project (no compilation of C/C++ occurs, just generation of header files):
cd cppadcg-build
cmake ../CppADCodeGen
Either install the project in your system:
make install
or to some other folder:
make DESTDIR=someotherfolder install
Debian/Ubuntu
A debian installation package can be created at the root of the project. Typically you can create the installer by just typing:
dpkg-buildpackage
It will create a debian package outside the project's folder.
Using CppADCodeGen
See the wiki.
The folder example includes some simple use cases.
Repository Content
| Directories | Description |
|---|---|
| bin | Helper shell and sed scripts used for CppAD development. |
| bug | Directory containing demonstration of known bugs (may be empty). |
| doc | Holds files for generation of developer documentation. |
| debian | Debian package creation files (Linux). |
| include | The CppADCodeGen header files. |
| example | CppADCodegen example files are here. |
| pkgconfig | pkg-config support files. |
| test | Contains tests for CppADCodeGen. |
| speed | Contains some benchmarks for CppADCodeGen. |
| Files | Description |
|---|---|
| AUTHORS | Statement of authorship and copyright. |
| CMakeLists.txt | CppADCodeGen CMake input file. |
| COPYING | Statement of user license to use software. |
| epl-v10.txt | A copy of the Eclipse Public License version 1. |
| gpl3.txt | A copy of the GNU General Public License version 3. |
| INSTALL | Points to this file. |