Getting started with adol-c

Abstract

Abstract. The C++ package ADOL-C described in this paper facili-tates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in C or C++. The numeri-cal values of derivative vectors are obtained free of truncation errors at mostly a small multiple of the run time and a fix small multiple random access memory required by the given function evaluation program. Derivative matrices are obtained by columns, by rows or in sparse for-mat. This tutorial describes the source code modification required for the application of ADOL-C, the most frequently used drivers to evaluate derivatives and some recent developments