nathanweasley / adept-2

Combined array and automatic differentiation library in C++

Adept 2

Combined array and automatic differentiation library in C++

The Adept version 2 software library provides two different functionalities:

• Its array capability provides support for vectors, matrices, arrays of up to 7 dimensions and linear algebra.

• Its automatic differentiation capability enables algorithms written in C++ to be differentiated with little code modification, very useful for a wide range of applications that involve mathematical optimization. It is backwards compatible with and as fast as Adept 1.1.

If you are not interested in the array capability of Adept 2.0 then Adept 1.1 may be more to your liking as a very lightweight library that has virtually all the automatic-differentiation capabilities of version 2.0.

For further information see:

• The Adept web site
• A detailed User Guide
• A paper published in ACM TOMS describing the automatic differentiation capability

To build Adept from a GitHub snapshot, do the following:

autoreconf -i

Then the normal make sequence:

./configure
make
make check
make install