chapter  7
22 Pages

Getting Started with ADOL-C

The C++ package ADOL-C facilitates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in C or C++ by means of algorithmic, also called automatic differentiation. This tutorial chapter describes the source code modification required for the application of ADOL-C, the most frequently used drivers to evaluate derivatives and some recent developments. ADOL-C can handle codes that may also contain classes, templates and other advanced C++-features. The resulting derivative evaluation routines may be called from C, C++, Fortran, or any other language that can be linked with C. As usual for algorithmic differentiation, see Chapter 5 or [1], the numerical values of derivatives are obtained free of truncation errors. As starting points to retrieve further information on techniques and application of algorithmic differentiation, as well as on other AD tools, we refer to the book [1]. Furthermore, the web page http://www.autodiff.org of the AD community forms a rich source of further information and pointers.