ADOL-C
May 5th, 2006 by cplus
The 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++. The resulting derivative evaluation routines may be called from C/C++, Fortran, or any other language that can be linked with C. The numerical values of derivative vectors are obtained free of truncation errors at a small multiple of the run time and randomly accessed memory of the given function evaluation program. ADOL-C is available free of charge provided under the terms of the Common Public License.
