Fast Automatic Differentiation in C++

Eugene Shatokhin

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1 Sep 2006CPOL12 min read

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An article on fast automatic differentiation (FAD), another way of computing the derivatives of a function.

fadcpp_demo.zip
- FADcpp_examples.sln
- gradient
  - gradient.cpp
  - gradient.vcproj
  - stdafx.cpp
  - stdafx.h
- iter
  - iter.cpp
  - iter.vcproj
  - stdafx.cpp
  - stdafx.h
- iter_f
  - iter_f.cpp
  - iter_f.vcproj
  - stdafx.cpp
  - stdafx.h
- reed
  - adouble.cpp
  - adouble.h
  - adouble_f.h
  - asection.cpp
  - asection.h
  - doc
    - reed library v01.chm
  - lib
  - mem_pool.h
  - node.h
  - util.cpp
  - util.h
- reed_lib
  - reed_lib.vcproj
  - stdafx.cpp
  - stdafx.h
- simple
  - simple.cpp
  - simple.vcproj
  - stdafx.cpp
  - stdafx.h
fadcpp_src.zip
- adouble.cpp
- adouble.h
- adouble_f.h
- asection.cpp
- asection.h
- reed library v01.chm
- mem_pool.h
- node.h
- util.cpp
- util.h

// stdafx.cpp : source file that includes just the standard includes
// simple.pch will be the pre-compiled header
// stdafx.obj will contain the pre-compiled type information

#include "stdafx.h"

// TODO: reference any additional headers you need in STDAFX.H
// and not in this file

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License

This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)

Written By

Eugene Shatokhin

Software Developer (Senior)

Russian Federation

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Fast Automatic Differentiation in C++

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