CppADCodeGen performs hybrid Automatic Differentiation (AD), that is, uses operator-overloading and produces source-code. Such source-code can be statically compiled at runtime using an existing compiler and linked dynamically or, alternatively, go through a JIT compilation using Clang/LLVM.
The evaluation of differential information can be orders of magnitude faster to compute using a compiled model than using a regular operator overloading strategy.
In addition to C source generation, CppADCodeGen can also produce Latex, html+MathML, and dot source-code files for your algorithm. Latex sources can be used to create PDF files for documentation purposes, html+MathML can be used to display your algorithm in a web browser, and dot files can be used to create images with a graph of your model (see graphviz).
CppADCodeGen can also be used to perform differentiation index reduction of Differential Algebraic Equations (DAE) through Pantelides, Soares-Secchi, and Dummy Derivatives methods.
CppADCodeGen is built on top of the CppAD library, which is a header only C++ AD library using operator overloading.
CppADCodeGen is available with both the EPL and GPL licenses (suitable for both open-source and closed-source commercial projects). See epl-v10.txt and gpl3.txt for a copy of the licenses.
CppADCodeGen is a C++14 header only library, therefore there aren't many dependencies:
- CppAD (2020),
- A C++14 compiler (such as GCC and Clang),
- Clang/LLVM (only required for JIT compilation; supported versions <= v9.0), and
- Eigen 3 (required when DAE differentiation index reduction is used).
Runtime compilation and dynamic linking:
- Linux (it might be very easy to support other OSes but it is not implemented yet)
Get the sources from GitHub:
git clone https://github.com/joaoleal/CppADCodeGen.git CppADCodeGen
Create a new folder to build the project:
mkdir cppadcg-build
Build the project (no compilation of C/C++ occurs, just generation of header files):
cd cppadcg-build
cmake ../CppADCodeGen
Either install the project in your system:
make install
or to some other folder:
make DESTDIR=someotherfolder install
A debian installation package can be created at the root of the project. Typically you can create the installer by just typing:
dpkg-buildpackage
It will create a debian package outside the project's folder.
See the wiki.
The folder example includes some simple use cases.
Get the sources from GitHub:
git clone https://github.com/joaoleal/CppADCodeGen.git CppADCodeGen
Create a new folder for the tests:
cd make-build-debug
cmake ../CppADCodeGen
Testing requires google-test (version 1.8.1). Either install it in your system or configure CppADCodeGen to download the sources from GitHub by replacing the previous line with:
cmake -DGOOGLETEST_GIT=ON ../CppADCodeGen
Then compile the tests:
make build_tests
Run the complete set of tests:
make test
If valgrind is available in your system, CppADCodeGen will also perform memory checks which can
lead to a very lengthy test execution.
It is possible to disable memory validations by turning off the CMake option USE_VALGRIND.
For instance, by calling the following command before running the tests:
cmake -DUSE_VALGRIND=OFF ../CppADCodeGen
| Directories | Description |
|---|---|
| bin | Helper shell and sed scripts used for CppAD development. |
| bug | Directory containing demonstration of known bugs (may be empty). |
| debian | Debian package creation files (Linux). |
| doc | Holds files for generation of developer documentation. |
| example | CppADCodegen example files are here. |
| include | The CppADCodeGen header files. |
| pkgconfig | pkg-config support files. |
| python | Pretty printers for GDB (debugging). |
| speed | Contains some benchmarks for CppADCodeGen. |
| test | Contains tests for CppADCodeGen. |
| Files | Description |
|---|---|
| AUTHORS | Statement of authorship and copyright. |
| CMakeLists.txt | CppADCodeGen CMake input file. |
| COPYING | Statement of user license to use software. |
| epl-v10.txt | A copy of the Eclipse Public License version 1. |
| gpl3.txt | A copy of the GNU General Public License version 3. |
| INSTALL | Points to this file. |