CppADCodeGen
CppADCodeGen copied to clipboard
joaoleal
Source Code Generation for Automatic Differentiation using Operator Overloading
I have modified the simple example in the [documentation](https://github.com/joaoleal/CppADCodeGen/wiki#c-language) by changing the line ``` y[0] = a / 2; ``` to ``` if (a > 1.0) { y[0] = a...
Hello, I wanted to share a problem I ran into using this very well written and very useful library. I work using high dimensional models and my computational graphs tend...
Current master branch of CppAD allows the use of dynamic parameters. In other words, it is possible to change at running time some parameters values that are not consider as...
I am struggling to generate AD code involving Eigen vectors (both with fixed and dynamic sizes) and matrices (both sparse and dense). Until now, I have been using [_autodiff_](https://autodiff.github.io/) with...
**Introduciton** This is really a request for help in CppAD development that is closely related to CppADCodegen. I have questions about how to use LLVM and I hoping this group...
I am trying to use a cg::CGAtomicGenericModel to compute the Hessian of a CppAD::ADFun. For example in this schematic code: ```cpp ... CGAtomicGenericModel atomic_model; ADFun fun; ... std::vector X, Y,...
lines 176 and 184 should be multMatrixMatrixSparsity(...) instead of multMatrixTransMatrixSparsity(...) according to requirements here: https://www.coin-or.org/CppAD/Doc/atomic_rev_sparse_hes.htm line 125 should be CppAD::cg::multMatrixTransMatrixSparsity(jacSparsity, rT, sT, m, n, q);
In case there is some interest regarding the usability of CppADCodeGen within Windows (e.g. VS 2015) I'd like to share a few basic compatibilty issues. In fact, these are rather...
Hi, I have a number of for loops in my algorithm. They have a fixed iteration number, hence work perfectly fine with CppAD codegen, but they produce a lot of...
Hi, Would you be able to help me run this [ipopt example](https://www.coin-or.org/CppAD/Doc/ipopt_solve_get_started.cpp.htm) using CppADCodeGen? What changes should I make to replicate this example but with the AD performed by CppADCodeGen?...
