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Adept (Automatic Differentiation using Expression Templates) is a free C++ | |||||
software library that enables algorithms to be automatically differentiated, | |||||
very useful for a wide range of applications that involve mathematical | |||||
optimization. It uses an operator overloading approach, so very little code | |||||
modification is required. Moreover, the way that expression templates have | |||||
been used and several other important optimizations mean that reverse-mode | |||||
differentiation is significantly faster than other C++ libraries that provide | |||||
equivalent functionality. | |||||
WWW: http://www.met.reading.ac.uk/clouds/adept/ |