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.

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++11 header only library, therefore there aren't many dependencies:

• CppAD (2017),
• A C++11 compiler (such as GCC and Clang),
• Clang/LLVM (only for JIT compilation), and
• Eigen 3 (only for DAE differentiation index reduction).

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.