Sacado is a set of automatic differentiation tools for C++ applications. It provides templated classes for forward, reverse and Taylor mode automatic differentiation.
Overview of sacado
Sacado contains several basic AD classes:
Experimental AD classes:
Forward mode AD using caching expression templates: Sacado::CacheFad::DFad. Preliminary testing indicates this approach is more efficient for deep expressions with large number of derivative components, but is less efficient and Sacado::Fad::DFad otherwise.
Forward mode AD with custom memory manager: Sacado::Fad::DMFad. This implementation has not been extensively tested.
Taylor polynomial AD using caching expression templates: Sacado::Tay::CacheTaylor. Preliminary testing indicates this approach is less efficient than Sacado::Tay::Taylor.
Browse all of sacado as a single doxygen collection
You can browse all of Sacado as a single doxygen collection. Warning, this is not the recommended way to learn about Sacado software. However, this is a good way to browse the directory structure of sacado, to locate files, etc.