ADMC++ is short for "Automatic Differentiation of Matlab and C++" and is a package for computing derivatives of functions written in Matlab or C++. For a given function , the package can calculate the forward mode derivative

the reverse mode derivative

and the Taylor coefficients

for given seed matrices , , and Taylor coefficients , . Here . Each of these differentiation modes can also be combined to compute any form of mixed higher derivative.

See Obtaining the code.

See Class Overview.

Generated on Wed Jun 18 09:16:20 2003 for admc++ by 1.2.14 written by Dimitri van Heesch, © 1997-2002