BibTeX
@ARTICLE{
Griewank1996AAC,
author = "Andreas Griewank and David Juedes and Jean Utke",
title = "{Algorithm 755}: {ADOLC}: A Package for the Automatic Differentiation of Algorithms
Written in {C\slash C++}",
journal = "{ACM} Transactions on Mathematical Software",
volume = "22",
number = "2",
pages = "131167",
year = "1996",
CODEN = "ACMSCU",
ISSN = "00983500",
bibsource = "http://www.acm.org/pubs/contents/journals/toms/",
URL = "http://doi.acm.org/10.1145/229473.229474",
abstract = "The C++ package ADOLC described here facilitates the evaluation of first and
higher derivatives of vector functions that are defined by computer programs written in C or C++.
The resulting derivative evaluation routines may be called from C/C++, Fortran, or any other
language that can be linked with C. The numerical values of derivative vectors are obtained free of
truncation errors at a small multiple of the runtime and randomly accessed memory of the given
function evaluation program. Derivative matrices are obtained by columns or rows. For solution
curves defined by ordinary differential equations, special routines are provided that evaluate the
Taylor coefficient vectors and their Jacobians with respect to the current state vector. The
derivative calculations involve a possibly substantial (but always predictable) amount of data that
are accessed strictly sequentially and are therefore automatically paged out to external files.",
keywords = "algorithms; performance",
subject = "{\bf G.1.4}: Mathematics of Computing, NUMERICAL ANALYSIS, Quadrature and
Numerical Differentiation. {\bf I.1.2}: Computing Methodologies, ALGEBRAIC MANIPULATION,
Algorithms, Analysis of algorithms. {\bf I.1.2}: Computing Methodologies, ALGEBRAIC
MANIPULATION, Algorithms.",
comment = "Also appeared as Preprint MCSP1801190, Mathematics and Computer Science
Division, Argonne National Laboratory, Argonne, Ill., November 1990.",
url = "ftp://info.mcs.anl.gov/pub/tech_reports/reports/TM162.ps",
ad_tools = "ADOLC",
ad_theotech = "Hessian, Reverse Mode, Taylor Arithmetic, Forward Mode"
}
