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Alphabetical List of Tools
- ad (python)
Transparent, calculator-style first and second-order derivatives.
- ADOL-C (C/C++,R,python)
The package ADOL-C 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. ADOL-C is distributed by the COIN-OR Foundation with the Common Public License CPL or the GNU General Public License GPL.
- AuDi (C/C++,python)
AuDI is an open source, header only, C++ library that allows for AUtomated DIfferentiation implementing a Taylor truncated polynomial algebra (aka differential algebra). Its core is also exposed as a python module called pyaudi.
- CasADi (C/C++,MATLAB,python)
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs.
- pyadolc (python)
Python Wrapper of ADOL-C
- pycppad (Interpreted,python)
A boost ::python interface to the C++ Algorithmic Differentiation package CppAD. The pycppad package is distributed under the BSD license.