The cppad C++ include files for Algorithmic Differentiation (AD)
Description
We refer to the step by step conversion from an algorithm that computes
function values to an algorithm that computes derivative values as
Algorithmic Differentiation (often referred to as Automatic Differentiation.)
Given a C++ algorithm that computes function values, cppad generates an
algorithm that computes its derivative values. A brief introduction to
Algorithmic Differentiation (AD) can be found at
http://en.wikipedia.org/wiki/Automatic_differentiation
See the package cppad-doc for documentation of this version of cppad.
