CppADCodeGen

CppADCodeGen is a C++ library that extends CppAD to allow the generation of C/C++ source code for computing the derivatives of mathematical models using Algorithmic Differentiation (AD). Since CppAD uses operator-overloading and CppADCodeGen produces source-code, the result is hybrid Automatic Differentiation.

The evaluation of differential information can be orders of magnitude faster to compute using a compiled model than using a regular operator-overloading strategy.

Key Features

• Code Generation:
  • C/C++: It can be used to compute derivatives of functions/models (see wiki) and generate libraries (see wiki).
  • Latex: Latex sources can be used to create PDF files for documentation purposes (see wiki).
  • html+MathML: tml+MathML can be used to display your algorithm in a web browser (see wiki).
  • dot source-code: dot files can be used to create images with a graph of your model (see graphviz).
• Support for Multiple Types: Allows the creation of CppAD models using double or float floating-point types.
• Efficient Sparsity Handling: Supports generation of code optimized for sparse Jacobians and Hessians.
• Differentiation index reduction of Differential Algebraic Equations (DAE) through:
  • Pantelides,
  • Soares-Secchi, and
  • Dummy Derivatives methods.
• Statically compile generated source-code at runtime can be using an existing compiler and linked dynamically or, alternatively,
• Generated source-code can be JIT compilation using Clang/LLVM.

License

CppADCodeGen is available with both the EPL and GPL licenses (suitable for both open-source and closed-source commercial projects). See epl-v10.txt and gpl3.txt for a copy of the licenses.

Requirements

CppADCodeGen is a C++14 header only library, therefore there aren't many dependencies:

• Required:
  • CppAD (2024),
  • A C++14 compiler (such as GCC and Clang),
• Optional:
  • Clang/LLVM (only required for JIT compilation; supported versions <= v10.0), and
  • Eigen 3 (required when DAE differentiation index reduction is used).

Runtime compilation and dynamic linking:

• Linux

It might be very easy to support other OSes, but it is not implemented yet.

Installing

General installation

Get the sources from GitHub:

git clone https://github.com/joaoleal/CppADCodeGen.git CppADCodeGen

Create a new folder to build the project:

mkdir cppadcg-build

Build the project (no compilation of C/C++ occurs, just generation of header files):

cd cppadcg-build
cmake ../CppADCodeGen

Either install the project in your system:

make install

or to some other folder:

make DESTDIR=someotherfolder install

Debian/Ubuntu

A debian installation package can be created at the root of the project. Typically, you can create the installer by just typing:

dpkg-buildpackage

It will create a debian package outside the project's folder.

Using CppADCodeGen

See the wiki.

The folder example includes some simple use cases.

Testing

Get the sources from GitHub:

git clone https://github.com/joaoleal/CppADCodeGen.git CppADCodeGen

Create a new folder for the tests:

cd make-build-debug
cmake ../CppADCodeGen

Testing requires google-test (version 1.14.0) which will be downloaded from GitHub.

Then compile the tests:

make build_tests

Run the complete set of tests:

make test

If valgrind is available in your system, CppADCodeGen will also perform memory checks which can lead to a very lengthy test execution. It is possible to disable memory validations by turning off the CMake option USE_VALGRIND. For instance, by calling the following command before running the tests:

cmake -DUSE_VALGRIND=OFF ../CppADCodeGen 

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Repository Content

Directories	Description
bin	Helper shell and sed scripts used for CppAD development.
bug	Directory containing demonstration of known bugs (may be empty).
debian	Debian package creation files (Linux).
doc	Holds files for generation of developer documentation.
example	CppADCodegen example files are here.
include	The CppADCodeGen header files.
pkgconfig	pkg-config support files.
python	Pretty printers for GDB (debugging).
speed	Contains some benchmarks for CppADCodeGen.
test	Contains tests for CppADCodeGen.

Files	Description
AUTHORS	Statement of authorship and copyright.
CMakeLists.txt	CppADCodeGen CMake input file.
COPYING	Statement of user license to use software.
epl-v10.txt	A copy of the Eclipse Public License version 1.
gpl3.txt	A copy of the GNU General Public License version 3.
INSTALL	Points to this file.