CppADCodeGen

CppADCodeGen performs hybrid Automatic Differentiation (AD), that is, uses operator-overloading and produces source-code. Such source-code can be statically compiled at runtime using an existing compiler and linked dynamically or, alternatively, go through a JIT compilation using Clang/LLVM.

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

In addition to C source generation, CppADCodeGen can also produce Latex, html+MathML, and dot source-code files for your algorithm. Latex sources can be used to create PDF files for documentation purposes, html+MathML can be used to display your algorithm in a web browser, and dot files can be used to create images with a graph of your model (see graphviz).

CppADCodeGen can also be used to perform differentiation index reduction of Differential Algebraic Equations (DAE) through Pantelides, Soares-Secchi, and Dummy Derivatives methods.

CppADCodeGen is built on top of the CppAD library, which is a header only C++ AD library using operator overloading.

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:

• CppAD (2020),
• A C++14 compiler (such as GCC and Clang),
• Clang/LLVM (only required for JIT compilation), 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 1.8.1). Either install it in your system or configure CppADCodeGen to download the sources from GitHub by replacing the previous line with:

    cmake -DGOOGLETEST_GIT=ON ../CppADCodeGen 

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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