A Package for the Automatic Diierentiation of Algorithms Written in C/c++

The C++ package ADOL-C described here facilitates the evaluation of rst and higher derivatives of vector functions that are deened 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 run time and randomly accessed memory of the given function evaluation program. Derivative matrices are obtained by columns or rows. For solution curves deened by ordinary diierential equations, special routines are provided that evaluate the Taylor coeecient vectors and their Jacobians with respect to the current state vector. The derivative calculations involve a possibly substantial (but always a priori predictable) amount of data that are accessed strictly sequentially and are therefore automatically paged out to les on external mass storage devices. Abbreviated title: Automatic diierentiation by overloading in C++