cppad-devel Subpackage of cppad

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.

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