ALGORITHM-755 - ADOL-C - A PACKAGE FOR THE AUTOMATIC DIFFERENTIATION OF ALGORITHMS WRITTEN IN C C++/

The C++ package ADOL-C described here facilitates the evaluation of fi rst and higher derivatives of vector functions that are defined by com puter programs written in C or C++. The resulting derivative evaluatio n routines may be called from C/C++, Fortran, or any other language th at can be linked with C. The numerical values of derivative vectors ar e obtained free of truncation errors at a small multiple of the run-ti me and randomly accessed memory of the given function evaluation progr am. Derivative matrices are obtained by columns or rows. For solution curves defined by ordinary differential equations, special routines ar e provided that evaluate the Taylor coefficient vectors and their Jaco bians with respect to the current state vector. The derivative calcula tions involve a possibly substantial (but always predictable) amount o f data that are accessed strictly sequentially and are therefore autom atically paged out to external files.