Introduction¶

XAD is a fast and comprehensive open-source C++ library for automatic differentiation. It targets production-quality code at any scale, striving for both ease of use and high performance.

Key features:

• Forward and adjoint mode for any order, using operator-overloading

• Checkpointing support (for tape memory management)

• External functions interface (to integrate external libraries)

• Thread-safe tape

• Formal exception-safety guarantees

• High performance

• Battle-tested in large production code bases

AAD training, consultancy, and commercial licensing is available from Xcelerit.

This manual describes how to use the XAD library in your projects.