IntroductionΒΆ
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.
Last update:
January 2023