\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)

speed_cppad

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Speed Test Derivatives Using CppAD

Purpose

CppAD has a set of speed tests that are used to determine if certain changes improve its execution speed (and to compare CppAD with other AD packages). This section links to the source code the CppAD speed tests (any suggestions to make the CppAD results faster are welcome).

Running Tests

To build these speed tests, and run their correctness tests, execute the following commands starting in the Build Directory :

      cd speed/cppad

      make check_speed_cppad VERBOSE =1

You can then run the corresponding speed tests with the following command

./ speed_cppad speed seed

where seed is a positive integer. See speed_main for more options.

Contents

• Cppad Speed: Gradient of Determinant by Minor Expansion

• Cppad Speed: Gradient of Determinant Using Lu Factorization

• CppAD Speed, Matrix Multiplication

• Cppad Speed: Gradient of Ode Solution

• Cppad Speed: Second Derivative of a Polynomial

• Cppad Speed: Sparse Hessian

• Cppad Speed: Sparse Jacobian