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

utility

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Some General Purpose Utilities

These routines can be included individually; for example,

# include <cppad/utility/vector.hpp>

only includes the definitions necessary for the CppAD::vector class. They can also be included as a group, separate from the rest of CppAD, using

# include <cppad/utility.hpp>

They will also be included, along with the rest of CppAD, using

# include <cppad/cppad.hpp>

Testing

The routines listed below support numerical correctness and speed testing:

NearEqual	Determine if Two Values Are Nearly Equal
time_test	Determine Amount of Time to Execute a Test
speed_test	Run One Speed Test and Return Results
SpeedTest	Run One Speed Test and Print Results
test_boolofvoid	Object that Runs a Group of Tests

C++ Concepts

We refer to a the set of classes that satisfy certain conditions as a C++ concept. The following concepts are used by the CppAD Template library:

NumericType	Definition of a Numeric Type
CheckNumericType	Check NumericType Class Concept
SimpleVector	C++ Concept: A Simple Vector
CheckSimpleVector	Check Simple Vector Concept

General Numerical Routines

The routines listed below are general purpose numerical routines written with the floating point type a C++ template parameter. This enables them to be used with algorithmic differentiation types, as well as for other purposes.

nan	Obtain Nan or Determine if a Value is Nan
pow_int	The Integer Power Function
Poly	Evaluate a Polynomial or its Derivative
lu_det_and_solve	Compute Determinants and Solve Equations by LU Factorization
RombergOne	One DimensionalRomberg Integration
RombergMul	Multi-dimensional Romberg Integration
Runge45	An Embedded 4th and 5th Order Runge-Kutta ODE Solver
Rosen34	A 3rd and 4th Order Rosenbrock ODE Solver
OdeErrControl	An Error Controller for ODE Solvers
OdeGear	An Arbitrary Order Gear Method
OdeGearControl	An Error Controller for Gear’s Ode Solvers

Miscellaneous

Error Handler

All of the routines in the CppAD namespace use the following general purpose error handler:

ErrorHandler

Replacing the CppAD Error Handler

The CppAD Vector Template Class

This is a simple implementation of a template vector class (that is easy to view in a C++ debugger):

CppAD_vector

The CppAD::vector Template Class

Multi-Threading Memory Allocation

thread_alloc

A Fast Multi-Threading Memory Allocator

Sorting Indices

index_sort

Returns Indices that Sort a Vector

to_string

to_string

Convert Certain Types to a String

set_union

set_union

Union of Standard Sets

Sparse Matrices

sparse_rc	Row and Column Index Sparsity Patterns
sparse_rcv	Sparse Matrix Row, Column, Value Representation
sparse2eigen	Convert A CppAD Sparse Matrix to an Eigen Sparse Matrix

Dynamic Libraries

create_dll_lib	Create a Dynamic Link Library
link_dll_lib	Link a Dynamic Link Library