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Alphabetical List of Tools

• ad  (python)
  Transparent, calculator-style first and second-order derivatives.
  
  
• ADOL-C  (C/C++,R,python)
  The package ADOL-C facilitates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in C or C++. The resulting derivative evaluation routines may be called from C/C++, Fortran, or any other language that can be linked with C. ADOL-C is distributed by the COIN-OR Foundation with the Common Public License CPL or the GNU General Public License GPL.
  
  
• AuDi  (C/C++,python)
  AuDI is an open source, header only, C++ library that allows for AUtomated DIfferentiation implementing a Taylor truncated polynomial algebra (aka differential algebra). Its core is also exposed as a python module called pyaudi.
  
  
• CasADi  (C/C++,MATLAB,python)
  CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs.
  
  
• pyadolc  (python)
  Python Wrapper of ADOL-C
  
  
• pycppad  (Interpreted,python)
  A boost ::python interface to the C++ Algorithmic Differentiation package CppAD. The pycppad package is distributed under the BSD license.