AutoDiff is a small utility library that provides floating point expressions with automatic differentiation support.

Installation

To build AutoDiff from source you will need a C++14 compiler and CMake.

Usage

Here's a simple usage example to get you started:

#include <AutoDiff.hpp>
#include <cstdio>

int main() {
  const auto g = AutoDiff::DFloat::val(9.81);
  const auto t = AutoDiff::DFloat::var(10.0);

  const auto z = g / 2.0 * pow(t, 2.0);
  std::printf("z   = %g\n", z.value());

  const auto z1 = z.derive(t);
  std::printf("z'  = %g\n", z1.value());

  const auto z2 = z1.derive(t);
  std::printf("z'' = %g\n", z2.value());

  return 0;
}

The output from the program should be this:

z   = 490.5
z'  = 98.1
z'' = 9.81