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A Package for Automatic Differentiation of Algorithms Written in C/C++

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ADOL-C

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This new version of ADOL-C features new library functions for

  • sparse Jacobians and sparse Hessians
  • external differentiated functions
  • optimal checkpointing
  • adapted differentiation of fixed point iterations
  • parallel differentiation of OpenMP-parallel loops
  • Lie derivatives of scalar, vector and covector fields

and many bug fixes.

Furthermore the source code was adapted to allow a compilation with WINDOWS compilers. See file ÌNSTALL for generic installation instructions and special instructions for the installation on a WINDOWS platform.

The complete documentation can be found in the subdirectory "doc".

Local installation using CMake

  1. Create a build directory somewhere, and move into that directory

  2. Call CMake:

    cmake -DCMAKE_BUILD_TYPE=Release -DCMAKE_INSTALL_PREFIX=/path/you/want/to/install/in path/to/adolc/sources

  3. Build and install:

    make
    make install

Local installation using the AutoTools

  1. Type autoreconf -fi

  2. Run configure with possibly using one of these options:

    --prefix=PREFIX install library and header files in PREFIX (default: ${HOME}/adolc_base)

    --enable-sparse build sparse drivers [default=no]

    --with-openmp-flag=FLAG use FLAG to enable OpenMP at compile time [default=none]

    --enable-docexa build documented examples [default=no]
    --enable-addexa build additional examples [default=no]
    --enable-parexa build parallel example [default=no], if yes -with-openmp-flag=FLAG required

    --with-cflags=FLAGS use CFLAGS=FLAGS (default=-g -02)
    --with-cxxflags=FLAGS use CXXFLAGS=FLAGS (default=-g -02 -std=c++11)

    --with-boost=BOOST_PATH path to the compiled boost library, otherwise the system one is chosen by default (if exists)

  3. Type make

  4. Type make install

    By default, make install will install all the files in ${PREFIX}/lib and ${PREFIX}/include. You can specify another installation directory by using the --prefix-option in the configure call.

This procedure provides all makefiles required in the appropriate directories. Execute configure --help for more details on other available option.

Nonlocal installation

As mentioned in INSTALL one can configure the adolc package to be installed in a different directory than ${HOME}/adolc_base by using the --prefix=PATH configure option. This is typically used for global installations. Common PATHs are /usr and /usr/local/, and others are known to be used. Fine control over the installation directories can be gained by supplying additional configure options. See ./configure --help for details.

Completing the installation by executing make install requires write permissions for all target directories. Make sure to have them or the result may be surprising otherwise.

A global installation can be helpful if many users need the library. By adding the library's path to /etc/ld.so.conf the usage of LD_LIBRARY_PATH and the -L link switch becomes unnecessary. In many cases, for instance for PATH=/usr/local, the use of the -I directive for compiling sources becomes unnecessary too.

Examples

Examples must be configured to build by using the configure switches --enable-docexa or --enable-addexa. They will never be installed by make install but can be found in the appropriate example subdirectory.

Windows Compilation with MINGW

Please refer to INSTALL

Windows Compilation with Visual Studio

Please refer to the file MSMSVisualStudio/v14/Readme_VC++.txt for building the library and ADOL-C/examples/Readme_VC++.txt for the documented examples.

Unit tests

ADOL-C provides more than 500 unit tests to verify its basic functionality including both traceless and trace-based adouble variants. The tests are based on BOOST (version >= 1.59.0). Building the ADOL-C teste requires the BOOST libraries unit_test_framework and system. In case you are compiling BOOST on your own, be sure to add the flags --with-test and --with-system to activate the corresponding modules.
You can build and run them as follows:
mkdir build && cd build
cmake -S .. -B . -DBUILD_TESTS=ON
make
./ADOL-C/boost-test/boost-test-adolc

Cmake will search for the system installed version of BOOST. If the minimum required version is not satisfied, please enter the path where an appropriate BOOST version is installed in 3RDPARTY_BOOST_DIR in the CMakelists.txt inside the boost-test folder. Notice that ADOL-C has to be compiled with the same version of BOOST as used here. When using a different BOOST version than the one provided by the operating system, ADOL-C can be configured with --with-boost flag before compiling the ADOL-C sources.

Enjoy this new version!