MiniFAD is a minimalistic forward-mode automatic differentiation (AD) library for C++ codes. It is based on expression templates with caching of partial derivatives.
Features:
- Single, self-contained C++ header file working in C++98, C++03, and C++11 mode.
- Support for single, double, extended, and quadruple precision. Quadruple precision requires GCC 4.6+ or Intel C++ compiler and libquadmath.
- Support for C++ and C99 complex numbers.
- Static and dynamic storage of derivative arrays.
Additional information and resources:
- Wikipedia
- Community portal on AD
- Sacado package
- FADBAD++ package
Just copy the minifad.hpp header file to whatever place you prefer
and adjust the include path of your C++ compiler accordingly.