cppad ☆
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Description:
Differentiation of C++ Algorithms
Type: Formula  |  Latest Version: 20250000.3@0  |  Tracked Since: Dec 17, 2025
Links: Homepage  |  formulae.brew.sh
Category: Developer tools
Tags: c-plus-plus mathematics differentiation optimization scientific-computing library
Install: brew install cppad
About:
CppAD is a C++ library for algorithmic differentiation that enables developers to compute derivatives of functions defined by C++ code. It implements forward and reverse mode differentiation, allowing for efficient calculation of gradients and Hessians essential for optimization and machine learning. The library integrates seamlessly with Eigen and other linear algebra packages for high-performance numerical computing.
Key Features:
  • Automatic differentiation (forward and reverse modes)
  • Sparse matrix support for large-scale problems
  • Eigen integration for linear algebra operations
  • Template-based design for compile-time optimization
  • Support for complex numbers and AD of AD
Use Cases:
  • Machine learning model training and gradient-based optimization
  • Scientific computing and numerical optimization algorithms
  • Robotics and control systems design
  • Financial modeling and risk analysis
Alternatives:
  • ADOL-C – ADOL-C is another AD library but CppAD has better Eigen integration and modern C++ design
  • Stan Math – Stan Math focuses on Bayesian statistics while CppAD is a more general-purpose AD library
License: EPL-2.0
Bottles available for: arm64_tahoe, arm64_sequoia, arm64_sonoma, sonoma, arm64_linux, x86_64_linux
Version History
Detected Version Rev Change Commit
Sep 11, 2025 2:57am 0 VERSION_BUMP 698fe804
Jan 10, 2025 6:12am 0 VERSION_BUMP 81159a67
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