Operator overloading records a "tape" of operations.

Forward mode: propagates derivatives from inputs to outputs. Reverse mode: propagates derivatives from outputs to inputs. Reverse mode is more efficient for many inputs, few outputs.

Implementations

CppAD

• cppad.hpp - Contains all variables and functions defined by CppAD package
  • View source on GitHub

References

• Griewank, Walther (2008). "Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation", 2nd ed. SIAM.