## TADIFF, A Flexible C++ Package for Automatic Differentiation, Using
Taylor Series Expansion

### Claus Bendtsen and Ole Stauning

For a copy of this paper, either

## Introduction

TADIFF is a C++ program package for performing Taylor
expansions on functions implemented as C++ programs. Using Taylor expansion
we calculate several orders of derivatives with respect to one variable.
This is actually also possible using FADBAD, but since FADBAD was designed
to compute one order of derivatives at a time with respect to several variables,
it is not optimal to use it for performing Taylor expansions. The TADIFF
package works by overloading the arithmetic operations, used in the function
evaluation. This overloading will ``record'' the dependencies of the variables
used in the program so that a representation of the actual computation
performed is available after the function evaluation. This recording can
then be used to compute the Taylor expansion of the function, expanded
in the point of evaluation with respect to one of the input variables.

Visit also The
FADBAD-TADIFF Homepage

## IMM Technical Report 7/97

*Last modified April 15, 1997*

* For further information, please contact, Finn Kuno
Christensen, IMM, Bldg. 321, DTU *

Phone: (+45) 4588 1433. Fax: (+45) 4588 2673, E-mail: fkc@imm.dtu.dk