[ADOL-C] ADOL-C on a GPU

[Giacomo Perantoni]

Hello,

I need to evaluate first and second derivatives of a vector valued function at several points,
and I suppose each computation would be independent from each other.
What might need to be shared is the tape if using the reverse mode, but it probably needs to be computed only once.

Is there any way to use ADOL-C on a GPU?
Or, is there an alternative efficient way to solve my problem?

Thank you,
Giacomo.



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