[CppAD] Using existing derivative code combined with AD

[Dominik Skanda]

Hello, 
yes this possible with CppAD, I did it myself for the sensitivity
generation of a BDF Method. I applied only CppAD to the righthandside
funtion of the ODE.  The Computation of the Taylor Coefficients of the
BDF integration scheme (including finding a root of a nonlinear
equation) are computed by myself without CppAD. For the forward mode
this is straightforward, while for the reverse mode I used
http://www.coin-or.org/CppAD/Doc/checkpoint.cpp.xml.

regards
Dominik






Am Mittwoch, den 05.01.2011, 14:53 +1100 schrieb Scott Foster:
> Hi,
> 
> I have a function of the form f(g(x),x,y), which has a scalar outcome.  
> The function g(x) requires iteration and can't be auto-differentiated 
> easily but its derivative can be found using other methods (numerical). 
>    The function f(.,.,.) is pretty horrible in itself but it is a 
> predefined sequence of operations and is an ideal candidate for AD.
> 
> So, what I want to do is to use AD to differentiate f(.,.,.) but to tell 
> CppAD, somehow, to use the hard-wired code whenever it comes across 
> g(x).  I do not know how to do this.  It is what I want to learn how to do.
> 
> I'm assuming that this is a pretty common problem but I haven't been 
> able to find any mention in the documentation.  Of course, that doesn't 
> mean that it isn't there -- just that I haven't found it:-)
> 
> Any help would be very appreciated.
> 
> Scott
>