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Define-by-run arbitrary higher order autodiff for scalars in Rust. Deferred: tensor calculus implementation.

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Dynamic Automatic Differentiation in Rust

A pedagogical attempt at auto-differentiation. This is based on the autograd package and other variations of it as well as literature references (eg: The Art of Differentiating Computer Programs, An Introduction to Algorithmic Differentiation – Uwe Naumann).

Support:

  • forward mode
  • reverse mode
  • a composition thereof for higher-order derivatives.

Todo:

  • Multidimension support, possibly with help of ndarray crate
  • Add support for Ricci calculus notation for symbolic manipulation (reference: Computing Higher Order Derivatives of Matrix and Tensor Expressions by Laue et al.)
  • More ops and tests (see src/core.rs)

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Define-by-run arbitrary higher order autodiff for scalars in Rust. Deferred: tensor calculus implementation.

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