Automatic Differentiation Library

autodj by djmaxus

AUTOmatic Derivatives & Jacobians

Contents

• Automatic Differentiation Library
  • Contents
  • About
    • No more devastating hand-written derivatives!
    • No more unsafe code!
  • Project goals
  • Roadmap (sort of)

About

For the living (and for my heart), I do research & development in the area of computational mathematics and wrote a whole bunch of sophisticated Jacobians by hand.

One day, I learned about automatic differentiation based on dual numbers. Almost the same day, I learned about Rust as well :crab:

No more devastating hand-written derivatives!

No more unsafe code!

Project goals

• Develop open-source automatic differentiation library for both academic and commercial computational mathematitians
• Gain experience of Rust programming

Roadmap (sort of)

• Basis of dual math arithmetics
• Interface prototype
• Single argument differentiation
• Documentation / tests
• Crate tuning (privacy, automation, versioning)
• Static dual vectors
• Extension examples for not implemented functions
• Dynamic dual vectors
• num / num-traits support
• support linalg libraries
• arbitrary numberic type of dual number components
• pro-level implementation (with some #[] blocks over existing functions)