Crate rust_ad

A restrictive WIP beginnings of a library attempting to implement auto-differentiation in Rust.

Status

This library is very much a WIP and thus extremely rough, temperamental and inconsistent.

I would not recommend you use it at the moment, it is only public to allow the possibility of collaborative work on it.

• Forward Auto-differentiation
• Reverse Auto-differentiation
• f32 & f64 support*
• ndarray support*
• Non-primitive operations (specifically ndarray::Array2::dot())
• nalgebra support*
• if, if else and else support
• for, while and loop support

*Becuase typeof (e.g. decltype) is currently not implemented in Rust this makes supporting different types and more complex operations a massive pain. E.g. to figure out what operation a + b is actually doing I need to figure out the types a and b. Currently I’m considering requiring the manual annotatation of all types, let a: f32 = b + c; instead of let a = b + c; etc.

Macros

dup

Returns a tuple of a given number of clones of a variable.

forward

Calls forward auto-differentiation function corresponding to a given function.

reverse

Calls reverse auto-differentiation function corresponding to a given function.

Attribute Macros

forward_autodiff

Generates the forward auto-differentiation function for a given function.

reverse_autodiff

Generates the reverse auto-differentiation function for a given function.

unweave

Flattens nested binary expressions into separate variable assignments.