Crate rust_ad

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

Status

• Forward Auto-differentiation
• Reverse Auto-differentiation
• f32 & f64 support*
• limited° ndarray support*
• limited° nalgebra support*
• if, if else and else support
• for, while and loop support

*typeof (e.g. decltype) not being currently implemented in Rust makes support more difficult.

°Support limited to the basic blas-like operations.

Type support

• Primitive support: +, -, * and / operations are supported.
• Extended support: All operations from std::ops are supported.
• Near-full support: Almost* all native operations (operations implemented by the library which defines the type) are supported.

Please note these just specify a minimum set of operations, full details of other specific supported operations are given below.

*The ‘almost’ exception is here since some operations may simply not be worth supporting given extremely limited usage, possible deprecation, etc.

Primitive support	f32,f64,i8,i16,i32,i64,i128,u8,u16,u32,u64,u128
Extended support
Near-full support

Specific operation support

• f32: powi
• f64: powi

Notes on internals

With cargo expand when an .unwrap() panics it doesn’t give a line reference. Using unique panic messages makes locating errors easier. These should help debuging quite specifically (ctrl+f).

Resources

• Automatic Differentation in Rust
• automatic-differentiation-worked-examples

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.