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/s	Support
Floats: f32 & f64	+, -, *, / and most methods (e.g. powf).
Integers: u16, i16 etc.	+, -, * and /

For the specifics of operation support see the rust-ad-core docs.

Resources

• Automatic Differentiation 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.