Automatic Differentiation Library

autodj by djmaxus

AUTOmatic Derivatives & Jacobians

| crates.io | GitHub | | :------------------ | :--------------- |

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)

• [x] 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)