Automatic Differentiation Library

AUTOmatic Derivatives & Jacobians \ by djmaxus and you

• pre-alpha
• play-ready

Contents

• Automatic Differentiation Library
  • Contents
  • Motivation
  • Project goals
  • Anticipated features

Motivation

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

Anticipated features

• [x] Basic dual arithmetics as standalone feature
• Number of variables
  • [x] single
  • multiple
  • [ ] static
  • [ ] dynamic
• [ ] Calculation tracking (partial derivatives of intermediate values)
• Third-party crates support (as features)
  • [ ] num
  • [ ] linear algebra crates

• Advanced features

  • [ ] Inter-operability of different dual types (e.g., single and multiple dynamic)
  • [ ] Arbitrary type of dual number components
  • [ ] Rust-alike safety of interfaces

  e.g., Fn(...) -> Result<_,_> for binary operations and UUID-based tracking of variables

  • [ ] Numerical verification (or replacement) of derivatives (by definition)
  • [ ] Macro for automatic extensions of regular (i.e. non-dual) functions
  • [ ] no std

You are very welcome to introduce issues to promote mowt wanted features or to report a bug.