RustAD - Rust Auto-Differentiation

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

Status

• [x] Forward Auto-differentiation
• [x] Reverse Auto-differentiation
• [x] Numerical primitives (e.g. f32, u32 etc.) 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.

Application

Auto-differentiation is implemented via 2 attribute procedural macros, e.g.:

```rust

[rustad::forwardautodiff]

fn function_name(x: f32, y: f32) -> f32 { let p = 7.0f32 * x; let r = 10f32 - y; let q = p * x * 5.f32; let v = 2f32 * p * q + 3f32 * r; return v; } rust

[rustad::reverseautodiff]

fn function_name(x: f32, y: f32) -> f32 { let a = 7f32 * x; let b = 3.0f32 * x; let c = x + b; let d = y + b + c; return d; } ```