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typelevel / spire

Powerful new number types and numeric abstractions for Scala.
http://typelevel.org/spire/
MIT License
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Add production support for Forward- and Reverse-Mode automatic differentiation #525

Open AlecZorab opened 9 years ago

AlecZorab commented 9 years ago

Jet provides the basic machinery for forward mode AD, but the supporting apis and machinery are largely missing.

It would be useful to have robust apis available for actual production usage.

This issue is intended as both a feature request and an RFC for any potential users of AD to contribute use cases, desiderata for an api etc.

non commented 9 years ago

Here's an introduction to AD which @AlecZorab posted in Gitter: http://www.autodiff.org/?module=Introduction

The Wikipedia article is also possibly useful: https://en.wikipedia.org/wiki/Automatic_differentiation

I've talked to Ed Kmett a bit about his Haskell library, which might also be a good source of inspiration: https://hackage.haskell.org/package/ad.