AutoDiff_Library
Summary:
This standalone AD library builds the computational graph and performs reverse gradient as well as reverse Hessian and Hessian-vector product algorithms on the graph. It is currently used in the parallel implementation of the Structured Modelling Language (http://www.maths.ed.ac.uk/ERGO/sml).
URL: https://github.com/fqiang/autodiff_library
Developers:
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| Supported Language: |
C/C++ |
Features:
1. Very easy access and light weight C++/C library
2. Build computation graph as a DAG.
3. Provide reverse gradient and reverse Hessian-vector product.
4. Implemented the full reverse Hessian algorithm: edge_push (by Robert Gower) and pattern detection algorithm.
5. Contemporary Object-Oriented Implementation in C++.
6. Implement Unit-test using Boost Test Framework.
More detail can be find on the project wiki page at:
https://github.com/fqiang/autodiff_library/wiki
Supported Platforms:
- Unix/Linux
Licensing: open source
Entries in our publication database that actually use AutoDiff_Library in the numerical experiments: 0
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