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Add a section about autodiff

Open certik opened this issue 5 years ago • 1 comments

It was discussed at the October 2020 Fortran call to add a section to our website about autodiff, similar to https://www.juliadiff.org/, that would list all the libraries and tools for automatic differentiation and we would keep it up to date as we develop such tools more.

certik avatar Oct 27 '20 19:10 certik

In the recent lockdown I decided to re-implement some code I wrote about 20 years ago to make it more extensible to higher derivatives. Currently it supports up to and including 4th:

my autodiff

It uses operator overloading, function pointers and type inheritance (order n extends order n-1). Built and tested with gfortran 10.1.0

sgeard avatar Oct 27 '20 22:10 sgeard