dual

Automatic Differentiation with Dual Numbers

Last update: 3 October 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.0.4, 0.0.3, 0.0.5

Description

Automatic differentiation is achieved by using dual numbers without providing hand-coded gradient functions. The output value of a mathematical function is returned with the values of its exact first derivative (or gradient). For more details see Baydin, Pearlmutter, Radul, and Siskind (2018) <https://jmlr.org/papers/volume18/17-468/17-468.pdf>.

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