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autodiff

C++ library enabling automatic differentiation for mathematical computations

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About

Automatic differentiation made easier for C++

Commands

autodiff

Examples

Include autodiff header in C++ project for automatic differentiation$ clang++ -I$(brew --prefix autodiff)/include myprogram.cpp -o myprogram

Use autodiff to compute derivatives of mathematical functions automatically

$ cat > derivative.cpp << 'EOF'
#include <autodiff/forward/dual.hpp>
using namespace autodiff;
int main() {
  dual x = 2.0;
  dual y = x * x + 2*x + 1;
  std::cout << "f(x)=" << y.val << ", f'(x)=" << y.grad << std::endl;
}
EOF
clang++ -I$(brew --prefix autodiff)/include derivative.cpp -o derivative && ./derivative

Link autodiff library in CMake project for gradient computation

$ echo 'find_package(autodiff REQUIRED)
target_link_libraries(myapp autodiff::autodiff)' >> CMakeLists.txt