A symbolic framework for C++, Python and Octave implementing automatic differentiation by source code transformation in forward and reverse modes on sparse matrix-valued computational graphs.
Features
- Automatic differentiation
- Computer algebra
- Dynamic optimization
- Numerical optimization
License
GNU Library or Lesser General Public License version 2.0 (LGPLv2)
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User Reviews
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A very useful and well-designed software
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I'm biased because I'm in the same group as Joel, but this is a good tool. We happily eat our own dog food :)
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Very cool project. The developers respond to questions on the forum in a timely manner.