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.
- Automatic differentiation
- Computer algebra
- Dynamic optimization
- Numerical optimization
A very useful and well-designed software
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 :)
Very cool project. The developers respond to questions on the forum in a timely manner.