github autodiff/autodiff v0.6.0

latest releases: v1.1.2, v1.1.1, v1.1.0...
2 years ago

This is a major version release with many improvements, code redesign, and reorganized as well as new features.

This release introduces a new number type called real (and also typedefs for its higher-order variants such as real2nd, real3rd, and real4th). This family of types (without limitation on their order) was specifically designed for faster computations of higher-order derivatives along a given direction. This is in contrast with type dual (and its higher-order variants), which is general enough to not only support directional derivatives but also cross derivatives. Because directional derivatives can be computed without explicitly computing every single cross derivative, realNth has an advantage compared to dualNth for this sort of computations.

With the introduction of realNth, TaylorSeries has also been introduced (check the examples, and the function taylorseries for more convenient construction of Taylor series of multivariable functions along a given direction).

autodiff also provides python bindings for these number types, in case your C++ application is also used from Python (using pybind11).

Please check the examples to identify API changes, the new location of header files, and how to use the new features of the library.

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