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An implementation of Automatic Differentiation in C++

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Graph based reverse mode Automatic Differentiation in C++ (GrAD)

Implemented functions

Arithmetic operators

  • operator+
  • operator+=
  • operator-
  • operator-=
  • operator*
  • operator*=
  • operator/
  • operator/=

Unary functions

  • abs
  • acos
  • acosh (C++11)
  • asin
  • asinh (C++11)
  • atan
  • atanh (C++11)
  • cos
  • cosh
  • erf (C++11)
  • exp
  • exp2 (C++11)
  • expm1
  • fabs
  • log
  • log1p
  • log2 (C++11)
  • log10
  • sign
  • sin
  • sinh
  • sqrt
  • tan
  • tanh

Binary functions

  • atan2
  • pow

Functions from Rmath library

  • gammafn
  • lgammafn
  • psigamma

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An implementation of Automatic Differentiation in C++

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