GitHub topics: algorithmic-differentiation
SciML/Optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
Language: Julia - Size: 20.8 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 768 - Forks: 90
SciML/Integrals.jl
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
Language: Julia - Size: 2.17 MB - Last synced at: about 22 hours ago - Pushed at: 26 days ago - Stars: 235 - Forks: 30
SciML/NBodySimulator.jl
A differentiable simulator for scientific machine learning (SciML) with N-body problems, including astrophysical and molecular dynamics
Language: Julia - Size: 600 KB - Last synced at: 1 day ago - Pushed at: 6 months ago - Stars: 134 - Forks: 19
auto-differentiation/QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
Language: C++ - Size: 151 KB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 21 - Forks: 12
adtzlr/tensortrax
Differentiable Tensors based on NumPy Arrays
Language: Python - Size: 465 KB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 8 - Forks: 0
adtzlr/matadi
Material Definition with Automatic Differentiation
Language: Python - Size: 646 KB - Last synced at: 10 days ago - Pushed at: 2 months ago - Stars: 23 - Forks: 2
infergo-ml/infergo
mirror of Infergo repository
Language: Go - Size: 791 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 10 - Forks: 1
byuflowlab/ImplicitAD.jl
Automates adjoints. Forward and reverse mode algorithmic differentiation around implicit functions (not propagating AD through), as well as custom rules to allow for mixed-mode AD or calling external (non-AD compatible) functions within an AD chain.
Language: Julia - Size: 427 KB - Last synced at: 30 days ago - Pushed at: 10 months ago - Stars: 26 - Forks: 6
mansooralodhi/intervalAdjointSigAnalysis
msThesis
Language: Python - Size: 25 MB - Last synced at: about 23 hours ago - Pushed at: 1 day ago - Stars: 0 - Forks: 0
oberbichler/HyperJet
Algorithmic differentiation with hyper-dual numbers in C++ and Python
Language: C++ - Size: 2.38 MB - Last synced at: 6 days ago - Pushed at: 8 months ago - Stars: 16 - Forks: 4
octoflar/m_ad
Matrix derivative tests for algorithmic differentiation
Language: Fortran - Size: 957 KB - Last synced at: 10 days ago - Pushed at: 10 months ago - Stars: 2 - Forks: 0
neilkichler/sobolev-pruning
Towards Sobolev Pruning (PASC'24 Conference Paper)
Size: 3.91 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0
ZAARAOUI999/hypermat
Hyperelastic formulations using an algorithmic differentiation with hyper-dual numbers in Python.
Language: Python - Size: 146 KB - Last synced at: about 19 hours ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0
tlm-adjoint/tlm_adjoint
A library for high-level algorithmic differentiation
Language: Python - Size: 4.41 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 17 - Forks: 5
SciML/DiffEqDevMaterials
Various developer materials, like PDFs, notes, derivations, etc. for differential equations and scientific machine learning (SciML)
Language: Jupyter Notebook - Size: 680 KB - Last synced at: 1 day ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 6
STCE-at-RWTH/parallel_taping
Demonstrator codes for MPI parallel taping and interpretation
Language: C++ - Size: 42 KB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0
lakshmiDRIP/DROP-Fixed-Income
DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
Language: HTML - Size: 544 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 23 - Forks: 11
infergo-ml/infergo-studies
Mirror of bitbucket infergo-studies repository
Language: Go - Size: 5.39 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0
tam724/pyADiff
A simple, pure python algorithmic differentiation package
Language: Python - Size: 53.7 KB - Last synced at: about 1 month ago - Pushed at: about 5 years ago - Stars: 1 - Forks: 0
rajasharan/elm-automatic-differentiation
Automatic differentiation (a.k.a algorithmic differentiation) in reverse mode for elm
Language: Elm - Size: 5.86 KB - Last synced at: about 1 month ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0
