algorithmic-differentiation

There are 0 repository under algorithmic-differentiation topic.

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.
optimization local-optimization global-optimization automatic-differentiation algorithmic-differentiation sciml scientific-machine-learning hacktoberfest julia mixed-integer-programming nonlinear-optimization convex-optimization derivative-free-optimization
Language:Julia 656
xad
auto-differentiation / xad
Comprehensive automatic differentiation in C++
automatic-differentiation risk-management derivatives biotechnology computer-graphics machine-learning meteorology numerical-analysis optimisation quant-finance robotics scientific-computing
Language:C++ 214
SciML / Integrals.jl
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
quadrature integration automatic-differentiation algorithmic-differentiation differentiable-programming sciml scientific-machine-learning julia julia-language julialang numerical-integration
Language:Julia 202
SciML / NBodySimulator.jl
A differentiable simulator for scientific machine learning (SciML) with N-body problems, including astrophysical and molecular dynamics
molecular-dynamics molecular-dynamics-simulation sciml scientific-machine-learning automatic-differentiation algorithmic-differentiation differentiable-programming symbolic-integration geometric-algorithms
Language:Julia 124
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.
fixed-income instruments-trading-convention treasury-futures-options funding-curve forward-curve libor-curve ois-curve overnight-curve multi-curve collateral-curve position-horizon-analyzer statistical-curve-construction bond-pricing-relative-value interest-rate-products cva-dva-fva-kva-xva interest-rate-options stochastic-volatility-models lmm-calibration-greeks algorithmic-differentiation asset-backed
Language:HTML 26
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.
algorithmic-differentiation automatic-differentiation implicit-functions
Language:Julia 23
tlm-adjoint / tlm_adjoint
A library for high-level algorithmic differentiation
algorithmic-differentiation adjoint tangent-linear second-order-adjoint
Language:Python 17
adtzlr / matadi
Material Definition with Automatic Differentiation
algorithmic-differentiation automatic-differentiation constitution constitutive-model fea fem finite-element-analysis hyperelasticity pseudo-elasticity python scientific-computing viscoelasticity
Language:Python 15
HyperJet
oberbichler / HyperJet
Algorithmic differentiation with hyper-dual numbers in C++ and Python
automatic-differentiation auto-differentiation autodiff autodifferentiation differentiation derivatives numerical-derivation gradient hessian dual-numbers algorithmic-differentiation hyper-dual-numbers
Language:C++ 13
auto-differentiation / quantlib-xad
XAD / QuantLib Integration Module
algorithmic-differentiation quantitative-finance
Language:C++ 12
infergo-ml / infergo
mirror of Infergo repository
algorithmic-differentiation artificial-intelligence automatic-differentiation differentiable-programming go golang inference machine-learning progabilistic-programming
Language:Go 10
SciML / DiffEqDevMaterials
Various developer materials, like PDFs, notes, derivations, etc. for differential equations and scientific machine learning (SciML)
differential-equations sciml scientific-machine-learning algorithmic-differentiation automatic-differentiation differentiable-programming
Language:Jupyter Notebook 9
adtzlr / tensortrax
Math on (Hyper-Dual) Tensors with Trailing Axes
hyper-dual-numbers automatic-differentiation tensor trailing-axes hyper-dual-tensors ad python constitution scientific-computing calculus-of-variations algorithmic-differentiation constitutive-model finite-element-analysis
Language:Python 7
m_ad
octoflar / m_ad
Matrix derivative tests for algorithmic differentiation
algorithmic-differentiation
Language:Fortran 2
tam724 / pyADiff
A simple, pure python algorithmic differentiation package
python algorithmic-differentiation
Language:Python 1
infergo-ml / infergo-studies
Mirror of bitbucket infergo-studies repository
machine-learning probabilistic-programming artificial-intelligence golang go automatic-differentiation differentiable-programming algorithmic-differentiation
Language:Go 0
rajasharan / elm-automatic-differentiation
Automatic differentiation (a.k.a algorithmic differentiation) in reverse mode for elm
automatic-differentiation algorithmic-differentiation backpropagation elm elm-lang
Language:Elm 0
ZAARAOUI999 / hypermat
Hyperelastic formulations using an algorithmic differentiation with hyper-dual numbers in Python.
algorithmic-differentiation automatic-differentiation dual-numbers finite-elements hyperdual-numbers hyperelasticity
Language:Python 0
STCE-at-RWTH / parallel_taping
Demonstrator codes for MPI parallel taping and interpretation
algorithmic-differentiation mpi
Language:C++