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The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
A Docker image to run Stan, cmdstanr, and brms for Bayesian statistical modelling. GPU support using OpenCL is available.
How to differentiate collective variables in free energy codes: Computer-algebra code generation and automatic differentiation