rust-ad

Automatic differentiation library for rust. Currently only supports first order forward AD.

Example

Calculate gradient of exp(x/y^2) at (1, 2):

let result = ad::grad(|x| { Float::exp(x[0] / Float::powi(x[1], 2)) }, vec![1.0, 2.0]);
println!("Out: {}", result);
// Out: [0.321006, -0.321006]