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Alphabetical List of tools
- ADiJaC ( Java )
ADiJaC uses source code transformation to generate derivative codes in both the forward and the reverse modes of automatic differentiation.
- COJAC ( Java )
COJAC uses bytecode instrumentation to automatically enrich floats/doubles at runtime; the prototype offers both forward and reverse mode AD. The idea is presented in this short video: https://youtu.be/eAy71M34U_I?list=PLHLKWUtT0B7kNos1e48vKhFlGAXR1AAkF
- finmath-lib automatic differentiation extensions ( Java )
Implementation of a stochastic automatic differentiation (AD / AAD for Monte-Carlo Simulations).