AuDI is an open source, header only, C++ library that allows for AUtomated DIfferentiation implementing a Taylor truncated polynomial algebra (aka differential algebra).
Its core is also exposed as a python module called pyaudi.
- Dario Izzo
- Francesco Biscani
* Truncated Taylor polynomial algebra
* Internally powered by the truncated polynomial multiplication algorithm of the open source project Piranha
* Fine grained parallelism takes advantage of the underlying CPU architecture (important for many variables / high orders)
Licensing: open source
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