A boost ::python interface to the C++ Algorithmic Differentiation package CppAD. The pycppad package is distributed under the BSD license.
- Sebastian F. Walter
- Bradley M. Bell
pycppad is a boost::python interface to CppAD. Operator overloading is used to store the operation sequence corresponding to a python algorithm. The operation sequence can be evaluated to obtain new function values or derivatives of arbitrary order. In addition, multiple levels of AD are supported. This means that AD derivatives can be used in the definition of a function which in trun can be differentiated using AD.
Licensing: open source
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