FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
☆118Sep 27, 2023Updated 2 years ago
Alternatives and similar repositories for FastAD
Users that are interested in FastAD are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- automatic differentiation made easier for C++☆1,930Jan 27, 2025Updated last year
- ☆37Jun 29, 2017Updated 8 years ago
- Combined array and automatic differentiation library in C++☆187Oct 5, 2025Updated 6 months ago
- Source Code Generation for Automatic Differentiation using Operator Overloading☆196Aug 10, 2025Updated 8 months ago
- SIMD vectorization backend☆17May 30, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A Package for Automatic Differentiation of Algorithms Written in C/C++☆177Updated this week
- Rcpp Bindings to FastAD Automatic Differentiation☆13Jan 19, 2026Updated 3 months ago
- A concise C++17 implementation of automatic differentiation (operator overloading)☆21Mar 16, 2022Updated 4 years ago
- AAD enabled and scripting included derivatives modeling.☆24Updated this week
- clad -- automatic differentiation for C/C++☆398Apr 19, 2026Updated last week
- A general purpose Gaussian process regression module☆11Jul 17, 2025Updated 9 months ago
- A C++20 library for the symbolic manipulation of sparse polynomials & co.☆31Oct 13, 2024Updated last year
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆26Oct 11, 2020Updated 5 years ago
- A C++ Algorithmic Differentiation Package: Home Page☆574Apr 13, 2026Updated 2 weeks ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- a solver for sparse nonlinear optimization☆30Mar 30, 2026Updated 3 weeks ago
- Fast gradient evaluation in C++ based on Expression Templates.☆109Mar 31, 2026Updated last month
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- Fast automatic differentiation library in C++☆111Oct 29, 2021Updated 4 years ago
- A header-only wrapper library for calling NLopt optimization in a single line using Eigen::VectorXd☆16Nov 11, 2025Updated 5 months ago
- Fast, easy automatic differentiation in C++☆412Apr 13, 2026Updated 2 weeks ago
- High-performance automatic differentiation of LLVM and MLIR.☆1,584Updated this week
- An efficient method for the conversion from internal to Cartesian coordinates that utilizes the platform-agnostic JAX Python library.☆21Jun 12, 2024Updated last year
- A single header-only C++ library for automatic / algorithmic differentiation.☆16Nov 29, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A Python library for variational inference with normalizing flow and annealing☆15Mar 13, 2025Updated last year
- The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It i…☆820Apr 22, 2026Updated last week
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated last year
- Rcpp port of Differential Evolution☆15Mar 11, 2026Updated last month
- Thermodynamic Integration for Turing models and more☆17Updated this week
- A nim module to handle polynomials☆13Jun 7, 2022Updated 3 years ago
- ☆35Dec 15, 2025Updated 4 months ago
- Explanations and Python implementations of Ordinary Least Squares regression, Ridge regression, Lasso regression (solved via Coordinate D…☆13Jan 20, 2021Updated 5 years ago
- Basic linear algebra subroutines for embedded optimization☆406Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Automatic Differentiation in Geometry Processing Made Simple☆430Nov 3, 2025Updated 5 months ago
- Theo is an optimized bigint and number theory library for Nim☆27Mar 2, 2022Updated 4 years ago
- ☆24Nov 23, 2025Updated 5 months ago
- ☆18Sep 30, 2021Updated 4 years ago
- Statistical inference for fairness auditing☆14Aug 2, 2023Updated 2 years ago
- Benchmarking contact models and solvers from robotics simulators.☆49Jul 19, 2024Updated last year
- A C++ header-only library of statistical distribution functions.☆557May 14, 2023Updated 2 years ago