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ForwardDiff provides user-friendly methods for performing forward-mode automatic differentiation on native Julia code. ForwardDiff offers several advanced features, such as nested differentiation, a non-allocating API, and a SIMD-vectorizable multidimensional dual number type.
ReverseDiff provides user-friendly methods for performing reverse-mode automatic differentiation on native Julia code. ReverseDiff implements many linear algebra optimizations, flexible performance annotations, and composes well with ForwardDiff (enabling mixed-mode AD).
TaylorSeries implements truncated multivariate power series for high-order integration of ODEs and forward-mode automatic differentiation of arbitrary order derivatives via operator overloading.
An algebraic modeling language for optimization with an internal implementation of reverse-mode automatic differentiation for gradients and sparse Hessian matrices given closed-form expressions.
Implements truncated power series type which can be used for forward-mode automatic differentiation of arbitrary order derivatives via operator overloading.
<small>This website was made with <ahref="http://www.getskeleton.com">Skeleton</a>, based on Iain Dunning's work on <ahref="http://juliaopt.org">JuliaOpt</a>. Something wrong? Submit <ahref="https://github.com/JuliaDiff/juliadiff.github.io/issues">issue</a>.
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<small>This website was made with <ahref="https://www.getskeleton.com">Skeleton</a>, based on Iain Dunning's work on <ahref="http://juliaopt.org">JuliaOpt</a>. Something wrong? Submit <ahref="https://github.com/JuliaDiff/juliadiff.github.io/issues">issue</a>.
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