Re: [boost] RFC: Differential Arithmetic Library

From: boost (boost_at_[hidden])
Date: 2002-02-13 04:57:17

Dear Martin,

On Wednesday 13 February 2002 11:12, Martin Weiser wrote:

> (iii) There are a lot of automatic differentiation tools available (see
> http://www-unix.mcs.anl.gov/autodiff/AD_Tools/), most of which are
> preprocessor type solutions. The tool that comes closest to your approach
> is ADOL-C (http://www.math.tu-dresden.de/wir/project/adolc/index.html).
> This is, however, neither templated nor lightweight. There used to be
> another C++ AD library around, FADBAD/TADIFF, but it seems to have ceased
> to exist.
Thanks for the references. 
I have to admit that didn't perform a web-search :(.

>
> Conclusion: While I'd like to see some boost-style AD library in boost, I
> do suspect your current library design is not sufficient to satisfy any
> but the most basic needs. I'd like to encourage you to extend the design
> of your library to handle differentiation wrt several variables before
> submitting it to boost.

Don't worry, as I said, it's only a first step,
and the reason I posted it was to get some comments,
before doing stupid things.

My plans are:
1) implement a taylor series with respect to one variable
2) implement differentiation with respect to >1 variables.

Best wishes
Peter