11 lines
633 B
Plaintext
11 lines
633 B
Plaintext
The purpose of AlgoPy is the evaluation of higher-order derivatives in the
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forward and reverse mode of Algorithmic Differentiation (AD) of functions
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that are implemented as Python programs. Particular focus are functions that
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contain numerical linear algebra functions as they often appear in statistically
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motivated functions. The intended use of AlgoPy is for easy prototyping at
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reasonable execution speeds. More precisely, for a typical program a directional
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derivative takes order 10 times as much time as time as the function evaluation.
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This is approximately also true for the gradient.
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WWW: https://pythonhosted.org/algopy/
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