FADBAD++ 介绍
FADBAD 利用 C 的模板和操作符重载的方法实现了 forward, backward and Taylor 方法。
These AD-templates enable the user to differentiate functions that are
implemented in arithmetic types, such as doubles and intervals. One of the
major ideas in FADBAD is that the AD-template types also behave like
arithmetic types. This property of the AD-templates enables the user to
differentiate a C function by replacing all occurrences of the original
arithmetic type with the AD-template version. This transparency of behavior
also makes it possible to generate high order derivatives by applying the AD-
templates on themselves, enabling the user to combine the AD methods very
easily.
FADBAD++ 官网
http://www.fadbad.com/fadbad.html
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