Maybe we should focus on writing a decent 'deriv' function then. I know Konrad Hinsen's Scientific had a derivatives package (Scientific.Functions.Derivatives) that implemented automatic differentiation:
That would be great, but wouldn't that be best suited as a utility requiring Sympy? You'll want to take advantage of all sorts of symbolic classes, especially for any source code transformation approach. IMO Hinsen's implementation isn't a very efficient or attractive solution to AD given the great existing C/C++ codes out there. Maybe we should be looking to provide a python interface to an existing open source package such as ADOL-C, but I'm all in favour of a new pure python approach too. What would be perfect is to have a single interface to a python AD package that would support a faster implementation if the user wished to install a C/C++ package, otherwise would default to a pure python equivalent. -Rob