[Numpy-discussion] Automatic differentiation (was Re: second-order gradient)

[Stéfan van der Walt]

2008/10/30 Rob Clewley <rob.clewley at gmail.com>:
>> http://en.wikipedia.org/wiki/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.

In your experience, is this functionality enough to start a separate
package, or should we try to include it somewhere else?  Otherwise we
could think of a new SciKit.

Regards
Stéfan