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Achievement: Pull Sharkx2Achievement: Pair ExtraordinaireAchievement: Quickdraw

Achievements

Achievement: Pull Sharkx2Achievement: Pair ExtraordinaireAchievement: Quickdraw

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  1. auto-differentiation/xad auto-differentiation/xad Public

    The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against Cpp…

    C++ 435 48

  2. auto-differentiation/QuantLibAAD auto-differentiation/QuantLibAAD Public

    QuantLib with AAD

    C++ 43 16