Published March 22, 2024 | Version v1
Software Open

C++ Stochastic Automatic Differentiation

  • 1. ROR icon Zuse Institute Berlin

Description

This is a small C++ library for direct sampling of directional derivatives of piecewise differentiable parametrized stochastic programs. It includes some examples from chemical reaction kinetics.

Files

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Additional details

Related works

Is part of
Other: EF4-12 (Other)

Software

Programming language
C++, Makefile
Development Status
Wip