Published March 22, 2024
| Version v1
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C++ Stochastic Automatic Differentiation
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
Files
(55.0 kB)
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md5:8b41f0a6f736a5ffa034a01815725907
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Additional details
Related works
- Is part of
- Other: EF4-12 (Other)
Software
- Programming language
- C++, Makefile
- Development Status
- Wip