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Automatic Differentiation #531

@dalon-work

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@dalon-work

Motivation

Would anyone find an automatic differentiation module interesting? I'm not an expert in it, but I did once create a simple fortran module that worked by overloading the various arihtmetic operators and math functions. The idea is simple enough and I personally find it fascinating that you can compute a function and simultaneously its derivative.

I also did a prototype in C++ (https://github.com/dalon-work/AutoDiff), this time using expression templates to allow the compiler to inline everything. It does worry me that fortran won't allow the same level of inlining, and the extra copies will limit the attainable performance from this operator overloading method.

Perhaps there are many other issues and edge conditions that I'm unaware of too, since my experience is limited mainly to the two prototypes that I've made. Thoughts?

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