Owl - OCaml Scientific and Engineering Computing @ http://ocaml.xyz
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tachukao and ryanrhymes reverse-mode discrete-time lyapunov (#381)
* added tracker to DR to track when to update input adjoint

* allow `t array` to be type t in Algodiff, implemented split reverse-mode

* added gradient test for split

* removed types `Pair` and `AR` and modified gradient unit test
accordingly

* exposed finite difference reverse-mode gradient to user in Algodiff
module

* minor changes gradient check module and gradient unit tests

* first attempt at reverse-mode chol

* fixed bug in chol reverse-mode gradient and test

* first shot at svd (thin) reverse-mode grad

* minor changes in svd reverse-mode unit test

* more efficient implementation of trace reverse-mode gradient

* rewrote algodiff reverse grad-test module to improve flexibility

* first try at reverse mode of_arrays and to_arrays

* first try at reverse-mode algodiff concatenate

* algodiff for init_2d function

* first shot at algodiff logdet

* minor changes in test of reverse-mode logdet

* simplified algodiff of_arrays and concatenate (direclty infer mode of
differentiation)

* minor changes in algodiff

* added reverse-mode grad for diagm

* bug in logdet forward mode tangent

* fixed bug in logdet implementation

* Eigen.Types not found

* revert Eigen.Types

* implemented discrete lyapunov

* direct discrete lyapunov bug

* reverse-mode for discrete lyapunov + fixed bug in lyapunov

* minor bug in reverse mode lyapunov and discrete_lyapunov
Latest commit e0d40fe Feb 19, 2019
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bin update header Jan 4, 2019
docker Add configuration file for aeos module and update Dockerfiles (#336) Dec 5, 2018
examples update header Jan 4, 2019
perftest core: change copy_to to copy_ Jun 28, 2018
src reverse-mode discrete-time lyapunov (#381) Feb 19, 2019
test reverse-mode discrete-time lyapunov (#381) Feb 19, 2019
.gitattributes edit gitattributes Feb 19, 2018
.gitignore Topkging (#208) Apr 17, 2018
.travis.yml Fix Travis, part2: disable owl-base tests (all tests require owl) (#367) Feb 8, 2019
ACKNOWLEDGEMENT.md fix contribution Aug 28, 2018
CHANGES.md edit changes.md Nov 10, 2018
CODE_OF_CONDUCT.md Create CODE_OF_CONDUCT.md Jul 3, 2017
CONTRIBUTING.md coding dataframe Apr 27, 2018
LICENSE.md update header Jan 4, 2019
Makefile Move to `dune` from `jbuilder`, prep 0.4.0 release (#286) Aug 21, 2018
README.md edit readme Nov 28, 2018
VERSION add jbuild for unittest Sep 11, 2017
dune-project Move to `dune` from `jbuilder`, prep 0.4.0 release (#286) Aug 21, 2018
dune-workspace
owl-aeos.opam owl,owl-aeos: remove unnecessary sexplib dependency (#378) Feb 18, 2019
owl-base.opam Fix Travis, part2: disable owl-base tests (all tests require owl) (#367) Feb 8, 2019
owl-top.opam Fix Travis (#366) Feb 8, 2019
owl-zoo.opam Fix Travis (#366) Feb 8, 2019
owl.opam owl,owl-aeos: remove unnecessary sexplib dependency (#378) Feb 18, 2019

README.md

Owl - OCaml Scientific and Engineering Computing

Owl is a dedicated system for scientific and engineering computing in the functional programming language OCaml.

This software is currently maintained by Komposio, a Helsinki-based software consulting company.

Visit the project website at ocaml.xyz