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ALGOPY: Taylor Arithmetic Computation and Algorithmic Differentiation

Project description

ALGOPY is a tool for Algorithmic Differentiation (AD) and Taylor polynomial approximations. ALGOPY makes it possible to perform computations on scalar and polynomial matrices. It is designed to be as compatible to numpy as possible. I.e. views, broadcasting and most functions of numpy can be performed on polynomial matrices. Exampels are dot,trace,qr,solve, inv,eigh. The reverse mode of AD is also supported by a simple code evaluation tracer.

Documentation with examples is available at http://packages.python.org/algopy/.

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