4 projects
aadc-quantlib-tracing
QuantLib 1.38 with AADC-NG source tracing -- attribute each recorded constant and frozen branch to its C++ line (Linux x86-64)
aadc-ode
ODE integration with exact AAD gradients on aadc-ng: BDF and RK solvers, kernel-tape replay and off-tape LU solve as compute blocks
aadc-quantlib
QuantLib 1.38 with Real = AADC-NG idoubleNG, SWIG-wrapped for Python
aadc
Accelerate numerical Python by recording and compiling it — with optional exact derivatives (AAD)