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Re: Algorithmic Differentiation (Using a C++ library)


From: Olaf Till
Subject: Re: Algorithmic Differentiation (Using a C++ library)
Date: Thu, 2 Mar 2017 12:04:19 +0100
User-agent: Mutt/1.5.23 (2014-03-12)

On Wed, Mar 01, 2017 at 02:06:29PM -0700, Brad Bell wrote:
> On 03/01/2017 01:57 PM, Oliver Heimlich wrote:
> ... snip ...
> >I am not sure, if (and how easy) it is possibly to combine a
> >templated(?) C++ library with types that are implemented in Octave as
> >classes.
> The Cppad Swig C++ library is an example of specializing a template library
> to a particular type and then hooking that specialization up to a scripting
> language.

Swig makes an interface from Octave to C++. What Oliver would need is
the opposite direction. This wouldn't work...

I agree that passing an interval type, implemented with Octave
classes, to an AD type would only be possible if AD is also
implemented with Octave classes. This would need AD to be implemented
first, and to make a specialization then which internally generates an
interval type from the arguments (making it dependent on the interval
package). But:

1. 'interval' must support vectors for this.

2. For AD itself to be useful, we need it to be thoroughly
   implemented, including Hessians, at least.

Olaf

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