1 Jun 2018

Audi / pyaudi

Audi (not the car, rather from latin: “listen!”) is an open source, header only, C++ library (exposed to python in the pyaudi package) that implements the differential algebra of Taylor truncated polynomials and a few algorithms useful for its applications (Differential Intelligence, high-order automatic differentiation, Taylor Models, etc.)

The underlying algebraic operations are dealt with using the open source code Piranha and can deal with high orders and many variables without eating up the whole system memory.

AuDi was developed with the goal to surpass the capabilities of existing automated differentiation libraries enabling high order differentiation in many variables and to offer an open source code base for differential algebra applications.

While other automated differentiation codes may be more efficient on some targeted application requesting a specific order and sparsity, AuDi was built to be fast and efficient across all application ranges (low orders, high orders, one variable, many variables, sparse and dense).

pyaudi can be installed, in some commonly used platform, using pip and conda package managers.

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Advanced Concepts Team