https://github.com/juliaapproximation/fasttransformsforwarddiff.jl

A Julia package to support forward-mode auto-differentiation for fast transforms
https://github.com/juliaapproximation/fasttransformsforwarddiff.jl

Last synced: over 1 year ago
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A Julia package to support forward-mode auto-differentiation for fast transforms

• Host: GitHub
• URL: https://github.com/juliaapproximation/fasttransformsforwarddiff.jl
• Owner: JuliaApproximation
• License: mit
• Created: 2022-12-05T16:19:37.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2022-12-09T12:42:06.000Z (over 3 years ago)
• Last Synced: 2025-02-20T22:26:48.272Z (over 1 year ago)
• Language: Julia
• Size: 13.7 KB
• Stars: 13
• Watchers: 7
• Forks: 0
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# FastTransformsForwardDiff.jl

A Julia package to support forward-mode auto-differentiation for fast transforms

[![Build Status](https://github.com/JuliaApproximation/FastTransformsForwardDiff.jl/workflows/CI/badge.svg)](https://github.com/JuliaApproximation/FastTransformsForwardDiff.jl/actions)

[![codecov](https://codecov.io/gh/JuliaApproximation/FastTransformsForwardDiff.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/JuliaApproximation/FastTransformsForwardDiff.jl)

A package for forward-mode auto-differentiation for fast transforms. Currently supports the fft:

```julia

julia> using FastTransformsForwardDiff: derivative

julia> θ = range(0,2π; length=n+1)[1:end-1];

julia> derivative(ω -> fft(exp.(ω .* cos.(θ)))[1]/n, 1)

0.5651591039924849 + 0.0im

```