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https://github.com/winvector/autodiff

Example automatic differentiation code in Scala
https://github.com/winvector/autodiff

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Example automatic differentiation code in Scala

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README

        

Copyright 2010-2011 John Mount / Win-Vector LLC
Released under GNUv3 GPLv3 License (see http://www.gnu.org/licenses/gpl.html)
For details/instructions see the following articles:
http://www.win-vector.com/blog/2010/06/automatic-differentiation-with-scala/
http://www.win-vector.com/blog/2010/07/gradients-via-reverse-accumulation/

Requires:
http://www.scala-lang.org/ Scala 2.9.2 or newer
http://www.junit.org/ JUnit 4.4 or newer
http://www.scalatest.org 2.9.0 or newer