Package net.finmath.montecarlo.automaticdifferentiation.backward.alternative
package net.finmath.montecarlo.automaticdifferentiation.backward.alternative
Provides alternative implementation of backward automatic differentiation.
- Author:
- Christian Fries
-
ClassDescriptionImplementation of
RandomVariablehaving the additional feature to calculate the backward algorithmic differentiation.Implementation ofRandomVariableDifferentiableusing the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).Implementation ofRandomVariableDifferentiableusing the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).