Differentiation, i.e. finding derivatives, has long been one of the key operations in computation related to modern science and engineering. In optimization and numerical differential equations, finding the extrema will require differentiation. There are many important applications of automatic differentiation in optimization, machine learning, and numerical methods (e.g., time integration, root-finding).
This documentation introduces
DeriveAlive, a software
library that uses the concept of automatic differentiation to solve
differentiation problems in scientific computing. Additional features
of a root finding suite, an optimization suite and a quadratic spline
suite are also listed in this documentation.