clad: A C++ repository from Deep Technology Laboratories Ventures

Linux & OSX:

What is clad
clad is a C++ plugin for clang that implements automatic differentiation of user-defined functions by employing the chain rule in forward mode, coupled with source code transformation and AST constant fold.
Description
In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to numerically evaluate the derivative of a function specified by a computer program. Automatic differentiation is an alternative technique to Symbolic differentiation and Numerical differentiation (the method of finite differences) that yields exact derivatives even of complicated functions. The goal of the presented plugin is to extend the Cling functionality in order to make it possible for the tool to differentiate non-trivial functions and find partial derivatives for trivial cases. Our implementation approach is to employ source code transformation, which consists of explicitly building a new source code through a compiler-like process that includes parsing the original program, constructing an internal representation, and performing global analysis. This elegant but laborious process is greatly aided by Cling (http://cern.ch/cling) which does not only provide the necessary facilities for code transformation, but also serves as a basis for the plugin.
Building from source

  LAST_KNOWN_GOOD_LLVM=$(wget https://raw.githubusercontent.com/vgvassilev/clad/master/LastKnownGoodLLVMRevision.txt -O - -q --no-check-certificate)
  LAST_KNOWN_GOOD_CLANG=$(wget https://raw.githubusercontent.com/vgvassilev/clad/master/LastKnownGoodClangRevision.txt -O - -q --no-check-certificate)
  git clone https://github.com/llvm-mirror/llvm.git src
  cd src; git checkout $LAST_KNOWN_GOOD_LLVM
  cd tools
  git clone https://github.com/llvm-mirror/clang.git clang
  cd clang ; git checkout $LAST_KNOWN_GOOD_CLANG
  cd ../
  git clone https://github.com/vgvassilev/clad.git clad
  cd ../
  cat patches tools/clad/patches/*.diff | patch -p0
  cd ../
  mkdir obj inst
  cd obj
  cmake -DCMAKE_BUILD_TYPE=Debug -DLLVM_TARGETS_TO_BUILD=host -DCMAKE_INSTALL_PREFIX=../inst ../src/
  make && make install

Usage
After a successful build libclad.so or libclad.dylib will be created in llvm's lib (inst/lib) directory. One can attach the plugin to clang invocation like this:

clang -cc1 -x c++ -std=c++11 -load libclad.dylib -plugin clad -plugin-arg-clad -help SourceFile.cpp
For more details see:
ACAT 2014 Slides
Martin's GSoC2014 Final Report
LLVM Poster
Violeta's GSoC2013 Final Report

Founders
Founder of the project is Vassil Vassilev as part of his research interests and vision. He holds the exclusive copyright and other related rights, described in Copyright.txt.
Contributors
We have quite a few contributors, whose contribution is described briefly in Credits.txt. If you don't find your name among the list of contributors, please contact us!
License
clad is an open source project, licensed by GNU LESSER GENERAL PUBLIC LICENSE (see License.txt). If there is module with different that LGPL license it will be explicitly stated in the License.txt in the module's source code folder. Please see License.txt for further information.
How to Contribute
As stated in 2. clad is an open source project. Like most of the open source projects we constantly lack of manpower and contributions of any sort are very welcome. The best starting point is to download the source code and start playing with it. There are a lot of tests showing implicitly the available functionality.

deeptechlabs/clad