/calculus.torch

A torch7 package to do differentiation and integration over arbitrary Tensors, using a variety of methods.

Primary LanguageLua

Calculus

A torch7 package to do differentiation and integration over arbitrary Tensors, using a variety of methods.

Some of the methods are:

  • First and Second order differentiation using finite-difference

Soon to come:

  • Integration by Simpson's Rule
  • Integration using Monte-Carlo method

This package was inspired by Julia's Calculus package