ImplicitDifferentiation.jl
ImplicitDifferentiation.jl is a package for automatic differentiation of implicit functions.
Getting started
To install the stable version, open a Julia REPL and run:
julia> using Pkg; Pkg.add("ImplicitDifferentiation")
For the latest version, run this instead:
julia> using Pkg; Pkg.add(url="https://github.com/gdalle/ImplicitDifferentiation.jl")
Related packages
- DiffOpt.jl: differentiation of convex optimization problems
- InferOpt.jl: differentiation of combinatorial optimization problems
- NonconvexUtils.jl: contains the original implementation from which this package drew inspiration