Automatic Differentiation Modes
ad_trait supports three primary modes of differentiation, each with its own strengths and weaknesses.
Summary Table
| Mode | Type | Speed (Few Inputs) | Speed (Many Inputs) | Precision |
|---|---|---|---|---|
| Forward-Mode | Exact | Very Fast | Slow | Exact |
| Reverse-Mode | Exact | Moderate | Very Fast | Exact |
| Finite Differencing | Approx | Fast | Very Slow | Low |
In the following chapters, we will explore each of these modes in detail.