FastTransformsForwardDiff.jl

A Julia package to support forward-mode auto-differentiation for fast transforms

Build Status codecov

A package for forward-mode auto-differentiation for fast transforms. Currently supports the fft:

julia> using FastTransformsForwardDiff: derivative

julia> θ = range(0,2π; length=n+1)[1:end-1];

julia> derivative(ω -> fft(exp.(ω .* cos.(θ)))[1]/n, 1)
0.5651591039924849 + 0.0im