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XAD v2.1.0

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@auto-differentiation-dev auto-differentiation-dev released this 31 Mar 14:48
· 17 commits to main since this release
v2.1.0
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What's New

xad-codegen JIT compilation support

XAD now supports xad-codegen, a high-performance native code generation backend that compiles recorded computation graphs to optimized x86-64 machine code with AVX2 SIMD vectorization.

  • New CMake option XAD_ENABLE_CODEGEN (default OFF)
  • New CMake option XAD_CODEGEN_DIR to point to xad-codegen source directory
  • xad::codegen::CodegenBackend and CodegenBackendAVX backend classes
  • Updated LiborSwaptionPricerJIT sample

xad-codegen is available under a separate commercial license.
See XAD Enterprise for details.

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