Hello all. I am working with ForwardDiff.jl on a problem that requires computing kernel density estimates (and thus convolutions which boils down to FFT). I am searching for a way to do this using autodifferentation. I realize there are a number of AD frameworks. My problems are relatively parametri…

[image] GitHub - JuliaApproximation/FastTransformsForwardDiff.jl: A Julia package to... A Julia package to support forward-mode auto-differentiation for fast transforms - GitHub - JuliaApproximation/FastTransformsForwardDiff.jl: A Julia package to support forward-mode auto-differentia... …

Thanks for the response. Is there any examples or docs for how this would integrate with a broader ForwardDiff package? FFT is usually part of a larger computation to which AD is being applied.

I’m pretty sure you load both packages and it just works…not sure what there is to document. If it doesn’t work file a GitHub issue

Sorry for reopening this after such a long time, but what is the current recommended setup for this? I have a personal package that is relying on FastTransformsForwardDiff which is locked to pre-1.0 ForwardDiff (still on 0.10), and I don’t know if I should just keep it on that version or if there i…

[image] tom-plaa: FastTransformsForwardDiff Should be updated now

ForwardDiff.jl with FFTW.jl

Specific Domains Numerics

dlfivefifty April 11, 2023, 11:24pm 2

Topic		Replies	Views
Forward Automatic Differentiation & FFTs Numerics forwarddiff , autodiff , fft	13	533	February 22, 2025
Does there exists 1D FFT/IFFT implementation in pure Julia (i.e. no FFTW) Numerics	10	3783	August 21, 2017
Non-Zygote autodiff through a FFT-based poisson solver? Numerics fftw , ad , autodiff , complex-numbers	3	598	December 14, 2022
ForwardDiff and Zygote cannot automatically differentiate (AD) function from C^n to R that uses FFT Numerics	23	4712	March 25, 2022
FFTs in probabilistic models Probabilistic Programming question , fftw	5	750	October 15, 2021

ForwardDiff.jl with FFTW.jl

Related topics