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