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Add autodiff support #6371

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@nilsvu nilsvu commented Nov 12, 2024

Proposed changes

This PR adds some basic support for autodiff, see #6281. This PR is just for sharing code at the moment (not sure if and when we'll merge this).

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Code review checklist

  • The code is documented and the documentation renders correctly. Run
    make doc to generate the documentation locally into BUILD_DIR/docs/html.
    Then open index.html.
  • The code follows the stylistic and code quality guidelines listed in the
    code review guide.
  • The PR lists upgrade instructions and is labeled bugfix or
    new feature if appropriate.

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