feat: add exact Hessian methods (RR, FR, RF) for mono and multi

Add exact second-order automatic differentiation using
Reverse-over-Reverse, Forward-over-Reverse, and Reverse-over-Forward
methods for both univariate and multivariate functions.

Author: leafyoung

.cargo/config.toml

@@ -0,0 +1,11 @@
+# Cargo configuration for petite-ad.
+#
+# The mold linker flag below speeds up local builds substantially.
+# If mold is not installed, the flag is silently ignored by the linker.
+# Remove or adjust the rustflags if needed for your machine.
+
+[target.x86_64-unknown-linux-gnu]
+rustflags = ["-C", "link-arg=-fuse-ld=mold"]
+
+[registries.crates-io]
+protocol = "sparse" # Faster crate downloads

.github/workflows/ci.yml

@@ -0,0 +1,104 @@
+name: CI
+
+on:
+    push:
+        branches: [main, master, develop]
+    pull_request:
+        branches: [main, master]
+
+env:
+    CARGO_TERM_COLOR: always
+
+jobs:
+    test:
+        name: Test
+        runs-on: ubuntu-latest
+        strategy:
+            matrix:
+                rust: [stable, nightly]
+
+        steps:
+            - uses: actions/checkout@v4
+
+            - name: Setup mold linker
+              uses: rui314/setup-mold@v1
+
+            - name: Install Rust
+              uses: dtolnay/rust-toolchain@master
+              with:
+                  toolchain: ${{ matrix.rust }}
+                  components: rustfmt, clippy
+
+            - name: Setup Rust cache
+              uses: Swatinem/rust-cache@v2
+              with:
+                  key: ${{ matrix.rust }}
+
+            - name: Check formatting
+              run: cargo fmt -- --check
+
+            - name: Run clippy
+              run: cargo clippy --all-targets --all-features -- -D warnings
+
+            - name: Run tests
+              run: cargo test --verbose --all-features
+
+            - name: Run examples
+              run: cargo test --examples --all-features
+
+            - name: Run benchmarks (check only)
+              run: cargo bench --no-run
+
+    coverage:
+        name: Code Coverage
+        runs-on: ubuntu-latest
+
+        steps:
+            - uses: actions/checkout@v4
+
+            - name: Setup mold linker
+              uses: rui314/setup-mold@v1
+
+            - name: Install Rust
+              uses: dtolnay/rust-toolchain@master
+              with:
+                  toolchain: stable
+
+            - name: Setup Rust cache
+              uses: Swatinem/rust-cache@v2
+
+            - name: Install cargo-tarpaulin
+              run: cargo install cargo-tarpaulin
+
+            - name: Generate coverage report
+              run: cargo tarpaulin --lib --out Xml
+
+            - name: Upload coverage to Codecov
+              uses: codecov/codecov-action@v4
+              with:
+                  file: ./cobertura.xml
+                  fail_ci_if_error: false
+
+    security:
+        name: Security audit
+        runs-on: ubuntu-latest
+
+        steps:
+            - uses: actions/checkout@v4
+
+            - name: Setup mold linker
+              uses: rui314/setup-mold@v1
+
+            - name: Install Rust
+              uses: dtolnay/rust-toolchain@master
+              with:
+                  toolchain: stable
+
+            - name: Install cargo-audit
+              run: cargo install cargo-audit
+
+            - name: Generate temporary lockfile
+              run: cargo generate-lockfile
+
+            - name: Run security audit
+              run: cargo audit

.gitignore

@@ -19,3 +19,5 @@ target
 #  and can be added to the global gitignore or merged into this file.  For a more nuclear
 #  option (not recommended) you can uncomment the following to ignore the entire idea folder.
 #.idea/
+
+Cargo.lock

.pre-commit-config.yaml

@@ -1,65 +1,61 @@
-# Pre-commit hooks for Rust project
+# Pre-commit hooks for petite-ad
 # See https://pre-commit.com for more information
-# Run `pre-commit install` to install these hooks
+# Install: pip install pre-commit
+# Setup: pre-commit install
+# Run manually: prek run --all-files  # alias for: pre-commit run --all-files
 
 repos:
-  # General hooks
-  - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v5.0.0
-    hooks:
-      - id: trailing-whitespace
-      - id: end-of-file-fixer
-      - id: check-yaml
-      - id: check-toml
-      - id: check-added-large-files
-        args: ['--maxkb=1000']
-      - id: check-merge-conflict
-      - id: check-case-conflict
-      - id: mixed-line-ending
-        args: ['--fix=lf']
-
-  # Rust specific hooks using local cargo commands
   - repo: local
     hooks:
+      # Run cargo fmt to automatically format Rust files.
       - id: cargo-fmt
         name: cargo fmt
         entry: cargo fmt
         language: system
+        types: [rust]
         pass_filenames: false
 
-      - id: cargo-check
-        name: cargo check
-        entry: cargo check
-        language: system
-        args: ['--all-targets', '--all-features']
-        pass_filenames: false
-
-  # Clippy linting
-  - repo: local
-    hooks:
-      - id: clippy
+      # Run cargo clippy to catch common mistakes.
+      - id: cargo-clippy
         name: cargo clippy
-        entry: cargo clippy
+        entry: cargo clippy --all-targets --all-features -- -D warnings
         language: system
-        args: ['--all-targets', '--all-features', '--', '-D', 'warnings']
+        types: [rust]
         pass_filenames: false
 
-  # Run tests
-  - repo: local
-    hooks:
+      # Run cargo test to ensure all tests pass.
       - id: cargo-test
         name: cargo test
-        entry: cargo test
+        entry: cargo test --all-features
         language: system
-        args: ['--all-features']
+        types: [rust]
         pass_filenames: false
 
-  # Check documentation
-  - repo: local
+  # Generic pre-commit hooks for non-Rust files.
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v6.0.0
     hooks:
-      - id: cargo-doc
-        name: cargo doc
-        entry: cargo doc
-        language: system
-        args: ['--no-deps', '--all-features']
-        pass_filenames: false
+      # Check for accidentally committed large files.
+      - id: check-added-large-files
+        args: ["--maxkb=10000"]
+
+      # Check config file syntax.
+      - id: check-yaml
+      - id: check-json
+      - id: check-toml
+
+      # Fix whitespace-only file hygiene issues.
+      - id: trailing-whitespace
+        exclude: ^(tests/|fixtures/)
+      - id: end-of-file-fixer
+
+      # Detect conflict markers and case-insensitive path collisions.
+      - id: check-merge-conflict
+      - id: check-case-conflict
+
+      # Normalize line endings.
+      - id: mixed-line-ending
+        args: ["--fix=lf"]
+
+      # Check that scripts with shebangs are executable.
+      - id: check-executables-have-shebangs