Automatic Differentiation with Dual Numbers

Automatic differentiation is achieved by using dual numbers without providing hand-coded gradient functions. The output value of a mathematical function is returned with the values of its exact first derivative (or gradient). For more details see Baydin, Pearlmutter, Radul, and Siskind (2018) <>.


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0.0.3 by Luca Sartore, a year ago

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Authors: Luca Sartore [aut, cre]

Documentation:   PDF Manual  

Task views: Numerical Mathematics

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