Introduction to Rcppautodiff
Introduction | Data types in autodiff | dual to double conversion | VectorXreal (or VectorXdual) to Eigen::VectorXd | MatrixXreal (or MatrixXdual) to Eigen::MatrixXd | Derivative of single-variable function | Derivatives of a multi-variable function | Derivatives of a multi-variable function with parameters | Calculating Gradient vector of a scalar function | Gradient vector of a scalar function with parameters | Jacobian of a vector function | Jacobian matrix of a vector function with parameters | Jacobian matrix of a vector function using memory maps | Higher-order cross-derivatives of a scalar function | Higher-order directional derivatives of a scalar function | Higher-order directional derivatives of a vector function | Taylor series of a scalar function along a direction | Taylor series of a vector function along a direction | Reverse mode | Single-variable function | Multi-variable function | Multi-variable function with conditional | Multi-variable function with parameters | Gradient of a scalar function | Hessian of a scalar function | Higher-order derivatives of a single-variable function | Higher-order derivatives of a multi-variable function | Derivatives of a single-variable function using a custom scalar (complex)