github autodiff/autodiff v0.6.2

latest releases: v1.1.2, v1.1.1, v1.1.0...
2 years ago

This release enables the use of Eigen::IndexedView when using gradient, jacobian, and hessian functions. For example, assume you want to compute the Jacobian of a function f with respect to some selected variables in x given by x(indices), where indices is a container of int-like numbers. This can be done as follows:

auto J = jacobian(f, wrt(x(indices)), at(x));

Matrix J will have as many columns as there are entries in indices, and not in x.

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