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Multivariate Automatic Differentiation #37

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Axect opened this issue Jan 24, 2021 · 0 comments
Open
7 tasks

Multivariate Automatic Differentiation #37

Axect opened this issue Jan 24, 2021 · 0 comments
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enhancement New feature or request
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@Axect
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Axect commented Jan 24, 2021

To calculate exact Hessian via Taylor-mode AD, we should need multivariate formula.

  • New structure for Multivariate AD - ADM (temporary name)
  • std::ops for ADM
    • Neg, Add, Sub
    • Mul, Div
  • PowOps
  • ExpLogOps
  • TrigOps
@Axect Axect added the enhancement New feature or request label Jan 24, 2021
@Axect Axect added this to the Ver 0.30 milestone Jan 24, 2021
@Axect Axect self-assigned this Jan 24, 2021
@Axect Axect modified the milestones: Ver 0.30, Ver 0.31 Apr 3, 2021
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