Peroxide-ad
Automatic differentiation toolbox for Peroxide
Usage
Modify your Cargo.toml
as follows.
[]
= "0.30"
Useful macros
#[ad_function]
macro generates{}_grad
,{}_hess
fromFn(f64) -> f64
automatically.{}_grad
: gradient of function{}
{}_hess
: hessian of function{}
extern crate peroxide;
use *;
// generates f_grad, f_hess