Marmot::AutomaticDifferentiation Namespace Reference

Typedefs
using	scalar_to_scalar_function_type = std::function< dual(const dual &) >
using	scalar_to_scalar_function_type_2nd = std::function< dual2nd(const dual2nd &) >
using	vector_to_vector_function_type = std::function< VectorXdual(const VectorXdual &X) >
using	vector_to_vector_function_type_dual = std::function< VectorXdual(const VectorXdual &X) >
using	vector_to_vector_function_type_dual2nd = std::function< VectorXdual2nd(const VectorXdual2nd &X) >

Functions
dual2nd	shiftTo2ndOrderDual (const dual &x)
VectorXdual2nd	shiftTo2ndOrderDual (const VectorXdual &X)
template<size_t order, typename T , typename G >
auto &	valnode (const Dual< T, G > &dual)
template<size_t order, typename T , typename G >
auto &	valnode (Dual< T, G > &dual)
template<size_t order>
autodiff::HigherOrderDual< order+1, double >	increaseDualOrderWithShift (const autodiff::HigherOrderDual< order, double > &in)
template<size_t order>
autodiff::HigherOrderDual< order - 1, double >	decreaseDualOrderWithShift (autodiff::HigherOrderDual< order, double > &in)
template<size_t order>
Vector< HigherOrderDual< order+1, double >, -1 >	increaseDualOrderWithShift (const Vector< HigherOrderDual< order, double >, -1 > &in)
double	df_dx (const scalar_to_scalar_function_type &f, const double &x)
dual	df_dx (const scalar_to_scalar_function_type_2nd &f, const dual &x)
MatrixXd	forwardMode (const vector_to_vector_function_type &F, const VectorXd &X)
std::pair< VectorXd, MatrixXd >	jacobian (const vector_to_vector_function_type_dual &F, const VectorXd &X)
std::pair< VectorXdual, MatrixXdual >	jacobian2nd (const vector_to_vector_function_type_dual2nd &F, const VectorXdual &X)

Typedef Documentation

scalar_to_scalar_function_type

using Marmot::AutomaticDifferentiation::scalar_to_scalar_function_type = typedef std::function< dual( const dual& ) >

scalar_to_scalar_function_type_2nd

using Marmot::AutomaticDifferentiation::scalar_to_scalar_function_type_2nd = typedef std::function< dual2nd( const dual2nd& ) >

vector_to_vector_function_type

using Marmot::AutomaticDifferentiation::vector_to_vector_function_type = typedef std::function< VectorXdual( const VectorXdual& X ) >

vector_to_vector_function_type_dual

using Marmot::AutomaticDifferentiation::vector_to_vector_function_type_dual = typedef std::function< VectorXdual( const VectorXdual& X ) >

vector_to_vector_function_type_dual2nd

using Marmot::AutomaticDifferentiation::vector_to_vector_function_type_dual2nd = typedef std::function< VectorXdual2nd( const VectorXdual2nd& X ) >

Function Documentation

shiftTo2ndOrderDual() [1/2]

dual2nd Marmot::AutomaticDifferentiation::shiftTo2ndOrderDual

(

const dual &

x

)

shiftTo2ndOrderDual() [2/2]

VectorXdual2nd Marmot::AutomaticDifferentiation::shiftTo2ndOrderDual

(

const VectorXdual &

X

)

valnode() [1/2]

template<size_t order, typename T , typename G >

auto& Marmot::AutomaticDifferentiation::valnode

(

const Dual< T, G > &

dual

)

valnode() [2/2]

template<size_t order, typename T , typename G >

auto& Marmot::AutomaticDifferentiation::valnode

(

Dual< T, G > &

dual

)

increaseDualOrderWithShift() [1/2]

template<size_t order>

autodiff::HigherOrderDual< order + 1, double > Marmot::AutomaticDifferentiation::increaseDualOrderWithShift

(

const autodiff::HigherOrderDual< order, double > &

in

)

decreaseDualOrderWithShift()

template<size_t order>

autodiff::HigherOrderDual< order - 1, double > Marmot::AutomaticDifferentiation::decreaseDualOrderWithShift

(

autodiff::HigherOrderDual< order, double > &

in

)

increaseDualOrderWithShift() [2/2]

template<size_t order>

Vector< HigherOrderDual< order + 1, double >, -1 > Marmot::AutomaticDifferentiation::increaseDualOrderWithShift

(

const Vector< HigherOrderDual< order, double >, -1 > &

in

)

df_dx() [1/2]

double Marmot::AutomaticDifferentiation::df_dx	(	const scalar_to_scalar_function_type &	f,
		const double &	x
	)

df_dx() [2/2]

dual Marmot::AutomaticDifferentiation::df_dx	(	const scalar_to_scalar_function_type_2nd &	f,
		const dual &	x
	)

forwardMode()

MatrixXd Marmot::AutomaticDifferentiation::forwardMode	(	const vector_to_vector_function_type &	F,
		const VectorXd &	X
	)

jacobian()

std::pair< VectorXd, MatrixXd > Marmot::AutomaticDifferentiation::jacobian	(	const vector_to_vector_function_type_dual &	F,
		const VectorXd &	X
	)

jacobian2nd()

std::pair< VectorXdual, MatrixXdual > Marmot::AutomaticDifferentiation::jacobian2nd	(	const vector_to_vector_function_type_dual2nd &	F,
		const VectorXdual &	X
	)