API

first_derivative(f, x)

Calculate the first derivative of a scalar, univariate function.

gradient(f, x)

Calculate the gradient of a scalar, multivariate function.

jacobian(f, x)

Calculate the Jacobian of a vector, multivariate function.

second_derivative(f, x)

Calculate the second derivative of a scalar, univariate function.

hessian(f, x)

Calculate the Hessian of a scalar, multivariate function.

third_derivative(f, x)

Calculate the third derivative of a scalar, univariate function.

second_partial_derivative(f, x, y)

Calculate the second partial derivatives of a scalar, bivariate function.

partial_hessian(f, x, y)

Calculate the Hessian of a scalar function w.r.t.

third_partial_derivative(f, x, y, z)

Calculate the third partial derivative of a scalar, trivariate function.

third_partial_derivative_vec(f, x, i, j, k)

Calculate the third partial derivative of a scalar function with arbitrary many variables.

Dual64(re, eps)

Dual number using 64-bit-floats as fields.

HyperDual64(re, eps1, eps2, eps1eps2)

Hyper-dual number using 64-bit-floats as fields.

Dual2_64(eps, v1, v2)

Second order dual number using 64-bit-floats as fields.

Dual3_64(eps, v1, v2, v3)

Third order dual number using 64-bit-floats as fields.

HyperHyperDual64(re, eps1, eps2, eps3, ...)

Third order hyper dual number using 64-bit-floats as fields.