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dw =
f.RevOne(
x,
i)
F : B^n \rightarrow B^m
to denote the
AD function
corresponding to f.
The syntax above sets dw to the
derivative of
F_i
with respect to
x
; i.e.,
\[
dw =
F_i^{(1)} (x)
= \left[
\D{ F_i }{ x_0 } (x) , \cdots , \D{ F_i }{ x_{n-1} } (x)
\right]
\]
ADFun<
Base>
f
Note that the ADFun
object f is not const
(see RevOne Uses Forward
below).
const
Vector &
x
(see Vector
below)
and its size
must be equal to n, the dimension of the
domain
space for f.
It specifies
that point at which to evaluate the derivative.
size_t
i
and is less than
m
, the dimension of the
range
space for f.
It specifies the
component of
F
that we are computing the derivative of.
Vector
dw
(see Vector
below)
and its size is n, the dimension of the
domain
space for f.
The value of dw is the derivative of
F_i
evaluated at x; i.e.,
for
j = 0 , \ldots , n - 1
\[.
dw[ j ] = \D{ F_i }{ x_j } ( x )
\]
RevOne
,
the previous calls to Forward
are undefined.
true
, if it succeeds and false
otherwise.