FiniteDifferences.jl Gradients and Hessians

Gradients and Hessians

Open wesselb opened this issue 6 years ago • 6 comments

Add support for gradients and Hessians of multivariate functions.

Jan 18 '18 17:01 wesselb

partially addressed by #26 :)

Oct 02 '19 19:10 nickrobinson251

Should be straight forward to support multivariate Hessian with the new grad.

Oct 04 '19 10:10 Roger-luo

Can we tempt you to make a PR @Roger-luo ?

Oct 04 '19 10:10 nickrobinson251

yeah, next week maybe, after I finish my assignments.

Oct 04 '19 17:10 Roger-luo

Should be straight forward to support multivariate Hessian with the new grad.

How would one go about doing this?

Jul 27 '23 16:07 kbarros

@kbarros, depending on what you're after, Hessian-vector products could be implemented like this. (That's the Python version of this package.)

Jul 30 '23 16:07 wesselb