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Complex Partials, Real to Complex Jacobian

Open SBuercklin opened this issue 2 years ago • 0 comments

This implements the Partials arithmetic with Complex numbers in addition to Real, and enables the retrieval of partials from Complex{<:Dual} numbers.

A direct consequence of these changes is that jacobian(f, x) where f maps from R^n -> C^m works, as well as the in-place variation jacobian!.

Tests are still passing and none of the differentiation methods (gradient, jacobian, hessian) were modified. Are there any problems generalizing the Partials arithmetic as I've done? My concern is that there may be some Dual methods which should be supported for full generality, but my local tests haven't uncovered any of them.

SBuercklin avatar May 05 '22 20:05 SBuercklin