ForwardDiff.jl
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Complex Partials, Real to Complex Jacobian
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.