HI, i’m looking to implement an implace hessian of a vector-valued function, for example: f(x) = [x[1],x[2],sin(x[1]),sum(x)] The ForwardDiff Documentation gives an out of place example (slightly wrong, as size(f(x)) !=size(x) in the general case: julia> function vector_hessian(f, x) n = …

Implementation of an implace Hessian of a vector-valued function?

tkoolen January 24, 2020, 3:13am 2

2 Likes

Topic		Replies	Views
Nested ForwardDiff.jacobian calls with inplace function General Usage	6	1593	March 3, 2019
ForwardDiff.derivative! of inplace functions Performance forwarddiff	1	611	July 5, 2021
Hessian-vector product in place with ReverseDiff General Usage differentiation	7	1086	April 9, 2020
Repeatedly calculating a hessian using both ForwardDiff and ReverseDiff Optimization (Mathematical) question , differentiation	3	1502	February 2, 2021
Simultaneous Jacobian and Hessian computations Numerics question , zygote , finitediff	7	788	August 13, 2020