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\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} } This is cppad-20221105 documentation. Here is a link to its current documentation .
Error Function Reverse Mode Theory

Notation
We use the reverse theory standard math function definition for the functions H and G .

Positive Orders Z(t)
For order j > 0 , suppose that H is the same as G . z^{(j)} = \frac{1}{j} \sum_{k=1}^j k x^{(k)} y^{(j-k)} For k = 1 , \ldots , j , the partial of H with respect to x^{(k)} is given by \D{H}{ x^{(k)} } = \D{G}{ x^{(k)} } + \D{G}{ z^{(j)} } \D{ z^{(j)} }{ x^{(k)} } = \D{G}{ x^{(k)} } + \D{G}{ z^{(j)} } \frac{k}{j} y^{(j-k)} For k = 1 , \ldots , j The partial of H with respect to y^{j-k} , is given by \D{H}{ y^{(j-k)} } = \D{G}{ y^{(j-k)} } + \D{G}{ z^{(j)} } \D{ z^{(j)} }{ y^{(j-k)} } = \D{G}{ y^{(j-k)} } + \D{G}{ z^{(j)} } \frac{k}{j} x^{k}

Order Zero Z(t)
The z^{(0)} coefficient is expressed as a function of the Taylor coefficients for X(t) and Y(t) as follows: In this case, \D{H}{ x^{(0)} } = \D{G}{ x^{(0)} } + \D{G}{ z^{(0)} } \D{ z^{(0)} }{ x^{(0)} } = \D{G}{ x^{(0)} } + \D{G}{ z^{(0)} } y^{(0)}
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