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dw = f.RevOne(x, i)
f
.
The syntax above sets
dw
to the
derivative of @(@
F_i
@)@ with respect to @(@
x
@)@; i.e.,
@[@
dw =
F_i^{(1)} (x)
= \left[
\D{ F_i }{ x_0 } (x) , \cdots , \D{ F_i }{ x_{n-1} } (x)
\right]
@]@
f
has prototype
ADFun<Base> f
Note that the ADFun
object
f
is not const
(see RevOne Uses Forward
below).
x
has prototype
const Vector &x
(see Vector
below)
and its size
must be equal to
n
, the dimension of the
domain
space for
f
.
It specifies
that point at which to evaluate the derivative.
i
has prototype
size_t i
and is less than @(@
m
@)@, the dimension of the
range
space for
f
.
It specifies the
component of @(@
F
@)@ that we are computing the derivative of.
dw
has prototype
Vector dw
(see Vector
below)
and its size is
n
, the dimension of the
domain
space for
f
.
The value of
dw
is the derivative of @(@
F_i
@)@
evaluated at
x
; i.e.,
for @(@
j = 0 , \ldots , n - 1
@)@
@[@
.
dw[ j ] = \D{ F_i }{ x_j } ( x )
@]@
Vector
must be a SimpleVector
class with
elements of type
Base
.
The routine CheckSimpleVector
will generate an error message
if this is not the case.
f
contains the corresponding
Taylor coefficients
.
After a call to RevOne
,
the zero order Taylor coefficients correspond to
f.Forward(0, x)
and the other coefficients are unspecified.
true
, if it succeeds and false
otherwise.