Many differentiation techniques can calculate primal values and multiple orders of
derivatives simultaneously. In other words, there are techniques for computing
H(f(x)) in one fell swoop!
For this purpose, DiffResults provides the
DiffResult type, which can be passed
to in-place differentiation methods instead of an output buffer. The method
then loads all computed results into the given
DiffResult, which the user
can then query afterwards.
1 day ago