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ADFun<Base> object,
the vectors returned by
f.Forward
,
and
f.Reverse
,
have values in the base type (Base) and not
AD<Base>.
This reflects the fact that operations used to calculate
these function values are not recorded by the tape corresponding to
AD<Base> operations.
f.Forward
might be used as part of
Taylor's method for solving ordinary
differential equations.
In addition, we might want to differentiate the
solution of a differential equation with respect to parameters
in the equation.
This can be accomplished in the following way:
AD< AD<double> >.
AD<double> class.
double class.
AD<double> operations,
and fin is an ADFun< AD<double> > object,
the operations used to compute the vectors
returned by
fin.Forward,
fin.Rev,
and
fin.RevTwo,
will be recorded on the tape corresponding to
AD<double> operations.
Independent(x)
where x is
a SimpleVector
with elements of type AD<double>.
This will start recording a new tape of
operations performed using AD<double> class objects.
Independent(X)
where X is
a SimpleVector
with elements of type
CPPAD_TEST_VECTOR< AD< AD<double> > >.
This will start recording a new tape of
operations performed using AD< AD<double> > class objects.
AD< AD<double> > class objects.
ADFun< AD<double> > function object fin.
This will also stop recording of
operations performed using AD< AD<double> > class objects.
The fin object can then be used to calculate
the derivatives needed to compute the outer function.
AD<double> class objects.
ADFun<double> function object fout.
This will also stop the recording of
operations performed using AD<double> class objects.
The fout object can then be used to calculate
the derivatives of the outer function.