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Implement Second-order mixed derivatives and Higher-order mixed derivatives #15

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alexander-penev opened this issue Jun 19, 2014 · 2 comments
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@alexander-penev
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f(x,y)=x_x + x_y + y*y

df/dx=2_x + y
df/dy=x + 2_y
d2f/dxdy = 1

@vgvassilev
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We support them now, but we have to figure out a 'proper' interface:
Either we do

clad::differentiate(f, 0, 1); // Enumerating the independent variable, i.e first with respect to first arg and then the second

or

clad::differentiate_mixed(f, 0, 1);

or something better.

@vgvassilev
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That is implemented. The interface for the higher order derivative is:

clad::differentiate<N>(f,/*wrt*/ 0);

And for the mixed derivatives:

clad::differentiate(f, /*wrt*/0);
clad::differentiate(f_darg0, /*wrt*/1);

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