Computing a Jacobian With Constants that Change
Keywords: computing jacobian with constants that change multiple Ad level purpose

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Computing a Jacobian With Constants that Change
Purpose
In this example we use two levels of taping so that a derivative can have constant parameters that can be changed. To be specific, we consider the function f : R 2 → R 2 f ( x ) = p ( sin ( x 0 ) sin ( x 1 ) ) were p ∈ R is a parameter. The Jacobian of this function is g ( x , p ) = p ( cos ( x 0 ) 0 0 cos ( x 1 ) ) In this example we use two levels of AD to avoid computing the partial of f ( x ) with respect to p , but still allow for the evaluation of g ( x , p ) at different values of p .

Input File: example/change_param.cpp