Owl_numdiff_generic_sig.Sig
type arr
General ndarray type
type elt
Scalar type
val diff : (elt -> elt) -> elt -> elt
derivative of f : scalar -> scalar.
f : scalar -> scalar
val diff' : (elt -> elt) -> elt -> elt * elt
derivative of f : scalar -> scalar, return both f x and f' x.
f x
f' x
val diff2 : (elt -> elt) -> elt -> elt
second order derivative of f : float -> float.
f : float -> float
val diff2' : (elt -> elt) -> elt -> elt * elt
second order derivative of f : float -> float, return f x and f' x.
val grad : (arr -> elt) -> arr -> arr
gradient of f : vector -> scalar.
f : vector -> scalar
val grad' : (arr -> elt) -> arr -> arr * arr
gradient of f : vector -> scalar, return f x and g x.
g x
val jacobian : (arr -> arr) -> arr -> arr
jacobian of f : vector -> vector.
f : vector -> vector
val jacobian' : (arr -> arr) -> arr -> arr * arr
jacobian of f : vector -> vector, return f x and j x.
j x
val jacobianT : (arr -> arr) -> arr -> arr
transposed jacobian of f : vector -> vector.
val jacobianT' : (arr -> arr) -> arr -> arr * arr
transposed jacobian of f : vector -> vector, return f x and j x.