package owl-base

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Parameters

Signature

Type definition
type arr

General ndarray type

type elt

Scalar type

Basic functions
val diff : (elt -> elt) -> elt -> elt

derivative of ``f : scalar -> scalar``.

val diff' : (elt -> elt) -> elt -> elt * elt

derivative of ``f : scalar -> scalar``, return both ``f x`` and ``f' x``.

val diff2 : (elt -> elt) -> elt -> elt

second order derivative of ``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``.

val grad' : (arr -> elt) -> arr -> arr * arr

gradient of ``f : vector -> scalar``, return ``f x`` and ``g x``.

val jacobian : (arr -> arr) -> arr -> arr

jacobian of ``f : vector -> vector``.

val jacobian' : (arr -> arr) -> arr -> arr * arr

jacobian of ``f : vector -> vector``, return ``f x`` and ``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``.

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