Forward-mode autodiff (Geron Ch 12, morie.fn grfad)

Evaluates f at the dual number x + x' eps and reports the exact derivative alongside a central-difference cross-check.

Usage

morie_geron_forward_mode_autodiff(x, x_prime, f)

Arguments

x, x_prime

Finite value and seed derivative.

f

Function of one morie_gr_dual.

Value

List with value, derivative, finite_difference_check, check_abs_error.

Examples

morie_geron_forward_mode_autodiff(1.3, 1, function(z) (z * z +
    3)/(z + 1))
#> $value
#> [1] 2.03913
#> 
#> $derivative
#> [1] 0.2438563
#> 
#> $finite_difference_check
#> [1] 0.2438563
#> 
#> $check_abs_error
#> [1] 3.034045e-11
#> 
#> $x
#> [1] 1.3
#> 
#> $x_prime
#> [1] 1
#> 
#> $estimate
#> [1] 0.2438563
#> 
#> $n
#> [1] 1
#>