Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...

Here is a simple example demonstrating how to use IFTDuals.jl to compute higher order derivatives using the implicit function theorem. For more detailed discussions, refer to the documentation.

Automatic differentiation is a transformation of the computational graph associated with the algorithmic implementation of a mathematical function. It breaks it down into atomistic primitive ...