Create a new code differentiation object.
VDV=diffcode_der(v,dv)
real vector or matrix
real vector or matrix with same dimension
a data structure with type "TDFFCD".
This function creates a data structure containing the value and the directional derivative.
On output, the data structure VDV
has two fields:
VDV.v
is set to v (the value)
,
VDV.dv
is set to dv (the directional derivative)
.
This module is based on overloading.
The principle of the module is the following. Assume that a function f is defined by
v=f(x)
where x is the input and v is the output. Then the directional derivative is
dv = f'(x) dx
where dx is the directional derivative of x and dv is the directional derivative of v.
In the following example, we compute the function value and derivative of z=x^3+y^3+2*x*y.