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C++ API

Loadable Function: g = gradinit (x)

Create a gradient with value x and derivative eye(numel(x))

Substituting x -> g in an analytical expression F depending on x will then produce at once F(x) and the jacobian DF(x). See example below:

          a = gradinit ([1; 2]);
          b = [a.' * a; 2 * a]
          ⇒
          b =
          
          value =
          
           5
           2
           4
          
          (partial) derivative(s) =
          
           2  4
           2  0
           0  2

Members can be accessed by suffixing the variable with .x and .J respectively

See also: use_sparse_jacobians