[Rd] (Not quite) Automatic Differentiation

John C Nash nashjc at uottawa.ca
Thu Apr 16 02:26:41 CEST 2009

Many thanks to Gabor Grothendieck for responding to my posting about 
Automatic Differentiation (invite from Shaun Forth for interaction with 
R developers) showing how one might use rSymPy and symbolic (rather than 
automatic) differentiation to get a function that computes gradients. 
for a worked example on the Broyden test function.

This is a big step forward. There's still a way to go before we can 
produce a vectorized gradient code automatically when the size of the 
problem is variable, but the example may serve to incite some 
imaginative coders to action.

Thanks again Gabor.


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