autograd.hpp

#ifndef AUTOGRAD_HPP_
#define AUTOGRAD_HPP_

#include "dual.hpp"
#include <functional>
#include <vector>

// simple 1D derivative
std::function<double(double)> derivative(std::function<Dual(Dual)> f);

// some shorthands
typedef std::vector<double> RealVec;
typedef std::vector<Dual> DualVec;

// gradient
std::function<RealVec(const RealVec&)> gradient(std::function<Dual(const DualVec&)> F);

// directional derivative
std::function<double(const RealVec&, const RealVec&)> grad_vec_prod(std::function<Dual(const DualVec&)> F);

#endif