CheckAutoDiffJacobian uses x.derivatives as the identity matrix so it does not detect errors in derivative calculation that consist in ignoring x.derivatives in the jacobian calculation. . I would need to improve the function CheckAutoDiffJacobian to also test a random directional derivatives to make sure x.derivatives is used.
CheckAutoDiffJacobian uses
x.derivativesas the identity matrix so it does not detect errors in derivative calculation that consist in ignoringx.derivativesin the jacobian calculation. . I would need to improve the function CheckAutoDiffJacobian to also test a random directional derivatives to make surex.derivativesis used.