CHAPTER 14Multiple Differentiation in Almost Constant Time
14.1 MULTIDIMENSIONAL DIFFERENTIATION
In this chapter, we discuss the efficient differentiation of multidimensional functions. In general terms, we have a function:
that produces 
results 
out of 
inputs 
. The function 
is implemented in code and we want to compute its 
Jacobian matrix:
as efficiently as possible.
We have seen that AAD run time is constant in 
, but linear in 
, and that this is the case even when the evaluation of is constant ...
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