support for complex valued function

[atbug]

IIUC, ForwardDiff.jl does not support complex valued function such as x->exp(im*x). Is there any plan to support this? I believe this is possible since AutoGrad.jl seems to support this.

[fredrikekre]

Ref #157

[atbug]

I believe #157 is talking about complex arguments, not complex valued functions. Complex values functions should be much simpler since I am talking real arguments.

[devmotion]

Support for complex-valued functions with real arguments was added in #583:

julia> using ForwardDiff

julia> ForwardDiff.derivative(x->exp(im*x), 1.0)
-0.8414709848078965 + 0.5403023058681398im

[petar-andrejic]

Support for complex-valued functions with real arguments was added in #583:

julia> using ForwardDiff

julia> ForwardDiff.derivative(x->exp(im*x), 1.0)
-0.8414709848078965 + 0.5403023058681398im

ForwardDiff.gradient etc don't work for complex valued functions of multiple real arguments

[petar-andrejic]

e.g.

julia> ForwardDiff.gradient(x->exp(im * x[1]+x[2]), [3.0,2.0])
ERROR: DimensionMismatch: gradient(f, x) expects that f(x) is a real number. Perhaps you meant jacobian(f, x)?