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Having a jvp function for jacobian vector product #487

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theogf opened this issue Dec 2, 2020 · 1 comment
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Having a jvp function for jacobian vector product #487

theogf opened this issue Dec 2, 2020 · 1 comment

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@theogf
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theogf commented Dec 2, 2020

Following a discussion on Slack we realized there is no Jacobian-Vector product function in ForwardDiff.jl.
The idea would be to have a function jvp(foo, x, v) = jacobian(foo, x) * v.
A solution proposed is to rewrite it as a derivative:

function jvp(foo, x, v)
  derivative(0) do t
    foo(x .+ t .* v)
  end
end

Edit : Same issue as #319

@KristofferC
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