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hyperd
2015 Mar 06
2
Hyper-dual numbers in R
...econd-order derivatives (e.g., Hessian). HD numbers are extensions of complex numbers. They are like "quaternions" and have 4 parts to them (one real and 3 non-real). They seem to be available in Julia. Obviously, the HD numbers involve a lot more book keeping.
http://adl.stanford.edu/hyperdual/
Thanks,
Ravi
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