[CppAD] handling special functions in CppAD

Michael Braun braunm at mit.edu
Mon Jan 2 10:41:35 EST 2012


Hi.  I am started to look into using CppAD for some research projects, and I have a question about defining special functions.  As an example, I often use the log gamma (lgamma) function, and I know that its first derivative is a digamma function.  How can I tell CppAD this?  I see that there is a CPPAD_USER_ATOMIC macro, but this macro seems to want me to encode the specifics of the forward and reverse modes.  Since I am a mere end-user of AD, and not very familiar with the algorithmic details, I am hoping that there is an easier way to do this.

Thanks,

Michael Braun
braunm _at_ mit.edu






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