[CppAD] CPPAD store derivative function

[Brad Bell]

Yes it is possible and there are many ways to do so. One set of methods would use second derivatives 
of f. For example, see
	http://coin-or.github.io/CppAD/doc/forward_two.htm
	http://coin-or.github.io/CppAD/doc/reverse_two.htm
The other set of methods would use multiple levels of AD; see
	http://coin-or.github.io/CppAD/doc/mul_level.cpp.htm

On 03/08/2018 08:16 AM, MANUSHANKER BALASUBRAMANIAN wrote:
> Dear All,
> 
> I am using CPPAD library to compute gradient of a function. Given a function f(y,z,r1,r2,r3,r4) I would like to first obtain two new functions fy and fz which are derivatives of f with respect to y and z, then subsequently obtain derivatives of fy and fz with respect to other parameters. Can you please let me know if it possible to obtain a ADFun of a derivative.
> 
> Regards,
> 
> Manu
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