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Vector Adjoint Mode #36

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auto-differentiation-dev opened this issue Nov 22, 2022 · 0 comments
Open

Vector Adjoint Mode #36

auto-differentiation-dev opened this issue Nov 22, 2022 · 0 comments
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enhancement New feature or request

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Allow rolling back multiple adjoints at once in the tape, e.g. for functions with multiple outputs.

The idea is to have an adjoint matrix instead of a vector. Multiple adjoints can be set at once, and then the library's computeAdjoints() rolls all of them back jointly. This would allow to calculate derivatives of functions with multiple outputs more efficiently, possibly using compiler vectorisation as well.

@auto-differentiation-dev auto-differentiation-dev added the enhancement New feature or request label Nov 22, 2022
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