Complex Partials, Real to Complex Jacobian #584
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This implements the
Partialsarithmetic withComplexnumbers in addition toReal, and enables the retrieval ofpartialsfromComplex{<:Dual}numbers.A direct consequence of these changes is that
jacobian(f, x)wherefmaps from R^n -> C^m works, as well as the in-place variationjacobian!.Tests are still passing and none of the differentiation methods (
gradient, jacobian, hessian) were modified. Are there any problems generalizing thePartialsarithmetic as I've done? My concern is that there may be someDualmethods which should be supported for full generality, but my local tests haven't uncovered any of them.