R/differential-diag.r

In salad: Simple Automatic Differentiation

diag_diff <- function(x, nrow, ncol, names = TRUE) {
  x <- unclass(x)
  L <- vector("list", length(x))
  if(!missing(nrow) | !missing(ncol))
    for(i in seq_along(x))
      L[[i]] <- diag(x[[i]], nrow, ncol, names)
  else
    for(i in seq_along(x))
      L[[i]] <- diag(x[[i]], names = names)
  names(L) <- names(x)
  class(L) <- "differential"
  L
}

set_diag_diff <- function(x, value) {
  x <- unclass(x)
  v <- unclass(value)
  for(i in seq_along(x)) 
    diag(x[[i]]) <- v[[i]]
  class(x) <- "differential"
  x
}