Hyper-Dual Numbers permit the exact calculation of second derivatives which is both free of truncation and subtractive cancellation. Hyper-Dual numbers were introduced Jeffrey Fike and Juan Alonson, and this package uses a header-only C++ implementation by Fike and released under the MIT license. Accurate 2nd derivatives computation.
|Author||Dirk Eddelbuettel, Ravi Varadhan and Tim Triche|
|Maintainer||Dirk Eddelbuettel <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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