Hessian (Extension)

The Hessian is a matrix representing the second derivative of a function with respect to each pair of its input variables.

Example:

import graddog as gd
from graddog.functions import sin, cos, tan, exp, log

seed = [1,2]
def f(x, y):
    return x*y + exp(x*y)
f_, f__ = gd.trace(f, seed, return_second_deriv = True)
>>> Computing first AND second derivatives in reverse mode...
f_
>>>[[16.7781122  8.3890561]]
f__
>>>[[29.5562244 23.1671683]
    [23.1671683  7.3890561]]