Differentiating with respect to a function #22
Description
I think this may be covered by #4, but I just want to add this as a use case: differentiating
const A = randn(10,10)
function f(y)
N = length(y)
g(x) = sum(abs2, A*x-y)
x = nlsolve(g, zero(N)) # with appropriate jacobian information, etc
sum(x.*y)
end
f(randn(10))The goal would be to define a rule for nlsolve that would compute the derivative of x using the jacobian information and the derivative of g wrt y.