Created
October 22, 2018 11:43
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| using ReverseDiff, ForwardDiff | |
| x, v = rand(3), rand(3) | |
| tp = ReverseDiff.InstructionTape() | |
| tx = ReverseDiff.track(x, tp) | |
| ty = cumprod(tx) | |
| ReverseDiff.increment_deriv!(ty, v) | |
| ReverseDiff.reverse_pass!(tp) | |
| isapprox(ReverseDiff.deriv(tx)', (v' * ForwardDiff.jacobian(cumprod, x))) |
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