DiffResults

Many differentiation techniques can calculate primal values and multiple orders of derivatives simultaneously. In other words, there are techniques for computing f(x), ∇f(x) and H(f(x)) in one fell swoop!

For this purpose, DiffResults provides the DiffResult type, which can be passed to in-place differentiation methods instead of an output buffer. The method then loads all computed results into the given DiffResult, which the user can then query afterwards.