Are there some tips about speeding up autodiff_fvar?

[xuruilong100]

I use a lot autodiff_fvar to calculate derivatives, are there some tips about speeding up autodiff_fvar?

[pulver]

Couple ideas:

• For fvar<Real, N> multiplication and division are both O(N²) so I'm not sure there's anyway around that (FFT can make it N log N in theory but probably won't be practical for N < 100) - maybe the compiler can be made to vectorize it?
• If you're working with nonstandard functions (i.e. not in the autodiff lib) that you are able to calculate arbitrary derivatives for, you can write an autodiff-enabled version of it, which can often be faster (no guarantees). See section "Writing Functions for Autodiff Compatibility" in the manual. One simple example is cos().