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Added differentiability of the max function #1819
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Added a lemma for showing \max is differentiable Added two lemmas for differentiating the max function when the order is known at the point.
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Thanks for the contribution. |
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Hello, Thank you for you help. Fact der_max f g x v :
f x <> g x -> derivable f x v -> derivable g x v ->
(fun h => h^-1 *: (((f \max g) \o shift x) (h *: v) - (f \max g) x)) @
0^' --> if f x < g x then 'D_v g x else 'D_v f x.So that its more general and fits with the library more. Should I redraft this pr or make a new one with an update from this format to the newer better one? |
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Sorry I made a mistake and merged the wrong branch, should be fixed now. A few helpful lemmas were added to |
Added a lemma for showing \max is differentiable
Added two lemmas for differentiating the max function when the order is known at the point.
Motivation for this change
Differentiability of max can be useful and is general enough it should be added to the library.
Checklist
CHANGELOG_UNRELEASED.mdReference: How to document
Merge policy
As a rule of thumb:
all compile are preferentially merged into master.
Reminder to reviewers