fix Jacobian to return transpose

[bob-carpenter]

Sebastian Weber on stan-users pointed out that the matrix returned by the Jacobian functional in math/rev/mat/functor/jacobian.hpp returns a tranposed result.

According to

https://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant

if f: R^N -> R^M, then the Jacobian should be M x N

But it's currently N x M.

• fix Jacobian to be in line with standard definition

[wds15]

Hi!

Going over the function again, I think there is another bug, i.e. the function calls to

set_zero_all_adjoints();

should possibly be replaced with calls to

set_zero_all_adjoints_nested();

Right?

Sebastian

[bob-carpenter]

Either way will be OK, but the nested version will be more
efficient (the stuff below the current nesting will already
have all its adjoints set to zero because they're only nonzero
in reverse sweeps).

• Bob

On Feb 20, 2016, at 5:51 AM, wds15 notifications@github.com wrote:

Hi!

Going over the function again, I think there is another bug, i.e. the function calls to

set_zero_all_adjoints();

should possibly be replaced with calls to

set_zero_all_adjoints_nested();

Right?

Sebastian

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[wds15]

Hi Bob!

Let' start with smaller patches... I just fixed the problem described and pushed the branch

bugfix/issue-230-jacobian-transposed

Maybe you have a look and then we start a pull request?

Sebastian

[syclik]

@wds15, please create a pull request from that branch to develop. Thank you.