Nested jacobian! calls

Hi!

I'm having some troubles using nested inplace jacobian:

using ForwardDiff
using LinearAlgebra
#some data
x0 = randn(50000);
p0 = randn(2);

#pre allocate outputs
out = similar(x0);
outjac = Array{Float64}(undef, 50000, 2); 
outjac2 = Array{Float64}(undef,100000, 2)

#'regular' and in place function
f(p) =  @. p[1] * exp(-x0 * p[2]);
f!(out, p) =  @. out = p[1] * exp(-x0 * p[2]);

ForwardDiff.jacobian!(outjac2,(outjacin,p) -> (outjacin .= ForwardDiff.jacobian(f, p)), outjac, p0) #works like a charm
ForwardDiff.jacobian!(outjac2,(outjacin,p) -> ForwardDiff.jacobian!(outjacin, f!, out, p), outjac, p0); # breaks

It throws MethodError: no method matching Float64(::ForwardDiff.Dual{ForwardDiff.Tag{getfield(Main, Symbol("##77#78")),Float64},Float64,2})

Both inner functions work and produce the same result:

g1 = (outjacin,p) -> ForwardDiff.jacobian!(outjacin, f!, out, p)
g1(outjac,p0)

g2 = (outjacin,p) -> (outjacin .= ForwardDiff.jacobian(f, p))
g2(outjac,p0)

Thanks for the help!

Start by running the supplied reproducer around the nested ForwardDiff.jacobian! calls and compare it with the non-in-place jacobian path. Investigate how the inner jacobian! handles Dual values and determine what is needed for nested differentiation. Done means the in-place nested call no longer raises the Float64(::ForwardDiff.Dual) MethodError and produces the same result as the working path.