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At the moment, gradient and jacobian fail for non-vector input.
MethodError: no method matching threaded_gradient!(::typeof(f_matrix_scalar), ::Matrix{Float64}, ::Matrix{Float64}, ::ForwardDiff.Chunk{4})
Closest candidates are:
threaded_gradient!(::F, ::AbstractVector, ::AbstractVector, ::ForwardDiff.Chunk{C}) where {F, C}
@ PolyesterForwardDiff ~/.julia/packages/PolyesterForwardDiff/EsanS/src/PolyesterForwardDiff.jl:47
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