Copyright | (c) Edward Kmett 2010-2014 |
---|---|
License | BSD3 |
Maintainer | ekmett@gmail.com |
Stability | experimental |
Portability | GHC only |
Safe Haskell | None |
Language | Haskell2010 |
Higher order derivatives via a "dual number tower".
- data AD s a
- data Tower a
- auto :: Mode t => Scalar t -> t
- taylor :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a -> [a]
- taylor0 :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a -> [a]
- maclaurin :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- maclaurin0 :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- diff :: Num a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> a
- diff' :: Num a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> (a, a)
- diffs :: Num a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- diffs0 :: Num a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a]
- diffsF :: (Functor f, Num a) => (forall s. AD s (Tower a) -> f (AD s (Tower a))) -> a -> f [a]
- diffs0F :: (Functor f, Num a) => (forall s. AD s (Tower a) -> f (AD s (Tower a))) -> a -> f [a]
- du :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f (a, a) -> a
- du' :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f (a, a) -> (a, a)
- dus :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f [a] -> [a]
- dus0 :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f [a] -> [a]
- duF :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Tower a)) -> g (AD s (Tower a))) -> f (a, a) -> g a
- duF' :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Tower a)) -> g (AD s (Tower a))) -> f (a, a) -> g (a, a)
- dusF :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Tower a)) -> g (AD s (Tower a))) -> f [a] -> g [a]
- dus0F :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Tower a)) -> g (AD s (Tower a))) -> f [a] -> g [a]
Documentation
Bounded a => Bounded (AD s a) | |
Enum a => Enum (AD s a) | |
Eq a => Eq (AD s a) | |
Floating a => Floating (AD s a) | |
Fractional a => Fractional (AD s a) | |
Num a => Num (AD s a) | |
Ord a => Ord (AD s a) | |
Read a => Read (AD s a) | |
Real a => Real (AD s a) | |
RealFloat a => RealFloat (AD s a) | |
RealFrac a => RealFrac (AD s a) | |
Show a => Show (AD s a) | |
Erf a => Erf (AD s a) | |
InvErf a => InvErf (AD s a) | |
Mode a => Mode (AD s a) | |
Typeable (* -> * -> *) AD | |
type Scalar (AD s a) = Scalar a |
Tower
is an AD Mode
that calculates a tangent tower by forward AD, and provides fast diffsUU
, diffsUF
(Num a, Bounded a) => Bounded (Tower a) | |
(Num a, Enum a) => Enum (Tower a) | |
(Num a, Eq a) => Eq (Tower a) | |
Floating a => Floating (Tower a) | |
Fractional a => Fractional (Tower a) | |
Data a => Data (Tower a) | |
Num a => Num (Tower a) | |
(Num a, Ord a) => Ord (Tower a) | |
Real a => Real (Tower a) | |
RealFloat a => RealFloat (Tower a) | |
RealFrac a => RealFrac (Tower a) | |
Show a => Show (Tower a) | |
Erf a => Erf (Tower a) | |
InvErf a => InvErf (Tower a) | |
Num a => Mode (Tower a) | |
Num a => Jacobian (Tower a) | |
Typeable (* -> *) Tower | |
type Scalar (Tower a) = a | |
type D (Tower a) = Tower a |
Taylor Series
Maclaurin Series
maclaurin0 :: Fractional a => (forall s. AD s (Tower a) -> AD s (Tower a)) -> a -> [a] Source
Derivatives
diffsF :: (Functor f, Num a) => (forall s. AD s (Tower a) -> f (AD s (Tower a))) -> a -> f [a] Source
diffs0F :: (Functor f, Num a) => (forall s. AD s (Tower a) -> f (AD s (Tower a))) -> a -> f [a] Source
Directional Derivatives
du :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f (a, a) -> a Source
du' :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f (a, a) -> (a, a) Source
dus :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f [a] -> [a] Source
dus0 :: (Functor f, Num a) => (forall s. f (AD s (Tower a)) -> AD s (Tower a)) -> f [a] -> [a] Source
duF :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Tower a)) -> g (AD s (Tower a))) -> f (a, a) -> g a Source
duF' :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Tower a)) -> g (AD s (Tower a))) -> f (a, a) -> g (a, a) Source