ad-4.3.2.1: Automatic Differentiation

Copyright(c) Edward Kmett 2012-2015
LicenseBSD3
Maintainerekmett@gmail.com
Stabilityexperimental
PortabilityGHC only
Safe HaskellNone
LanguageHaskell2010

Numeric.AD.Internal.Reverse

Description

Reverse-Mode Automatic Differentiation using a single Wengert list (or "tape").

This version uses Data.Reflection to find and update the tape.

This is asymptotically faster than using Kahn, which is forced to reify and topologically sort the graph, but it requires a fairly expensive rendezvous during construction when updated using multiple threads.

Synopsis

Documentation

data Reverse s a where Source #

Constructors

Zero :: Reverse s a 
Lift :: a -> Reverse s a 
Reverse :: !Int -> a -> Reverse s a 

Instances

(Reifies * s Tape, Num a, Bounded a) => Bounded (Reverse s a) # 

Methods

minBound :: Reverse s a #

maxBound :: Reverse s a #

(Reifies * s Tape, Num a, Enum a) => Enum (Reverse s a) # 

Methods

succ :: Reverse s a -> Reverse s a #

pred :: Reverse s a -> Reverse s a #

toEnum :: Int -> Reverse s a #

fromEnum :: Reverse s a -> Int #

enumFrom :: Reverse s a -> [Reverse s a] #

enumFromThen :: Reverse s a -> Reverse s a -> [Reverse s a] #

enumFromTo :: Reverse s a -> Reverse s a -> [Reverse s a] #

enumFromThenTo :: Reverse s a -> Reverse s a -> Reverse s a -> [Reverse s a] #

(Reifies * s Tape, Num a, Eq a) => Eq (Reverse s a) # 

Methods

(==) :: Reverse s a -> Reverse s a -> Bool #

(/=) :: Reverse s a -> Reverse s a -> Bool #

(Reifies * s Tape, Floating a) => Floating (Reverse s a) # 

Methods

pi :: Reverse s a #

exp :: Reverse s a -> Reverse s a #

log :: Reverse s a -> Reverse s a #

sqrt :: Reverse s a -> Reverse s a #

(**) :: Reverse s a -> Reverse s a -> Reverse s a #

logBase :: Reverse s a -> Reverse s a -> Reverse s a #

sin :: Reverse s a -> Reverse s a #

cos :: Reverse s a -> Reverse s a #

tan :: Reverse s a -> Reverse s a #

asin :: Reverse s a -> Reverse s a #

acos :: Reverse s a -> Reverse s a #

atan :: Reverse s a -> Reverse s a #

sinh :: Reverse s a -> Reverse s a #

cosh :: Reverse s a -> Reverse s a #

tanh :: Reverse s a -> Reverse s a #

asinh :: Reverse s a -> Reverse s a #

acosh :: Reverse s a -> Reverse s a #

atanh :: Reverse s a -> Reverse s a #

log1p :: Reverse s a -> Reverse s a #

expm1 :: Reverse s a -> Reverse s a #

log1pexp :: Reverse s a -> Reverse s a #

log1mexp :: Reverse s a -> Reverse s a #

(Reifies * s Tape, Fractional a) => Fractional (Reverse s a) # 

Methods

(/) :: Reverse s a -> Reverse s a -> Reverse s a #

recip :: Reverse s a -> Reverse s a #

fromRational :: Rational -> Reverse s a #

(Reifies * s Tape, Num a) => Num (Reverse s a) # 

Methods

(+) :: Reverse s a -> Reverse s a -> Reverse s a #

(-) :: Reverse s a -> Reverse s a -> Reverse s a #

(*) :: Reverse s a -> Reverse s a -> Reverse s a #

negate :: Reverse s a -> Reverse s a #

abs :: Reverse s a -> Reverse s a #

signum :: Reverse s a -> Reverse s a #

fromInteger :: Integer -> Reverse s a #

(Reifies * s Tape, Num a, Ord a) => Ord (Reverse s a) # 

Methods

compare :: Reverse s a -> Reverse s a -> Ordering #

(<) :: Reverse s a -> Reverse s a -> Bool #

(<=) :: Reverse s a -> Reverse s a -> Bool #

(>) :: Reverse s a -> Reverse s a -> Bool #

(>=) :: Reverse s a -> Reverse s a -> Bool #

max :: Reverse s a -> Reverse s a -> Reverse s a #

min :: Reverse s a -> Reverse s a -> Reverse s a #

(Reifies * s Tape, Real a) => Real (Reverse s a) # 

Methods

toRational :: Reverse s a -> Rational #

(Reifies * s Tape, RealFloat a) => RealFloat (Reverse s a) # 
(Reifies * s Tape, RealFrac a) => RealFrac (Reverse s a) # 

Methods

properFraction :: Integral b => Reverse s a -> (b, Reverse s a) #

truncate :: Integral b => Reverse s a -> b #

round :: Integral b => Reverse s a -> b #

ceiling :: Integral b => Reverse s a -> b #

floor :: Integral b => Reverse s a -> b #

Show a => Show (Reverse s a) Source # 

Methods

showsPrec :: Int -> Reverse s a -> ShowS #

show :: Reverse s a -> String #

showList :: [Reverse s a] -> ShowS #

(Reifies * s Tape, Erf a) => Erf (Reverse s a) # 

Methods

erf :: Reverse s a -> Reverse s a #

erfc :: Reverse s a -> Reverse s a #

erfcx :: Reverse s a -> Reverse s a #

normcdf :: Reverse s a -> Reverse s a #

(Reifies * s Tape, InvErf a) => InvErf (Reverse s a) # 

Methods

inverf :: Reverse s a -> Reverse s a #

inverfc :: Reverse s a -> Reverse s a #

invnormcdf :: Reverse s a -> Reverse s a #

(Reifies * s Tape, Num a) => Mode (Reverse s a) Source # 

Associated Types

type Scalar (Reverse s a) :: * Source #

Methods

isKnownConstant :: Reverse s a -> Bool Source #

isKnownZero :: Reverse s a -> Bool Source #

auto :: Scalar (Reverse s a) -> Reverse s a Source #

(*^) :: Scalar (Reverse s a) -> Reverse s a -> Reverse s a Source #

(^*) :: Reverse s a -> Scalar (Reverse s a) -> Reverse s a Source #

(^/) :: Reverse s a -> Scalar (Reverse s a) -> Reverse s a Source #

zero :: Reverse s a Source #

(Reifies * s Tape, Num a) => Jacobian (Reverse s a) Source # 

Associated Types

type D (Reverse s a) :: * Source #

Methods

unary :: (Scalar (Reverse s a) -> Scalar (Reverse s a)) -> D (Reverse s a) -> Reverse s a -> Reverse s a Source #

lift1 :: (Scalar (Reverse s a) -> Scalar (Reverse s a)) -> (D (Reverse s a) -> D (Reverse s a)) -> Reverse s a -> Reverse s a Source #

lift1_ :: (Scalar (Reverse s a) -> Scalar (Reverse s a)) -> (D (Reverse s a) -> D (Reverse s a) -> D (Reverse s a)) -> Reverse s a -> Reverse s a Source #

binary :: (Scalar (Reverse s a) -> Scalar (Reverse s a) -> Scalar (Reverse s a)) -> D (Reverse s a) -> D (Reverse s a) -> Reverse s a -> Reverse s a -> Reverse s a Source #

lift2 :: (Scalar (Reverse s a) -> Scalar (Reverse s a) -> Scalar (Reverse s a)) -> (D (Reverse s a) -> D (Reverse s a) -> (D (Reverse s a), D (Reverse s a))) -> Reverse s a -> Reverse s a -> Reverse s a Source #

lift2_ :: (Scalar (Reverse s a) -> Scalar (Reverse s a) -> Scalar (Reverse s a)) -> (D (Reverse s a) -> D (Reverse s a) -> D (Reverse s a) -> (D (Reverse s a), D (Reverse s a))) -> Reverse s a -> Reverse s a -> Reverse s a Source #

type Scalar (Reverse s a) Source # 
type Scalar (Reverse s a) = a
type D (Reverse s a) Source # 
type D (Reverse s a) = Id a

newtype Tape Source #

Constructors

Tape 

Fields

data Head Source #

Constructors

Head !Int Cells 

data Cells where Source #

Constructors

Nil :: Cells 
Unary :: !Int -> a -> Cells -> Cells 
Binary :: !Int -> !Int -> a -> a -> Cells -> Cells 

reifyTape :: Int -> (forall s. Reifies s Tape => Proxy s -> r) -> r Source #

Construct a tape that starts with n variables.

partials :: forall s a. (Reifies s Tape, Num a) => Reverse s a -> [a] Source #

Extract the partials from the current chain for a given AD variable.

partialArrayOf :: (Reifies s Tape, Num a) => Proxy s -> (Int, Int) -> Reverse s a -> Array Int a Source #

Return an Array of partials given bounds for the variable IDs.

partialMapOf :: (Reifies s Tape, Num a) => Proxy s -> Reverse s a -> IntMap a Source #

Return an IntMap of sparse partials

derivativeOf :: (Reifies s Tape, Num a) => Proxy s -> Reverse s a -> a Source #

Helper that extracts the derivative of a chain when the chain was constructed with 1 variable.

derivativeOf' :: (Reifies s Tape, Num a) => Proxy s -> Reverse s a -> (a, a) Source #

Helper that extracts both the primal and derivative of a chain when the chain was constructed with 1 variable.

bind :: Traversable f => f a -> (f (Reverse s a), (Int, Int)) Source #

unbind :: Functor f => f (Reverse s a) -> Array Int a -> f a Source #

unbindMap :: (Functor f, Num a) => f (Reverse s a) -> IntMap a -> f a Source #

unbindWith :: (Functor f, Num a) => (a -> b -> c) -> f (Reverse s a) -> Array Int b -> f c Source #

unbindMapWithDefault :: (Functor f, Num a) => b -> (a -> b -> c) -> f (Reverse s a) -> IntMap b -> f c Source #

var :: a -> Int -> Reverse s a Source #

primal :: Num a => Reverse s a -> a Source #