Portability | GHC only |
---|---|

Stability | experimental |

Maintainer | ekmett@gmail.com |

Forward mode automatic differentiation

- grad :: (Traversable f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> f a
- grad2 :: (Traversable f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> (a, f a)
- jacobian :: (Traversable f, Traversable g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (f a)
- jacobian2 :: (Traversable f, Traversable g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (a, f a)
- jacobianT :: (Traversable f, Functor g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> f (g a)
- diffUU :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> a
- diff2UU :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> (a, a)
- diffUF :: (Functor f, Num a) => (forall s. Mode s => AD s a -> f (AD s a)) -> a -> f a
- diff2UF :: (Functor f, Num a) => (forall s. Mode s => AD s a -> f (AD s a)) -> a -> f (a, a)
- diff :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> a
- diff2 :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> (a, a)
- newtype AD f a = AD {
- runAD :: f a

- class Lifted t => Mode t where

# Gradient

grad2 :: (Traversable f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> (a, f a)Source

# Jacobian

jacobian :: (Traversable f, Traversable g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (f a)Source

jacobian2 :: (Traversable f, Traversable g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (a, f a)Source

jacobianT :: (Traversable f, Functor g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> f (g a)Source

# Derivatives

# Synonyms

# Exposed Types

`AD`

serves as a common wrapper for different `Mode`

instances, exposing a traditional
numerical tower. Universal quantification is used to limit the actions in user code to
machinery that will return the same answers under all AD modes, allowing us to use modes
interchangeably as both the type level "brand" and dictionary, providing a common API.

Primal f => Primal (AD f) | |

Mode f => Mode (AD f) | |

Lifted f => Lifted (AD f) | |

(Num a, Lifted f, Bounded a) => Bounded (AD f a) | |

(Num a, Lifted f, Enum a) => Enum (AD f a) | |

(Num a, Lifted f, Eq a) => Eq (AD f a) | |

(Lifted f, Floating a) => Floating (AD f a) | |

(Lifted f, Fractional a) => Fractional (AD f a) | |

(Lifted f, Num a) => Num (AD f a) | |

(Num a, Lifted f, Ord a) => Ord (AD f a) | |

(Lifted f, Real a) => Real (AD f a) | |

(Lifted f, RealFloat a) => RealFloat (AD f a) | |

(Lifted f, RealFrac a) => RealFrac (AD f a) | |

(Lifted f, Show a) => Show (AD f a) | |

Var (AD Reverse a) a |

class Lifted t => Mode t whereSource

lift :: Num a => a -> t aSource

Embed a constant

(<+>) :: Num a => t a -> t a -> t aSource

Vector sum

(*^) :: Num a => a -> t a -> t aSource

Scalar-vector multiplication

(^*) :: Num a => t a -> a -> t aSource

Vector-scalar multiplication

(^/) :: Fractional a => t a -> a -> t aSource

Scalar division

'zero' = 'lift' 0