{-# LANGUAGE Rank2Types #-} ----------------------------------------------------------------------------- -- | -- Module : Numeric.AD.Forward -- Copyright : (c) Edward Kmett 2010 -- License : BSD3 -- Maintainer : ekmett@gmail.com -- Stability : experimental -- Portability : GHC only -- -- Forward mode automatic differentiation -- ----------------------------------------------------------------------------- module Numeric.AD.Forward ( -- * Gradient grad , grad2 , gradWith , gradWith2 -- * Jacobian , jacobian , jacobian2 , jacobianT , jacobianWith , jacobianWith2 , jacobianWithT -- * Derivatives , diffUU , diff2UU , diffUF , diff2UF -- * Directional Derivatives , diffMU , diff2MU -- * Synonyms , diff , diff2 -- * Exposed Types , AD(..) , Mode(..) ) where import Data.Traversable (Traversable) import Control.Applicative import Numeric.AD.Classes import Numeric.AD.Internal import Numeric.AD.Internal.Forward diffMU :: (Functor f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f (a, a) -> a diffMU f = tangent . f . fmap (uncurry bundle) {-# INLINE diffMU #-} diff2MU :: (Functor f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f (a, a) -> (a, a) diff2MU f = unbundle . f . fmap (uncurry bundle) {-# INLINE diff2MU #-} -- | The 'diff2' function calculates the first derivative of scalar-to-scalar function by 'Forward' 'AD' diff :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> a diff = diffUU {-# INLINE diff #-} -- | The 'diff2' function calculates the result and first derivative of scalar-to-scalar function by 'Forward' 'AD' diff2 :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> (a, a) diff2 = diff2UU {-# INLINE diff2 #-} -- | The 'diffUU' function calculates the first derivative of a scalar-to-scalar function by 'Forward' 'AD' diffUU :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> a diffUU f a = tangent $ apply f a {-# INLINE diffUU #-} -- | The 'diff2UU' function calculates the result and first derivative of scalar-to-scalar function by 'Forward' 'AD' diff2UU :: Num a => (forall s. Mode s => AD s a -> AD s a) -> a -> (a, a) diff2UU f a = unbundle $ apply f a {-# INLINE diff2UU #-} -- | The 'diffUF' function calculates the first derivative of scalar-to-nonscalar function by 'Forward' 'AD' diffUF :: (Functor f, Num a) => (forall s. Mode s => AD s a -> f (AD s a)) -> a -> f a diffUF f a = tangent <$> apply f a {-# INLINE diffUF #-} -- | The 'diff2UF' function calculates the result and first derivative of a scalar-to-non-scalar function by 'Forward' 'AD' diff2UF :: (Functor f, Num a) => (forall s. Mode s => AD s a -> f (AD s a)) -> a -> f (a, a) diff2UF f a = unbundle <$> apply f a {-# INLINE diff2UF #-} -- | A fast, simple transposed Jacobian computed with forward-mode AD. jacobianT :: (Traversable f, Functor g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> f (g a) jacobianT f = bind (fmap tangent . f) -- jacobianT f as = fmap tangent <$> bind f as {-# INLINE jacobianT #-} -- | A fast, simple transposed Jacobian computed with forward-mode AD. jacobianWithT :: (Traversable f, Functor g, Num a) => (a -> a -> b) -> (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> f (g b) jacobianWithT g f = bindWith g' f where g' a ga = g a . tangent <$> ga {-# INLINE jacobianWithT #-} jacobian :: (Traversable f, Traversable g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (f a) jacobian f as = transposeWith (const id) t p where (p, t) = bind2 (fmap tangent . f) as {-# INLINE jacobian #-} jacobianWith :: (Traversable f, Traversable g, Num a) => (a -> a -> b) -> (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (f b) jacobianWith g f as = transposeWith (const id) t p where (p, t) = bindWith2 g' f as g' a ga = g a . tangent <$> ga {-# INLINE jacobianWith #-} jacobian2 :: (Traversable f, Traversable g, Num a) => (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (a, f a) jacobian2 f as = transposeWith row t p where (p, t) = bind2 f as row x as' = (primal x, tangent <$> as') {-# INLINE jacobian2 #-} jacobianWith2 :: (Traversable f, Traversable g, Num a) => (a -> a -> b) -> (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (a, f b) jacobianWith2 g f as = transposeWith row t p where (p, t) = bindWith2 g' f as row x as' = (primal x, as') g' a ga = g a . tangent <$> ga {-# INLINE jacobianWith2 #-} grad :: (Traversable f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> f a grad f = bind (tangent . f) {-# INLINE grad #-} grad2 :: (Traversable f, Num a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> (a, f a) grad2 f as = (primal b, tangent <$> bs) where (b, bs) = bind2 f as {-# INLINE grad2 #-} gradWith :: (Traversable f, Num a) => (a -> a -> b) -> (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> f b gradWith g f = bindWith g (tangent . f) {-# INLINE gradWith #-} gradWith2 :: (Traversable f, Num a) => (a -> a -> b) -> (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> (a, f b) gradWith2 g f = bindWith2 g (tangent . f) {-# INLINE gradWith2 #-}