name: ad
version: 1.5
license: BSD3
license-File: LICENSE
copyright: (c) Edward Kmett 2010-2012,
(c) Barak Pearlmutter and Jeffrey Mark Siskind 2008-2009
author: Edward Kmett
maintainer: ekmett@gmail.com
stability: Experimental
category: Math
homepage: http://github.com/ekmett/ad
build-type: Simple
cabal-version: >= 1.6
extra-source-files: TODO
synopsis: Automatic Differentiation
description:
Forward-, reverse- and mixed- mode automatic differentiation combinators with a common API.
.
Type-level \"branding\" is used to both prevent the end user from confusing infinitesimals
and to limit unsafe access to the implementation details of each Mode.
.
Each mode has a separate module full of combinators.
.
* @Numeric.AD.Mode.Forward@ provides basic forward-mode AD. It is good for computing simple derivatives.
.
* @Numeric.AD.Mode.Reverse@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass.
.
* @Numeric.AD.Mode.Sparse@ computes a sparse forward-mode AD tower. It is good for higher derivatives or large numbers of outputs.
.
* @Numeric.AD.Mode.Tower@ computes a dense forward-mode AD tower useful for higher derivatives of single input functions.
.
* @Numeric.AD@ computes using whichever mode or combination thereof is suitable to each individual combinator.
.
While not every mode can provide all operations, the following basic operations are supported, modified as
appropriate by the suffixes below:
.
* 'grad' computes the gradient (partial derivatives) of a function at a point.
.
* 'jacobian' computes the Jacobian matrix of a function at a point.
.
* 'diff' computes the derivative of a function at a point.
.
* 'du' computes a directional derivative of a function at a point.
.
* 'hessian' computes the Hessian matrix (matrix of second partial derivatives) of a function at a point.
.
The following suffixes alter the meanings of the functions above as follows:
.
* @\'@ -- also return the answer
.
* @With@ lets the user supply a function to blend the input with the output
.
* @F@ is a version of the base function lifted to return a 'Traversable' (or 'Functor') result
.
* @s@ means the function returns all higher derivatives in a list or f-branching 'Stream'
.
* @T@ means the result is transposed with respect to the traditional formulation.
.
* @0@ means that the resulting derivative list is padded with 0s at the end.
.
/Changes since 1.3/:
.
* Moved the contents of @Numeric.AD.Mode.Mixed@ into @Numeric.AD@
.
* Split off @Numeric.AD.Variadic@ for the variadic combinators
.
* Removed the @UU@, @FU@, @UF@, and @FF@ type aliases.
.
* Stopped exporting the types for @Mode@ and @AD@ from almost every module. Import @Numeric.AD.Types@ if necessary.
.
* Renamed @Tensors@ to @Jet@
.
* Dependency bump to be compatible with ghc 7.4.1 and mtl 2.1
.
* More aggressive zero tracking.
.
* @diff (**n) 0@ for constant n and @diff (0**)@ both now yield the correct answer for all modes.
source-repository head
type: git
location: git://github.com/ekmett/ad.git
library
extensions: CPP
hs-source-dirs: src
other-extensions:
BangPatterns
DeriveDataTypeable
FlexibleContexts
FlexibleInstances
FunctionalDependencies
GeneralizedNewtypeDeriving
MultiParamTypeClasses
PatternGuards
Rank2Types
ScopedTypeVariables
TemplateHaskell
TypeFamilies
TypeOperators
UndecidableInstances
build-depends:
base >= 4 && < 5,
data-reify >= 0.6 && < 0.7,
containers >= 0.2 && < 0.5,
array >= 0.2 && < 0.5,
comonad >= 1.1.1.1 && < 1.2,
free >= 2.0 && < 2.2,
template-haskell >= 2.6 && < 2.8
exposed-modules:
Numeric.AD
Numeric.AD.Types
Numeric.AD.Newton
Numeric.AD.Halley
Numeric.AD.Mode.Directed
Numeric.AD.Mode.Forward
Numeric.AD.Mode.Reverse
Numeric.AD.Mode.Tower
Numeric.AD.Mode.Sparse
Numeric.AD.Variadic
Numeric.AD.Variadic.Reverse
Numeric.AD.Variadic.Sparse
Numeric.AD.Internal.Classes
Numeric.AD.Internal.Combinators
Numeric.AD.Internal.Forward
Numeric.AD.Internal.Tower
Numeric.AD.Internal.Reverse
Numeric.AD.Internal.Sparse
Numeric.AD.Internal.Dense
Numeric.AD.Internal.Composition
other-modules:
Numeric.AD.Internal.Types
Numeric.AD.Internal.Jet
Numeric.AD.Internal.Identity
ghc-options: -Wall -fspec-constr -fdicts-cheap -O2