{-# LANGUAGE Rank2Types #-} ----------------------------------------------------------------------------- -- | -- Module : Numeric.AD.Mode.Directed -- Copyright : (c) Edward Kmett 2010-12 -- License : BSD3 -- Maintainer : ekmett@gmail.com -- Stability : experimental -- Portability : GHC only -- -- Allows the choice of AD 'Mode' to be specified at the term level for -- benchmarking or more complicated usage patterns. ----------------------------------------------------------------------------- module Numeric.AD.Mode.Directed ( -- * Gradients grad , grad' -- * Jacobians , jacobian , jacobian' -- * Derivatives , diff , diff' -- * Exposed Types , Direction(..) ) where import Prelude hiding (reverse) import Numeric.AD.Types import Data.Traversable (Traversable) import qualified Numeric.AD.Mode.Reverse as R import qualified Numeric.AD.Mode.Forward as F import qualified Numeric.AD.Mode.Tower as T import qualified Numeric.AD.Mode.Wengert as W import qualified Numeric.AD as M import Data.Ix -- TODO: use a data types a la carte approach, so we can expose more methods here -- rather than just the intersection of all of the functionality data Direction = Forward | Reverse | Wengert | Tower | Mixed deriving (Show, Eq, Ord, Read, Bounded, Enum, Ix) diff :: Num a => Direction -> (forall s. Mode s => AD s a -> AD s a) -> a -> a diff Forward = F.diff diff Reverse = R.diff diff Wengert = W.diff diff Tower = T.diff diff Mixed = F.diff {-# INLINE diff #-} diff' :: Num a => Direction -> (forall s. Mode s => AD s a -> AD s a) -> a -> (a, a) diff' Forward = F.diff' diff' Reverse = R.diff' diff' Wengert = W.diff' diff' Tower = T.diff' diff' Mixed = F.diff' {-# INLINE diff' #-} jacobian :: (Traversable f, Traversable g, Num a) => Direction -> (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (f a) jacobian Forward = F.jacobian jacobian Reverse = R.jacobian jacobian Wengert = W.jacobian jacobian Tower = F.jacobian -- error "jacobian Tower: unimplemented" jacobian Mixed = M.jacobian {-# INLINE jacobian #-} jacobian' :: (Traversable f, Traversable g, Num a) => Direction -> (forall s. Mode s => f (AD s a) -> g (AD s a)) -> f a -> g (a, f a) jacobian' Forward = F.jacobian' jacobian' Reverse = R.jacobian' jacobian' Wengert = W.jacobian' jacobian' Tower = F.jacobian' -- error "jacobian' Tower: unimplemented" jacobian' Mixed = M.jacobian' {-# INLINE jacobian' #-} grad :: (Traversable f, Num a) => Direction -> (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> f a grad Forward = F.grad grad Reverse = R.grad grad Wengert = W.grad grad Tower = F.grad -- error "grad Tower: unimplemented" grad Mixed = M.grad {-# INLINE grad #-} grad' :: (Traversable f, Num a) => Direction -> (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> (a, f a) grad' Forward = F.grad' grad' Reverse = R.grad' grad' Wengert = W.grad' grad' Tower = F.grad' -- error "grad' Tower: unimplemented" grad' Mixed = M.grad' {-# INLINE grad' #-}