{-# LANGUAGE CPP #-} {-# LANGUAGE Rank2Types #-} ----------------------------------------------------------------------------- -- | -- Copyright : (c) Edward Kmett 2010-2015 -- License : BSD3 -- Maintainer : ekmett@gmail.com -- Stability : experimental -- Portability : GHC only -- -- Higher order derivatives via a \"dual number tower\". -- ----------------------------------------------------------------------------- module Numeric.AD.Mode.Sparse ( AD, Sparse, auto -- * Sparse Gradients , grad , grad' , grads , gradWith , gradWith' -- * Sparse Jacobians (synonyms) , jacobian , jacobian' , jacobianWith , jacobianWith' , jacobians -- * Sparse Hessians , hessian , hessian' , hessianF , hessianF' ) where import Control.Comonad.Cofree (Cofree) #if __GLASGOW_HASKELL__ < 710 import Data.Traversable (Traversable) #endif import Numeric.AD.Internal.Sparse (Sparse) import qualified Numeric.AD.Rank1.Sparse as Rank1 import Numeric.AD.Internal.Type import Numeric.AD.Mode -- | The 'grad' function calculates the gradient of a non-scalar-to-scalar function with sparse-mode AD in a single pass. -- -- -- >>> grad (\[x,y,z] -> x*y+z) [1,2,3] -- [2,1,1] -- -- >>> grad (\[x,y] -> x**y) [0,2] -- [0.0,NaN] grad :: (Traversable f, Num a) => (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> f a grad f = Rank1.grad (runAD.f.fmap AD) {-# INLINE grad #-} grad' :: (Traversable f, Num a) => (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> (a, f a) grad' f = Rank1.grad' (runAD.f.fmap AD) {-# INLINE grad' #-} gradWith :: (Traversable f, Num a) => (a -> a -> b) -> (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> f b gradWith g f = Rank1.gradWith g (runAD.f.fmap AD) {-# INLINE gradWith #-} gradWith' :: (Traversable f, Num a) => (a -> a -> b) -> (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> (a, f b) gradWith' g f = Rank1.gradWith' g (runAD.f.fmap AD) {-# INLINE gradWith' #-} jacobian :: (Traversable f, Functor g, Num a) => (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (f a) jacobian f = Rank1.jacobian (fmap runAD.f.fmap AD) {-# INLINE jacobian #-} jacobian' :: (Traversable f, Functor g, Num a) => (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (a, f a) jacobian' f = Rank1.jacobian' (fmap runAD.f.fmap AD) {-# INLINE jacobian' #-} jacobianWith :: (Traversable f, Functor g, Num a) => (a -> a -> b) -> (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (f b) jacobianWith g f = Rank1.jacobianWith g (fmap runAD.f.fmap AD) {-# INLINE jacobianWith #-} jacobianWith' :: (Traversable f, Functor g, Num a) => (a -> a -> b) -> (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (a, f b) jacobianWith' g f = Rank1.jacobianWith' g (fmap runAD.f.fmap AD) {-# INLINE jacobianWith' #-} grads :: (Traversable f, Num a) => (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> Cofree f a grads f = Rank1.grads (runAD.f.fmap AD) {-# INLINE grads #-} jacobians :: (Traversable f, Functor g, Num a) => (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (Cofree f a) jacobians f = Rank1.jacobians (fmap runAD.f.fmap AD) {-# INLINE jacobians #-} hessian :: (Traversable f, Num a) => (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> f (f a) hessian f = Rank1.hessian (runAD.f.fmap AD) {-# INLINE hessian #-} hessian' :: (Traversable f, Num a) => (forall s. f (AD s (Sparse a)) -> AD s (Sparse a)) -> f a -> (a, f (a, f a)) hessian' f = Rank1.hessian' (runAD.f.fmap AD) {-# INLINE hessian' #-} hessianF :: (Traversable f, Functor g, Num a) => (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (f (f a)) hessianF f = Rank1.hessianF (fmap runAD.f.fmap AD) {-# INLINE hessianF #-} hessianF' :: (Traversable f, Functor g, Num a) => (forall s. f (AD s (Sparse a)) -> g (AD s (Sparse a))) -> f a -> g (a, f (a, f a)) hessianF' f = Rank1.hessianF' (fmap runAD.f.fmap AD) {-# INLINE hessianF' #-}