-- | The 'Data.Number.Dif' module contains a data type, 'Dif', that allows for -- automatic forward differentiation. -- -- All the ideas are from Jerzy Karczmarczuk\'s work, -- see <http://users.info.unicaen.fr/~karczma/arpap/diffalg.pdf>. -- -- A simple example, if we define -- -- > foo x = x*x -- -- then the function -- -- > foo' = deriv foo -- -- will behave as if its body was 2*x. -- module Data.Number.Dif(Dif, val, df, mkDif, dCon, dVar, deriv, unDif) where -- |The 'Dif' type is the type of differentiable numbers. -- It's an instance of all the usual numeric classes. -- The computed derivative of a function is is correct -- except where the function is discontinuous, at these points -- the derivative should be a Dirac pulse, but it isn\'t. -- -- The 'Dif' numbers are printed with a trailing ~~ to -- indicate that there is a \"tail\" of derivatives. data Dif a = D !a (Dif a) | C !a -- |The 'dCon' function turns a normal number into a 'Dif' -- number with the same value. Not that numeric literals -- do not need an explicit conversion due to the normal -- Haskell overloading of literals. dCon :: (Num a) => a -> Dif a dCon x = C x -- |The 'dVar' function turns a number into a variable -- number. This is the number with with respect to which -- the derivaticve is computed. dVar :: (Num a) => a -> Dif a dVar x = D x 1 -- |The 'df' takes a 'Dif' number and returns its first -- derivative. The function can be iterated to to get -- higher derivaties. df :: (Num a) => Dif a -> Dif a df (D _ x') = x' df (C _ ) = 0 -- |The 'val' function takes a 'Dif' number back to a normal -- number, thus forgetting about all the derivatives. val :: Dif a -> a val (D x _) = x val (C x ) = x -- |The 'mkDif' takes a value and 'Dif' value and makes -- a 'Dif' number that has the given value as its normal -- value, and the 'Dif' number as its derivatives. mkDif :: a -> Dif a -> Dif a mkDif = D -- |The 'deriv' function is a simple utility to take the -- derivative of a (single argument) function. -- It is simply defined as -- -- > deriv f = val . df . f . dVar -- deriv :: (Num a, Num b) => (Dif a -> Dif b) -> (a -> b) deriv f = val . df . f . dVar -- |Convert a 'Dif' function to an ordinary function. unDif :: (Num a) => (Dif a -> Dif b) -> (a -> b) unDif f = val . f . dVar instance (Show a) => Show (Dif a) where show x = show (val x) ++ "~~" instance (Read a) => Read (Dif a) where readsPrec p s = [(C x, s') | (x, s') <- readsPrec p s] instance (Eq a) => Eq (Dif a) where x == y = val x == val y instance (Ord a) => Ord (Dif a) where x `compare` y = val x `compare` val y instance (Num a) => Num (Dif a) where (C x) + (C y) = C (x + y) (C x) + (D y y') = D (x + y) y' (D x x') + (C y) = D (x + y) x' (D x x') + (D y y') = D (x + y) (x' + y') (C x) - (C y) = C (x - y) (C x) - (D y y') = D (x - y) (-y') (D x x') - (C y) = D (x - y) x' (D x x') - (D y y') = D (x - y) (x' - y') (C 0) * _ = C 0 _ * (C 0) = C 0 (C x) * (C y) = C (x * y) p@(C x) * (D y y') = D (x * y) (p * y') (D x x') * q@(C y) = D (x * y) (x' * q) p@(D x x') * q@(D y y') = D (x * y) (x' * q + p * y') negate (C x) = C (negate x) negate (D x x') = D (negate x) (negate x') fromInteger i = C (fromInteger i) abs (C x) = C (abs x) abs p@(D x x') = D (abs x) (signum p * x') -- The derivative of the signum function is (2*) the Dirac impulse, -- but there's not really any good way to encode this. -- We could do it by +Infinity (1/0) at 0. signum (C x) = C (signum x) signum (D x _) = C (signum x) instance (Fractional a) => Fractional (Dif a) where recip (C x) = C (recip x) recip (D x x') = ip where ip = D (recip x) (-x' * ip * ip) fromRational r = C (fromRational r) lift :: (Num a) => [a -> a] -> Dif a -> Dif a lift (f : _) (C x) = C (f x) lift (f : f') p@(D x x') = D (f x) (x' * lift f' p) lift _ _ = error "lift" instance (Floating a) => Floating (Dif a) where pi = C pi exp (C x) = C (exp x) exp (D x x') = r where r = D (exp x) (x' * r) log (C x) = C (log x) log p@(D x x') = D (log x) (x' / p) sqrt (C x) = C (sqrt x) sqrt (D x x') = r where r = D (sqrt x) (x' / (2 * r)) sin = lift (cycle [sin, cos, negate . sin, negate . cos]) cos = lift (cycle [cos, negate . sin, negate . cos, sin]) acos (C x) = C (acos x) acos p@(D x x') = D (acos x) (-x' / sqrt(1 - p*p)) asin (C x) = C (asin x) asin p@(D x x') = D (asin x) ( x' / sqrt(1 - p*p)) atan (C x) = C (atan x) atan p@(D x x') = D (atan x) ( x' / (p*p - 1)) sinh x = (exp x - exp (-x)) / 2 cosh x = (exp x + exp (-x)) / 2 asinh x = log (x + sqrt (x*x + 1)) acosh x = log (x + sqrt (x*x - 1)) atanh x = (log (1 + x) - log (1 - x)) / 2 instance (Real a) => Real (Dif a) where toRational = toRational . val instance (RealFrac a) => RealFrac (Dif a) where -- Second component should have an impulse derivative. properFraction x = (i, x - fromIntegral i) where (i, _) = properFraction (val x) truncate = truncate . val round = round . val ceiling = ceiling . val floor = floor . val -- Partial definition on purpose, more could be defined. instance (RealFloat a) => RealFloat (Dif a) where floatRadix = floatRadix . val floatDigits = floatDigits . val floatRange = floatRange . val exponent _ = 0 scaleFloat 0 x = x isNaN = isNaN . val isInfinite = isInfinite . val isDenormalized = isDenormalized . val isNegativeZero = isNegativeZero . val isIEEE = isIEEE . val