ad-1.5.0.2: Automatic Differentiation

Portability GHC only experimental ekmett@gmail.com Safe-Infered

Numeric.AD.Halley

Contents

Description

Root finding using Halley's rational method (the second in the class of Householder methods). Assumes the function is three times continuously differentiable and converges cubically when progress can be made.

Synopsis

# Halley's Method (Tower AD)

findZero :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]Source

The `findZero` function finds a zero of a scalar function using Halley's method; its output is a stream of increasingly accurate results. (Modulo the usual caveats.)

Examples:

``` take 10 \$ findZero (\\x->x^2-4) 1  -- converge to 2.0
```
``` module Data.Complex
take 10 \$ findZero ((+1).(^2)) (1 :+ 1)  -- converge to (0 :+ 1)@
```

inverse :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> a -> [a]Source

The `inverse` function inverts a scalar function using Halley's method; its output is a stream of increasingly accurate results. (Modulo the usual caveats.)

Note: the `take 10 \$ inverse sqrt 1 (sqrt 10)` example that works for Newton's method fails with Halley's method because the preconditions do not hold.

fixedPoint :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]Source

The `fixedPoint` function find a fixedpoint of a scalar function using Halley's method; its output is a stream of increasingly accurate results. (Modulo the usual caveats.)

``` take 10 \$ fixedPoint cos 1 -- converges to 0.7390851332151607
```

extremum :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]Source

The `extremum` function finds an extremum of a scalar function using Halley's method; produces a stream of increasingly accurate results. (Modulo the usual caveats.)

``` take 10 \$ extremum cos 1 -- convert to 0
```