name: ad version: 4.3 x-revision: 1 license: BSD3 license-File: LICENSE copyright: (c) Edward Kmett 2010-2015, (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 bug-reports: http://github.com/ekmett/ad/issues build-type: Custom cabal-version: >= 1.10 tested-with: GHC==7.0.1, GHC == 7.0.4, GHC == 7.2.2, GHC == 7.4.2, GHC == 7.6.3, GHC == 7.8.4, GHC == 7.10.1 synopsis: Automatic Differentiation extra-source-files: .ghci .gitignore .travis.yml .vim.custom CHANGELOG.markdown README.markdown travis/cabal-apt-install travis/config include/instances.h 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. It generates a Wengert list (linear tape) using @Data.Reflection@. . * @Numeric.AD.Mode.Kahn@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a tree-like tape that needs to be topologically sorted in the end. . * @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. source-repository head type: git location: git://github.com/ekmett/ad.git flag herbie default: False manual: True library hs-source-dirs: src include-dirs: include default-language: Haskell2010 other-extensions: BangPatterns DeriveDataTypeable FlexibleContexts FlexibleInstances FunctionalDependencies GeneralizedNewtypeDeriving MultiParamTypeClasses PatternGuards Rank2Types ScopedTypeVariables TemplateHaskell TypeFamilies TypeOperators UndecidableInstances build-depends: array >= 0.2 && < 0.6, base >= 4.3 && < 4.18, comonad >= 4 && < 5, containers >= 0.2 && < 0.6, data-reify >= 0.6 && < 0.7, erf >= 2.0 && < 2.1, free >= 4.6.1 && < 5, nats >= 0.1.2 && < 2, reflection >= 1.4 && < 3, transformers >= 0.3 && < 0.5 if impl(ghc < 7.8) build-depends: tagged >= 0.7 && < 1 if flag(herbie) build-depends: HerbiePlugin >= 0.1 && < 0.2 cpp-options: -DHERBIE ghc-options: -fplugin=Herbie exposed-modules: Numeric.AD Numeric.AD.Halley Numeric.AD.Internal.Dense Numeric.AD.Internal.Forward Numeric.AD.Internal.Forward.Double Numeric.AD.Internal.Identity Numeric.AD.Internal.Kahn Numeric.AD.Internal.On Numeric.AD.Internal.Or Numeric.AD.Internal.Reverse Numeric.AD.Internal.Sparse Numeric.AD.Internal.Tower Numeric.AD.Internal.Type Numeric.AD.Jacobian Numeric.AD.Jet Numeric.AD.Mode Numeric.AD.Mode.Forward Numeric.AD.Mode.Forward.Double Numeric.AD.Mode.Kahn Numeric.AD.Mode.Reverse Numeric.AD.Mode.Sparse Numeric.AD.Mode.Tower Numeric.AD.Newton Numeric.AD.Newton.Double Numeric.AD.Rank1.Forward Numeric.AD.Rank1.Forward.Double Numeric.AD.Rank1.Halley Numeric.AD.Rank1.Kahn Numeric.AD.Rank1.Newton Numeric.AD.Rank1.Newton.Double Numeric.AD.Rank1.Sparse Numeric.AD.Rank1.Tower other-modules: Numeric.AD.Internal.Combinators ghc-options: -Wall ghc-options: -fspec-constr -fdicts-cheap -O2 -- Verify the results of the examples test-suite doctests default-language: Haskell2010 type: exitcode-stdio-1.0 main-is: doctests.hs build-depends: base, directory, doctest >= 0.9.0.1 && <= 0.11, filepath ghc-options: -Wall -threaded hs-source-dirs: tests benchmark blackscholes default-language: Haskell2010 type: exitcode-stdio-1.0 main-is: BlackScholes.hs hs-source-dirs: bench build-depends: base, ad, erf, criterion ghc-options: -fspec-constr -fdicts-cheap -O2