| Copyright | (c) Edward Kmett 2010-2021 | 
|---|---|
| License | BSD3 | 
| Maintainer | ekmett@gmail.com | 
| Stability | experimental | 
| Portability | GHC only | 
| Safe Haskell | Safe-Inferred | 
| Language | Haskell2010 | 
Numeric.AD.Rank1.Tower.Double
Description
Higher order derivatives via a "dual number tower".
Synopsis
- data TowerDouble
 - auto :: Mode t => Scalar t -> t
 - taylor :: (TowerDouble -> TowerDouble) -> Double -> Double -> [Double]
 - taylor0 :: (TowerDouble -> TowerDouble) -> Double -> Double -> [Double]
 - maclaurin :: (TowerDouble -> TowerDouble) -> Double -> [Double]
 - maclaurin0 :: (TowerDouble -> TowerDouble) -> Double -> [Double]
 - diff :: (TowerDouble -> TowerDouble) -> Double -> Double
 - diff' :: (TowerDouble -> TowerDouble) -> Double -> (Double, Double)
 - diffs :: (TowerDouble -> TowerDouble) -> Double -> [Double]
 - diffs0 :: (TowerDouble -> TowerDouble) -> Double -> [Double]
 - diffsF :: Functor f => (TowerDouble -> f TowerDouble) -> Double -> f [Double]
 - diffs0F :: Functor f => (TowerDouble -> f TowerDouble) -> Double -> f [Double]
 - du :: Functor f => (f TowerDouble -> TowerDouble) -> f (Double, Double) -> Double
 - du' :: Functor f => (f TowerDouble -> TowerDouble) -> f (Double, Double) -> (Double, Double)
 - dus :: Functor f => (f TowerDouble -> TowerDouble) -> f [Double] -> [Double]
 - dus0 :: Functor f => (f TowerDouble -> TowerDouble) -> f [Double] -> [Double]
 - duF :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f (Double, Double) -> g Double
 - duF' :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f (Double, Double) -> g (Double, Double)
 - dusF :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f [Double] -> g [Double]
 - dus0F :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f [Double] -> g [Double]
 
Documentation
data TowerDouble Source #
Tower is an AD Mode that calculates a tangent tower by forward AD, and provides fast diffsUU, diffsUF
Instances
Taylor Series
taylor :: (TowerDouble -> TowerDouble) -> Double -> Double -> [Double] Source #
taylor f x compute the Taylor series of f around x.
taylor0 :: (TowerDouble -> TowerDouble) -> Double -> Double -> [Double] Source #
taylor0 f x compute the Taylor series of f around x, zero-padded.
Maclaurin Series
maclaurin :: (TowerDouble -> TowerDouble) -> Double -> [Double] Source #
maclaurin f compute the Maclaurin series of f
maclaurin0 :: (TowerDouble -> TowerDouble) -> Double -> [Double] Source #
maclaurin f compute the Maclaurin series of f, zero-padded
Derivatives
diff :: (TowerDouble -> TowerDouble) -> Double -> Double Source #
Compute the first derivative of a function (a -> a)
diff' :: (TowerDouble -> TowerDouble) -> Double -> (Double, Double) Source #
Compute the answer and first derivative of a function (a -> a)
diffs :: (TowerDouble -> TowerDouble) -> Double -> [Double] Source #
Compute the answer and all derivatives of a function (a -> a)
diffs0 :: (TowerDouble -> TowerDouble) -> Double -> [Double] Source #
Compute the zero-padded derivatives of a function (a -> a)
diffsF :: Functor f => (TowerDouble -> f TowerDouble) -> Double -> f [Double] Source #
Compute the answer and all derivatives of a function (a -> f a)
diffs0F :: Functor f => (TowerDouble -> f TowerDouble) -> Double -> f [Double] Source #
Compute the zero-padded derivatives of a function (a -> f a)
Directional Derivatives
du :: Functor f => (f TowerDouble -> TowerDouble) -> f (Double, Double) -> Double Source #
Compute a directional derivative of a function (f a -> a)
du' :: Functor f => (f TowerDouble -> TowerDouble) -> f (Double, Double) -> (Double, Double) Source #
Compute the answer and a directional derivative of a function (f a -> a)
dus :: Functor f => (f TowerDouble -> TowerDouble) -> f [Double] -> [Double] Source #
Given a function (f a -> a), and a tower of derivatives, compute the corresponding directional derivatives.
dus0 :: Functor f => (f TowerDouble -> TowerDouble) -> f [Double] -> [Double] Source #
Given a function (f a -> a), and a tower of derivatives, compute the corresponding directional derivatives, zero-padded
duF :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f (Double, Double) -> g Double Source #
Compute a directional derivative of a function (f a -> g a)
duF' :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f (Double, Double) -> g (Double, Double) Source #
Compute the answer and a directional derivative of a function (f a -> g a)
dusF :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f [Double] -> g [Double] Source #
Given a function (f a -> g a), and a tower of derivatives, compute the corresponding directional derivatives
dus0F :: (Functor f, Functor g) => (f TowerDouble -> g TowerDouble) -> f [Double] -> g [Double] Source #
Given a function (f a -> g a), and a tower of derivatives, compute the corresponding directional derivatives, zero-padded