Numeric.AD.Mode.Forward

Forward mode automatic differentiation

Documentation

data AD s a

Instances

Mode a => Mode (AD s a)

Defined in Numeric.AD.Internal.Type

Associated Types

type Scalar (AD s a)

Methods

isKnownConstant :: AD s a -> Bool

asKnownConstant :: AD s a -> Maybe (Scalar (AD s a))

isKnownZero :: AD s a -> Bool

auto :: Scalar (AD s a) -> AD s a

(*^) :: Scalar (AD s a) -> AD s a -> AD s a

(^*) :: AD s a -> Scalar (AD s a) -> AD s a

(^/) :: AD s a -> Scalar (AD s a) -> AD s a

zero :: AD s a

Bounded a => Bounded (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

minBound :: AD s a

maxBound :: AD s a

Enum a => Enum (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

succ :: AD s a -> AD s a

pred :: AD s a -> AD s a

toEnum :: Int -> AD s a

fromEnum :: AD s a -> Int

enumFrom :: AD s a -> [AD s a]

enumFromThen :: AD s a -> AD s a -> [AD s a]

enumFromTo :: AD s a -> AD s a -> [AD s a]

enumFromThenTo :: AD s a -> AD s a -> AD s a -> [AD s a]

Floating a => Floating (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

pi :: AD s a

exp :: AD s a -> AD s a

log :: AD s a -> AD s a

sqrt :: AD s a -> AD s a

(**) :: AD s a -> AD s a -> AD s a

logBase :: AD s a -> AD s a -> AD s a

sin :: AD s a -> AD s a

cos :: AD s a -> AD s a

tan :: AD s a -> AD s a

asin :: AD s a -> AD s a

acos :: AD s a -> AD s a

atan :: AD s a -> AD s a

sinh :: AD s a -> AD s a

cosh :: AD s a -> AD s a

tanh :: AD s a -> AD s a

asinh :: AD s a -> AD s a

acosh :: AD s a -> AD s a

atanh :: AD s a -> AD s a

log1p :: AD s a -> AD s a

expm1 :: AD s a -> AD s a

log1pexp :: AD s a -> AD s a

log1mexp :: AD s a -> AD s a

RealFloat a => RealFloat (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

floatRadix :: AD s a -> Integer

floatDigits :: AD s a -> Int

floatRange :: AD s a -> (Int, Int)

decodeFloat :: AD s a -> (Integer, Int)

encodeFloat :: Integer -> Int -> AD s a

exponent :: AD s a -> Int

significand :: AD s a -> AD s a

scaleFloat :: Int -> AD s a -> AD s a

isNaN :: AD s a -> Bool

isInfinite :: AD s a -> Bool

isDenormalized :: AD s a -> Bool

isNegativeZero :: AD s a -> Bool

isIEEE :: AD s a -> Bool

atan2 :: AD s a -> AD s a -> AD s a

Num a => Num (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

(+) :: AD s a -> AD s a -> AD s a

(-) :: AD s a -> AD s a -> AD s a

(*) :: AD s a -> AD s a -> AD s a

negate :: AD s a -> AD s a

abs :: AD s a -> AD s a

signum :: AD s a -> AD s a

fromInteger :: Integer -> AD s a

Read a => Read (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

readsPrec :: Int -> ReadS (AD s a)

readList :: ReadS [AD s a]

readPrec :: ReadPrec (AD s a)

readListPrec :: ReadPrec [AD s a]

Fractional a => Fractional (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

(/) :: AD s a -> AD s a -> AD s a

recip :: AD s a -> AD s a

fromRational :: Rational -> AD s a

Real a => Real (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

toRational :: AD s a -> Rational

RealFrac a => RealFrac (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

properFraction :: Integral b => AD s a -> (b, AD s a)

truncate :: Integral b => AD s a -> b

round :: Integral b => AD s a -> b

ceiling :: Integral b => AD s a -> b

floor :: Integral b => AD s a -> b

Show a => Show (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

showsPrec :: Int -> AD s a -> ShowS

show :: AD s a -> String

showList :: [AD s a] -> ShowS

Erf a => Erf (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

erf :: AD s a -> AD s a

erfc :: AD s a -> AD s a

erfcx :: AD s a -> AD s a

normcdf :: AD s a -> AD s a

InvErf a => InvErf (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

inverf :: AD s a -> AD s a

inverfc :: AD s a -> AD s a

invnormcdf :: AD s a -> AD s a

Eq a => Eq (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

(==) :: AD s a -> AD s a -> Bool

(/=) :: AD s a -> AD s a -> Bool

Ord a => Ord (AD s a)

Defined in Numeric.AD.Internal.Type

Methods

compare :: AD s a -> AD s a -> Ordering

(<) :: AD s a -> AD s a -> Bool

(<=) :: AD s a -> AD s a -> Bool

(>) :: AD s a -> AD s a -> Bool

(>=) :: AD s a -> AD s a -> Bool

max :: AD s a -> AD s a -> AD s a

min :: AD s a -> AD s a -> AD s a

type Scalar (AD s a)

Defined in Numeric.AD.Internal.Type

type Scalar (AD s a) = Scalar a

data Forward a

Forward mode AD

Instances

Num a => Jacobian (Forward a)

Defined in Numeric.AD.Internal.Forward

Associated Types

type D (Forward a)

Methods

unary :: (Scalar (Forward a) -> Scalar (Forward a)) -> D (Forward a) -> Forward a -> Forward a

lift1 :: (Scalar (Forward a) -> Scalar (Forward a)) -> (D (Forward a) -> D (Forward a)) -> Forward a -> Forward a

lift1_ :: (Scalar (Forward a) -> Scalar (Forward a)) -> (D (Forward a) -> D (Forward a) -> D (Forward a)) -> Forward a -> Forward a

binary :: (Scalar (Forward a) -> Scalar (Forward a) -> Scalar (Forward a)) -> D (Forward a) -> D (Forward a) -> Forward a -> Forward a -> Forward a

lift2 :: (Scalar (Forward a) -> Scalar (Forward a) -> Scalar (Forward a)) -> (D (Forward a) -> D (Forward a) -> (D (Forward a), D (Forward a))) -> Forward a -> Forward a -> Forward a

lift2_ :: (Scalar (Forward a) -> Scalar (Forward a) -> Scalar (Forward a)) -> (D (Forward a) -> D (Forward a) -> D (Forward a) -> (D (Forward a), D (Forward a))) -> Forward a -> Forward a -> Forward a

Num a => Mode (Forward a)

Defined in Numeric.AD.Internal.Forward

Associated Types

type Scalar (Forward a)

Methods

isKnownConstant :: Forward a -> Bool

asKnownConstant :: Forward a -> Maybe (Scalar (Forward a))

isKnownZero :: Forward a -> Bool

auto :: Scalar (Forward a) -> Forward a

(*^) :: Scalar (Forward a) -> Forward a -> Forward a

(^*) :: Forward a -> Scalar (Forward a) -> Forward a

(^/) :: Forward a -> Scalar (Forward a) -> Forward a

zero :: Forward a

Data a => Data (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> Forward a -> c (Forward a)

gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c (Forward a)

toConstr :: Forward a -> Constr

dataTypeOf :: Forward a -> DataType

dataCast1 :: Typeable t => (forall d. Data d => c (t d)) -> Maybe (c (Forward a))

dataCast2 :: Typeable t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c (Forward a))

gmapT :: (forall b. Data b => b -> b) -> Forward a -> Forward a

gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> Forward a -> r

gmapQr :: forall r r'. (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> Forward a -> r

gmapQ :: (forall d. Data d => d -> u) -> Forward a -> [u]

gmapQi :: Int -> (forall d. Data d => d -> u) -> Forward a -> u

gmapM :: Monad m => (forall d. Data d => d -> m d) -> Forward a -> m (Forward a)

gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> Forward a -> m (Forward a)

gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> Forward a -> m (Forward a)

(Num a, Bounded a) => Bounded (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

minBound :: Forward a

maxBound :: Forward a

(Num a, Enum a) => Enum (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

succ :: Forward a -> Forward a

pred :: Forward a -> Forward a

toEnum :: Int -> Forward a

fromEnum :: Forward a -> Int

enumFrom :: Forward a -> [Forward a]

enumFromThen :: Forward a -> Forward a -> [Forward a]

enumFromTo :: Forward a -> Forward a -> [Forward a]

enumFromThenTo :: Forward a -> Forward a -> Forward a -> [Forward a]

Floating a => Floating (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

pi :: Forward a

exp :: Forward a -> Forward a

log :: Forward a -> Forward a

sqrt :: Forward a -> Forward a

(**) :: Forward a -> Forward a -> Forward a

logBase :: Forward a -> Forward a -> Forward a

sin :: Forward a -> Forward a

cos :: Forward a -> Forward a

tan :: Forward a -> Forward a

asin :: Forward a -> Forward a

acos :: Forward a -> Forward a

atan :: Forward a -> Forward a

sinh :: Forward a -> Forward a

cosh :: Forward a -> Forward a

tanh :: Forward a -> Forward a

asinh :: Forward a -> Forward a

acosh :: Forward a -> Forward a

atanh :: Forward a -> Forward a

log1p :: Forward a -> Forward a

expm1 :: Forward a -> Forward a

log1pexp :: Forward a -> Forward a

log1mexp :: Forward a -> Forward a

RealFloat a => RealFloat (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

floatRadix :: Forward a -> Integer

floatDigits :: Forward a -> Int

floatRange :: Forward a -> (Int, Int)

decodeFloat :: Forward a -> (Integer, Int)

encodeFloat :: Integer -> Int -> Forward a

exponent :: Forward a -> Int

significand :: Forward a -> Forward a

scaleFloat :: Int -> Forward a -> Forward a

isNaN :: Forward a -> Bool

isInfinite :: Forward a -> Bool

isDenormalized :: Forward a -> Bool

isNegativeZero :: Forward a -> Bool

isIEEE :: Forward a -> Bool

atan2 :: Forward a -> Forward a -> Forward a

Num a => Num (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

(+) :: Forward a -> Forward a -> Forward a

(-) :: Forward a -> Forward a -> Forward a

(*) :: Forward a -> Forward a -> Forward a

negate :: Forward a -> Forward a

abs :: Forward a -> Forward a

signum :: Forward a -> Forward a

fromInteger :: Integer -> Forward a

Fractional a => Fractional (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

(/) :: Forward a -> Forward a -> Forward a

recip :: Forward a -> Forward a

fromRational :: Rational -> Forward a

Real a => Real (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

toRational :: Forward a -> Rational

RealFrac a => RealFrac (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

properFraction :: Integral b => Forward a -> (b, Forward a)

truncate :: Integral b => Forward a -> b

round :: Integral b => Forward a -> b

ceiling :: Integral b => Forward a -> b

floor :: Integral b => Forward a -> b

Show a => Show (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

showsPrec :: Int -> Forward a -> ShowS

show :: Forward a -> String

showList :: [Forward a] -> ShowS

Erf a => Erf (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

erf :: Forward a -> Forward a

erfc :: Forward a -> Forward a

erfcx :: Forward a -> Forward a

normcdf :: Forward a -> Forward a

InvErf a => InvErf (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

inverf :: Forward a -> Forward a

inverfc :: Forward a -> Forward a

invnormcdf :: Forward a -> Forward a

(Num a, Eq a) => Eq (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

(==) :: Forward a -> Forward a -> Bool

(/=) :: Forward a -> Forward a -> Bool

(Num a, Ord a) => Ord (Forward a)

Defined in Numeric.AD.Internal.Forward

Methods

compare :: Forward a -> Forward a -> Ordering

(<) :: Forward a -> Forward a -> Bool

(<=) :: Forward a -> Forward a -> Bool

(>) :: Forward a -> Forward a -> Bool

(>=) :: Forward a -> Forward a -> Bool

max :: Forward a -> Forward a -> Forward a

min :: Forward a -> Forward a -> Forward a

type D (Forward a)

Defined in Numeric.AD.Internal.Forward

type D (Forward a) = Id a

type Scalar (Forward a)

Defined in Numeric.AD.Internal.Forward

type Scalar (Forward a) = a

auto :: Mode t => Scalar t -> t

Embed a constant

Gradient

grad :: (Traversable f, Num a) => (forall s. f (AD s (Forward a)) -> AD s (Forward a)) -> f a -> f a

Compute the gradient of a function using forward mode AD.

Note, this performs O(n) worse than grad for n inputs, in exchange for better space utilization.

grad' :: (Traversable f, Num a) => (forall s. f (AD s (Forward a)) -> AD s (Forward a)) -> f a -> (a, f a)

Compute the gradient and answer to a function using forward mode AD.

Note, this performs O(n) worse than grad' for n inputs, in exchange for better space utilization.

gradWith :: (Traversable f, Num a) => (a -> a -> b) -> (forall s. f (AD s (Forward a)) -> AD s (Forward a)) -> f a -> f b

Compute the gradient of a function using forward mode AD and combine the result with the input using a user-specified function.

Note, this performs O(n) worse than gradWith for n inputs, in exchange for better space utilization.

gradWith' :: (Traversable f, Num a) => (a -> a -> b) -> (forall s. f (AD s (Forward a)) -> AD s (Forward a)) -> f a -> (a, f b)

Compute the gradient of a function using forward mode AD and the answer, and combine the result with the input using a user-specified function.

Note, this performs O(n) worse than gradWith' for n inputs, in exchange for better space utilization.

>>> gradWith' (,) sum [0..4]
(10,[(0,1),(1,1),(2,1),(3,1),(4,1)])

Jacobian

jacobian :: (Traversable f, Traversable g, Num a) => (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f a -> g (f a)

Compute the Jacobian using Forward mode AD. This must transpose the result, so jacobianT is faster and allows more result types.

>>> jacobian (\[x,y] -> [y,x,x+y,x*y,exp x * sin y]) [pi,1]
[[0.0,1.0],[1.0,0.0],[1.0,1.0],[1.0,3.141592653589793],[19.472221418841606,12.502969588876512]]

jacobian' :: (Traversable f, Traversable g, Num a) => (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f a -> g (a, f a)

Compute the Jacobian using Forward mode AD along with the actual answer.

jacobianWith :: (Traversable f, Traversable g, Num a) => (a -> a -> b) -> (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f a -> g (f b)

Compute the Jacobian using Forward mode AD and combine the output with the input. This must transpose the result, so jacobianWithT is faster, and allows more result types.

jacobianWith' :: (Traversable f, Traversable g, Num a) => (a -> a -> b) -> (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f a -> g (a, f b)

Compute the Jacobian using Forward mode AD combined with the input using a user specified function, along with the actual answer.

Transposed Jacobian

jacobianT :: (Traversable f, Functor g, Num a) => (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f a -> f (g a)

A fast, simple, transposed Jacobian computed with forward-mode AD.

jacobianWithT :: (Traversable f, Functor g, Num a) => (a -> a -> b) -> (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f a -> f (g b)

A fast, simple, transposed Jacobian computed with Forward mode AD that combines the output with the input.

Hessian Product

hessianProduct :: (Traversable f, Num a) => (forall s. f (AD s (On (Forward (Forward a)))) -> AD s (On (Forward (Forward a)))) -> f (a, a) -> f a

Compute the product of a vector with the Hessian using forward-on-forward-mode AD.

hessianProduct' :: (Traversable f, Num a) => (forall s. f (AD s (On (Forward (Forward a)))) -> AD s (On (Forward (Forward a)))) -> f (a, a) -> f (a, a)

Compute the gradient and hessian product using forward-on-forward-mode AD.

Derivatives

diff :: Num a => (forall s. AD s (Forward a) -> AD s (Forward a)) -> a -> a

The diff function calculates the first derivative of a scalar-to-scalar function by forward-mode AD

>>> diff sin 0
1.0

diff' :: Num a => (forall s. AD s (Forward a) -> AD s (Forward a)) -> a -> (a, a)

The diff' function calculates the result and first derivative of scalar-to-scalar function by Forward mode AD

diff' sin == sin &&& cos
diff' f = f &&& d f

>>> diff' sin 0
(0.0,1.0)

>>> diff' exp 0
(1.0,1.0)

diffF :: (Functor f, Num a) => (forall s. AD s (Forward a) -> f (AD s (Forward a))) -> a -> f a

The diffF function calculates the first derivatives of scalar-to-nonscalar function by Forward mode AD

>>> diffF (\a -> [sin a, cos a]) 0
[1.0,-0.0]

diffF' :: (Functor f, Num a) => (forall s. AD s (Forward a) -> f (AD s (Forward a))) -> a -> f (a, a)

The diffF' function calculates the result and first derivatives of a scalar-to-non-scalar function by Forward mode AD

>>> diffF' (\a -> [sin a, cos a]) 0
[(0.0,1.0),(1.0,-0.0)]

Directional Derivatives

du :: (Functor f, Num a) => (forall s. f (AD s (Forward a)) -> AD s (Forward a)) -> f (a, a) -> a

Compute the directional derivative of a function given a zipped up Functor of the input values and their derivatives

du' :: (Functor f, Num a) => (forall s. f (AD s (Forward a)) -> AD s (Forward a)) -> f (a, a) -> (a, a)

Compute the answer and directional derivative of a function given a zipped up Functor of the input values and their derivatives

duF :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f (a, a) -> g a

Compute a vector of directional derivatives for a function given a zipped up Functor of the input values and their derivatives.

duF' :: (Functor f, Functor g, Num a) => (forall s. f (AD s (Forward a)) -> g (AD s (Forward a))) -> f (a, a) -> g (a, a)

Compute a vector of answers and directional derivatives for a function given a zipped up Functor of the input values and their derivatives.