Automatic Differentiation

From HaskellWiki

Automatic Differentiation roughly means that a numerical value is equipped with a derivative part, which is updated accordingly on every function application. Let the number x₀ be equipped with the derivative x₁: . For example the sinus is defined as:

You see, that's just estimating errors as in physics. However, it becomes more interesting for vector functions.

Implementations:

• fad
• Vector-space
• http://comonad.com/haskell/monoids/dist/doc/html/monoids/Data-Ring-Module-AutomaticDifferentiation.html

1 Power Series

You may count arithmetic with power series also as Automatic Differentiation, since this means just working with all derivatives simultaneously.

Implementation with Haskell 98 type classes: http://darcs.haskell.org/htam/src/PowerSeries/Taylor.hs

With advanced type classes in Numeric Prelude: http://hackage.haskell.org/packages/archive/numeric-prelude/0.0.5/doc/html/MathObj-PowerSeries.html

2 See also

• Functional differentiation
• Chris Smith in Haskell-cafe on Hit a wall with the type system

Category: Mathematics