Boris Ettinger 2torus
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| {:deps {org.clojure/clojure {:mvn/version "1.10.0"} | |
| com.taoensso/nippy {:mvn/version "2.14.0"} | |
| org.apache.commons/commons-compress {:mvn/version "1.18"}}} |
kmizu
/ AutomaticDifferentiation.scala
Created
December 4, 2011 01:09
An example of automatic differentiation in Scala. It is straightforward porting of http://www.kmonos.net/wlog/123.html#_2257111201
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| object AutomaticDifferentiation { | |
| case class Dual[X](x: X, dx: X) | |
| def dual(x: Double) = Dual(x, 1.0) | |
| implicit val dualDoubleIsFractional: Fractional[Dual[Double]] = new Fractional[Dual[Double]] { | |
| override def plus(x: Dual[Double], r: Dual[Double]) = Dual(x.x + r.x, x.dx * 1 + r.dx * 1) | |
| override def minus(x: Dual[Double], r: Dual[Double]) = Dual(x.x - r.x, x.dx * 1 + r.dx * -1) | |
| override def times(x: Dual[Double], r: Dual[Double]) = Dual(x.x * r.x, x.dx * r.x + r.dx * x.x) | |
| override def div(x: Dual[Double], r: Dual[Double]) = Dual(x.x / r.x, x.dx * (1 / r.x) + r.dx * (- x.x / r.x / r.x)) | |
| override def fromInt(x: Int): Dual[Double] = Dual(x, 0.0) | |
| override def negate(x: Dual[Double]): Dual[Double] = sys.error("not implemented") |