Crate autodiff

This crate provides a library for performing automatic differentiation.

Examples

The following example differentiates a 1D function defined by a closure.

    // Define a function `f(x) = e^{-0.5*x^2}`
    let f = |x: F| (-x * x / F::cst(2.0)).exp();

    // Differentiate `f` at zero.
    println!("{}", diff(f, 0.0)); // prints `0`

To compute the gradient of a function, use the function grad as follows:

    // Define a function `f(x,y) = x*y^2`
    let f = |x: &[F]| x[0] * x[1] * x[1];

    // Differentiate `f` at `(1,2)`.
    let g = grad(f, &vec![1.0, 2.0]);
    println!("({}, {})", g[0], g[1]); // prints `(4, 4)`

Compute a specific derivative of a multi-variable function:

    // Define a function `f(x,y) = x*y^2`.
    let f = |v: &[F]| v[0] * v[1] * v[1];

    // Differentiate `f` at `(1,2)` with respect to `x` (the first unknown) only.
    let v = vec![
        F::var(1.0), // Create a variable.
        F::cst(2.0), // Create a constant.
    ];
    println!("{}", f(&v).deriv()); // prints `4`

Re-exports

pub use forward_autodiff::*;

Modules

forward_autodiff

Traits

Float	Generic trait for floating point numbers
FloatConst
NumCast	An interface for casting between machine scalars.
One	Defines a multiplicative identity element for Self.
ToPrimitive	A generic trait for converting a value to a number.
Zero	Defines an additive identity element for Self.