[−][src]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 |
ToPrimitive | A generic trait for converting a value to a number. |
Zero | Defines an additive identity element for |