1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
//! Dual Numbers
//!
//! This is a dual number implementation scavenged from other dual number libraries and articles around the web, including:
//!
//! * [https://github.com/FreeFull/dual_numbers](https://github.com/FreeFull/dual_numbers)
//! * [https://github.com/ibab/rust-ad](https://github.com/ibab/rust-ad)
//! * [https://github.com/tesch1/cxxduals](https://github.com/tesch1/cxxduals)
//!
//! The difference being is that I have checked each method against Wolfram Alpha for correctness and will
//! keep this implementation up to date and working with the latest stable Rust and `num-traits` crate.
//!
//! ## Usage
//!
//! ```rust
//! extern crate dual_num;
//!
//! use dual_num::{DualNumber, Float, differentiate};
//!
//! fn main() {
//!     // find partial derivative at x=4.0
//!     println!("{:.5}", differentiate(4.0f64, |x| {
//!         x.sqrt() + DualNumber::from_real(1.0)
//!     })); // 0.25000
//! }
//! ```

// Note that the somewhat excessive #[inline] annotations are not harmful here,
// and can improve cross-crate inlining.
//
// Also, for clarity I've avoiding using .0 and .1 outside of the struct impl.
// They're even made private to encourage using .real() and .dual() instead.

extern crate num_traits;

use std::ops::{Add, Sub, Mul, Div, Rem, Neg};
use std::cmp::Ordering;
use std::num::FpCategory;
use std::fmt::{Display, Formatter, Result as FmtResult};

pub use num_traits::{One, Zero, Float, FloatConst, Num};

use num_traits::{Signed, Unsigned, NumCast, ToPrimitive, FromPrimitive};

/// Dual Number structure
///
/// Although `DualNumber` does implement `PartialEq` and `PartialOrd`,
/// it only compares the real part.
///
/// Additionally, `min` and `max` only compare the real parts, and keep the dual parts.
///
/// Lastly, the `Rem` remainder operator is not correctly or fully defined for `DualNumber`, and will panic.
#[derive(Debug, Clone, Copy)]
pub struct DualNumber<T>(T, T);

/// Convenience type
pub type DualNumberF32 = DualNumber<f32>;

/// Convenience type
pub type DualNumberF64 = DualNumber<f64>;

/// Evaluates the function using dual numbers to get the partial derivative at the input point
pub fn differentiate<T: One + Copy, F>(x: T, f: F) -> T where F: Fn(DualNumber<T>) -> DualNumber<T> {
    f(DualNumber::new(x, T::one())).dual()
}

impl<T> DualNumber<T> {
    /// Create a new dual number from its real and dual parts.
    #[inline]
    pub fn new(real: T, dual: T) -> DualNumber<T> {
        DualNumber(real, dual)
    }

    /// Create a new dual number from a real number.
    ///
    /// The dual part is set to zero.
    #[inline]
    pub fn from_real(real: T) -> DualNumber<T> where T: Zero {
        DualNumber::new(real, T::zero())
    }

    /// Returns both real and dual parts as a tuple
    #[inline]
    pub fn into_tuple(self) -> (T, T) {
        (self.0, self.1)
    }

    /// Returns a reference to the real part
    #[inline]
    pub fn real_ref(&self) -> &T { &self.0 }

    /// Returns a reference to the dual part
    #[inline]
    pub fn dual_ref(&self) -> &T { &self.1 }

    /// Returns a mutable reference to the real part
    #[inline]
    pub fn real_mut(&mut self) -> &mut T { &mut self.0 }

    /// Returns a mutable reference to the dual part
    #[inline]
    pub fn dual_mut(&mut self) -> &mut T { &mut self.1 }

    /// Convenience method to take a closure (or any function) that can operate on the dual number in place
    #[inline(always)]
    pub fn map<F>(self, mapper: F) -> Self where F: Fn(DualNumber<T>) -> DualNumber<T> {
        mapper(self)
    }

    /// Convenience method to take a closure (or any function) that can operate on the dual number parts in place
    #[inline(always)]
    pub fn map_parts<F>(self, mapper: F) -> Self where F: Fn(T, T) -> DualNumber<T> {
        mapper(self.0, self.1)
    }
}

impl<T: Zero> From<T> for DualNumber<T> {
    fn from(real: T) -> DualNumber<T> {
        DualNumber::from_real(real)
    }
}

impl<T: Copy> DualNumber<T> {
    /// Returns the real part
    #[inline(always)]
    pub fn real(&self) -> T { self.0 }

    /// Returns the dual part
    #[inline(always)]
    pub fn dual(&self) -> T { self.1 }
}

impl<T: Float> DualNumber<T> {
    /// Returns the conjugate of the dual number.
    pub fn conjugate(self) -> Self {
        DualNumber(self.real(), self.dual().neg())
    }
}

impl<T: Display> Display for DualNumber<T> {
    fn fmt(&self, f: &mut Formatter) -> FmtResult {
        let precision = f.precision().unwrap_or(2);

        write!(f, "{:.p$} + \u{03B5}{:.p$}", self.0, self.1, p = precision)
    }
}

impl<T: PartialEq> PartialEq<Self> for DualNumber<T> {
    fn eq(&self, rhs: &Self) -> bool {
        self.0 == rhs.0
    }
}

impl<T: PartialOrd> PartialOrd<Self> for DualNumber<T> {
    fn partial_cmp(&self, rhs: &Self) -> Option<Ordering> {
        PartialOrd::partial_cmp(self.real_ref(), rhs.real_ref())
    }

    fn lt(&self, rhs: &Self) -> bool { self.0 < rhs.0 }
    fn le(&self, rhs: &Self) -> bool { self.0 <= rhs.0 }
    fn gt(&self, rhs: &Self) -> bool { self.0 > rhs.0 }
    fn ge(&self, rhs: &Self) -> bool { self.0 >= rhs.0 }
}

impl<T: PartialEq> PartialEq<T> for DualNumber<T> {
    fn eq(&self, rhs: &T) -> bool {
        self.0 == *rhs
    }
}

impl<T: PartialOrd> PartialOrd<T> for DualNumber<T> {
    fn partial_cmp(&self, rhs: &T) -> Option<Ordering> {
        PartialOrd::partial_cmp(self.real_ref(), rhs)
    }

    fn lt(&self, rhs: &T) -> bool { self.0 < *rhs }
    fn le(&self, rhs: &T) -> bool { self.0 <= *rhs }
    fn gt(&self, rhs: &T) -> bool { self.0 > *rhs }
    fn ge(&self, rhs: &T) -> bool { self.0 >= *rhs }
}

macro_rules! impl_to_primitive {
    ($($name:ident, $ty:ty),*) => {
        impl<T: ToPrimitive> ToPrimitive for DualNumber<T> {
            $(
                fn $name(&self) -> Option<$ty> {
                    (self.0).$name()
                }
            )*
        }
    }
}

macro_rules! impl_from_primitive {
    ($($name:ident, $ty:ty),*) => {
        impl<T: FromPrimitive> FromPrimitive for DualNumber<T> where T: Zero {
            $(
                fn $name(n: $ty) -> Option<DualNumber<T>> {
                    T::$name(n).map(DualNumber::from_real)
                }
            )*
        }
    }
}

macro_rules! impl_primitive_cast {
    ($($to:ident, $from:ident - $ty:ty),*) => {
        impl_to_primitive!($($to, $ty),*);
        impl_from_primitive!($($from, $ty),*);
    }
}

impl_primitive_cast!(
    to_isize,   from_isize  - isize,
    to_i8,      from_i8     - i8,
    to_i16,     from_i16    - i16,
    to_i32,     from_i32    - i32,
    to_i64,     from_i64    - i64,
    to_usize,   from_usize  - usize,
    to_u8,      from_u8     - u8,
    to_u16,     from_u16    - u16,
    to_u32,     from_u32    - u32,
    to_u64,     from_u64    - u64,
    to_f32,     from_f32    - f32,
    to_f64,     from_f64    - f64
);

impl<T: Num + Copy> Add<T> for DualNumber<T> {
    type Output = DualNumber<T>;

    #[inline]
    fn add(self, rhs: T) -> DualNumber<T> {
        DualNumber::new(self.real() + rhs,
                        self.dual())
    }
}

impl<T: Num + Copy> Sub<T> for DualNumber<T> {
    type Output = DualNumber<T>;

    #[inline]
    fn sub(self, rhs: T) -> DualNumber<T> {
        DualNumber::new(self.real() - rhs,
                        self.dual())
    }
}

impl<T: Num + Copy> Mul<T> for DualNumber<T> {
    type Output = DualNumber<T>;

    fn mul(self, rhs: T) -> DualNumber<T> {
        self * DualNumber::from_real(rhs)
    }
}

impl<T: Num + Copy> Div<T> for DualNumber<T> {
    type Output = DualNumber<T>;

    #[inline]
    fn div(self, rhs: T) -> DualNumber<T> {
        self / DualNumber::from_real(rhs)
    }
}

impl<T: Signed + Copy> Neg for DualNumber<T> {
    type Output = Self;

    #[inline]
    fn neg(self) -> Self {
        DualNumber::new(self.real().neg(),
                        self.dual().neg())
    }
}

impl<T: Num + Copy> Add<Self> for DualNumber<T> {
    type Output = Self;

    #[inline]
    fn add(self, rhs: Self) -> Self {
        DualNumber::new(self.real() + rhs.real(),
                        self.dual() + rhs.dual())
    }
}

impl<T: Num + Copy> Sub<Self> for DualNumber<T> {
    type Output = Self;

    #[inline]
    fn sub(self, rhs: Self) -> Self {
        DualNumber::new(self.real() - rhs.real(),
                        self.dual() - rhs.dual())
    }
}

impl<T: Num + Copy> Mul<Self> for DualNumber<T> {
    type Output = Self;

    fn mul(self, rhs: Self) -> Self {
        DualNumber::new(
            self.real() * rhs.real(),
            self.real() * rhs.dual() + self.dual() * rhs.real()
        )
    }
}

impl<T: Num + Copy> Div<Self> for DualNumber<T> {
    type Output = Self;

    fn div(self, rhs: Self) -> Self {
        DualNumber::new(
            self.real() / rhs.real(),
            (self.dual() * rhs.real() - self.real() * rhs.dual()) / (rhs.real() * rhs.real())
        )
    }
}

impl<T: Num + Copy> Rem<Self> for DualNumber<T> {
    type Output = Self;

    /// **UNIMPLEMENTED!!!**
    ///
    /// As far as I know, remainder is not a valid operation on dual numbers,
    /// but is required for the `Float` trait to be implemented.
    fn rem(self, _: Self) -> Self {
        unimplemented!()
    }
}

impl<T> Signed for DualNumber<T> where T: Signed + Copy + PartialOrd {
    #[inline]
    fn abs(&self) -> Self {
        DualNumber::new(self.real().abs(), self.dual() * self.real().signum())
    }

    fn abs_sub(&self, rhs: &Self) -> Self {
        if self.real() > rhs.real() {
            DualNumber::new(self.real() - rhs.real(), self.sub(*rhs).dual())
        } else {
            Self::zero()
        }
    }

    #[inline]
    fn signum(&self) -> Self {
        DualNumber::from_real(self.real().signum())
    }

    #[inline(always)]
    fn is_positive(&self) -> bool {
        self.real().is_positive()
    }

    #[inline(always)]
    fn is_negative(&self) -> bool {
        self.real().is_negative()
    }
}

impl<T: Unsigned> Unsigned for DualNumber<T> where Self: Num {}

impl<T: Num + Zero + Copy> Zero for DualNumber<T> {
    #[inline]
    fn zero() -> DualNumber<T> {
        DualNumber::new(T::zero(), T::zero())
    }

    #[inline]
    fn is_zero(&self) -> bool {
        self.real().is_zero()
    }
}

impl<T: Num + One + Copy> One for DualNumber<T> {
    #[inline]
    fn one() -> DualNumber<T> {
        DualNumber::new(T::one(), T::zero())
    }
}

impl<T: Num + Copy> Num for DualNumber<T> {
    type FromStrRadixErr = <T as Num>::FromStrRadixErr;

    fn from_str_radix(str: &str, radix: u32) -> Result<DualNumber<T>, Self::FromStrRadixErr> {
        <T as Num>::from_str_radix(str, radix).map(DualNumber::from_real)
    }
}

impl<T: Float> NumCast for DualNumber<T> {
    #[inline]
    fn from<N: ToPrimitive>(n: N) -> Option<DualNumber<T>> {
        <T as NumCast>::from(n).map(DualNumber::from_real)
    }
}

macro_rules! impl_float_const {
    ($($c:ident),*) => {
        $(
            #[inline(always)]
            fn $c() -> DualNumber<T> { DualNumber::from_real(T::$c()) }
        )*
    }
}

impl<T: FloatConst + Zero> FloatConst for DualNumber<T> {
    impl_float_const!(
        E,
        FRAC_1_PI,
        FRAC_1_SQRT_2,
        FRAC_2_PI,
        FRAC_2_SQRT_PI,
        FRAC_PI_2,
        FRAC_PI_3,
        FRAC_PI_4,
        FRAC_PI_6,
        FRAC_PI_8,
        LN_10,
        LN_2,
        LOG10_E,
        LOG2_E,
        PI,
        SQRT_2
    );
}

macro_rules! impl_real_constant {
    ($($prop:ident),*) => {
        $(
            #[inline]
            fn $prop() -> Self { DualNumber::from_real(<T as Float>::$prop()) }
        )*
    }
}

macro_rules! impl_single_boolean_op {
    ($op:ident REAL) => {
        #[inline]
        fn $op(self) -> bool {self.real().$op()}
    };
    ($op:ident OR) =>   { fn $op(self) -> bool {self.real().$op() || self.dual().$op()} };
    ($op:ident AND) =>  { fn $op(self) -> bool {self.real().$op() && self.dual().$op()} };
}

macro_rules! impl_boolean_op {
    ($($op:ident $t:tt),*) => {
        $(impl_single_boolean_op!($op $t);)*
    };
}

macro_rules! impl_real_op {
    ($($op:ident),*) => {
        $(
            #[inline]
            fn $op(self) -> Self { DualNumber::new(self.real().$op(), T::zero()) }
        )*
    }
}

impl<T> Float for DualNumber<T> where T: Float + Signed + FloatConst {
    impl_real_constant!(
        nan,
        infinity,
        neg_infinity,
        neg_zero,
        min_positive_value,
        epsilon,
        min_value,
        max_value
    );

    impl_boolean_op!(
        is_nan              OR,
        is_infinite         OR,
        is_finite           AND,
        is_normal           AND,
        is_sign_positive    REAL,
        is_sign_negative    REAL
    );

    fn classify(self) -> FpCategory {
        self.real().classify()
    }

    impl_real_op!(
        floor,
        ceil,
        round,
        trunc
    );

    fn fract(self) -> Self {
        DualNumber::new(self.real().fract(), self.dual())
    }

    #[inline]
    fn signum(self) -> Self {
        DualNumber::from_real(self.real().signum())
    }

    #[inline]
    fn abs(self) -> Self {
        DualNumber::new(self.real().abs(), self.dual() * self.real().signum())
    }

    fn max(self, other: Self) -> Self {
        if self.real() > other.real() { self } else { other }
    }

    fn min(self, other: Self) -> Self {
        if self.real() < other.real() { other } else { self }
    }

    fn abs_sub(self, rhs: Self) -> Self {
        if self.real() > rhs.real() {
            DualNumber::new(self.real() - rhs.real(), (self - rhs).dual())
        } else {
            Self::zero()
        }
    }

    fn mul_add(self, a: Self, b: Self) -> Self {
        DualNumber::new(self.real().mul_add(a.real(), b.real()),
                        self.dual() * a.real() + self.real() * a.dual() + b.dual())
    }

    #[inline]
    fn recip(self) -> Self {
        Self::one() / self
    }

    fn powi(self, n: i32) -> Self {
        let nf = <T as NumCast>::from(n).expect("Invalid value");

        DualNumber::new(self.real().powi(n),
                        nf * self.real().powi(n - 1) * self.dual())
    }

    fn powf(self, n: Self) -> Self {
        let real = self.real().powf(n.real());

        DualNumber::new(real,
                        n.real() * self.real().powf(n.real() - T::one()) * self.dual() +
                            real * self.real().ln() * n.dual())
    }

    fn exp(self) -> Self {
        let real = self.real().exp();

        DualNumber::new(real, self.dual() * real)
    }

    fn exp2(self) -> Self {
        let real = self.real().exp2();

        DualNumber::new(real, self.dual() * T::LN_2() * real)
    }

    fn ln(self) -> Self {
        DualNumber::new(self.real().ln(), self.dual() / self.real())
    }

    #[inline]
    fn log(self, base: Self) -> Self {
        self.ln() / base.ln()
    }

    #[inline]
    fn log2(self) -> Self {
        DualNumber::new(self.real().log10(), self.dual() / (self.real() * T::LN_2()))
    }

    #[inline]
    fn log10(self) -> Self {
        DualNumber::new(self.real().log10(), self.dual() / (self.real() * T::LN_10()))
    }

    #[inline]
    fn sqrt(self) -> Self {
        let real = self.real().sqrt();

        DualNumber::new(real, self.dual() / (T::from(2).unwrap() * real))
    }

    #[inline]
    fn cbrt(self) -> Self {
        let real = self.real().cbrt();

        DualNumber::new(real, self.dual() / (T::from(3).unwrap() * real))
    }

    fn hypot(self, other: Self) -> Self {
        let real = self.real().hypot(other.real());

        DualNumber::new(real, (self.real() * other.dual() + other.real() * self.dual()) / real)
    }

    fn sin(self) -> Self { DualNumber::new(self.real().sin(), self.dual() * self.real().cos()) }
    fn cos(self) -> Self { DualNumber::new(self.real().cos(), self.dual().neg() * self.real().sin()) }

    fn tan(self) -> Self {
        let t = self.real().tan();

        DualNumber::new(t, self.dual() * (t * t + T::one()))
    }

    fn asin(self) -> Self { DualNumber::new(self.real().asin(), self.dual() / (T::one() - self.real().powi(2)).sqrt()) }
    fn acos(self) -> Self { DualNumber::new(self.real().acos(), self.dual().neg() / (T::one() - self.real().powi(2)).sqrt()) }
    fn atan(self) -> Self { DualNumber::new(self.real().atan(), self.dual() / (self.real().powi(2) + T::one()).sqrt()) }

    fn atan2(self, other: Self) -> Self {
        DualNumber::new(
            self.real().atan2(other.real()),
            (other.real() * self.dual() - self.real() * other.dual()) /
                (self.real().powi(2) + other.real().powi(2))
        )
    }

    fn sin_cos(self) -> (Self, Self) {
        let (s, c) = self.real().sin_cos();

        let sn = DualNumber::new(s, self.dual() * c);
        let cn = DualNumber::new(c, self.dual().neg() * s);

        (sn, cn)
    }

    fn exp_m1(self) -> Self { DualNumber::new(self.real().exp_m1(), self.dual() * self.real().exp()) }

    fn ln_1p(self) -> Self { DualNumber::new(self.real().ln_1p(), self.dual() / (self.real() + T::one())) }

    fn sinh(self) -> Self { DualNumber::new(self.real().sinh(), self.dual() * self.real().cosh()) }
    fn cosh(self) -> Self { DualNumber::new(self.real().cosh(), self.dual() * self.real().sinh()) }

    fn tanh(self) -> Self {
        let real = self.real().tanh();

        DualNumber::new(real, self.dual() * (T::one() - real.powi(2)))
    }

    fn asinh(self) -> Self { DualNumber::new(self.real().asinh(), self.dual() / (self.real().powi(2) + T::one()).sqrt()) }

    fn acosh(self) -> Self {
        DualNumber::new(self.real().acosh(),
                        self.dual() /
                            ((self.real() + T::one()).sqrt() *
                                (self.real() - T::one()).sqrt()))
    }

    fn atanh(self) -> Self { DualNumber::new(self.real().atanh(), self.dual() / (T::one() - self.real().powi(2))) }

    #[inline]
    fn integer_decode(self) -> (u64, i16, i8) { self.real().integer_decode() }

    #[inline]
    fn to_degrees(self) -> Self { DualNumber::from_real(self.real().to_degrees()) }

    #[inline]
    fn to_radians(self) -> Self { DualNumber::from_real(self.real().to_radians()) }
}