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
use crate::{DualNum, DualNumFloat};
use num_traits::{Float, FloatConst, FromPrimitive, Inv, Num, One, Signed, Zero};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use std::convert::Infallible;
use std::fmt;
use std::iter::{Product, Sum};
use std::marker::PhantomData;
use std::ops::{
    Add, AddAssign, Div, DivAssign, Mul, MulAssign, Neg, Rem, RemAssign, Sub, SubAssign,
};

/// A scalar second order dual number for the calculation of second derivatives.
#[derive(PartialEq, Eq, Copy, Clone, Debug)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct Dual2<T: DualNum<F>, F> {
    /// Real part of the second order dual number
    pub re: T,
    /// First derivative part of the second order dual number
    pub v1: T,
    /// Second derivative part of the second order dual number
    pub v2: T,
    #[cfg_attr(feature = "serde", serde(skip))]
    f: PhantomData<F>,
}

pub type Dual2_32 = Dual2<f32, f32>;
pub type Dual2_64 = Dual2<f64, f64>;

impl<T: DualNum<F>, F> Dual2<T, F> {
    /// Create a new second order dual number from its fields.
    #[inline]
    pub fn new(re: T, v1: T, v2: T) -> Self {
        Self {
            re,
            v1,
            v2,
            f: PhantomData,
        }
    }
}

impl<T: DualNum<F>, F> Dual2<T, F> {
    /// Set the derivative part to 1.
    /// ```
    /// # use num_dual::{Dual2, DualNum};
    /// let x = Dual2::from_re(5.0).derivative().powi(2);
    /// assert_eq!(x.re, 25.0);             // x²
    /// assert_eq!(x.v1, 10.0);    // 2x
    /// assert_eq!(x.v2, 2.0);     // 2
    /// ```
    ///
    /// Can also be used for higher order derivatives.
    /// ```
    /// # use num_dual::{Dual64, Dual2, DualNum};
    /// let x = Dual2::from_re(Dual64::from_re(5.0).derivative())
    ///     .derivative()
    ///     .powi(2);
    /// assert_eq!(x.re.re, 25.0);      // x²
    /// assert_eq!(x.re.eps, 10.0);     // 2x
    /// assert_eq!(x.v1.re, 10.0);      // 2x
    /// assert_eq!(x.v1.eps, 2.0);      // 2
    /// assert_eq!(x.v2.re, 2.0);       // 2
    /// ```
    #[inline]
    pub fn derivative(mut self) -> Self {
        self.v1 = T::one();
        self
    }
}

impl<T: DualNum<F>, F> Dual2<T, F> {
    /// Create a new second order dual number from the real part.
    #[inline]
    pub fn from_re(re: T) -> Self {
        Self::new(re, T::zero(), T::zero())
    }
}

/// Calculate the second derivative of a univariate function.
/// ```
/// # use num_dual::{second_derivative, DualNum};
/// let (f, df, d2f) = second_derivative(|x| x.powi(2), 5.0);
/// assert_eq!(f, 25.0);       // x²
/// assert_eq!(df, 10.0);      // 2x
/// assert_eq!(d2f, 2.0);      // 2
/// ```
///
/// The argument can also be a dual number.
/// ```
/// # use num_dual::{second_derivative, Dual2, Dual64, DualNum};
/// let x = Dual64::new(5.0, 1.0);
/// let (f, df, d2f) = second_derivative(|x| x.powi(3), x);
/// assert_eq!(f.re, 125.0);    // x³
/// assert_eq!(f.eps, 75.0);    // 3x²
/// assert_eq!(df.re, 75.0);    // 3x²
/// assert_eq!(df.eps, 30.0);   // 6x
/// assert_eq!(d2f.re, 30.0);   // 6x
/// assert_eq!(d2f.eps, 6.0);   // 6
/// ```
pub fn second_derivative<G, T: DualNum<F>, F>(g: G, x: T) -> (T, T, T)
where
    G: FnOnce(Dual2<T, F>) -> Dual2<T, F>,
{
    try_second_derivative(|x| Ok::<_, Infallible>(g(x)), x).unwrap()
}

/// Variant of [second_derivative] for fallible functions.
pub fn try_second_derivative<G, T: DualNum<F>, F, E>(g: G, x: T) -> Result<(T, T, T), E>
where
    G: FnOnce(Dual2<T, F>) -> Result<Dual2<T, F>, E>,
{
    let x = Dual2::from_re(x).derivative();
    g(x).map(|r| (r.re, r.v1, r.v2))
}

/* chain rule */
impl<T: DualNum<F>, F: Float> Dual2<T, F> {
    #[inline]
    fn chain_rule(&self, f0: T, f1: T, f2: T) -> Self {
        Self::new(
            f0,
            self.v1.clone() * f1.clone(),
            self.v2.clone() * f1 + self.v1.clone() * self.v1.clone() * f2,
        )
    }
}

/* product rule */
impl<'a, 'b, T: DualNum<F>, F: Float> Mul<&'a Dual2<T, F>> for &'b Dual2<T, F> {
    type Output = Dual2<T, F>;
    #[inline]
    fn mul(self, other: &Dual2<T, F>) -> Dual2<T, F> {
        Dual2::new(
            self.re.clone() * other.re.clone(),
            other.v1.clone() * self.re.clone() + self.v1.clone() * other.re.clone(),
            other.v2.clone() * self.re.clone()
                + self.v1.clone() * other.v1.clone()
                + other.v1.clone() * self.v1.clone()
                + self.v2.clone() * other.re.clone(),
        )
    }
}

/* quotient rule */
impl<'a, 'b, T: DualNum<F>, F: Float> Div<&'a Dual2<T, F>> for &'b Dual2<T, F> {
    type Output = Dual2<T, F>;
    #[inline]
    fn div(self, other: &Dual2<T, F>) -> Dual2<T, F> {
        let inv = other.re.recip();
        let inv2 = inv.clone() * inv.clone();
        Dual2::new(
            self.re.clone() * inv.clone(),
            (self.v1.clone() * other.re.clone() - other.v1.clone() * self.re.clone())
                * inv2.clone(),
            self.v2.clone() * inv.clone()
                - (other.v2.clone() * self.re.clone()
                    + self.v1.clone() * other.v1.clone()
                    + other.v1.clone() * self.v1.clone())
                    * inv2.clone()
                + other.v1.clone()
                    * other.v1.clone()
                    * ((T::one() + T::one()) * self.re.clone() * inv2 * inv),
        )
    }
}

/* string conversions */
impl<T: DualNum<F>, F: fmt::Display> fmt::Display for Dual2<T, F> {
    fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
        write!(f, "{} + {}ε1 + {}ε1²", self.re, self.v1, self.v2)
    }
}

impl_second_derivatives!(Dual2, [v1, v2]);
impl_dual!(Dual2, [v1, v2]);