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
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::*;

/// A scalar hyper-hyper-dual number for the calculation of third partial derivatives.
#[derive(PartialEq, Eq, Copy, Clone, Debug)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct HyperHyperDual<T, F = T> {
    /// Real part of the hyper-hyper-dual number
    pub re: T,
    /// First partial derivative part of the hyper-hyper-dual number
    pub eps1: T,
    /// First partial derivative part of the hyper-hyper-dual number
    pub eps2: T,
    /// First partial derivative part of the hyper-hyper-dual number
    pub eps3: T,
    /// Second partial derivative part of the hyper-hyper-dual number
    pub eps1eps2: T,
    /// Second partial derivative part of the hyper-hyper-dual number
    pub eps1eps3: T,
    /// Second partial derivative part of the hyper-hyper-dual number
    pub eps2eps3: T,
    /// Third partial derivative part of the hyper-hyper-dual number
    pub eps1eps2eps3: T,
    #[cfg_attr(feature = "serde", serde(skip))]
    f: PhantomData<F>,
}

pub type HyperHyperDual32 = HyperHyperDual<f32>;
pub type HyperHyperDual64 = HyperHyperDual<f64>;

impl<T: DualNum<F>, F> HyperHyperDual<T, F> {
    /// Create a new hyper-hyper-dual number from its fields.
    #[inline]
    #[allow(clippy::too_many_arguments)]
    pub fn new(
        re: T,
        eps1: T,
        eps2: T,
        eps3: T,
        eps1eps2: T,
        eps1eps3: T,
        eps2eps3: T,
        eps1eps2eps3: T,
    ) -> Self {
        Self {
            re,
            eps1,
            eps2,
            eps3,
            eps1eps2,
            eps1eps3,
            eps2eps3,
            eps1eps2eps3,
            f: PhantomData,
        }
    }

    /// Set the partial derivative part w.r.t. the 1st variable to 1.
    #[inline]
    pub fn derivative1(mut self) -> Self {
        self.eps1 = T::one();
        self
    }

    /// Set the partial derivative part w.r.t. the 2nd variable to 1.
    #[inline]
    pub fn derivative2(mut self) -> Self {
        self.eps2 = T::one();
        self
    }

    /// Set the partial derivative part w.r.t. the 3rd variable to 1.
    #[inline]
    pub fn derivative3(mut self) -> Self {
        self.eps3 = T::one();
        self
    }

    /// Create a new hyper-hyper-dual number from the real part.
    #[inline]
    pub fn from_re(re: T) -> Self {
        Self::new(
            re,
            T::zero(),
            T::zero(),
            T::zero(),
            T::zero(),
            T::zero(),
            T::zero(),
            T::zero(),
        )
    }
}

/// Calculate third partial derivatives with respect to scalars.
/// ```
/// # use approx::assert_relative_eq;
/// # use num_dual::{third_partial_derivative, DualNum, HyperHyperDual64};
/// # use nalgebra::SVector;
/// let fun = |x: HyperHyperDual64, y: HyperHyperDual64, z: HyperHyperDual64| (x.powi(2) + y.powi(2) + z.powi(2)).powi(3);
/// let (f, dfdx, dfdy, dfdz, d2fdxdy, d2fdxdz, d2fdydz, d3fdxdydz) = third_partial_derivative(fun, 1.0, 2.0, 3.0);
/// println!("{:?}", third_partial_derivative(fun, 1.0, 2.0, 3.0));
/// assert_eq!(f, 2744.0);
/// assert_relative_eq!(dfdx, 1176.0);
/// assert_relative_eq!(dfdy, 2352.0);
/// assert_relative_eq!(dfdz, 3528.0);
/// assert_relative_eq!(d2fdxdy, 672.0);
/// assert_relative_eq!(d2fdxdz, 1008.0);
/// assert_relative_eq!(d2fdydz, 2016.0);
/// assert_relative_eq!(d3fdxdydz, 288.0);
/// ```
pub fn third_partial_derivative<G, T: DualNum<F>, F>(
    g: G,
    x: T,
    y: T,
    z: T,
) -> (T, T, T, T, T, T, T, T)
where
    G: FnOnce(
        HyperHyperDual<T, F>,
        HyperHyperDual<T, F>,
        HyperHyperDual<T, F>,
    ) -> HyperHyperDual<T, F>,
{
    try_third_partial_derivative(|x, y, z| Ok::<_, Infallible>(g(x, y, z)), x, y, z).unwrap()
}

/// Variant of [third_partial_derivative] for fallible functions.
#[allow(clippy::type_complexity)]
pub fn try_third_partial_derivative<G, T: DualNum<F>, F, E>(
    g: G,
    x: T,
    y: T,
    z: T,
) -> Result<(T, T, T, T, T, T, T, T), E>
where
    G: FnOnce(
        HyperHyperDual<T, F>,
        HyperHyperDual<T, F>,
        HyperHyperDual<T, F>,
    ) -> Result<HyperHyperDual<T, F>, E>,
{
    let mut x = HyperHyperDual::from_re(x);
    let mut y = HyperHyperDual::from_re(y);
    let mut z = HyperHyperDual::from_re(z);
    x.eps1 = T::one();
    y.eps2 = T::one();
    z.eps3 = T::one();
    g(x, y, z).map(|r| {
        (
            r.re,
            r.eps1,
            r.eps2,
            r.eps3,
            r.eps1eps2,
            r.eps1eps3,
            r.eps2eps3,
            r.eps1eps2eps3,
        )
    })
}

/// Calculate the third partial derivative of a scalar function
/// with arbitrary many variables.
/// ```
/// # use approx::assert_relative_eq;
/// # use num_dual::{third_partial_derivative_vec, DualNum, HyperHyperDual64};
/// # use nalgebra::SVector;
/// let fun = |x: &[HyperHyperDual64]| x[0].powi(3)*x[1].powi(2);
/// let (f, dfdx, dfdy, dfdz, d2fdxdy, d2fdxdz, d2fdydz, d3fdxdydz) = third_partial_derivative_vec(fun, &[1.0, 2.0], 0, 0, 1);
/// # println!("{:?}", third_partial_derivative_vec(fun, &[1.0, 2.0, 3.0], 0, 0, 1));
/// assert_eq!(f, 4.0);
/// assert_relative_eq!(dfdx, 12.0);
/// assert_relative_eq!(dfdy, 12.0);
/// assert_relative_eq!(dfdz, 4.0);
/// assert_relative_eq!(d2fdxdy, 24.0);
/// assert_relative_eq!(d2fdxdz, 12.0);
/// assert_relative_eq!(d2fdydz, 12.0);
/// assert_relative_eq!(d3fdxdydz, 24.0);
/// ```
pub fn third_partial_derivative_vec<G, T: DualNum<F>, F>(
    g: G,
    x: &[T],
    i: usize,
    j: usize,
    k: usize,
) -> (T, T, T, T, T, T, T, T)
where
    G: FnOnce(&[HyperHyperDual<T, F>]) -> HyperHyperDual<T, F>,
{
    try_third_partial_derivative_vec(|x| Ok::<_, Infallible>(g(x)), x, i, j, k).unwrap()
}

/// Variant of [third_partial_derivative_vec] for fallible functions.
#[allow(clippy::type_complexity)]
pub fn try_third_partial_derivative_vec<G, T: DualNum<F>, F, E>(
    g: G,
    x: &[T],
    i: usize,
    j: usize,
    k: usize,
) -> Result<(T, T, T, T, T, T, T, T), E>
where
    G: FnOnce(&[HyperHyperDual<T, F>]) -> Result<HyperHyperDual<T, F>, E>,
{
    let mut x: Vec<_> = x
        .iter()
        .map(|x| HyperHyperDual::from_re(x.clone()))
        .collect();
    x[i].eps1 = T::one();
    x[j].eps2 = T::one();
    x[k].eps3 = T::one();
    g(&x).map(|r| {
        (
            r.re,
            r.eps1,
            r.eps2,
            r.eps3,
            r.eps1eps2,
            r.eps1eps3,
            r.eps2eps3,
            r.eps1eps2eps3,
        )
    })
}

impl<T: DualNum<F>, F: Float> HyperHyperDual<T, F> {
    #[inline]
    fn chain_rule(&self, f0: T, f1: T, f2: T, f3: T) -> Self {
        Self::new(
            f0,
            f1.clone() * &self.eps1,
            f1.clone() * &self.eps2,
            f1.clone() * &self.eps3,
            f1.clone() * &self.eps1eps2 + f2.clone() * &self.eps1 * &self.eps2,
            f1.clone() * &self.eps1eps3 + f2.clone() * &self.eps1 * &self.eps3,
            f1.clone() * &self.eps2eps3 + f2.clone() * &self.eps2 * &self.eps3,
            f1 * &self.eps1eps2eps3
                + f2 * (self.eps1.clone() * &self.eps2eps3
                    + self.eps2.clone() * &self.eps1eps3
                    + self.eps3.clone() * &self.eps1eps2)
                + f3 * self.eps1.clone() * &self.eps2 * &self.eps3,
        )
    }
}

impl<'a, 'b, T: DualNum<F>, F: Float> Mul<&'a HyperHyperDual<T, F>> for &'b HyperHyperDual<T, F> {
    type Output = HyperHyperDual<T, F>;
    #[inline]
    fn mul(self, rhs: &HyperHyperDual<T, F>) -> HyperHyperDual<T, F> {
        HyperHyperDual::new(
            self.re.clone() * &rhs.re,
            self.eps1.clone() * &rhs.re + self.re.clone() * &rhs.eps1,
            self.eps2.clone() * &rhs.re + self.re.clone() * &rhs.eps2,
            self.eps3.clone() * &rhs.re + self.re.clone() * &rhs.eps3,
            self.eps1eps2.clone() * &rhs.re
                + self.eps1.clone() * &rhs.eps2
                + self.eps2.clone() * &rhs.eps1
                + self.re.clone() * &rhs.eps1eps2,
            self.eps1eps3.clone() * &rhs.re
                + self.eps1.clone() * &rhs.eps3
                + self.eps3.clone() * &rhs.eps1
                + self.re.clone() * &rhs.eps1eps3,
            self.eps2eps3.clone() * &rhs.re
                + self.eps2.clone() * &rhs.eps3
                + self.eps3.clone() * &rhs.eps2
                + self.re.clone() * &rhs.eps2eps3,
            self.eps1eps2eps3.clone() * &rhs.re
                + self.eps1.clone() * &rhs.eps2eps3
                + self.eps2.clone() * &rhs.eps1eps3
                + self.eps3.clone() * &rhs.eps1eps2
                + self.eps2eps3.clone() * &rhs.eps1
                + self.eps1eps3.clone() * &rhs.eps2
                + self.eps1eps2.clone() * &rhs.eps3
                + self.re.clone() * &rhs.eps1eps2eps3,
        )
    }
}

impl<'a, 'b, T: DualNum<F>, F: Float> Div<&'a HyperHyperDual<T, F>> for &'b HyperHyperDual<T, F> {
    type Output = HyperHyperDual<T, F>;
    #[inline]
    fn div(self, rhs: &HyperHyperDual<T, F>) -> HyperHyperDual<T, F> {
        let rec = T::one() / &rhs.re;
        let f0 = rec.clone();
        let f1 = -f0.clone() * &rec;
        let f2 = f1.clone() * &rec * F::from(-2.0).unwrap();
        let f3 = f2.clone() * rec * F::from(-3.0).unwrap();
        self * rhs.chain_rule(f0, f1, f2, f3)
    }
}

/* string conversions */
impl<T: fmt::Display, F> fmt::Display for HyperHyperDual<T, F> {
    fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
        write!(
            f,
            "{} + {}ε1 + {}ε2 + {}ε3 + {}ε1ε2 + {}ε1ε3 + {}ε2ε3 + {}ε1ε2ε3",
            self.re,
            self.eps1,
            self.eps2,
            self.eps3,
            self.eps1eps2,
            self.eps1eps3,
            self.eps2eps3,
            self.eps1eps2eps3
        )
    }
}

impl_third_derivatives!(
    HyperHyperDual,
    [eps1, eps2, eps3, eps1eps2, eps1eps3, eps2eps3, eps1eps2eps3]
);
impl_dual!(
    HyperHyperDual,
    [eps1, eps2, eps3, eps1eps2, eps1eps3, eps2eps3, eps1eps2eps3]
);