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ad.cabal
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name: ad
version: 4.3.6
license: BSD3
license-File: LICENSE
copyright: (c) Edward Kmett 2010-2015,
(c) Barak Pearlmutter and Jeffrey Mark Siskind 2008-2009
author: Edward Kmett
maintainer: [email protected]
stability: Experimental
category: Math
homepage: http://github.com/ekmett/ad
bug-reports: http://github.com/ekmett/ad/issues
build-type: Custom
cabal-version: >= 1.10
tested-with: GHC == 7.4.2
, GHC == 7.6.3
, GHC == 7.8.4
, GHC == 7.10.3
, GHC == 8.0.2
, GHC == 8.2.2
, GHC == 8.4.4
, GHC == 8.6.5
, GHC == 8.8.1
synopsis: Automatic Differentiation
extra-source-files:
.gitignore
.travis.yml
.vim.custom
CHANGELOG.markdown
README.markdown
Warning.hs
travis/cabal-apt-install
travis/config
include/instances.h
description:
Forward-, reverse- and mixed- mode automatic differentiation combinators with a common API.
.
Type-level \"branding\" is used to both prevent the end user from confusing infinitesimals
and to limit unsafe access to the implementation details of each Mode.
.
Each mode has a separate module full of combinators.
.
* @Numeric.AD.Mode.Forward@ provides basic forward-mode AD. It is good for computing simple derivatives.
.
* @Numeric.AD.Mode.Reverse@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a Wengert list (linear tape) using @Data.Reflection@.
.
* @Numeric.AD.Mode.Kahn@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a tree-like tape that needs to be topologically sorted in the end.
.
* @Numeric.AD.Mode.Sparse@ computes a sparse forward-mode AD tower. It is good for higher derivatives or large numbers of outputs.
.
* @Numeric.AD.Mode.Tower@ computes a dense forward-mode AD tower useful for higher derivatives of single input functions.
.
* @Numeric.AD@ computes using whichever mode or combination thereof is suitable to each individual combinator.
.
While not every mode can provide all operations, the following basic operations are supported, modified as
appropriate by the suffixes below:
.
* 'grad' computes the gradient (partial derivatives) of a function at a point.
.
* 'jacobian' computes the Jacobian matrix of a function at a point.
.
* 'diff' computes the derivative of a function at a point.
.
* 'du' computes a directional derivative of a function at a point.
.
* 'hessian' computes the Hessian matrix (matrix of second partial derivatives) of a function at a point.
.
The following suffixes alter the meanings of the functions above as follows:
.
* @\'@ -- also return the answer
.
* @With@ lets the user supply a function to blend the input with the output
.
* @F@ is a version of the base function lifted to return a 'Traversable' (or 'Functor') result
.
* @s@ means the function returns all higher derivatives in a list or f-branching 'Stream'
.
* @T@ means the result is transposed with respect to the traditional formulation.
.
* @0@ means that the resulting derivative list is padded with 0s at the end.
.
* @NoEq@ means that an infinite list of converging values is returned rather than truncating the list when they become constant
source-repository head
type: git
location: git://github.com/ekmett/ad.git
flag herbie
default: False
manual: True
custom-setup
setup-depends:
base >= 4.3 && <5,
Cabal >= 1.10,
cabal-doctest >= 1 && <1.1
library
hs-source-dirs: src
include-dirs: include
default-language: Haskell2010
other-extensions:
BangPatterns
DeriveDataTypeable
FlexibleContexts
FlexibleInstances
FunctionalDependencies
GeneralizedNewtypeDeriving
MultiParamTypeClasses
PatternGuards
Rank2Types
ScopedTypeVariables
TypeFamilies
TypeOperators
UndecidableInstances
build-depends:
array >= 0.2 && < 0.6,
base >= 4.3 && < 5,
comonad >= 4 && < 6,
containers >= 0.2 && < 0.7,
data-reify >= 0.6 && < 0.7,
erf >= 2.0 && < 2.1,
free >= 4.6.1 && < 6,
nats >= 0.1.2 && < 2,
reflection >= 1.4 && < 3,
semigroups >= 0.16 && < 1,
transformers >= 0.3 && < 0.6
if impl(ghc < 7.8)
build-depends: tagged >= 0.7 && < 1
if flag(herbie)
build-depends: HerbiePlugin >= 0.1 && < 0.2
cpp-options: -DHERBIE
ghc-options: -fplugin=Herbie
exposed-modules:
Numeric.AD
Numeric.AD.Halley
Numeric.AD.Internal.Dense
Numeric.AD.Internal.Forward
Numeric.AD.Internal.Forward.Double
Numeric.AD.Internal.Identity
Numeric.AD.Internal.Kahn
Numeric.AD.Internal.On
Numeric.AD.Internal.Or
Numeric.AD.Internal.Reverse
Numeric.AD.Internal.Sparse
Numeric.AD.Internal.Tower
Numeric.AD.Internal.Type
Numeric.AD.Jacobian
Numeric.AD.Jet
Numeric.AD.Mode
Numeric.AD.Mode.Forward
Numeric.AD.Mode.Forward.Double
Numeric.AD.Mode.Kahn
Numeric.AD.Mode.Reverse
Numeric.AD.Mode.Sparse
Numeric.AD.Mode.Tower
Numeric.AD.Newton
Numeric.AD.Newton.Double
Numeric.AD.Rank1.Forward
Numeric.AD.Rank1.Forward.Double
Numeric.AD.Rank1.Halley
Numeric.AD.Rank1.Kahn
Numeric.AD.Rank1.Newton
Numeric.AD.Rank1.Newton.Double
Numeric.AD.Rank1.Sparse
Numeric.AD.Rank1.Tower
other-modules:
Numeric.AD.Internal.Doctest
Numeric.AD.Internal.Combinators
ghc-options: -Wall
ghc-options: -fspec-constr -fdicts-cheap -O2
-- Verify the results of the examples
test-suite doctests
default-language: Haskell2010
type: exitcode-stdio-1.0
main-is: doctests.hs
build-depends:
ad,
base,
directory,
doctest >= 0.9.0.1 && < 0.17,
filepath
ghc-options: -Wall -threaded
hs-source-dirs: tests
benchmark blackscholes
default-language: Haskell2010
type: exitcode-stdio-1.0
main-is: BlackScholes.hs
hs-source-dirs: bench
build-depends: base, ad, erf, criterion
ghc-options: -fspec-constr -fdicts-cheap -O2