Hello, I am about to try out to implement Taylor numbers for automatic differentiation (just as a simple example for myself). Y have found a very neat version written in Haskell here: Automatic Differentiation: Dual numbers & Taylor numbers | Codaholic however, I cannot get the pint of how to trans…

Was able to do fairly direct transcription ( with very loose typing ). For performance, you’d likely want to use generated functions or macros. struct Taylor x dx end Taylor(x) = Taylor(x,1) f(t::Taylor) = t.x df(t::Taylor) = t.dx f(x::Real) = x df(x::Real) = zero(x) dfn(::Val{0}) = …

Help with recursive type for automatic differentiation (Taylor Numbers) as in a Haskell example

General Usage

chakravala November 6, 2019, 9:58pm 11

As described in some of my other posts, I have also implemented higher order recursive dual numbers:

It’s not fully optimized for automatic differentiation yet, but has the general functionality for doing dual quaternions and other geometries.

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