Dual Numbers and Automatic Differentiation

Dual Numbers and Automatic Differentiation Forward-Mode Automatic Differentiation Dual Numbers and AD Terminology Change! Binary Functions Multiple Variables, Nesting What Return Values are Allowed? Differential Implementation Term List Algebra Addition and Multiplication Differential Type Implementation Accessor Methods Constructors Differential API Differential Parts API Comparison, Control Flow Chain Rule and Lifted Functions Derivatives of Differentials Generic Method Installation Dual Numbers and Automatic Differentiation This literate essay develops an implementation of a type called Differential. A Differential is a generalization of a type called a "dual number", and the glowing, pulsing core of the SICMUtils implementation of forward-mode automatic differentiation. ...

January 11, 2021 · 34 min