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stephen-lazaro/AutoDiff.scala

Last active July 31, 2018 21:43
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Automatic differentiation in one dimension using the Dual numbers of the ring of doubles
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AutoDiff.scala
object differentials {
import spire.implicits._
import spire.math._
import spire.algebra._
implicit val duals = JetDim(1)
def auto_diff (f: Jet [Double] => Jet [Double]) = (x: Double) => f ( Jet (x, 0) )
def df (f: Jet[Double] => Jet[Double]) = (x: Double) => auto_diff (f) (x) ._2 (0)
}
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