forward_autodiff.py

class DualFloat:
    def __init__(self, x=0, x_p=0):
        self.x = x
        self.x_p = x_p

    def __str__(self):
        return "DF({0}, {1})".format(self.x, self.x_p)

    def convert(self, x):
        if isinstance(x, int) or isinstance(x, float):
            return DualFloat(x, 0.0)
        elif isinstance(x, DualFloat):
            return x
        raise Exception(f"Type {type(x)} not supported")

    def __add__(self, other):
        other = self.convert(other)
        x = self.x + other.x
        x_p = self.x_p + other.x_p
        return DualFloat(x, x_p)

    def __sub__(self, other):
        other = self.convert(other)
        x = self.x - other.x
        x_p = self.x_p - other.x_p
        return DualFloat(x, x_p)

    def __mul__(self, other):
        other = self.convert(other)
        x = self.x * other.x
        x_p = self.x_p * other.x + self.x * other.x_p
        return DualFloat(x, x_p)

    def __truediv__(self, other):
        other = self.convert(other)
        x = self.x / other.x
        x_p = (self.x_p * other.x - self.x * other.x_p) / other.x**2
        return DualFloat(x, x_p)

    def __pow__(self, other):
        if not (isinstance(other, int) or isinstance(other, float)):
            raise Exception(f"Type {type(x)} not supported")
        x = self.x**other
        x_p = other * self.x_p * self.x**(other-1)
        return DualFloat(x, x_p)

    def __float__(self):
        return float(self.x)

    def value(self):
        return self.x

    def derivative(self):
        return self.x_p