grad

grad.py

from __future__ import division

def pderiv(f, i):
    e = 1e-10
    init_h = 0.1
    
    def deriv_exp(arg, h):
        return(f(*arg_h(arg, h)) - f(*arg)) / h

    def arg_h(arg, h):
        larg = list(arg)
        return tuple(larg[:i] +
                     [larg[i] + h] +
                     larg[i+1:])

    def deriv_rec(arg, h, old_val):
        val = deriv_exp(arg, h)
        if abs(val - old_val) < e:
            return val
        else:
            return deriv_rec(arg, h/2, val)
        
    def pderiv_f(*arg):
        return deriv_rec(arg, init_h/2,
                         deriv_exp(arg, init_h))

    return pderiv_f

def grad(f):
    def grad_f(*arg):
        return tuple(pderiv(f, i)(*arg)
                     for i in xrange(len(arg)))
    return grad_f

if __name__ == '__main__':
    def f(x, y, z): return x + y**2 + z**3
    grad_f = grad(f)

    print "f(x, y, z) = x + y**2 + z**3"
    print "grad_f(0, 0, 0) = " + str(grad_f(0, 0, 0))
    print "grad_f(1, 1, 1) = " + str(grad_f(1, 1, 1))
    print "grad_f(1, 2, 3) = " + str(grad_f(1, 2, 3))