ad 3.1.3 → 3.1.4

raw patch · 5 files changed

+44/−26 lines, 5 filesdep ~basedep ~directorydep ~doctestPVP ok

version bump matches the API change (PVP)

Dependency ranges changed: base, directory, doctest, filepath

API changes (from Hackage documentation)

Files

• CHANGELOG.markdown +5/−0
• ad.cabal +8/−6
• src/Numeric/AD/Halley.hs +13/−9
• src/Numeric/AD/Internal/Classes.hs +2/−2
• src/Numeric/AD/Newton.hs +16/−9

@@ -1,3 +1,8 @@+3.1.4+-----+* Added a better "convergence" test for `findZero`+* Compute `tan` and `tanh` derivatives directly.+ 3.1.3 ----- * Added `conjugateGradientDescent` and `conjugateGradientAscent` to `Numeric.AD.Newton`.

@@ -1,5 +1,5 @@ name:         ad-version:      3.1.3+version:      3.1.4 license:      BSD3 license-File: LICENSE copyright:    (c) Edward Kmett 2010-2012,@@ -138,10 +138,12 @@   type:    exitcode-stdio-1.0   main-is: doctests.hs   build-depends:-    base == 4.*,-    directory >= 1.0 && < 1.2,-    doctest >= 0.8 && <= 0.9,-    filepath >= 1.3 && < 1.4,+    base,+    directory,+    doctest >= 0.9.0.1 && <= 0.10,+    filepath,     mtl-  ghc-options: -Wall -Werror -threaded+  ghc-options: -Wall -threaded+  if impl(ghc<7.6)+    ghc-options: -Werror   hs-source-dirs: tests

@@ -32,7 +32,8 @@  -- | The 'findZero' function finds a zero of a scalar function using -- Halley's method; its output is a stream of increasingly accurate--- results.  (Modulo the usual caveats.)+-- results.  (Modulo the usual caveats.) If the stream becomes constant+-- ("it converges"), no further elements are returned. -- -- Examples: --@@ -43,16 +44,16 @@ -- >>> last $ take 10 $ findZero ((+1).(^2)) (1 :+ 1) -- 0.0 :+ 1.0 findZero :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]-findZero f = go-    where-        go x = x : if y == 0 then [] else go (x - 2*y*y'/(2*y'*y'-y*y''))-            where-                (y:y':y'':_) = diffs0 f x+findZero f = go where+  go x = x : if x == xn then [] else go xn where+    (y:y':y'':_) = diffs0 f x+    xn = x - 2*y*y'/(2*y'*y'-y*y'') {-# INLINE findZero #-}  -- | The 'inverse' function inverts a scalar function using -- Halley's method; its output is a stream of increasingly accurate--- results.  (Modulo the usual caveats.)+-- results.  (Modulo the usual caveats.) If the stream becomes constant+-- ("it converges"), no further elements are returned. -- -- Note: the @take 10 $ inverse sqrt 1 (sqrt 10)@ example that works for Newton's method -- fails with Halley's method because the preconditions do not hold!@@ -64,6 +65,9 @@ -- function using Halley's method; its output is a stream of -- increasingly accurate results.  (Modulo the usual caveats.) --+-- If the stream becomes constant ("it converges"), no further+-- elements are returned.+-- -- >>> last $ take 10 $ fixedPoint cos 1 -- 0.7390851332151607 fixedPoint :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]@@ -72,11 +76,11 @@  -- | The 'extremum' function finds an extremum of a scalar -- function using Halley's method; produces a stream of increasingly--- accurate results.  (Modulo the usual caveats.)+-- accurate results.  (Modulo the usual caveats.) If the stream becomes+-- constant ("it converges"), no further elements are returned. -- -- >>> take 10 $ extremum cos 1 -- [1.0,0.29616942658570555,4.59979519460002e-3,1.6220740159042513e-8,0.0] extremum :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a] extremum f = findZero (diff (decomposeMode . f . composeMode)) {-# INLINE extremum #-}-

@@ -227,13 +227,13 @@         --   | otherwise         = lift2_ (**) (\z xi yi -> (yi *! z /! xi, z *! log1 xi)) x y         sin1      = lift1 sin cos1         cos1      = lift1 cos $ negate1 . sin1-        tan1 x    = sin1 x /! cos1 x+        tan1      = lift1 tan $ recip1 . square1 . cos1         asin1     = lift1 asin $ \x -> recip1 (sqrt1 (one -! square1 x))         acos1     = lift1 acos $ \x -> negate1 (recip1 (sqrt1 (one -! square1 x)))         atan1     = lift1 atan $ \x -> recip1 (one +! square1 x)         sinh1     = lift1 sinh cosh1         cosh1     = lift1 cosh sinh1-        tanh1 x   = sinh1 x /! cosh1 x+        tanh1     = lift1 tanh $ recip1 . square1 . cosh1         asinh1    = lift1 asinh $ \x -> recip1 (sqrt1 (one +! square1 x))         acosh1    = lift1 acosh $ \x -> recip1 (sqrt1 (square1 x -! one))         atanh1    = lift1 atanh $ \x -> recip1 (one -! square1 x)

@@ -36,7 +36,8 @@  -- | The 'findZero' function finds a zero of a scalar function using -- Newton's method; its output is a stream of increasingly accurate--- results.  (Modulo the usual caveats.)+-- results.  (Modulo the usual caveats.) If the stream becomes constant+-- ("it converges"), no further elements are returned. -- -- Examples: --@@ -47,16 +48,16 @@ -- >>> last $ take 10 $ findZero ((+1).(^2)) (1 :+ 1) -- 0.0 :+ 1.0 findZero :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]-findZero f = go-    where-        go x = x : if y == 0 then [] else go (x - y/y')-            where-                (y,y') = diff' f x+findZero f = go where+  go x = x : if x == xn then [] else go xn where+    (y,y') = diff' f x+    xn = x - y/y' {-# INLINE findZero #-}  -- | The 'inverse' function inverts a scalar function using -- Newton's method; its output is a stream of increasingly accurate--- results.  (Modulo the usual caveats.)+-- results.  (Modulo the usual caveats.) If the stream becomes+-- constant ("it converges"), no further elements are returned. -- -- Example: --@@ -70,6 +71,9 @@ -- function using Newton's method; its output is a stream of -- increasingly accurate results.  (Modulo the usual caveats.) --+-- If the stream becomes constant ("it converges"), no further+-- elements are returned.+-- -- >>> last $ take 10 $ fixedPoint cos 1 -- 0.7390851332151607 fixedPoint :: (Fractional a, Eq a) => (forall s. Mode s => AD s a -> AD s a) -> a -> [a]@@ -78,7 +82,8 @@  -- | The 'extremum' function finds an extremum of a scalar -- function using Newton's method; produces a stream of increasingly--- accurate results.  (Modulo the usual caveats.)+-- accurate results.  (Modulo the usual caveats.) If the stream+-- becomes constant ("it converges"), no further elements are returned. -- -- >>> last $ take 10 $ extremum cos 1 -- 0.0@@ -110,11 +115,12 @@                 (fx1, xgx1) = gradWith' (,) f x1 {-# INLINE gradientDescent #-} +-- | Perform a gradient descent using reverse mode automatic differentiation to compute the gradient. gradientAscent :: (Traversable f, Fractional a, Ord a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> [f a] gradientAscent f = gradientDescent (negate . f) {-# INLINE gradientAscent #-} -+-- | Perform a conjugate gradient descent using reverse mode automatic differentiation to compute the gradient. conjugateGradientDescent :: (Traversable f, Fractional a, Ord a) =>                 (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> [f a] conjugateGradientDescent f x0 = go x0 d0 d0@@ -131,6 +137,7 @@         di1 = zipWithT (\r d -> r * bi1*d) ri1 di {-# INLINE conjugateGradientDescent #-} +-- | Perform a conjugate gradient ascent using reverse mode automatic differentiation to compute the gradient. conjugateGradientAscent :: (Traversable f, Fractional a, Ord a) => (forall s. Mode s => f (AD s a) -> AD s a) -> f a -> [f a] conjugateGradientAscent f = conjugateGradientDescent (negate . f) {-# INLINE conjugateGradientAscent #-}