Thanks, Jason. Working on this made me realize that I need to dig into PowerSeries more. Am I right in thinking that PowerSeries would provide a tool for doing the equivalent of forward AD for hessians?
— John On Mar 23, 2014, at 10:56 AM, Jason Merrill <jwmerr...@gmail.com> wrote: > This looks great. Really nice work. > > On Sunday, March 23, 2014 10:28:03 AM UTC-7, John Myles White wrote: > I recently had a project where I made heavy use of the Calculus package and > found that the interface has really fallen out of sync with the functionality > that’s available. I also found myself wanting to have easier access to > forward-mode automatic differentation. > > So I wrote up a variant of the Calculus package, which I’m calling Calculus2, > to provide a demonstration of a new interface that I’d like to propose for > the Calculus package. You can try the new interface here: > > https://github.com/johnmyleswhite/Calculus2.jl > > This package takes the old Calculus code and cleans it up, but also fully > incorporates the DualNumbers package, so that you can switch between many > different styles of differentiation using two keyword arguments: > > using Calculus2 > grad(sin, 1.0, method = :finite) > grad(sin, 1.0, method = :finite, direction = :complex) > grad(sin, 1.0, method = :ad) > > hess(sin, 1.0, method = :finite) > > I’d be really interested to see if people think this interface is worth > pursuing. I’m hopeful that this interface or something similar can help to > surface all of the useful functionality that’s been hidden inside of the > Calculus package. > > — John >
