Hi Nitin, Thanks for the note and references. The recent upgrade of ForwardDiff.jl certainly shows the value of these methods.
Did you (re-)implement MultiComplexNumbers from the 2nd reference, or used one of the two (Fortran and Matlab) prototype modules? Did you use it from within Julia? Do you know the license that comes with the implementation you used? Sorry for all the questions! Regards, Rob > On Sep 28, 2015, at 18:11, Nitin Arora <nitin.l...@gmail.com> wrote: > > There is another method to calculate any order derivatives, very similar to > this one, known as Multi-complex differentiation. This method can calculate > derivatives up-to any order. > > http://www.autodiff.org/Docs/euroad/13rd%20EuroAd%20Workshop%20-%20Thierry%20Dargent%20-%20Using%20Multicomplex%20Variables%20for%20Automatic%20Computation%20of%20High-Order%20Derivatives.pdf > > http://delivery.acm.org/10.1145/2170000/2168774/a16-lantoine.pdf?ip=207.151.221.1&id=2168774&acc=ACTIVE%20SERVICE&key=6405B83BDA580DC2%2E4D4702B0C3E38B35%2E4D4702B0C3E38B35%2E4D4702B0C3E38B35&CFID=717380051&CFTOKEN=25446753&__acm__=1443489222_ee3f3d4c7ee41030aaba536e14d6a6ab > > I have used this in my field and it seems to work nicely. > > thanks, > Nitin > >> On Saturday, March 29, 2014 at 5:43:05 PM UTC-7, Rob J Goedman wrote: >> Hi, >> >> As a first 'jump into the fray' exercise I've attempted to translate Jeffrey >> Fike's hyper-dual numbers code from c++ to Julia, more or less following the >> DualNumbers package. >> >> The c++ code can be found at http://adl.stanford.edu/hyperdual/hyperdual.h . >> The paper itself at http://adl.stanford.edu/hyperdual/Fike_AIAA-2011-886.pdf >> . >> >> The Julia package can be found at: >> https://github.com/goedman/HyperDualNumbers.jl.git . >> >> Of course, I'm pretty new at this so I'm sure there will be errors and poor >> practices. So any feedback is appreciated. >> >> Also, I'm wondering if the type should be called Hyper or a better name >> would be HyperDual. >> >> This work was triggered by the interesting threads around openPP, >> TaylorSeries.jl, Calculus2, PowerSeries.jl (and at some time I hope MCMC.jl). >> >> Rob J. Goedman >> goe...@icloud.com >> >> >> >>
