Using algebird for expressing/computing dual numbers.

[Franco Callari]

Hello,

apologies if this is a FAQ, but haven't found quite a good answer looking around yet.

Problem: I need a quick implementation of dual numbers over Double to compute jacobians of multivariate vector function using forward-mode automatic differentiation. Here is an example in C++ of the type (a Jet<Double>)  that I'd like to emulate in Scala.

Algebird seems a natural candidate to support this, so much that I must wonder if anyone on the list has already done this, and has code or advice to share.

I'll be happy to summarize responses, and contribute my code back to algebird when done.

Thanks

Franco

--

Franco Callari | Twitter, Inc. | fra...@twitter.com | @fgcallari

340 Madison Avenue 6th Floor, New York, NY 10173

Violence is the last refuge of the incompetent

                                         Isaac Asimov 

9e:c3:99:47:8e:d5:1b:12:b2:5b:16:44:a9:bc:dd:20 fran...@twitter.com

[Oscar Boykin]

Sounds awesome. I know no past work on this in scalding, algebird, etc..

--

Oscar Boykin :: @posco :: http://twitter.com/posco