-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathad.cabal
174 lines (163 loc) · 5.61 KB
/
ad.cabal
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
name: ad
version: 4.2.4
license: BSD3
license-File: LICENSE
copyright: (c) Edward Kmett 2010-2015,
(c) Barak Pearlmutter and Jeffrey Mark Siskind 2008-2009
author: Edward Kmett
maintainer: [email protected]
stability: Experimental
category: Math
homepage: http://github.com/ekmett/ad
bug-reports: http://github.com/ekmett/ad/issues
build-type: Custom
cabal-version: >= 1.10
tested-with: GHC==7.0.1, GHC == 7.0.4, GHC == 7.2.2, GHC == 7.4.2, GHC == 7.6.3, GHC == 7.8.4, GHC == 7.10.1
synopsis: Automatic Differentiation
extra-source-files:
.ghci
.gitignore
.travis.yml
.vim.custom
CHANGELOG.markdown
README.markdown
travis/cabal-apt-install
travis/config
include/instances.h
description:
Forward-, reverse- and mixed- mode automatic differentiation combinators with a common API.
.
Type-level \"branding\" is used to both prevent the end user from confusing infinitesimals
and to limit unsafe access to the implementation details of each Mode.
.
Each mode has a separate module full of combinators.
.
* @Numeric.AD.Mode.Forward@ provides basic forward-mode AD. It is good for computing simple derivatives.
.
* @Numeric.AD.Mode.Reverse@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a Wengert list (linear tape) using @Data.Reflection@.
.
* @Numeric.AD.Mode.Kahn@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a tree-like tape that needs to be topologically sorted in the end.
.
* @Numeric.AD.Mode.Sparse@ computes a sparse forward-mode AD tower. It is good for higher derivatives or large numbers of outputs.
.
* @Numeric.AD.Mode.Tower@ computes a dense forward-mode AD tower useful for higher derivatives of single input functions.
.
* @Numeric.AD@ computes using whichever mode or combination thereof is suitable to each individual combinator.
.
While not every mode can provide all operations, the following basic operations are supported, modified as
appropriate by the suffixes below:
.
* 'grad' computes the gradient (partial derivatives) of a function at a point.
.
* 'jacobian' computes the Jacobian matrix of a function at a point.
.
* 'diff' computes the derivative of a function at a point.
.
* 'du' computes a directional derivative of a function at a point.
.
* 'hessian' computes the Hessian matrix (matrix of second partial derivatives) of a function at a point.
.
The following suffixes alter the meanings of the functions above as follows:
.
* @\'@ -- also return the answer
.
* @With@ lets the user supply a function to blend the input with the output
.
* @F@ is a version of the base function lifted to return a 'Traversable' (or 'Functor') result
.
* @s@ means the function returns all higher derivatives in a list or f-branching 'Stream'
.
* @T@ means the result is transposed with respect to the traditional formulation.
.
* @0@ means that the resulting derivative list is padded with 0s at the end.
source-repository head
type: git
location: git://github.com/ekmett/ad.git
library
hs-source-dirs: src
include-dirs: include
default-language: Haskell2010
other-extensions:
BangPatterns
DeriveDataTypeable
FlexibleContexts
FlexibleInstances
FunctionalDependencies
GeneralizedNewtypeDeriving
MultiParamTypeClasses
PatternGuards
Rank2Types
ScopedTypeVariables
TemplateHaskell
TypeFamilies
TypeOperators
UndecidableInstances
build-depends:
array >= 0.2 && < 0.6,
base >= 4.3 && < 5,
comonad >= 4 && < 5,
containers >= 0.2 && < 0.6,
data-reify >= 0.6 && < 0.7,
erf >= 2.0 && < 2.1,
free >= 4.6.1 && < 5,
nats >= 0.1.2 && < 2,
reflection >= 1.4 && < 3,
transformers >= 0.3 && < 0.5
if impl(ghc < 7.8)
build-depends: tagged >= 0.7 && < 1
exposed-modules:
Numeric.AD
Numeric.AD.Halley
Numeric.AD.Internal.Dense
Numeric.AD.Internal.Forward
Numeric.AD.Internal.Forward.Double
Numeric.AD.Internal.Identity
Numeric.AD.Internal.Kahn
Numeric.AD.Internal.On
Numeric.AD.Internal.Or
Numeric.AD.Internal.Reverse
Numeric.AD.Internal.Sparse
Numeric.AD.Internal.Tower
Numeric.AD.Internal.Type
Numeric.AD.Jacobian
Numeric.AD.Jet
Numeric.AD.Mode
Numeric.AD.Mode.Forward
Numeric.AD.Mode.Forward.Double
Numeric.AD.Mode.Kahn
Numeric.AD.Mode.Reverse
Numeric.AD.Mode.Sparse
Numeric.AD.Mode.Tower
Numeric.AD.Newton
Numeric.AD.Newton.Double
Numeric.AD.Rank1.Forward
Numeric.AD.Rank1.Forward.Double
Numeric.AD.Rank1.Halley
Numeric.AD.Rank1.Kahn
Numeric.AD.Rank1.Newton
Numeric.AD.Rank1.Newton.Double
Numeric.AD.Rank1.Sparse
Numeric.AD.Rank1.Tower
other-modules:
Numeric.AD.Internal.Combinators
ghc-options: -Wall
ghc-options: -fspec-constr -fdicts-cheap -O2
-- Verify the results of the examples
test-suite doctests
default-language: Haskell2010
type: exitcode-stdio-1.0
main-is: doctests.hs
build-depends:
base,
directory,
doctest >= 0.9.0.1 && <= 0.11,
filepath
ghc-options: -Wall -threaded
hs-source-dirs: tests
benchmark blackscholes
default-language: Haskell2010
type: exitcode-stdio-1.0
main-is: BlackScholes.hs
hs-source-dirs: bench
build-depends: base, ad, erf, criterion
ghc-options: -fspec-constr -fdicts-cheap -O2