diff --git a/DIRECTORY.md b/DIRECTORY.md index 71bdf30b2..a75723369 100644 --- a/DIRECTORY.md +++ b/DIRECTORY.md @@ -549,6 +549,7 @@ * [Dodecahedron](maths/dodecahedron.py) * [Double Factorial Iterative](maths/double_factorial_iterative.py) * [Double Factorial Recursive](maths/double_factorial_recursive.py) + * [Dual Number Automatic Differentiation](maths/dual_number_automatic_differentiation.py) * [Entropy](maths/entropy.py) * [Euclidean Distance](maths/euclidean_distance.py) * [Euclidean Gcd](maths/euclidean_gcd.py) diff --git a/maths/dual_number_automatic_differentiation.py b/maths/dual_number_automatic_differentiation.py new file mode 100644 index 000000000..9aa75830c --- /dev/null +++ b/maths/dual_number_automatic_differentiation.py @@ -0,0 +1,141 @@ +from math import factorial + +""" +https://en.wikipedia.org/wiki/Automatic_differentiation#Automatic_differentiation_using_dual_numbers +https://blog.jliszka.org/2013/10/24/exact-numeric-nth-derivatives.html + +Note this only works for basic functions, f(x) where the power of x is positive. +""" + + +class Dual: + def __init__(self, real, rank): + self.real = real + if isinstance(rank, int): + self.duals = [1] * rank + else: + self.duals = rank + + def __repr__(self): + return ( + f"{self.real}+" + f"{'+'.join(str(dual)+'E'+str(n+1)for n,dual in enumerate(self.duals))}" + ) + + def reduce(self): + cur = self.duals.copy() + while cur[-1] == 0: + cur.pop(-1) + return Dual(self.real, cur) + + def __add__(self, other): + if not isinstance(other, Dual): + return Dual(self.real + other, self.duals) + s_dual = self.duals.copy() + o_dual = other.duals.copy() + if len(s_dual) > len(o_dual): + o_dual.extend([1] * (len(s_dual) - len(o_dual))) + elif len(s_dual) < len(o_dual): + s_dual.extend([1] * (len(o_dual) - len(s_dual))) + new_duals = [] + for i in range(len(s_dual)): + new_duals.append(s_dual[i] + o_dual[i]) + return Dual(self.real + other.real, new_duals) + + __radd__ = __add__ + + def __sub__(self, other): + return self + other * -1 + + def __mul__(self, other): + if not isinstance(other, Dual): + new_duals = [] + for i in self.duals: + new_duals.append(i * other) + return Dual(self.real * other, new_duals) + new_duals = [0] * (len(self.duals) + len(other.duals) + 1) + for i, item in enumerate(self.duals): + for j, jtem in enumerate(other.duals): + new_duals[i + j + 1] += item * jtem + for k in range(len(self.duals)): + new_duals[k] += self.duals[k] * other.real + for index in range(len(other.duals)): + new_duals[index] += other.duals[index] * self.real + return Dual(self.real * other.real, new_duals) + + __rmul__ = __mul__ + + def __truediv__(self, other): + if not isinstance(other, Dual): + new_duals = [] + for i in self.duals: + new_duals.append(i / other) + return Dual(self.real / other, new_duals) + raise ValueError() + + def __floordiv__(self, other): + if not isinstance(other, Dual): + new_duals = [] + for i in self.duals: + new_duals.append(i // other) + return Dual(self.real // other, new_duals) + raise ValueError() + + def __pow__(self, n): + if n < 0 or isinstance(n, float): + raise ValueError("power must be a positive integer") + if n == 0: + return 1 + if n == 1: + return self + x = self + for _ in range(n - 1): + x *= self + return x + + +def differentiate(func, position, order): + """ + >>> differentiate(lambda x: x**2, 2, 2) + 2 + >>> differentiate(lambda x: x**2 * x**4, 9, 2) + 196830 + >>> differentiate(lambda y: 0.5 * (y + 3) ** 6, 3.5, 4) + 7605.0 + >>> differentiate(lambda y: y ** 2, 4, 3) + 0 + >>> differentiate(8, 8, 8) + Traceback (most recent call last): + ... + ValueError: differentiate() requires a function as input for func + >>> differentiate(lambda x: x **2, "", 1) + Traceback (most recent call last): + ... + ValueError: differentiate() requires a float as input for position + >>> differentiate(lambda x: x**2, 3, "") + Traceback (most recent call last): + ... + ValueError: differentiate() requires an int as input for order + """ + if not callable(func): + raise ValueError("differentiate() requires a function as input for func") + if not isinstance(position, (float, int)): + raise ValueError("differentiate() requires a float as input for position") + if not isinstance(order, int): + raise ValueError("differentiate() requires an int as input for order") + d = Dual(position, 1) + result = func(d) + if order == 0: + return result.real + return result.duals[order - 1] * factorial(order) + + +if __name__ == "__main__": + import doctest + + doctest.testmod() + + def f(y): + return y**2 * y**4 + + print(differentiate(f, 9, 2))