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Automatic Differentiation with Dual Numbers
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### The Dual Number Class | |
# | |
# A dual number is a number of the format "x + ε" where ε**2 = 0 but ε!= 0 | |
# Given a function F it can be proven that | |
# F(x + ε) = F(x) + F'(x) | |
# This allows us to quickly calculate the value of a function and it's first derivative in one go, without having to construct the derivative function first. | |
# https://en.wikipedia.org/wiki/Dual_number | |
## | |
# INCOMPLETE IMPLEMENTATION | |
# - not possible to divide | |
# - not possible to take a negative power | |
## | |
class Dual: | |
def __init__(self, real, dual): | |
self.real = real | |
self.dual = dual | |
def __add__(self, other): | |
if isinstance(other, Dual): | |
return Dual(self.real + other.real, self.dual + other.dual) | |
else: | |
return Dual(self.real + other, self.dual) | |
def __radd__(self, other): | |
return self + other | |
def __sub__(self, other): | |
if isinstance(other, Dual): | |
return Dual(self.real - other.real, self.dual - other.dual) | |
else: | |
return Dual(self.real - other, self.dual) | |
def __rsub__(self, other): | |
return self + other | |
def __mul__(self, other): | |
if isinstance(other, Dual): | |
return Dual(self.real * other.real, (self.real * other.dual) + (self.dual * other.real)) | |
else: | |
return Dual(self.real * other, self.dual * other) | |
def __rmul__(self, other): | |
return self * other | |
def __pow__(self, other): | |
if other == 0: | |
return 1 | |
else: | |
return self * (self**(other-1)) | |
# Ask for a polynom | |
fun = input('Enter the polynomial: ') | |
# Ask for a value of x | |
x = input('Enter the value for x: ') | |
# Solve for "x + ε" | |
d = {} | |
d['x'] = Dual(real = float(x), dual = 1) | |
solution = eval(fun, d) | |
## Output | |
print("----------------------------------") | |
print("\nf(x)=" + fun) | |
print("f(" + str(x) + ")="+str(solution.real)) | |
print("f'(" + str(x) + ")="+str(solution.dual)) |
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