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JuliaDiff/HyperDualNumbers

HyperDualNumbers

HyperDualNumbers

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Hyper-dual numbers can be used to compute first and second derivatives numerically without the cancellation errors of finite-differencing schemes. This Julia implementation is directly based on the C++ implementation by Jeffrey Fike and Juan J Alonso, both of Stanford University, department of Aeronautics and Astronautics and is described in the paper:

The Development of Hyper-Dual Numbers for Exact Second Derivative Calculations

The initial Julia-ish versions (up to v3.0.1) were derived/written by Rob J Goedman (goedman@icloud.com).

HyperDualNumbers.jl v4.0.0 has been completely redone by Benoit Pasquier to make it Julia and much better follows the structure of the JuliaDiff/DualNumbers package.]()

For a quick into, see STEPBYSTEP.md

Latest tagged versions:

  • v1.1.0 (Julia 0.5 & 0.6, Oct 2017)
  • v2.0.0 (Julia v0.7-, Oct 2017)
  • v3.0.1 (Julia v0.7 & Julia v1.0), Aug 2018, Pkg(3))
  • v4.0.0 (Julia v1.0, Nov 2018)

For details see VERSION.md

The following functions are specific to hyperdual numbers:

  • Hyper,
  • Hyper256,
  • Hyper128,
  • ishyper,
  • hyper_show
  • realpart,
  • ε₁part(), replaces eps1,
  • ε₂part(), replaces eps2,
  • ε₁ε₂part(), replaces eps1eps2

In the future it is my intention to deprecate:

  • hyper,
  • hyper256,
  • hyper128,
  • eps1,
  • eps2,
  • eps1eps2