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Add support to calculate analytical derivative of ifelse function #57

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Merged
johnmyleswhite merged 1 commit into from
Dec 16, 2014
Merged

Add support to calculate analytical derivative of ifelse function #57

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5 changes: 5 additions & 0 deletions src/differentiate.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -242,6 +242,11 @@ end
## hypot
## beta, lbeta, eta, zeta, digamma

## Differentiate for piecewise functions defined using ifelse
function differentiate(::SymbolParameter{:ifelse}, args, wrt)
:(ifelse($(args[1]), $(differentiate(args[2],wrt)),$(differentiate(args[3],wrt))))
end

function differentiate(ex::Expr, targets::Vector{Symbol})
n = length(targets)
exprs = Array(Any, n)
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7 changes: 7 additions & 0 deletions test/symbolic.jl
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Expand Up @@ -91,3 +91,10 @@ end
@test isequal(simplify(:(x*3)), :(*(3,x)))
@test isequal(simplify(:(x*3*4)), :(*(12,x)))
@test isequal(simplify(:(2*y*x*3)), :(*(6,y,x)))

#
# Tests with ifelse
#
@test isequal(differentiate(:(ifelse(x < 1, exp(x^2), 1/x)), :x), :(ifelse(x < 1,2x * exp(x^2), -1/x^2)))
@test isequal(differentiate(:(ifelse(x <= 0, 0, ifelse(x > 1, 1, x))), : x),
:(ifelse(x <= 0, 0, ifelse(x > 1, 0, 1))))