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Automatic differentiation in JavaScript, for node.js. Uses dual numbers to compute the derivative of an arbitrary* JavaScript function at a specified point. See http://en.wikipedia.org/wiki/Automatic_differentiation

I wrote this purely for my own learning and make no guarantees about its correctness. JavaScript doesn't support operator overloading so instead I parse the function and rewrite it to use dual numbers instead of JavaScript built-in numbers and math operations. The advantage of this is that you can write your JavaScript function in a natural way, instead of manually using dual numbers.

Requires UglifyJS. Tested on node.js v0.6.5

* For an appropriate definition of arbitrary: currently limited to computing the first derivative of a JavaScript function, subject to the following constraints:

  • Doesn't call other JavaScript functions (other than built-in Math.* ones)
  • Is a pure function (return value depends solely on the argument).
  • Other constraints of which I'm not even aware may exist

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Automatic differentiation in JavaScript

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