package owl-base

  1. Overview
  2. Docs
package owl-base
Legend:
Page
Library
Module
Module type
Parameter
Class
Class type
Source

Source file owl_numdiff_generic_sig.ml

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
# 1 "src/base/optimise/owl_numdiff_generic_sig.ml"
(*
 * OWL - OCaml Scientific and Engineering Computing
 * Copyright (c) 2016-2019 Liang Wang <liang.wang@cl.cam.ac.uk>
 *)

(** Numdiff: numerical differentiation module *)

open Owl_types


(** The functor used to generate Numdiff module of various precisions. *)

(* TODO: unit test *)

module type Sig = sig

  (** {6 Type definition} *)

  type arr
  (** General ndarray type *)

  type elt
  (** Scalar type *)


  (** {6 Basic functions} *)

  val diff : (elt -> elt) -> elt -> elt
  (** derivative of ``f : scalar -> scalar``. *)

  val diff' : (elt -> elt) -> elt -> elt * elt
  (** derivative of ``f : scalar -> scalar``, return both ``f x`` and ``f' x``. *)

  val diff2 : (elt -> elt) -> elt -> elt
  (** second order derivative of ``f : float -> float``. *)

  val diff2' : (elt -> elt) -> elt -> elt * elt
  (** second order derivative of ``f : float -> float``, return ``f x`` and ``f' x``. *)

  val grad : (arr -> elt) -> arr -> arr
  (** gradient of ``f : vector -> scalar``. *)

  val grad' : (arr -> elt) -> arr -> arr * arr
  (** gradient of ``f : vector -> scalar``, return ``f x`` and ``g x``. *)

  val jacobian : (arr -> arr) -> arr -> arr
  (** jacobian of ``f : vector -> vector``. *)

  val jacobian' : (arr -> arr) -> arr -> arr * arr
  (** jacobian of ``f : vector -> vector``, return ``f x`` and ``j x``. *)

  val jacobianT : (arr -> arr) -> arr -> arr
  (** transposed jacobian of ``f : vector -> vector``. *)

  val jacobianT' : (arr -> arr) -> arr -> arr * arr
  (** transposed jacobian of ``f : vector -> vector``, return ``f x`` and ``j x``. *)

end


(* This is a dumb module for checking the module signature. *)

module Impl (A : Ndarray_Numdiff with type elt = float) : Sig = Owl_numdiff_generic.Make (A)
OCaml

Innovation. Community. Security.

GitHub Discord Twitter Peertube RSS
About
Changelog Releases Industrial Users Academic Users Why OCaml
Ecosystem
Packages Community Events OCaml Planet Jobs
Resources
Install OCaml Get Started Platform Tools Language Manual Standard Library API Books Exercises Papers OCaml Playground Logo
Policies
Carbon Footprint Governance Privacy Code of Conduct