[Rd] Hyper-dual numbers in R

[Duncan Murdoch]

On 06/03/2015 11:18 AM, Ravi Varadhan wrote:
> Hi,
> Has anyone in R core thought about providing "hyper-dual numbers" in R?  Hyper-dual (HD) numbers, invented by Jeffrey Fike at Stanford, are useful for computing exact second-order derivatives (e.g., Hessian).  HD numbers are extensions of complex numbers. They are like "quaternions" and have 4 parts to them (one real and 3 non-real).  They seem to be available in Julia.  Obviously, the HD numbers involve a lot more book keeping.

Why would you limit this to R core?  Seems like something a package
could provide.  After all, we have other packages extending the number
system, e.g. Rmpfr.

Duncan Murdoch

> http://adl.stanford.edu/hyperdual/
> 
> Thanks,
> Ravi