[Rd] Hyper-dual numbers in R
ravi.varadhan at jhu.edu
Sat Mar 7 14:42:40 CET 2015
Is anyone interested in writing a package for this? I know that there is C++ code available (written by Fike himself). I can help to the extent of my knowledge, which is very minimal in terms of C++, but I am willing to do testing and other kinds of tasks. Please contact me offline, if there is any interest.
Thanks & Best,
From: Duncan Murdoch <murdoch.duncan at gmail.com>
Sent: Friday, March 6, 2015 3:31 PM
To: Ravi Varadhan; r-devel at r-project.org
Subject: Re: [Rd] Hyper-dual numbers in R
On 06/03/2015 11:18 AM, Ravi Varadhan wrote:
> 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.
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