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# Automatic first-order derivatives
#
# Written by Konrad Hinsen 
# last revision: 1996-3-5
#

"""This module provides automatic differentiation for functions with
any number of variables. Instances of the class DerivVar represent the
values of a function and its partial derivatives with respect to a
list of variables. All common mathematical operations and functions
are available for these numbers.  There is no restriction on the type
of the numbers fed into the code; it works for real and complex
numbers as well as for any Python type that implements the necessary
operations.

This module is as far as possible compatible with the n-th order
derivatives module 'Derivatives'. If only first-order derivatives
are required, this module is faster than the general one.

Example:

  print sin(DerivVar(2))

produces the output

  (0.909297426826, [-0.416146836547])

The first number is the value of sin(2); the number in the following
list is the value of the derivative of sin(x) at x=2, i.e. cos(2).

When there is more than one variable, DerivVar must be called with
an integer second argument that specifies the number of the variable.

Example:

  x = DerivVar(7., 0)
  y = DerivVar(42., 1)
  z = DerivVar(pi, 2)
  print (sqrt(pow(x,2)+pow(y,2)+pow(z,2)))

produces the output

  (42.6950770511, [0.163953328662, 0.98371997197, 0.0735820818365])

The numbers in the list are the partial derivatives with respect
to x, y, and z, respectively.

Note: It doesn't make sense to use DerivVar with different values
for the same variable index in one calculation, but there is
no check for this. I.e.

  print DerivVar(3,0)+DerivVar(5,0)

produces

(8, [2])

but this result is meaningless.
"""


import umath, Vector


# Error type

DerivError = 'DerivError'


# The following class represents variables with derivatives:

class DerivVar:

    def __init__(self, value, index=0, order=1):
	if order > 1:
	    raise DerivError, 'Only first-order derivatives'
	self.value = value
	if order == 0:
	    self.deriv = []
	elif type(index) == type([]):
	    self.deriv = index
	else:
	    self.deriv = index*[0] + [1]

    def __getitem__(self, item):
	if item < 0 or item > 1:
	    raise DerivError, 'Index out of range'
	if item == 0:
	    return self.value
	else:
	    return self.deriv

    def __repr__(self):
	return `(self.value, self.deriv)`

    def __str__(self):
	return str((self.value, self.deriv))

    def __coerce__(self, other):
	if isDerivVar(other):
	    return self, other
	else:
	    return self, DerivVar(other, [])

    def __cmp__(self, other):
	return cmp(self.value, other.value)

    def __neg__(self):
	return DerivVar(-self.value,map(lambda a: -a, self.deriv))

    def __pos__(self):
	return self

    def __abs__(self):
	if self.value > 0:
	    return self
	elif self.value < 0:
	    return __neg__(self)
	else:
	    raise DerivError, "can't differentiate abs() at zero"

    def __nonzero__(self):
	return self.value != 0

    def __add__(self, other):
	return DerivVar(self.value + other.value,
			_mapderiv(lambda a,b: a+b, self.deriv, other.deriv))
    __radd__ = __add__

    def __sub__(self, other):
	return DerivVar(self.value - other.value,
			_mapderiv(lambda a,b: a-b, self.deriv, other.deriv))

    def __rsub__(self, other):
	return DerivVar(other.value - self.value,
			_mapderiv(lambda a,b: a-b, other.deriv, self.deriv))

    def __mul__(self, other):
	return DerivVar(self.value*other.value,
			_mapderiv(lambda a,b: a+b,
				  map(lambda x,f=other.value: f*x, self.deriv),
				  map(lambda x,f=self.value: f*x, other.deriv)))
    __rmul__ = __mul__

    def __div__(self, other):
	if not other.value:
	    raise ZeroDivisionError, 'DerivVar division'
	inv = 1./other.value
	return DerivVar(self.value*inv,
			_mapderiv(lambda a,b: a-b,
				  map(lambda x,f=inv: f*x, self.deriv),
				  map(lambda x,f=self.value*inv*inv: f*x,
				      other.deriv)))
    def __rdiv__(self, other):
	return other/self

    def __pow__(self, other, z=None):
	if z is not None:
	    raise TypeError, 'DerivVar does not support ternary pow()'
	val1 = pow(self.value, other.value-1)
	val = val1*self.value
	deriv1 = map(lambda x,f=val1*other.value: f*x, self.deriv)
	if isDerivVar(other) and len(other.deriv) > 0:
	    deriv2 = map(lambda x,f=val*umath.log(self.value): f*x, other.deriv)
	    return DerivVar(val,_mapderiv(lambda a,b: a+b, deriv1, deriv2))
	else:
	    return DerivVar(val,deriv1)

    def __rpow__(self, other):
	return pow(other, self)

    def exp(self):
	v = umath.exp(self.value)
	return DerivVar(v, map(lambda x,f=v: f*x, self.deriv))

    def log(self):
	v = umath.log(self.value)
	d = 1./self.value
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def sqrt(self):
	v = umath.sqrt(self.value)
	d = 0.5/v
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def sin(self):
	v = umath.sin(self.value)
	d = umath.cos(self.value)
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def cos(self):
	v = umath.cos(self.value)
	d = -umath.sin(self.value)
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def tan(self):
	v = umath.tan(self.value)
	d = 1.+pow(v,2)
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def sinh(self):
	v = umath.sinh(self.value)
	d = umath.cosh(self.value)
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def cosh(self):
	v = umath.cosh(self.value)
	d = umath.sinh(self.value)
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def tanh(self):
	v = umath.tanh(self.value)
	d = 1./pow(umath.cosh(self.value),2)
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def arcsin(self):
	v = umath.arcsin(self.value)
	d = 1./umath.sqrt(1.-pow(self.value,2))
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def arccos(self):
	v = umath.arccos(self.value)
	d = -1./umath.sqrt(1.-pow(self.value,2))
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

    def arctan(self):
	v = umath.arctan(self.value)
	d = 1./(1.+pow(self.value,2))
	return DerivVar(v, map(lambda x,f=d: f*x, self.deriv))

# Type check

def isDerivVar(x):
    return hasattr(x,'value') and hasattr(x,'deriv')


# Map a binary function on two first derivative lists

def _mapderiv(func, a, b):
    nvars = max(len(a), len(b))
    a = a + (nvars-len(a))*[0]
    b = b + (nvars-len(b))*[0]
    return map(func, a, b)


# Define vector of DerivVars

def DerivVector(x, y, z, index=0):
    if isDerivVar(x) and isDerivVar(y) and isDerivVar(z):
	return Vector.Vector(x, y, z)
    else:
	return Vector.Vector(DerivVar(x, index),
			     DerivVar(y, index+1),
			     DerivVar(z, index+2))
Modified: Tue Mar 5 17:00:00 1996 GMT
Page accessed 5484 times since Sat Apr 17 21:35:44 1999 GMT