R devel - Mar 2015 - Hyper-dual numbers in R

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.

http://adl.stanford.edu/hyperdual/

Thanks,
Ravi


	[[alternative HTML version deleted]]

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

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,
Ravi
________________________________________
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:
> 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