ad.cabal

name:          ad
version:       4.5.6
license:       BSD3
license-File:  LICENSE
copyright:     (c) Edward Kmett 2010-2021,
               (c) Barak Pearlmutter and Jeffrey Mark Siskind 2008-2009
author:        Edward Kmett
maintainer:    ekmett@gmail.com
stability:     Experimental
category:      Math
homepage:      http://github.com/ekmett/ad
bug-reports:   http://github.com/ekmett/ad/issues
build-type:    Simple
cabal-version: >= 1.10
tested-with:   GHC == 8.0.2
             , GHC == 8.2.2
             , GHC == 8.4.4
             , GHC == 8.6.5
             , GHC == 8.8.4
             , GHC == 8.10.7
             , GHC == 9.0.2
             , GHC == 9.2.8
             , GHC == 9.4.8
             , GHC == 9.6.6
             , GHC == 9.8.2
             , GHC == 9.10.1
synopsis:      Automatic Differentiation
extra-source-files:
  .gitignore
  .hlint.yaml
  .vim.custom
  CHANGELOG.markdown
  README.markdown
  include/instances.h
  include/rank1_kahn.h
  include/internal_kahn.h
description:
    Forward-, reverse- and mixed- mode automatic differentiation combinators with a common API.
    .
    Type-level \"branding\" is used to both prevent the end user from confusing infinitesimals
    and to limit unsafe access to the implementation details of each Mode.
    .
    Each mode has a separate module full of combinators.
    .
    * @Numeric.AD.Mode.Forward@ provides basic forward-mode AD. It is good for computing simple derivatives.
    .
    * @Numeric.AD.Mode.Reverse@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a Wengert list (linear tape) using @Data.Reflection@.
    .
    * @Numeric.AD.Mode.Kahn@ uses benign side-effects to compute reverse-mode AD. It is good for computing gradients in one pass. It generates a tree-like tape that needs to be topologically sorted in the end.
    .
    * @Numeric.AD.Mode.Sparse@ computes a sparse forward-mode AD tower. It is good for higher derivatives or large numbers of outputs.
    .
    * @Numeric.AD.Mode.Tower@ computes a dense forward-mode AD tower useful for higher derivatives of single input functions.
    .
    * @Numeric.AD@ computes using whichever mode or combination thereof is suitable to each individual combinator.
    .
    While not every mode can provide all operations, the following basic operations are supported, modified as
    appropriate by the suffixes below:
    .
    * 'grad' computes the gradient (partial derivatives) of a function at a point.
    .
    * 'jacobian' computes the Jacobian matrix of a function at a point.
    .
    * 'diff' computes the derivative of a function at a point.
    .
    * 'du' computes a directional derivative of a function at a point.
    .
    * 'hessian' computes the Hessian matrix (matrix of second partial derivatives) of a function at a point.
    .
    The following suffixes alter the meanings of the functions above as follows:
    .
    * @\'@ -- also return the answer
    .
    * @With@ lets the user supply a function to blend the input with the output
    .
    * @F@ is a version of the base function lifted to return a 'Traversable' (or 'Functor') result
    .
    * @s@ means the function returns all higher derivatives in a list or f-branching 'Stream'
    .
    * @T@ means the result is transposed with respect to the traditional formulation.
    .
    * @0@ means that the resulting derivative list is padded with 0s at the end.
    .
    * @NoEq@ means that an infinite list of converging values is returned rather than truncating the list when they become constant

source-repository head
  type: git
  location: git://github.com/ekmett/ad.git

flag herbie
  default: False
  manual: True

flag ffi
  default: False
  manual: True

library
  hs-source-dirs: src
  include-dirs: include
  default-language: Haskell2010
  other-extensions:
    BangPatterns
    DeriveDataTypeable
    FlexibleContexts
    FlexibleInstances
    FunctionalDependencies
    GeneralizedNewtypeDeriving
    MultiParamTypeClasses
    PatternGuards
    PatternSynonyms
    Rank2Types
    ScopedTypeVariables
    TypeFamilies
    TypeOperators
    UndecidableInstances

  build-depends:
    adjunctions      >= 4.4     && < 5,
    array            >= 0.4     && < 0.6,
    base             >= 4.9     && < 5,
    comonad          >= 4       && < 6,
    containers       >= 0.5     && < 0.8,
    data-reify       >= 0.6     && < 0.7,
    erf              >= 2.0     && < 2.1,
    free             >= 4.6.1   && < 6,
    nats             >= 0.1.2   && < 2,
    reflection       >= 1.4     && < 3,
    semigroups       >= 0.16    && < 1,
    transformers     >= 0.5.2.0 && < 0.7

  if impl(ghc < 7.8)
    build-depends: tagged >= 0.7 && < 1

  if flag(herbie)
    build-depends: HerbiePlugin >= 0.1 && < 0.2
    cpp-options: -DHERBIE
    ghc-options: -fplugin=Herbie

  exposed-modules:
    Numeric.AD
    Numeric.AD.Double
    Numeric.AD.Halley.Double
    Numeric.AD.Internal.Dense
    Numeric.AD.Internal.Dense.Representable
    Numeric.AD.Internal.Doctest
    Numeric.AD.Internal.Forward
    Numeric.AD.Internal.Forward.Double
    Numeric.AD.Internal.Identity
    Numeric.AD.Internal.Kahn
    Numeric.AD.Internal.Kahn.Double
    Numeric.AD.Internal.Kahn.Float
    Numeric.AD.Internal.On
    Numeric.AD.Internal.Or
    Numeric.AD.Internal.Reverse
    Numeric.AD.Internal.Reverse.Double
    Numeric.AD.Internal.Sparse
    Numeric.AD.Internal.Sparse.Common
    Numeric.AD.Internal.Sparse.Double
    Numeric.AD.Internal.Tower
    Numeric.AD.Internal.Tower.Double
    Numeric.AD.Internal.Type
    Numeric.AD.Jacobian
    Numeric.AD.Jet
    Numeric.AD.Mode
    Numeric.AD.Mode.Dense
    Numeric.AD.Mode.Dense.Representable
    Numeric.AD.Mode.Forward
    Numeric.AD.Mode.Forward.Double
    Numeric.AD.Mode.Kahn
    Numeric.AD.Mode.Kahn.Double
    Numeric.AD.Mode.Reverse
    Numeric.AD.Mode.Reverse.Double
    Numeric.AD.Mode.Sparse
    Numeric.AD.Mode.Sparse.Double
    Numeric.AD.Mode.Tower
    Numeric.AD.Mode.Tower.Double
    Numeric.AD.Newton
    Numeric.AD.Newton.Double
    Numeric.AD.Rank1.Dense
    Numeric.AD.Rank1.Dense.Representable
    Numeric.AD.Rank1.Forward
    Numeric.AD.Rank1.Forward.Double
    Numeric.AD.Rank1.Halley
    Numeric.AD.Rank1.Halley.Double
    Numeric.AD.Rank1.Kahn
    Numeric.AD.Rank1.Kahn.Double
    Numeric.AD.Rank1.Kahn.Float
    Numeric.AD.Rank1.Newton
    Numeric.AD.Rank1.Newton.Double
    Numeric.AD.Rank1.Sparse
    Numeric.AD.Rank1.Sparse.Double
    Numeric.AD.Rank1.Tower
    Numeric.AD.Rank1.Tower.Double

  if flag(ffi)
    other-extensions: ForeignFunctionInterface
    c-sources: cbits/tape.c
    cpp-options: -DAD_FFI

  other-modules:
    Numeric.AD.Internal.Combinators

  ghc-options: -Wall
  if impl(ghc >= 8.6)
    ghc-options: -Wno-star-is-type

  ghc-options: -fspec-constr -fdicts-cheap -O2
  x-docspec-extra-packages: distributive

test-suite regression
  default-language: Haskell2010
  type: exitcode-stdio-1.0
  main-is: Regression.hs
  hs-source-dirs: tests
  build-depends: ad, base, tasty, tasty-hunit
  ghc-options: -fspec-constr -fdicts-cheap -O2

benchmark blackscholes
  default-language: Haskell2010
  type: exitcode-stdio-1.0
  main-is: BlackScholes.hs
  hs-source-dirs: bench
  build-depends: base, ad, erf, criterion
  ghc-options: -fspec-constr -fdicts-cheap -O2