dual.h

A small and simple header only dual number library (written in C++17):

/* https://github.com/originalsouth/dual.h */
/* By Dr. BC van Zuiden -- Amstelveen, June 2019 */
/* Probably very buggy USE AT OWN RISK this will brick everything you own */
/* NOBODY but YOU is liable for anything that happened in result of using this */
/* WARNING: DON'T RUN THIS PROGRAM THIS WILL DESTROY YOUR COMPUTER AND/OR HOUSE */
/* Any copyrighted piece of code within this code is NOT mine */
/* Inclusion of that code is forced upon me by a scary anonymous guy with a gun*/

Feel free to reuse and contribute, pull requests are very welcome! This code is (and forever will be) a work in progress.

dual.h is a simple implementation of boiler plate dual numbers algebraically calculating first order derivatives in runtime: automatic differentatiation. Nothing fancy smancy needed it just works -- hopefully. Have fun!

Roadmap

• Possibly add more (special) functions
• Improve help and documentation
• Improvements / Bug fixes / Stability / Maintenance (the usual)
• Your suggestion?

Using dual.h

You can clone this repository as a submodule into your own repository and then include it as such:

#include "dual.h/dual.h"

or what ever you choose to be the appropriate directory

Alternatively, you can install by copying the header dual.h to your include path and include it using:

#include <dual.h>

Then take your doubles and convert them to dual_t types. A minimal example to find the derivative of should be something like:

#include <cstdio>
#include <cstdlib>
#include "dual.h/dual.h"

using namespace std;
using namespace dual;

int main()
{
    dual_t<double> x(2.0,1.0); //dual number variable at x=2.0; the second parameter applies the chain rule (should mostly be one)
    dual_t<double> y=pow(x,2); //iterate in pow(x,2)
    printf("The evaluation of x^2 in x=2 is given by %.17g\n",y.x);
    printf("The derivative of x^2 in x=2 is given by %.17g\n",y.dx);
    return EXIT_SUCCESS;
}

Building the example/test

To build run something like:

make

To test:

./dual

To clean run:

make clean

This will remove the compiled test binary.

Acknowledgements

• Inspired by the work Dr. Tommy B.