From ravi.varadhan at jhu.edu  Sat Mar  7 14:42:40 2015
From: ravi.varadhan at jhu.edu (Ravi Varadhan)
Date: Sat, 7 Mar 2015 13:42:40 +0000
Subject: [Rd] Hyper-dual numbers in R
In-Reply-To: <54FA0EA5.6080005@gmail.com>
References: <43b95f774cfb42f499f051012d88796f@DOM-EB1-2013.win.ad.jhu.edu>,
	<54FA0EA5.6080005@gmail.com>
Message-ID: <1425735750597.76689@jhu.edu>

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




[Rd] Hyper-dual numbers in R
Ravi Varadhan