Hyper-dual numbers can be used to compute first and second derivatives numerically without the cancellation errors of finite-differencing schemes.
The initial Julia implementation (up to v3.0.1) is directly based on the C++ implementation by Jeffrey Fike and Juan J Alonso, both of Stanford University, department of Aeronautics and Astronautics as described in the paper:
Up to v3.0.1 the Julia versions have been derived/written by Rob J Goedman (email@example.com).
HyperDualNumbers.jl v4.0.0 has been completely redone by Benoit Pasquier and follows the structure of the JuliaDiff/DualNumbers package.
For a quick intro, see STEPBYSTEP.md
Latest tagged versions:
For details see VERSION.md
The following functions are specific to hyperdual numbers:
ε₁part(), replaces eps1,
ε₂part(), replaces eps2,
ε₁ε₂part(), replaces eps1eps2
In the future it is my intention to deprecate:
Question and contributions are very welcome, as are feature requests and suggestions. Please open an issue if you encounter any problems or have a question.
23 days ago