Beautiful differentiation (Conal Elliott)

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Automatic differentiation but:

  • generalized to arbitrary dimensionality
  • generalized to arbitrary order
  • employing lazy evaluation – allowing to avoid obfuscation of code

Related

External links

Central page linking to all relevant material:

Actually usable implementation:

vector-space provides classes and generic operations for vector spaces and affine spaces.
It also defines a type of infinite towers of generalized derivatives.
A generalized derivative is a linear transformation rather than one of the common concrete representations (scalars, vectors, matrices, ...).

Wikipedia: