[Rd] (Not quite) Automatic Differentiation

John C Nash nashjc at uottawa.ca
Thu Apr 16 02:26:41 CEST 2009


Many thanks to Gabor Grothendieck for responding to my posting about 
Automatic Differentiation (invite from Shaun Forth for interaction with 
R developers) showing how one might use rSymPy and symbolic (rather than 
automatic) differentiation to get a function that computes gradients. 
See 
http://code.google.com/p/rsympy/#Automatic_Differentiation_(well,_sort_of)  
for a worked example on the Broyden test function.

This is a big step forward. There's still a way to go before we can 
produce a vectorized gradient code automatically when the size of the 
problem is variable, but the example may serve to incite some 
imaginative coders to action.

Thanks again Gabor.

JN



More information about the R-devel mailing list