Backend-agnostic differentiation with symbolic pass-through in Julia.
Author RafaelArutjunjan
1 Star
Updated Last
1 Year Ago
Started In
October 2021


A Julia package for backend-agnostic differentiation combined with symbolic passthrough.

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Note: Most of the core functionality has been outsourced to DerivableFunctionsBase.jl to decrease load times whenever only a single backend is required.

This package provides a front-end for differentiation operations in Julia that allows for code written by the user to be agnostic with respect to many of the available automatic and symbolic differentiation tools available in Julia. Moreover, the differentiation operators provided by DerivableFunctions.jl are overloaded to allow for passthrough of symbolic variables. That is, if symbolic types such as Symbolics.Num are detected, the differentiation operators automatically switch to symbolic differentiation.

In addition to these operators, DerivableFunctions.jl also provides the DFunction type, which stores methods for the first and second derivatives to allow for more convenient and potentially more performant computations if the derivatives are known.

For detailed examples, please see the documentation.

julia> D = DFunction(x->[exp(x[1]^2 - x[2]), log(sin(x[2]))])
(::DerivableFunction) (generic function with 1 method)

julia> EvalF(D,[1,2])
2-element Vector{Float64}:

julia> EvaldF(D,[1,2])
2×2 Matrix{Float64}:
 0.735759  -0.367879
 0.0       -0.457658

julia> EvalddF(D,[1,2])
2×2×2 Array{Float64, 3}:
[:, :, 1] =
 2.20728  -0.735759
 0.0       0.0

[:, :, 2] =
 -0.735759   0.367879
  0.0       -1.20945

julia> using Symbolics; @variables z[1:2]
1-element Vector{Symbolics.Arr{Num, 1}}:

julia> EvalddF(D, z)
2×2×2 Array{Num, 3}:
[:, :, 1] =
 2exp(z[1]^2 - z[2]) + 4(z[1]^2)*exp(z[1]^2 - z[2])  -2exp(z[1]^2 - z[2])*z[1]
 0                                                    0

[:, :, 2] =
 -2exp(z[1]^2 - z[2])*z[1]                                                             exp(z[1]^2 - z[2])
  0                         (-(cos(z[2])^2)) / (sin(z[2])^2) + (-sin(z[2])) / sin(z[2])

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