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Thu Mar 21 10:36:50 EDT 2013

Autodif pow(x,y)

I need powers and radicals for solving optimization problems.
However, I'm a bit puzzled by the autodiff rule of the pow function,
since one of the arguments is a constant,

      #:pow (op ((b db) (e de))  (pow b e) (* e (pow b (- e 1))))

meaning `de' is not used.

Is this correct?

How to make this correct even in the case that de is not zero?

The thing is, we're computing the derivative towards x of x^y.  So to
make it correct it should be:

   d/dt f(x,y) = @/@x f dx/dt + @/@y f dy/dt

Yep, works:


    ;; Note that `pow' is redundant as it can be written in terms of
    ;; `log' and `exp', but the primitive is there to allow exact math
    ;; when de = 0 and b is an integer.
    (define d-pow
      (op-match
       ((b db) (e de))
       (let ((b^e (pow b e))) ;; maintain sharing
         (make-dual b^e
                    (+ (* db e (pow b (- e 1)))
                       (* de (log b) b^e de))))))

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