Speaker Deck

Automatic differentiation in Ruby

by Tom Stuart

Published February 8, 2016 in Programming

Finding the derivative of a mathematical function on a computer can be difficult, but there’s a clever trick that makes it easy: first write a program that computes the function, then execute it under a non-standard interpretation of its values and operations. In this talk I’ll show you how that works in Ruby.

Given at the London Ruby User Group (http://lrug.org/meetings/2016/february/). A video and expanded transcript are available at http://codon.com/automatic-differentiation-in-ruby, and the code is available at https://github.com/tomstuart/dual_number.

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