You might be interested in Edward Kmett's automatic differentiation[0] package, ad[1]. It is one of my favorite non-trivial blendings of computer science techni

You might be interested in Edward Kmett's automatic differentiation[0] package, ad[1]. It is one of my favorite non-trivial blendings of computer science techniques and more traditional mathematics. In specific, it uses Haskell's type system to prevent subtle numerical errors which other automatic differentiation libraries require the user to prevent by being very careful. The resulting code is much more trustworthy. [0] http://en.wikipedia.org/wiki/Automatic_differentiation http://en.wikipedia.org/wiki/Automatic_differentiation [1] https://github.com/ekmett/ad/ https://github.com/ekmett/ad/