One way of doing this is to do automatic differentiation instead of symbolic differentiation; this is an approach where you simultaneously compute both f(x) and f′(x) in one computation. There's a really cool way of doing this using dual numbers that I learned about from Dan "sigfpe" Piponi's excellent blog post on automatic differentiation. You should probably just go read that, but here's the basic idea. Instead of working with the real numbers (or Double
, our favorite (?) facsimile of them), you define a new set, which I'm going to call D, by adjoining a new element ε to ℝ such that ε2 = 0. This is much like the way we define the complex numbers ℂ by adjoining a new element i to ℝ such that i2 = -1. (If you like algebra, this is the same as saying D = ℝ[x]/⟨x2⟩.) Thus, every element of D is of the form a + bε, where a and b are real. Arithmetic over the dual numbers works like you expect:
- (a + bε) ± (c + dε) = (a + c) ± (b + d)ε; and
- (a + bε)(c + dε) = ac + bcε + adε + bdε2 = ac + (bc + ad)ε.
(Since ε2 = 0, division is more complicated, although the multiply-by-the-conjugate trick you use with the complex numbers still works; see Wikipedia's explanation for more.)
Now, why are these useful? Intuitively, the ε acts like an infinitesimal, allowing you to compute derivatives with it. Indeed, if we rewrite the rule for multiplication using different names, it becomes
- (f + f′ε)(g + g′ε) = fg + (f′g + fg′)ε
And the coefficient of ε there looks a lot like the product rule for differentiating products of functions!
So, then, let's work out what happens for one large class of functions. Since we've ignored division above, suppose we have some function f : ℝ → ℝ defined by a power series (possibly finite, so any polynomial is OK, as are things like sin(x), cos(x), and ex). Then we can define a new function fD : D → D in the obvious way: instead of adding real numbers, we add dual numbers, etc., etc. Then I claim that fD(x + ε) = f(x) + f′(x)ε. First, we can show by induction that for any natural number i, it's the case that (x + ε)i = xi + ixi-1ε; this will establish our derivative result for the case where f(x) = xk. In the base case, this equality clearly holds when i = 0. Then supposing it holds for i, we have
- (x + ε)i+1 = (x + ε)(x + ε)i by factoring out one copy of (x + ε)
- = (x + ε)(xi + ixi-1ε) by the inductive hypothesis
- = xi+1 + (xi + x(ixi-1))ε by the definition of dual-number multiplication
- = xi+1 + (i+1)xiε by simple algebra.
And indeed, this is what we wanted. Now, considering our power series f, we know that
- f(x) = a0 + a1x + a2x2 + … + aixi + …
Then we have
- fD(x + ε) = a0 + a1(x + ε) + a2(x + ε)2 + … + ai(x + ε)i + …
- = a0 + (a1x + a1ε) + (a2x2 + 2a2xε) + … + (aixi + iaixi-1ε) + … by the above lemma
- = (a0 + a1x + a2x2 + … + aixi + …) + (a1ε + 2a2xε + … + iaixi-1ε + …) by commutativity
- = (a0 + a1x + a2x2 + … + aixi + …) + (a1 + 2a2x + … + iaixi-1 + …)ε by factoring out the ε
- = f(x) + f′(x)ε by definition.
Great! So dual numbers (at least for this case, but the result is generally true) can do differentiation for us. All we have to do is apply our original function to, not the real number x, but the dual number x + ε, and then extract the resulting coefficient of ε. And I bet you can see how one could implement this in Haskell:
data Dual a = !a :+? !a deriving (Eq, Read, Show)
infix 6 :+?
instance Num a => Num (Dual a) where
(a :+? b) + (c :+? d) = (a+c) :+? (b+d)
(a :+? b) - (c :+? d) = (a-c) :+? (b-d)
(a :+? b) * (c :+? d) = (a*c) :+? (b*c + a*d)
negate (a :+? b) = (-a) :+? (-b)
fromInteger n = fromInteger n :+? 0
-- abs and signum might actually exist, but I'm not sure what they are.
abs _ = error "No abs for dual numbers."
signum _ = error "No signum for dual numbers."
-- Instances for Fractional, Floating, etc., are all possible too.
differentiate :: Num a => (Dual a -> Dual a) -> (a -> a)
differentiate f x = case f (x :+? 1) of _ :+? f'x -> f'x
-- Your original f, but with a more general type signature. This polymorphism is
-- essential! Otherwise, we can't pass f to differentiate.
f :: Num a => a -> a
f x = 3*x^2 + 5*x + 9
f' :: Num a => a -> a
f' = differentiate f
And then, lo and behold:
*Main> f 42
5511
*Main> f' 42
257
Which, as Wolfram Alpha can confirm, is exactly the right answer.
More information about this stuff is definitely available. I'm not any kind of expert on this; I just think the idea is really cool, so I'm taking this chance to parrot what I've read and work out a simple proof or two. Dan Piponi has written more about dual numbers/automatic differentiation, including a post where, among other things, he shows a more general construction which allows for partial derivatives. Conal Elliott has a post where he shows how to compute derivative towers (f(x), f′(x), f″(x), …) in an analogous way. The Wikipedia article on automatic differentiation linked above goes into some more detail, including some other approaches. (This is apparently a form of "forward mode automatic differentiation", but "reverse mode" also exists, and can apparently be faster.)
Finally, there's a Haskell wiki page on automatic differentiation, which links to some articles—and, importantly, some Hackage packages! I've never used these, but it appears that the ad
package, by Edward Kmett is the most complete, handling multiple different ways of doing automatic differentiation—and it turns out that he uploaded that package after writing a package to properly answer another Stack Overflow question.
I do want to add one other thing. You say "However, datatypes should not represent functions (except for parsers)." I'd have to disagree there—reifying your functions into data types is great for all sorts of things in this vein. (And what makes parsers special, anyway?) Any time you have a function you want to introspect, reifying it as a data type can be a great option. For instance, here's an encoding of symbolic differentiation, much like the encoding of automatic differentiation above:
data Symbolic a = Const a
| Var String
| Symbolic a :+: Symbolic a
| Symbolic a :-: Symbolic a
| Symbolic a :*: Symbolic a
deriving (Eq, Read, Show)
infixl 6 :+:
infixl 6 :-:
infixl 7 :*:
eval :: Num a => (String -> a) -> Symbolic a -> a
eval env = go
where go (Const a) = a
go (Var x) = env x
go (e :+: f) = go e + go f
go (e :-: f) = go e - go f
go (e :*: f) = go e * go f
instance Num a => Num (Symbolic a) where
(+) = (:+:)
(-) = (:-:)
(*) = (:*:)
negate = (0 -)
fromInteger = Const . fromInteger
-- Ignoring abs and signum again
abs = error "No abs for symbolic numbers."
signum = error "No signum for symbolic numbers."
-- Instances for Fractional, Floating, etc., are all possible too.
differentiate :: Num a => Symbolic a -> String -> Symbolic a
differentiate f x = go f
where go (Const a) = 0
go (Var y) | x == y = 1
| otherwise = 0
go (e :+: f) = go e + go f
go (e :-: f) = go e - go f
go (e :*: f) = go e * f + e * go f
f :: Num a => a -> a
f x = 3*x^2 + 5*x + 9
f' :: Num a => a -> a
f' x = eval (const x) $ differentiate (f $ Var "x") "x"
And once again:
*Main> f 42
5511
*Main> f' 42
257
The beauty of both of these solutions (or one piece of it, anyway) is that as long as your original f
is polymorphic (of type Num a => a -> a
or similar), you never have to modify f
! The only place you need to put derivative-related code is in the definition of your new data type and in your differentiation function; you get the derivatives of your existing functions for free.