Functional differentiation
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Introduction
Functional differentiation means computing or approximating the deriviative of a function. There are several ways to do this:
- Approximate the derivative by where is close to zero. (or at best the square root of the machine precision .
- Compute the derivative of symbolically. This approach is particularly interesting for Haskell.
Blog Posts
There have been several blog posts on this recently. I think we should gather the information together and make a nice wiki article on it here. For now, here are links to articles on the topic.