Switch to FiniteDifferences for @uncertain

Author: giordano

Project.toml

@@ -4,13 +4,13 @@ authors = ["Mosè Giordano <[email protected]>"]
 version = "2.5.0"
 
 [deps]
-Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
+FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 
 [compat]
-Calculus = "0.4.1, 0.5"
+FiniteDifferences = "0.11.5, 0.12"
 RecipesBase = "0.6.0, 0.7, 0.8, 1.0"
 Requires = "0.5.0, 1"
 julia = "1"

benchmark/Manifest.toml

@@ -21,12 +21,6 @@ git-tree-sha1 = "9e62e66db34540a0c919d72172cc2f642ac71260"
 uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
 version = "0.5.0"
 
-[[Calculus]]
-deps = ["LinearAlgebra"]
-git-tree-sha1 = "f641eb0a4f00c343bbc32346e1217b86f3ce9dad"
-uuid = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
-version = "0.5.1"
-
 [[ChainRulesCore]]
 deps = ["Compat", "LinearAlgebra", "SparseArrays"]
 git-tree-sha1 = "de4f08843c332d355852721adb1592bce7924da3"
@@ -65,6 +59,12 @@ uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 deps = ["ArgTools", "LibCURL", "NetworkOptions"]
 uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 
+[[FiniteDifferences]]
+deps = ["ChainRulesCore", "LinearAlgebra", "Printf", "Random", "Richardson", "StaticArrays"]
+git-tree-sha1 = "a1c802a1407e4ff5a4733dedb8ed40bd6fb46021"
+uuid = "26cc04aa-876d-5657-8c51-4c34ba976000"
+version = "0.12.2"
+
 [[InteractiveUtils]]
 deps = ["Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
@@ -121,7 +121,7 @@ deps = ["Artifacts", "Libdl"]
 uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
 
 [[Measurements]]
-deps = ["Calculus", "LinearAlgebra", "RecipesBase", "Requires"]
+deps = ["FiniteDifferences", "LinearAlgebra", "RecipesBase", "Requires"]
 path = ".."
 uuid = "eff96d63-e80a-5855-80a2-b1b0885c5ab7"
 version = "2.5.0"
@@ -197,6 +197,12 @@ git-tree-sha1 = "cfbac6c1ed70c002ec6361e7fd334f02820d6419"
 uuid = "ae029012-a4dd-5104-9daa-d747884805df"
 version = "1.1.2"
 
+[[Richardson]]
+deps = ["LinearAlgebra"]
+git-tree-sha1 = "e03ca566bec93f8a3aeb059c8ef102f268a38949"
+uuid = "708f8203-808e-40c0-ba2d-98a6953ed40d"
+version = "1.4.0"
+
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 
@@ -220,6 +226,12 @@ git-tree-sha1 = "5919936c0e92cff40e57d0ddf0ceb667d42e5902"
 uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
 version = "1.3.0"
 
+[[StaticArrays]]
+deps = ["LinearAlgebra", "Random", "Statistics"]
+git-tree-sha1 = "9da72ed50e94dbff92036da395275ed114e04d49"
+uuid = "90137ffa-7385-5640-81b9-e52037218182"
+version = "1.0.1"
+
 [[Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

docs/Project.toml

@@ -1,8 +1,8 @@
 [deps]
 AutoGrad = "6710c13c-97f1-543f-91c5-74e8f7d95b35"
-Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
 Cuba = "8a292aeb-7a57-582c-b821-06e4c11590b1"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
+FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000"
 QuadGK = "1fd47b50-473d-5c70-9696-f719f8f3bcdc"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"

src/Measurements.jl

@@ -21,9 +21,6 @@ __precompile__()
 
 module Measurements
 
-# Calculus is used to calculate numerical derivatives in "@uncertain" macro.
-using Calculus
-
 using Requires
 
 # Functions provided by this package and exposed to users

src/math.jl

@@ -25,6 +25,9 @@
 #
 ### Code:
 
+# FiniteDifferences is used to calculate numerical derivatives in "@uncertain" macro.
+using FiniteDifferences
+
 export @uncertain
 
 # This function is to be used by methods of mathematical operations to produce a
@@ -147,14 +150,14 @@ according to rules of linear error propagation theory.
 
 Function `f` can accept any number of real arguments.
 """
-macro uncertain(expr::Expr)
+macro uncertain(expr::Expr, p::Int=4)
     f = esc(expr.args[1]) # Function name
     n = length(expr.args) - 1
     if n == 1
         a = esc(expr.args[2]) # Argument, of Measurement type
         return quote
             x = measurement($a)
-            result($f(x.val), Calculus.derivative($f, x.val), x)
+            result($f(x.val), FiniteDifferences.central_fdm($(esc(p)), 1)($f, x.val), x)
         end
     else
         a = expr.args[2:end] # Arguments, as an array of expressions
@@ -163,7 +166,8 @@ macro uncertain(expr::Expr)
         argsval =:([])  # Build up the array of values of arguments
         [push!(argsval.args, :($(args.args[i]).val)) for i=1:n] # Fill the array
         return :( result($f($argsval...),
-                         Calculus.gradient(x -> $f(x...), $argsval),
+                         FiniteDifferences.grad(FiniteDifferences.central_fdm($(esc(p)), 1),
+                                                x -> $f(x...), $argsval)[1],
                          $args) )
     end
 end

test/runtests.jl

@@ -1,4 +1,4 @@
-using Measurements, SpecialFunctions, QuadGK, Calculus
+using Measurements, SpecialFunctions, QuadGK, FiniteDifferences
 using Test, LinearAlgebra, Statistics, Unitful
 
 import Base: isapprox
@@ -295,7 +295,7 @@ end
         end
     end
     for c in (-1 ± 1, 0 ± 1, 1 ± 1)
-        @test sinc(c) ≈ @uncertain(sinc(c)) rtol = 1e-7
+        @test sinc(c) ≈ @uncertain(sinc(c)) atol = 1e-7
         @test cosc(c) ≈ @uncertain(cosc(c)) rtol = 1e-7
         @test Measurements.value(sinc(c) ^ 2 + cosc(c) ^ 2) == 1
     end
@@ -755,16 +755,16 @@ end
     @test QuadGK.quadgk(cos, x, y)[1] ≈
         @uncertain(((x,y) -> QuadGK.quadgk(cos, x, y)[1])(x, y))
     @test QuadGK.quadgk(sin, -y, y)[1] ≈
-        @uncertain((x -> QuadGK.quadgk(sin, -x, x)[1])(y)) atol = 1e-10
+        @uncertain((x -> QuadGK.quadgk(sin, -x, x)[1])(y)) atol = 1.5e-10
     @test QuadGK.quadgk(exp, 0.4, x)[1] ≈
         @uncertain((x -> QuadGK.quadgk(exp, 0.4, x)[1])(x))
 end
 
-@testset "Calculus" begin
+@testset "FiniteDifferences" begin
     for a in (w, x, y)
-        @test Calculus.derivative(exp, a + w) ≈ exp(a + w)
-        @test Calculus.derivative(t -> sin(t * x), a) ≈  x * cos(a * x)
-        @test Calculus.derivative(t -> y * cos(t), a) ≈ -y * sin(a)
+        @test FiniteDifferences.central_fdm(5, 1)(exp, a + w) ≈ exp(a + w)
+        @test FiniteDifferences.central_fdm(5, 1)(t -> sin(t * x), a) ≈  x * cos(a * x)
+        @test FiniteDifferences.central_fdm(5, 1)(t -> y * cos(t), a) ≈ -y * sin(a)
     end
 end