Dual numbers are an extension of real numbers, similar to complex numbers. They are formed by adjoining an infinitesimal element, denoted by ε (epsilon), which satisfies ε² = 0 but ε ≠ 0. A dual number is typically written in the form a + bε, where a and b are real numbers.
The structure of dual numbers allows for unique properties:
One of the most powerful applications of dual numbers is in automatic differentiation (AD). By evaluating a function with a dual number input, we can simultaneously compute the function’s value and its derivative.
Consider a function f(x). If we evaluate f(a + bε), the result is f(a) + f'(a)bε. If we choose b=1, we get f(a) + f'(a)ε, directly yielding both the function value and its derivative at ‘a’.
Dual numbers find applications in:
A common misconception is that dual numbers are just like complex numbers. However, the key difference lies in ε² = 0, which leads to different algebraic properties and applications, particularly in AD.
The dual part is the coefficient of ε, representing the infinitesimal change.
Complex numbers have i² = -1, while dual numbers have ε² = 0.
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