Numerical Derivatives and Nonlinear Analysis (Mathematical Concepts and Methods in Science and Engineering) (Volume 31) (by Karl Spingarn, Harriet Kagiwada, Nima Rasakhoo, Robert Kalaba)


Author(s): Karl Spingarn, Harriet Kagiwada, Nima Rasakhoo, Robert Kalaba

Publisher: Springer
Publish date: 2012-03-22
ISBN-10: 1468450581
ISBN-13: 9781468450583
Language: English
Description: For many years it has been an article of faith of numerical
analysts that the evaluation of derivatives of complicated
functions should be avoided. Derivatives were evaluated using
finite differences or, more recently, using symbolic manipulation
packages. The first has the disadvantage of limited accuracy. The
second has disadvantages of being expensive and requiring
considerable computer memory. The recent developments described in
this text allow the evaluation of derivatives using simple
automatic derivative evaluation subroutines pro­ grammed in FORTRAN
or BASIC. These subroutines can even be programmed on a personal
computer. The concept for… more…

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