Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation (Frontiers in Applied Mathematics) (by Andreas Griewank)


Author(s): Andreas Griewank

Publisher: Society for Industrial and Applied Mathematics
Publish date: 1987-01-01
ISBN-10: 0898714516
ISBN-13: 9780898714517
Language: English
Description: Algorithmic, or automatic, differentiation (AD) is concerned with
the accurate and efficient evaluation of derivatives for functions
defined by computer programs. No truncation errors are incurred,
and the resulting numerical derivative values can be used for all
scientific computations that are based on linear, quadratic, or
even higher order approximations to nonlinear scalar or vector
functions. In particular, AD has been applied to optimization,
parameter identification, equation solving, the numerical
integration of differential equations, and combinations thereof.
Apart from quantifying sensitivities numerically, AD techniques can
also… more…

Read Source: Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation (Frontiers in Applied Mathematics) (by Andreas Griewank)»

Leave a Reply

Your email address will not be published.