Other Titles in Applied Mathematics

Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation

作者:
A Griewank

关键词:

摘要:
Algorithmic, or automatic, differentiation (AD) is a growing area of theoretical research and software development concerned with the accurate and efficient evaluation of derivatives for function evaluations given as computer programs. The resulting derivative values are useful for all scientific computations that are based on linear, quadratic, or higher order approximations to nonlinear scalar or vector functions.

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