Automatic Evaluations of Cross-Derivatives
Please always quote using this URN:urn:nbn:de:0296-matheon-6617
- Cross–derivatives are mixed partial derivatives that are obtained by differentiating at most once in every coordinate direction. They are a computational tool in combinatorics and high– dimensional integration. Here we present two methods of computing exact values of all cross– derivatives at a given point both following the general philosophy of automatic differentiation. Implementation details are discussed and numerical results given.
Author: | Andreas Griewank, Lutz Lehmann, Hernan Leovey, Marat Zilberman |
---|---|
URN: | urn:nbn:de:0296-matheon-6617 |
Referee: | Harry Yserentant |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2010/07/01 |
Release Date: | 2010/07/01 |
Institute: | Humboldt-Universität zu Berlin |
Preprint Number: | 680 |