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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.

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Metadaten
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
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