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A mathematical view of automatic differentiation

Please always quote using this URN:urn:nbn:de:0296-matheon-771
  • Automatic, or algorithmic, differentiation addresses the need for the accurate and efficient calculation of derivative values in scientific computing. To this end procedural programs for the evaluation of problem-specific functions are transformed into programs that also compute the required derivative values at the same numerical arguments in floating point arithmetic. Disregarding many important implementation issues, we examine in this article complexity bounds and other more mathematical aspects of the program transformation task sketched above.

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Metadaten
Author:Andreas Griewank
URN:urn:nbn:de:0296-matheon-771
Referee:Peter Deuflhard
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2004/11/02
Release Date:2004/09/02
Preprint Number:68
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