Hostname: page-component-cd9895bd7-dk4vv Total loading time: 0 Render date: 2024-12-28T02:05:36.766Z Has data issue: false hasContentIssue false
  • English
  • Français

A mathematical view of automatic differentiation

Published online by Cambridge University Press:  29 July 2003

Andreas Griewank
Andreas Griewank
Affiliation:
Institute of Scientific Computing, Department of Mathematics, Technische Universität Dresden, 01052 Dresden, Germany E-mail: [email protected]
Get access Rights & Permissions [Opens in a new window]

Abstract

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.

Type
Research Article
Information
Acta Numerica , Volume 12 , May 2003 , pp. 321 - 398
Copyright
© Cambridge University Press 2003

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)