Automatic differentiation in prose

Authors:
F W Pfeiffer
Affiliations:
-
Venue:
ACM SIGNUM Newsletter
Year:
1987

Citing 6
Cited 2

Differentiation and generation of taylor coefficients in PASCAL-SC

Proc. of the symposium on A new approach to scientific computation
Differentiation in PASCAL-SC: type GRADIENT

ACM Transactions on Mathematical Software (TOMS)
Computational implementation of the multivariate Halley method for solving nonlinear systems of equations

ACM Transactions on Mathematical Software (TOMS)
Automatic Differentiation of Computer Programs

ACM Transactions on Mathematical Software (TOMS)
A simple automatic derivative evaluation program

Communications of the ACM
Compiling fast partial derivatives of functions given by algorithms

Compiling fast partial derivatives of functions given by algorithms

Function minimization and automatic differentiation using C++

OOPSLA '89 Conference proceedings on Object-oriented programming systems, languages and applications
Automatic differentiation using almost any language

ACM SIGNUM Newsletter

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Abstract

Much of the popular numerical software for solving nonlinear equations and nonlinear optimization problems require arrays of partial derivatives. Computing these derivatives efficiently and accurately has been an obstacle since the time of Newton. A little-known approach to computing derivatives, however, has made this obstacle disappear for users of one programming language. This short article presents an overview of the approach and its implementation in the language.