Publication: A Mathematical View of Automatic Differentiation
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A Mathematical View of Automatic Differentiation

- incollection -
 

Author(s)
Andreas Griewank

Published in
Acta Numerica

Year
2003

Publisher
Cambridge University Press

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.

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General

BibTeX
@INCOLLECTION{
         Griewank2003AMV,
       AUTHOR = "Andreas Griewank",
       TITLE = "A Mathematical View of Automatic Differentiation",
       booktitle = "Acta Numerica",
       VOLUME = "12",
       YEAR = "2003",
       PAGES = "321--398",
       publisher = "Cambridge University Press",
       doi = "10.1017/S0962492902000132",
       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.",
       ad_theotech = "General"
}


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