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Automatic Differentiation of Computer Programs

- Article in a journal -
 

Author(s)
Gershon Kedem

Published in
ACM Transactions on Mathematical Software

Year
1980

Abstract
The author discusses how functions written in high level languages can be automatically differentiated. The set of functions allowed is restricted to a class called piecewise factorable functions. With this class of functions it is shown how to construct both Taylor series expansions and gradient calculations of the functions. With the use of the precompiler AUGMENT it is shown how to implement both of these. This is the first publication in English on the subject of autometic differentiation of programs. Earlier work includes [Joss76a].

AD Theory and Techniques
History

BibTeX
@ARTICLE{
         Kedem1980ADo,
       author = "Gershon Kedem",
       title = "Automatic Differentiation of Computer Programs",
       journal = "{ACM} Transactions on Mathematical Software",
       month = "June",
       year = "1980",
       volume = "6",
       number = "2",
       pages = "150--165",
       doi = "http://doi.acm.org/10.1145/355887.355890",
       referred = "[Rall1996AIt].",
       comment = "Also appeared as {\sl Mathematics Research Center Technical Summary No. 1697,}
         University of Wisconsin - MadGUM1995Gttn, 1976; and {\sl Proc. 1977 Army Numerical Analysis and
         Computer Conf.}, MadGUM1995Gttn, Wisc. 1977.",
       keywords = "automatic differentiation; Fortran subprograms.",
       abstract = "The author discusses how functions written in high level languages can be
         automatically differentiated. The set of functions allowed is restricted to a class called {\sl
         piecewise factorable functions}. With this class of functions it is shown how to construct both
         Taylor series expansions and gradient calculations of the functions. With the use of the precompiler
         AUGMENT it is shown how to implement both of these. This is the first publication in English on the
         subject of autometic differentiation of programs. Earlier work includes [Joss76a].",
       ad_theotech = "History"
}


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