Publication: Algorithms of automatic differentiation
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Algorithms of automatic differentiation

- Article in a journal -
 

Author(s)
Qiang Cheng , Haibin Zhang , Bin Wang

Published in
MATHEMATICA NUMERICA SINICA

Year
2009

Abstract
We study fundamentals and techniques of automatic differentiation by discussing the wayfor calculatingdifferent kinds of first-andsecond-order derivatives.First we present the first-and second-order differentiation models in a simple way, then discuss the costs in terms of operations count and memory for calculating different derivatives with different differen tiation models, finally discuss some typical algorithms in solving the nonlinear problems via automatic differentiation with respect to the computational costs, both in operations count and in memory. Several fundamental techniques including checkpointing, forward accumu lating and backward accumulating are discussed.

AD Theory and Techniques
General

BibTeX
@ARTICLE{
         Cheng2009Aoa,
       title = "Algorithms of automatic differentiation",
       author = "Qiang Cheng, Haibin Zhang, Bin Wang",
       year = "2009",
       journal = "MATHEMATICA NUMERICA SINICA",
       volume = "31(1)",
       pages = "15--36",
       abstract = "We study fundamentals and techniques of automatic differentiation by discussing the
         wayfor calculatingdifferent kinds of first-andsecond-order derivatives.First we present the
         first-and second-order differentiation models in a simple way, then discuss the costs in terms of
         operations count and memory for calculating different derivatives with different differen tiation
         models, finally discuss some typical algorithms in solving the nonlinear problems via automatic
         differentiation with respect to the computational costs, both in operations count and in memory.
         Several fundamental techniques including checkpointing, forward accumu lating and backward
         accumulating are discussed.",
       ad_theotech = "General"
}


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