Automatic differentiation : techniques and applications

Bibliographic Information

Automatic differentiation : techniques and applications

Louis B. Rall

(Lecture notes in computer science, 120)

Springer-Verlag, 1981

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Note

Bibliography: p. [153]-158

Includes indexes

Description and Table of Contents

Table of Contents

Formula translation.- Formula differentiation.- Generation of Taylor coefficients.- Examples of software for automatic differentiation and generation of Taylor coefficients.- Automatic computation of gradients, Jacobians, Hessians, and applications to optimization.- Automatic error analysis.- Solution of nonlinear systems of equations.- Numerical integration with regorous error estimation.- Additional notes of techniques, applications, and software.

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