A recursive approach to multivariate automatic differentiation
نویسندگان
چکیده
منابع مشابه
A Recursive Approach to Multivariate Automatic Di erentiation
In one approach to automatic di erentiation, the range of a function is generalized from a single real value to an aggregate representing the values of the function and one or more derivatives. The operations and functions of elementary analysis are extended to these aggregates so as to preserve the validity of the derivatives. In this paper we develop a recursive approach to de ning the necess...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 1995
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556789508805632