Automatic Differentiation: Techniques and Applications

Louis B. Rall (eds.)9783540108610, 3540108610

Table of contents :
Introduction….Pages 1-2
Formula translation….Pages 3-8
Formula differentiation….Pages 9-34
Generation of Taylor coefficients….Pages 35-53
Examples of software for automatic differentiation and generation of Taylor coefficients….Pages 54-90
Automatic computation of gradients, Jacobians, Hessians, and applications to optimization….Pages 91-111
Automatic error analysis….Pages 112-121
Solution of nonlinear systems of equations….Pages 122-135
Numerical integration with regorous error estimation….Pages 136-151
Additional notes of techniques, applications, and software….Pages 152-154