A Hitchhiker's guide to automatic differentiation

DOI10.1007/s11075-015-0067-6zbMath1356.65076arXiv1411.0583OpenAlexW3122563667MaRDI QIDQ2630759

Philipp H. W. Hoffmann

Publication date: 22 July 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0583

zbMATH Keywords

automatic differentiationforward modesymbolic differentiation

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Related Items (6)

Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases ⋮ Algorithmic differentiation and hull-consistency enforcing using C++ template meta-programming ⋮ Motor estimation using heterogeneous sets of objects in conformal geometric algebra ⋮ Dual core generalized inverse of third-order dual tensor based on the T-product ⋮ Generalizations of singular value decomposition to dual-numbered matrices ⋮ Exact linear reduction for rational dynamical systems

Uses Software

• DiffSharp
• Pascal-SC

Cites Work

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• Nesting forward-mode AD in a functional framework
• Partial differential equations. 2nd ed
• Introduction to differentiable manifolds.
• A new framework for the computation of Hessians
• A First Look at Differential Algebra
• A Simply Typed λ-Calculus of Forward Automatic Differentiation
• Lazy multivariate higher-order forward-mode AD
• Evaluating Derivatives
• A mathematical view of automatic differentiation
• The Arithmetic of Differentiation
• Functional differentiation of computer programs
• A simple automatic derivative evaluation program
• Functional differentiation of computer programs
• Functional differentiation of computer programs

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