Automatic differentiation: Parallel computation of function, gradient, and Hessian matrix

DOI10.1016/0167-8191(90)90123-QMaRDI QIDQ914328zbMATH OpenFDO

Authors Herbert Fischer

Publication date 1990

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8191(90)90123-Q

zbMATH Keywords

automatic generation of derivativescomplexitygradientHessian matrixnonlinear optimizationparallel computationrational functions

Mathematics Subject Classification ID

Numerical differentiation (65D25) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

Review text

The author investigates which parts in the automatic generation of derivatives can be performed ``in parallel. It is presented a method for automatic and parallel computation of function, gradient and Hessian matrix for explicitly given rational functions.

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(12)

• Automation of nested matrix and derivative operations
• Automatic differentiation of iterative processes
• Efficient Automatic Differentiation of Matrix Functions
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