Automatic differentiation of iterative processes

DOI10.1016/0377-0427(94)90293-3MaRDI QIDQ1334755zbMATH OpenOpenAlexFDO

Authors Thomas L. Beck

Publication date 22 September 1994

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(94)90293-3

zbMATH Keywords

algorithmautomatic differentiationiterative processes

Mathematics Subject Classification ID

Numerical differentiation (65D25) Numerical computation of solutions to single equations (65H05)

Review text

Automatic differentiation is a method for computing the derivative values of a function \(f: D\subseteq \mathbb{R}^ n\to \mathbb{R}\), which is given in the form of an algorithm A. By using automatic differentiation it is intended to convert A into another algorithm \(\text{A}'\), which describes the forward mode of automatic differentiation. It permits to calculate the values of the derivative of a real-valued function given by a code list. In this paper the differentiation of a function \(f\) defined by an infinite code list or iterative process is studied. From previous investigations of application of automatic differentiation to iterative processes the contributions of \textit{J. C. Gilbert} [Optim. Methods Software 1, 13-21 (1992)] should be mentioned. The author ends his paper stating that for some special iterative processes, like some Newton methods, it can be proved that the differentiation can be done automatically.

Recommendations

• Introduction to automatic differentiation
• A mathematical view of automatic differentiation
• Perspectives on automatic differentiation: fast, present, and future?
• scientific article; zbMATH DE number 4141383
• Automatic differentiation and its program realization

Cites work

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Cited in

(8)

• On the discrete adjoints of adaptive time stepping algorithms
• Automatic differentiation of characterizing sequences
• scientific article; zbMATH DE number 1694753 (Why is no real title available?)
• scientific article; zbMATH DE number 992812 (Why is no real title available?)
• scientific article; zbMATH DE number 5353260 (Why is no real title available?)
• Fitting Matérn smoothness parameters using automatic differentiation
• Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
• The inverse source problem based on the radiative transfer equation in optical molecular imaging

Describes a project that uses

Uses Software

• Pascal-SC
• JAKEF

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