Higher-order automatic differentiation of mathematical functions

DOI10.1016/J.CPC.2014.12.010MaRDI QIDQ312014zbMATH OpenOpenAlexWikidataFDO

Authors Isabelle Charpentier, C. Dal Cappello

Publication date 13 September 2016

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2014.12.010

zbMATH Keywords

higher-order derivativesautomatic differentiationmathematical functionsoperator overloading

Mathematics Subject Classification ID

Numerical differentiation (65D25) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24)

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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Algorithm 755: ADOL-C
• DNAD, a simple tool for automatic differentiation of Fortran codes using dual numbers
• Evaluating Derivatives
• Exponential polynomials
• Fast higher-order derivative tensors with Rapsodia
• On the efficient computation of high-order derivatives for implicitly defined functions

Cited in

(9)

• Optimized higher-order automatic differentiation for the Faddeeva function
• scientific article; zbMATH DE number 177776 (Why is no real title available?)
• Efficient higher-order derivatives of the hypergeometric function
• Sensitivity computations in higher order continuation methods
• Automatic differentiation of functions of derivatives
• \texttt{Arbogast}: higher order automatic differentiation for special functions with Modular C
• scientific article; zbMATH DE number 140020 (Why is no real title available?)
• Automatic differentiation of functions of many variables
• Numerical differentiation of tabulated functions with automatic choice of step-size

Describes a project that uses

Uses Software

• DLMF
• Cosy
• DNAD

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