An algorithm for exact evaluation of multivariate functions and their derivatives to any order (Q1101181)
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scientific article; zbMATH DE number 4046945
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| English | An algorithm for exact evaluation of multivariate functions and their derivatives to any order |
scientific article; zbMATH DE number 4046945 |
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An algorithm for exact evaluation of multivariate functions and their derivatives to any order (English)
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1988
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One of the first operations encountered in elementary analysis is differentiation. If one function is composed from others using standard binary operations and the individual derivatives of each of these others is known, the derivative of the original function may be determined (using what is known as the ``chain'' rule and other elementary binary operations). The author has previously introduced a formalism for carrying this process automatically, to provide only numerical results relatively painlessly. In this paper, he reviews that process and extends it to deal with derivatives of multivariate functions of any order.
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automatic differentiation
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data structures
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multivariate functions
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0.8610848188400269
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0.8164156675338745
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0.8096981644630432
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0.8060096502304077
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0.7951831221580505
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