Automatic computation of derivatives with the use of the multilevel differentiating technique. I: Algorithmic basis

DOI10.1016/0898-1221(85)90188-9zbMath0595.65019MaRDI QIDQ1077866

Guennady Markovich Ostrovsky, Yury Markovich Volin

Publication date: 1985

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(85)90188-9

zbMATH Keywords

forward method; backward method; multilevel differentiating technique

Mathematics Subject Classification ID

65D25: Numerical differentiation

65Yxx: Computer aspects of numerical algorithms

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Roles of automatic differentiation in nonlinear analysis and high-quality computation, Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm, Adjoining Strategies for Multi-layered Programs, Automatic evaluation of derivatives, An algorithm for exact evaluation of multivariate functions and their derivatives to any order, Work by Robert Kalaba on automated sensitivity analysis, Automatic differentiation of functions of many variables, Automatic differentiation of algorithms, Adjoint code generator

Cites Work

• Unnamed Item
• Automatic differentiation: techniques and applications
• Automatic Differentiation of Computer Programs
• A simple automatic derivative evaluation program