Automatic evaluation of derivatives

DOI10.1016/0096-3003(87)90028-2MaRDI QIDQ1094082zbMATH OpenOpenAlexFDO

Authors Anthony S. Wexler

Publication date 1987

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(87)90028-2

zbMATH Keywords

derivativesgradientimplementation in FORTRAN

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Review text

The author presents a method for computing the exact value of the gradient of equations of many variables. It is accompanied by implementation in FORTRAN. The complicated derivatives can be calculated using much less than 64KB and small amount of time.

Recommendations

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Cites work

• A finite algorithm for the exact evaluation of higher order partial derivatives of functions of many variables
• A simple automatic derivative evaluation program
• Automatic computation of derivatives with the use of the multilevel differentiating technique. I: Algorithmic basis
• Automatic Differentiation of Computer Programs
• scientific article; zbMATH DE number 3686799 (Why is no real title available?)
• scientific article; zbMATH DE number 3473265 (Why is no real title available?)

Cited in

(16)

• An algorithm for exact evaluation of multivariate functions and their derivatives to any order
• Numerical derivatives and nonlinear analysis
• Work by Robert Kalaba on automated sensitivity analysis
• Numerical methods for three-dimensional models of the urine concentrating mechanism
• Automatic differentiation in MATLAB
• The effect of solution non-ideality on membrane transport in three- dimensional models of the renal concentrating mechanism
• Obtaining sample path derivatives by source code instrumentation
• Automatic evaluations of cross-derivatives
• scientific article; zbMATH DE number 3891110 (Why is no real title available?)
• Differentiation in PASCAL-SC: type GRADIENT
• scientific article; zbMATH DE number 3934790 (Why is no real title available?)
• Generalized derivatives of computer programs
• Making assumptions in the automated derivation
• An ADA library for automatic evaluation of derivatives
• Nonlinear least squares via automatic derivative evaluation
• On interval enclosures using slope arithmetic

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