Automatic computation of partial derivatives and rounding error estimates with applications to large-scale systems of nonlinear equations

DOI10.1016/0377-0427(88)90298-1zbMath0677.65015MaRDI QIDQ1123531

Takashi Tsuchiya, Masao Iri, Mamoru Hoshi

Publication date: 1988

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(88)90298-1

zbMATH Keywords

algorithm; Jacobian; error estimates; large-scale systems; numerical differentiation; automatic computation; rounding errors; partial derivatives

Mathematics Subject Classification ID

65H10: Numerical computation of solutions to systems of equations

65D25: Numerical differentiation

65Yxx: Computer aspects of numerical algorithms

Related Items

On operators defining a family of nonanalyticC ∞-functions, Automatic differentiation of the vector that solves a parametric linear system, Matrix inversion algorithms by means of automatic differentiation, Sum of uniformly distributed random variables and a family of nonalyticC ∞-functions

Cites Work

• Automatic differentiation: techniques and applications
• The complexity of partial derivatives
• First Partial Differentiation by Computer with an Application to Categorical Data Analysis
• Simultaneous computation of functions, partial derivatives and estimates of rounding errors —Complexity and practicality—
• Computational Graphs and Rounding Error
• A simple automatic derivative evaluation program
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item