Automatic evaluations of cross-derivatives

DOI10.1090/S0025-5718-2013-02717-2MaRDI QIDQ2862529zbMATH OpenOpenAlexWikidataFDO

Authors Andreas Griewank, Lutz Lehmann, Marat Zilberman, Hernan Leovey

Publication date 15 November 2013

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0025-5718-2013-02717-2

zbMATH Keywords

computational complexityinterpolationcomplexity reductionfast Fourier transformmixed partial derivativescross-derivativesKaratsuba's methodpolynomial multiplications

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical methods (including Monte Carlo methods) (91G60) Symbolic computation and algebraic computation (68W30) Numerical differentiation (65D25) Numerical methods for discrete and fast Fourier transforms (65T50)

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Cites work

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Cited in

(3)

• Quasi-Monte Carlo methods for lattice systems: a first look
• A general approach to generate random variates for multivariate copulae
• Comparing high-order multivariate AD methods

Describes a project that uses

Uses Software

• sobol.cc
• Rapsodia
• MersenneTwister

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