Automatic differentiation of quadrature

DOI10.1080/10556788.2011.561539zbMath1242.65046MaRDI QIDQ2885479

Marina Menshikova, Shaun A. Forth

Publication date: 23 May 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.561539

zbMATH Keywords

numerical results; automatic differentiation; MATLAB; quadrature; truncation errors; tetrachoric correlation; mesh sensitivities

Mathematics Subject Classification ID

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

65D25: Numerical differentiation

65D30: Numerical integration

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Unnamed Item
• Sensitivity analysis of ordinary differential equation systems - a direct method
• Using forward accumulation for automatic differentiation of implicitly-defined functions
• Numerical methods and software for sensitivity analysis of differential-algebraic systems
• Fitting psychometric models with methods based on automatic differentiation
• An efficient overloaded implementation of forward mode automatic differentiation in MATLAB
• Reverse aumulation and imploicit functions
• Automatic differentiation of numerical integration algorithms
• Reliable solution of special event location problems for ODEs
• On Discretization and Differentiation of Operators with Application to Newton’s Method