Efficient Derivative Codes through Automatic Differentiation and Interface Contraction: An Application in Biostatistics

DOI10.1137/S1064827595281800zbMath0891.65016WikidataQ23919050 ScholiaQ23919050MaRDI QIDQ4376221

Donna Spiegelman, Mario Casella, Christian H. Bischof, Paul D. Hovland

Publication date: 10 February 1998

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

automatic differentiation; derivatives; ADIFOR; computational cost; log-likelihood functions; computational differentiation; interface contraction

Mathematics Subject Classification ID

65D25: Numerical differentiation

65Y20: Complexity and performance of numerical algorithms

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Uses Software

• ADOL-C
• GRESS
• Maple
• PADRE2
• ADIFOR
• ADIC
• MINPACK-2
• Odyssee