scientific article; zbMATH DE number 2065146

MaRDI QIDQ4459813zbMATH OpenFDO

Authors Christian H. Bischof, H. Martin Bücker, Bruno Lang

Publication date 18 May 2004

zbMATH Keywords

divided differencescomparison of methodsgradientshigher-order derivativesoperator overloadingcode transformationcomputer algebra systemsAutomatic differentiationsymbolic differentiationAD toolsforward and reverse mode

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Numerical differentiation (65D25)

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(12)

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• Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations
• Automatic computation of derivatives with the use of the multilevel differentiating technique. I: Algorithmic basis

Describes a project that uses

Uses Software

• ADIC
• ADIFOR
• ADOL-C

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