Do you trust derivatives or differences?

DOI10.1016/J.JCP.2014.04.056MaRDI QIDQ728560zbMATH OpenOpenAlexFDO

Authors Jorge J. Moré, Stefan M. Wild

Publication date 20 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2014.04.056

zbMATH Keywords

iterative solversnumerical differentiationautomatic differentiationcomputational noise

Mathematics Subject Classification ID

Numerical algorithms for computer arithmetic, etc. (65Y04)

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• Estimating derivatives of noisy simulations
• Estimates of derivatives of random functions. II
• Methods for numerical differentiation of noisy data
• Wavelet-based filters for accurate computation of derivatives
• Discrete Lanczos derivatives of noisy data

Cites work

• scientific article; zbMATH DE number 1440908 (Why is no real title available?)
• A Jacobian-free Newton-Krylov algorithm for compressible turbulent fluid flows
• Estimating Computational Noise
• Estimating derivatives of noisy simulations
• Evaluating Derivatives
• Iterative Krylov Methods for Large Linear Systems
• Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
• MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems
• On the numerical stability of algorithmic differentiation
• Parallel iterative methods for sparse linear systems
• Relative Distance--An Error Measure in Round-Off Error Analysis
• The University of Florida sparse matrix collection

Cited in

(9)

• Finite differences for higher order derivatives of low resolution data
• Estimating derivatives of noisy simulations
• Dual numbers and automatic differentiation to efficiently compute velocities and accelerations
• Derivative-free optimization methods
• scientific article; zbMATH DE number 3865126 (Why is no real title available?)
• Consistent treatment of incompletely converged iterative linear solvers in reverse-mode algorithmic differentiation
• Differentiating through conjugate gradient
• Two decades of blackbox optimization applications
• Small errors in random zeroth-order optimization are imaginary

Describes a project that uses

Uses Software

• INTLAB
• SparseMatrix
• ADiMat
• MINRES-QLP
• MINRES

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