Do you trust derivatives or differences?

DOI10.1016/j.jcp.2014.04.056zbMath1352.65668OpenAlexW2043458938MaRDI QIDQ728560

Stefan M. Wild, Jorge J. Moré

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

numerical differentiationautomatic differentiationiterative solverscomputational noise

Mathematics Subject Classification ID

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

Related Items (6)

Dual numbers and automatic differentiation to efficiently compute velocities and accelerations ⋮ Finite differences for higher order derivatives of low resolution data ⋮ Two decades of blackbox optimization applications ⋮ Consistent treatment of incompletely converged iterative linear solvers in reverse-mode algorithmic differentiation ⋮ Differentiating through conjugate gradient ⋮ Derivative-free optimization methods

Uses Software

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

Cites Work

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• On the numerical stability of algorithmic differentiation
• A Jacobian-free Newton-Krylov algorithm for compressible turbulent fluid flows
• Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
• The university of Florida sparse matrix collection
• Estimating Derivatives of Noisy Simulations
• Estimating Computational Noise
• MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric Systems
• Relative Distance--An Error Measure in Round-Off Error Analysis
• Evaluating Derivatives
• Iterative Krylov Methods for Large Linear Systems

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