The if-problem in automatic differentiation

DOI10.1016/0377-0427(94)90294-1MaRDI QIDQ1334756zbMATH OpenOpenAlexFDO

Authors Herbert Fischer, Thomas L. Beck

Publication date 22 September 1994

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(94)90294-1

zbMATH Keywords

automatic differentiationbottom-up methodderivative-consistent representation of a functionif-problempiecewise defined function

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Numerical differentiation (65D25)

Review text

Within the last decade it has become apparent that the derivative of an explicitly given function can be computed efficiently by automatic differentiation techniques. These can be classified into two groups: the bottom-up and the top-down methods. The if-problem appears in both modes, so that the authors choose the bottom-up mode. Many computer programs defining a function use statements of the form: if \(B(x)\) then S1 else S2, where \(B(x)\) is a Boolean expression and S1 and S2 denote subprograms. This often leads to a piecewise definition of a function under consideration. In order to obtain correct results the authors make distinction between a function and its representations. In particular, they introduce the notion of derivative-consistent. Automatic differentiation applied to a derivative-consistent representation of a function yields correct results.

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Cites work

• Automatic differentiation of characterizing sequences
• Automatic differentiation of the vector that solves a parametric linear system
• Differentiation in PASCAL-SC: type GRADIENT
• scientific article; zbMATH DE number 3686799 (Why is no real title available?)
• scientific article; zbMATH DE number 140015 (Why is no real title available?)
• scientific article; zbMATH DE number 140039 (Why is no real title available?)
• The Variable Reduction Method for Nonlinear Programming

Cited in

(5)

• scientific article; zbMATH DE number 992812 (Why is no real title available?)
• How to Compute Antiderivatives
• Fitting Matérn smoothness parameters using automatic differentiation
• Automatic differentiation for ML-family languages: correctness via logical relations
• Making assumptions in the automated derivation

Describes a project that uses

Uses Software

• Pascal-SC

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