Evaluating derivatives : Principles and techniques of algorithmic differentiation Andreas Griewank, Andrea Walther
Publication details: Philadelphia, PA : Society for Industrial and Applied Mathematics, c2008.Edition: 2nd edDescription: xxi, 438 p. ill. 26 cmISBN:- 9780898716597 (alk. paper)
- 0898716594 (alk. paper)
- 515.33
- QA304
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Carti | IMAR | 515.33-GRI (Browse shelf(Opens below)) | 1 | Available | 0035677 |
eng
Bibliografie p. 411
Index p. 433
Introduction -- A framework for evaluating functions -- Fundamentals of forward and reverse -- Memory issues and complexity bounds -- Repeating and extending reverse -- Implementation and software -- Sparse forward and reverse -- Exploiting sparsity by compression -- Going beyond forward and reverse -- Jacobian and Hessian accumulation -- Observations on efficiency -- Reversal schedules and checkpointing -- Taylor and tensor coefficients -- Differentiation without differentiability -- Implicit and iterative differentiation -- Epilogue.
This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
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