PAMM · 2003 · 162 citations · 6 references
Natural SciencesComputer ScienceMathematicsAlgorithmsDerivativesDifferential EquationsDerivative AnalyticsAutomatic DifferentiationNumerical DifferentiationPartial Derivatives
Abstract Automatic, or algorithmic, differentiation (AD) is a chain rule‐based technique for evaluating derivatives of functions given as computer programs for their elimination. We review the main characteristics and application of AD and illustrate the methodology on a simple example.
6
Joseph Czyzyk, Michael P. Mesnier, Jorge J. Morè · IEEE Computational Science and Engineering · 1998 · 647 citations · Full text