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Automatic differentiation and its program realization

Jan Hartman, Ladislav Lukšan, Jan Zítko (2009)

Kybernetika

Automatic differentiation is an effective method for evaluating derivatives of function, which is defined by a formula or a program. Program for evaluating of value of function is by automatic differentiation modified to program, which also evaluates values of derivatives. Computed values are exact up to computer precision and their evaluation is very quick. In this article, we describe a program realization of automatic differentiation. This implementation is prepared in the system UFO, but its...

Automatic differentiation platform : design

Christèle Faure (2002)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Automatic differentiation (AD) has proven its interest in many fields of applied mathematics, but it is still not widely used. Furthermore, existing numerical methods have been developed under the hypotheses that computing program derivatives is not affordable for real size problems. Exact derivatives have therefore been avoided, or replaced by approximations computed by divided differences. The hypotheses is no longer true due to the maturity of AD added to the quick evolution of machine capacity....

Automatic Differentiation Platform: Design

Christèle Faure (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Automatic differentiation (AD) has proven its interest in many fields of applied mathematics, but it is still not widely used. Furthermore, existing numerical methods have been developed under the hypotheses that computing program derivatives is not affordable for real size problems. Exact derivatives have therefore been avoided, or replaced by approximations computed by divided differences. The hypotheses is no longer true due to the maturity of AD added to the quick evolution of machine capacity....

Averages of quasi-continuous functions

Aleksander Maliszewski (1999)

Mathematica Bohemica

The goal of this paper is to characterize the family of averages of comparable (Darboux) quasi-continuous functions.

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