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Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation: 19 (Frontiers in Applied Mathematics, Series Number 19) - Tapa blanda

Griewank, Andreas

 
9780898714517: Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation: 19 (Frontiers in Applied Mathematics, Series Number 19)

Sinopsis

Covers the fundamentals of AD and its software, methods for sparse problems, higher derivatives, nonsmooth problems, and program reversal schedules.

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Reseña del editor

Algorithmic, or automatic, differentiation (AD) is concerned with the accurate and efficient evaluation of derivatives for functions defined by computer programs. No truncation errors are incurred, and the resulting numerical derivative values can be used for all scientific computations that are based on linear, quadratic, or even higher order approximations to nonlinear scalar or vector functions. In particular, AD has been applied to optimization, parameter identification, equation solving, the numerical integration of differential equations, and combinations thereof. Apart from quantifying sensitivities numerically, AD techniques can also provide structural information, e.g., sparsity pattern and generic rank of Jacobian matrices.

Product Description

Book by Griewank Andreas

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