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Evaluating derivatives : principles and techniques of algorithmic differentiation / Andreas Griewank, Andrea Walther.

By: Contributor(s): Publication details: Philadelphia, PA : Society for Industrial and Applied Mathematics, c2008.Edition: 2nd edDescription: xxi, 438 p. : ill. ; 26 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780898716597
  • 0898716594
Subject(s): Genre/Form: DDC classification:
  • 515.33 GRI
Online resources:
Contents:
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.
Summary: 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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Item type Current library Call number Status Barcode
BOOKs NLS 515.33 GRI (Browse shelf(Opens below)) Available 23142

Includes bibliographical references (p. 411-432) and index.

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.