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Automatic Differentiation

Rall, L. B.

Automatic Differentiation

Formula translation.- Formula differentiation.- Generation of Taylor coefficients.- Examples of software for automatic differentiation and generation of Taylor coefficients.- Automatic computation of gradients, Jacobians, Hessians, and applications to optimization.- Automatic error analysis.- Solution of nonlinear systems of equations.- Numerical integration with regorous error estimation.- Additional notes of techniques, applications, and software.

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ISBN 9783540108610
Sprache eng
Cover Kartonierter Einband (Kt)
Verlag Springer Berlin Heidelberg
Jahr 19810801

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