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Griewank, Andreas
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Algorithmic, or automatic, differentiation (AD) is a growing area of theoretical research and software development concerned with the accurate and efficient evaluation of derivatives for function evaluations given as computer programs. The resulting derivative values are useful for all scientific computations that are based on linear, quadratic, or higher order approximations to nonlinear scalar or vector functions.
AD has been applied in particular to optimization, parameter identification, nonlinear equation solving, the numerical integration of differential ...
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Philadelphia: Society for Industrial and Applied Mathematics, 2008
e20450763
eBooks Universitas Indonesia Library