Automatic Differentiation of Functions of Derivatives

R. Kalaba and Leigh Tesfatsion ()

Staff General Research Papers from Iowa State University, Department of Economics

Abstract: In Kalaba, Tesfatsion, and Wang (JMAA,1983) the FEED algorithm was introduced for the exact forward-mode automatic evaluation of higher-order partial derivatives of functions of many variables using derivative arrays. This study demonstrates that FEED can be applied to a much broader class of functions than originally envisioned: namely, functions defined in terms of the derivatives of other functions. Such functions arise in many applications. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

Keywords: Automatic differentiation; functions of derivatives; FEED algorithm (search for similar items in EconPapers)
JEL-codes: B4 C0 (search for similar items in EconPapers)
Date: 2004-01-13

Published in Computers and Mathematics With Applications, 1986, Vol. 12A, pp. 1091-1103.

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Persistent link: http://EconPapers.repec.org/RePEc:isu:genres:11204

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