A Finite Algorithm for the Exact Evaluation of Higher-Order Partial Derivatives of Functions of Many Variables

R. Kalaba, Leigh Tesfatsion () and Wang, J.-L.

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

Abstract: This article develops an algorithm for the exact forward-mode automatic evaluation of higher order partial derivatives using derivative arrays, now referred to as the FEED (Fast Efficient Evaluation of Derivatives) algorithm. Building on previous work by R. Wengert, the FEED algorithm proceeds by decomposing the evaluation of complicated functions of many variables into a sequence of simpler evaluations of special functions of one or two variables. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

Keywords: Automatic differentiation; exact forward-mode automatic evaluation; higher-order partial derivatives (search for similar items in EconPapers)
JEL-codes: C0 (search for similar items in EconPapers)
Date: 2004-01-13
View citations in EconPapers

Published in Journal of Mathematical Analysis and Applications, 1983, Vol. 92, pp. 552-563.

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:isu:genres:11211

Access Statistics for this paper

More papers in Staff General Research Papers from Iowa State University, Department of Economics
Address: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Contact information at EDIRC.
Series data maintained by Stephanie Bridges ().