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Automatic Differentiation

Ulrich Kulisch, Rolf Hammer, Matthias Hocks and Dietmar Ratz
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Ulrich Kulisch: Universität Karlsruhe, Institut für Angewandte Mathematik
Rolf Hammer: Universität Karlsruhe, Institut für Angewandte Mathematik
Matthias Hocks: Universität Karlsruhe, Institut für Angewandte Mathematik
Dietmar Ratz: Universität Karlsruhe, Institut für Angewandte Mathematik

Chapter Chapter 5 in C++ Toolbox for Verified Computing I, 1995, pp 70-92 from Springer

Abstract: Abstract In many applications of numerical and scientific computing, it is necessary to compute derivatives of functions. Simple examples are methods for finding the zeros, maxima, or minima of nonlinear functions. There are three different methods to get the values of the derivatives: numerical differentiation, symbolic differentiation, and automatic differentiation.

Keywords: Elementary Function; Arithmetic Operation; Truncation Error; Interval Arithmetic; Numerical Differentiation (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-79651-7_5

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DOI: 10.1007/978-3-642-79651-7_5

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