| Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation Contributor(s): Griewank, Andreas (Author) |
|
 |
ISBN: 0898714516 ISBN-13: 9780898714517 Publisher: Society for Industrial and Applied Mathematic OUR PRICE: $58.90 Product Type: Paperback Published: January 1987 |
| Additional Information |
| BISAC Categories: - Mathematics | Differential Equations - General - Computers | Programming - General |
| Dewey: 515.33 |
| LCCN: 99052587 |
| Physical Information: 390 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This first comprehensive treatment of AD describes all chainrule-based techniques for evaluating derivatives of composite functions with particular emphasis on the reverse, or adjoint, mode. The corresponding complexity analysis shows that gradients are always relatively cheap, while the cost of evaluating Jacobian and Hessian matrices is found to be strongly dependent on problem structure and its efficient exploitation. |
