Automatic differentiation and its program realization. (English) Zbl 1191.65017

Automatic differentiation is an efficient method for evaluating derivatives of functions given by computer programs, see A. Griewank and A. Walther [Evaluating derivatives. Principles and techniques of algorithmic differentiation. 2nd ed. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM). (2008; Zbl 1159.65026)]. In this paper, the authors discuss some properties of automatic differentiation and describe algorithms for computing of derivatives in the forward and reverse mode. The corresponding implementation is prepared in the interactive system UFO (= Universal Functional Optimization) developed in the Institute of Computer Science of the Academy of Sciences of the Czech Republic.


65D25 Numerical differentiation
68W30 Symbolic computation and algebraic computation
26A24 Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems


Zbl 1159.65026


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