This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as how to apply these observations to real-world numerical simulation programs. Readers will find many examples and exercises, including hints to solutions. Also included are the prototype AD tools dco and dcc for use with the examples and exercises. The derivative ...
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This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as how to apply these observations to real-world numerical simulation programs. Readers will find many examples and exercises, including hints to solutions. Also included are the prototype AD tools dco and dcc for use with the examples and exercises. The derivative code compiler dcc provides first- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++. In addition, readers will have access to a supplementary website containing sources of all software discussed in the book, additional exercises and comments on their solutions (growing over the coming years), links to other sites on AD, and errata.
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Add this copy of The Art of Differentiating Computer Programs (Software, to cart. $161.18, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2012 by Society for Industrial and App.
Edition:
2012, Society for Industrial & Applied Mathematics,U.S.