Using forward accumulation for automatic differentiation of implicitly-defined functions

DOI10.1023/A:1018382103801zbMath0912.65008MaRDI QIDQ1383827

Michael Bartholomew-Biggs

Publication date: 29 July 1998

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

convergencesystem of nonlinear equationsiterative schemeautomatic differentiationgradientpartial derivativesforward accumulationpost-differentiation technique

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical differentiation (65D25) Implicit function theorems, Jacobians, transformations with several variables (26B10)

Related Items

Automatic differentiation of quadrature, Automatic solver for non-linear partial differential equations with implicit local laws: Application to unilateral contact, The \(n\)th order implicit differentiation formula for two variables with an application to computing all roots of a transcendental function, Automatic differentiation of algorithms

Uses Software

• ADOL-C
• ADIFOR
• Odyssee