Automatic evaluations of cross-derivatives

DOI10.1090/S0025-5718-2013-02717-2zbMath1278.65022OpenAlexW2006353862WikidataQ57389583 ScholiaQ57389583MaRDI QIDQ2862529

Marat Zilberman, Andreas Griewank, Lutz Lehmann, Hernan Leövey

Publication date: 15 November 2013

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02717-2

zbMATH Keywords

interpolationcomputational complexityfast Fourier transformmixed partial derivativescomplexity reductioncross-derivativesKaratsuba's methodpolynomial multiplications

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Symbolic computation and algebraic computation (68W30) Monte Carlo methods (65C05) Numerical methods for discrete and fast Fourier transforms (65T50) Numerical differentiation (65D25) Complexity and performance of numerical algorithms (65Y20)

Related Items

A general approach to generate random variates for multivariate copulae, Quasi-Monte Carlo methods for lattice systems: a first look, Comparing high-order multivariate AD methods

Uses Software

• MersenneTwister
• Rapsodia
• sobol.cc

Cites Work

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