Automatic differentiation of quadrature

DOI10.1080/10556788.2011.561539zbMath1242.65046OpenAlexW1974007287MaRDI QIDQ2885479

Marina Menshikova, Shaun A. Forth

Publication date: 23 May 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.561539

zbMATH Keywords

numerical resultsautomatic differentiationMATLABquadraturetruncation errorstetrachoric correlationmesh sensitivities

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical differentiation (65D25) Numerical integration (65D30)

Uses Software

• Matlab

Cites Work

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• Sensitivity analysis of ordinary differential equation systems - a direct method
• Using forward accumulation for automatic differentiation of implicitly-defined functions
• Numerical methods and software for sensitivity analysis of differential-algebraic systems
• Fitting psychometric models with methods based on automatic differentiation
• An efficient overloaded implementation of forward mode automatic differentiation in MATLAB
• Reverse aumulation and imploicit functions
• Automatic differentiation of numerical integration algorithms
• Reliable solution of special event location problems for ODEs
• On Discretization and Differentiation of Operators with Application to Newton’s Method

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