Higher-order automatic differentiation of mathematical functions

DOI10.1016/j.cpc.2014.12.010zbMath1344.65029OpenAlexW2009634354WikidataQ105651681 ScholiaQ105651681MaRDI QIDQ312014

Isabelle Charpentier, Claude Dal Cappello

Publication date: 13 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2014.12.010

zbMATH Keywords

automatic differentiationhigher-order derivativesmathematical functionsoperator overloading

Mathematics Subject Classification ID

Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Numerical differentiation (65D25)

Related Items (3)

Optimized higher-order automatic differentiation for the Faddeeva function ⋮ Arbogast: Higher order automatic differentiation for special functions with Modular C ⋮ Sensitivity computations in higher order continuation methods

Uses Software

• DLMF
• Cosy
• DNAD

Cites Work

• DNAD, a simple tool for automatic differentiation of Fortran codes using dual numbers
• On the efficient computation of high-order derivatives for implicitly defined functions
• Exponential polynomials
• Evaluating Derivatives
• Fast higher-order derivative tensors with Rapsodia
• Algorithm 755: ADOL-C
• Unnamed Item

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