Comparing high-order multivariate AD methods

DOI10.1080/10556788.2018.1472256zbMath1401.65026OpenAlexW2803951950WikidataQ129816001 ScholiaQ129816001MaRDI QIDQ4685594

Benjamin Altman, Richard D. Neidinger

Publication date: 9 October 2018

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

Full work available at URL: https://doi.org/10.1080/10556788.2018.1472256

zbMATH Keywords

interpolationforwarddifferentiationhigh orderseriesmultivariate

Mathematics Subject Classification ID

Numerical interpolation (65D05) Multidimensional problems (41A63) Interpolation in approximation theory (41A05) Numerical differentiation (65D25) Complexity and performance of numerical algorithms (65Y20)

Related Items (1)

Multivariate Polynomial Interpolation in Newton Forms

Uses Software

• Matlab
• FFADlib

Cites Work

• Unnamed Item
• Efficient recurrence relations for univariate and multivariate Taylor series coefficients
• Automatic evaluations of cross-derivatives
• Evaluating Derivatives
• Introduction to Automatic Differentiation and MATLAB Object-Oriented Programming
• Data structure and algorithms for fast automatic differentiation
• Directions for computing truncated multivariate Taylor series
• Evaluating higher derivative tensors by forward propagation of univariate Taylor series
• Accurate Sum and Dot Product

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