An algorithm for exact evaluation of multivariate functions and their derivatives to any order
type: Item
instance of: scholarly article
title: An algorithm for exact evaluation of multivariate functions and their derivatives to any order
zbMATH Open document ID: 0642.65012
DOI: 10.1016/0167-9473(88)90058-8
author: Anthony S. Wexler
published in: Computational Statistics and Data Analysis
publication date: 1988-01-01T00:00:00Z
review text: One of the first operations encountered in elementary analysis is differentiation. If one function is composed from others using standard binary operations and the individual derivatives of each of these others is known, the derivative of the original function may be determined (using what is known as the ``chain'' rule and other elementary binary operations). The author has previously introduced a formalism for carrying this process automatically, to provide only numerical results relatively painlessly. In this paper, he reviews that process and extends it to deal with derivatives of multivariate functions of any order.
Mathematics Subject Classification ID: 65D25
Mathematics Subject Classification ID: 65D15
zbMATH DE Number: 4046945
zbMATH Keywords: automatic differentiation
zbMATH Keywords: data structures
zbMATH Keywords: multivariate functions
reviewed by: James N. Lyness
MaRDI profile type: Publication
full work available at URL: 0167-9473(88)90058-8
OpenAlex ID: W2037594285
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description: scientific article; zbMATH DE number 4046945