Automatic differentiation of iterative processes
type: Item
instance of: scholarly article
title: Automatic differentiation of iterative processes
zbMATH Open document ID: 0806.65012
DOI: 10.1016/0377-0427(94)90293-3
published in: Journal of Computational and Applied Mathematics
publication date: 1994-09-22T00:00:00Z
review text: Automatic differentiation is a method for computing the derivative values of a function \(f: D\subseteq \mathbb{R}^ n\to \mathbb{R}\), which is given in the form of an algorithm A. By using automatic differentiation it is intended to convert A into another algorithm \(\text{A}'\), which describes the forward mode of automatic differentiation. It permits to calculate the values of the derivative of a real-valued function given by a code list. In this paper the differentiation of a function \(f\) defined by an infinite code list or iterative process is studied. From previous investigations of application of automatic differentiation to iterative processes the contributions of \textit{J. C. Gilbert} [Optim. Methods Software 1, 13-21 (1992)] should be mentioned. The author ends his paper stating that for some special iterative processes, like some Newton methods, it can be proved that the differentiation can be done automatically.
Mathematics Subject Classification ID: 65D25
Mathematics Subject Classification ID: 65H05
zbMATH DE Number: 643747
zbMATH Keywords: automatic differentiation
zbMATH Keywords: algorithm
zbMATH Keywords: iterative processes
author: Thomas L. Beck
reviewed by: Dimitrie D. Stancu
describes a project that uses: Pascal-SC
describes a project that uses: JAKEF
MaRDI profile type: Publication
full work available at URL: 0377-0427(94)90293-3
OpenAlex ID: W2031888830
cites work: Q3759063
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description: scientific article; zbMATH DE number 643747