Publication: A New Implementation of Automatic Differentiation for Use with Numerical Software
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A New Implementation of Automatic Differentiation for Use with Numerical Software

- Technical report -
 

Author(s)
Paul H. Davis , John D. Pryce

Institution
School of Mathematics, University of Bristol

Year
1987

Abstract
A sparse automatic differentiation technique for calculating partial derivatives is presented. The algorithms only calculate the derivatives of a function which are not identically zero. The algorithms derived can be used to calculate the derivatives of a function to an arbitrary level. It is shown how to implement the technique in a numerical software package using a parsing technique.

BibTeX
@TECHREPORT{
         Davis1987ANI,
       AUTHOR = "Davis, Paul H. and Pryce, John D.",
       TITLE = "A New Implementation of Automatic Differentiation for Use with Numerical Software",
       TYPE = "Technical Report",
       NUMBER = "AM--87--11",
       INSTITUTION = "School of Mathematics, University of Bristol",
       ADDRESS = "Bristol, U.K.",
       YEAR = "1987",
       REFERRED = "[Stephens1987Pfi].",
       KEYWORDS = "point algorithm; differentiation arithmetic; parser.",
       ABSTRACT = "A sparse automatic differentiation technique for calculating partial derivatives is
         presented. The algorithms only calculate the derivatives of a function which are not identically
         zero. The algorithms derived can be used to calculate the derivatives of a function to an arbitrary
         level. It is shown how to implement the technique in a numerical software package using a parsing
         technique."
}


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