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Perspectives on Automatic Differentiation: Past, Present, and Future?-
incollection
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Author(s)
Louis B. Rall
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Published in Automatic Differentiation: Applications, Theory, and Implementations
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Editor(s) H. M. Bücker, G. Corliss, P. Hovland, U. Naumann, B. Norris |
Year 2005 |
Publisher Springer |
Abstract Automatic (or algorithmic) differentiation (ad) is discussed from the standpoint of transformation of algorithms for evaluation of functions into algorithms for evaluation of their derivatives. Such finite numerical algorithms are commonly formulated as computer programs or subroutines, hence the use of the term ``automatic.″ Transformations to evaluate derivatives are thus based on the well-known formulas for derivatives of arithmetic operations and various differentiable intrinsic functions which constitute the basic steps of the algorithm. The chain rule of elementary calculus then guarantees the validity of the process. The chain rule can be applied in various ways to obtain what are called the ``forward″ and ``reverse″ modes of automatic differentiation. These modes are described in the context of the early stages of the development of ad, and a brief comparGUM1995Gttn is given. Following this brief survey, a view of present tasks and future prospects focuses on the need for further education, communication of results, and expansion of areas of application of ad. In addition, some final remarks are made concerning extension of the method of algorithm transformation to problems other than derivative evaluation. |
Cross-References Bucker2005ADA |
AD Theory and Techniques General, History |
BibTeX
@INCOLLECTION{
Rall2005PoA,
author = "Louis B. Rall",
title = "Perspectives on Automatic Differentiation: {P}ast, Present, and Future?",
editor = "H. M. B{\"u}cker and G. Corliss and P. Hovland and U. Naumann and B.
Norris",
booktitle = "Automatic Differentiation: {A}pplications, Theory, and Implementations",
series = "Lecture Notes in Computational Science and Engineering",
publisher = "Springer",
year = "2005",
abstract = "Automatic (or algorithmic) differentiation (AD) is discussed from the standpoint of
transformation of algorithms for evaluation of functions into algorithms for evaluation of their
derivatives. Such finite numerical algorithms are commonly formulated as computer programs or
subroutines, hence the use of the term ``automatic.'' Transformations to evaluate
derivatives are thus based on the well-known formulas for derivatives of arithmetic operations and
various differentiable intrinsic functions which constitute the basic steps of the algorithm. The
chain rule of elementary calculus then guarantees the validity of the process. The chain rule can be
applied in various ways to obtain what are called the ``forward'' and
``reverse'' modes of automatic differentiation. These modes are described in the context
of the early stages of the development of AD, and a brief comparGUM1995Gttn is given. Following this
brief survey, a view of present tasks and future prospects focuses on the need for further
education, communication of results, and expansion of areas of application of AD. In addition, some
final remarks are made concerning extension of the method of algorithm transformation to problems
other than derivative evaluation.",
crossref = "Bucker2005ADA",
ad_theotech = "General, History",
pages = "1--14",
doi = "10.1007/3-540-28438-9_1"
}
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