Publication: Fast Forward Automatic Differentiation Library (FFADLib): A User Manual
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Fast Forward Automatic Differentiation Library (FFADLib): A User Manual

- Technical report -
 

Author(s)
M. Hall I. Tsukanov

Institution
Spatial Automation Laboratory, University of Wisconsin-Madison

Year
2000

Abstract
In this document we discuss the data structure and algorithms for direct application of recursive chain rules to numerical computations of partial derivatives in forward mode. The proposed data structure providing constant time access to the partial derivatives accelerates the automatic differentiation computations. We implemented the presented algorithms in a software package, which simplifies automatic differentiation of functions represented by a computer program. The library is available for public use and can be downloaded from http://sal-cnc.me.wisc.edu. This manual contains detailed descriptions of all library functions and several examples illustrating the applications and usage of the proposed automatic differentiation software.

BibTeX
@TECHREPORT{
         Tsukanov2000FFA,
       AUTHOR = "I. Tsukanov, M. Hall",
       TITLE = "Fast Forward Automatic Differentiation Library (FFADLib): A User Manual",
       INSTITUTION = "Spatial Automation Laboratory, University of Wisconsin-Madison",
       YEAR = "2000",
       type = "Technical report",
       number = "2000-4",
       address = "http://sal-cnc.me.wisc.edu/publications/auto_diff.html",
       month = "December",
       abstract = "In this document we discuss the data structure and algorithms for direct
         application of recursive chain rules to numerical computations of partial derivatives in forward
         mode. The proposed data structure providing constant time access to the partial derivatives
         accelerates the automatic differentiation computations. We implemented the presented algorithms in a
         software package, which simplifies automatic differentiation of functions represented by a computer
         program. The library is available for public use and can be downloaded from
         http://sal-cnc.me.wisc.edu. This manual contains detailed descriptions of all library functions and
         several examples illustrating the applications and usage of the proposed automatic differentiation
         software.",
       keywords = "multivariable arbitrary-order automatic differentiation, Taylor coefficients,
         Leibnitz chain rules, data structure"
}


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