BibTeX
@ARTICLE{
Aguirre-Mesa2020MAL,
author = "Aguirre-Mesa, Andres M. and Garcia, Manuel J. and Millwater, Harry",
title = "{MultiZ}: A Library for Computation of High-Order Derivatives Using Multicomplex or
Multidual Numbers",
year = "2020",
publisher = "Association for Computing Machinery",
address = "New York, NY, USA",
volume = "46",
number = "3",
issn = "0098-3500",
url = "https://doi.org/10.1145/3378538",
doi = "10.1145/3378538",
abstract = "Multicomplex and multidual numbers are two generalizations of complex numbers with
multiple imaginary axes, useful for numerical computation of derivatives with machine precision. The
similarities between multicomplex and multidual algebras allowed us to create a unified library to
use either one for sensitivity analysis. This library can be used to compute arbitrary order
derivates of functions of a single variable or multiple variables. The storage of matrix
representations of multicomplex and multidual numbers is avoided using a combination of
one-dimensional resizable arrays and an indexation method based on binary bitwise operations. To
provide high computational efficiency and low memory usage, the multiplication of hypercomplex
numbers up to sixth order is carried out using a hard-coded algorithm. For higher hypercomplex
orders, the library uses by default a multiplication method based on binary bitwise operations. The
computation of algebraic and transcendental functions is achieved using a Taylor series
approximation. Fortran and Python versions were developed, and extensions to other languages are
self-evident.",
journal = "ACM Trans. Math. Softw.",
month = "jul",
articleno = "23",
numpages = "30",
keywords = "high order derivatives, multicomplex, Commutative hypercomplex, hyperdual,
multidual",
ad_theotech = "Complex Step Differentiation, Higher Order"
}
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