BibTeX
@ARTICLE{
Hoffmann2015AHG,
author = "Hoffmann, Philipp H. W.",
title = "A Hitchhiker's Guide to Automatic Differentiation",
journal = "Numerical Algorithms",
year = "2015",
pages = "1--37",
abstract = "This article provides an overview of some of the mathematical principles of
Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward
Mode of AD, like the matrix-vector product based approach, the idea of lifting functions to the
algebra of dual numbers, the method of Taylor series expansion on dual numbers and the application
of the push-forward operator, and explain why they all reduce to the same actual chain of
computations.We further give a short mathematical description of some methods of higher-order
Forward AD and, at the end of this paper, briefly describe the Reverse Mode of Automatic
Differentiation.",
issn = "1572-9265",
doi = "10.1007/s11075-015-0067-6",
url = "http://dx.doi.org/10.1007/s11075-015-0067-6",
ad_theotech = "Introduction"
}
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