A Hitchhiker’s Guide to Automatic Differentiation

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 m...

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Veröffentlicht in:	Numerical algorithms 2016-07, Vol.72 (3), p.775-811
1. Verfasser:	Hoffmann, Philipp H. W.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Algorithms Computer Science Differentiation Mathematical analysis Matrix algebra Numeric Computing Numerical Analysis Operators (mathematics) Original Paper Series expansion Taylor series Theory of Computation
Online-Zugang:	Volltext
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