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Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation - Couverture souple

Griewank, Andreas; Walther, Andrea

 
9780898716597: Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation
Couverture souple
ISBN 10 : 0898716594 ISBN 13 : 9780898716597
Editeur : Society for Industrial and Applied Mathematics, 2008

Synopsis

Algorithmic, or automatic, differentiation (AD) is a growing area of theoretical research and software development concerned with the accurate and efficient evaluation of derivatives for function evaluations given as computer programs. The resulting derivative values are useful for all scientific computations that are based on linear, quadratic, or higher order approximations to nonlinear scalar or vector functions. This second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity. There is also added material on checkpointing and iterative differentiation. To improve readability the more detailed analysis of memory and complexity bounds has been relegated to separate, optional chapters. The book consists of: a stand-alone introduction to the fundamentals of AD and its software; a thorough treatment of methods for sparse problems; and final chapters on program-reversal schedules, higher derivatives, nonsmooth problems and iterative processes.

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À propos des auteurs

Andreas Griewank is a former senior scientist of Argonne National Laboratory and authored the first edition of this book in 2000. He holds a Ph.D. from the Australian National University and is currently Deputy Director of the Institute of Mathematics at Humboldt University Berlin and a member of the DFG Research Center Matheon, Mathematics for Key Technologies. His main research interests are nonlinear optimization and scientific computing.

Andrea Walther studied mathematics and economy at the University of Bayreuth. She holds a doctorate degree from the Technische Universität Dresden. Since 2003 Andrea Walther has been Juniorprofessor for the analysis and optimization of computer models at the Technische Universität Dresden. Her main research interests are scientific computing and nonlinear optimization.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Society for Industrial and Applied Mathematics
Date d'édition
2008
Langue
anglais
ISBN 10 
0898716594
ISBN 13 
9780898716597
Reliure
Broché
Numéro d'édition
2
Nombre de pages
460
Coordonnées du fabricant
non disponible
Personne responsable
non disponible