The Art of Differentiating Computer Programs: An Introduction to Algorithmic DifferentiationSIAM, 26.01.2012 - 358 Seiten This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as applications to real-world numerical simulation programs. Readers will find: ? Many examples and exercises, including hints to solutions ? The prototype AD tools dco and dcc for use with the examples and exercises ? First- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++, provided by the derivative code compiler dcc ? A supplementary website containing sources of all software discussed in the book, additional exercises and comments on their solutions (growing over the coming years), links to other sites on AD, and errata. Ideal for undergraduate and graduate students, the book is also suitable for researchers and developers at all levels who need an introduction to AD. |
Inhalt
se24_ch1 | 1 |
se24_ch2 | 37 |
se24_ch3 | 91 |
se24_ch4 | 147 |
se24_ch5 | 209 |
se24_appa | 243 |
se24_appb | 257 |
se24_appc | 261 |
se24_bm | 333 |
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The Art of Differentiating Computer Programs: An Introduction to Algorithmic ... Uwe Naumann Eingeschränkte Leseprobe - 2012 |
Häufige Begriffe und Wortgruppen
accepted accumulation adjoint code algorithm application approximation arg1 assignment becomes bison Chapter char co_a co_a 1 S_tape column computational Consider const contains correct corresponding cost cout d co_t defined Definition derivative code differentiation direction discussed double double& evaluation example Figure finite differences first-order flex function given gradient grammar Hence Hessian illustration implementation initialized input Jacobian linear Listing memory mode names Newton nonlinear obtained operator optimization original output parse tree parser performed problem projections push RECORD Refer required double respectively result reverse reverse mode reverse section second-order adjoint code second-order tangent-linear shown side single solution stack stored subroutine symbol Table tangent-linear code tape tape entry variables vector void yields zero