Data structure and algorithms for fast automatic differentiation Article

Tsukanov, I, Hall, M. (2003). Data structure and algorithms for fast automatic differentiation . INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 56(13), 1949-1972. 10.1002/nme.647

cited authors

  • Tsukanov, I; Hall, M

authors

abstract

  • In this paper we discuss the data structure and algorithms for the direct application of generalized Leibnitz rules to the numerical computation of partial derivatives in forward mode. The proposed data structure provides constant time access to the partial derivatives, which accelerates the automatic differentiation computations. The interaction among elements of the data structure is explained by several numerical examples. The paper contains analysis of the developed data structure and algorithms. © 2003 John Wiley and Sons, Ltd.

publication date

  • April 7, 2003

published in

Digital Object Identifier (DOI)

start page

  • 1949

end page

  • 1972

volume

  • 56

issue

  • 13