Algorithms and Design for a Second-Order Automatic Differentation Module (1997)
by
Jason Abate
,
Christian Bischof
,
Lucas Roh
,
Alan Carle
| Citations: | 10 - 4 self |
BibTeX
@MISC{Abate97algorithmsand,
author = {Jason Abate and Christian Bischof and Lucas Roh and Alan Carle},
title = {Algorithms and Design for a Second-Order Automatic Differentation Module},
year = {1997}
}
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Abstract
This paper describes approaches to computing second-order derivatives with automatic differentiation (AD) based on the forward mode and the propagation of univariate Taylor series. Performance results are given which show the speedup possible with these techniques. We also describe a new source transformation AD module for computing secondorder derivatives of C and Fortran codes and the underlying infrastructure used to create a language-independent translation tool.
