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Introduction to Automatic Differentiation
Author(s) -
Griewank Andreas,
Walther Andrea
Publication year - 2003
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200310012
Subject(s) - automatic differentiation , simple (philosophy) , computer science , programming language , epistemology , philosophy , computation
Automatic, or algorithmic, differentiation (AD) is a chain rule‐based technique for evaluating derivatives of functions given as computer programs for their elimination. We review the main characteristics and application of AD and illustrate the methodology on a simple example.