Automatic Differentiation of Algorithms

From Simulation to Optimization

George Corliss, Christele Faure, Andreas Griewank, Laurent Hascoet, Uwe Naumann (Herausgeber)

Buch | Hardcover

432 Seiten

2002
Springer-Verlag New York Inc.
978-0-387-95305-2 (ISBN)

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Focuses on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and parallelizers, as well as their applications. This title sheds light on a variety of perspectives that reflect the mathematical aspects, such as the differentiation of iterative processes.

Automatic Differentiation (AD) is a maturing computational technology and has become a mainstream tool used by practicing scientists and computer engineers. The rapid advance of hardware computing power and AD tools has enabled practitioners to quickly generate derivative-enhanced versions of their code for a broad range of applications in applied research and development.
Automatic Differentiation of Algorithms provides a comprehensive and authoritative survey of all recent developments, new techniques, and tools for AD use. The book covers all aspects of the subject: mathematics, scientific programming (i.e., use of adjoints in optimization) and implementation (i.e., memory management problems). A strong theme of the book is the relationships between AD tools and other software tools, such as compilers and parallelizers. A rich variety of significant applications are presented as well, including optimum-shape design problems, for which AD offers more efficient tools and techniques.

Part titles: Invited Contributions.- Parameter Identification and Least Squares.- Applications in Ode's and Optimal Control.- Applications in PDE's.- Applications in Science and Engineering.- Maintaining and Enhancing Parallelism.- Exploiting Structure and Sparsity.- Space-Time Tradeoffs in the Reverse Mode.- Use of Second and Higher Derivatives.- Error Estimates and Inclusions.

Zusatzinfo	84 Illustrations, black and white; XXVII, 432 p. 84 illus.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Informatik ► Theorie / Studium ► Algorithmen
ISBN-10	0-387-95305-1 / 0387953051
ISBN-13	978-0-387-95305-2 / 9780387953052
Zustand	Neuware