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Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation

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Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation - Griewank, Andreas, and Walther, Andrea
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Covers the fundamentals of AD and its software, methods for sparse problems, higher derivatives, nonsmooth problems, and program reversal schedules.

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Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation 2008, Society for Industrial and Applied Mathematics (SIAM), Philadelphia

ISBN-13: 9780898716597

2nd Revised edition

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