Coarse grain automatic differentiation: A practical approach to fast and exact computation of first and second order derivatives in software
The evaluations done by a program at runtime can be modeled by computational Directed Acyclic Graphs (DAGs) at various abstraction levels. Applying the multivariate chain rule on those computational DAGs enables the automation of total derivatives computation, which is exploited at a fine-grain leve...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2017-01-01
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| Series: | Cogent Engineering |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23311916.2017.1412234 |