ADIFOR–Generating Derivative Codes from Fortran Programs

The numerical methods employed in the solution of many scientific computing problems require the computation of derivatives of a function f R n →R m . Both the accuracy and the computational requirements of the derivative computation are usually of critical importance for the robustness and speed of...

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Bibliographic Details
Published in:Scientific programming Vol. 1; no. 1; pp. 11 - 29
Main Authors: Bischof, Christian, Carle, Alan, Corliss, George, Griewank, Andreas, Hovland, Paul
Format: Journal Article
Language:English
Published: 01.01.1992
ISSN:1058-9244, 1875-919X
Online Access:Get full text
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