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Automatic Differentiation--A More Accurate and Efficient Way to Compute Derivatives

Authored on: Jan 25, 2011 by Anne Thomas Homescu

Technical Paper

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This paper presents the procedure of Automatic Differentiation, which provides an efficient and accurate way to compute derivatives. Step-by-step implementation is shown for two examples. Numerical results indicate that the speed-up achieved can be considerable, when the methodology is applied to a functional where the number of inputs is much larger compared to the number of outputs.
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