May 2019
Intermediate to advanced
452 pages
12h 16m
English
A set of techniques to numerically evaluate the derivative of a mathematical function specified by a computer program is known as automatic differentiation. Also referred to as algorithmic or computational differentiation, it applies the chain rule repeatedly to a sequence of arithmetic operations and functions in a program and an arbitrary order derivative is computed automatically. The end result is accurately of working precision. The following diagram demonstrates the functionality of automatic differentiation:

A programming model in which entire programs are differentiated through ...
Read now
Unlock full access