The Art of Differentiating Computer Programs : An Introduction to Algorithmic Differentiation (Software, Environments and Tools)

Naumann, Uwe

Society for Industrial & Applied（2012/01発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 340 p.
• 言語 ENG
• 商品コード 9781611972061
• DDC分類 003.3

Full Description

This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as how to apply these observations to real-world numerical simulation programs. Readers will find many examples and exercises, including hints to solutions. Also included are the prototype AD tools dco and dcc for use with the examples and exercises. The derivative code compiler dcc provides first- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++. In addition, readers will have access to a supplementary website containing sources of all software discussed in the book, additional exercises and comments on their solutions (growing over the coming years), links to other sites on AD, and errata.

Contents

* Preface* Acknowledgments* Optimality* Chapter 1Introduction* Chapter 2: First Derivative Code* Chapter 3: Higher Derivative Code* Chapter 4: Derivative Code Compilers-An Introductory Tutorial* Chapter 5: dcc-A Prototype Derivative Code Compiler* Appendix A: Derivative Code by Overloading* Appendix B: Syntax of dcc Input* Appendix C: (Hints on) Solutions* Bibliography* Index.