Computing derivatives of computer programs
Christian H Bischof, H. M. Buecker · TUbilio (Technical University of Darmstadt) · 2000
Automatic dierentiation is introduced as a powerful technique to compute deriva-tives of functions given in the form of a computer program in a high-level program-ming language such as Fortran, C, or C++. In contrast to traditional approaches such as handcoding of analytic expressions, numerical approximation by divided dierences, or manipulation of symbolic algebraic expressions by computer algebra systems, automatic dierentiation oers the following substantial benets: it is ac-curate up to machine precision, ecient in terms of computational cost, applicable to a 1-line formula as well as to a 100,000-line code, and can be produced with minimal human eort. 1