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Automatic Differentiation of Algorithms
Bartholomew-Biggs, M.; Brown, S.; Christianson, B.; Dixon, L. (2000)We introduce the basic notions of Automatic Differentiation, describe some extensions which are of interest in the context of nonlinear optimization and give some illustrative examples. -
Sharing storage using dirty vectors
Christianson, B.; Dixon, L.; Brown, S. (Society for Industrial and Applied Mathematics (SIAM Press), 1996)Consider a computation F with n inputs (independent variables) and m outputs (dependent variables) and suppose that we wish to evaluate the Jacobian of F. Automatic differentiation commonly performs this evaluation by ...