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Automatic differentiation of computer programs in a parallel computing environment
(Computational Mechanics, 1997)
This paper gives an introduction to a number of methods collectively known as Automatic Differentiation (AD). AD is the systematic application of the rules of calculus to computer programs yielding, as output, programs ...
Sharing storage using dirty vectors
(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 ...