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Griewank, Andreas
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Evaluating derivatives: principles and techniques of algorithmic differentiation
Griewank A., Walther A., Society for Industrial and Applied Mathematics, Philadelphia, PA, 2008. 460 pp. Type: Book (9780898716597)
Evaluating derivatives of functions is a problem frequently encountered in various areas of scientific computing. This is especially important if the task at hand comes from a nonlinear problem, regardless of whether the precise backgr...
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Dec 12 2008
Algorithm 799: revolve: an implementation of checkpointing for the reverse or adjoint mode of computational differentiation
Griewank A., Walther A. ACM Transactions on Mathematical Software 26(1): 19-45, 2000. Type: Article
This is an excellent paper, describing a variant (“revolve”) of the basic form for reverse differentiation for computing the gradient of a scalar valued function, which enables computing this gradient of a function ...
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Oct 1 2000
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