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Automatic Differentiation and its Program Realization
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SYSNO ASEP 0310704 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Automatic Differentiation and its Program Realization Title Automatické derivování a jeho programová realizace Author(s) Hartman, J. (CZ)
Lukšan, Ladislav (UIVT-O) SAI, RID
Zítko, J. (CZ)Source Title Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 45, č. 5 (2009), s. 865-883Number of pages 19 s. Language eng - English Country CZ - Czech Republic Keywords automatic differentiation ; modeling languages ; systems of optimization Subject RIV BA - General Mathematics R&D Projects IAA1030405 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000273488700012 EID SCOPUS 83455255475 Annotation Automatic differentiation is an effective method for evaluating derivatives of function, which is defined by a formula or a program. Program for evaluating of value of function is by automatic differentiation modified to program, which also evaluates values of derivatives. Computed values are exact up to computer precision and their evaluation is very quick. In this article, we describe a program realization of automatic differentiation. This implementation is prepared in the system UFO, but its principles can be applied in other systems. We describe, how the operations are stored in the first part of the derivative computation and how this records are effectively used in the second part of the computation. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2010
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