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Automatic Differentiation of Algorithms

From Simulation to Optimization

Editors: Corliss, G., Faure, C., Griewank, A., Hascoet, L., Naumann, U. (Eds.)

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  • ISBN 978-1-4613-0075-5
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About this book

Automatic Differentiation (AD) is a maturing computational technology and has become a mainstream tool used by practicing scientists and computer engineers. The rapid advance of hardware computing power and AD tools has enabled practitioners to quickly generate derivative-enhanced versions of their code for a broad range of applications in applied research and development.
Automatic Differentiation of Algorithms provides a comprehensive and authoritative survey of all recent developments, new techniques, and tools for AD use. The book covers all aspects of the subject: mathematics, scientific programming (i.e., use of adjoints in optimization) and implementation (i.e., memory management problems). A strong theme of the book is the relationships between AD tools and other software tools, such as compilers and parallelizers. A rich variety of significant applications are presented as well, including optimum-shape design problems, for which AD offers more efficient tools and techniques.

Table of contents (45 chapters)

  • Differentiation Methods for Industrial Strength Problems

    Klein, Wolfram (et al.)

    Pages 3-23

  • Automatic Differentiation Tools in Optimization Software

    Moré, Jorge J.

    Pages 25-34

  • Using Automatic Differentiation for Second-Order Matrix-free Methods in PDE-constrained Optimization

    Keyes, David E. (et al.)

    Pages 35-50

  • Performance Issues in Automatic Differentiation on Superscalar Processors

    Bodin, François (et al.)

    Pages 51-57

  • Present and Future Scientific Computation Environments

    Hague, Steve (et al.)

    Pages 59-66

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-1-4613-0075-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-0-387-95305-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-1-4612-6543-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Automatic Differentiation of Algorithms
Book Subtitle
From Simulation to Optimization
Editors
  • George Corliss
  • Christele Faure
  • Andreas Griewank
  • Laurent Hascoet
  • Uwe Naumann
Copyright
2002
Publisher
Springer-Verlag New York
Copyright Holder
The Editor(s) (if applicable) and The Author(s) 2018
eBook ISBN
978-1-4613-0075-5
DOI
10.1007/978-1-4613-0075-5
Hardcover ISBN
978-0-387-95305-2
Softcover ISBN
978-1-4612-6543-6
Edition Number
1
Number of Pages
XXVII, 432
Number of Illustrations and Tables
84 b/w illustrations
Topics