Automatic Differentiation

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perapong promchant

Abstract

Finding the derivative of function in mathematical science can be determined by definition. Formula called Symbolic differentiation and calculating the estimation of numerical derivatives using a method called Numerical differentiation but computer programming to create application software that requires the determination of derivative values ​​cannot be calculated by using derivative formulas to calculate in the process of program processing. Therefore there is a way to find the calculation of the derivative called Automatic differentiation, which can be written as an algorithm to write as a command, according to the syntax of a computer language. Making the principle of automatic derivative is very useful for learning in the science of computational science using computer program estimation.

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Academic Articles

References

Griewank, Andreas; Walther, Andrea (2008). Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation. Other Titles in Applied Mathematics. (2nd ed.). SIAM.

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Li,X. and Zhong,w.(2001). Applying Extended Automatic Differentiation Technique to Process System Optimization Problem. Proceedings of the American Control Conference, pp. 25-27, America.