Optimality-preserving elimination of linearities in Jacobian accumulation
Electronic transactions on numerical analysis, Tome 21 (2005), pp. 134-150.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: We consider a mathematical function that is implemented in a high-level programming language such as C or Fortran. This function is assumed to be differentiable in some neighborhood of a set of input arguments. For available local partial derivatives of the arithmetic operators and intrinsic functions provided by the programming language, the Jacobian of the function at the given arguments can be accumulated by using the chain rule. This technique is known as automatic differentiation of numerical programs.
Classification : 90C27, 26B10, 68N99
Keywords: Jacobian accumulation, linearities, constant folding
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     title = {Optimality-preserving elimination of linearities in {Jacobian} accumulation},
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Naumann, Uwe; Utke, Jean. Optimality-preserving elimination of linearities in Jacobian accumulation. Electronic transactions on numerical analysis, Tome 21 (2005), pp. 134-150. http://geodesic.mathdoc.fr/item/ETNA_2005__21__a0/