Optimality-preserving elimination of linearities in Jacobian accumulation
Electronic transactions on numerical analysis, Tome 21 (2005), pp. 134-150
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
Keywords: Jacobian accumulation, linearities, constant folding
@article{ETNA_2005__21__a0,
author = {Naumann, Uwe and Utke, Jean},
title = {Optimality-preserving elimination of linearities in {Jacobian} accumulation},
journal = {Electronic transactions on numerical analysis},
pages = {134--150},
year = {2005},
volume = {21},
zbl = {1120.65315},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2005__21__a0/}
}
TY - JOUR AU - Naumann, Uwe AU - Utke, Jean TI - Optimality-preserving elimination of linearities in Jacobian accumulation JO - Electronic transactions on numerical analysis PY - 2005 SP - 134 EP - 150 VL - 21 UR - http://geodesic.mathdoc.fr/item/ETNA_2005__21__a0/ LA - en ID - ETNA_2005__21__a0 ER -
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/