The Art of Differentiating Computer Programs
The Art of Differentiating Computer ProgramsUwe Naumann
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The Art of Differentiating Computer Programs

The Art of Differentiating Computer Programs An Introduction to Algorithmic Differentiation

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In this entry-level book on algorithmic (also known as automatic) differentiation (AD) the author covers the mathematical underpinnings as well as applications to real-world numerical simulation programs. Readers will find many examples and exercises, including hints to solutions. A supplementary website contains software sources, additional exercises, useful links and errata.