Automatic evaluations of cross-derivatives
نویسندگان
چکیده
Cross–derivatives are mixed partial derivatives that are obtained by differentiating at most once in every coordinate direction. They are a computational tool in combinatorics and high– dimensional integration. Here we present two methods of computing exact values of all cross– derivatives at a given point both following the general philosophy of automatic differentiation. Implementation details are discussed and numerical results given.
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ورودعنوان ژورنال:
- Math. Comput.
دوره 83 شماره
صفحات -
تاریخ انتشار 2014