Automatic evaluations of cross-derivatives

نویسندگان

  • Andreas Griewank
  • Lutz Lehmann
  • Hernan Leövey
  • Marat Zilberman
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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عنوان ژورنال:
  • Math. Comput.

دوره 83  شماره 

صفحات  -

تاریخ انتشار 2014