A A Source Transformation via Operator Overloading Method for the Automatic Differentiation of Mathematical Functions in MATLAB
نویسندگان
چکیده
Automatic differentiation, or as it has more recently been termed, algorithmic differentiation, (AD) is the process of determining accurate derivatives of a function defined by computer programs [Griewank 2008] using the rules of differential calculus. The objective of AD is to employ the rules of differential calculus in an algorithmic manner in order to efficiently obtain a derivative that is accurate to machine precision. AD exploits the fact that a computer program that contains an implementation of a mathematical function y = f(x) can be decomposed into a sequence of elementary function
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