Gradient Algorithmic Diierentiation in Maple
نویسندگان
چکیده
Many scientiic applications require computation of the derivatives of a function f : IR n ! IR m as well as the function values of f itself. All computer algebra systems can diierentiate functions represented by formulae. But not all functions can be described by formulae. And formulae are not always the most eeective means for representing functions and derivatives. In this paper we describe the algorithms used by the Maple 2] routine GRADIENT that accepts as input a Maple procedure for the computation of f and outputs a new Maple procedure that computes the gradient of f. The design of the GRADIENT routine is such that it is also trivial to generate Maple procedures for the computation Jacobians and Hessians.
منابع مشابه
On Automatic Diierentiation 1 on Automatic Diierentiation
In comparison to symbolic diierentiation and numerical diierencing, the chain rule based technique of automatic diierentiation is shown to evaluate partial derivatives accurately and cheaply. In particular it is demonstrated that the reverse mode of automatic diierentiation yields any gradient vector at no more than ve times the cost of evaluating the underlying scalar function. After developin...
متن کاملAn Algorithmic Study of the Construction of Higher-order One-dimensional Castillo-Grone Mimetic Gradient and Divergence Operators
Observation This entire document is written in Maple 16; its related PDF file will be generated depicting the construction of a 4th-order accurate mimetic divergence, thus matching Appendix J of [3]. However, the interested reader can download this Maple worksheet, make necessary changes, and produce the appropriate tailored results: Please state the required order of accuracy (an even integer ...
متن کاملOn Automatic Differentiation
In comparison to symbolic diierentiation and numerical diierencing, the chain rule based technique of automatic diierentiation is shown to evaluate partial derivatives accurately and cheaply. In particular it is demonstrated that the reverse mode of automatic diierentiation yields any gradient vector at no more than ve times the cost of evaluating the underlying scalar function. After developin...
متن کاملA Variational Method for Numerical Diierentiation
A new method is given for eeecting numerical diierentiation by means of an optimization procedure. The method is shown to be eeective for the diierentiation of noisy functions, and stability and convergence results for a steepest descent implementation are proved.
متن کاملAutomatic Diierentiation, Tangent Linear Models, and (pseudo)adjoints 1
This paper provides a brief introduction to automatic diierentiation and relates it to the tangent linear model and adjoint approaches commonly used in meteorology. After a brief review of the forward and reverse mode of automatic diierentiation, the ADIFOR automatic diierentiation tool is introduced, and initial results of a sensitivity-enhanced version of the MM5 PSU/NCAR mesoscale weather mo...
متن کامل