Computational Differentiation


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Computational Methods in Decision-Making, Economics and Finance


Computational Methods in Decision-Making, Economics and Finance

Author: Erricos John Kontoghiorghes

language: en

Publisher: Springer Science & Business Media

Release Date: 2013-11-11


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Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.

Computational Techniques And Applications - Proceedings Of The Sixth Biennial Conference


Computational Techniques And Applications - Proceedings Of The Sixth Biennial Conference

Author: Henry J Gardner

language: en

Publisher: World Scientific

Release Date: 1994-06-28


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This volume contains papers on computational mathematics, development, implementation, and application of numerical algorithms, the development and application of computational systems, and numerical modelling. Also featured are reports on applications of advanced computer architectures and innovative visualisation techniques. It will be a help for developers and implementors of computational methods who wish to find out more about the work of those applying the technology to problems in engineering and science, and vice versa.

Automatic Differentiation of Algorithms


Automatic Differentiation of Algorithms

Author: George Corliss

language: en

Publisher: Springer Science & Business Media

Release Date: 2013-11-21


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Automatic Differentiation (AD) is a maturing computational technology and has become a mainstream tool used by practicing scientists and computer engineers. The rapid advance of hardware computing power and AD tools has enabled practitioners to quickly generate derivative-enhanced versions of their code for a broad range of applications in applied research and development. Automatic Differentiation of Algorithms provides a comprehensive and authoritative survey of all recent developments, new techniques, and tools for AD use. The book covers all aspects of the subject: mathematics, scientific programming (i.e., use of adjoints in optimization) and implementation (i.e., memory management problems). A strong theme of the book is the relationships between AD tools and other software tools, such as compilers and parallelizers. A rich variety of significant applications are presented as well, including optimum-shape design problems, for which AD offers more efficient tools and techniques.