What is … Algorithmic Differentiation?

This page hosts information on Hernan Leovey's talk "What is … Algorithmic Differentiation?" at the "What is …?" seminar. The talk will take place on Friday, October 23, 12:30pm at the BMS Loft at Urania. This talk will help you better understand the BMS Friday talk by Andreas Griewank, which will start at 2pm.

Abstract

Practically all calculus based numerical methods for nonlinear computations are based on truncated Taylor expansions of problem-specific functions. The basic assumption of AD is that the function to be differentiated is at least conceptually evaluated by a sequence of "elemental" statements. We will see how the basic forward mode of Automatic Differentiation works and also some advanced applications to the field of high dimensional integration.

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