The Art of Differentiating Computer Programs - An Introduction to Algorithmic Differentiation
The Art of Differentiating Computer Programs - An Introduction to Algorithmic Differentiation
复制标题
计算机程序微分的艺术 - 算法微分简介
DOI：
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发表时间：
2012
期刊：
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通讯作者：
U. Naumann
中科院分区：
文献类型：
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作者：
U. Naumann
这是第一本关于算法（也称为自动）微分（AD）的入门级书籍，提供了生成一阶和高阶切线线性和伴随代码的基本规则。作者涵盖了数学基础，以及如何将这些意见，以现实世界的数值模拟程序。读者会发现许多例子和练习，包括解决方案的提示。还包括用于示例和练习的原型AD工具dco和dcc。衍生代码编译器dcc为有限的C/C++子集提供了一阶和高阶切线线性和伴随模式。此外，读者还可以访问一个补充网站，其中包含本书中讨论的所有软件的源代码、额外的练习和对其解决方案的评论（未来几年将不断增加）、到其他AD网站的链接以及勘误表。观众：这本书是为本科生和研究生在计算科学，工程，金融以及应用数学和计算机科学。它将为各级研究人员和开发人员提供对AD的直观介绍。
This is the first entry-level book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation of first- and higher-order tangent-linear and adjoint code. The author covers the mathematical underpinnings as well as how to apply these observations to real-world numerical simulation programs. Readers will find many examples and exercises, including hints to solutions. Also included are the prototype AD tools dco and dcc for use with the examples and exercises. The derivative code compiler dcc provides first- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++. In addition, readers will have access to a supplementary website containing sources of all software discussed in the book, additional exercises and comments on their solutions (growing over the coming years), links to other sites on AD, and errata. Audience: This book is intended for undergraduate and graduate students in computational science, engineering, and finance as well as applied mathematics and computer science. It will provide researchers and developers at all levels with an intuitive introduction to AD.