Automatic Differentiation Of Algorithms
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Automatic Differentiation Of Algorithms
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Author : George Corliss
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-01-08
Automatic Differentiation Of Algorithms written by George Corliss and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-08 with Computers categories.
A survey book focusing on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and parallelizers, as well as their applications. The key objective is to survey the field and present the recent developments. In doing so the topics covered shed light on a variety of perspectives. They reflect the mathematical aspects, such as the differentiation of iterative processes, and the analysis of nonsmooth code. They cover the scientific programming aspects, such as the use of adjoints in optimization and the propagation of rounding errors. They also cover "implementation" problems.
The Art Of Differentiating Computer Programs
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Author : Uwe Naumann
language : en
Publisher: SIAM
Release Date : 2012-01-01
The Art Of Differentiating Computer Programs written by Uwe Naumann and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-01 with Mathematics categories.
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: examples and exercises, including hints to solutions; the prototype AD tools dco and dcc for use with the examples and exercises; first- and higher-order tangent-linear and adjoint modes for a limited subset of C/C++, provided by the derivative code compiler dcc; 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.
Automatic Differentiation Of Algorithms
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Author : George Corliss
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-21
Automatic Differentiation Of Algorithms written by George Corliss and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Computers categories.
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.
Evaluating Derivatives
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Author : Andreas Griewank
language : en
Publisher: SIAM
Release Date : 2008-11-06
Evaluating Derivatives written by Andreas Griewank and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-06 with Mathematics categories.
This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
Automatic Differentiation Of Algorithms
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Author : Andreas Griewank
language : en
Publisher: Society for Industrial & Applied
Release Date : 1991
Automatic Differentiation Of Algorithms written by Andreas Griewank and has been published by Society for Industrial & Applied this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Computers categories.
Mathematics of Computing -- Numerical Analysis.
Computational Differentiation
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Author : M. Berz
language : en
Publisher: Soc for Industrial & Applied Math
Release Date : 1996
Computational Differentiation written by M. Berz and has been published by Soc for Industrial & Applied Math this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Computers categories.
This volume encompasses both the automatic transformation of computer programs as well as the methodologies for the efficient exploitation of mathematical underpinnings or program structure.
Modern Computational Finance
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Author : Antoine Savine
language : en
Publisher: John Wiley & Sons
Release Date : 2018-11-20
Modern Computational Finance written by Antoine Savine and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-20 with Mathematics categories.
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
Automatic Differentiation
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Author : Louis B. Rall
language : en
Publisher: Springer
Release Date : 1981
Automatic Differentiation written by Louis B. Rall and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Mathematics categories.
Understanding Machine Learning
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Author : Shai Shalev-Shwartz
language : en
Publisher: Cambridge University Press
Release Date : 2014-05-19
Understanding Machine Learning written by Shai Shalev-Shwartz and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-19 with Computers categories.
Introduces machine learning and its algorithmic paradigms, explaining the principles behind automated learning approaches and the considerations underlying their usage.