Automatic Differentiation: Techniques and Applications

Frontmatter

I. Introduction

II. Formula translation

III. Formula differentiation

IV. Generation of Taylor coefficients

V. Examples of software for automatic differentiation and generation of Taylor coefficients

VI. Automatic computation of gradients, Jacobians, Hessians, and applications to optimization

VII. Automatic error analysis

VIII. Solution of nonlinear systems of equations

IX. Numerical integration with regorous error estimation

X. Additional notes of techniques, applications, and software

Backmatter