A Finite Algorithm for the Exact Evaluation of Higher-Order Partial Derivatives of Functions of Many Variables
This article develops an algorithm for the exact forward-mode automatic evaluation of higher order partial derivatives using derivative arrays, now referred to as the FEED (Fast Efficient Evaluation of Derivatives) algorithm. Building on previous work by R. Wengert, the FEED algorithm proceeds by decomposing the evaluation of complicated functions of many variables into a sequence of simpler evaluations of special functions of one or two variables. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm
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|Date of creation:||01 Jan 1983|
|Date of revision:|
|Publication status:||Published in Journal of Mathematical Analysis and Applications 1983, vol. 92, pp. 552-563|
|Contact details of provider:|| Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070|
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
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