Argonne National Laboratory

Piecewise Linear AD via Source Transformation

TitlePiecewise Linear AD via Source Transformation
Publication TypeReport
Year of Publication2016
AuthorsBosse, T, Narayanan, SHK, Hascoet, L
Abstract

Algorithmic differentiation (AD) allows the efficient numerical computation of sensitivities for any mathematical function y = F(x), F: Rn to Rm that is sufficiently smooth and given by a finite straight-line code.

PDFhttp://www.mcs.anl.gov/papers/P6032-0716.pdf