[SciPy-user] [ANN][Automatic Differentiation] Beta Version of PYADOLC

Pauli Virtanen pav@iki...
Tue May 12 11:41:54 CDT 2009


Tue, 12 May 2009 16:35:10 +0200, Robert Cimrman wrote:
> the topic of automatic differentiation is very interesting for me (also
> in light of my announcement here not so long ago...). Does ADOL-C derive
> the code so that analytical formulas for the jacobians are obtained, or
> does it use some finite differencing scheme? I am not familiar with AD,
> so pardon my ignorance.

See http://en.wikipedia.org/wiki/Automatic_differentiation

AD typically builds an "implicit" graph expression corresponding to the 
computation, and constructs the Jacobian based on that. So it's not 
symbolic or numerical differentiation.

-- 
Pauli Virtanen



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