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

Robert Cimrman cimrman3@ntc.zcu...
Tue May 12 11:50:08 CDT 2009


Pauli Virtanen wrote:
> 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.

Thank you Pauli. Note to myself: always ask search engines first.

cheers,
r.


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