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http://hdl.handle.net/10773/26588| Title: | AAD: breaking the primal barrier |
| Author: | Goloubentsev, Dmitri Lakshtanov, Evgeny |
| Keywords: | AAD Automatic adjoint differentiation Automatic differentiation C++ Code transformation Operator overloading |
| Issue Date: | 18-Sep-2019 |
| Publisher: | Wiley |
| Abstract: | In this article we present a new approach for automatic adjoint differentiation (AAD) with a special focus on computations where derivatives ∂F(X) ∂X are required for multiple instances of vectors X. In practice, the presented approach is able to calculate all the differentials faster than the primal (original) C++ program for F. |
| Peer review: | yes |
| URI: | http://hdl.handle.net/10773/26588 |
| ISSN: | 1540-6962 |
| Appears in Collections: | CIDMA - Artigos OGTCG - Artigos |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| wilmott.pdf | 180.21 kB | Adobe PDF | View/Open |
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