Algorithms and Design for a Second-Order Automatic Differentiation Module

Abstract

This article describes approaches to computing second-order derivatives with automatic differentiation (AD) based on the forward mode and the propagation of univariate Taylor series. Performance results are given that show the speedup possible with these techniques relative to existing approaches. We also describe a new source transformation AD module for… (More)
DOI: 10.1145/258726.258770

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