Doubly Recursive Multivariate Automatic Differentiation

@article{Kalman2002DoublyRM,
  title={Doubly Recursive Multivariate Automatic Differentiation},
  author={Dan Kalman},
  journal={Mathematics Magazine},
  year={2002},
  volume={75},
  pages={187 - 202}
}
  • D. Kalman
  • Published 1 June 2002
  • Computer Science
  • Mathematics Magazine
system. That's right. The automatic differentiation system never formulates a symbolic expression for the derivative. Automatically calling on something like Mathematica to produce a symbolic derivative, and then plugging in a value for x is the wrong image entirely. Automatic differentiation is something completely different. Well OK, but so what? Symbolic algebra systems are so prevalent and powerful today, why should we be concerned with avoiding symbolic methods? There are two answers. The… 

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