首页   按字顺浏览 期刊浏览 卷期浏览 Structured second-and higher-order derivatives through univariate Taylor series*
Structured second-and higher-order derivatives through univariate Taylor series*

 

作者: C. Bischof,   G. Corliss,   A. Griewank,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1993)
卷期: Volume 2, issue 3-4  

页码: 211-232

 

ISSN:1055-6788

 

年代: 1993

 

DOI:10.1080/10556789308805543

 

出版商: Gordon and Breach Science Publishers

 

关键词: Automatic differentiation;second-order partial derivatives;Hessian matrices;Taylor series;computational complexity

 

数据来源: Taylor

 

摘要:

Second- and higher-order derivatives are required by applications in scientific computation, especially for optimization algorithms. The two complementary ideas of interpolating partial derivatives from univariate Taylor series and preaccumulating of “local” derivatives form the mathematical foundations for accurate, efficient computation of second-and higher-order partial derivatives for large codes. We compute derivatives in a fashion that parallelizes well, exploits sparsity or other structure frequently found in Hessian matrices, can compute only selected elements of a Hessian matrix, and computes Hessian × vector products.

 

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