Derivative convergence for iterative equation solvers*
作者:
Andreas Griewank,
Christian Bischof,
George Corliss,
Alan Carle,
Karen Williamson,
期刊:
Optimization Methods and Software
(Taylor Available online 1993)
卷期:
Volume 2,
issue 3-4
页码: 321-355
ISSN:1055-6788
年代: 1993
DOI:10.1080/10556789308805549
出版商: Gordon and Breach Science Publishers
关键词: Derivative convergence;Automatic differentiation;Implicit functions;preconditioning;Newton-like methods;secant updates
数据来源: Taylor
摘要:
When nonlinear equation solvers are applied to parameter-dependent problems, their iterates can be interpreted as functions of these variable parameters. The derivatives (if they exist) of these iterated functions can be recursively evaluated by the forward mode of automatic differentiation. Then one may ask whether and how fast these derivative values converge to the derivative of the implicit solution function, which may be needed for parameter identification, sensitivity studies, or design optimization.
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