Optimal Implementation of Differentiation Arithmetic.
Abstract
Differentiation arithmetic is an ordered-pair arithmetic which evaluates both the value and derivative of functions defined by formulas or subroutines, without symbolics or approximations. As in the case of complex arithmetic, multiplication and division are defined in terms of several real operations. Algorithms are given for evaluation of these operations with the same accuracy as real multiplication and division, that is, to the closest floating-point number. The same kind of optimal implementation is described for Taylor arithmetic, which permits calculation of Taylor coefficients of arbitrary order for functions defined by formulas or subroutines. Keywords: Automatic differentiation; Optimal computer arithmetic. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1986
- Accession Number
- ADA167494
Entities
People
- Louis B. Rall
Organizations
- University of Wisconsin–Madison