Algorithm 746: PCOMP—a Fortran code for automatic differentiation
Algorithm 746: PCOMP—a Fortran code for automatic differentiation
Automatic differentiation is an interesting and important tool for all numerical algorithms that require derivatives, e.g., in nonlinear programming, optimal control, parameter estimation, and differential equations. The basic idea is to avoid not only numerical approximations, which are expensive with respect to CPU time and contain round-off errors, but also …