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Automatic Differentiation of Functions of Derivatives

Author

Listed:
  • Kalaba, Robert E.
  • Tesfatsion, Leigh S.

Abstract

In Kalaba, Tesfatsion, and Wang (JMAA,1983) the FEED algorithm was introduced for the exact forward-mode automatic evaluation of higher-order partial derivatives of functions of many variables using derivative arrays. This study demonstrates that FEED can be applied to a much broader class of functions than originally envisioned: namely, functions defined in terms of the derivatives of other functions. Such functions arise in many applications. Annotated pointers to related work can be accessed here: http://www2.econ.iastate.edu/tesfatsi/nasahome.htm

Suggested Citation

  • Kalaba, Robert E. & Tesfatsion, Leigh S., 1986. "Automatic Differentiation of Functions of Derivatives," Staff General Research Papers Archive 11204, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:11204
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    More about this item

    Keywords

    automatic differentiation; FEED algorithm;

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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