Automatic Differentiation in MATLAB Using ADMAT with Applications
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2016
- Softcover
- New
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Condition: New
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The calculation of partial derivatives is a fundamental need in scientific computing. Automatic differentiation (AD) can be applied straightforwardly to obtain all necessary partial derivatives (usually first and, possibly, second derivatives) regardless of a code's complexity. However, the space and time efficiency of AD can be dramatically improved - sometimes transforming a problem from intractable to highly feasible - if inherent problem structure is used to apply AD in a judicious manner.This book discusses the efficient use of AD to solve real problems, especially multidimensional zero-finding and optimization, in the MATLAB environment. This book is concerned with the determination of the first and second derivatives in the context of solving scientific computing problems with an emphasis on optimization and solutions to nonlinear systems. The authors focus on the application rather than the implementation of AD, solve real nonlinear problems with high performance by exploiting the problem structure in the application of AD, and provide many easy to understand applications, examples, and MATLAB templates.…
Seller Inventory # LU-9781611974355
- Title
- Automatic Differentiation in MATLAB Using ADMAT with Applications
- Author
- Thomas F. Coleman, Wei Xu
- Publisher
- Society for Industrial and Applied Mathematics,U.S., US
- Publication year
- 2016
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1611974356
- ISBN 13
- 9781611974355
- Item weight
- 270 grams
"Synopsis" may belong to another edition of this title.
About the Author
Wei Xu is Research Manager at the Global Risk Institute (GRI), Toronto. Before joining GRI, Dr Xu was a Visiting Professor at the University of Waterloo. Previously, he was an Associate Professor at Tongji University, Shanghai. He co-founded Shanghai Raiyun Information Technology Ltd, a risk management services and solutions provider, and currently serves as its Director of R&D. His research has been featured in over 30 publications and he has co-authored a book on risk management.
"About the title" may belong to another edition of this title.
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