ALGORITHMS OF AUTOMATIC DIFFERENTIATION
自动微分的原理和方法

We study fundamentals and techniques of automatic differentiation by discussing the way for calculating different kinds of first-and second-order derivatives.First we present the first-and second-order differentiation models in a simple way,then discuss the costs in terms of operations count and memory for calculating different derivatives with different differentiation models,finally discuss some typical algorithms in solving the nonlinear problems via automatic differentiation with respect to the computat...