Standard Article

Automatic Differentiation

Statistical and Numerical Computing

  1. Hans Julius Skaug

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vaa029

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Skaug, H. J. 2006. Automatic Differentiation. Encyclopedia of Environmetrics. 1.

Author Information

  1. Institute of Marine Research, Norway

Publication History

  1. Published Online: 15 SEP 2006

Abstract

Automatic differentiation (AD) is a technique for numerical differentiation of computer algorithms.