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Evaluation of Functions, Gradients, and Jacobians
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Evaluation of Functions, Gradients, and Jacobians Louis B. Rall1  | (1) | Department of Mathematics, University of Wisconsin-Madison, Madison, Wisconsin 53706, USA |
Abstract Ramon E. Moore originated two fertile fields of computational mathematics, interval analysis and automatic differentiation. The first is concerned with the rigorous validation of approximately computed results, and the second with evaluation of derivatives from the computational process without derivation of formulas for them. Jointly and separately, these fields have grown into vast areas of research into theory and applications. In this paper, some simple topics are selected from each subject for illustration.
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