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Automatic differentiation in MATLAB ...

Coleman, Thomas F. (1950-)

Automatic differentiation in MATLAB using ADMAT with applications

紀錄類型:	書目-語言資料,印刷品 : 單行本
作者:	ColemanThomas F., 1950-
其他作者:	XuWei,
出版地:	Philadelphia
出版者:	Society for Industrial and Applied Mathematics;
出版年:	c2016.
面頁冊數:	xi, 105 p.ill. : 25 cm.;
集叢名:	Software, environments, and tools
標題:	Automatic differentiation. -
標題:	Financial engineering - Computer programs. -
標題:	Mathematical optimization. -
標題:	Numerical differentiation. -
電子資源:	https://www.loc.gov/catdir/enhancements/fy1618/2016009172-t.html
電子資源:	https://www.loc.gov/catdir/enhancements/fy1618/2016009172-b.html
ISBN:	9781611974355
內容註:	Fundamentals of automatic differentiation and the use of ADMAT Products and sparse problems Using ADMAT with the MATLAB optimization toolbox Newton's method and optimization Structure Combining C/FORTRAN with ADMAT AD for inverse problems with an application to computational finance A template for structured problems R&D directions.

Automatic differentiation in MATLAB using ADMAT with applications
Coleman, Thomas F.

Automatic differentiation in MATLAB using ADMAT with applications / Thomas F. Coleman, Wei Xu. - Philadelphia : Society for Industrial and Applied Mathematics, c2016.. - xi, 105 p. ; ill. ; 25 cm.. - (Software, environments, and tools).
Fundamentals of automatic differentiation and the use of ADMAT.
Includes bibliographical references and index..
ISBN 9781611974355ISBN 1611974356
Automatic differentiation.Financial engineeringMathematical optimization.Numerical differentiation. -- Computer programs.

Xu, Wei

Automatic differentiation in MATLAB using ADMAT with applications
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225 2 $a Software, environments, and tools
320 $a Includes bibliographical references and index.
327 1 $a Fundamentals of automatic differentiation and the use of ADMAT $a Products and sparse problems $a Using ADMAT with the MATLAB optimization toolbox $a Newton's method and optimization $a Structure $a Combining C/FORTRAN with ADMAT $a AD for inverse problems with an application to computational finance $a A template for structured problems $a R&D directions.
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410 0 $1 2001 $a Software, environments, and tools
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605 $a MATLAB $2 lc $3 67506
606 $a Automatic differentiation. $2 lc $3 363456
606 $a Financial engineering $x Computer programs. $2 lc $3 363457
606 $a Mathematical optimization. $2 lc $3 12523
606 $a Numerical differentiation. $2 lc $3 363458
676 $a 518.53028553 $v 23
700 1 $a Coleman $b Thomas F. $g Thomas Frederick $f 1950- $3 363453
702 1 $a Xu $b Wei $c Mathematician $3 363454
856 7 $2 http $3 Table of contents only $u https://www.loc.gov/catdir/enhancements/fy1618/2016009172-t.html
856 7 $2 http $3 Contributor biographical information $u https://www.loc.gov/catdir/enhancements/fy1618/2016009172-b.html