Oct. 18th, 2006

D f

Oct. 18th, 2006 04:37 pm
A while back I peered into the code of SICM and was confused to find a scheme for computing derivatives that works by passing ordered pairs (x,Dx) around. I put it on my figure-this-out-sometime list and forgot about it until I saw Will Farr's blog entry yesterday, ``Automatic Differentiation'' in OCaml. Apparently "Automatic" or "Algorithmic Differentiation" is a long-known technique for computing the derivative of an arbitrary function as implemented in a algorithmic language.

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