2006-10-18 04:37 pm
Entry tags:

D f

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.