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arXiv · 1405.5854

Diferenciación Automática Anidada. Un enfoque algebraico

Juan Luis Valerdi
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Abstract

En este trabajo se presenta una propuesta para realizar Diferenciación Automática Anidada utilizando cualquier biblioteca de Diferenciación Automática que permita sobrecarga de operadores. Para calcular las derivadas anidadas en una misma evaluación de la función, la cual se asume que sea anal'itica, se trabaja con el modo forward utilizando una nueva estructura llamada SuperAdouble, que garantiza que se aplique correctamente la diferenciación automática y se calculen el valor y la derivada que se requiera. También se presenta un enfoque algebraico de la Diferenciación Automática y en particular del espacio de los SuperAdoubles. This paper proposes a framework to apply Nested Automatic Differentiation using any library of Automatic Differentiation which allows operator overloading. To compute nested derivatives of a function while it is being evaluated, which is assumed to be analytic, a new structure called SuperAdouble is used in the forward mode. This new class guarantees the correct application of Automatic Differentiation to calculate the value and derivative of a function where is required. Also, an Automatic Differentiation algebraic point of view is presented with particular emphasis in Nested Automatic Differentiation.

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BibTeXRIS

Juan Luis Valerdi. 2014-05-22. Diferenciación Automática Anidada. Un enfoque algebraico. https://arxiv.org/abs/1405.5854

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