Domain of Validity of Derivatives Computed by Automatic Differentiation

Mauricio Araya-Polo Laurent Hascoëtt (INRIA, BP93, 06902 Sophia-Antipolis, France)

INRIA Research Report #5237, june 2004 (16 pages)

Abstract: Automatic Differentiation (AD) is a technique to obtain derivatives of the functions computed by a computer program. Due to the control flow, these derivatives are valid only in a certain domain around the current input values. We investigate methods to evaluate this domain. This results in a new specific mode of AD that returns additional information on the domain of validity.

Keywords: Automatic Differentiation, Control Flow, Discontinuities, Domain of Validity

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@techreport{AH04,
  author = {Araya-Polo, M. and Hasco\"et, L.},
  title = {Domain of Validity of Derivatives Computed by Automatic Differentiation},
  institution = {INRIA},
  type = {Research Report},
  number=5237,
  url = "http://www.inria.fr/rrrt/rr-5237.html",
  year=2004
}