Art of Differentiating Computer Programs

Uwe Naumann is Associate Professor for Computer Science at RWTH Aachen University. He has co-chaired international conferences on AD held in Nice (2000), Chicago (2004) and Bonn (2008) and co-edited the proceedings for those conferences. His professional interests are primarily motivated by AD. They range from compilers for the semantic transformation of numerical programs via corresponding (domain-specific) program analyses and combinatorial algorithms to high-performance scientific computing and the application of adjoint methods in computational science, engineering and finance. He has co-authored more than 80 publications and is a member of SIAM and of the Numerical Algorithms Group, Ltd.

• Preface Acknowledgments Optimality Chapter 1: Motivation and Introduction Chapter 2: First Derivative Code Chapter 3: Higher Derivative Code Chapter 4: Derivative Code Compiler- An Introductory Tutorial Chapter 5: A Prototype Derivative Code Compiler Appendix A: Derivative Code by Overloading Appendix B: Syntax of dcc Input Appendix C: (Hints on) Solutions Bibliography Index.