Conference Publication Details
Mandatory Fields
Pearlmutter, BA;Siskind, JM
CONFERENCE RECORD OF POPL 2007: THE 34TH ACM SIGPLAN SIGACT SYMPOSIUM ON PRINCIPLES OF PROGAMMING LANGUAGES
Lazy Multivariate Higher-Order Forward-Mode AD
2007
January
Published
1
3 ()
Optional Fields
155
160
A method is presented for computing all higher-order partial derivatives of a multivariate function R(n) -> R. This method works by evaluating the function under a nonstandard interpretation, lifting reals to multivariate power series. Multivariate power series, with potentially an infinite number of terms with nonzero coefficients, are represented using a lazy data structure constructed out of linear terms. A complete implementation of this method in SCHEME is presented, along with a straightforward exposition, based on Taylor expansions, of the method's correctness.
Grant Details