Conference Publication Details
Mandatory Fields
Pearlmutter B.;Siskind J.
Conference Record of the Annual ACM Symposium on Principles of Programming Languages
Lazy multivariate higher-order forward-mode AD
2007
September
Published
1
()
Optional Fields
Nonstandard interpretation Power series
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. Copyright © 2007 ACM.
10.1145/1190216.1190242
Grant Details