For many years it has been an article of faith of numerical analysts that the evaluation of derivatives of complicated functions should be avoided. Derivatives were evaluated using finite differences or, more recently, using symbolic manipulation packages. The first has the disadvantage of limited accuracy. The second has disadvantages of being expensive and requiring considerable computer memory. The recent developments described in this text allow the evaluation of derivatives using simple automatic derivative evaluation subroutines pro grammed in FORTRAN or BASIC. These subroutines can...
For many years it has been an article of faith of numerical analysts that the evaluation of derivatives of complicated functions should be avoided. De...