Ch. Bischof et A. Griewank, TOOLS FOR THE AUTOMATIC DIFFERENTIATION OF COMPUTER-PROGRAMS, Zeitschrift fur angewandte Mathematik und Mechanik, 76, 1996, pp. 267-271
Automatic differentiation (AD) is a methodology for developing sensiti
vity-enhanced versions of arbitrary computer programs. In this paper,
we provide some background information on AD and basic implementation
issues for the design of general purpose tools that can deal with code
s from the Fortran and C family, address some frequently asked questio
ns, and provide pointers for further study.