An algorithm for exact evaluation of multivariate functions and their derivatives to any order

Anthony S. Wexler

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

A method is presented for automatically computing the exact value of all the partial derivatives up to any order of functions of several variables. The method uses principals developed previously for calculating first order derivatives but extends them with the principal of recursion to enable the calculation of higher order derivatives.

Original languageEnglish (US)
Pages (from-to)1-6
Number of pages6
JournalComputational Statistics and Data Analysis
Volume6
Issue number1
DOIs
StatePublished - 1988
Externally publishedYes

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Keywords

  • Data structures.
  • Numerical differentiation

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Statistics, Probability and Uncertainty
  • Electrical and Electronic Engineering
  • Computational Mathematics
  • Numerical Analysis
  • Statistics and Probability

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