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Message from discussion Nonlinear solvers for expensive functions
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David Pearson  
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 More options Mar 12 2002, 9:58 am
Newsgroups: comp.lang.fortran, sci.math.num-analysis
From: David Pearson <david.pear...@mail.nerc-essc.ac.uk>
Date: Tue, 12 Mar 2002 14:39:18 +0000
Local: Tues, Mar 12 2002 9:39 am
Subject: Re: Nonlinear solvers for expensive functions
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Adrian,

Automatic differentiation does not require multiple calls of
the function, as it does not work by perturbing it. You do have
to modify the function code though. Look here:

http://www-unix.mcs.anl.gov/autodiff/tech_reports.html

and try a Google search for "automatic differentiation".

-David Pearson.

--
David Pearson,              Phone: +44 (0)118  9318741
ESSC,                       Fax:   +44 (0)118  9316413
University of Reading,      Email: d...@mail.nerc-essc.ac.uk
Reading RG6 6AL,          
UK.                         www.nerc-essc.ac.uk/~dwcp/Home.html


 
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