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Mathematical Software with High Accuracy Based on the Fast Automatic Differentiation

Research Project

Project/Area Number 63580023
Research Category

Grant-in-Aid for General Scientific Research (C)

Allocation TypeSingle-year Grants
Research Field Informatics
Research InstitutionFaculty of Engineering, Fukui University

Principal Investigator

HASEGAWA Takemitsu  Fukui University, Faculty of Engineering, Associate Professor, 工学部, 助教授 (70023314)

Project Period (FY) 1988 – 1989
Project Status Completed (Fiscal Year 1989)
Budget Amount *help
¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 1989: ¥100,000 (Direct Cost: ¥100,000)
Fiscal Year 1988: ¥900,000 (Direct Cost: ¥900,000)
KeywordsAutomatic Differentiation / Mathematical Software / Preprocessor / Error Analysis / Interval Analysis / Numerical Integration / 数学ソフトウェア / 区間解析
Research Abstract

In scientific computation it is frequently required to evaluate the partial derivatives of a function as well as the function value itself. Recently a fast automatic differentiation scheme based on the formula manipulation has been established. In this project:
1. A preprocessor system for implementing the automatic differentiation on a computer was developed. 2. Software for solving numerically system of nonlinear equations by using the Newton Method is developed. Automatic differentiation scheme is incorporated into the software to evaluate the partial derivatives needed in the Newton method. 3. Combining the automatic differentiation scheme and the method of interval analysis estimates the bounds of error incurred inevitably and accumulated in the process of calculating a given function value. 4. An efficient automatic integration scheme was developed for evaluating the oscillatory integral on finite integration interval. The integrand is approximated by the Hermite interpolating polynomial using the first derivative of function, which is computed by the automatic differentiation scheme.

Report

(3 results)
  • 1989 Annual Research Report   Final Research Report Summary
  • 1988 Annual Research Report
  • Research Products

    (4 results)

All Other

All Publications (4 results)

  • [Publications] 前田正弘: "偏導関数自動計算のためのプリプロセッサの作成" 福井大学工学部研究報告. 36. 273-283 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1989 Final Research Report Summary
  • [Publications] Masahiro Maeda, Takemitsu Hasegawa and Shoji Okumura: "A Development of Preprocessor System for Automatic Differentiation" Memoirs of Faculty of Engineering, Fukui University. Vol.36, No.2. 273-283 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1989 Final Research Report Summary
  • [Publications] 前田正弘: "偏導関数自動計算のためのプリプロセッサの作成" 福井大学工学部研究報告. 36. 273-283 (1988)

    • Related Report
      1989 Annual Research Report
  • [Publications] 前田正弘: 福井大学工学部研究報告. 36. 273-283 (1988)

    • Related Report
      1988 Annual Research Report

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Published: 1988-04-01   Modified: 2016-04-21  

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