Automatic differentiation (or algorithmic differentiation) is a method for automatically augmenting a computer program with statements that computes the numerical derivatives of a function specified by the program. Any function, no matter how complex, can be decomposed into a sequence of elementary operation, each of which can be differentiated by a simple table lookup. By applying the chain rule repeatedly to these elementary operations, one can automatically compute derivatives of arbitrary order (such as gradients, tangents, Jacobians, Hessians, etc) that are accurate to working precision. Automatic differentiation is an alternative to symbolic and numerical differentiation.

Read more: autodiff.org, Wikipedia

The winter school will introduce the basic concepts of automatic differentiation, provide hands-on experience with relevant software, and discuss various application examples from the fields addressed by the eVITA program.

Hans Munthe-Kaas, Warwick Tucker, and Knut-Andreas Lie.

The deadline was December 18, 2009. However, we will accept late registrations until 20 January 2010 but cannot guarantee a room at Dr. Holms.

The participants are expected to stay at Dr. Holms Hotel, where we have reserved a limited number of rooms. Please register early. NB! The registration is binding after the deadline.

Published October 23, 2008

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