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[Author] Masao IRI(1hit)

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  • Norms, Rounding Errors, Partial Derivatives and Fast Automatic Differentiation

    Masao IRI  Koichi KUBOTA  

     
    INVITED PAPER

      Vol:
    E74-A No:3
      Page(s):
    463-471

    There are a number of problems in numerical computation which are of fundamental importance but for which no practicable method has been known. In this paper, problems concerning the norm, the rounding error and the partial differentiation are taken up, and what difficulties they have and why those difficulties have long been standing will be explained. Then, it will be shown that the method of "Fast Automatic Differentiation" which is attracting keen interest of those who are concerned will resolve all those difficulties through an effective method for partial differentiation. There, the concept of "computational graph" plays an important rôle. The relation to interval analysis will also be discussed from the point of view of assuring the quality of results of numerical computation.