Automatic Differentiation in MATLAB using ADMAT with Applications-Thomas F Coleman-Cambridge University Press-9781611974355
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Automatic Differentiation in MATLAB using ADMAT with Applications-Thomas F Coleman-Cambridge University Press
Discussing the efficient use of automatic differentiation to solve real problems in the MATLAB environment, especially multidimensional zero-finding and optimization, this book is concerned with determination of the first and second derivatives in the context of solving scientific computing problems. It will be ideal for financial engineers, quantitative analysts, and researchers.
Book | |
ISBN | 9781611974355 |
Binding | PAPERBACK |
Edition | 2016 |
Language | English |
Tags: Automatic Differentiation in MATLAB using ADMAT with Applications-Thomas F Coleman-Cambridge University Press