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Numerical Derivatives and Nonlinear Analysis (Paperback, Softcover reprint of the original 1st ed. 1986)
Loot Price: R1,442
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Numerical Derivatives and Nonlinear Analysis (Paperback, Softcover reprint of the original 1st ed. 1986)
Series: Mathematical Concepts and Methods in Science and Engineering, 31
Expected to ship within 10 - 15 working days
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For many years it has been an article of faith of numerical
analysts that the evaluation of derivatives of complicated
functions should be avoided. Derivatives were evaluated using
finite differences or, more recently, using symbolic manipulation
packages. The first has the disadvantage of limited accuracy. The
second has disadvantages of being expensive and requiring
considerable computer memory. The recent developments described in
this text allow the evaluation of derivatives using simple
automatic derivative evaluation subroutines pro grammed in FORTRAN
or BASIC. These subroutines can even be programmed on a personal
computer. The concept for the evaluation of the derivatives was
originally developed by Wengert over 20 years ago. Significant im
provements have been made in Wengert's method and are utilized in
this text. The purpose of this text is to familiarize computer
users with a simple and practical method for obtaining the partial
derivatives of complicated mathematical expressions. The text
illustrates the use of automatic deriva tive evaluation subroutines
to solve a wide range of nonlinear least-squares, optimal control,
system identification, two-point boundary value problems, and
integral equations. The numerical values of the derivatives are
evalu ated exactly, except for roundoff, using simple FORTRAN or
BASIC sub routines. These derivatives are derived automatically
behind the scenes, from the equivalent of analytical expressions,
without any effort from the user. The use of costly software
packages is not required."
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