Personal tools
You are here: Home Publications Optimal Stepsize Selection for Verifying Adifor Derivatives
Document Actions

Mike Fagan (2005)

Optimal Stepsize Selection for Verifying Adifor Derivatives

Rice University, Department of Computational and Applied Mathematics, Technical Report(CAAM TR05-07), 6100 Main Street, Houston, TX 77005.

Divided differences are the most natural way to verify derivative values computed by Adifor. Unfortunately, the accuracy of a divided difference depends heavily on the stepsize (or stepsizes). Consequently, to reliably verify Adifor derivatives, we seek a method for selecting stepsizes that minimize the error. This technical report gives a method for selecting a stepsize that will give the 'most accurate' finite difference approximation. The mathematics that justifies the selction method is based on the work of Gill, Murray, and Wright.

by admin last modified 2007-12-10 21:06
« August 2010 »
Su Mo Tu We Th Fr Sa
1234567
891011121314
15161718192021
22232425262728
293031
 

Powered by Plone

LACSI Collaborators include:

Rice University LANL UH UNM UIUC UNC UTK