Efficient computation of derivatives for multi variable functions with machine precision accuracy.

Project: Internal Grants (IG)

Project Details

Description

An algorithm to efficiently compute the derivatives of a function up to a given order with approximation of the same given order of accuracy will be developed. For this, we plan to use hyper complex number system of the given dimension and utilize extension of the target function to a hyper complex valued function of hyper complex variable. Some possible application in industry and other fields involving optimization problems will be investigated.
StatusFinished
Effective start/end date1/1/1612/31/17

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