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first k derivatives by using Forward method. then we will start with an object u∇ ,
which is nothing just a ordered colleection of function and its derivativs.
then
0 00
(0.1) u∇ =< u, u , u , . . . , uk > .
Now we have some arthmetic rule to compute the A.D.
0 0 00 00
(0.2) u∇ + v∇ =< u + v, u + v , u + v , . . . , uk + v k >
0 0 00 0 0 00
(0.3) u∇ v∇ =< uv, u v + v u, u v + 2u v + uv , · · · >
0 0 00
(0.4) sin(u∇ ) =< sin(u), u cos(u), −sin(u)(u )2 + cos(u)u , · · · > .
So how we are getting these operations? simply our first element is the simple
arthmetic and after that we are just following the differentiation rules, each time
diffrentiate it thats it.
If we need to find out differentiation at some perticular point then let a we will
start with.
00
f (x) = .08589,
Reverse Mode:- In reverse mode we use the same decompostion but in every
step we calculate the differentiation of each intermediate variable.(Confuse!!!...Lets
see)
In our decompostion first equation was.
v∇1 = x (right!!)
Now differentiate it. We will get
0
(0.6) v∇1 = 1.
Second is v∇2 = Sin(v∇1 ) then we will get after differentiation
0 0
v∇2 = v∇1 Cos(v∇1 ) ⇔
0 0
(0.7) v∇1 Cos(v∇1 ) − v∇2 = 0
Now
v∇3 = v∇1 v∇2
0 0 0
v∇3 = v∇1 v∇2 + v∇1 v∇2
0 0 0
(0.8) v∇1 v∇2 + v∇1 v∇2 − v∇3 = 0
Now
v∇4 = v∇3 − 1.
0 0
(0.9) v∇3 − v∇4 = 0
From equation 6,7 ,8 and 9, we can make a system of equation and write that in
matrix form and can solve that.
like
0
1 0 0 0 v∇1 1
Cos(v∇1 ) −1 0 0 0 0
v∇2
0
=
v∇2 v∇1 −1 0 v∇3 0
0
0 0 1 −1 v∇4 0
By putting the values inside we can get the solution.
0
v∇1 1.0000
0
v .7071
∇2
v 0 = 1.2625
∇3
0
v∇4 1.2625
0 0
So f (x = π/4) = v∇4 = 1.2625.And by magic its also equal to Forward Method.
Enjoy!!