CentralNotice Automatic differentiation From Wikipedia, the free encyclopedia Jump to: navigation , search In mathematics and computer algebra , automatic differentiation ( AD ), also called algorithmic differentiation or computational differentiation , [ 1 ] [ 2 ] is a set of techniques to numerically evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, etc.) and elementary functions (exp, log, sin, cos, etc.). By applying the chain rule repeatedly to these operations, derivatives of arbitrary order can be computed automatically, accurately to working precision, and using at most a small constant factor more arithmetic operations than the original program. Automatic differe...