5 May
2010
5 May
'10
9:08 a.m.
Just to make this thread more useful for someone interested in these topics, this seems to be "the book" on automatic differentiation (it's one of the references in the autodiff website)
"Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation" (2nd ed.), by Andreas Griewank and Andrea Walther. SIAM, 2008. Link: http://www.ec-securehost.com/SIAM/OT105.html