[Numpy-discussion] Improvement of performance

[Guilherme P. de Freitas]

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