Automatic Differentiation of Functions of Derivatives

In Kalaba, Tesfatsion, and Wang (JMAA,1983) the FEED algorithm was introduced for the exact forward-mode automatic evaluation of higher-order partial derivatives of functions of many variables using derivative arrays. This study demonstrates that FEED can be applied to a much broader class of functions than originally envisioned: namely, functions defined in terms of the derivatives of other functions. Such functions arise in many applications. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm