Kalaba, Robert E.; Tesfatsion, Leigh S.; Wang, J.-L. - Department of Economics, Iowa State University - 1983
This article develops an algorithm for the exact forward-mode automatic evaluation of higher order partial derivatives … using derivative arrays, now referred to as the FEED (Fast Efficient Evaluation of Derivatives) algorithm. Building on … previous work by R. Wengert, the FEED algorithm proceeds by decomposing the evaluation of complicated functions of many …