Hi all,

Today, I visited the NAG website and was cursorily glancing around. On their website, I saw a link on Algorithmic differentiation. It says -

It sounds cool! Out of inquisitiveness, what exactly is AAD? If someone here can point me to any links/books - I would like to read up on it - would be very useful.

Today, I visited the NAG website and was cursorily glancing around. On their website, I saw a link on Algorithmic differentiation. It says -

Algorithmic Differentiation (AD) is a Mathematical/Computer Science technique for computing accurate sensitivities quickly. For many models, Adjoint AD (AAD) can compute sensitivites10s, 100s or even 1000s of times faster than finite differences. NAG are pioneers in providing AD technologies.

It sounds cool! Out of inquisitiveness, what exactly is AAD? If someone here can point me to any links/books - I would like to read up on it - would be very useful.

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