Kalaba, Robert E.; Tesfatsion, Leigh; Wang, J.-L.

Journal of Mathematical Analysis and Applications Vol. 92 (1983): 552-563.

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 variables into a sequence of simpler evaluations of special functions of one or two variables. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

JEL Classification: C6

Keywords: automatic differentiation, higher-order partial derivatives, FEED algorithm