Why Take This Course?
Over recent years AD (and its adjoint mode in particular) has been gaining popularity in almost all subdomains of Computational Science, Engineering and Finance. It is a crucial ingredient of the toolbox that every computational mathematician should have access to. A growing number of top-level entry positions advertised by universities / research institutes, leading industry or tier-1 investment banks ask explicitly for expertise in AD.
basic numerical analysis; working knowledge of some programming language
first and higher derivative models and their implementation; use of software tools for AD; outlook to advanced topics in AD
slides, example code, AD software tool dco incl. documentation
U. Naumann: The Art of Differentiating Computer Programs. An Introduction to Algorithmic Differentiation. SIAM (2012).