Abstract
We are interested here in the numerical aspects of the integration and differentiation of functions. When these functions are only known through the numerical values that they take for some numerical values of their arguments, formal integration, or differentiation via computer algebra is out of the question. Special attention is devoted to the computation of gradients, which plays a central role in optimization procedures.
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Walter, É. (2014). Integrating and Differentiating Functions. In: Numerical Methods and Optimization. Springer, Cham. https://doi.org/10.1007/978-3-319-07671-3_6
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DOI: https://doi.org/10.1007/978-3-319-07671-3_6
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