Abstract

Automatic differentiation is used to compute the values of the derivative of a function. If the function is given by a computational graph or code list, then the derivative values can be obtained using the chain rule. An iterative process can be regarded as an infinite code list. It is well known from classical analysis that the limit of the derivatives of the code list is not necessarily equal to the derivative of the limit function. The limit of the derivatives is corect for an important class of iterative processes including generalized Newton methods.

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