------------------------------------------------ lines 6-66 of file: xrst/theory/exp_reverse.xrst ------------------------------------------------ {xrst_begin exp_reverse} {xrst_spell expm } Exponential Function Reverse Mode Theory ######################################## We use the reverse theory :ref:`standard math function` definition for the functions :math:`H` and :math:`G`. The zero order forward mode formula for the :ref:`exponential` is .. math:: z^{(0)} = F ( x^{(0)} ) and for :math:`j > 0`, .. math:: z^{(j)} = x^{(j)} d^{(0)} + \frac{1}{j} \sum_{k=1}^{j} k x^{(k)} z^{(j-k)} where .. math:: d^{(0)} = \left\{ \begin{array}{ll} 0 & \R{if} \; F(x) = \R{exp}(x) \\ 1 & \R{if} \; F(x) = \R{expm1}(x) \end{array} \right. For order :math:`j = 0, 1, \ldots` we note that .. math:: :nowrap: \begin{eqnarray} \D{H}{ x^{(j)} } & = & \D{G}{ x^{(j)} } + \D{G}{ z^{(j)} } \D{ z^{(j)} }{ x^{(j)} } \\ & = & \D{G}{ x^{(j)} } + \D{G}{ z^{(j)} } ( d^{(0)} + z^{(0)} ) \end{eqnarray} If :math:`j > 0`, then for :math:`k = 1 , \ldots , j` .. math:: :nowrap: \begin{eqnarray} \D{H}{ x^{(k)} } & = & \D{G}{ x^{(k)} } + \D{G}{ z^{(j)} } \frac{1}{j} k z^{(j-k)} \\ \D{H}{ z^{(j-k)} } & = & \D{G}{ z^{(j-k)} } + \D{G}{ z^{(j)} } \frac{1}{j} k x^{(k)} \end{eqnarray} {xrst_end exp_reverse}