Automatic Differentiation for MATLAB Programs
نویسندگان
چکیده
منابع مشابه
Source Transformation for MATLAB Automatic Differentiation
We present MSAD, a source transformation implementation of forward mode automatic differentiation for MATLAB. MSAD specialises and inlines operations from the fmad and derivvec classes of the MAD package. The operator overloading overheads inherent in MAD are eliminated while preserving the derivvec class’s optimised derivative combination operations. Compared to MAD, results from several test ...
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Many applications require the derivatives of functions defined by computer programs. Automatic differentiation (AD) is a means of developing code to compute the derivatives of complicated functions accurately and efficiently, without the difficulties associated with developing correct code by hand. We discuss some of the issues involved in developing automatic differentiation tools for parallel...
متن کاملAMOR REPORT 2005/01 Source Transformation for MATLAB Automatic Differentiation
This report describes MSAD, a tool that applies source transformation automatic differentiation to MATLAB programs involving arbitrary vector-valued functions. The transformed programs compute both the results of the original program and the first derivatives. The current version of MSAD performs a complete source transformation for the forward mode of AD by specialising and inlining operations...
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ژورنال
عنوان ژورنال: PAMM
سال: 2003
ISSN: 1617-7061,1617-7061
DOI: 10.1002/pamm.200310013