A Method For Computing Derivatives in MATLAB
نویسندگان
چکیده
An object-oriented method is presented that generates derivatives of functions defined by MATLAB computer codes. The method uses operator overloading together with forward mode automatic differentiation and produces a new MATLAB code that computes the derivatives of the outputs of the original function with respect to the variables of differentiation. The method can be used recursively to generate derivatives of any order that are desired and has the feature that the derivatives of a function are generated simply by evaluating the function on an instance of the class. The method is described briefly and is demonstrated on an example.
منابع مشابه
Simulating Fractional Derivatives Using Matlab
Fractional calculus has recently attracted much attention in the literature. In particular, fractional derivatives are widely discussed and applied in many areas. However, it is still hard to develop numerical methods for fractional calculus. In this paper, based on Fourier series and Taylor series technique, we provide some numerical methods for computing and simulating fractional derivatives ...
متن کاملA mathematically simple method based on denition for computing eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices
In this paper, a fundamentally new method, based on the denition, is introduced for numerical computation of eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. Some examples are provided to show the accuracy and reliability of the proposed method. It is shown that the proposed method gives other sequences than that of existing methods but they still are convergent to th...
متن کاملNumerical Modeling of Evolutionary Systems in Partial Derivatives with Time Delay on a Remote Server
The paper describes an architecture of information and computing server that allow one to carry out numerical modeling of evolutionary systems in partial derivatives with time delay. Algorithms implemented as mfiles for MATLAB were compiled into dynamic linking libraries. Front end was elaborated with ASP.NET. Brief user guide and example of a numerical modeling of a certain system are presente...
متن کاملADMAT: Automatic differentiation in MATLAB using object oriented methods
Differentiation is one of the fundamental problems in numerical mathematics. The solution of many optimization problems and other applications require knowledge of the gradient, the Jacobian matrix, or the Hessian matrix of a given function. Automatic differentiation (AD) is an upcoming powerful technology for computing the derivatives accurately and fast. ADMAT (Automatic Differentiation for M...
متن کاملA Direct Matrix Method for Computing Analytical Jacobians of Discretized Nonlinear Integro-differential Equations
In this pedagogical article, we present a simple direct matrix method for analytically computing the Jacobian of nonlinear algebraic equations that arise from the discretization of nonlinear integro-differential equations. The method is based on a formulation of the discretized equations in vector form using only matrix-vector products and componentwise operations. By applying simple matrix-bas...
متن کامل