Automatic differentiation in MATLAB using ADMAT with applications

DOI10.1137/1.9781611974362MaRDI QIDQ2813268zbMATH OpenOpenAlexFDO

Authors Thomas F. Coleman, Wei Xu

Publication date 15 June 2016

Published in Software - Environments - Tools (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1.9781611974362

zbMATH Keywords

optimizationnumerical examplesinverse problemsNewton's methodtextbookHessian matrixalgorithmic differentiationcomputational financeautomatic differentiationJacobian matrixMATLABgradient computationADMATcomputation of partial derivatives

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Symbolic computation and algebraic computation (68W30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical differentiation (65D25)

Recommendations

• Automatic differentiation in MATLAB
• Automatic differentiation for MATLAB programs
• ADMIT-1
• scientific article; zbMATH DE number 434847
• scientific article; zbMATH DE number 878992
• Introduction to Automatic Differentiation and MATLAB Object-Oriented Programming
• A system for interfacing Matlab with external software geared toward automatic differentiation
• A mathematical view of automatic differentiation
• scientific article; zbMATH DE number 992807
• Efficient Automatic Differentiation of Matrix Functions

Cited in

(12)

• scientific article; zbMATH DE number 1722949 (Why is no real title available?)
• Introduction to Automatic Differentiation and MATLAB Object-Oriented Programming
• A system for interfacing Matlab with external software geared toward automatic differentiation
• ADMIT-1
• Automatic differentiation: Applications, theory, and implementations. Selected papers based on the presentation at the 4th international conference on automatic differentiation (AD), Chicago, IL, USA, July 20--23, 2004
• Moment matching machine learning methods for risk management of large variable annuity portfolios
• Automatic differentiation in MATLAB
• Secant variable projection method for solving nonnegative separable least squares problems
• Multilevel algorithms for acyclic partitioning of directed acyclic graphs
• Evaluating Derivatives
• Automatic differentiation for MATLAB programs
• A macro language for derivative definition in ADiMat

Describes a project that uses

Uses Software

• OpenAD
• ADMAT
• Autodiff
• ADIC
• ADMIT
• ADIFOR
• Matlab
• Maple
• ADOL-C
• ADF95

This page was built for publication: Automatic differentiation in MATLAB using ADMAT with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2813268)