madness

swMATH26179CRANmadnessMaRDI QIDQ37911FDOQ37911

Automatic Differentiation of Multivariate Operations

Steven E. Pav

Last update: 21 August 2023

Copyright license: GNU Lesser General Public License, version 3.0

Software version identifier: 0.2.7, 0.1.0, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.2.8

Official website: https://cran.r-project.org/web/packages/madness/index.html

Source code repository: https://github.com/cran/madness

Description

An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.

Cited In (13)

• Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C
• Yacas
• PyCppAD
• dco/c++
• pyadolc
• rjmcmc
• radx
• Numdifftools
• FSAdata
• R package rjmcmc: reversible jump MCMC using post‐processing
• graphPAF
• BayesOrdDesign
• f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models

This page was built for software: madness