Automatic differentiation in MATLAB

DOI10.1016/0168-9274(92)90065-LzbMath0753.65017MaRDI QIDQ1184723

Lawrence C. Rich, David R. Hill

Publication date: 28 June 1992

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

JacobianNewton's methodsystem of nonlinear equationsautomatic differentiationMATLABparserdata structureC languagesymbolic differentiationGRADgradient of a multivariate real function

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Numerical computation of solutions to systems of equations (65H10) Numerical differentiation (65D25)

Related Items

Automatic differentiation of functions of many variables ⋮ Computation of normal form coefficients of cycle bifurcations of maps by algorithmic differentiation ⋮ A generic approach for the solution of nonlinear residual equations. III: Sensitivity computations ⋮ Unnamed Item ⋮ On the implementation of automatic differentiation tools

Uses Software

• GRESS
• Matlab
• JAKEF
• Pascal-SC

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An ADA library for automatic evaluation of derivatives
• Nonlinear least squares via automatic derivative evaluation
• A finite algorithm for the exact evaluation of higher order partial derivatives of functions of many variables
• Automation of nested matrix and derivative operations
• Automatic evaluation of derivatives
• Numerical derivatives and nonlinear analysis
• Nonlocal automated sensitivity analysis
• Computational implementation of the multivariate Halley method for solving nonlinear systems of equations
• First Partial Differentiation by Computer with an Application to Categorical Data Analysis
• Differentiation in PASCAL-SC: type GRADIENT
• Adaptive, Self-Validating Numerical Quadrature
• Simultaneous computation of functions, partial derivatives and estimates of rounding errors —Complexity and practicality—
• Automatic differentiation of functions of derivatives
• The Arithmetic of Differentiation
• A simple automatic derivative evaluation program
• Investigation of a new analytical method for numerical derivative evaluation
• Chebyshev Approximations for the Coulomb Phase Shift