Automatic Differentiation in MATLAB Using ADMAT with Applications

DOI10.1137/1.9781611974362zbMath1364.65056MaRDI QIDQ2813268

Thomas F. Coleman, Wei Xu

Publication date: 15 June 2016

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

zbMATH Keywords

optimization; Newton's method; numerical examples; inverse problems; textbook; automatic differentiation; MATLAB; Jacobian matrix; Hessian matrix; computational finance; algorithmic differentiation; gradient computation; ADMAT; computation of partial derivatives

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

68W30: Symbolic computation and algebraic computation

65D25: Numerical differentiation

65-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis

Uses Software

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