Automatic Differentiation in MATLAB Using ADMAT with Applications

DOI10.1137/1.9781611974362zbMath1364.65056OpenAlexW2481801288MaRDI QIDQ2813268

Wei Xu, Thomas F. Coleman

Publication date: 15 June 2016

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

zbMATH Keywords

optimizationNewton's methodnumerical examplesinverse problemstextbookautomatic differentiationMATLABJacobian matrixHessian matrixcomputational financealgorithmic differentiationgradient computationADMATcomputation of partial derivatives

Mathematics Subject Classification ID

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

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Uses Software

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

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