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Automatic Differentiation for Matlab

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08 Jun 2007 (Updated )

This package provides automatic first and second derivatives for vector-functions and matrices.

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Description

This package uses forward automatic differentiation to calculate the first and second derivatives of provided user functions. It is 25-30 times faster than
commercially available packages (June 2006).

To calculate the derivatives of function myFunc with respect to x at x=x0 you call

x = myAD(x0);
result = myFunc(x);
functionValue = getvalues(result);
derivatives = getderivs(result);

MATLAB release MATLAB 7.0.4 (R14SP2)
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Comments and Ratings (9)
08 Aug 2013 Juan  
31 Dec 2010 Gabriel Peyre  
25 May 2009 Achim Schaedle

nice and usefull

06 May 2009 David

This package is only useful if there are no matrix operations in your function, and this includes repmat on vectors. An operation as simple as

est = input_variable(1) * internal_function_vector(1:N)

falls outside the bounds of this routine, so be warned!

08 Apr 2009 Adam Attarian  
17 Sep 2008 masharvi shams

how to use this?plz, help me

24 Sep 2007 Cristian Montes

This is great! Thanks so much. Would you like to port it to R?

17 Jul 2007 Julian Montanez Vega

is very insteresting
excellent work

22 Jun 2007 carlos david vinante bewaller  

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