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William McIlhagga

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29 Mar 2011 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga optimization, mathematics, derivatives 34 5
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24 May 2013 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga

To Edward: For simplicity, the package was coded to work solely on functions that take a column vector and return a scalar argument. I can't see reshape helping much because of that restriction. After you've got the derivative though, you can extract it from the adiff object as an ordinary matlab vector (using adiffget) and reshape that.

29 Mar 2011 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga

It's just plain forward auto.

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24 May 2013 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga McIlhagga, William

To Edward: For simplicity, the package was coded to work solely on functions that take a column vector and return a scalar argument. I can't see reshape helping much because of that restriction. After you've got the derivative though, you can extract it from the adiff object as an ordinary matlab vector (using adiffget) and reshape that.

22 May 2013 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga Edward

How hard would it be to have the function reshape supported? Currently it throws errors. I think because numel(a) = 1, where a is an adiff object.

I am just beginning to learn about auto differentiation and am pretty excited about something that seems to be a very powerful tool. Thanks for helping me get started.

29 Mar 2011 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga McIlhagga, William

It's just plain forward auto.

29 Mar 2011 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga Yin, Jichao

really good. I used this developed a simple single-phase nonlinear reservoir simulator. One question: is this adiff based on Reverse AD (Rad) or Forward AD (Fad)? Based on its usage, looks Rad to me compared to Sacado or original Fad

21 Nov 2010 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga Dan

The idea is great. It is impossible to compute jacobian with respect to numerous variables using standard Symbolic Toolbox.
However I found that the expression x'*A*x causes an error in Matlab 2010a. I was able to correct it by writing x'*(A*x) and correcting the 'adiffadiff' case in mtimes.m file (transposition should be added to first factors).
Is there a way to allow free usage of matrix expressions (i.e. free transposition usage and maybe allow to calculate derivatives with respect to a matrix)? I haven't found any matlab library that allows of doing it with respect to vector of variable length.

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