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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 38 7
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22 Aug 2014 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga

To Jeffrey Steward:

The documentation says that adiff has restrictions on transpose. (See page 4 where it says that your example _won't_ work). However, you can get a quadratic form to work if you bracket things just right. Writing

f = x'*(A*x)

does work.

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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22 Aug 2014 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga McIlhagga, William

To Jeffrey Steward:

The documentation says that adiff has restrictions on transpose. (See page 4 where it says that your example _won't_ work). However, you can get a quadratic form to work if you bracket things just right. Writing

f = x'*(A*x)

does work.

21 Aug 2014 Automatic Differentiation with Matlab Objects Automatically compute derivatives of functions, without using finite-difference approximations. Author: William McIlhagga Steward, Jeffrey

Doesn't seem to be able to handle a really simple function like this:

x'*A*x

where A is a matrix. Try this

x = adiff([1,2]);
A = eye(2);
f = x'*A*x;

and there is an error in mtimes.m

Error using *
Inner matrix dimensions must agree.

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.

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