A MATLAB Automatic Differentiation Tool
|6 May 2014||Matthew Weinstein||
ADiGator is a source transformation via operator overloading tool for the automatic differentiation of mathematical functions written in MATLAB. Given a user written file, together with information on the inputs of said file, ADiGator uses forward mode automatic differentiation to generate a new file which contains the calculations required to compute the numeric derivatives of the original user function. Furthermore, these calculations are written entirely in the native MATLAB language, and thus the process may be repeated to obtain nth order derivative files. The package is particularly appealing for applications where the same derivative must be found at multiple different points, i.e. non-linear root finding/optimization, stiff ode integration, etc.