Automatic Differentiation for Matlab

This package provides automatic first and second derivatives for vector-functions and matrices.
Updated 11 Jun 2007

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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);

Cite As

Martin Fink (2024). Automatic Differentiation for Matlab (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP2
Compatible with any release
Platform Compatibility
Windows macOS Linux
Find more on Creating and Concatenating Matrices in Help Center and MATLAB Answers

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