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Automatic Differentiation for Matlab

version 1.0.0.0 (116 KB) by Martin Fink
This package provides automatic first and second derivatives for vector-functions and matrices.

7.1K Downloads

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 (2021). Automatic Differentiation for Matlab (https://www.mathworks.com/matlabcentral/fileexchange/15235-automatic-differentiation-for-matlab), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP2
Compatible with any release
Platform Compatibility
Windows macOS Linux

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myAutomaticDifferentiation/

myAutomaticDifferentiation/@myA2D/

myAutomaticDifferentiation/@myAD/

myAutomaticDifferentiation/@myMatrixAD/