Automatic Differentiation Numerical Analysis Math

In mathematics and computer algebra, automatic differentiation is a method to numerically evaluate the derivative of a function specified by a computer program.

• INTLAB - INTerval LABoratory is the Matlab toolbox for self-validating automatic differentiation algorithms, numerical analysis developed by the Hamburg University of Technology, automatic differentiation Germany. Along numerical analysis with examples and related publications, the automatic differentiation source code can numerical analysis be downloaded freely for private automatic differentiation and academic use. Comm
• ADiMat - Using the source transformation approach to apply automatic differentiation (AD) numerical analysis concepts to Matlab codes, ADiMat is developed at the RWTH numerical analysis Aachen University, Germany. Binaries can be obtained upon request from numerical analysis the author.
• OpenAD - A flexible, modular, open source tool that can math generate adjoint codes of numerical simulation programs written math in C and Fortan. Along with examples, case math studies, documentation and related publications, Test Binaries can math be downloaded from freely from CVS
• Matlab Automatic Differentiation (MAD) - Automatic Differentiation addon for the TOMLAB optimization package for Matlab, numerical analysis developed by Cranfield University, UK. Site contains links to related numerical analysis publications and User Guide, however the package is commercially distributed numerical analysis by TOMLAB.
• Autodiff.org - Overview, resources and examples on of Automatic Differentiation, numerical analysis as math well as and index of conferences and numerical analysis publications.
• ADOL-C - A package for Automatic Differentiation of algorithms written automatic differentiation in C/C++, developed by the TU Dresden, Germany. automatic differentiation Source code, manual and examples are freely available automatic differentiation for download.
• FastOpt - Company provides tools for Automatic Differentiation and their numerical analysis application numerical analysis in Geoscience, Economics, Engineering and Mathematics. Home numerical analysis of the numerical analysis commercial tools TAF (Fortran) and TAC++ numerical analysis (C++).
• ADMAT - The Numerical solution of large scale nonlinear problems automatic differentiation in math Matlab involves computing the derivative information in automatic differentiation the form math of gradients, Jacobian and Hessian matrices. automatic differentiation ADMAT/ADMIT is developed math by the University of Waterloo, automatic differentiation Canada. Downloads are availab
• The Computational Differentiation Project - Technologies for generating efficient derivative code for models math implemented as numerical analysis computer programs, developed by the Argonne math National Laboratory, USA. While numerical analysis the tool ADIC (ANSI math C) is available for download as numerical analysis source code, math ADIFOR (Fortran) is only available
• The Tangent linear and Adjoint Model Compiler (TAMC) - A source-to-source translator that generates Fortran routines for math computation of the first-order derivatives out of Fortran math routines. Site contains documentation and references to publications. math Usage is restricted to non-commercial and educational applica
• REVOLVE - For adjoint calculations, derivative computations using the reverse automatic differentiation mode of automatic differentiation, one may need to automatic differentiation reverse the execution of a computer program. automatic differentiation Site contains links to source code for C automatic differentiation and Fortran, as well as description and publicati
• Wikipedia: Automatic Differentiation - In mathematics and computer algebra, automatic differentiation is a method automatic differentiation to numerically evaluate the derivative of a function specified by automatic differentiation a computer program.
• CppAD - A Package for Differentiation of C++ Algorithms developed by the numerical analysis COmputational INfrastructure for Operations Research (COIN-OR) project. Windows and Linux numerical analysis Binaries are available for download as well as documentation and numerical analysis source code.
• Automatic Differentiation: Theory, Methods, and Applications - An overview of projects and applications at the Supercomputing Center numerical analysis of the Chinese Academy of Sciences.
• COSY Infinity - A system for the use of automatic differentiation numerical analysis and automatic differentiation Taylor Models in Fortran and C++, developed numerical analysis by the automatic differentiation Michigan State University, USA. While site numerical analysis contains links to automatic differentiation manual and description, the tool numerical analysis is only available through automatic differentiation registration.

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