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Automatic Differentiation


Topsites2007.com on 2008 : Math : Numerical Analysis : Automatic Differentiation


  17 pages found in Automatic Differentiation:

Matlab Automatic Differentiation (MAD) - Automatic Differentiation addon for the TOMLAB optimization package for Matlab, developed by Cranfield University, UK. Site contains links to related publications and User Guide, however the package is commercially distributed by TOMLAB.
http://www.amorg.co.uk/AD/MAD/index.html

ADMAT - The Numerical solution of large scale nonlinear problems in Matlab involves computing the derivative information in the form of gradients, Jacobian and Hessian matrices. ADMAT/ADMIT is developed by the University of Waterloo, Canada. Downloads are available after personal registration.
http://www.math.uwaterloo.ca/CandO_Dept/securedDownloadsWhitelist/

Automatic Differentiation: Theory, Methods, and Applications - An overview of projects and applications at the Supercomputing Center of the Chinese Academy of Sciences.
http://www.sccas.cn/~autodiff/

Autodiff.org - Overview, resources and examples on of Automatic Differentiation, as well as and index of conferences and publications.
http://www.autodiff.org

ADOL-C - A package for Automatic Differentiation of algorithms written in C/C++, developed by the TU Dresden, Germany. Source code, manual and examples are freely available for download.
http://www.math.tu-dresden.de/~adol-c/

The Computational Differentiation Project - Technologies for generating efficient derivative code for models implemented as computer programs, developed by the Argonne National Laboratory, USA. While the tool ADIC (ANSI C) is available for download as source code, ADIFOR (Fortran) is only available through personal registration.
http://www-fp.mcs.anl.gov/autodiff/

VivLabs - Company providing Automatic Differentiation of Fortran and C/C++ codes using the commercial tools ADC and ADF.
http://www.vivlabs.com

Wikipedia: Automatic Differentiation - In mathematics and computer algebra, automatic differentiation is a method to numerically evaluate the derivative of a function specified by a computer program.
http://en.wikipedia.org/wiki/Automatic_differentiation

The Tangent linear and Adjoint Model Compiler (TAMC) - A source-to-source translator that generates Fortran routines for computation of the first-order derivatives out of Fortran routines. Site contains documentation and references to publications. Usage is restricted to non-commercial and educational applications remotely via email.
http://autodiff.com/tamc/

ADiMat - Using the source transformation approach to apply automatic differentiation (AD) concepts to Matlab codes, ADiMat is developed at the RWTH Aachen University, Germany. Binaries can be obtained upon request from the author.
http://www.sc.rwth-aachen.de/vehreschild/adimat/

INTLAB - INTerval LABoratory is the Matlab toolbox for self-validating algorithms, developed by the Hamburg University of Technology, Germany. Along with examples and related publications, the source code can be downloaded freely for private and academic use. Commercial applications require a license.
http://www.ti3.tu-harburg.de/rump/intlab/

FADBAD++ - Flexible Automatic differentiation using templates and operator overloading in ANSI C++, developed by the Technical University of Denmark. Site contains extensive examples, related publications as well as manual and source code for download for use in non-commercial applications.
http://www2.imm.dtu.dk/~km/FADBAD/

CppAD - A Package for Differentiation of C++ Algorithms developed by the COmputational INfrastructure for Operations Research (COIN-OR) project. Windows and Linux Binaries are available for download as well as documentation and source code.
http://www.coin-or.org/CppAD/

COSY Infinity - A system for the use of automatic differentiation and Taylor Models in Fortran and C++, developed by the Michigan State University, USA. While site contains links to manual and description, the tool is only available through registration.
http://www.bt.pa.msu.edu/index_cosy.htm

OpenAD - A flexible, modular, open source tool that can generate adjoint codes of numerical simulation programs written in C and Fortan. Along with examples, case studies, documentation and related publications, Test Binaries can be downloaded from freely from CVS tree.
http://www-unix.mcs.anl.gov/~utke/OpenAD/

REVOLVE - For adjoint calculations, derivative computations using the reverse mode of automatic differentiation, one may need to reverse the execution of a computer program. Site contains links to source code for C and Fortran, as well as description and publication references.
http://www.math.tu-dresden.de/wir/project/revolve/

FastOpt - Company provides tools for Automatic Differentiation and their application in Geoscience, Economics, Engineering and Mathematics. Home of the commercial tools TAF (Fortran) and TAC++ (C++).
http://www.fastopt.de




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