NDLI: A Source Transformation via Operator Overloading Method for the Automatic Differentiation of Mathematical Functions in MATLAB

Content Provider	ACM Digital Library
Author	Rao, Anil V. Weinstein, Matthew J.
Copyright Year	2016
Abstract	A source transformation via operator overloading method is presented for computing derivatives of mathematical functions defined by MATLAB computer programs. The transformed derivative code that results from the method of this article computes a sparse representation of the derivative of the function defined in the original code. As in all source transformation automatic differentiation techniques, an important feature of the method is that any flow control in the original function code is preserved in the derivative code. Furthermore, the resulting derivative code relies solely upon the native MATLAB library. The method is useful in applications where it is required to repeatedly evaluate the derivative of the original function. The approach is demonstrated on several examples and is found to be highly efficient when compared to well-known MATLAB automatic differentiation programs.
Starting Page	1
Ending Page	44
Page Count	44
File Format	PDF
ISSN	00983500
e-ISSN	15577295
DOI	10.1145/2699456
Volume Number	42
Issue Number	2
Journal	ACM Transactions on Mathematical Software (TOMS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2016-05-24
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Scientific computation Applied mathematics
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Software

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A Source Transformation via Operator Overloading Method for the Automatic Differentiation of Mathematical Functions in MATLAB