High-Level Interfaces for the MAD (Matlab Automatic Differentiation) Package.
| dc.contributor.author | Forth, Shaun A. | - |
| dc.contributor.author | Ketzscher, Robert | - |
| dc.date.accessioned | 2011-11-21T23:01:11Z | |
| dc.date.available | 2011-11-21T23:01:11Z | |
| dc.date.issued | 2004-01-01T00:00:00Z | - |
| dc.description.abstract | Presently, the MAD Automatic Differentiation package for matlab comprises an overloaded implementation of forward mode AD via the fmad class. A key design feature of the fmad class is a separation of the storage and manipulation of directional derivatives into a separate derivvec class. Within the derivvec class, directional derivatives are stored as matrices (2-D arrays) allowing for the use of either full or sparse matrix storage. All manipulation of directional derivatives is performed using high-level matrix operations - thus assuring efficiency. In this paper: we briefly review implementation of the fmad class; we then present our implementation of high-level interfaces allowing users to utilise MAD in conjunction with stiff ODE solvers and numerical optimization routines; we then demonstrate the ease and utility of this approach via several examples; we conclude with a road-map for future developments. | en_UK |
| dc.identifier.citation | Shaun A Forth & Robert Ketzscher; High-Level Interfaces for the MAD (Matlab Automatic Differentiation) Package. 4th European Congress on Computational Methods in Applied Sciences & Engineering (ECCOMAS) eds. P Neittaanmaki, T Rossi, S Korotov, E Onate, J Periaux and D Knorzer, 2004. | - |
| dc.identifier.isbn | 951-39-1869-6 | - |
| dc.identifier.uri | http://dspace.lib.cranfield.ac.uk/handle/1826/3139 | |
| dc.subject | Automatic Differentiation | en_UK |
| dc.subject | Numerical Optimization | en_UK |
| dc.subject | Numerical Solution of Stiff ODEs | en_UK |
| dc.title | High-Level Interfaces for the MAD (Matlab Automatic Differentiation) Package. | en_UK |
| dc.type | Article | - |