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Source Transformation for MATLAB Automatic Differentiation.

By Rahul V. Kharche and Shaun A. Forth

Abstract

We present MSAD, a source transformation implementation of forward mode automatic differentiation for MATLAB. MSAD specialises and inlines operations from the fmad and derivvec classes of the MAD package. The operator overloading overheads inherent in MAD are eliminated while preserving the derivvec class's optimised derivative combination operations. Compared to MAD, results from several test cases demonstrate significant improvement in efficiency across all problem sizes

Publisher: Springer-Verlag
Year: 2005
DOI identifier: 10.1007/11758549_77
OAI identifier: oai:dspace.lib.cranfield.ac.uk:1826/3150
Provided by: Cranfield CERES

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