ADMIT-1: Automatic differentiation and MATLAB interface toolbox

Citation
Tf. Coleman et A. Verma, ADMIT-1: Automatic differentiation and MATLAB interface toolbox, ACM T MATH, 26(1), 2000, pp. 150-175
Citations number
25
Categorie Soggetti
Computer Science & Engineering
Journal title
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
ISSN journal
00983500 → ACNP
Volume
26
Issue
1
Year of publication
2000
Pages
150 - 175
Database
ISI
SICI code
0098-3500(200003)26:1<150:AADAMI>2.0.ZU;2-4
Abstract
ADMIT-1 enables the computation of sparse Jacobian and Hessian matrices, us ing automatic differentiation technology, from a MATLAB environment. Given a function to be differentiated, ADMIT-1 will exploit sparsity if present t o yield sparse derivative matrices (in sparse MATLAB form). A generic autom atic differentiation tool, subject to some functionality requirements, can be plugged into ADMIT-1; examples include ADOL-C (C/C++ target functions) a nd ADMAT (MATLAB target functions). ADMIT-1 also allows for the calculation of gradients and has several other related functions. This article provide s an introduction to the design and usage of ADMIT-1.