Search Results for "automatic differentiation"

A symbolic framework for C++, Python and Octave implementing automatic differentiation by source code transformation in forward and reverse modes on sparse matrix-valued computational graphs.

ADiGator is a source transformation via operator overloading tool for the automatic differentiation of mathematical functions written in MATLAB. Given a user written file, together with information on the inputs of said file, ADiGator uses forward mode automatic differentiation to generate a new file which contains the calculations required to compute the numeric derivatives of the original user function. Furthermore, these calculations are written entirely in the native MATLAB language, and thus the process may be repeated to obtain nth order derivative files. ...

The Open Optimal Control Library is a software framework in Matlab/Octave for modeling optimal control problem. It uses automatic differentiation and fast non-linear programming solvers. It implements direct methods. In the backend it uses CasADi and ipopt.

Chebfun is a MATLAB-based system for numerical computing with functions instead of just numbers. It represents functions using Chebyshev polynomial approximations and allows users to perform operations like differentiation, integration, root finding, and solving ODEs using symbolic-like syntax. Chebfun simplifies working with continuous mathematics using high-accuracy numerical techniques.