CADA

CADA is a MATLAB toolbox for computing analytic derivatives of functions defined by MATLAB computer programs. CADA uses operator overloading together in such a manner that a new computer code is generated that contains the derivative of the original function. CADA generates derivatives in a sparse manner, that is, only the nonzero derivatives (along with the corresponding indices) are shown in the derivative code. The derivative code produced by CADA can be differentiated repeatedly to generate as many derivatives as desired. At each level of differentiation, only the nonzero derivatives are stored along with the indices corresponding to those derivatives. CADA is relatively straightforward to use; the only requirement is that the user have a later version of MATLAB and that the code contain only those mathematical functions that are defined in the object-overloaded library @cada in the CADA repository.