A system for interfacing MATLAB with external software geared toward automatic differentiation

Authors:
H. Martin Bücker;Atya Elsheikh;Andre Vehreschild
Affiliations:
Institute for Scientific Computing, RWTH Aachen University, Aachen, Germany;Department of Simulation, Faculty 11/12, University of Siegen, Siegen, Germany;Institute for Scientific Computing, RWTH Aachen University, Aachen, Germany
Venue:
ICMS'06 Proceedings of the Second international conference on Mathematical Software
Year:
2006

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Abstract

MATLAB is commonly considered to be an attractive, high-productivity programming environment by many computational scientists and engineers. So-called MEX-files are dynamically linked subroutines produced from, say, C or Fortran source code that, when compiled, can be run directly from within MATLAB as if they were MATLAB built-in functions. When applying automatic differentiation to a MATLAB program that calls external software via MEX-files, code is mechanically generated for the MATLAB part and for the external part in two separate phases. These resulting code fragments need to be put together via new MEX-files. This work introduces a novel software tool called automatic differentiation mexfunction generator that automatically generates MEX interface functions for gluing these automatically generated code fragments.