ADMIT-1: automatic differentiation and MATLAB interface toolbox

  • Authors:
  • Thomas F. Coleman;Arun Verma

  • Affiliations:
  • Cornell Univ., Ithaca, NY;Cornell Univ., Ithaca, NY

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2000

Quantified Score

Hi-index 0.00

Visualization

Abstract

ADMIT-1 enables the computation of sparse Jacobian and Hessian matrices, using automatic differentiation technology, from a MATLAB environment. Given a function to be differentiated, ADMIT-1 will exploit sparsity if present to yield sparse derivative matrices (in sparse MATLAB form). A generic automatic differentiation tool, subject to some functionality requirements, can be plugged into ADMIT-1; examples include ADOL-C (C/C++ target functions)and ADMAT (MATLAB target funcitons). ADMIT-1 also allows for the calculation of gradients and has several other related functions. This article provides an introduction to the design and usage of ADMIT-1.