Automatic differentiation

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Automatic differentiation

Applications of automatic differentiation

Global change research.

Approaches to algorithmic differentiation

Hand-coding.
Symbolic algebra systems.
Tangent/adjoint compilers.
Operator overloading to produce scripts for interpreters (e.g. ADOL-C, ADOL-F).
Operator overloading to implement derivative calculations directly.

MASCOS project on automatic differentiation by operator overloading

Talk at MODSIM05.

External links

Fastopt: http://www.fastopt.de. Publications in automatic differentiation: http://www.fastopt.de/topics/publications.html.
ADOL-C: http://www.math.tu-dresden.de/wir/project/adolc/
Andreas Griewank's home page: http://www.mathematik.hu-berlin.de/~griewank

Disclaimer

This page, its contents and style, are the responsibility of the author and do not represent the views, policies or opinions of The University of Melbourne.

Ian Enting: last change 25/11/05.