Sparse Automatique Differentiation软件

Forward automatic differentiation using operator overloading and sparse jacobians

软件应用简介

a simple example using a 3D array:

>> f=@(x) sum(x.^2,3);

>> full(AutoDiffJacobianAutoDiff(f,ones(2,2,2)))

ans =

2.0000 0 0 0 2.0000 0 0 0

0 2.0000 0 0 0 2.0000 0 0

0 0 2.0000 0 0 0 2.0000 0

0 0 0 2.0000 0 0 0 2.0000

see the github page https://github.com/martinResearch/MatlabAutoDiff for more examples and a more detailed explaination

界面展示

结果示意

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