ADMIT-1: automatic differentiation and MATLAB interface toolbox

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.

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.0 General
          Subjects: Numerical algorithms

Additional Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.5 Roots of Nonlinear Equations
          Subjects: Systems of equations
      G.1.6 Optimization
          Subjects: Unconstrained optimization
  G.4 MATHEMATICAL SOFTWARE

      Nouns: MATLAB

General Terms:
Design, Experimentation

Keywords:
Jacobians and Hessians, automatic differentiation, computational differentiation, efficient computation of gradient, graph coloring, user interface