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Automatic Differentiation with Matlab Objects 1.0

  Date Added: April 06, 2013  |  Visits: 363

Automatic Differentiation with Matlab Objects

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Automatic differentiation is a technique for computing the derivatives of a function using the chain rule. Matlab objects make it easy to implement automatic differentiation. Note that this package is implemented in a rather old version of Matlab. You may need to edit it for newer versions.An example of using automatic differentiation to compute the value and derivative of the Rosenbrock function at the point [1,2] is as follows:x=adiff([1,2]); % create the automatic differentiation object at [1,2]rosen = 100*(x(1)^2-x(2))^2+(x(1)-1)^2; % compute rosenbrock func.[x,dx] = adiffget(x); % retrieve the value x and derivative dxThen x = 100 and dx = [-400,200].The adiff object includes a helper function to convert any optimization without derivatives into one with derivatives. For example, if you have a function f which you wish to optimize, but it doesn't compute derivatives, it is usually enough to callfminunc('autodiff',x0,options,'f',...)The zip file includes a pdf help file.

Requirements: No special requirements
Platforms: Matlab
Keyword: 3d 100x12x222bx112 3d 400200the Adiff Adiff Object Adiffgetx Adiffgetx Retrieve And Dx At The Automatic Differentiation But It Callfminunc Autodiff Options Zip Derivative Derivatives Followsx Dadiff Optimization Rosen Which You Wish
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License: Freeware Size: 51.2 KB
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