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Automatic Differentiation


Directory > Science > Math > Numerical_Analysis > Automatic Differentiation

Fortran_Tools@ (8)


1,007 Listings - DR (6/10)1,007 Listings - DR (6/10) COSY Infinity - http://www.bt.pa.msu.edu/index_cosy.htm
A system for the use of automatic differentiation and Taylor Models in Fortran and C++, developed by the Michigan State University, USA. While site contains links to manual and description, the tool is only available through registration.
On Target - DR (2/10)On Target - DR (2/10) CppAD - http://www.coin-or.org/CppAD/
A Package for Differentiation of C++ Algorithms developed by the COmputational INfrastructure for Operations Research (COIN-OR) project. Windows and Linux Binaries are available for download as well as documentation and source code.
315 Listings - DR (2/10)315 Listings - DR (2/10) ADMAT - http://www.math.uwaterloo.ca/CandO_Dept/securedDownloadsWhitelist/
The Numerical solution of large scale nonlinear problems in Matlab involves computing the derivative information in the form of gradients, Jacobian and Hessian matrices. ADMAT/ADMIT is developed by the University of Waterloo, Canada. Downloads are available after personal registration.
191 Listings - DR (2/10)191 Listings - DR (2/10) REVOLVE - http://www.math.tu-dresden.de/wir/project/revolve/
For adjoint calculations, derivative computations using the reverse mode of automatic differentiation, one may need to reverse the execution of a computer program. Site contains links to source code for C and Fortran, as well as description and publication references.
7,463 Listings - DR (2/10)7,463 Listings - DR (2/10) Wikipedia: Automatic Differentiation - http://en.wikipedia.org/wiki/Automatic_differentiation
In mathematics and computer algebra, automatic differentiation is a method to numerically evaluate the derivative of a function specified by a computer program.
62 Listings - DR (1/10)62 Listings - DR (1/10) INTLAB - http://www.ti3.tu-harburg.de/rump/intlab/
INTerval LABoratory is the Matlab toolbox for self-validating algorithms, developed by the Hamburg University of Technology, Germany. Along with examples and related publications, the source code can be downloaded freely for private and academic use. Commercial applications require a license.
On Target - DR (0/10)On Target - DR (0/10) The Tangent linear and Adjoint Model Compiler (TAMC) - http://autodiff.com/tamc/
A source-to-source translator that generates Fortran routines for computation of the first-order derivatives out of Fortran routines. Site contains documentation and references to publications. Usage is restricted to non-commercial and educational applications remotely via email.
On Target - DR (0/10)On Target - DR (0/10) FastOpt - http://www.fastopt.de
Company provides tools for Automatic Differentiation and their application in Geoscience, Economics, Engineering and Mathematics. Home of the commercial tools TAF (Fortran) and TAC++ (C++).
On Target - DR (0/10)On Target - DR (0/10) The Computational Differentiation Project - http://www-fp.mcs.anl.gov/autodiff/
Technologies for generating efficient derivative code for models implemented as computer programs, developed by the Argonne National Laboratory, USA. While the tool ADIC (ANSI C) is available for download as source code, ADIFOR (Fortran) is only available through personal registration.
On Target - DR (0/10)On Target - DR (0/10) Autodiff.org - http://www.autodiff.org
Overview, resources and examples on Automatic Differentiation, as well as and index of conferences and publications.
On Target - DR (0/10)On Target - DR (0/10) Matlab Automatic Differentiation (MAD) - http://www.amorg.co.uk/AD/MAD/index.html
Automatic Differentiation addon for the TOMLAB optimization package for Matlab, developed by Cranfield University, UK. Site contains links to related publications and User Guide, however the package is commercially distributed by TOMLAB.
On Target - DR (0/10)On Target - DR (0/10) OpenAD - http://www-unix.mcs.anl.gov/~utke/OpenAD/
A flexible, modular, open source tool that can generate adjoint codes of numerical simulation programs written in C and Fortan. Along with examples, case studies, documentation and related publications, Test Binaries can be downloaded from freely from CVS tree.

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