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Automatic Differentiation
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Open Directory - Science: Math: Numerical Analysis: Automatic Differentiation
Fortran Tools
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Autodiff.org
- Overview, resources and examples on Automatic Differentiation, as well as and index of conferences and publications.
COSY Infinity
- 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.
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.
FastOpt
- 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++).
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.
Matlab Automatic Differentiation (MAD)
- 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.
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.
The Computational Differentiation Project
- 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.
The Tangent linear and Adjoint Model Compiler (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.
Wikipedia: 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.
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Last update: Friday, October 16, 2009 3:24:51 AM EDT -
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