Main Page   Namespace List   Class Hierarchy   Compound List   File List   Namespace Members   Compound Members   File Members   Related Pages  

ADMC++: Automatic Differentiation of Matlab and C++

This site is currently under construction and is far from complete


ADMC++ is short for "Automatic Differentiation of Matlab and C++" and is a package for computing derivatives of functions written in Matlab or C++. For a given function , the package can calculate the forward mode derivative

the reverse mode derivative

and the Taylor coefficients

for given seed matrices , , and Taylor coefficients , . Here . Each of these differentiation modes can also be combined to compute any form of mixed higher derivative.

Obtaining the code

See Obtaining the code.

Class Overview

See Class Overview.

Generated on Wed Jun 18 09:16:20 2003 for admc++ by doxygen1.2.14 written by Dimitri van Heesch, © 1997-2002