
dcc
 Referenced in 35 articles
[sw07577]
 book on algorithmic (also known as automatic) differentiation (AD), providing fundamental rules for the generation...

ADMIT
 Referenced in 22 articles
[sw02687]
 ADMIT1. Automatic differentiation and MATLAB interface toolbox. ADMIT1 enables the computation of sparse ... Jacobian and Hessian matrices, using automatic differentiation technology, from a MATLAB environment. Given a function ... differentiated, ADMIT1 will exploit sparsity if present to yield sparse derivative matrices ... sparse MATLAB form). A generic automatic differentiation tool, subject to some functionality requirements...

CppAD
 Referenced in 35 articles
[sw04866]
 Algorithm differentiation of implicit functions and optimal values In applied optimization, an understanding ... this paper we adapt a known automatic differentiation (AD) technique for obtaining derivatives of implicitly...

MAD
 Referenced in 25 articles
[sw12534]
 efficient overloaded implementation of forward mode automatic differentiation in MATLAB. The Mad package described here ... wellknown forward mode of automatic differentiation implemented via operator overloading on variables...

PCOMP
 Referenced in 21 articles
[sw00688]
 PCOMP: A Fortran code for automatic differentiation. Automatic differentiation is an interesting and important tool...

rstan
 Referenced in 33 articles
[sw16103]
 optimization. In all three cases, automatic differentiation is used to quickly and accurately evaluate gradients...

NLPLIB
 Referenced in 30 articles
[sw03199]
 analytical derivatives are not available, automatic differentiation is easy using an interface to ADMAT/ADMIT...

SMS
 Referenced in 29 articles
[sw01085]
 several techniques: symbolic capabilities of Mathematica, automatic differentiation technique, simultaneous optimization of expressions...

ADVI
 Referenced in 27 articles
[sw34040]
 propose an automatic variational inference algorithm, automatic differentiation variational inference (ADVI). The user only provides ... broad class of models. The algorithm automatically determines an appropriate variational family and optimizes...

SBA
 Referenced in 24 articles
[sw05242]
 differentiation (e.g. maple), or obtained using automatic differentiation techniques. There is also the alternative...

DAEPACK
 Referenced in 17 articles
[sw12958]
 derivatives of the original model using automatic differentiation (AD) (automatic differentiation...

MRSTAD
 Referenced in 23 articles
[sw25330]
 discrete differential operators; and (iii) automatic differentiation that ensures that no analytical derivatives have...

PADRE2
 Referenced in 14 articles
[sw00667]
 computation involves algorithms based on Fast Automatic Differentiation (and automatic differentiation). Since the error estimates ... numerically zero, software systems for Fast Automatic Differentiation like PADRE2 are valuable. We discuss ... performance of Fast Automatic Differentiation, specifically, the overhead for using the technique with PADRE2...

ADMB
 Referenced in 15 articles
[sw07416]
 model builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models. Many ... formulated as a nonlinear optimization problem. Automatic Differentiation Model Builder (ADMB) is a programming framework ... based on automatic differentiation, aimed at highly nonlinear models with a large number of parameters...

Autograd
 Referenced in 22 articles
[sw22077]
 Autograd can automatically differentiate native Python and Numpy code. It can handle a large subset...

AD01
 Referenced in 15 articles
[sw12526]
 AD01, a Fortran 90 code for automatic differentiation. We describe the design of a Fortran ... code called AD01 for automatic differentiation. By changing the type of each independent variable...

Pymanopt
 Referenced in 20 articles
[sw17844]
 toolbox for optimization on manifolds using automatic differentiation. Optimization on manifolds is a class...

Adjoint
 Referenced in 11 articles
[sw08877]
 Development of Discrete Adjoint Solvers. An automatic differentiation tool is used to develop the adjoint ... fluid dynamics solver. Rather than using automatic differentiation to differentiate the entire source code ... scientific computation. This selective application of automatic differentiation is the central idea behind the automatic ... exact numerical differentiation of the original solver. Furthermore, the approach is largely automatic, thus avoiding...

FFADlib
 Referenced in 11 articles
[sw18092]
 Fast Forward Automatic Differentiation Library (ffadlib). n this document we discuss the data structure ... partial derivatives accelerates the automatic differentiation computations. We implemented the presented algorithms in a software ... package, which simplifies automatic differentiation of functions represented by a computer program. The library ... applications and usage of the proposed automatic differentiation software...

Sacado
 Referenced in 11 articles
[sw06602]
 expression templates for operator overloadingbased automatic differentiation Expression templates are a wellknown ... operator overloadingbased forward mode automatic differentiation schemes in the C++ programming language by translating ... templates and their implementation in the automatic differentiation package { t Sacado} [{it E. T. Phipps ... Sacado automatic differentiation package (2011), url{http://trilinos.sandia.gov/packages/sacado/}]. We demonstrate their improved efficiency through...