Source Transformation for MATLAB Automatic Differentiation
Rahul V. Kharche & Shaun A. Forth
Computational Science - ICCS 2006 6th International Conference, Reading, UK, May 28-31, 2006, Proceedings, Part IV, pages 558-565. Editors Vassil Alexandrov, Dick van Albada, Peter Sloot and Jack Dongarra, Lecture Notes in Computer Science 3994, Springer-Verlag, ISBN 3-540-34385-7.
3rd International Workshop on Automatic Differentiation Tools & Applications
Abstract: We present MSAD, a source transformation implementation of forward mode automatic differentiation for MATLAB. MSAD specialises and inlines operations from the fmad and derivvec classes of the MAD package. The operator overloading overheads inherent in MAD are eliminated while preserving the derivvec class's optimised derivative combination operations. Compared to MAD, results from several test cases demonstrate significant improvement in efficiency across all problem sizes.
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SpringerLink: http://dx.doi.org/10.1007/11758549_77