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Automatic Differentiation in Matlab Using Admat With Applications 1611974356 9781611974355 Compress by Soumyadeep Bhowmick is a document available to read on EtoBox.

The document discusses the implementation of Automatic Differentiation (AD) in MATLAB using the ADMAT tool, emphasizing its applications in scientific computing, particularly in optimization and computational finance. It covers fundamental concepts, practical examples, and advanced topics such as sparse problems and combining ADMAT with C/Fortran. The text aims to provide a comprehensive guide for users to efficiently compute derivatives necessary for various numerical tasks.

Author
Soumyadeep Bhowmick
Language
EN