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Montreal, Quebec, Canada
Oct. 1, 2002 to Oct. 1, 2002
ISBN: 0-7695-1793-5
pp: 65
C. H. Bischof , Aachen University
H. M. Bücker , Aachen University
B. Lang , Aachen University
A. Rasch , Aachen University
A. Vehreschild , Aachen University
Derivatives of mathematical functions play key role in various areas of numerical and technical computing. Many of these computations are done in MATLAB, a popular environment for technical computing providing engineers and scientists with capabilities for mathematical computing, analysis, visualization, and algorithmic development. For functions written in the MATLAB language, a novel software tool is proposed to automatically transform a given MATLAB program into another MATLAB program capable of computing not only the original function but also user-specified derivatives of that function. That is, a program transformation known as automatic differentiation is performed to change the semantics of the program in a fashion based on the chain rule of differential calculus. The crucial ingredient of the tool is a combination source-to-source transformation and operator overloading. The overall design of the tool is described and numerical experiments are reported demonstrating the efficiency of the resulting code for a sample problem.
source transformation, operator overloading, automatic differentiation, derivatives, MATLAB, high-level language
C. H. Bischof, H. M. Bücker, B. Lang, A. Rasch, A. Vehreschild, "Combining Source Transformation and Operator Overloading Techniques to Compute Derivatives for MATLAB Programs", SCAM, 2002, Proceedings Second IEEE International Workshop on Source Code Analysis and Manipulation, Proceedings Second IEEE International Workshop on Source Code Analysis and Manipulation 2002, pp. 65, doi:10.1109/SCAM.2002.1134106
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