BibTeX
@BOOK{
Coleman2016ADi,
author = "Thomas F. Coleman and Wei Xu",
title = "Automatic Differentiation in {MATLAB} Using {ADMAT} with Applications",
publisher = "SIAM",
series = "Software, Environments, and Tools",
address = "Philadelphia, PA",
isbn = "978-1-611974-35-5",
ad_theotech = "General, Introduction",
year = "2016",
url = "http://bookstore.siam.org/se27/",
abstract = "The calculation of partial derivatives is a fundamental need in scientific
computing. Automatic differentiation (AD) can be applied straightforwardly to obtain all necessary
partial derivatives (usually first and, possibly, second derivatives) regardless of a
code’s complexity. However, the space and time efficiency of AD can be dramatically
improved---sometimes transforming a problem from intractable to highly feasible---if inherent
problem structure is used to apply AD in a judicious manner. \emph{Automatic Differentiation in
MATLAB Using ADMAT with Applications} discusses the efficient use of AD to solve real problems,
especially multidimensional zero-finding and optimization, in the MATLAB environment. This book is
concerned with the determination of the first and second derivatives in the context of solving
scientific computing problems with an emphasis on optimization and solutions to nonlinear systems.
The authors focus on the application rather than the implementation of AD, solve real nonlinear
problems with high performance by exploiting the problem structure in the application of AD, and
provide many easy to understand applications, examples, and MATLAB templates.",
number = "27"
}
|