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[1-6]
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Thomas F. Coleman, Arun Verma
ADMAT: An Automatic Differentiation Toolbox for MATLAB
Computer Science Department, Cornell University, 1998 |
Tools:
ADMAT / ADMIT
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Thomas F. Coleman, Arun Verma
ADMIT-1: Automatic Differentiation and MATLAB Interface Toolbox
Article in
ACM Transactions on Mathematical Software, 2000 |
Tools:
ADMAT / ADMIT
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Thomas F. Coleman, Gudbjorn F. Jonsson
The Efficient Computation of Structured Gradients using Automatic Differentiation
Article in
SIAM Journal on Scientific Computing, SIAM,
1999 |
Tools:
ADMAT / ADMIT, ADOL-C
Theory & Techniques:
Reverse Mode, Sparsity
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Arun Verma
ADMAT: Automatic Differentiation in MATLAB Using Object Oriented Methods
Conference proceeding,
Object Oriented Methods for Interoperable Scientific and Engineering Computing: Proceedings of the 1998 SIAM Workshop, SIAM,
1999 |
Tools:
ADMAT / ADMIT
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Thomas F. Coleman, Xin Xiong, Wei Xu
Using Directed Edge Separators to Increase Efficiency in the Determination of Jacobian Matrices via Automatic Differentiation
Recent Advances in Algorithmic Differentiation, Springer,
2012 |
Tools:
ADMAT / ADMIT
Theory & Techniques:
Combinatorics, Computational Graph
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Wei Xu, Xi Chen, Thomas F. Coleman
The efficient application of automatic differentiation for computing gradients in financial applications
Article in
The Journal of Computational Finance, Infopro Digital Services Ltd,
2016 |
Application Area:
Finance
Tools:
ADMAT / ADMIT
Theory & Techniques:
Hierarchical Approach
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