ADMAT / ADMIT

Summary:
ADMAT 2.0 enables you to differentiate MATLAB functions, and allows you to compute gradients, Jacobian matrices and Hessian matrices of nonlinear maps defined via M-files. Both forward and reverse modes are included.

URL: http://www.cayugaresearch.com

Developers:

• Thomas Coleman
• Arun Verma
• Wei Xu

Mode:	Forward Reverse
Method:	Operator overloading
Supported Language:	MATLAB

Reference:


Features:
ADMAT 2.0 enables you to differentiate MATLAB functions, and allows you to compute gradients, Jacobian matrices and Hessian matrices of nonlinear maps defined via M-files. Both forward and reverse modes are included in ADMAT 2.0. When the Jacobian and Hessian matrices are sparse, the included package ADMIT-1 provides another efficient way to compute the Jacobian and Hessian matrices. You need only supply a M-function to be differentiated and ADMIT-1 will exploit the sparsity of the present function to yield sparse derivative matrices (in sparse Matlab form). ADMIT-1 also allows for the calculation of gradients and has several other related functions. Note that ADMIT-1 is much faster than forward or reverse mode when Jacobian matrices has the same structure but need to be evaluated at different points

Supported Platforms:

• Windows
• Unix/Linux

Licensing: free with restrictions

Entries in our publication database that actually use ADMAT / ADMIT in the numerical experiments:  6

The following diagram shows these entries versus the year of the publication.

10+ #Entries 0	1	2	1	1	1
	'98	'99	'00	'12	'16
	Year

Related Research Groups:

• University of Waterloo, Canada