Combining source transformation and operator overloading techniques to compute derivatives for MATLAB programs

摘要: Derivatives of mathematical functions play a key role in various areas numerical and technical computing. Many these computations are done MATLAB, popular environment for computing providing engineers scientists with capabilities computing, analysis, visualization, algorithmic development. For written the MATLAB language, novel software tool is proposed to automatically transform given program into another capable not only original function but also user-specified derivatives that function. That is, transformation known as automatic differentiation performed change semantics fashion based on chain rule differential calculus. The crucial ingredient combination source-to-source operator overloading. overall design described experiments reported demonstrating efficiency resulting code sample problem.