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Diffcode

Automatic differentiation
(1401 downloads for this version - 8888 downloads for all versions)
Details
Version
1.1
A more recent valid version exists: 1.3
Authors
DIGITEO - Michael Baudin
INRIA - Xavier Jonsson
INRIA - Serge Steer
Owner Organization
DIGITEO - INRIA
Maintainer
Michael Baudin
Categories
License
Dependencies
Creation Date
October 20, 2011
Source created on
Scilab 5.3.x
Binaries available on
Scilab 5.3.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit MacOSX
Install command
--> atomsInstall("diffcode")
Description
            This toolbox provides forward automatic differentiation. It is based on
operators and functions overloading.

Given a Scilab code computing a variable y depending on a variable x and a
direction dx it allow evaluation of y together with the directional derivative
Grad(y)*dx.

The module supports common arithmetic operations, common elementary functions
and several matrix functions, including matrix inversion.

Type : 

help diffcode_overview

for a quick start.

Features
--------

The following is a list of the current functions :
 * diffcode_der -  Create a new code differentiation object.
 * diffcode_CDcost -  Objective function for optim.
 * diffcode_hessian — Compute the Hessian of the function.
 * diffcode_jacobian — Compute the Jacobian of the function.

            
Files (2)
[32.17 kB]
Source code archive
Fixed a packaging problem, caused by bug #9952 in Scilab :

http://bugzilla.scilab.org/show_bug.cgi?id=9952
[187.54 kB]
OS-independent binary for Scilab 5.3.x
Binary version
Automatically generated by the ATOMS compilation chain

News (0)
Comments (2)     Leave a comment 
Comment from Michael Baudin -- November 14, 2011, 12:42:54 PM    
The v1.1 has been tested on Scilab 5.3.2 with Windows XP 32 bits.

All tests pass:

-->atomsTest("diffcode")
   TMPDIR = C:\Users\baudin\AppData\Local\Temp\SCI_TMP_3096_
   001/022 - [SCI\contrib\diffcode\1.1-2] allFinDiffCheck..........passed 
   002/022 - [SCI\contrib\diffcode\1.1-2] allMixedTypeCheck........passed 
   003/022 - [SCI\contrib\diffcode\1.1-2] demo1....................passed 
   004/022 - [SCI\contrib\diffcode\1.1-2] demo2....................passed 
   005/022 - [SCI\contrib\diffcode\1.1-2] demo3....................passed
   006/022 - [SCI\contrib\diffcode\1.1-2] demo4....................passed 
   007/022 - [SCI\contrib\diffcode\1.1-2] demo5....................passed 
   008/022 - [SCI\contrib\diffcode\1.1-2] demo6....................passed 
   009/022 - [SCI\contrib\diffcode\1.1-2] disp.....................passed 
   010/022 - [SCI\contrib\diffcode\1.1-2] extractionInsertion......passed 
   011/022 - [SCI\contrib\diffcode\1.1-2] hessian..................passed 
   012/022 - [SCI\contrib\diffcode\1.1-2] jacobian.................passed 
   013/022 - [SCI\contrib\diffcode\1.1-2] minus....................passed 
   014/022 - [SCI\contrib\diffcode\1.1-2] mul......................passed 
   015/022 - [SCI\contrib\diffcode\1.1-2] plus.....................passed 
   016/022 - [SCI\contrib\diffcode\1.1-2] pow......................passed 
   017/022 - [SCI\contrib\diffcode\1.1-2] quickstart...............passed 
   018/022 - [SCI\contrib\diffcode\1.1-2] quote....................passed 
   019/022 - [SCI\contrib\diffcode\1.1-2] slash....................passed 
   020/022 - [SCI\contrib\diffcode\1.1-2] string...................passed 
   021/022 - [SCI\contrib\diffcode\1.1-2] sum......................passed
   022/022 - [SCI\contrib\diffcode\1.1-2] ticket_550...............passed 
Comment from Michael Baudin -- November 14, 2011, 12:43:33 PM    
Here is the changelog for the v1.1.

diffcode (v1.1)
  * Fixed pow operation.
  * Fixed bug #550.
    diffcode can now differentiate non vectorized statements.
  * Updated extraction/insertion with hypermatrices.
  * Updated string with hypermatrices.
  * Simplified coding of disp.
  * Simplified coding of string.
  * Added abs, cumprod, cumsum, matrix, maxi, mini, prod.
    Imported from the 2009 version.
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