This toolbox enables Scilab code differentiation using operators and
primitive 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 arithmetic operations, common elementary functions and
several matrix functions, including matrix inversion.
for a quick start.
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.