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.
