Freeware Listing: Automatic Differentiation

Automatic differentiation is a technique for computing the derivatives of a function using the chain rule. Matlab objects make it easy to implement automatic differentiation. Note that this package is implemented in a rather old version of Matlab. You may need to edit it for newer versions. An example of using automatic differentiation to compute the value and derivative of the Rosenbrock function at the point [1,2] is as follows: x=adiff([1,2]); % create the automatic differentiation object at [1,2] rosen = 100*(x(1)^2-x(2))^2+(x(1)-1)^2; % compute rosenbrock func. [x,dx] = adiffget(x); % retrieve the value x and derivative dx Then x = 100 and dx = [-400,200].

  • Platform: Matlab, Scripts

CasADi is designed as a minimalistic computer algebra system that is able to implement an automatic differentiation in forward and adjoint modes. It does thtat by means of a hybrid symbolic / numeric approach.

It is developed to be a low-level tool for quick, yet highly efficient implementation of algorithms for numerical optimization. Of particular interest is dynamic optimization, using either a collocation approach, or a shooting-based approach using embedded ODE/DAE-integrators.

In either case, CasADi relieves the user from the work of efficiently calculating the relevant derivative or ODE/DAE sensitivity information to an arbitrary degree, as needed by the NLP solver.

  • Platform: WinOther

The ADMB (Automatic Differentiation Model Builder) software suite is an environment for non-linear statistical modeling enabling rapid model development, numerical stability, fast and efficient computation, and high accuracy parameter estimates. ADModel Builder is a high level language built around the AUTODIF Library, a C++ language extension which transparently implements reverse mode automatic differentiation. A closely related software package, ADMB-RE, implements random effects in non-linear models. This is the place to come to view Frequently Asked Questions download ADMB for your compiler and OS view and download documentation view ADMB function reference guide view the contributions to the ADMB project by the ADMB user Community find out about courses and mailing lists view source code from ADMB version control.

  • Platform: WinOther
  • ADMB
  • License: Freeware
  • Rating

The ADMB (Automatic Differentiation Model Builder) software suite is an environment for non-linear statistical modeling enabling rapid model development, numerical stability, fast and efficient computation, and high accuracy parameter estimates. ADModel Builder is a high level language built around the AUTODIF Library, a C++ language extension which transparently implements reverse mode automatic differentiation. A closely related software package, ADMB-RE, implements random effects in non-linear models. This is the place to come to view Frequently Asked Questions download ADMB for your compiler and OS view and download documentation view ADMB function reference guide view the contributions to the ADMB project by the ADMB user Community find out about courses and mailing lists view source code from ADMB version control.

  • Platform: WinOther
  • ANGEL
  • License: Freeware
  • Rating

ANGEL-Automatic differentiation Nested Graph Elimination Library is a template library using the Boost Graph Library and the Standard C++ Library; it provides sparse representations of c-graphs their dual line graphs and vertex, edge and face elimina.

  • Platform: Linux, Mac OS X, WinOther

CasADi is a minimalistic computer algebra system implementing automatic differentiation in forward and adjoint modes by means of a hybrid symbolic/numeric approach. It is designed to be a low-level tool for quick, yet highly efficient implementation of algorithms for numerical optimization. Of particular interest is dynamic optimization, using either a collocation approach, or a shooting-based approach using embedded ODE/DAE-integrators. In either case, CasADi relieves the user from the work of efficiently calculating the relevant derivative or ODE/DAE sensitivity information to an arbitrary degree, as needed by the NLP solver.

  • Platform: WinOther

The software system solves constrained nonlinear parameter estimation problems. Synonyms are data fitting, nonlinear regression, parameter identification, curve and surface fitting. The numerical methods are based on highly efficient Gauss-Newton-SQP algorithms. Model functions are defined in a modeling language called PCOMP and are interpreted and evaluated during runtime.

General: Arbitrary fitting criteria depending on parameters to be estimated, additional nonlinear equality or inequality constraints, and optionally on a second independent model variable

Numerical routines: Gauss-Newton-type SQP methods, automatic differentiation, alternative norms (sum of absolute values, maximum of absolute values), confidence intervals for estimated parameters, correlation and covariance matrix, identification of significance...

  • Platform: WinOther, WinVista

Marketing Plan for Fortran Calculus Language, a business opportunity. For those with contacts in the Engineering & Science world this could be a great opportunity. Fortran Calculus solves most math problems within an hour or two. It's very accurrate! It's based on what is called "Automatic Differentiation" (AD). Calculus languages simplify computer coding to an absolute minimum; i.e., a mathematical model, constraints, and the objective function. Minimizing the amount of code allows the user to concentrate on the science or engineering problem at hand and not on the (numerical) process requirements to achieve an optimum solution.

  • Platform: Win2000, WinOther

A front-end program for Fortran Calculus (tm)...Great Math Tool FC-Win is a front-end program for Fortran Calculus. The Fortran Calculus (FC) language is for math modeling, simulation, and optimization. FC is based on Automatic Differentiation (AD) that simplifies computer code to an absolute minimum; i.e., a mathematical model, constraints, and the objective (function) definition. Minimizing the amount of code allows the user to concentrate on the science or engineering problem at hand and not on the (numerical) process requirements to achieve an optimum solution.Requirements: Windows + VB6 RunTime files.

  • Platform: WinOther

The software system allows to solve constrained nonlinear programming problems by an efficient sequential quadratic programming (SQP) method. A nonlinear objective function is to be minimized subject to nonlinear equality or inequality constraints. The mathematical method represents the scientific state-of-the-art. Model functions are defined in a modeling language called PCOMP and are interpreted and evaluated during runtime. It is assumed that all nonlinear functions are differentiable. Gradients are computed automatically. EASY-OPT Express is particularly useful for classroom exercises of optimization courses or to become familiar with optimization routines before starting a real life implementation.

  • Platform: WinOther

A 2-D inviscid flow and adjoint solver on unstructured triangular grids. It makes use of a vertex-centroid finite volume scheme which is second order accurate. The adjoint solver is developed using the automatic differentiation tool called TAPENADE.
2-D inviscid flow and adjoint solver License - GNU General Public License (GPL).

  • Platform: WinOther

GPOPS (which stands for "General Pseudospectral OPtimal Control Softwared-deDt) is an open-source MATLAB optimal control software than implements the Gauss and Radau hp-adaptive pseudospectral methods. These methods approximate the state using a basis of Lagrange polynomials and collocate the dynamics at the Legendre-Gauss-Radau points. These methods share the property that they can be written equivalently in either in differential form or in implicit integral form (see the publications page on this website). The continuous-time optimal control problem is then transcribd to a finite-dimensional nonlinear programming problem (NLP) and the NLP is solved using well known software tools.

  • Platform: Win2000, Windows 7, WinOther, WinVista

ODEcalc for Windows: An Ordinary Differential Equation (ODE) Calculator! State your equation and boundary or initial value conditions and it solves your problem. Plots solution y and derivative ydot versus x. Solves most Boundary Value Problems (BVP) and Initial Value Problems (IVP) for Nth order ODE. ODE may be nonlinear, implicit, and any order. Source code included ... it\'s short! Great teaching tool! Helps students understand difference in BVP and IVP plus their importance in solving practical ODEs. ODE and algebraic system of equations may be solved using the methodology in this demo.

  • Platform: WinOther, Win98, Win2000, WinXP, WinServer, WinVista, WinVista x64

Plotting functions (usual and parametric) with more possibilities. Differentiation of any order (with simplification). Construction of tangents to the graph. The simple and clear interface with the detailed documentation and examples of work. The program is designed both for inexperienced and the professional user as in it are combined the intuitive interface and professional functions. FlatGraph allows: - To enter one or several functional expressions of any complexity for display and (or) their differentiation; - To carry out symbolical differentiation for the specified order of a derivative, and also to carry out simplification of the received derivative; - To investigate "alive" changing of various parameters of functions with simultaneous display of new graphs that allows to define influence of parameters of...

  • Platform: Win2000, Windows Server, WinOther

Allows you to easily enable or disable the automatic installation of Internet Explorer 7 by Microsoft Automatic Updates on your XP, or 2003 system.

  • Platform: Win2000, Windows Server, WinOther

Changes the desktop wallpaper automatically - freeware Automatic Wallpaper Changer is designed to do one thing well: allow you to change your desktop wallpaper on a timed basis. The time between changes is defined as a number of seconds, minutes or hours. The displayed image can be stretched for the best fit to the screen, maintaining its aspect ratio, or displayed at its actual size. When displaying actual size the user is not limited to the centre of the screen, as is usually the case in windows, but can choose to display the picture in any of the four corners of the screen or centred on one of the edges.

  • Platform: WinOther

Automatic Timed Self-Closing Window opens a window that will close itself after a pre-set time. The popup can be launched from a link in your page, or automatically when the launching page loads. It does not launch multiple windows on re-clicks..

  • Platform: JavaScript, Scripts

The system of automatic control of vapor pressure in the boiler with the PI-regulator, taking into account the level of delay and non-linear element..

  • Platform: Matlab, Scripts

Automatic JUnit Creation Tool is an easy to use, Java based tool designed to analyze Java classes to map all possible execution paths.

Automatic JUnit Creation Tool manages to guides users through the generation of a JUnit test.

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  • Platform: WinOther

Automatic Lesion Extractor is a lightweight application designed to provide you with an intuitive brain imaging tool.

You can use Automatic Lesion Extractor to view the fuse volumes of the selected brain image, generate the brain and the tissue mask. It is a handy tool for medicine students and teachers alike.


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  • Platform: Windows 7, Windows 8, WinOther, WinVista

Automatic Differentiation: Freeware | All

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