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Semantic Augmentation of MATLAB Programs to Compute Derivatives

Diploma thesis of Andre Vehreschild, November 2001.

MATLAB developed and distributed by The Math Works, Inc. is an interpreted language for technical computing. The language supports high-level objects, like matrices and vectors, and offers efficiently implemented operators for these objects. MATLAB is used by scientists and engineers interested in computation and visualization of large problems. The semantic augmentation of programs to compute derivatives is known as automatic differentiation. Here, a program is extended with additional computations to compute the derivatives along with the original computations. One approach to get the derivatives of a program is to add the corresponding derivative statements to the source code of the original program. This approach is called source transformation.

In this diploma thesis, a source transformation tool for MATLAB is designed and implemented. The tool is called ADiMat and includes a parser, some additional compiler infrastructure, and an extendible system to specify the functions built into MATLAB. The user may specify built-in functions and derivatives using a simple language. Many built-in functions are already specified. The tool is able to apply the forward mode of automatic differentiation to MATLAB programs.

Contact: A. Vehreschild


RWTH Aachen
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Scientific Computing
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