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Lecture: Automatic Differentiation in MATLAB

Description:
MATLAB is a popular interactive programming environment making it easy to experiment with new algorithmic ideas in all areas of computational science and engineering. This course consists of a short lecture giving an introduction to MATLAB and automatic differentiation. The second and main part of this course deals with hands-on experiences applying the software tool ADiMat, implementing automatic differentiation for programs written in MATLAB. The figure shows the sparsity pattern of a Jacobian matrix that can be computed in a compressed way in order to save computing time and storage requirement.

Audience:
This interdisciplinary course is offered to students from computer science, mathematics, natural sciences, and engineering disciplines.

Web page for latest course:
http://www.sc.rwth-aachen.de/Teaching/Labs/ADM

Lecturer: Martin Bücker

Remarks:
This course is offered at irregular intervals and may be chosen as part of Vertiefungsfach High-Performance Computing.

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RWTH Aachen
Computer Science
Scientific Computing
Computational Engineering
Center for Computing and Communication
Last modified: 16.05.2009, webmaster@sc.rwth-aachen.de, Impressum, Disclaimer