ADMIT-1 : Automatic Differentiation and MATLAB Interface Toolbox

Abstract

ADMIT-1 enables you to compute {\em sparse} Jacobian and Hessian matrices, using automatic differentiation technology, from a MATLAB environment. You need only supply a function to be differentiated and ADMIT-1 will exploit sparsity if present to yield sparse derivative matrices (in sparse MATLAB form). A generic AD tool, subject to some functionality requirements, can be plugged into ADMIT-1; examples include ADOL-C ~\cite{Griewank1996b} (C/C++ target functions) and ADMAT ~\cite{admat} (MATLAB target functions). ADMIT-1 also allows for the calculation of gradients and has several other related functions.