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Thomas F. Coleman, Arun Verma
ADMAT: An Automatic Differentiation Toolbox for MATLAB
Computer Science Department, Cornell University, 1998
Tools:
ADMAT / ADMIT
Arun Verma
ADMAT: Automatic Differentiation in MATLAB Using Object Oriented Methods
Conference proceeding, Object Oriented Methods for Interoperable Scientific and Engineering Computing: Proceedings of the 1998 SIAM Workshop, SIAM, 1999
Tools:
ADMAT / ADMIT
Thomas F. Coleman, Arun Verma
ADMIT-1: Automatic Differentiation and MATLAB Interface Toolbox
Article in ACM Transactions on Mathematical Software, 2000
Tools:
ADMAT / ADMIT
Wei Xu, Xi Chen, Thomas F. Coleman
The efficient application of automatic differentiation for computing gradients in financial applications
Article in The Journal of Computational Finance, Infopro Digital Services Ltd, 2016
Application Area:
Finance
Tools:
ADMAT / ADMIT
Theory & Techniques:
Hierarchical Approach
Thomas F. Coleman, Gudbjorn F. Jonsson
The Efficient Computation of Structured Gradients using Automatic Differentiation
Article in SIAM Journal on Scientific Computing, SIAM, 1999
Tools:
ADMAT / ADMIT, ADOL-C
Theory & Techniques:
Reverse Mode, Sparsity
Thomas F. Coleman, Xin Xiong, Wei Xu
Using Directed Edge Separators to Increase Efficiency in the Determination of Jacobian Matrices via Automatic Differentiation
Recent Advances in Algorithmic Differentiation, Springer, 2012
Tools:
ADMAT / ADMIT
Theory & Techniques:
Combinatorics, Computational Graph

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