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Re: Automatic Differentiation in Mathematica

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  • Subject: [mg85591] Re: Automatic Differentiation in Mathematica
  • From: Jens-Peer Kuska <kuska at>
  • Date: Thu, 14 Feb 2008 06:26:13 -0500 (EST)
  • Organization: Uni Leipzig
  • References: <foumc1$qv0$> <fp0kus$5cs$>
  • Reply-to: kuska at


suppose you have a function of several hundred or thousend
variables but less that a million. And you want to
minimize it. You have written a FORTRAN or C function
that compute this function with everything you can do
in FORTRAN, i.e., DO-loops, IF ... To minimize the function
you need the gradient,
but the computation of the gradient numerical
is  to error sensitive and take too long.
Automatic Differntation take you FORTRAN or C function and
generate a FORTRAN or C function that compute the gradient.
And yes it compute the derivative of a DO-loop and nested IF

AFAIK there is no Mathematica package that does this.


Daniel Huber wrote:
> Hi marco,
> can you please explain what you mean by:
> "Differentiation of an algorithm"
> Usually we differentiate functions. For symbolic differentiation there 
> is D and Dt. For numeric differentiation there is ND
> sincerely, Daniel
> Marco Gabiccini wrote:
>> Hi,
>> I was wondering if any of you know about packages in Mathematica implementing
>> Automatic Differentiation of algorithms like ADOL-C in C++ or MAD in another system.
>> Thanks,
>> marco
>> Ing. Marco Gabiccini, PhD
>> Assistant Professor of Applied Mechanics
>> Dept. of Mechanical, Nuclear and Production Engineering
>> University of Pisa
>> Via Diotisalvi, 2, 56126 Pisa (PI) - Italy
>> Phone: +39-050-836.676
>> E-mail: m.gabiccini at 

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