Rahul V. Kharche

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We present MSAD, a source transformation implementation of forward mode automatic differentiation for MATLAB. MSAD specialises and inlines operations from the fmad and derivvec classes of the MAD package. The operator overloading overheads inherent in MAD are eliminated while preserving the derivvec class’s optimised derivative combination operations.(More)
This report describes MSAD, a tool that applies source transformation automatic differentiation to MATLAB programs involving arbitrary vector-valued functions. The transformed programs compute both the results of the original program and the first derivatives. The current version of MSAD performs a complete source transformation for the forward mode of AD(More)
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