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By baudin, Shortened messages printed at startup. (These verbose messages make the startup confusing when dozens of modules are loaded.)
1Diffcode toolbox
2
3Purpose
4----
5
6This toolbox provides forward automatic differentiation.
7It is based on operators and functions overloading.
8
9Given a Scilab code computing a variable y depending on a variable x
10and a direction dx it allow evaluation of y together with the
11directional derivative Grad(y)*dx.
12
13The module supports common arithmetic operations, common elementary functions and
14several matrix functions, including matrix inversion.
15
16Type :
17
18help diffcode_overview
19
20for a quick start.
21
22Features
23--------
24
25The following is a list of the current functions :
26 * diffcode_der - Create a new code differentiation object.
27 * diffcode_CDcost - Objective function for optim.
28 * diffcode_hessian — Compute the Hessian of the function.
29 * diffcode_jacobian — Compute the Jacobian of the function.
30
31
32Dependencies
33------------
34
35 * This module depends on the helptbx module.
36 * This module depends on the assert module.
37 * This module depends on the apifun module.
38
39TODO
40----
41
42 * Create min, max, prod
43 * Create isreal, imag, imult
44 * Create eig
45 * Create .\
46 * Create ~
47 * Create VDV.^SDS, where SDS is a scalar (fun,der) pair.
48 * Create .'
49 * Create &
50 * Create ./., .\.
51 * Fix the A^B derivative with respect to B
52 when A is matrix, B is scalar.
53 * Test conj
54 * Test abs, cumprod, cumsum, matrix, maxi, mini, pinv, prod.
55
56History
57-------
58
59This toolbox was first released at:
60
61http://www.scilab.org/contrib/index_contrib.php?page=displayContribution&fileID=186
62
63in August 2002.
64
65Michael Baudin updated the module for Scilab v5.
66
67Authors
68----
69
70 * Copyright (C) 2012 - Michael Baudin
71 * Copyright (C) 2011 - DIGITEO - Michael Baudin
72 * Copyright (C) 2002 - INRIA - Xavier Jonsson
73 * Copyright (C) 2002 - 2009 - INRIA - Serge Steer
74
75Licence
76----
77
78This toolbox is released under the CeCILL_V2 licence :
79
80http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
81
82Bibliography
83------------
84
85 * "The matrix cookbook", Kaare Brandt Petersen, Michael Syskind Pedersen, 2008
86 * "Matrix Differential Calculus with Applications in Statistics and Econometrics", Jan R. Magnus, Heinz Neudecker, 2007
87 * "Symbolic matrix derivatives", Paul S. Dwyer, M.S. Macphail, Ann. Math. Statist. Volume 19, Number 4 (1948), 517-534.
88

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