Automatic Differentiation for Matlab

This package provides automatic first and second derivatives for vector-functions and matrices.

This package uses forward automatic differentiation to calculate the first and second derivatives of provided user functions. It is 25-30 times faster than
commercially available packages (June 2006).

To calculate the derivatives of function myFunc with respect to x at x=x0 you call

x = myAD(x0);
result = myFunc(x);
functionValue = getvalues(result);
derivatives = getderivs(result);