A Macro Language for Derivative Definition in ADiMat

Abstract

Any automatic differentiation tool for MATLAB needs to cope with the large number of functions provided by the toolboxes. For many of these functions, derivatives have to be defined. A powerful macro language for the derivative definition, embedded in the source transformation tool ADiMat, is introduced. The macro language consists of a part where the signature of a function is matched and another part specifying the derivative of that function. Several examples illustrate the expressiveness and use of the macro language. A subset of the macro language is available to the user of ADiMat to improve the performance of the generated derivative code by exploiting high-level structure.