octave-ad | automatic forward differentiation in Octave | Mehr ...
Automatic Differentiation (AD) is a technique to analytically compute the derivative of a function at a given inner point of its domain. It overcomes the accuracy and efficiency problems related to the method of finite differences. This package implements the AD algorithms in Octave, a numerical computation software. . This Octave add-on package is part of the Octave-Forge project.