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Title: Integration of C-XSC Automatic Differentiation in Mathematica
Authors: Popova, Evgenija D.
Krämer, Walter
Russev, Milan
Keywords: Interoperability
interval software
functional expressions
automatic differentiation
Issue Date: 2010
Publisher: Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Citation: Preprint
Series/Report no.: 2010;3
Abstract: Building interval software interoperability can be a good solution when re-using high-quality legacy code or when accessing functionalities unavailable natively in one of the software environments. C-XSC is a C++ class library supporting data objects and problem solving modules for computing with uncertain (interval) data and providing validated numerical results. This work focuses on the integration of C-XSC modules that require nonlinear functions as input data, in particular the modules for automatic differentiation, in Mathematica via MathLink communication protocol. A key result of this work is a mechanism (and software) which communicates and provides compatibility between the representation of nonlinear functions specified as Mathematica expressions and objects of suitable classes supported by the C-XSC automatic differentiation modules. The application of this basic communication software is demonstrated by developing three MathLink compatible programs which embed in Mathematica the three C-XSC modules for automatic differentiation as packages. The design methodology, some implementation issues and the use of both the basic software communicating functional expressions and the interfacing MathLink software embedding automatic differentiation modules in Mathematica are discussed. ACM: D.2.I2, D.2.13, G.4.
Description: [Popova Evgenija D.; Попова Евгения Д.]; [Кrämer Walter; Крамер Уолтър]; [Russev Milan; Русев Милан]
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