Are there any open-source auto-differentiation libraries for MATLAB? I am aware of commerical packages such as http://tomopt.com/tomlab/products/mad/ and plenty of C++ libraries, but I can't find much more MATLAB other than http://www.mathworks.com/matlabcentral/fileexchange/15235-automatic-differentiation-for-matlab which isn't a major package.
As a bare minimum of functionality, I need to be able it to handle vectors as variables. In that MathWorks package I reference, for example, here is a test case:
val = [1 2 3]; %Some value x = myAD(val); %Creates a vector with that value. x .* [4 5 6]; %This should give the derivatives [4; 5; 6] x_inner = sum(x.* x);% To get the inner product. The derivative here is [2 4 6] here %Ideally, the above would simply be x_inner = x * x'