Adifor Working Note #5: Adifor: Automatic Diierentiation in a Source Translator Environment Adifor: Automatic Diierentiation in a Source Translator Environment

نویسندگان

  • Christian H. Bischof
  • Alan Carle
  • George Corliss
  • Andreas Griewank
چکیده

The numerical methods employed in the solution of many scientiic computing problems require the computation of derivatives of a function f : R n ! R m. ADIFOR (Automatic Diierentiation In FORtran) is a source transformation tool that accepts Fortran 77 code for the computation of a function and writes portable Fortran 77 code for the computation of the derivatives. In contrast to previous approaches, ADI-FOR views automatic diierentiation as a source transformation problem and employs the data analysis capabilities of the ParaScope Fortran programming environment. Experimental results show that ADIFOR can handle real-life codes and that ADIFOR-generated codes are competitive with divided-diierence approximations of derivatives. In addition, studies suggest that the source-transformation approach to automatic dif-ferentation may improve the time required to compute derivatives by orders of magnitude.

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تاریخ انتشار 1992