1992•University of North Texas Digital Library (University of North Texas)Open access
ADIFOR: Automatic differentiation in a source translator environment. ADIFOR Working Note No. 5
Christian H Bischof, George F. Corliss, Andreas Griewank, A. Carle
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Abstract
The numerical methods employed in the solution of many scientific computing problems require the computation of derivatives of a function f: R{sup n} {yields} R{sup m}. ADIFOR (Automatic Differentiation 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, ADIFOR views automatic differentiation 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-difference approximations of derivatives. In addition, studies suggest that the source-transformation approach to automatic differentation may improve the time required to compute derivatives by orders of magnitude.