Adifor 2.0: automatic differentiation of Fortran 77 programs
Christian H Bischof, P. Khademi, Andrew Mauer, Alan Carle
Abstract
Christian H Bischof, P. Khademi, Andrew Mauer, Alan Carle
Abstract
Numerical codes that calculate not only a result, but also the derivatives of the variables with respect to each other, facilitate sensitivity analysis, inverse problem solving, and optimization. The paper considers how Adifor 2.0, which won the 1995 Wilkinson Prize for Numerical Software, can automatically differentiate complicated Fortran code much faster than a programmer can do it by hand. The Adifor system has three main components: the AdiFor preprocessor, the ADIntrinsics exception-handling system, and the SparsLinC library.
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Numerical codes that calculate not only a result, but also the derivatives of the variables with respect to each other, facilitate sensitivity analysis, inverse problem solving, and optimization. The paper considers how Adifor 2.0, which won the 1995 Wilkinson Prize for Numerical Software, can automatically differentiate complicated Fortran code much faster than a programmer can do it by hand. The Adifor system has three main components: the AdiFor preprocessor, the ADIntrinsics exception-handling system, and the SparsLinC library.
Key concepts: Fortran, Programmer, Preprocessor, Automatic differentiation, Computer science, Programming language, Code (set theory), Software