Hierarchical automatic differentiation by vertex elimination and source transformation
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Tadjouddine, Mohamed
Forth, Shaun A.
Pryce, John D.
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0302-9743
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Tadjouddine M, Forth SA, Pryce JD. (2003) Hierarchical automatic differentiation by vertex elimination and source transformation. Computational Science and Its Applications - ICCSA 2003, International Conference, 18-21 May 2003, Montreal, Canada. Proceedings, Part II, Lecture Notes in Computer Science, Volume 2668, pp.115-124
Abstract
We present a hierarchical scheme to extend the applicability of automatic differentiation (AD) by vertex elimination from the basic block level to code with branches and subroutine calls. We introduce the ELIAD tool that implements our scheme. Results from computational fluid dynamics (CFD) flux linearisations show runtime speedup by a typical factor of two over both finite-differencing and traditional forward and reverse modes of AD.