A parallel automatic differentiation algorithm for simulation models

摘要

Automatic differentiation is a technique to compute the exact values of derivatives numerically, without using any formula manipulation software. Recently it has been included in several simulation algorithms especially those which require real-time computation. This paper presents new software to compute first and second-order derivatives in parallel on a distributed memory multiprocessor system. The code has been extensively tested on a Transputer network; the results are very encouraging, showing a substantial speed-up for several test problems.