ADIFOR: Automatic differentiation in a source translator environment. ADIFOR Working Note No. 5

摘要

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.