Changes between Version 2 and Version 3 of WikiStart

Apr 30, 2009 10:49:51 AM (11 years ago)



  • WikiStart

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    77The numerical values of derivative vectors are obtained free of truncation errors at a small multiple of the run time and randomly accessed memory of the given function evaluation program.
     11ADOL-C uses the operator overloading concept to compute in forward and reverse mode of automatic differentiation:
     13    * derivatives of any order
     14    * one-sided derivatives in non-smooth cases (e.g. evaluation of fabs)
     16for a function that is given as a C/C++ code. The user has to make a few modifications to the evaluation code:
     18    * redeclare type of all variables that are involved in the evaluation code (active variables) to the new type adouble,
     19    * mark the evaluation section,
     20    * specify independent and dependent variables and pass their values,
     21    * recompile the code and link the ADOL-C library.
     23ADOL-C provides:
     25    * convenient drivers for common differentiation tasks,
     26    * application oriented drivers, e.g.
     28         o for the computation of sparsity patterns
     30          o for ordinary differential equations
     32          o for the calculation of full higher-derivative tensors
     34    * advanced adutomatic differentiation, i.e.
     36          o optimal checkpointing for time integrations
     38          o adapted automatic differentiation of fixpoint iterations
     40    * parallel automatic differentiation of OpenMP parallel programs
     42The operator overloading is used to produce the tape, an internal representation of the evaluation section marked for differentuatuin. For each operation on the tape
     44    * truncated Taylor series are propagated in the forward mode
     45    * the corresponding adjoint operations are performed on the adjoint variables in the reverse mode.