Algorithms and design for a second-order automatic differentiation module

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Description

This article describes approaches to computing second-order derivatives with automatic differentiation (AD) based on the forward mode and the propagation of univariate Taylor series. Performance results are given that show the speedup possible with these techniques relative to existing approaches. The authors also describe a new source transformation AD module for computing second-order derivatives of C and Fortran codes and the underlying infrastructure used to create a language-independent translation tool.

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8 p.

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Abate, J.; Bischof, C.; Roh, L. & Carle, A. July 1, 1997.

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This article is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. More information about this article can be viewed below.

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Authors

  • Abate, J. Univ. of Texas, Austin, TX (United States). Texas Inst. for Computational and Applied Mathematics
  • Bischof, C.
  • Roh, L. Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
  • Carle, A. Rice Univ., Houston, TX (United States). Center for Research on Parallel Computation

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Description

This article describes approaches to computing second-order derivatives with automatic differentiation (AD) based on the forward mode and the propagation of univariate Taylor series. Performance results are given that show the speedup possible with these techniques relative to existing approaches. The authors also describe a new source transformation AD module for computing second-order derivatives of C and Fortran codes and the underlying infrastructure used to create a language-independent translation tool.

Physical Description

8 p.

Notes

OSTI as DE97007120

Source

  • ISSAC 97: international symposium on symbolic and algebvraic computation, Maui, HI (United States), 21-23 Jul 1997

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  • Other: DE97007120
  • Report No.: ANL/MCS-P--636-0197
  • Report No.: CONF-970781--1
  • Grant Number: W-31109-ENG-38
  • Office of Scientific & Technical Information Report Number: 505399
  • Archival Resource Key: ark:/67531/metadc698874

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Office of Scientific & Technical Information Technical Reports

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Creation Date

  • July 1, 1997

Added to The UNT Digital Library

  • Aug. 14, 2015, 8:43 a.m.

Description Last Updated

  • Aug. 23, 2016, 2:54 p.m.

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Abate, J.; Bischof, C.; Roh, L. & Carle, A. Algorithms and design for a second-order automatic differentiation module, article, July 1, 1997; Illinois. (digital.library.unt.edu/ark:/67531/metadc698874/: accessed December 17, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.