Citation:
Mohamed Tadjouddine, Shaun A. Forth & John D. Pryce, Hierarchical Automatic
Differentiation by Vertex Elimination and Source Transformation. Computational
Science and Its Applications - ICCSA 2003, International Conference, Montreal,
Canada, May 18-21, 2003, Proceedings, Part II, Lecture Notes in Computer Science
, Vol. 2668, pp115-124, Kumar, V.; Gavrilova, M.L.; Tan, C.J.K.; L'Ecuyer, P.
(Eds.)
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.
