Performance Issues for Vertex Elimination Methods in Computing Jacobians using Automatic Differentiation.

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dc.contributor.authorTadjouddine, Mohamed
dc.contributor.authorForth, Shaun A.
dc.contributor.authorPryce, John D.
dc.contributor.authorReid, John K.
dc.date.accessioned2009-02-04T12:40:27Z
dc.date.available2009-02-04T12:40:27Z
dc.date.issued2002
dc.descriptionPresented at The 2002 International Conference on Computational Science ICCS 2002 Special Session on Automatic Differentiation and Applications Amsterdam, The Netherlands, April 21-24, 2002en_UK
dc.description.abstractIn this paper, we present first results from EliAD, a new automatic differentiation tool. EliAD uses the Elimination approach for Automatic Differentation first advocated by Griewank and Reese (Automatic Differentiation of Algorithms, SIAM, 1991 p126-135). EliAD implements this technique via source-transformation, writing new Fortran code for the Jacobians of functions defined by existing Fortran code. Our results are from applying EliAD to the Roe flux routine commonly used in computational fluid dynamics. We show that we can produce code that calculates the associated flux Jacobian approaching or in excess of twice the speed of current state-of-the-art automatic differentiation tools. However, in order to do so we must take into account the architecture on which we are running our code. In particular, on processors that do not support out-of-order execution, we must reorder our derivative code so that values may be reused while in arithmetic registers in order that the floating point arithmetic pipeline may be kept full.en_UK
dc.identifier.citationMohamed Tadjouddine, Shaun A. Forth, John D. Pryce & John K. Reid, Performance Issues for Vertex Elimination Methods in Computing Jacobians using Automatic Differentiation. Proceedings of the Second International Conference in Computational Science, Vol 2330, Lecture Notes in Computer Science, Springer-Verlag, Berlin, 2002.en_UK
dc.identifier.isbn978-3-540-43593-8
dc.identifier.urihttp://dx.doi.org/10.1007/3-540-46080-2_113
dc.identifier.urihttp://hdl.handle.net/1826/3137
dc.language.isoenen_UK
dc.publisherSpringer-Verlagen_UK
dc.rightsThe original publication is available at www.springerlink.com
dc.titlePerformance Issues for Vertex Elimination Methods in Computing Jacobians using Automatic Differentiation.en_UK
dc.typePostprinten_UK

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