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International Conference on Computational Science and Its Applications

ICCSA 2003: Computational Science and Its Applications — ICCSA 2003 pp 115–124Cite as

Hierarchical Automatic Differentiation by Vertex Elimination and Source Transformation

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Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2668))

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.

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Author information

Authors and Affiliations

  1. Applied Mathematics & Operational Research, ESD Cranfield University (RMCS Shrivenham), Swindon SN6 8LA, UK

    Mohamed Tadjouddine & Shaun A. Forth

  2. Computer Information Systems Engineering, DOIS Cranfield University (RMCS Shrivenham), Swindon SN6 8LA, UK

    John D. Pryce

Authors
  1. Mohamed Tadjouddine
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  2. Shaun A. Forth
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  3. John D. Pryce
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Editor information

Editors and Affiliations

  1. Army High Performance Computing Research Center, USA

    Vipin Kumar

  2. Department of Computer Science and Engineering, University of Minessota, MN, 55455, USA

    Vipin Kumar

  3. Department of Computer Science, University of Calgary, Calgary, AB, T2N1N4, Canada

    Marina L. Gavrilova

  4. Heuchera Technologies Inc., 122 9251-8 Yonge Street, Richmond Hill, ON, Canada, L4C 9T3

    Chih Jeng Kenneth Tan

  5. School of Computer Science, The Queen’s University of Belfast, Belfast, BT7 1NN, Northern Ireland, UK

    Chih Jeng Kenneth Tan

  6. Département d’informatique et de recherche opérationelle, Université de Montréal, Montréal, Québec, H3C 3J7, Canada

    Pierre L’Ecuyer

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© 2003 Springer-Verlag Berlin Heidelberg

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Tadjouddine, M., Forth, S.A., Pryce, J.D. (2003). Hierarchical Automatic Differentiation by Vertex Elimination and Source Transformation. In: Kumar, V., Gavrilova, M.L., Tan, C.J.K., L’Ecuyer, P. (eds) Computational Science and Its Applications — ICCSA 2003. ICCSA 2003. Lecture Notes in Computer Science, vol 2668. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44843-8_13

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  • DOI: https://doi.org/10.1007/3-540-44843-8_13

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40161-2

  • Online ISBN: 978-3-540-44843-3

  • eBook Packages: Springer Book Archive

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