Publication: PADRE2 -- Fortran Precompiler for Automatic Differentiation and Estimates of Rounding Errors
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PADRE2 -- Fortran Precompiler for Automatic Differentiation and Estimates of Rounding Errors

- incollection -
 

Author(s)
Koichi Kubota

Published in
Computational Differentiation: Techniques, Applications, and Tools

Editor(s)
Martin Berz, Christian Bischof, George Corliss, Andreas Griewank

Year
1996

Publisher
SIAM

Abstract
We are developing a FORTRAN 77 precompiler, named PADRE2, that is a tool for automatic differentiation. It reads in a set of Fortran subroutine/function subprograms that computes a (vector) value of a mathematical function, and it generates another set of subprograms that computes the values of the first-order and the second-order partial derivatives of the function as well as estimates of rounding errors accumulated in the computed values of the function. One of the unique features of our tool is the calculation of estimates of rounding errors accumulated in the values of the partial derivatives computed by automatic differentiation itself. A numerical experiment shows that these estimates are useful for setting up a stopping criterion in numerical algorithms for optimization.

Cross-References
Berz1996CDT

BibTeX
@INCOLLECTION{
         Kubota1996PFP,
       author = "Koichi Kubota",
       editor = "Martin Berz and Christian Bischof and George Corliss and Andreas Griewank",
       title = "PADRE2 -- {Fortran} Precompiler for Automatic Differentiation and Estimates of
         Rounding Errors",
       booktitle = "Computational Differentiation: Techniques, Applications, and Tools",
       pages = "367--374",
       publisher = "SIAM",
       address = "Philadelphia, PA",
       key = "Kubota1996PFP",
       crossref = "Berz1996CDT",
       abstract = "We are developing a FORTRAN 77 precompiler, named PADRE2, that is a tool for
         automatic differentiation. It reads in a set of Fortran subroutine/function subprograms that
         computes a (vector) value of a mathematical function, and it generates another set of subprograms
         that computes the values of the first-order and the second-order partial derivatives of the function
         as well as estimates of rounding errors accumulated in the computed values of the function. One of
         the unique features of our tool is the calculation of estimates of rounding errors accumulated in
         the values of the partial derivatives computed by automatic differentiation itself. A numerical
         experiment shows that these estimates are useful for setting up a stopping criterion in numerical
         algorithms for optimization.",
       keywords = "PADRE2, precompiler, estimate rounding errors, Voronoi diagram.",
       referred = "[Braconnier2002FRE], [Jerrell1996ADa].",
       year = "1996"
}


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