Publication: ADOL--F Automatic Differentiation of Fortran Codes
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ADOL--F Automatic Differentiation of Fortran Codes

- incollection -
 

Author(s)
Dmitri Shiriaev

Published in
Computational Differentiation: Techniques, Applications, and Tools

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

Year
1996

Publisher
SIAM

Abstract
The package ADOL--F is a Fortran 90 interface to the ADOL--C library and facilitates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in Fortran 90/77. The numerical values of derivative vectors are obtained free of truncation errors at a small multiple of the run time and randomly accessed memory of the given function evaluation program. Fortran 90 allows operator overloading (like C++) but lacks constructor/destructor operators for user-defined types. Therefore, we employ a more sophisticated scheme for the management of active temporary variables than does ADOL--C. The derivative calculations involve a possibly substantial (but always predictable) amount of data accessed strictly sequentially and therefore automatically paged out to external files.

Cross-References
Berz1996CDT

BibTeX
@INCOLLECTION{
         Shiriaev1996AFA,
       author = "Dmitri Shiriaev",
       editor = "Martin Berz and Christian H. Bischof and George F. Corliss and Andreas Griewank",
       title = "{ADOL--F} Automatic Differentiation of {F}ortran Codes",
       booktitle = "Computational Differentiation: Techniques, Applications, and Tools",
       pages = "375--384",
       publisher = "SIAM",
       address = "Philadelphia, PA",
       key = "Shiriaev1996AFA",
       crossref = "Berz1996CDT",
       abstract = "The package ADOL--F is a Fortran 90 interface to the ADOL--C library and
         facilitates the evaluation of first and higher derivatives of vector functions that are defined by
         computer programs written in Fortran 90/77. The numerical values of derivative vectors are obtained
         free of truncation errors at a small multiple of the run time and randomly accessed memory of the
         given function evaluation program. Fortran 90 allows operator overloading (like C$++$) but lacks
         constructor/destructor operators for user-defined types. Therefore, we employ a more sophisticated
         scheme for the management of active temporary variables than does ADOL--C. The derivative
         calculations involve a possibly substantial (but always predictable) amount of data accessed
         strictly sequentially and therefore automatically paged out to external files.",
       keywords = "Fortran, forward mode, reverse mode, ADOL--C, ADOL--F, Taylor coefficients,
         overloading.",
       referred = "[Klein1996CoA], [Klein2002DMf].",
       year = "1996"
}


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