Publication: Expression Templates and Forward Mode Automatic Differentiation
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Expression Templates and Forward Mode Automatic Differentiation

- incollection -
 

Author(s)
Pierre Aubert , Nicolas Di Césaré

Published in
Automatic Differentiation of Algorithms: From Simulation to Optimization

Editor(s)
George Corliss, Christèle Faure, Andreas Griewank, Laurent Hascoët, Uwe Naumann

Year
2002

Publisher
Springer

Abstract
This work deals with an implementation of automatic differentiation of C++ computer programs in forward mode using operator overloading and expression templates. In conjunction with a careful reuse of data, this technique also improves performance of programs involving linear algebra computations mixed or not with automatic differentiation. We give a broad view of implementation and explain some important concepts regarding code optimization. We conclude with some benchmarks applied to our optimal control software.

Cross-References
Corliss2002ADo

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BibTeX
@INCOLLECTION{
         Aubert2002ETa,
       author = "Pierre Aubert and Di C{\'e}sar{\'e}, Nicolas",
       title = "Expression Templates and Forward Mode Automatic Differentiation",
       pages = "311--315",
       chapter = "37",
       crossref = "Corliss2002ADo",
       booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
       year = "2002",
       editor = "George Corliss and Christ{\`e}le Faure and Andreas Griewank and Laurent
         Hasco{\"e}t and Uwe Naumann",
       series = "Computer and Information Science",
       publisher = "Springer",
       address = "New York, NY",
       abstract = "This work deals with an implementation of automatic differentiation of C++ computer
         programs in forward mode using operator overloading and expression templates. In conjunction with a
         careful reuse of data, this technique also improves performance of programs involving linear algebra
         computations mixed or not with automatic differentiation. We give a broad view of implementation and
         explain some important concepts regarding code optimization. We conclude with some benchmarks
         applied to our optimal control software.",
       ad_theotech = "Implementation Strategies",
       ad_tools = "FAD"
}


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