Publication: Automatic Generation of Parallel Code for Hessian Computations
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Automatic Generation of Parallel Code for Hessian Computations

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Author(s)
H. M. Bücker , A. Rasch , A. Vehreschild

Published in
OpenMP Shared Memory Parallel Programming, Proceedings of the International Workshops IWOMP 2005 and IWOMP 2006, Eugene, OR, USA, June 1--4, 2005, and Reims, France, June 12--15, 2006

Editor(s)
M. S. Mueller, B. M. Chapman, B. R. de Supinski, A. D. Malony, M. Voss

Year
2008

Publisher
Springer

Abstract
Given a program to compute some function, automatic differentiation can be used to mechanically generate another program capable of evaluating first- and higher-order derivatives of that function. A new strategy for the computation of Hessians by automatic differentiation is proposed where the generated code is automatically parallelized using OpenMP. The approach is applied to compute second-order derivatives of an atmospheric reference model and performance results on a SunFire E6900 system are reported.

AD Tools
ADIFOR

AD Theory and Techniques
Hessian, Parallelism

BibTeX
@INPROCEEDINGS{
         Bucker2008AGo,
       doi = "10.1007/978-3-540-68555-5_30",
       abstract = "Given a program to compute some function, automatic differentiation can be used to
         mechanically generate another program capable of evaluating first- and higher-order derivatives of
         that function. A new strategy for the computation of Hessians by automatic differentiation is
         proposed where the generated code is automatically parallelized using OpenMP. The approach is
         applied to compute second-order derivatives of an atmospheric reference model and performance
         results on a SunFire E6900 system are reported.",
       author = "H.~M.~B{\"u}cker and A.~Rasch and A.~Vehreschild",
       title = "Automatic Generation of Parallel Code for {H}essian Computations",
       booktitle = "OpenMP Shared Memory Parallel Programming, Proceedings of the International
         Workshops IWOMP~2005 and IWOMP~2006, Eugene, OR, USA, June 1--4, 2005, and Reims, France, June
         12--15, 2006",
       editor = "M.~S.~Mueller and B.~M.~Chapman and B.~R.~{de Supinski} and A.~D.~Malony and
         M.~Voss",
       pages = "372--381",
       year = "2008",
       volume = "4315",
       series = "Lecture Notes in Computer Science",
       publisher = "Springer",
       address = "Berlin / Heidelberg",
       ad_tools = "ADIFOR",
       ad_theotech = "Hessian, Parallelism"
}


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