Publication: On the Implementation of Automatic Differentiation Tools
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On the Implementation of Automatic Differentiation Tools

- Article in a journal -
 

Author(s)
C. H. Bischof , P. Hovland , B. Norris

Published in
Higher-Order and Symbolic Computation

Year
2008

Abstract
Automatic differentiation is a semantic transformation that applies the rules of differential calculus to source code. It thus transforms a computer program that computes a mathematical function into a program that computes the function and its derivatives. Derivatives play an important role in a wide variety of scientific computing applications, including numerical optimization, solution of nonlinear equations, sensitivity analysis, and nonlinear inverse problems. We describe the forward and reverse modes of automatic differentiation and provide a survey of implementation strategies. We describe some of the challenges in the implementation of automatic differentiation tools, with a focus on tools based on source transformation. We conclude with an overview of current research and future opportunities.

AD Theory and Techniques
Implementation Strategies

BibTeX
@ARTICLE{
         Bischof2008OtI,
       author = "C. H. Bischof and P. Hovland and B. Norris",
       title = "On the Implementation of Automatic Differentiation Tools",
       journal = "Higher-Order and Symbolic Computation",
       pages = "311--331",
       doi = "10.1007/s10990-008-9034-4",
       abstract = "Automatic differentiation is a semantic transformation that applies the rules of
         differential calculus to source code. It thus transforms a computer program that computes a
         mathematical function into a program that computes the function and its derivatives. Derivatives
         play an important role in a wide variety of scientific computing applications, including numerical
         optimization, solution of nonlinear equations, sensitivity analysis, and nonlinear inverse problems.
         We describe the forward and reverse modes of automatic differentiation and provide a survey of
         implementation strategies. We describe some of the challenges in the implementation of automatic
         differentiation tools, with a focus on tools based on source transformation. We conclude with an
         overview of current research and future opportunities.",
       year = "2008",
       volume = "21",
       number = "3",
       ad_theotech = "Implementation Strategies"
}


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