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ADIFOR: Automatic differentiation in a source translator environment

Abstract:

The numerical methods employed in the solution of many scientific computing problems require the computation of derivatives of a function f: Rn ⇒ Rm. ADIFOR (Automatic Differentiation In FORtran) is a source transformation tool that accepts Fortran 77 code for the computation of a function and writes portable Fortran 77 code for the computation of the derivatives. In contrast to previous approaches, ADIFOR views automatic differentiation as a source transformation problem and employs the data analysis capabilities of the ParaScope Fortran programming environment. Experimental results show that ADIFOR can handle real-life codes and that ADIFOR-generated codes are competitive with divided-difference approximations of derivatives. In addition, studies suggest that the source-transformation approach to automatic differentiation may improve the time required to compute derivatives by orders of magnitude.