Algorithmic Differentiation of Numerical Methods

DOI10.1145/2700820zbMath1347.65099OpenAlexW2030995584WikidataQ113310257 ScholiaQ113310257MaRDI QIDQ2828155

Johannes Lotz, Uwe Naumann, Klaus Leppkes, Markus Towara

Publication date: 24 October 2016

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2700820

zbMATH Keywords

algorithmic differentiationtangent/adjoint nonlinear solver

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Numerical computation of solutions to systems of equations (65H10) Complexity and performance of numerical algorithms (65Y20)

Related Items (4)

Dual numbers and automatic differentiation to efficiently compute velocities and accelerations ⋮ A matrix-free exact Newton method ⋮ A usability case study of algorithmic differentiation tools on the ISSM ice sheet model ⋮ Adjoint Code Design Patterns

Uses Software

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• OpenFOAM
• TAPENADE
• TAF
• dcc
• dco/c++

Cites Work

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• Recent advances in algorithmic differentiation. Selected papers based on the presentations at the 6th international conference on automatic differentiation (AD2012), Fort Collins, CO, USA, July 23--27, 2012.
• Advances in automatic differentiation. Selected papers based on the presentations at the 5th international conference on automatic differentiation, Bonn, Germany, August 11--15, 2008
• DAG reversal is NP-complete
• Reduced functions, gradients and Hessians from fixed-point iterations for state equations
• Automatic differentiation: Applications, theory, and implementations. Selected papers based on the presentation at the 4th international conference on automatic differentiation (AD), Chicago, IL, USA, July 20--23, 2004
• New Algorithms for Optimal Online Checkpointing
• The Tapenade automatic differentiation tool
• The Art of Differentiating Computer Programs
• Evaluating Derivatives
• Recipes for adjoint code construction
• Algorithm 755: ADOL-C
• Algorithm 799: revolve
• Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• What Color Is Your Jacobian? Graph Coloring for Computing Derivatives

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