AD \textit{in} Fortran: implementation via prepreprocessor

DOI10.1007/978-3-642-30023-3_25MaRDI QIDQ2913145zbMATH OpenOpenAlexFDO

Authors Alexey Andreyevich Radul, Barak A. Pearlmutter, Jeffrey Mark Siskind

Publication date 26 September 2012

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1203.1450

zbMATH Keywords

nestingforward modemultiple transformationreverse mode\texttt{ADIFOR}\texttt{Tapenade}programming-language implementation

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Abstract: We describe an implementation of the Farfel Fortran AD extensions. These extensions integrate forward and reverse AD directly into the programming model, with attendant benefits to flexibility, modularity, and ease of use. The implementation we describe is a "prepreprocessor" that generates input to existing Fortran-based AD tools. In essence, blocks of code which are targeted for AD by Farfel constructs are put into subprograms which capture their lexical variable context, and these are closure-converted into top-level subprograms and specialized to eliminate EXTERNAL arguments, rendering them amenable to existing AD preprocessors, which are then invoked, possibly repeatedly if the AD is nested.

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Cited in

(2)

• Mini-symposium on automatic differentiation and its applications in the financial industry
• Farfel

Describes a project that uses

Uses Software

• TAPENADE
• ADIFOR

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