AD \textit{in} Fortran: implementation via prepreprocessor

DOI10.1007/978-3-642-30023-3_25zbMATH Open1252.65059arXiv1203.1450OpenAlexW3104510374MaRDI QIDQ2913145FDOQ2913145

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)

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.

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Cited In (2)

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

Uses Software

• ADIFOR
• TAPENADE

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