ADIFOR working note No. 8: Hybrid evaluation of second derivatives in ADIFOR
Many algorithms for scientific computation require second- or higher-order partial derivatives, which can be efficiently computed by a propagating a set of univariate Taylor series. We describe how to implement second-order mixed partial derivative computations in ADIFOR (Automatic Differentiation In FORtran), a Fortran-to-Fortran source transformation tool. Globally, we propagate three-term univariate Taylor series in the forward mode. Locally, we preaccumulate local gradients and Hessians for complicated expressions on the right-hand sides of assignment statements. We describe the source transformations and give an example of the transformed code.
- Research Organization:
- Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
- Sponsoring Organization:
- USDOE, Washington, DC (United States)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 10154392
- Report Number(s):
- ANL/MCS-TM--166; ON: DE92015360
- Country of Publication:
- United States
- Language:
- English
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