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April 2006

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2006-04: Toward Low Static Memory Jacobian Accumulation
by Peter Schneider-Kamp 05 Apr '06

05 Apr '06

The following technical report is available from http://aib.informatik.rwth-aachen.de: Toward Low Static Memory Jacobian Accumulation Ebadollah Varnik, Uwe Naumann, Andrew Lyons AIB 2006-04 Derivatives are essential ingredients of a wide range of numerical algorithms. We focus on the accumulation of Jacobian matrices by Gaussian elimination on a sparse implementation of the extended Jacobian. A symbolic algorithm is proposed to determine the fill-in. The first version of the new algorithm results in a speedup of two compared to the elimination algorithm that does not exploit sparsity.

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2006-03: Intraprocedural Adjoint Code Generated by the Differentiation-Enabled NAGWare Fortran Compiler
by Peter Schneider-Kamp 03 Apr '06

03 Apr '06

The following technical report is available from http://aib.informatik.rwth-aachen.de: Intraprocedural Adjoint Code Generated by the Differentiation-Enabled NAGWare Fortran Compiler Michael Maier, Uwe Naumann AIB 2006-03 In this paper we report on recent advances made in the development of the first Fortran compiler that provides intrinsic support for computing derivatives. We focus on the automatic generation of intraprocedural adjoint code. Technical details of the modifications made to the internal representation as well as case studies are presented. For example, the new feature allows for the computation of large gradients at a computational cost that is independent of their sizes. Numerous numerical algorithms -- derivative-based optimization algorithms in particular -- will benefit both from the convenience of the approach and from the efficiency of the intrinsic derivative code.

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