Radul, Alexey Andreyevich and Pearlmutter, Barak A. and Siskind, Jeffrey Mark (2012) AD in Fortran Part 1: Design. Working Paper. arXiv.

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Abstract

We propose extensions to FORTRAN which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of implementation technology, embedding AD constructs directly into the language extends the reach and convenience of AD while allowing abstraction of concepts of interest to scientific-computing practice, such as root finding, optimization, and finding equilibria of continuous games. Multiple different subprograms for these tasks can share common interfaces, regardless of whether and how they use AD internally. A programmer can maximize a function F by calling a library maximizer, XSTAR=ARGMAX(F, X0), which internally constructs derivatives of F by AD, without having to learn how to use any particular AD tool. We illustrate the utility of these extensions by example: programs become much more concise and closer to traditional mathematical notation. A companion paper describes how these extensions can be implemented by a program that generates input to existing FORTRANbased AD tools.

Item Type:	Monograph (Working Paper)
Additional Information:	Cite as: arXiv:1203.1448 [cs.PL]. This work was supported, in part, by Science Foundation Ireland grant 09/IN.1/I2637, National Science Foundation grant CCF-0438806, the Naval Research Laboratory under Contract Number N00173-10-1-G023, and the Army Research Laboratory accomplished under Cooperative Agreement Number W911NF-10-2-0060. Any views, opinions, findings, conclusions, or recommendations contained or expressed in this document or material are those of the author(s) and do not necessarily reflect or represent the views or official policies, either expressed or implied, of SFI, NSF, NRL, the Office of Naval Research, ARL, or the Irish or U.S. Governments. The U.S. Government is authorized to reproduce and distribute reprints for Government purposes, notwithstanding any copyright notation herein.
Keywords:	Nesting; multiple transformation; forward mode; reverse mode; TAPENADE; ADIFOR; programming-language design;
Academic Unit:	Faculty of Science and Engineering > Computer Science
Item ID:	6554
Depositing User:	Barak Pearlmutter
Date Deposited:	10 Nov 2015 16:42
Publisher:	arXiv
Funders:	Science Foundation Ireland (SFI)
URI:
Use Licence:	This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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