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Automatic differentiation of algorithms: from simulation to optimization
Automatic differentiation of algorithms: from simulation to optimization
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Parametric Fortran is an extension of Fortran that supports the definition of Fortran program templates by allowing the parameterization of arbitrary Fortran constructs. A Fortran program template can be translated into a regular Fortran program guided by values for the parameters. This paper describes the design, implementation, and applications of Parametric Fortran. Parametric Fortran is particularly useful in scientific computing. The applications include the definition of generic functions, removing duplicated code, and automatic differentiation. The described techniques have been successfully employed in a project that implements a generic inverse ocean modeling system.