Second-order algorithmic differentiation by source transformation of MPI code

Authors:
Michel Schanen;Michael Förster;Uwe Naumann
Affiliations:
LuFG Informatik 12, Software and Tools for Computational Engineering, RWTH Aachen University, Germany;LuFG Informatik 12, Software and Tools for Computational Engineering, RWTH Aachen University, Germany;LuFG Informatik 12, Software and Tools for Computational Engineering, RWTH Aachen University, Germany
Venue:
EuroMPI'10 Proceedings of the 17th European MPI users' group meeting conference on Recent advances in the message passing interface
Year:
2010

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Abstract

A source transformation tool for algorithmic differentiation is introduced, capable of transforming MPI-enabled code into secondorder adjoint code. Our derivative code compiler (dcc) is used for the source transformation while a runtime library handles the adjoining of the MPI routines. This paper describes in detail the link between these two components in order to compute second derivatives. This process is illustrated by a simplified parallel implementation of Burgers' equation in a second-order optimization setting, for example, Newton's method.