Towards differentiation-enabled Fortran 95 compiler technology

  • Authors:
  • Malcolm Cohen;Uwe Naumann;Jan Riehme

  • Affiliations:
  • The Numerical Algorithms, Group, Oxford, UK;Argonne National Laboratory, IL;University of Hertfordshire, Hatfield, UK

  • Venue:
  • Proceedings of the 2003 ACM symposium on Applied computing
  • Year:
  • 2003

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Abstract

We present a novel approach to generating derivative code for mathematical models implemented as Fortran 95 programs using Automatic Differentiation inside a compiler. This technique allows us to combine the advantages of both operator overloading and source transformation based tools for Automatic Differentiation. Furthermore, the compiler's infrastructure for syntactic, semantic, and static data flow analysis can be built on.