Accession Number:

ADA034466

Title:

Automatic Differentiation of Computer Programs.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1976-11-01

Pagination or Media Count:

55.0

Abstract:

A method for the automatic differentiation of computer functions subroutines written in a high level language is discussed. A theory is developed to show that most functions that arise in applications can be differentiated automatically. It is shown how one can take FORTRAN function Subroutine and, with the aid of a precompiler, obtain a FORTRAN subroutine that computes the original function and its desired derivatives. Implementation of two types of differentiation is described in terms of 1 automatic Taylor series expansion of FORTRAN programs, and 2 automatic Gradient calculation of FORTRAN functions.

Subject Categories:

  • Numerical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE