Automatic Differentiation of Computer Programs.
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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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.
- Numerical Mathematics
- Computer Programming and Software