Mohamed Tadjouddine, Shaun A Forth & John D. Pryce
Published in
COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2003, PT 2, PROCEEDINGS
LECTURE NOTES IN COMPUTER SCIENCE 2668, SPRINGER-VERLAG BERLIN, BERLIN
115-124, 2003
Presented at
International Conference on Computational Science and Its Applications (ICCSA
2003)
MONTREAL, CANADA, MAY 18-21, 2003
Abstract
We present a hierarchical scheme to extend the applicability of
automatic differentiation (AD) by vertex elimination from the basic block level
to code with branches and subroutine calls. We introduce the ELIAD tool that
implements our scheme. Results from computational fluid dynamics (CFD) flux
linearisations show runtime speedup by a typical factor of two over both
finite-differencing and traditional forward and reverse modes of AD.
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