Adifor 2.0: automatic differentiation of Fortran 77 programs

1 January 1996

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Computational Science and Engineering

Vol. 3 (3) , 18-32
https://doi.org/10.1109/99.537089

Abstract

Numerical codes that calculate not only a result, but also the derivatives of the variables with respect to each other, facilitate sensitivity analysis, inverse problem solving, and optimization. The paper considers how Adifor 2.0, which won the 1995 Wilkinson Prize for Numerical Software, can automatically differentiate complicated Fortran code much faster than a programmer can do it by hand. The Adifor system has three main components: the AdiFor preprocessor, the ADIntrinsics exception-handling system, and the SparsLinC library.

Keywords

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