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ADOL-F: Automatic Differentiation of FORTRAN Codes

this page from Dresden (Germany) with local links

Synopsis:

ADOL-F is a FORTRAN 90 interface to the ADOL-C library and uses operator overloading for the evaluation of arbitrary order derivatives of vector functions that are defined by computer programs written in FORTRAN 90/77. The package provides various drivers for the derivative evaluation by forward and reverse mode, drivers for common optimization tasks and ODEs.

WHOM TO CONTACT:

Dmitri Shiriaev | dima@math.tu-dresden.de
Institute of Scientific Computing, Technical University Dresden
D-01062 Dresden, Germany
Tel. : +49 351 463-2796
Tel./Fax (Home): +49 351 2529139

DOCUMENTATION:

D. Shiriaev, A. Griewank, J. Utke, (A User Guide to ADOL-F)

FUNCTIONALITY:

ADOL-F uses the operator overloading concept to compute for a function that is given as a FORTRAN code in forward and reverse mode:

derivatives of any order
and one-sided derivatives in nonsmooth cases (ABS)

ADOL--F utilizes overloading in FORTRAN 90, but one can continue to write FORTRAN programs according to the earlier standard, because all standard conforming FORTRAN 77 programs remain standard conforming FORTRAN 90 programs.
The user has to make a few modifications to the evaluation code:

redeclare the type of all variables that are involved in the evaluation code (active variables) to the new type A_REAL,
mark the evaluation section,
specify independent and dependent variables and pass their values,
recompile the code and link the ADOL-F modules and library.

All arithmetic operations, as well as the comparison and assignment operators, are overloaded, so any or all of their operands can be an active variable. Most intrinsic mathematical functions are overloaded for active arguments.

ADOL-F provides

convenient drivers for the common optimization tasks,
application oriented drivers,

The operator overloading is used to produce the tape, an internal representation of a part of the code between two active section markers. For each operation on the tape
-- in the forward mode, truncated Taylor series are propagated, or
-- in the reverse mode, the corresponding adjoint operations are performed on the adjoint variables.
Instead of calling the routines for the forward and reverse mode directly one may apply appropriate drivers (left column) to get the desired derivatives (right column).
(parameter tag identifies the current tape)
for

for

Storage and runtime requirements are clearly predictable. The tape is transferred to external mass storage devices and accessed strictly sequentially. The much smaller randomly accessed memory can be precalculated using information on the tape.

AVAILABILITY:

ADOL-F is available free of charge (for IBM RS/6000 right now). Versions for other platforms are under preparation and are available on request.

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