Automatic Differentiation of Computer Programs.

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.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1976
Accession Number
ADA034466

Entities

People

  • G. Kedem

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Advanced Electronics
  • Counter WMD
  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Analytic Functions
  • Computational Science
  • Computations
  • Computer Languages
  • Computer Programming
  • Computer Programs
  • Computers
  • Differential Equations
  • Equations
  • High Level Languages
  • Language
  • Mathematics
  • Numerical Analysis
  • Procedures (Computers)
  • Sequences
  • Standards
  • Theorems

Fields of Study

  • Computer science

Readers

  • Calculus or Mathematical Analysis
  • Computer Science.