University of Hertfordshire

An analysis of automatic differentiation on the VAX

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Documents

  • S. Abbott
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Original languageEnglish
PublisherUniversity of Hertfordshire
Publication statusPublished - 1993

Publication series

NameUH Computer Science Technical Report
PublisherUniversity of Hertfordshire
Volume159

Abstract

The reverse accumulation algorithm is an efficient technique for implementing automatic differentiation. It is able to calculate the complete gradient vector of a scalar function to the same degree of accuracy as the target function and requires only about twice the amount of floating point arithmetic as that needed to calculate the function itself. However, when implemented on conventional architectures several overheads are incurred which degrade the performance. This report analyses the performance of an Ada implementation on a MicroVAX 3800 using VMS and discusses possible improvements.

ID: 98482