Remark on algorithm 746: New features of PCOMP, a Fortran code for automatic differentiation

Citation
M. Liepelt et K. Schittkowski, Remark on algorithm 746: New features of PCOMP, a Fortran code for automatic differentiation, ACM T MATH, 26(3), 2000, pp. 352-362
Citations number
11
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Computer Science & Engineering
Journal title
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
ISSN journal
0098-3500 → ACNP
Volume
26
Issue
3
Year of publication
2000
Pages
352 - 362
Database
ISI
SICI code
0098-3500(200009)26:3<352:ROA7NF>2.0.ZU;2-F
Abstract
The software system PCOMP uses automatic differentiation to calculate deriv atives of functions that are defined by the user in a modeling language sim ilar to Fortran. This symbolical representation is converted into an interm ediate code, which can be interpreted to calculate function and derivative values at run-time within machine accuracy. Furthermore, it is possible to generate Fortran code for function and gradient evaluation, which has to be compiled and linked separately. The first version of PCOMP was introduced in Dobmann et al. [1995]. In this article, we describe a series of extensio ns and additional features that have been implemented in the meantime.