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The application of operator overloading algorithmic differentiation (AD) to computer programs in order to compute the derivative is quite common. But, the replacement of the underlying computational floating point type with the specialized…

Mathematical Software · Computer Science 2026-02-18 Max Sagebaum , Nicolas R. Gauger

Expression templates are a well-known set of techniques for improving the efficiency of operator overloading-based forward mode automatic differentiation schemes in the C++ programming language by translating the differentiation from…

Mathematical Software · Computer Science 2012-05-21 Eric Phipps , Roger Pawlowski

We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic…

Programming Languages · Computer Science 2016-11-11 Jeffrey Mark Siskind , Barak A. Pearlmutter

Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…

Computational Physics · Physics 2019-10-23 François Fraysse , Richard Saurel

There are several AD tools available, which all implement different strategies for the reverse mode of AD. The major strategies are primal value taping (implemented e.g. by ADOL-c) and Jacobi taping (implemented e.g. by adept and dco/c++).…

Mathematical Software · Computer Science 2017-09-22 Max Sagebaum , Tim Albring , Nicolas R. Gauger

We present the new software OpDiLib, a universal add-on for classical operator overloading AD tools that enables the automatic differentiation (AD) of OpenMP parallelized code. With it, we establish support for OpenMP features in a reverse…

Mathematical Software · Computer Science 2022-12-09 Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

In this work we present useful techniques and possible enhancements when applying an Algorithmic Differentiation (AD) tool to the linear algebra library Eigen using our in-house AD by overloading (AD-O) tool dco/c++ as a case study. After…

Mathematical Software · Computer Science 2020-06-23 Patrick Peltzer , Johannes Lotz , Uwe Naumann

The standard dual-numbers construction works well for forward-mode automatic differentiation (AD) and is attractive due to its simplicity; recently, it also has been adapted to reverse-mode AD, but practical performance, especially on array…

Programming Languages · Computer Science 2025-07-18 Tom Smeding , Mikołaj Konarski , Simon Peyton Jones , Andrew Fitzgibbon

Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

In operator overloading algorithmic differentiation, it can be beneficial to create custom derivative functions for some parts of the code base. For manual implementations of the derivative functions, it can be quite cumbersome to derive,…

Mathematical Software · Computer Science 2023-07-13 M. Sagebaum , M. Aehle , N. R. Gauger

In basic computational physics classes, students often raise the question of how to compute a number that exceeds the numerical limit of the machine. While technique of avoiding overflow/underflow has practical application in the electrical…

Computational Physics · Physics 2015-03-17 Chih-Yueh Wang , Chen-Yang Yin , Hong-Yu Chen , Yung-Ko Chen

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…

Mathematical Software · Computer Science 2022-12-29 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

In this review we present hyper-dual numbers as a tool for the automatic differentiation of computer programs via operator overloading. We start with a motivational introduction into the ideas of algorithmic differentiation. Then we…

Mathematical Software · Computer Science 2018-01-16 Martin Neuenhofen

Automatic Differentiation (AD) has become a dominant technique in ML. AD frameworks have first been implemented for imperative languages using tapes. Meanwhile, functional implementations of AD have been developed, often based on dual…

Programming Languages · Computer Science 2023-07-10 Timon Böhler , David Richter , Mira Mezini

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

In this paper, we propose a mixed-precision convolution unit architecture which supports different integer and floating point (FP) precisions. The proposed architecture is based on low-bit inner product units and realizes higher precision…

Hardware Architecture · Computer Science 2021-01-29 Hamzah Abdel-Aziz , Ali Shafiee , Jong Hoon Shin , Ardavan Pedram , Joseph H. Hassoun

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

Active learning (AL) is a prominent technique for reducing the annotation effort required for training machine learning models. Deep learning offers a solution for several essential obstacles to deploying AL in practice but introduces many…

Computation and Language · Computer Science 2022-05-10 Akim Tsvigun , Artem Shelmanov , Gleb Kuzmin , Leonid Sanochkin , Daniil Larionov , Gleb Gusev , Manvel Avetisian , Leonid Zhukov

Parameter identification for mechanistic Ordinary Differential Equation (ODE) models underpins prediction and control in several applications, yet remains a manual and labor-intensive process: datasets are noisy and partial, models can be…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Saakaar Bhatnagar
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