About: 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 [Image: see text] as a case study. After outlining performance and feasibility issues when calculating derivatives for the official Eigen release, we propose Eigen-AD, which enables different optimization options for an AD-O tool by providing add-on modules for Eigen. The range of features includes a better handling of expression templates for general performance improvements as well as implementations of symbolically derived expressions for calculating derivatives of certain core operations. The software design allows an AD-O tool to provide specializations to automatically include symbolic operations and thereby keep the look and feel of plain AD by overloading. As a showcase, [Image: see text] is provided with such a module and its significant performance improvements are validated by benchmarks.   Goto Sponge  NotDistinct  Permalink

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  • 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 [Image: see text] as a case study. After outlining performance and feasibility issues when calculating derivatives for the official Eigen release, we propose Eigen-AD, which enables different optimization options for an AD-O tool by providing add-on modules for Eigen. The range of features includes a better handling of expression templates for general performance improvements as well as implementations of symbolically derived expressions for calculating derivatives of certain core operations. The software design allows an AD-O tool to provide specializations to automatically include symbolic operations and thereby keep the look and feel of plain AD by overloading. As a showcase, [Image: see text] is provided with such a module and its significant performance improvements are validated by benchmarks.
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  • Economic globalization
  • Evaluation methods
  • Free software programmed in C++
  • Programming language topics
  • Free computer libraries
  • C++ numerical libraries
  • Numerical analysis software for Linux
  • Software using the Mozilla license
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