facilitating automatic differentiation

Don nospam at nospam.com
Thu Oct 20 13:03:15 PDT 2011


On 20.10.2011 20:39, Norbert Nemec wrote:
> Do you mean in the sense of symbolic algebraic transformations at
> compile time? D would be the prime candidate for that.

 From my reading of the website, it seems to be about getting the 
derivative of a function which is specified in *source code* rather than 
*algebraically*! Weird stuff.

> If you just want to go for a small solution for your specific problem,
> it should actually be quite straightforward to hack up.
>
> A more generic approach like a library should be a fascinating project.
> I could imagine that this kind of project would lead you very quickly
> very deep into the design philosophy of the language. I can only
> encourage you to try it out.
>
>
>
>
> On 20.10.2011 12:13, Dominic Jones wrote:
>> I have worked on differentiating algorithms written in Fortran 90/95
>> using Tapenade (http://www-sop.inria.fr/tropics/tapenade.html) with
>> moderate success.
>>
>> For more expressive languages the source transformation process
>> rapidly tends towards the impossible. However, I speculate that in D
>> some of its language features (e.g. mixin, scope) may facilitate
>> differentiation without recourse to an external tool.
>>
>> I don't know D well enough, and I am not familiar with the possible
>> trickery that can be done with such a language, but if there is
>> someone who does have some understanding of automatic
>> differentiation and is competent with D, I'd be very interested in
>> your comments as to whether or not such a pursuit is worthwhile.
>>
>> Thank you
>> Dominic Jones
>



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