Realizing Exascale Performance for Uncertainty Quantification
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ACM Transaction on Mathematical Software
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Proposed for publication in International Journal of Computer Mathematics.
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Proposed for publication in International Journal for Numerical Methods in Engineering.
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Proposed for publication in Communications in Computational Physics.
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Lecture Notes in Computational Science and Engineering
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 individual operators to whole expressions. However standard expression template approaches result in a large amount of duplicate computation, particularly for large expression trees, degrading their performance. In this paper we describe several techniques for improving the efficiency of expression templates and their implementation in the automatic differentiation package Sacado (Phipps et al., Advances in automatic differentiation, Lecture notes in computational science and engineering, Springer, Berlin, 2008; Phipps and Gay, Sacado automatic differentiation package. http://trilinos.sandia.gov/packages/sacado/, 2011). We demonstrate their improved efficiency through test functions as well as their application to differentiation of a large-scale fluid dynamics simulation code. © 2012 Springer-Verlag.
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Proposed for publication in International Journal for Numerical Methods in Engineering.
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Proposed for publication in Numerical Linear Algebra with Applications.
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