E. Slusanschi and H. M. Bücker.
On the Limits of Current Implementations of Algorithmic
Differentiation.
In D. Petcu, V. Negru, D. Zaharie, and T. Jebelean, editors,
Proceedings of the 6th International Symposium on Symbolic and Numeric
Algorithms for Scientific Computing, SYNASC04, Timisoara, Romania,
September 26-30, 2004, pages 295-306, Timisoara, 2004. MIRTON.
The computation of derivatives is a crucial part in various
computational techniques used in science and engineering. In many
applications, like parameter identification, design optimization or
data assimilation problems, different optimization tasks have to be
performed. Since most numerical optimization algorithms require the
use of either gradient or Jacobian derivative information, the
accurate evaluation of these derivatives is essential. The technique
of automatic differentiation provides an efficient way of computing
derivatives without truncation error. In the present note we
investigate various issues that arise in the GRADIENT, TAMC and
Tapenade implementations of algorithmic differentiation for programs
written in Maple and Fortran.