Advanced Algorithmic Differentiation

Agenda

  • Apr 4: Introduction; Essential AD
    • Tangents and Adjoints with dco/c++
  • Apr 11: Implementation of AD
    • Tangents
    • Adjoints
    • Banded Adjoints
  • Apr 18: Implementation of AD
    • Dedicated Adjoint Program Variables
    • Expression Templates
  • Apr 25: Elemental Functions Revisited
    • BLAS
    • Error Analysis
  • May 2: Elemental Functions Revisited
    • Linear Solvers
  • May 9: Elemental Functions Revisited
    • Nonlinear Solvers
  • May 16: Intervention in Adjoint AD
    • early backpropagation
  • May 23: Intervention in Adjoint AD
    • early preaccumulation
    • late recording
  • May 30: Pentecost
  • Jun 6: AD Mission Planning
    • Complexity Analysis
    • Elimination Techniques
      • paths
      • faces
      • edges
      • vertices
  • Jun 13: AD Mission Planning
    • Optimization Techniques
      • branch and bound
      • greedy heuristics
      • dynamic programming
      • single expression use dags
  • Jun 20: AD Mission Planning
    • Matrix-Free Elimination Techniques
  • Jun 27: Data Flow Reversal in Adjoint AD
    • Complexity Analysis of Dag Reversal
  • Jul 4: Data Flow Reversal in Adjoint AD
    • Call Tree Reversal
  • Jul 11: Data Flow Reversal in Adjoint AD
    • Reversal of Evolutions