CSDL Home S SCAM 2002 Proceedings Second IEEE International Workshop on Source Code Analysis and Manipulation

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Montreal, Quebec, Canada

Oct. 1, 2002 to Oct. 1, 2002

ISBN: 0-7695-1793-5

pp: 65

C. H. Bischof , Aachen University

H. M. Bücker , Aachen University

B. Lang , Aachen University

A. Rasch , Aachen University

A. Vehreschild , Aachen University

ABSTRACT

Derivatives of mathematical functions play key role in various areas of numerical and technical computing. Many of these computations are done in MATLAB, a popular environment for technical computing providing engineers and scientists with capabilities for mathematical computing, analysis, visualization, and algorithmic development. For functions written in the MATLAB language, a novel software tool is proposed to automatically transform a given MATLAB program into another MATLAB program capable of computing not only the original function but also user-specified derivatives of that function. That is, a program transformation known as automatic differentiation is performed to change the semantics of the program in a fashion based on the chain rule of differential calculus. The crucial ingredient of the tool is a combination source-to-source transformation and operator overloading. The overall design of the tool is described and numerical experiments are reported demonstrating the efficiency of the resulting code for a sample problem.

INDEX TERMS

source transformation, operator overloading, automatic differentiation, derivatives, MATLAB, high-level language

CITATION

C. H. Bischof,
H. M. Bücker,
B. Lang,
A. Rasch,
A. Vehreschild,
"Combining Source Transformation and Operator Overloading Techniques to Compute Derivatives for MATLAB Programs",

*SCAM*, 2002, Proceedings Second IEEE International Workshop on Source Code Analysis and Manipulation, Proceedings Second IEEE International Workshop on Source Code Analysis and Manipulation 2002, pp. 65, doi:10.1109/SCAM.2002.1134106