A Parallel Hierarchical Approach for Automatic Differentiation
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We evaluate in parallel first-order derivatives given a sequential computer program of the function to be differentiated. Our parallel implementation of an automatic differentiation (AD) algorithm is based on a hierarchical approach. The parallel method is developed by considering as a parallel computational model a shared-memory paradigm. The performance of the derivative codes is evaluated by considering a SGI Origin 2000 and by using the OPENMP standard library. In our computational experiments, we have considered the Flow in a Driven Cavity function belonging to the MINPACK-2 test problem collection. The computational results show the performance gain of the parallel approach over both the sequential one and the stripmining technique.
KeywordsHierarchical Approach Automatic Differentiation Local Derivative Drive Cavity Shared Memory Multiprocessor
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