Automatic Algorithmic Differentiation

Algorithmic Differentiation Video Series – Part 2

Applying algorithmic differentiation manually to a given code can be cumbersome and error-prone, especially if the code exceeds a few hundred lines.

The two main approaches for automatic AD are covered in this video, namely source code transformation and operator overloading. The advantages and disadvantages for each approach are highlighted and examples are given in live demonstrations.

Video Duration: 09:10

• Source code transformations
• Operator overloading for forward mode, using dual numbers
• Operator overloading for adjoint mode, using a tape