AD Tutorial at the TU Berlin

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The E-Criterion of the Opt. Exp. Design Problem Compute ∇ 2 qeigh(C(q)), where „ J T C = (I, 0) 1 J 1 J2 T « −1 „ « I . J 2 0 0 import numpy from a l g o p y import CGraph , F unction , UTPM; from a l g o p y . g l o b a l f u n c s import def C( J1 , J2 ) : Np = J1 . shape [ 1 ] ; Nr = J2 . shape [ 0 ] tmp = z e r o s ( ( Np+Nr , Np+Nr ) , d t y p e =J1 ) tmp [ : Np , : Np ] = d o t ( J1 . T , J1 ) tmp [ Np : , : Np ] = J2 tmp [ : Np , Np : ] = J2 . T return i n v ( tmp ) [ : Np , : Np ] D, P ,Nm, Np , Nr = 2 , 1 , 5 0 , 4 , 3 cg = CGraph ( ) J1 = F u n c t i o n (UTPM( numpy . random . r and (D, P ,Nm, Np ) ) ) J2 = F u n c t i o n (UTPM( numpy . random . r and (D, P , Nr , Np ) ) ) Phi = F u n c t i o n . e i g h (C( J1 , J2 ) ) [ 0 ] [ 0 ] cg . i n d e p e n d e n t F u n c t i o n L i s t = [ J1 , J2 ] ; cg . d e p e n d e n t F u n c t i o n L i s t = [ Phi ] cg . p l o t ( ’ p i c s / c g r a p h . svg ’ ) Sebastian F. Walter, HU Berlin () Not So Short Tutorial OnAlgorithmic Differentiation Wednesday, 04.06.2010 36 / 39
Sebastian F. Walter, HU Berlin () Not So Short Tutorial OnAlgorithmic Differentiation Wednesday, 04.06.2010 37 / 39
Page 1 and 2: Not So Short Tutorial On Algorithmi
Page 3 and 4: Computational Model computer progra
Page 5 and 6: PART I: The Forward Mode of AD: Tay
Page 7 and 8: Univariate Taylor Polynomial Arithm
Page 9 and 10: Algorithms for Univariate Taylor Po
Page 11 and 12: Higher-Order Mixed Partial Derivati
Page 13 and 14: PART II: The Reverse Mode of AD Seb
Page 15 and 16: Live Example: Semi-Automatic Revers
Page 17 and 18: PART III: Advanced AD and Applicati
Page 19 and 20: Optimum Experimental Design in Chem
Page 21 and 22: Differentiation of ODE Solvers Expl
Page 23 and 24: Application Example: DAESOL-II for
Page 25 and 26: Univariate Taylor Propagation on Ma
Page 27 and 28: Algorithm: Reverse UTPM of the Rect
Page 29 and 30: ALGOPY Live Example: Moore-Penrose
Page 31 and 32: Test Example for the Symmetric Eige
Page 33 and 34: Test Example for the Symmetric Eige
Page 35: Test Example for the Symmetric Eige
Page 39: Summary: Have shown many aspects of

AD Tutorial at the TU Berlin

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