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Vectorizing the forward mode of ADOL-C on a GPU ... - Autodiff.org

Vectorizing the forward mode of ADOL-C on a GPU ... - Autodiff.org

Vectorizing the forward mode of ADOL-C on a GPU ... - Autodiff.org

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. K. Kulshreshtha, A. K<strong>on</strong>iaeva 9 / 13 <str<strong>on</strong>g>Vectorizing</str<strong>on</strong>g> <str<strong>on</strong>g>ADOL</str<strong>on</strong>g>-C using CUDA Euro AD 10.06.2013Implementati<strong>on</strong>.Implementati<strong>on</strong>__global__ void kernel_func(double* inx, size_t n,double* outy, size_t m, double* dery);__device__ void evalf(adtlc::adouble* x, size_t n,adtlc::adouble* y, size_t m);• Say derivatives are evaluated at N = (N x × N y × N z ) points inp = (p x × p y × p z ) directi<strong>on</strong>s simultaneously• Use Nb = {N x , N y , N z } blocks <str<strong>on</strong>g>of</str<strong>on</strong>g> Nt = {p x , p y , p z } threads each• inx has n × N entries• outy has m × N entries• dery has m × p × N entries

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