[ADOL-C] higher precision

Andrea Walther andrea.walther at uni-paderborn.de
Thu Mar 24 03:31:40 EDT 2011


> we are using ADOLC quite intensively,

great to hear this!

> to accelerate the program
> we implemented some of the derivatives explicitly.

> Now it seems that ADOLC uses some sort of higher precision,

The AD theory says that AD provides derivatives within
working accuracy. We are thinking about some higher
precision issues but nothing is implemented in
the current version of ADOL-C.

So from my point of view, it only might be that the
implementeation of the analytic derivatives might be
somehow less numerically stable that the AD derivatives.

Hope, this helps

Andrea Walther

Prof. Dr. Andrea Walther
Lehrstuhl fuer Mathematik und ihre Anwendungen
Institut fuer Mathematik
Universitaet Paderborn
Warburger Str. 100
33098 Paderborn

Email: andrea.walther at uni-paderborn.de
Phone: ++49 5251 602721
Fax:   ++49 5251 603728


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