[ADOL-C] ADOL-C on a GPU

Andrea Walther andrea.walther at uni-paderborn.de
Wed Nov 2 06:18:16 EDT 2011


Hi,

> I need to evaluate first and second derivatives of a vector valued
> function at several points,
> and I suppose each computation would be independent from each other.
> What might need to be shared is the tape if using the reverse mode, but
> it probably needs to be computed only once.
>
> Is there any way to use ADOL-C on a GPU?

We are currently investigating this but so far just for the forward
mode. So, there would be no soon accessable implementation of ADOL-C
for GPUs covering forward and reverse mode.

> Or, is there an alternative efficient way to solve my problem?

An alternative would be to compute these independent functions in
parallel and exploit the sparsity in this parallel implementation.

Best regards,

Andrea

-- 
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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