[ADOL-C] Can ADOL-C handle FFTs?

Ralf Juengling Ralf.Juengling at synopsys.com
Tue Apr 7 16:32:37 EDT 2015


I would like to use ADOL-C for a problem Y = C(X) where the implementation of C uses FFT routines and I want ADOL-C to give me the gradient of C wrt X.

I did a quick trial using the pyadolc Python wrapper and that failed. Before I play around further, could someone tell me if ADOL-C can handle FFTs at all? If not, can any automatic differentiation tool do this?

Thanks,
Ralf

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