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1987 Fiscal Year Final Research Report Summary

Research on Programming Languages and Softwares for Automatic Calculation of Partial Derivatives and Rounding Error Estimates

Research Project

Project/Area Number 60460130
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field 計算機工学
Research InstitutionThe University of Tokyo

Principal Investigator

IRI Masao  Department of Mathematical Engineering and Information Physics, Faculty of Engineering, University of Tokyo., 工学部, 教授 (40010722)

Co-Investigator(Kenkyū-buntansha) KUBOTA Koichi  Department of Mathematical Engineering and Information Physics, Fuculty of Engin, 工学部, 助手 (90178046)
MUROTA Kazuo  Department of Mathematical Engineering and Information Physics, Faculty of Engin, 工学部, 助教授 (50134466)
Project Period (FY) 1985 – 1987
KeywordsFast Automatic Differentiation / Computational Graph / Automatic Differentiation / Partial Derivatives / Rounding Error / プリプロセッサ
Research Abstract

The aim of this research is to investigate a new method proposed by M. Iri, head investigator, which can rapidly and accurately evaluate partial derivatives of a function and rounding estimates in the computed values of the function. The new method solved difficulties in symbolic differentiation, numeric differentiation and rounding error estimation when we compute partial derivatives and norms in circuit and system analysis. We call the method "FAD: Fast Automatic Differentiation" because we combine the method with the conventional sutomatic differentiation. The results obtained by this research project are the following:
1. We confirmed that partial derivatives can actually be computed rapidly and accurately, and introduced a new concept of weighted norm with respect to rounding error estimates;
2. We proposed a new way to fast calculate the product of the Jacobian matrix of a vector-valued function and a given vector;
3. We proposed a new way to calculate the product of the Hessian matrix of a scalar-valued function and a given vector using the computational graph;
4. We described rigorously the algorithms of the new method in terms of a new concept of "computational subgraph" and gave interpretation to the quantities appearing in the algorithm;
5. We proposed a new algorithm for calculating rigorous and sharp estimates of rounding errors and compared it with the conventional;
6. We defined a new concept of "reducible subgraph" as well as a method to extract reducible subgraphs;
7. We completed the implementation of a FORTRAN preprocessor for FAD, and confirmed its performance through numerical experiments for large-scale problems.
In the field of numerical computation, those results will make FAD a widely usable basic practical technique, and techniques as well as theoretical properties concerning FAD should be worth further defailed investigation.

  • Research Products

    (18 results)

All Other

All Publications (18 results)

  • [Publications] 伊理正夫, 土谷隆, 星守: 情報処理. 26. 1411-1420 (1985)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 伊理正夫, 小野令美, 戸田英雄: 情報処理学会論文誌. 27. 389-396 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 伊理正夫: コンピュートロール12号. 2-3 (1985)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 伊理正夫, 久保田光一: 第7回数理計画シンポジウム論文集. 159-184 (1986)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 伊理正夫, 久保田光一: 数理科学3月号. 41-47 (1987)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 小野令美, 戸田英雄, 伊理正夫: 情報処理学会論文誌. 28. 807-814 (1987)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 戸田英雄, 小野令美, 伊理正夫: 京都大学数理解析研究所講座録613. 144-153 (1987)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 久保田光一: 京都大学数理解析研究所講座録613. 154-169 (1987)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] M.Iri, T.Tsuchiya and M.Hoshi: "Automatic Computation of Partial Derivatives and Rounding Error Estimates with Application to Large-scale Systems of Nonlinear Equations." Journal of the Information Processing Society of Japan. 26. 1411-1420 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Iri, H.Ono and H.Toda: "Fast Differentiation of Composite Functions and Numerical Integration Formulas of the Runge-Kutta Type for Ordinary Differential Equations." Transactions of the Information Processing Society of Japan. 27. 389-396 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M,Iri: "Norm, Rounding Error, Partial Derivative" Computrol, 12. No.12. 2-3 (1985)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Iri and K.Kubota: "Methods of Fast Automatic Differentiation and Applications." Proceedings of the 7th Mathematical Programming Symposium, Japan. 159-184 (1986)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Iri and K.Kubota: "Fast Automatic Differentiation - Graph, Rounding Error, Norm" Surikagaku, march. 41-47 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Ono, H.Toda and M.Iri: "Runge-Kutta Type Two Stage Imbedded Formulas Using the Second Derivatives" Transactions of the Information Processign Society of Japan. 28. 807-814 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Toda, H.Ono and M.Iri: "Complexity for Romberg Integration with Automatic Differentiation" Research Institute for Mathematical Sciences Kokyuroku 613, Kyoto University. 144-153 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K,Kubota: "Pivotings and Rounding Errors" Research Institute for Mathematical Sciences Kokyuroku 613, Kyoto University. 154-169 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Murota and K.Kubota: "On elimination of intermediate variables in fast automatic differentiation"

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Kubota and M.Iri: "Formulation and Analysis of Computational Complexity of Fast Automatic Differentiation"

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1989-03-30  

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