混合积分 如果将切线性模式和伴随模式相结合,往往可以避免梯度向量运算中的诸多冗余计算。例如,ADJIFOR系统在求解雅可比矩阵时,在语句级微分实现中首先用伴随方法求得所有偏导数,然后做梯度向量积分;其计算时间代价与 和模式的语句数目有关,而其存储代价为 。具体讨论可参考文献[7]。
5.结论
切线性模式在无截断误差意义上计算函数的方向导数、梯度或雅可比矩阵,以及在模式的可预测性及参数敏感性分析、伴随模式构造等相关问题中有着广泛应用。DFT系统主要用于求解FORTRAN 77语言编写的切线性模式,具有很强的全局数据相关分析能力。此外,DFT系统还具有其它几个重要特色,如结构化的微分实现、自动生成微分测试程序以及基于语句级的微分代码优化。本文简单给出了DFT系统在求解数值和符号导数和微分、稀疏雅可比矩阵中的应用。为评价一类自动微分系统,本文初步提出了统计准确率的概念。
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