An automatic differentiation platform: Odyssée

Abstract

Numerous automatic differentiation strategies can be imagined to produce all kind of derivative programs under a wide range of complexity constraints, but there is no way to prototype and evaluate them on real size applications with reasonable effort. Since the development of an automatic differentiation platform is prohibitively expensive, using an existing platform to share investments between the different research teams is a good solution. Odyssée is an open automatic differentiation tool that enables the development of program analysis as well as program transformation for automatic differentiation. It has been used to differentiate large size industrial programs (300 000 lines of Fortran 77) and to prototype diverse new automatic differentiation algorithms. Its source is now freely available, a cooperative research project can therefore be based on it without financial or contractual constraint.