BibTeX
@INCOLLECTION{
Christianson1996SSU,
author = "Bruce Christianson and Laurence C. W. Dixon and Steven Brown",
editor = "Martin Berz and Christian Bischof and George Corliss and Andreas Griewank",
title = "Sharing Storage Using Dirty Vectors",
booktitle = "Computational Differentiation: Techniques, Applications, and Tools",
pages = "107--115",
publisher = "SIAM",
address = "Philadelphia, PA",
key = "Christianson1996SSU",
crossref = "Berz1996CDT",
abstract = "Consider a computation $F$ with $n$ inputs (independent variables) and $m$ outputs
(dependent variables), and suppose that we wish to evaluate the Jacobian of $F$. Automatic
differentiation commonly performs this evaluation by associating vector storage either with the
program variables (in the case of forward-mode automatic differentiation) or with the adjoint
variables (in the case of reverse). Each vector component contains a partial derivative with respect
to an independent variable, or a partial derivative of a dependent variable, respectively. The
vectors may be full vectors, or they may be dynamically managed sparse data structures. In either
case, many of these vectors will be scalar multiples of one another. For example, any intermediate
variable produced by a unary operation in the forward mode will have a derivative vector that is a
multiple of the derivative for the argument. Any computational graph node that is read just once
during its lifetime will have an adjoint vector that is a multiple of the adjoint of the node that
reads it. It is frequently wasteful to perform component multiplications explicitly. A scalar
multiple of another vector can be replaced by a single multiplicative ``scale factor''
together with a pointer to the other vector. Automated use of this ``dirty vector''
technique can save considerable memory management overhead and dramatically reduce the number of
floating-point operations required. In particular, dirty vectors often allow shared threads of
computation to be reverse-accumulated cheaply. The mechanism permits a number of generalizations,
some of which give efficient techniques for preaccumulation.",
keywords = "Computational graph, copy-on-write, Jacobian, preaccumulation, reducing FLOP count,
sparse vectors.",
referred = "[Geitner1996ACo], [Utke1996ENS].",
year = "1996"
}
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