PCOMP

Modelling language with automatic differentiation

PCOMP reads symbolically defined nonlinear functions that are composed of standard elementary functions, and precompiles them. Subsequently function and, in particular, derivative values up to order two can be computed directly, i.e. without numerical approximation or symbolic differentiation. Alternatively FORTRAN-code for function and gradient evaluation can be generated by PCOMP.

The underlying syntax of the language is described by means of a formal grammar and is similar to FORTRAN with respect to input format and arithmetic expressions. In case of successful syntax check, an intermediate code is stored in an integer and a real working array and is passed to the subroutines that evaluate function and gradient values. Gradient computation is performed either by forward or backward evaluation.

Special features of PCOMP are

• flexible index sets
• constants
• names for variables
• SUM- and PROD-statements
• indexed functions, data and variables
• spline, linear, and constant interpolation functions
• data definition in form of tables
• IF, ELSE, ENDIF statements, nested
• interface to user provided functions
• full documentation
• FORTRAN source code

PCOMP consists of several FORTRAN-77 subroutines for parser, function and derivative evaluation, and code generation. Data must be passed on working arrays or files between these subroutines .

Need more info?

Take a look at the author's home page, or contact

Prof. K. Schittkowski 
Dept. of Mathematics
University of Bayreuth 
95440 Bayreuth, Germany 

klaus.schittkowski@uni-bayreuth.de

Reference:

M. Dobmann, M. Liepelt, K. Schittkowski, C. Trassl, PCOMP: A FORTRAN code for automatic differentiation - language description and user's guide, Report, Dept. of Mathematics, University of Bayreuth (1994),

M. Dobmann, M. Liepelt, K. Schittkowski, Algorithm 746: PCOMP: A FORTRAN code for automatic differentiation, ACM Transactions on Mathematical Software, Vol. 21, 233-266 (1994).

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