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revision 1.5 by heimbach, Wed Oct 10 16:06:41 2001 UTC revision 1.14 by cnh, Thu Feb 28 19:32:20 2002 UTC
# Line 21  The MITGCM has been adapted for use with Line 21  The MITGCM has been adapted for use with
21  Tangent linear and Adjoint Model Compiler (TAMC) and its successor TAF  Tangent linear and Adjoint Model Compiler (TAMC) and its successor TAF
22  (Transformation of Algorithms in Fortran), developed  (Transformation of Algorithms in Fortran), developed
23  by Ralf Giering (\cite{gie-kam:98}, \cite{gie:99,gie:00}).  by Ralf Giering (\cite{gie-kam:98}, \cite{gie:99,gie:00}).
24  The first application of the adjoint of the MITGCM for senistivity  The first application of the adjoint of the MITGCM for sensitivity
25  studies has been published by \cite{maro-eta:99}.  studies has been published by \cite{maro-eta:99}.
26  \cite{sta-eta:97,sta-eta:01} use the MITGCM and its adjoint  \cite{sta-eta:97,sta-eta:01} use the MITGCM and its adjoint
27  for ocean state estimation studies.  for ocean state estimation studies.
# Line 52  $\vec{u}=(u_1,\ldots,u_m)$ Line 52  $\vec{u}=(u_1,\ldots,u_m)$
52  such as forcing functions) to the $n$-dimensional space  such as forcing functions) to the $n$-dimensional space
53  $V \subset I\!\!R^n$ of  $V \subset I\!\!R^n$ of
54  model output variable $\vec{v}=(v_1,\ldots,v_n)$  model output variable $\vec{v}=(v_1,\ldots,v_n)$
55  (model state, model diagnostcs, objective function, ...)  (model state, model diagnostics, objective function, ...)
56  under consideration,  under consideration,
57  %  %
58  \begin{equation}  \begin{equation}
# Line 220  model integration, Line 220  model integration,
220  starting at step 0 and moving up to step $\Lambda$, with intermediate  starting at step 0 and moving up to step $\Lambda$, with intermediate
221  ${\cal M}_{\lambda} (\vec{u}) = \vec{v}^{(\lambda+1)}$ and final  ${\cal M}_{\lambda} (\vec{u}) = \vec{v}^{(\lambda+1)}$ and final
222  ${\cal M}_{\Lambda} (\vec{u}) = \vec{v}^{(\Lambda+1)} = \vec{v}$.  ${\cal M}_{\Lambda} (\vec{u}) = \vec{v}^{(\Lambda+1)} = \vec{v}$.
223  Let ${\cal J}$ be a cost funciton which explicitly depends on the  Let ${\cal J}$ be a cost function which explicitly depends on the
224  final state $\vec{v}$ only  final state $\vec{v}$ only
225  (this restriction is for clarity reasons only).  (this restriction is for clarity reasons only).
226  %  %
# Line 301  We note in passing that that the $\delta Line 301  We note in passing that that the $\delta
301  are the Lagrange multipliers of the model equations which determine  are the Lagrange multipliers of the model equations which determine
302  $ \vec{v}^{(\lambda)}$.  $ \vec{v}^{(\lambda)}$.
303    
304  In coponents, eq. (\ref{adjoint}) reads as follows.  In components, eq. (\ref{adjoint}) reads as follows.
305  Let  Let
306  \[  \[
307  \begin{array}{rclcrcl}  \begin{array}{rclcrcl}
# Line 322  Let Line 322  Let
322  \end{array}  \end{array}
323  \]  \]
324  denote the perturbations in $\vec{u}$ and $\vec{v}$, respectively,  denote the perturbations in $\vec{u}$ and $\vec{v}$, respectively,
325  and their adjoint varaiables;  and their adjoint variables;
326  further  further
327  \[  \[
328  M \, = \, \left(  M \, = \, \left(
# Line 468  variables $u$ Line 468  variables $u$
468  {\it all} intermediate states $ \vec{v}^{(\lambda)} $) are sought.  {\it all} intermediate states $ \vec{v}^{(\lambda)} $) are sought.
469  In order to be able to solve for each component of the gradient  In order to be able to solve for each component of the gradient
470  $ \partial {\cal J} / \partial u_{i} $ in (\ref{forward})  $ \partial {\cal J} / \partial u_{i} $ in (\ref{forward})
471  a forward calulation has to be performed for each component seperately,  a forward calculation has to be performed for each component separately,
472  i.e. $ \delta \vec{u} = \delta u_{i} {\vec{e}_{i}} $  i.e. $ \delta \vec{u} = \delta u_{i} {\vec{e}_{i}} $
473  for  the $i$-th forward calculation.  for  the $i$-th forward calculation.
474  Then, (\ref{forward}) represents the  Then, (\ref{forward}) represents the
# Line 487  M^T \left( \nabla_v {\cal J}^T \left(\de Line 487  M^T \left( \nabla_v {\cal J}^T \left(\de
487  \nabla_u {\cal J}^T \cdot \delta \vec{J}  \nabla_u {\cal J}^T \cdot \delta \vec{J}
488  \]  \]
489  where now $ \delta \vec{J} \in I\!\!R^l $ is a vector of  where now $ \delta \vec{J} \in I\!\!R^l $ is a vector of
490  dimenison $ l $.  dimension $ l $.
491  In this case $ l $ reverse simulations have to be performed  In this case $ l $ reverse simulations have to be performed
492  for each $ \delta J_{k}, \,\, k = 1, \ldots, l $.  for each $ \delta J_{k}, \,\, k = 1, \ldots, l $.
493  Then, the reverse mode is more efficient as long as  Then, the reverse mode is more efficient as long as
494  $ l < n $, otherwise the forward mode is preferable.  $ l < n $, otherwise the forward mode is preferable.
495  Stricly, the reverse mode is called adjoint mode only for  Strictly, the reverse mode is called adjoint mode only for
496  $ l = 1 $.  $ l = 1 $.
497    
498  A detailed analysis of the underlying numerical operations  A detailed analysis of the underlying numerical operations
# Line 570  point of evaluation has to be recomputed Line 570  point of evaluation has to be recomputed
570  A method to balance the amount of recomputations vs.  A method to balance the amount of recomputations vs.
571  storage requirements is called {\sf checkpointing}  storage requirements is called {\sf checkpointing}
572  (e.g. \cite{res-eta:98}).  (e.g. \cite{res-eta:98}).
573  It is depicted in \reffig{3levelcheck} for a 3-level checkpointing  It is depicted in \ref{fig:3levelcheck} for a 3-level checkpointing
574  [as an example, we give explicit numbers for a 3-day  [as an example, we give explicit numbers for a 3-day
575  integration with a 1-hourly timestep in square brackets].  integration with a 1-hourly timestep in square brackets].
576  \begin{itemize}  \begin{itemize}
# Line 607  at every timestep Line 607  at every timestep
607  [i.e. every hour $ i=0,...,5$ corresponding to  [i.e. every hour $ i=0,...,5$ corresponding to
608  $ k_{i}^{lev1} = 66, 67, \ldots, 71 $].  $ k_{i}^{lev1} = 66, 67, \ldots, 71 $].
609  Thus, the  final state $ v_n = v_{k_{n}^{lev1}} $ is reached  Thus, the  final state $ v_n = v_{k_{n}^{lev1}} $ is reached
610  and the model state of all peceeding timesteps along the last  and the model state of all proceeding timesteps along the last
611  sub-subsections are available, enabling integration backwards  sub-subsections are available, enabling integration backwards
612  in time along the last sub-subsection.  in time along the last sub-subsection.
613  Thus, the adjoint can be computed along this last  Thus, the adjoint can be computed along this last
# Line 637  The balance of storage vs. recomputation Line 637  The balance of storage vs. recomputation
637  on the computing resources available.  on the computing resources available.
638    
639  \begin{figure}[t!]  \begin{figure}[t!]
640  \centering  \begin{center}
641  %\psdraft  %\psdraft
642  \psfrag{v_k1^lev3}{\mathinfigure{v_{k_{1}^{lev3}}}}  %\psfrag{v_k1^lev3}{\mathinfigure{v_{k_{1}^{lev3}}}}
643  \psfrag{v_kn-1^lev3}{\mathinfigure{v_{k_{n-1}^{lev3}}}}  %\psfrag{v_kn-1^lev3}{\mathinfigure{v_{k_{n-1}^{lev3}}}}
644  \psfrag{v_kn^lev3}{\mathinfigure{v_{k_{n}^{lev3}}}}  %\psfrag{v_kn^lev3}{\mathinfigure{v_{k_{n}^{lev3}}}}
645  \psfrag{v_k1^lev2}{\mathinfigure{v_{k_{1}^{lev2}}}}  %\psfrag{v_k1^lev2}{\mathinfigure{v_{k_{1}^{lev2}}}}
646  \psfrag{v_kn-1^lev2}{\mathinfigure{v_{k_{n-1}^{lev2}}}}  %\psfrag{v_kn-1^lev2}{\mathinfigure{v_{k_{n-1}^{lev2}}}}
647  \psfrag{v_kn^lev2}{\mathinfigure{v_{k_{n}^{lev2}}}}  %\psfrag{v_kn^lev2}{\mathinfigure{v_{k_{n}^{lev2}}}}
648  \psfrag{v_k1^lev1}{\mathinfigure{v_{k_{1}^{lev1}}}}  %\psfrag{v_k1^lev1}{\mathinfigure{v_{k_{1}^{lev1}}}}
649  \psfrag{v_kn^lev1}{\mathinfigure{v_{k_{n}^{lev1}}}}  %\psfrag{v_kn^lev1}{\mathinfigure{v_{k_{n}^{lev1}}}}
650  \mbox{\epsfig{file=part5/checkpointing.eps, width=0.8\textwidth}}  %\mbox{\epsfig{file=part5/checkpointing.eps, width=0.8\textwidth}}
651    \resizebox{5.5in}{!}{\includegraphics{part5/checkpointing.eps}}
652  %\psfull  %\psfull
653  \caption  \end{center}
654  {Schematic view of intermediate dump and restart for  \caption{
655    Schematic view of intermediate dump and restart for
656  3-level checkpointing.}  3-level checkpointing.}
657  \label{fig:3levelcheck}  \label{fig:3levelcheck}
658  \end{figure}  \end{figure}
# Line 662  on the computing resources available. Line 664  on the computing resources available.
664  % \subsection{Error covariance estimate and Hessian matrix}  % \subsection{Error covariance estimate and Hessian matrix}
665  % \label{sec_hessian}  % \label{sec_hessian}
666    
 \newpage  
   
 %**********************************************************************  
 \section{AD-specific setup by example: sensitivity of carbon sequestration}  
 \label{sec_ad_setup_ex}  
 %**********************************************************************  
   
 The MITGCM has been adapted to enable AD using TAMC or TAF.  
 The present description, therefore, is specific to the  
 use of TAMC or TAF as AD tool.  
 The following sections describe the steps which are necessary to  
 generate a tangent linear or adjoint model of the MITGCM.  
 We take as an example the sensitivity of carbon sequestration  
 in the ocean.  
 The AD-relevant hooks in the code are sketched in  
 \reffig{adthemodel}, \reffig{adthemain}.  
   
 \subsection{Overview of the experiment}  
   
 We describe an adjoint sensitivity analysis of outgassing from  
 the ocean into the atmosphere of a carbon-like tracer injected  
 into the ocean interior (see \cite{hil-eta:01}).  
   
 \subsubsection{Passive tracer equation}  
   
 For this work the MITGCM was augmented with a thermodynamically  
 inactive tracer, $C$. Tracer residing in the ocean  
 model surface layer is outgassed according to a relaxation time scale,  
 $\mu$. Within the ocean interior, the tracer is passively advected  
 by the ocean model currents. The full equation for the time evolution  
 %  
 \begin{equation}  
 \label{carbon_ddt}  
 \frac{\partial C}{\partial t} \, = \,  
 -U\cdot \nabla C \, - \, \mu C \, + \, \Gamma(C) \,+ \, S  
 \end{equation}  
 %  
 also includes a source term $S$. This term  
 represents interior sources of $C$ such as would arise due to  
 direct injection.  
 The velocity term, $U$, is the sum of the  
 model Eulerian circulation and an eddy-induced velocity, the latter  
 parameterized according to Gent/McWilliams  
 (\cite{gen-mcw:90, gen-eta:95}).  
 The convection function, $\Gamma$, mixes $C$ vertically wherever the  
 fluid is locally statically unstable.  
   
 The outgassing time scale, $\mu$, in eqn. (\ref{carbon_ddt})  
 is set so that \( 1/\mu \sim 1 \ \mathrm{year} \) for the surface  
 ocean and $\mu=0$ elsewhere. With this value, eqn. (\ref{carbon_ddt})  
 is valid as a prognostic equation for small perturbations in oceanic  
 carbon concentrations. This configuration provides a  
 powerful tool for examining the impact of large-scale ocean circulation  
 on $ CO_2 $ outgassing due to interior injections.  
 As source we choose a constant in time injection of  
 $ S = 1 \,\, {\rm mol / s}$.  
   
 \subsubsection{Model configuration}  
   
 The model configuration employed has a constant  
 $4^\circ \times 4^\circ$ resolution horizontal grid and realistic  
 geography and bathymetry. Twenty vertical layers are used with  
 vertical spacing ranging  
 from 50 m near the surface to 815 m at depth.  
 Driven to steady-state by climatalogical wind-stress, heat and  
 fresh-water forcing the model reproduces well known large-scale  
 features of the ocean general circulation.  
   
 \subsubsection{Outgassing cost function}  
   
 To quantify and understand outgassing due to injections of $C$  
 in eqn. (\ref{carbon_ddt}),  
 we define a cost function $ {\cal J} $ that measures the total amount of  
 tracer outgassed at each timestep:  
 %  
 \begin{equation}  
 \label{cost_tracer}  
 {\cal J}(t=T)=\int_{t=0}^{t=T}\int_{A} \mu C \, dA \, dt  
 \end{equation}  
 %  
 Equation(\ref{cost_tracer}) integrates the outgassing term, $\mu C$,  
 from (\ref{carbon_ddt})  
 over the entire ocean surface area, $A$, and accumulates it  
 up to time $T$.  
 Physically, ${\cal J}$ can be thought of as representing the amount of  
 $CO_2$ that our model predicts would be outgassed following an  
 injection at rate $S$.  
 The sensitivity of ${\cal J}$ to the spatial location of $S$,  
 $\frac{\partial {\cal J}}{\partial S}$,  
 can be used to identify regions from which circulation  
 would cause $CO_2$ to rapidly outgas following injection  
 and regions in which $CO_2$ injections would remain effectively  
 sequesterd within the ocean.  
   
 \subsection{Code configuration}  
   
 The model configuration for this experiment resides under the  
 directory {\it verification/carbon/}.  
 The code customisation routines are in {\it verification/carbon/code/}:  
 %  
 \begin{itemize}  
 %  
 \item {\it .genmakerc}  
 %  
 \item {\it COST\_CPPOPTIONS.h}  
 %  
 \item {\it CPP\_EEOPTIONS.h}  
 %  
 \item {\it CPP\_OPTIONS.h}  
 %  
 \item {\it CTRL\_OPTIONS.h}  
 %  
 \item {\it ECCO\_OPTIONS.h}  
 %  
 \item {\it SIZE.h}  
 %  
 \item {\it adcommon.h}  
 %  
 \item {\it tamc.h}  
 %  
 \end{itemize}  
 %  
 The runtime flag and parameters settings are contained in  
 {\it verification/carbon/input/},  
 together with the forcing fields and and restart files:  
 %  
 \begin{itemize}  
 %  
 \item {\it data}  
 %  
 \item {\it data.cost}  
 %  
 \item {\it data.ctrl}  
 %  
 \item {\it data.gmredi}  
 %  
 \item {\it data.grdchk}  
 %  
 \item {\it data.optim}  
 %  
 \item {\it data.pkg}  
 %  
 \item {\it eedata}  
 %  
 \item {\it topog.bin}  
 %  
 \item {\it windx.bin, windy.bin}  
 %  
 \item {\it salt.bin, theta.bin}  
 %  
 \item {\it SSS.bin, SST.bin}  
 %  
 \item {\it pickup*}  
 %  
 \end{itemize}  
 %  
 Finally, the file to generate the adjoint code resides in  
 $ adjoint/ $:  
 %  
 \begin{itemize}  
 %  
 \item {\it makefile}  
 %  
 \end{itemize}  
 %  
   
 Below we describe the customisations of this files which are  
 specific to this experiment.  
   
 \subsubsection{File {\it .genmakerc}}  
 This file overwrites default settings of {\it genmake}.  
 In the present example it is used to switch on the following  
 packages which are related to automatic differentiation  
 and are disabled by default: \\  
 \hspace*{4ex} {\tt set ENABLE=( autodiff cost ctrl ecco gmredi grdchk kpp )}  \\  
 Other packages which are not needed are switched off: \\  
 \hspace*{4ex} {\tt set DISABLE=( aim obcs zonal\_filt shap\_filt cal exf )}  
   
 \subsubsection{File {\it COST\_CPPOPTIONS.h,  CTRL\_OPTIONS.h}}  
   
 These files used to contain package-specific CPP-options  
 (see Section \ref{???}).  
 For technical reasons those options have been grouped together  
 in the file {\it ECCO\_OPTIONS.h}.  
 To retain the modularity, the files have been kept and contain  
 the standard include of the {\it CPP\_OPTIONS.h} file.  
   
 \subsubsection{File {\it CPP\_EEOPTIONS.h}}  
   
 This file contains 'wrapper'-specific CPP options.  
 It only needs to be changed if the code is to be run  
 in a parallel environment (see Section \ref{???}).  
   
 \subsubsection{File {\it CPP\_OPTIONS.h}}  
   
 This file contains model-specific CPP options  
 (see Section \ref{???}).  
 Most options are related to the forward model setup.  
 They are identical to the global steady circulation setup of  
 {\it verification/exp2/}.  
 The three options specific to this experiment are \\  
 \hspace*{4ex} {\tt \#define ALLOW\_PASSIVE\_TRACER} \\  
 This flag enables the code to carry through the  
 advection/diffusion of a passive tracer along the  
 model integration. \\  
 \hspace*{4ex} {\tt \#define ALLOW\_MIT\_ADJOINT\_RUN} \\  
 This flag enables the inclusion of some AD-related fields  
 concerning initialisation, link between control variables  
 and forward model variables, and the call to the top-level  
 forward/adjoint subroutine {\it adthe\_main\_loop}  
 instead of {\it the\_main\_loop}. \\  
 \hspace*{4ex} {\tt \#define ALLOW\_GRADIENT\_CHECK} \\  
 This flag enables the gradient check package.  
 After computing the unperturbed cost function and its gradient,  
 a series of computations are performed for which \\  
 $\bullet$ an element of the control vector is perturbed \\  
 $\bullet$ the cost function w.r.t. the perturbed element is  
 computed \\  
 $\bullet$ the difference between the perturbed and unperturbed  
 cost function is computed to compute the finite difference gradient \\  
 $\bullet$ the finite difference gradient is compared with the  
 adjoint-generated gradient.  
 The gradient check package is further described in Section ???.  
   
 \subsubsection{File {\it ECCO\_OPTIONS.h}}  
   
 The CPP options of several AD-related packages are grouped  
 in this file:  
 %  
 \begin{itemize}  
 %  
 \item  
 Adjoint support package: {\it pkg/autodiff/} \\  
 This package contains hand-written adjoint code such as  
 active file handling, flow directives for files which must not  
 be differentiated, and TAMC-specific header files. \\  
 \hspace*{4ex} {\tt \#define ALLOW\_AUTODIFF\_TAMC} \\  
 defines TAMC-related features in the code. \\  
 \hspace*{4ex} {\tt \#define ALLOW\_TAMC\_CHECKPOINTING} \\  
 enables the checkpointing feature of TAMC  
 (see Section \ref{???}).  
 In the present example a 3-level checkpointing is implemented.  
 The code contains the relevant store directives, common block  
 and tape initialisations, storing key computation,  
 and loop index handling.  
 The checkpointing length at each level is defined in  
 file {\it tamc.h}, cf. below.  
 %  
 \item Cost function package: {\it pkg/cost/} \\  
 This package contains all relevant routines for  
 initialising, accumulating and finalizing the cost function  
 (see Section \ref{???}). \\  
 \hspace*{4ex} {\tt \#define ALLOW\_COST} \\  
 enables all general aspects of the cost function handling,  
 in particular the hooks in the foorward code for  
 initialising, accumulating and finalizing the cost function. \\  
 \hspace*{4ex} {\tt \#define ALLOW\_COST\_TRACER} \\  
 includes the call to the cost function for this  
 particular experiment, eqn. (\ref{cost_tracer}).  
 %  
 \item Control variable package: {\it pkg/ctrl/} \\  
 This package contains all relevant routines for  
 the handling of the control vector.  
 Each control variable can be enabled/disabled with its own flag: \\  
 \begin{tabular}{ll}  
 \hspace*{2ex} {\tt \#define ALLOW\_THETA0\_CONTROL} &  
 initial temperature \\  
 \hspace*{2ex} {\tt \#define ALLOW\_SALT0\_CONTROL} &  
 initial salinity \\  
 \hspace*{2ex} {\tt \#define ALLOW\_TR0\_CONTROL} &  
 initial passive tracer concentration \\  
 \hspace*{2ex} {\tt \#define ALLOW\_TAUU0\_CONTROL} &  
 zonal wind stress \\  
 \hspace*{2ex} {\tt \#define ALLOW\_TAUV0\_CONTROL} &  
 meridional wind stress \\  
 \hspace*{2ex} {\tt \#define ALLOW\_SFLUX0\_CONTROL} &  
 freshwater flux \\  
 \hspace*{2ex} {\tt \#define ALLOW\_HFLUX0\_CONTROL} &  
 heat flux \\  
 \hspace*{2ex} {\tt \#define ALLOW\_DIFFKR\_CONTROL} &  
 diapycnal diffusivity \\  
 \hspace*{2ex} {\tt \#undef ALLOW\_KAPPAGM\_CONTROL} &  
 isopycnal diffusivity \\  
 \end{tabular}  
 %  
 \end{itemize}  
   
 \subsubsection{File {\it SIZE.h}}  
   
 The file contains the grid point dimensions of the forward  
 model. It is identical to the {\it verification/exp2/}: \\  
 \hspace*{4ex} {\tt sNx = 90} \\  
 \hspace*{4ex} {\tt sNy = 40} \\  
 \hspace*{4ex} {\tt Nr = 20} \\  
 It correpsponds to a single-tile/single-processor setup:  
 {\tt nSx = nSy = 1, nPx = nPy = 1},  
 with standard overlap dimensioning  
 {\tt OLx = OLy = 3}.  
   
 \subsubsection{File {\it adcommon.h}}  
   
 This file contains common blocks of some adjoint variables  
 that are generated by TAMC.  
 The common blocks are used by the adjoint support routine  
 {\it addummy\_in\_stepping} which needs to access those variables:  
   
 \begin{tabular}{ll}  
 \hspace*{4ex} {\tt common /addynvars\_r/} &  
 \hspace*{4ex} is related to {\it DYNVARS.h} \\  
 \hspace*{4ex} {\tt common /addynvars\_cd/} &  
 \hspace*{4ex} is related to {\it DYNVARS.h} \\  
 \hspace*{4ex} {\tt common /addynvars\_diffkr/} &  
 \hspace*{4ex} is related to {\it DYNVARS.h} \\  
 \hspace*{4ex} {\tt common /addynvars\_kapgm/} &  
 \hspace*{4ex} is related to {\it DYNVARS.h} \\  
 \hspace*{4ex} {\tt common /adtr1\_r/} &  
 \hspace*{4ex} is related to {\it TR1.h} \\  
 \hspace*{4ex} {\tt common /adffields/} &  
 \hspace*{4ex} is related to {\it FFIELDS.h}\\  
 \end{tabular}  
   
 Note that if the structure of the common block changes in the  
 above header files of the forward code, the structure  
 of the adjoint common blocks will change accordingly.  
 Thus, it has to be made sure that the structure of the  
 adjoint common block in the hand-written file {\it adcommon.h}  
 complies with the automatically generated adjoint common blocks  
 in {\it adjoint\_model.F}.  
   
 \subsubsection{File {\it tamc.h}}  
   
 This routine contains the dimensions for TAMC checkpointing.  
 %  
 \begin{itemize}  
 %  
 \item {\tt \#ifdef ALLOW\_TAMC\_CHECKPOINTING} \\  
 3-level checkpointing is enabled, i.e. the timestepping  
 is divided into three different levels (see Section \ref{???}).  
 The model state of the outermost ({\tt nchklev\_3}) and the  
 intermediate ({\tt nchklev\_2}) timestepping loop are stored to file  
 (handled in {\it the\_main\_loop}).  
 The innermost loop ({\tt nchklev\_1})  
 avoids I/O by storing all required variables  
 to common blocks. This storing may also be necessary if  
 no checkpointing is chosen  
 (nonlinear functions, if-statements, iterative loops, ...).  
 In the present example the dimensions are chosen as follows: \\  
 \hspace*{4ex} {\tt nchklev\_1      =  36 } \\  
 \hspace*{4ex} {\tt nchklev\_2      =  30 } \\  
 \hspace*{4ex} {\tt nchklev\_3      =  60 } \\  
 To guarantee that the checkpointing intervals span the entire  
 integration period the following relation must be satisfied: \\  
 \hspace*{4ex} {\tt nchklev\_1*nchklev\_2*nchklev\_3 $ \ge $ nTimeSteps} \\  
 where {\tt nTimeSteps} is either specified in {\it data}  
 or computed via \\  
 \hspace*{4ex} {\tt nTimeSteps = (endTime-startTime)/deltaTClock }.  
 %  
 \item {\tt \#undef ALLOW\_TAMC\_CHECKPOINTING} \\  
 No checkpointing is enabled.  
 In this case the relevant counter is {\tt nchklev\_0}.  
 Similar to above, the following relation has to be satisfied \\  
 \hspace*{4ex} {\tt nchklev\_0 $ \ge $ nTimeSteps}.  
 %  
 \end{itemize}  
   
 The following parameters may be worth describing: \\  
 %  
 \hspace*{4ex} {\tt isbyte} \\  
 \hspace*{4ex} {\tt maxpass} \\  
 ~  
   
 \subsubsection{File {\it makefile}}  
   
 This file contains all relevant paramter flags and  
 lists to run TAMC or TAF.  
 It is assumed that TAMC is available to you, either locally,  
 being installed on your network, or remotely through the 'TAMC Utility'.  
 TAMC is called with the command {\tt tamc} followed by a  
 number of options. They are described in detail in the  
 TAMC manual \cite{gie:99}.  
 Here we briefly discuss the main flags used in the {\it makefile}  
 %  
 \begin{itemize}  
 \item [{\tt tamc}] {\tt  
 -input <variable names>  
 -output <variable name> -r4 ... \\  
 -toplevel <S/R name> -reverse <file names>  
 }  
 \end{itemize}  
 %  
 \begin{itemize}  
 %  
 \item {\tt -toplevel <S/R name>} \\  
 Name of the toplevel routine, with respect to which the  
 control flow analysis is performed.  
 %  
 \item {\tt -input <variable names>} \\  
 List of independent variables $ u $ with respect to which the  
 dependent variable $ J $ is differentiated.  
 %  
 \item {\tt -output <variable name>} \\  
 Dependent variable $ J $  which is to be differentiated.  
 %  
 \item {\tt -reverse <file names>} \\  
 Adjoint code is generated to compute the sensitivity of an  
 independent variable w.r.t.  many dependent variables.  
 In the discussion of Section ???  
 the generated adjoint top-level routine computes the product  
 of the transposed Jacobian matrix $ M^T $ times  
 the gradient vector $ \nabla_v J $.  
 \\  
 {\tt <file names>} refers to the list of files {\it .f} which are to be  
 analyzed by TAMC. This list is generally smaller than the full list  
 of code to be compiled. The files not contained are either  
 above the top-level routine (some initialisations), or are  
 deliberately hidden from TAMC, either because hand-written  
 adjoint routines exist, or the routines must not (or don't have to)  
 be differentiated. For each routine which is part of the flow tree  
 of the top-level routine, but deliberately hidden from TAMC  
 (or for each package which contains such routines),  
 a corresponding file {\it .flow} exists containing flow directives  
 for TAMC.  
 %  
 \item {\tt -r4} \\  
 ~  
 %  
 \end{itemize}  
   
   
 \subsubsection{The input parameter files}  
   
 \paragraph{File {\it data}}  
   
 \paragraph{File {\it data.cost}}  
   
 \paragraph{File {\it data.ctrl}}  
   
 \paragraph{File {\it data.gmredi}}  
   
 \paragraph{File {\it data.grdchk}}  
   
 \paragraph{File {\it data.optim}}  
   
 \paragraph{File {\it data.pkg}}  
   
 \paragraph{File {\it eedata}}  
   
 \paragraph{File {\it topog.bin}}  
   
 \paragraph{File {\it windx.bin, windy.bin}}  
   
 \paragraph{File {\it salt.bin, theta.bin}}  
   
 \paragraph{File {\it SSS.bin, SST.bin}}  
   
 \paragraph{File {\it pickup*}}  
   
 \subsection{Compiling the model and its adjoint}  
   
 The built process of the adjoint model is slightly more  
 complex than that of compiling the forward code.  
 The main reason is that the adjoint code generation requires  
 a specific list of routines that are to be differentiated  
 (as opposed to the automatic generation of a list of  
 files to be compiled by genmake).  
 This list excludes routines that don't have to be or must not be  
 differentiated. For some of the latter routines flow directives  
 may be necessary, a list of which has to be given as well.  
 For this reason, a separate {\it makefile} is currently  
 maintained in the directory {\tt adjoint/}. This  
 makefile is responsible for the adjoint code generation.  
   
 In the following we describe the build process step by step,  
 assuming you are in the directory {\tt bin/}.  
 A summary of steps to follow is given at the end.  
   
 \paragraph{Adjoint code generation and compilation -- step by step}  
   
 \begin{enumerate}  
 %  
 \item  
 {\tt ln -s ../verification/???/code/.genmakerc .} \\  
 {\tt ln -s ../verification/???/code/*.[Fh] .} \\  
 Link your customized genmake options, header files,  
 and modified code to the compile directory.  
 %  
 \item  
 {\tt ../tools/genmake -makefile} \\  
 Generate your Makefile (cf. Section ???).  
 %  
 \item  
 {\tt make depend} \\  
 Dependency analysis for the CPP pre-compiler (cf. Section ???).  
 %  
 \item  
 {\tt make small\_f} \\  
 This is the first difference between forward code compilation  
 and adjoint code generation and compilation.  
 Instead of going through the entire compilation process  
 (CPP precompiling -- {\tt .f}, object code generation -- {\tt .o},  
 linking of object files and libraries to generate executable),  
 only the CPP compiler is invoked at this stage to generate  
 the {\tt .f} files.  
 %  
 \item  
 {\tt cd ../adjoint} \\  
 {\tt make adtaf} or {\tt make adtamc} \\  
 Depending on whether you have TAF or TAMC at your disposal,  
 you'll choose {\tt adtaf} or {\tt adtamc} as your  
 make target for the {\it makefile} in the directory {\tt adjoint/}.  
 Several things happen at this stage.  
 %  
 \begin{enumerate}  
 %  
 \item  
 The initial template file {\it adjoint\_model.F} which is part  
 of the compiling list created by {\it genmake} is restored.  
 %  
 \item  
 All Fortran routines {\tt *.f} in {\tt bin/} are  
 concatenated into a single file (it's current name is  
 {\it tamc\_code.f}).  
 %  
 \item  
 Adjoint code is generated by TAMC or TAF.  
 The adjoint code is written to the file {\it tamc\_code\_ad.f}.  
 It contains all adjoint routines of the forward routines  
 concatenated in {\it tamc\_code.f}.  
 For a given forward routines {\tt subroutine routinename}  
 the adjoint routine is named {\tt adsubroutine routinename}  
 by default (that default can be changed via the flag  
 {\tt -admark <markname>}).  
 Furthermore, it may contain modified code which  
 incorporates the translation of adjoint store directives  
 into specific Fortran code.  
 For a given forward routines {\tt subroutine routinename}  
 the modified routine is named {\tt mdsubroutine routinename}.  
 TAMC or TAF info is written to file  
 {\it tamc\_code.prot} or {\it taf.log}, respectively.  
 %  
 \end{enumerate}  
 %  
 \item  
 {\tt make adchange} \\  
 The multi-threading capability of the MITGCM requires a slight  
 change in the parameter list of some routines that are related to  
 to active file handling.  
 This postprocessing invokes the sed script {\it adjoint\_ecco\_sed.com}  
 to insert the threading counter {\bf myThId} into the parameter list  
 of those subroutines.  
 The resulting code is written to file {\it tamc\_code\_sed\_ad.f}  
 and appended to the file {\it adjoint\_model.F}.  
 This concludes the adjoint codel generation.  
 %  
 \item  
 {\tt cd ../bin} \\  
 {\tt make} \\  
 The file {\it adjoint\_model.F} now contains the full adjoint code.  
 All routines are now compiled.  
 %  
 \end{enumerate}  
   
 \paragraph{Adjoint code generation and compilation -- summary}  
 ~ \\  
   
 \[  
 \boxed{  
 \begin{split}  
  ~ & \mbox{\tt cd bin} \\  
  ~ & \mbox{\tt ln -s ../verification/my\_experiment/code/.genmakerc .} \\  
  ~ & \mbox{\tt ln -s ../verification/my\_experiment/code/*.[Fh] .} \\  
  ~ & \mbox{\tt ../tools/genmake -makefile} \\  
  ~ & \mbox{\tt make depend} \\  
  ~ & \mbox{\tt make small\_f} \\  
  ~ & \mbox{\tt cd ../adjoint} \\  
  ~ & \mbox{\tt make adtaf <OR: make adtamc>} \\  
  ~ & \mbox{\tt make adchange} \\  
  ~ & \mbox{\tt cd ../bin} \\  
  ~ & \mbox{\tt make} \\  
 \end{split}  
 }  
 \]  
   
667  \newpage  \newpage
668    
669  %**********************************************************************  %**********************************************************************
# Line 1256  In this section we describe in a general Line 675  In this section we describe in a general
675  the parts of the code that are relevant for automatic  the parts of the code that are relevant for automatic
676  differentiation using the software tool TAMC.  differentiation using the software tool TAMC.
677    
 \begin{figure}[b!]  
678  \input{part5/doc_ad_the_model}  \input{part5/doc_ad_the_model}
 \caption{~}  
 \label{fig:adthemodel}  
 \end{figure}  
679    
680  The basic flow is depicted in \reffig{adthemodel}.  The basic flow is depicted in \ref{fig:adthemodel}.
681  If the option {\tt ALLOW\_AUTODIFF\_TAMC} is defined, the driver routine  If the option {\tt ALLOW\_AUTODIFF\_TAMC} is defined, the driver routine
682  {\it the\_model\_main}, instead of calling {\it the\_main\_loop},  {\it the\_model\_main}, instead of calling {\it the\_main\_loop},
683  invokes the adjoint of this routine, {\it adthe\_main\_loop},  invokes the adjoint of this routine, {\it adthe\_main\_loop},
# Line 1294  $ {\cal J}(\vec{u}) \, = \, {\cal J}(M(\ Line 709  $ {\cal J}(\vec{u}) \, = \, {\cal J}(M(\
709  The input is referred to as the  The input is referred to as the
710  {\sf independent variables} or {\sf control variables}.  {\sf independent variables} or {\sf control variables}.
711  All aspects relevant to the treatment of the cost function $ {\cal J} $  All aspects relevant to the treatment of the cost function $ {\cal J} $
712  (parameter setting, initialisation, accumulation,  (parameter setting, initialization, accumulation,
713  final evaluation), are controlled by the package {\it pkg/cost}.  final evaluation), are controlled by the package {\it pkg/cost}.
714    
 \begin{figure}[h!]  
715  \input{part5/doc_cost_flow}  \input{part5/doc_cost_flow}
 \caption{~}  
 \label{fig:costflow}  
 \end{figure}  
716    
717  \subsubsection{genmake and CPP options}  \subsubsection{genmake and CPP options}
718  %  %
# Line 1343  automatic differentiation, the CPP optio Line 754  automatic differentiation, the CPP optio
754  {\bf ALLOW\_ADJOINT\_RUN} should be defined  {\bf ALLOW\_ADJOINT\_RUN} should be defined
755  (file {\it CPP\_OPTIONS.h}).  (file {\it CPP\_OPTIONS.h}).
756    
757  \subsubsection{Initialisation}  \subsubsection{Initialization}
758  %  %
759  The initialisation of the {\it cost} package is readily enabled  The initialization of the {\it cost} package is readily enabled
760  as soon as the CPP option {\bf ALLOW\_ADJOINT\_RUN} is defined.  as soon as the CPP option {\bf ALLOW\_ADJOINT\_RUN} is defined.
761  %  %
762  \begin{itemize}  \begin{itemize}
# Line 1376  Variables: {\it cost\_init} Line 787  Variables: {\it cost\_init}
787  }  }
788  \\  \\
789  This S/R  This S/R
790  initialises the different cost function contributions.  initializes the different cost function contributions.
791  The contribtion for the present example is {\bf objf\_tracer}  The contribution for the present example is {\bf objf\_tracer}
792  which is defined on each tile (bi,bj).  which is defined on each tile (bi,bj).
793  %  %
794  \end{itemize}  \end{itemize}
# Line 1432  tamc -output 'fc' ... Line 843  tamc -output 'fc' ...
843    
844  %%%% \end{document}  %%%% \end{document}
845    
 \begin{figure}  
846  \input{part5/doc_ad_the_main}  \input{part5/doc_ad_the_main}
 \caption{~}  
 \label{fig:adthemain}  
 \end{figure}  
847    
848  \subsection{The control variables (independent variables)  \subsection{The control variables (independent variables)
849  \label{section_ctrl}}  \label{section_ctrl}}
# Line 1453  as variable assignments. Therefore, file Line 860  as variable assignments. Therefore, file
860  active variables are written and from which active variables  active variables are written and from which active variables
861  are read are called {\sf active files}.  are read are called {\sf active files}.
862  All aspects relevant to the treatment of the control variables  All aspects relevant to the treatment of the control variables
863  (parameter setting, initialisation, perturbation)  (parameter setting, initialization, perturbation)
864  are controled by the package {\it pkg/ctrl}.  are controlled by the package {\it pkg/ctrl}.
865    
 \begin{figure}[h!]  
866  \input{part5/doc_ctrl_flow}  \input{part5/doc_ctrl_flow}
 \caption{~}  
 \label{fig:ctrlflow}  
 \end{figure}  
867    
868  \subsubsection{genmake and CPP options}  \subsubsection{genmake and CPP options}
869  %  %
# Line 1480  To enable the directory to be included t Line 883  To enable the directory to be included t
883  Each control variable is enabled via its own CPP option  Each control variable is enabled via its own CPP option
884  in {\it ECCO\_CPPOPTIONS.h}.  in {\it ECCO\_CPPOPTIONS.h}.
885    
886  \subsubsection{Initialisation}  \subsubsection{Initialization}
887  %  %
888  \begin{itemize}  \begin{itemize}
889  %  %
# Line 1520  Two important issues related to the hand Line 923  Two important issues related to the hand
923  variables in the MITGCM need to be addressed.  variables in the MITGCM need to be addressed.
924  First, in order to save memory, the control variable arrays  First, in order to save memory, the control variable arrays
925  are not kept in memory, but rather read from file and added  are not kept in memory, but rather read from file and added
926  to the initial fields during the model initialisation phase.  to the initial fields during the model initialization phase.
927  Similarly, the corresponding adjoint fields which represent  Similarly, the corresponding adjoint fields which represent
928  the gradient of the cost function w.r.t. the control variables  the gradient of the cost function w.r.t. the control variables
929  are written to file at the end of the adjoint integration.  are written to file at the end of the adjoint integration.
# Line 1600  dummy variable {\bf xx\_tr1\_dummy} is i Line 1003  dummy variable {\bf xx\_tr1\_dummy} is i
1003  and an 'active read' routine of the adjoint support  and an 'active read' routine of the adjoint support
1004  package {\it pkg/autodiff} is invoked.  package {\it pkg/autodiff} is invoked.
1005  The read-procedure is tagged with the variable  The read-procedure is tagged with the variable
1006  {\bf xx\_tr1\_dummy} enabbling TAMC to recognize the  {\bf xx\_tr1\_dummy} enabling TAMC to recognize the
1007  initialisation of the perturbation.  initialization of the perturbation.
1008  The modified call of TAMC thus reads  The modified call of TAMC thus reads
1009  %  %
1010  \begin{verbatim}  \begin{verbatim}
# Line 1712  variables are written to {\bf adxx\_ ... Line 1115  variables are written to {\bf adxx\_ ...
1115  \begin{itemize}  \begin{itemize}
1116  %  %
1117  \item {\bf vector\_ctrl}: the control vector \\  \item {\bf vector\_ctrl}: the control vector \\
1118  At the very beginning of the model initialisation,  At the very beginning of the model initialization,
1119  the updated compressed control vector is read (or initialised)  the updated compressed control vector is read (or initialised)
1120  and distributed to 2-dim. and 3-dim. control variable fields.  and distributed to 2-dim. and 3-dim. control variable fields.
1121  %  %
# Line 1780  The gradient $ \nabla _{u}{\cal J} |_{u_ Line 1183  The gradient $ \nabla _{u}{\cal J} |_{u_
1183  with the value of the cost function itself $ {\cal J}(u_{[k]}) $  with the value of the cost function itself $ {\cal J}(u_{[k]}) $
1184  at iteration step $ k $ serve  at iteration step $ k $ serve
1185  as input to a minimization routine (e.g. quasi-Newton method,  as input to a minimization routine (e.g. quasi-Newton method,
1186  conjugate gradient, ... \cite{gil_lem:89})  conjugate gradient, ... \cite{gil-lem:89})
1187  to compute an update in the  to compute an update in the
1188  control variable for iteration step $k+1$  control variable for iteration step $k+1$
1189  \[  \[
# Line 1911  to {\it adxx\_...$<$k$>$}, again via the Line 1314  to {\it adxx\_...$<$k$>$}, again via the
1314  Finally, {\it ctrl\_pack} collects all adjoint files  Finally, {\it ctrl\_pack} collects all adjoint files
1315  and writes them to the compressed vector file  and writes them to the compressed vector file
1316  {\bf vector\_grad\_$<$k$>$}.  {\bf vector\_grad\_$<$k$>$}.
   
 \subsection{TLM and ADM generation via TAMC}  
   
   
   
 \subsection{Flow directives and adjoint support routines \label{section_flowdir}}  
   
 \subsection{Store directives and checkpointing \label{section_checkpointing}}  
   
 \subsection{Gradient checks \label{section_grdchk}}  
   
 \subsection{Second derivative generation via TAMC}  
   
 \section{Example of adjoint code}  

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