/[MITgcm]/manual/s_autodiff/text/doc_ad_2.tex
ViewVC logotype

Diff of /manual/s_autodiff/text/doc_ad_2.tex

Parent Directory Parent Directory | Revision Log Revision Log | View Revision Graph Revision Graph | View Patch Patch

revision 1.4 by heimbach, Fri Oct 5 22:22:20 2001 UTC revision 1.17 by edhill, Sat Oct 16 03:40:17 2004 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 42  Jacobian matrices of the forward code's Line 42  Jacobian matrices of the forward code's
42  %**********************************************************************  %**********************************************************************
43  \section{Some basic algebra}  \section{Some basic algebra}
44  \label{sec_ad_algebra}  \label{sec_ad_algebra}
45    \begin{rawhtml}
46    <!-- CMIREDIR:sec_ad_algebra: -->
47    \end{rawhtml}
48  %**********************************************************************  %**********************************************************************
49    
50  Let $ \cal{M} $ be a general nonlinear, model, i.e. a  Let $ \cal{M} $ be a general nonlinear, model, i.e. a
# Line 52  $\vec{u}=(u_1,\ldots,u_m)$ Line 55  $\vec{u}=(u_1,\ldots,u_m)$
55  such as forcing functions) to the $n$-dimensional space  such as forcing functions) to the $n$-dimensional space
56  $V \subset I\!\!R^n$ of  $V \subset I\!\!R^n$ of
57  model output variable $\vec{v}=(v_1,\ldots,v_n)$  model output variable $\vec{v}=(v_1,\ldots,v_n)$
58  (model state, model diagnostcs, objective function, ...)  (model state, model diagnostics, objective function, ...)
59  under consideration,  under consideration,
60  %  %
61  \begin{equation}  \begin{equation}
# Line 220  model integration, Line 223  model integration,
223  starting at step 0 and moving up to step $\Lambda$, with intermediate  starting at step 0 and moving up to step $\Lambda$, with intermediate
224  ${\cal M}_{\lambda} (\vec{u}) = \vec{v}^{(\lambda+1)}$ and final  ${\cal M}_{\lambda} (\vec{u}) = \vec{v}^{(\lambda+1)}$ and final
225  ${\cal M}_{\Lambda} (\vec{u}) = \vec{v}^{(\Lambda+1)} = \vec{v}$.  ${\cal M}_{\Lambda} (\vec{u}) = \vec{v}^{(\Lambda+1)} = \vec{v}$.
226  Let ${\cal J}$ be a cost funciton which explicitly depends on the  Let ${\cal J}$ be a cost function which explicitly depends on the
227  final state $\vec{v}$ only  final state $\vec{v}$ only
228  (this restriction is for clarity reasons only).  (this restriction is for clarity reasons only).
229  %  %
# Line 301  We note in passing that that the $\delta Line 304  We note in passing that that the $\delta
304  are the Lagrange multipliers of the model equations which determine  are the Lagrange multipliers of the model equations which determine
305  $ \vec{v}^{(\lambda)}$.  $ \vec{v}^{(\lambda)}$.
306    
307  In coponents, eq. (\ref{adjoint}) reads as follows.  In components, eq. (\ref{adjoint}) reads as follows.
308  Let  Let
309  \[  \[
310  \begin{array}{rclcrcl}  \begin{array}{rclcrcl}
# Line 322  Let Line 325  Let
325  \end{array}  \end{array}
326  \]  \]
327  denote the perturbations in $\vec{u}$ and $\vec{v}$, respectively,  denote the perturbations in $\vec{u}$ and $\vec{v}$, respectively,
328  and their adjoint varaiables;  and their adjoint variables;
329  further  further
330  \[  \[
331  M \, = \, \left(  M \, = \, \left(
# Line 468  variables $u$ Line 471  variables $u$
471  {\it all} intermediate states $ \vec{v}^{(\lambda)} $) are sought.  {\it all} intermediate states $ \vec{v}^{(\lambda)} $) are sought.
472  In order to be able to solve for each component of the gradient  In order to be able to solve for each component of the gradient
473  $ \partial {\cal J} / \partial u_{i} $ in (\ref{forward})  $ \partial {\cal J} / \partial u_{i} $ in (\ref{forward})
474  a forward calulation has to be performed for each component seperately,  a forward calculation has to be performed for each component separately,
475  i.e. $ \delta \vec{u} = \delta u_{i} {\vec{e}_{i}} $  i.e. $ \delta \vec{u} = \delta u_{i} {\vec{e}_{i}} $
476  for  the $i$-th forward calculation.  for  the $i$-th forward calculation.
477  Then, (\ref{forward}) represents the  Then, (\ref{forward}) represents the
# Line 487  M^T \left( \nabla_v {\cal J}^T \left(\de Line 490  M^T \left( \nabla_v {\cal J}^T \left(\de
490  \nabla_u {\cal J}^T \cdot \delta \vec{J}  \nabla_u {\cal J}^T \cdot \delta \vec{J}
491  \]  \]
492  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
493  dimenison $ l $.  dimension $ l $.
494  In this case $ l $ reverse simulations have to be performed  In this case $ l $ reverse simulations have to be performed
495  for each $ \delta J_{k}, \,\, k = 1, \ldots, l $.  for each $ \delta J_{k}, \,\, k = 1, \ldots, l $.
496  Then, the reverse mode is more efficient as long as  Then, the reverse mode is more efficient as long as
497  $ l < n $, otherwise the forward mode is preferable.  $ l < n $, otherwise the forward mode is preferable.
498  Stricly, the reverse mode is called adjoint mode only for  Strictly, the reverse mode is called adjoint mode only for
499  $ l = 1 $.  $ l = 1 $.
500    
501  A detailed analysis of the underlying numerical operations  A detailed analysis of the underlying numerical operations
# Line 557  Because of the local character of the de Line 560  Because of the local character of the de
560  (a derivative is defined w.r.t. a point along the trajectory),  (a derivative is defined w.r.t. a point along the trajectory),
561  the intermediate results of the model trajectory  the intermediate results of the model trajectory
562  $\vec{v}^{(\lambda+1)}={\cal M}_{\lambda}(v^{(\lambda)})$  $\vec{v}^{(\lambda+1)}={\cal M}_{\lambda}(v^{(\lambda)})$
563  are needed to evaluate the intermediate Jacobian  may be required to evaluate the intermediate Jacobian
564  $M_{\lambda}|_{\vec{v}^{(\lambda)}} \, \delta \vec{v}^{(\lambda)} $.  $M_{\lambda}|_{\vec{v}^{(\lambda)}} \, \delta \vec{v}^{(\lambda)} $.
565    This is the case e.g. for nonlinear expressions
566    (momentum advection, nonlinear equation of state), state-dependent
567    conditional statements (parameterization schemes).
568  In the forward mode, the intermediate results are required  In the forward mode, the intermediate results are required
569  in the same order as computed by the full forward model ${\cal M}$,  in the same order as computed by the full forward model ${\cal M}$,
570  but in the reverse mode they are required in the reverse order.  but in the reverse mode they are required in the reverse order.
# Line 569  point of evaluation has to be recomputed Line 575  point of evaluation has to be recomputed
575    
576  A method to balance the amount of recomputations vs.  A method to balance the amount of recomputations vs.
577  storage requirements is called {\sf checkpointing}  storage requirements is called {\sf checkpointing}
578  (e.g. \cite{res-eta:98}).  (e.g. \cite{gri:92}, \cite{res-eta:98}).
579  It is depicted in \reffig{3levelcheck} for a 3-level checkpointing  It is depicted in \ref{fig:3levelcheck} for a 3-level checkpointing
580  [as an example, we give explicit numbers for a 3-day  [as an example, we give explicit numbers for a 3-day
581  integration with a 1-hourly timestep in square brackets].  integration with a 1-hourly timestep in square brackets].
582  \begin{itemize}  \begin{itemize}
# Line 580  In a first step, the model trajectory is Line 586  In a first step, the model trajectory is
586  $ {n}^{lev3} $ subsections [$ {n}^{lev3} $=3 1-day intervals],  $ {n}^{lev3} $ subsections [$ {n}^{lev3} $=3 1-day intervals],
587  with the label $lev3$ for this outermost loop.  with the label $lev3$ for this outermost loop.
588  The model is then integrated along the full trajectory,  The model is then integrated along the full trajectory,
589  and the model state stored only at every $ k_{i}^{lev3} $-th timestep  and the model state stored to disk only at every $ k_{i}^{lev3} $-th timestep
590  [i.e. 3 times, at  [i.e. 3 times, at
591  $ i = 0,1,2 $ corresponding to $ k_{i}^{lev3} = 0, 24, 48 $].  $ i = 0,1,2 $ corresponding to $ k_{i}^{lev3} = 0, 24, 48 $].
592    In addition, the cost function is computed, if needed.
593  %  %
594  \item [$lev2$]  \item [$lev2$]
595  In a second step each subsection itself is divided into  In a second step each subsection itself is divided into
596  $ {n}^{lev2} $ sub-subsections  $ {n}^{lev2} $ subsections
597  [$ {n}^{lev2} $=4 6-hour intervals per subsection].  [$ {n}^{lev2} $=4 6-hour intervals per subsection].
598  The model picks up at the last outermost dumped state  The model picks up at the last outermost dumped state
599  $ v_{k_{n}^{lev3}} $ and is integrated forward in time along  $ v_{k_{n}^{lev3}} $ and is integrated forward in time along
600  the last subsection, with the label $lev2$ for this    the last subsection, with the label $lev2$ for this  
601  intermediate loop.  intermediate loop.
602  The model state is now stored at every $ k_{i}^{lev2} $-th  The model state is now stored to disk at every $ k_{i}^{lev2} $-th
603  timestep  timestep
604  [i.e. 4 times, at  [i.e. 4 times, at
605  $ i = 0,1,2,3 $ corresponding to $ k_{i}^{lev2} = 48, 54, 60, 66 $].  $ i = 0,1,2,3 $ corresponding to $ k_{i}^{lev2} = 48, 54, 60, 66 $].
# Line 600  $ i = 0,1,2,3 $ corresponding to $ k_{i} Line 607  $ i = 0,1,2,3 $ corresponding to $ k_{i}
607  \item [$lev1$]  \item [$lev1$]
608  Finally, the model picks up at the last intermediate dump state  Finally, the model picks up at the last intermediate dump state
609  $ v_{k_{n}^{lev2}} $ and is integrated forward in time along  $ v_{k_{n}^{lev2}} $ and is integrated forward in time along
610  the last sub-subsection, with the label $lev1$ for this    the last subsection, with the label $lev1$ for this  
611  intermediate loop.  intermediate loop.
612  Within this sub-subsection only, the model state is stored  Within this sub-subsection only, parts of the model state is stored
613  at every timestep  to memory at every timestep
614  [i.e. every hour $ i=0,...,5$ corresponding to  [i.e. every hour $ i=0,...,5$ corresponding to
615  $ k_{i}^{lev1} = 66, 67, \ldots, 71 $].  $ k_{i}^{lev1} = 66, 67, \ldots, 71 $].
616  Thus, the  final state $ v_n = v_{k_{n}^{lev1}} $ is reached  The  final state $ v_n = v_{k_{n}^{lev1}} $ is reached
617  and the model state of all peceeding timesteps along the last  and the model state of all preceding timesteps along the last
618  sub-subsections are available, enabling integration backwards  innermost subsection are available, enabling integration backwards
619  in time along the last sub-subsection.  in time along the last subsection.
620  Thus, the adjoint can be computed along this last  The adjoint can thus be computed along this last
621  sub-subsection $k_{n}^{lev2}$.  subsection $k_{n}^{lev2}$.
622  %  %
623  \end{itemize}  \end{itemize}
624  %  %
625  This procedure is repeated consecutively for each previous  This procedure is repeated consecutively for each previous
626  sub-subsection $k_{n-1}^{lev2}, \ldots, k_{1}^{lev2} $  subsection $k_{n-1}^{lev2}, \ldots, k_{1}^{lev2} $
627  carrying the adjoint computation to the initial time  carrying the adjoint computation to the initial time
628  of the subsection $k_{n}^{lev3}$.  of the subsection $k_{n}^{lev3}$.
629  Then, the procedure is repeated for the previous subsection  Then, the procedure is repeated for the previous subsection
# Line 627  $k_{1}^{lev3}$. Line 634  $k_{1}^{lev3}$.
634  For the full model trajectory of  For the full model trajectory of
635  $ n^{lev3} \cdot n^{lev2} \cdot n^{lev1} $ timesteps  $ n^{lev3} \cdot n^{lev2} \cdot n^{lev1} $ timesteps
636  the required storing of the model state was significantly reduced to  the required storing of the model state was significantly reduced to
637  $ n^{lev1} + n^{lev2} + n^{lev3} $  $ n^{lev2} + n^{lev3} $ to disk and roughly $ n^{lev1} $ to memory
638  [i.e. for the 3-day integration with a total oof 72 timesteps  [i.e. for the 3-day integration with a total oof 72 timesteps
639  the model state was stored 13 times].  the model state was stored 7 times to disk and roughly 6 times
640    to memory].
641  This saving in memory comes at a cost of a required  This saving in memory comes at a cost of a required
642  3 full forward integrations of the model (one for each  3 full forward integrations of the model (one for each
643  checkpointing level).  checkpointing level).
644  The balance of storage vs. recomputation certainly depends  The optimal balance of storage vs. recomputation certainly depends
645  on the computing resources available.  on the computing resources available and may be adjusted by
646    adjusting the partitioning among the
647    $ n^{lev3}, \,\, n^{lev2}, \,\, n^{lev1} $.
648    
649  \begin{figure}[t!]  \begin{figure}[t!]
650  \centering  \begin{center}
651  %\psdraft  %\psdraft
652  \psfrag{v_k1^lev3}{\mathinfigure{v_{k_{1}^{lev3}}}}  %\psfrag{v_k1^lev3}{\mathinfigure{v_{k_{1}^{lev3}}}}
653  \psfrag{v_kn-1^lev3}{\mathinfigure{v_{k_{n-1}^{lev3}}}}  %\psfrag{v_kn-1^lev3}{\mathinfigure{v_{k_{n-1}^{lev3}}}}
654  \psfrag{v_kn^lev3}{\mathinfigure{v_{k_{n}^{lev3}}}}  %\psfrag{v_kn^lev3}{\mathinfigure{v_{k_{n}^{lev3}}}}
655  \psfrag{v_k1^lev2}{\mathinfigure{v_{k_{1}^{lev2}}}}  %\psfrag{v_k1^lev2}{\mathinfigure{v_{k_{1}^{lev2}}}}
656  \psfrag{v_kn-1^lev2}{\mathinfigure{v_{k_{n-1}^{lev2}}}}  %\psfrag{v_kn-1^lev2}{\mathinfigure{v_{k_{n-1}^{lev2}}}}
657  \psfrag{v_kn^lev2}{\mathinfigure{v_{k_{n}^{lev2}}}}  %\psfrag{v_kn^lev2}{\mathinfigure{v_{k_{n}^{lev2}}}}
658  \psfrag{v_k1^lev1}{\mathinfigure{v_{k_{1}^{lev1}}}}  %\psfrag{v_k1^lev1}{\mathinfigure{v_{k_{1}^{lev1}}}}
659  \psfrag{v_kn^lev1}{\mathinfigure{v_{k_{n}^{lev1}}}}  %\psfrag{v_kn^lev1}{\mathinfigure{v_{k_{n}^{lev1}}}}
660  \mbox{\epsfig{file=part5/checkpointing.eps, width=0.8\textwidth}}  %\mbox{\epsfig{file=part5/checkpointing.eps, width=0.8\textwidth}}
661    \resizebox{5.5in}{!}{\includegraphics{part5/checkpointing.eps}}
662  %\psfull  %\psfull
663  \caption  \end{center}
664  {Schematic view of intermediate dump and restart for  \caption{
665    Schematic view of intermediate dump and restart for
666  3-level checkpointing.}  3-level checkpointing.}
667  \label{fig:3levelcheck}  \label{fig:3levelcheck}
668  \end{figure}  \end{figure}
# Line 662  on the computing resources available. Line 674  on the computing resources available.
674  % \subsection{Error covariance estimate and Hessian matrix}  % \subsection{Error covariance estimate and Hessian matrix}
675  % \label{sec_hessian}  % \label{sec_hessian}
676    
677  \newpage  \newpage
678    
679  %**********************************************************************  %**********************************************************************
680  \section{AD-specific setup by example: sensitivity of carbon sequestration}  \section{TLM and ADM generation in general}
681  \label{sec_ad_setup_ex}  \label{sec_ad_setup_gen}
682    \begin{rawhtml}
683    <!-- CMIREDIR:sec_ad_setup_gen: -->
684    \end{rawhtml}
685  %**********************************************************************  %**********************************************************************
686    
687  The MITGCM has been adapted to enable AD using TAMC or TAF.  In this section we describe in a general fashion
688  The present description, therefore, is specific to the  the parts of the code that are relevant for automatic
689  use of TAMC or TAF as AD tool.  differentiation using the software tool TAF.
690  The following sections describe the steps which are necessary to  
691  generate a tangent linear or adjoint model of the MITGCM.  \input{part5/doc_ad_the_model}
692  We take as an example the sensitivity of carbon sequestration  
693  in the ocean.  The basic flow is depicted in \ref{fig:adthemodel}.
694  The AD-relevant hooks in the code are sketched in  If CPP option {\tt ALLOW\_AUTODIFF\_TAMC} is defined, the driver routine
695  \reffig{adthemodel}, \reffig{adthemain}.  {\it the\_model\_main}, instead of calling {\it the\_main\_loop},
696    invokes the adjoint of this routine, {\it adthe\_main\_loop},
697  \subsection{Overview of the experiment}  which is the toplevel routine in terms of automatic differentiation.
698    The routine {\it adthe\_main\_loop} has been generated by TAF.
699  We describe an adjoint sensitivity analysis of outgassing from  It contains both the forward integration of the full model, the
700  the ocean into the atmosphere of a carbon-like tracer injected  cost function calculation,
701  into the ocean interior (see \cite{hil-eta:01}).  any additional storing that is required for efficient checkpointing,
702    and the reverse integration of the adjoint model.
703  \subsubsection{Passive tracer equation}  
704    [DESCRIBE IN A SEPARATE SECTION THE WORKING OF THE TLM]
705  For this work the MITGCM was augmented with a thermodynamically  
706  inactive tracer, $C$. Tracer residing in the ocean  In Fig. \ref{fig:adthemodel}
707  model surface layer is outgassed according to a relaxation time scale,  the structure of {\it adthe\_main\_loop} has been strongly
708  $\mu$. Within the ocean interior, the tracer is passively advected  simplified to focus on the essentials; in particular, no checkpointing
709  by the ocean model currents. The full equation for the time evolution  procedures are shown here.
710  %  Prior to the call of {\it adthe\_main\_loop}, the routine
711  \begin{equation}  {\it ctrl\_unpack} is invoked to unpack the control vector
712  \label{carbon_ddt}  or initialise the control variables.
713  \frac{\partial C}{\partial t} \, = \,  Following the call of {\it adthe\_main\_loop},
714  -U\cdot \nabla C \, - \, \mu C \, + \, \Gamma(C) \,+ \, S  the routine {\it ctrl\_pack}
715  \end{equation}  is invoked to pack the control vector
716  %  (cf. Section \ref{section_ctrl}).
717  also includes a source term $S$. This term  If gradient checks are to be performed, the option
718  represents interior sources of $C$ such as would arise due to  {\tt ALLOW\_GRADIENT\_CHECK} is defined. In this case
719  direct injection.  the driver routine {\it grdchk\_main} is called after
720  The velocity term, $U$, is the sum of the  the gradient has been computed via the adjoint
721  model Eulerian circulation and an eddy-induced velocity, the latter  (cf. Section \ref{section_grdchk}).
722  parameterized according to Gent/McWilliams  
723  (\cite{gen-mcw:90, gen-eta:95}).  %------------------------------------------------------------------
724  The convection function, $\Gamma$, mixes $C$ vertically wherever the  
725  fluid is locally statically unstable.  \subsection{General setup
726    \label{section_ad_setup}}
727  The outgassing time scale, $\mu$, in eqn. (\ref{carbon_ddt})  
728  is set so that \( 1/\mu \sim 1 \ \mathrm{year} \) for the surface  In order to configure AD-related setups the following packages need
729  ocean and $\mu=0$ elsewhere. With this value, eqn. (\ref{carbon_ddt})  to be enabled:
730  is valid as a prognostic equation for small perturbations in oceanic  {\it
731  carbon concentrations. This configuration provides a  \begin{table}[h!]
732  powerful tool for examining the impact of large-scale ocean circulation  \begin{tabular}{l}
733  on $ CO_2 $ outgassing due to interior injections.  autodiff \\
734  As source we choose a constant in time injection of  ctrl \\
735  $ S = 1 \,\, {\rm mol / s}$.  cost \\
736    grdchk \\
737  \subsubsection{Model configuration}  \end{tabular}
738    \end{table}
739  The model configuration employed has a constant  }
740  $4^\circ \times 4^\circ$ resolution horizontal grid and realistic  The packages are enabled by adding them to your experiment-specific
741  geography and bathymetry. Twenty vertical layers are used with  configuration file
742  vertical spacing ranging  {\it packages.conf} (see Section ???).
743  from 50 m near the surface to 815 m at depth.  
744  Driven to steady-state by climatalogical wind-stress, heat and  The following AD-specific CPP option files need to be customized:
 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/}:  
745  %  %
746  \begin{itemize}  \begin{itemize}
747  %  %
748  \item {\it .genmakerc}  \item {\it ECCO\_CPPOPTIONS.h} \\
749  %  This header file collects CPP options for the packages
750  \item {\it COST\_CPPOPTIONS.h}  {\it autodiff, cost, ctrl} as well as AD-unrelated options for
751  %  the external forcing package {\it exf}.
752  \item {\it CPP\_EEOPTIONS.h}  \footnote{NOTE: These options are not set in their package-specific
753  %  headers such as {\it COST\_CPPOPTIONS.h}, but are instead collected
754  \item {\it CPP\_OPTIONS.h}  in the single header file {\it ECCO\_CPPOPTIONS.h}.
755  %  The package-specific header files serve as simple
756  \item {\it CTRL\_OPTIONS.h}  placeholders at this point.}
757  %  %
758  \item {\it ECCO\_OPTIONS.h}  \item {\it tamc.h} \\
759  %  This header configures the splitting of the time stepping loop
760  \item {\it SIZE.h}  w.r.t. the 3-level checkpointing (see section ???).
761  %  
 \item {\it adcommon.h}  
 %  
 \item {\it tamc.h}  
762  %  %
763  \end{itemize}  \end{itemize}
764    
765    %------------------------------------------------------------------
766    
767    \subsection{Building the AD code
768    \label{section_ad_build}}
769    
770    The build process of an AD code is very similar to building
771    the forward model. However, depending on which AD code one wishes
772    to generate, and on which AD tool is available (TAF or TAMC),
773    the following {\tt make} targets are available:
774    
775    \begin{table}[h!]
776    {\footnotesize
777    \begin{tabular}{ccll}
778    ~ & {\it AD-target} & {\it output} & {\it description} \\
779    \hline
780    \hline
781    (1) & {\tt <MODE><TOOL>only} & {\tt <MODE>\_<TOOL>\_output.f}  &
782    generates code for $<$MODE$>$ using $<$TOOL$>$ \\
783    ~ & ~ & ~ & no {\tt make} dependencies on {\tt .F .h} \\
784    ~ & ~ & ~ & useful for compiling on remote platforms \\
785    \hline
786    (2) & {\tt <MODE><TOOL>} & {\tt <MODE>\_<TOOL>\_output.f}  &
787    generates code for $<$MODE$>$ using $<$TOOL$>$ \\
788    ~ & ~ & ~ & includes {\tt make} dependencies on {\tt .F .h} \\
789    ~ & ~ & ~ & i.e. input for $<$TOOL$>$ may be re-generated \\
790    \hline
791    (3) & {\tt <MODE>all} & {\tt mitgcmuv\_<MODE>}  &
792    generates code for $<$MODE$>$ using $<$TOOL$>$ \\
793    ~ & ~ & ~ & and compiles all code \\
794    ~ & ~ & ~ & (use of TAF is set as default) \\
795    \hline
796    \hline
797    \end{tabular}
798    }
799    \end{table}
800  %  %
801  The runtime flag and parameters settings are contained in  Here, the following placeholders are used
 {\it verification/carbon/input/},  
 together with the forcing fields and and restart files:  
802  %  %
803  \begin{itemize}  \begin{itemize}
804  %  %
805  \item {\it data}  \item [$<$TOOL$>$]
 %  
 \item {\it data.cost}  
 %  
 \item {\it data.ctrl}  
 %  
 \item {\it data.gmredi}  
806  %  %
807  \item {\it data.grdchk}  \begin{itemize}
 %  
 \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}  
808  %  %
809  \item {\it pickup*}  \item {\tt TAF}
810    \item {\tt TAMC}
811  %  %
812  \end{itemize}  \end{itemize}
813  %  %
814  Finally, the file to generate the adjoint code resides in  \item [$<$MODE$>$]
 $ adjoint/ $:  
815  %  %
816  \begin{itemize}  \begin{itemize}
817  %  %
818  \item {\it makefile}  \item {\tt ad} generates the adjoint model (ADM)
819    \item {\tt ftl} generates the tangent linear model (TLM)
820    \item {\tt svd} generates both ADM and TLM for \\
821    singular value decomposition (SVD) type calculations
822  %  %
823  \end{itemize}  \end{itemize}
824  %  %
825    \end{itemize}
826    
827  Below we describe the customisations of this files which are  For example, to generate the adjoint model using TAF after routines ({\tt .F})
828  specific to this experiment.  or headers ({\tt .h}) have been modified, but without compilation,
829    type {\tt make adtaf};
830  \subsubsection{File {\it .genmakerc}}  or, to generate the tangent linear model using TAMC without
831  This file overwrites default settings of {\it genmake}.  re-generating the input code, type {\tt make ftltamconly}.
 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}}  
832    
 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}  
833    
834  \subsubsection{File {\it SIZE.h}}  A typical full build process to generate the ADM via TAF would
835    look like follows:
836    \begin{verbatim}
837    % mkdir build
838    % cd build
839    % ../../../tools/genmake2 -mods=../code_ad
840    % make depend
841    % make adall
842    \end{verbatim}
843    
844  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}  
845    
846  Note that if the structure of the common block changes in the  \subsection{The AD build process in detail
847  above header files of the forward code, the structure  \label{section_ad_build_detail}}
 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}.  
848    
849  \subsubsection{File {\it tamc.h}}  The {\tt make <MODE>all} target consists of the following procedures:
850    
851  This routine contains the dimensions for TAMC checkpointing.  \begin{enumerate}
852  %  %
853    \item
854    A header file {\tt AD\_CONFIG.h} is generated which contains a CPP option
855    on which code ought to be generated. Depending on the {\tt make} target,
856    the contents is
857  \begin{itemize}  \begin{itemize}
858  %  \item
859  \item {\tt \#ifdef ALLOW\_TAMC\_CHECKPOINTING} \\  {\tt \#define ALLOW\_ADJOINT\_RUN}
860  3-level checkpointing is enabled, i.e. the timestepping  \item
861  is divided into three different levels (see Section \ref{???}).  {\tt \#define ALLOW\_TANGENTLINEAR\_RUN}
862  The model state of the outermost ({\tt nchklev\_3}) and the  \item
863  intermediate ({\tt nchklev\_2}) timestepping loop are stored to file  {\tt \#define ALLOW\_ECCO\_OPTIMIZATION}
 (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}.  
 %  
864  \end{itemize}  \end{itemize}
   
 The following parameters may be worth describing: \\  
865  %  %
866  \hspace*{4ex} {\tt isbyte} \\  \item
867  \hspace*{4ex} {\tt maxpass} \\  A single file {\tt <MODE>\_input\_code.f} is concatenated
868  ~  consisting of all {\tt .f} files that are part of the list {\bf AD\_FILES}
869    and all {\tt .flow} files that are part of the list {\bf AD\_FLOW\_FILES}.
870  \subsubsection{File {\it makefile}}  %
871    \item
872  This file contains all relevant paramter flags and  The AD tool is invoked with the {\bf <MODE>\_<TOOL>\_FLAGS}.
873  lists to run TAMC or TAF.  The default AD tool flags in {\tt genmake2} can be overrwritten by
874  It is assumed that TAMC is available to you, either locally,  an {\tt adjoint\_options} file (similar to the platform-specific
875  being installed on your network, or remotely through the 'TAMC Utility'.  {\tt build\_options}, see Section ???.
876  TAMC is called with the command {\tt tamc} followed by a  The AD tool writes the resulting AD code into the file
877  number of options. They are described in detail in the  {\tt <MODE>\_input\_code\_ad.f}
878  TAMC manual \cite{gie:99}.  %
879  Here we briefly discuss the main flags used in the {\it makefile}  \item
880    A short sed script {\tt adjoint\_sed} is applied to
881    {\tt <MODE>\_input\_code\_ad.f}
882    to reinstate {\bf myThid} into the CALL argument list of active file I/O.
883    The result is written to file {\tt <MODE>\_<TOOL>\_output.f}.
884    %
885    \item
886    All routines are compiled and an executable is generated
887    (see Table ???).
888  %  %
889  \begin{itemize}  \end{enumerate}
890  \item [{\tt tamc}] {\tt  
891  -input <variable names>  \subsubsection{The list AD\_FILES and {\tt .list} files}
892  -output <variable name> -r4 ... \\  
893  -toplevel <S/R name> -reverse <file names>  Not all routines are presented to the AD tool.
894  }  Routines typically hidden are diagnostics routines which
895  \end{itemize}  do not influence the cost function, but may create
896    artificial flow dependencies such as I/O of active variables.
897    
898    {\tt genmake2} generates a list (or variable) {\bf AD\_FILES}
899    which contains all routines that are shown to the AD tool.
900    This list is put together from all files with suffix {\tt .list}
901    that {\tt genmake2} finds in its search directories.
902    The list file for the core MITgcm routines is in {\tt model/src/}
903    is called {\tt model\_ad\_diff.list}.
904    Note that no wrapper routine is shown to TAF. These are either
905    not visible at all to the AD code, or hand-written AD code
906    is available (see next section).
907    
908    Each package directory contains its package-specific
909    list file {\tt <PKG>\_ad\_diff.list}. For example,
910    {\tt pkg/ptracers/} contains the file {\tt ptracers\_ad\_diff.list}.
911    Thus, enabling a package will automatically extend the
912    {\bf AD\_FILES} list of {\tt genmake2} to incorporate the
913    package-specific routines.
914    Note that you will need to regenerate the {\tt Makefile} if
915    you enable a package (e.g. by adding it to {\tt packages.conf})
916    and a {\tt Makefile} already exists.
917    
918    \subsubsection{The list AD\_FLOW\_FILES and {\tt .flow} files}
919    
920    TAMC and TAF can evaluate user-specified directives
921    that start with a specific syntax ({\tt CADJ}, {\tt C\$TAF}, {\tt !\$TAF}).
922    The main categories of directives are STORE directives and
923    FLOW directives. Here, we are concerned with flow directives,
924    store directives are treated elsewhere.
925    
926    Flow directives enable the AD tool to evaluate how it should treat
927    routines that are 'hidden' by the user, i.e. routines which are
928    not contained in the {\bf AD\_FILES} list (see previous section),
929    but which are called in part of the code that the AD tool does see.
930    The flow directive tell the AD tool
931  %  %
932  \begin{itemize}  \begin{itemize}
933  %  %
934  \item {\tt -toplevel <S/R name>} \\  \item which subroutine arguments are input/output
935  Name of the toplevel routine, with respect to which the  \item which subroutine arguments are active
936  control flow analysis is performed.  \item which subroutine arguments are required to compute the cost
937  %  \item which subroutine arguments are dependent
 \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} \\  
 ~  
938  %  %
939  \end{itemize}  \end{itemize}
940    %
941    The syntax for the flow directives can be found in the
942    AD tool manuals.
943    
944    {\tt genmake2} generates a list (or variable) {\bf AD\_FLOW\_FILES}
945    which contains all files with suffix{\tt .flow} that it finds
946    in its search directories.
947    The flow directives for the core MITgcm routines of
948    {\tt eesupp/src/} and {\tt model/src/}
949    reside in {\tt pkg/autodiff/}.
950    This directory also contains hand-written adjoint code
951    for the MITgcm WRAPPER (see Section ???).
952    
953    Flow directives for package-specific routines are contained in
954    the corresponding package directories in the file
955    {\tt <PKG>\_ad.flow}, e.g. ptracers-specific directives are in
956    {\tt ptracers\_ad.flow}.
957    
958    \subsubsection{Store directives for 3-level checkpointing}
959    
960    The storing that is required at each period of the
961    3-level checkpointing is controled by three
962    top-level headers.
963    
964  \subsubsection{File {\it data}}  \begin{verbatim}
965    do ilev_3 = 1, nchklev_3
966  \subsubsection{File {\it data.cost}}  #  include ``checkpoint_lev3.h''
967       do ilev_2 = 1, nchklev_2
968  \subsubsection{File {\it data.ctrl}}  #     include ``checkpoint_lev2.h''
969          do ilev_1 = 1, nchklev_1
970  \subsubsection{File {\it data.gmredi}}  #        include ``checkpoint_lev1.h''
971    
972  \subsubsection{File {\it data.grdchk}}  ...
973    
974  \subsubsection{File {\it data.optim}}        end do
975       end do
976  \subsubsection{File {\it data.pkg}}  end do
977    \end{verbatim}
 \subsubsection{File {\it eedata}}  
   
 \subsubsection{File {\it topog.bin}}  
   
 \subsubsection{File {\it windx.bin, windy.bin}}  
   
 \subsubsection{File {\it salt.bin, theta.bin}}  
   
 \subsubsection{File {\it SSS.bin, SST.bin}}  
978    
979  \subsubsection{File {\it pickup*}}  All files {\tt checkpoint\_lev?.h} are contained in directory
980    {\tt pkg/autodiff/}.
981    
 \subsection{Compiling the model and its adjoint}  
982    
983  \newpage  \subsubsection{Changing the default AD tool flags: ad\_options files}
984    
 %**********************************************************************  
 \section{TLM and ADM generation in general}  
 \label{sec_ad_setup_gen}  
 %**********************************************************************  
985    
986  In this section we describe in a general fashion  \subsubsection{Hand-written adjoint code}
 the parts of the code that are relevant for automatic  
 differentiation using the software tool TAMC.  
987    
988  \begin{figure}[b!]  %------------------------------------------------------------------
 \input{part5/doc_ad_the_model}  
 \caption{~}  
 \label{fig:adthemodel}  
 \end{figure}  
   
 The basic flow is depicted in \reffig{adthemodel}.  
 If the option {\tt ALLOW\_AUTODIFF\_TAMC} is defined, the driver routine  
 {\it the\_model\_main}, instead of calling {\it the\_main\_loop},  
 invokes the adjoint of this routine, {\it adthe\_main\_loop},  
 which is the toplevel routine in terms of reverse mode computation.  
 The routine {\it adthe\_main\_loop} has been generated using TAMC.  
 It contains both the forward integration of the full model,  
 any additional storing that is required for efficient checkpointing,  
 and the reverse integration of the adjoint model.  
 The structure of {\it adthe\_main\_loop} has been strongly  
 simplified for clarification; in particular, no checkpointing  
 procedures are shown here.  
 Prior to the call of {\it adthe\_main\_loop}, the routine  
 {\it ctrl\_unpack} is invoked to unpack the control vector,  
 and following that call, the routine {\it ctrl\_pack}  
 is invoked to pack the control vector  
 (cf. Section \ref{section_ctrl}).  
 If gradient checks are to be performed, the option  
 {\tt ALLOW\_GRADIENT\_CHECK} is defined. In this case  
 the driver routine {\it grdchk\_main} is called after  
 the gradient has been computed via the adjoint  
 (cf. Section \ref{section_grdchk}).  
989    
990  \subsection{The cost function (dependent variable)  \subsection{The cost function (dependent variable)
991  \label{section_cost}}  \label{section_cost}}
# Line 1165  the gradient has been computed via the a Line 993  the gradient has been computed via the a
993  The cost function $ {\cal J} $ is referred to as the {\sf dependent variable}.  The cost function $ {\cal J} $ is referred to as the {\sf dependent variable}.
994  It is a function of the input variables $ \vec{u} $ via the composition  It is a function of the input variables $ \vec{u} $ via the composition
995  $ {\cal J}(\vec{u}) \, = \, {\cal J}(M(\vec{u})) $.  $ {\cal J}(\vec{u}) \, = \, {\cal J}(M(\vec{u})) $.
996  The input is referred to as the  The input are referred to as the
997  {\sf independent variables} or {\sf control variables}.  {\sf independent variables} or {\sf control variables}.
998  All aspects relevant to the treatment of the cost function $ {\cal J} $  All aspects relevant to the treatment of the cost function $ {\cal J} $
999  (parameter setting, initialisation, accumulation,  (parameter setting, initialization, accumulation,
1000  final evaluation), are controlled by the package {\it pkg/cost}.  final evaluation), are controlled by the package {\it pkg/cost}.
1001    The aspects relevant to the treatment of the independent variables
1002    are controlled by the package {\it pkg/ctrl} and will be treated
1003    in the next section.
1004    
 \begin{figure}[h!]  
1005  \input{part5/doc_cost_flow}  \input{part5/doc_cost_flow}
 \caption{~}  
 \label{fig:costflow}  
 \end{figure}  
1006    
1007  \subsubsection{genmake and CPP options}  \subsubsection{Enabling the package}
1008  %  
 \begin{itemize}  
 %  
 \item  
1009  \fbox{  \fbox{
1010  \begin{minipage}{12cm}  \begin{minipage}{12cm}
1011  {\it genmake}, {\it CPP\_OPTIONS.h}, {\it ECCO\_CPPOPTIONS.h}  {\it packages.conf}, {\it ECCO\_CPPOPTIONS.h}
1012  \end{minipage}  \end{minipage}
1013  }  }
1014  \end{itemize}  \begin{itemize}
 %  
 The directory {\it pkg/cost} can be included to the  
 compile list in 3 different ways (cf. Section \ref{???}):  
1015  %  %
1016  \begin{enumerate}  \item
1017    The package is enabled by adding {\it cost} to your file {\it packages.conf}
1018    (see Section ???)
1019  %  %
1020  \item {\it genmake}: \\  \item
1021  Change the default settings in the file {\it genmake} by adding  
1022  {\bf cost} to the {\bf enable} list (not recommended).  
1023  %  \end{itemize}
 \item {\it .genmakerc}: \\  
 Customize the settings of {\bf enable}, {\bf disable} which are  
 appropriate for your experiment in the file {\it .genmakerc}  
 and add the file to your compile directory.  
 %  
 \item genmake-options: \\  
 Call {\it genmake} with the option  
 {\tt genmake -enable=cost}.  
1024  %  %
1025  \end{enumerate}  
1026    N.B.: In general the following packages ought to be enabled
1027    simultaneously: {\it autodiff, cost, ctrl}.
1028  The basic CPP option to enable the cost function is {\bf ALLOW\_COST}.  The basic CPP option to enable the cost function is {\bf ALLOW\_COST}.
1029  Each specific cost function contribution has its own option.  Each specific cost function contribution has its own option.
1030  For the present example the option is {\bf ALLOW\_COST\_TRACER}.  For the present example the option is {\bf ALLOW\_COST\_TRACER}.
1031  All cost-specific options are set in {\it ECCO\_CPPOPTIONS.h}  All cost-specific options are set in {\it ECCO\_CPPOPTIONS.h}
1032  Since the cost function is usually used in conjunction with  Since the cost function is usually used in conjunction with
1033  automatic differentiation, the CPP option  automatic differentiation, the CPP option
1034  {\bf ALLOW\_ADJOINT\_RUN} should be defined  {\bf ALLOW\_ADJOINT\_RUN} (file {\it CPP\_OPTIONS.h}) and
1035  (file {\it CPP\_OPTIONS.h}).  {\bf ALLOW\_AUTODIFF\_TAMC} (file {\it ECCO\_CPPOPTIONS.h})
1036    should be defined.
1037    
1038  \subsubsection{Initialisation}  \subsubsection{Initialization}
1039  %  %
1040  The initialisation of the {\it cost} package is readily enabled  The initialization of the {\it cost} package is readily enabled
1041  as soon as the CPP option {\bf ALLOW\_ADJOINT\_RUN} is defined.  as soon as the CPP option {\bf ALLOW\_COST} is defined.
1042  %  %
1043  \begin{itemize}  \begin{itemize}
1044  %  %
# Line 1250  Variables: {\it cost\_init} Line 1068  Variables: {\it cost\_init}
1068  }  }
1069  \\  \\
1070  This S/R  This S/R
1071  initialises the different cost function contributions.  initializes the different cost function contributions.
1072  The contribtion for the present example is {\bf objf\_tracer}  The contribution for the present example is {\bf objf\_tracer}
1073  which is defined on each tile (bi,bj).  which is defined on each tile (bi,bj).
1074  %  %
1075  \end{itemize}  \end{itemize}
# Line 1294  from each contribution and sums over all Line 1112  from each contribution and sums over all
1112  \begin{equation}  \begin{equation}
1113  {\cal J} \, = \,  {\cal J} \, = \,
1114  {\rm fc} \, = \,  {\rm fc} \, = \,
1115  {\rm mult\_tracer} \sum_{bi,\,bj}^{nSx,\,nSy}  {\rm mult\_tracer} \sum_{\text{global sum}} \sum_{bi,\,bj}^{nSx,\,nSy}
1116  {\rm objf\_tracer}(bi,bj) \, + \, ...  {\rm objf\_tracer}(bi,bj) \, + \, ...
1117  \end{equation}  \end{equation}
1118  %  %
# Line 1306  tamc -output 'fc' ... Line 1124  tamc -output 'fc' ...
1124    
1125  %%%% \end{document}  %%%% \end{document}
1126    
 \begin{figure}  
1127  \input{part5/doc_ad_the_main}  \input{part5/doc_ad_the_main}
 \caption{~}  
 \label{fig:adthemain}  
 \end{figure}  
1128    
1129  \subsection{The control variables (independent variables)  \subsection{The control variables (independent variables)
1130  \label{section_ctrl}}  \label{section_ctrl}}
# Line 1327  as variable assignments. Therefore, file Line 1141  as variable assignments. Therefore, file
1141  active variables are written and from which active variables  active variables are written and from which active variables
1142  are read are called {\sf active files}.  are read are called {\sf active files}.
1143  All aspects relevant to the treatment of the control variables  All aspects relevant to the treatment of the control variables
1144  (parameter setting, initialisation, perturbation)  (parameter setting, initialization, perturbation)
1145  are controled by the package {\it pkg/ctrl}.  are controlled by the package {\it pkg/ctrl}.
1146    
 \begin{figure}[h!]  
1147  \input{part5/doc_ctrl_flow}  \input{part5/doc_ctrl_flow}
 \caption{~}  
 \label{fig:ctrlflow}  
 \end{figure}  
1148    
1149  \subsubsection{genmake and CPP options}  \subsubsection{genmake and CPP options}
1150  %  %
# Line 1350  are controled by the package {\it pkg/ct Line 1160  are controled by the package {\it pkg/ct
1160  %  %
1161  To enable the directory to be included to the compile list,  To enable the directory to be included to the compile list,
1162  {\bf ctrl} has to be added to the {\bf enable} list in  {\bf ctrl} has to be added to the {\bf enable} list in
1163  {\it .genmakerc} (or {\it genmake} itself).  {\it .genmakerc} or in {\it genmake} itself (analogous to {\it cost}
1164    package, cf. previous section).
1165  Each control variable is enabled via its own CPP option  Each control variable is enabled via its own CPP option
1166  in {\it ECCO\_CPPOPTIONS.h}.  in {\it ECCO\_CPPOPTIONS.h}.
1167    
1168  \subsubsection{Initialisation}  \subsubsection{Initialization}
1169  %  %
1170  \begin{itemize}  \begin{itemize}
1171  %  %
# Line 1394  Two important issues related to the hand Line 1205  Two important issues related to the hand
1205  variables in the MITGCM need to be addressed.  variables in the MITGCM need to be addressed.
1206  First, in order to save memory, the control variable arrays  First, in order to save memory, the control variable arrays
1207  are not kept in memory, but rather read from file and added  are not kept in memory, but rather read from file and added
1208  to the initial fields during the model initialisation phase.  to the initial fields during the model initialization phase.
1209  Similarly, the corresponding adjoint fields which represent  Similarly, the corresponding adjoint fields which represent
1210  the gradient of the cost function w.r.t. the control variables  the gradient of the cost function w.r.t. the control variables
1211  are written to file at the end of the adjoint integration.  are written to file at the end of the adjoint integration.
# Line 1474  dummy variable {\bf xx\_tr1\_dummy} is i Line 1285  dummy variable {\bf xx\_tr1\_dummy} is i
1285  and an 'active read' routine of the adjoint support  and an 'active read' routine of the adjoint support
1286  package {\it pkg/autodiff} is invoked.  package {\it pkg/autodiff} is invoked.
1287  The read-procedure is tagged with the variable  The read-procedure is tagged with the variable
1288  {\bf xx\_tr1\_dummy} enabbling TAMC to recognize the  {\bf xx\_tr1\_dummy} enabling TAMC to recognize the
1289  initialisation of the perturbation.  initialization of the perturbation.
1290  The modified call of TAMC thus reads  The modified call of TAMC thus reads
1291  %  %
1292  \begin{verbatim}  \begin{verbatim}
# Line 1494  in the code takes on the form Line 1305  in the code takes on the form
1305  %  %
1306  Note, that reading an active variable corresponds  Note, that reading an active variable corresponds
1307  to a variable assignment. Its derivative corresponds  to a variable assignment. Its derivative corresponds
1308  to a write statement of the adjoint variable.  to a write statement of the adjoint variable, followed by
1309    a reset.
1310  The 'active file' routines have been designed  The 'active file' routines have been designed
1311  to support active read and corresponding adjoint active write  to support active read and corresponding adjoint active write
1312  operations (and vice versa).  operations (and vice versa).
# Line 1586  variables are written to {\bf adxx\_ ... Line 1398  variables are written to {\bf adxx\_ ...
1398  \begin{itemize}  \begin{itemize}
1399  %  %
1400  \item {\bf vector\_ctrl}: the control vector \\  \item {\bf vector\_ctrl}: the control vector \\
1401  At the very beginning of the model initialisation,  At the very beginning of the model initialization,
1402  the updated compressed control vector is read (or initialised)  the updated compressed control vector is read (or initialised)
1403  and distributed to 2-dim. and 3-dim. control variable fields.  and distributed to 2-dim. and 3-dim. control variable fields.
1404  %  %
# Line 1611  at intermediate times can be written usi Line 1423  at intermediate times can be written usi
1423  {\it addummy\_in\_stepping}.  {\it addummy\_in\_stepping}.
1424  This routine is part of the adjoint support package  This routine is part of the adjoint support package
1425  {\it pkg/autodiff} (cf.f. below).  {\it pkg/autodiff} (cf.f. below).
1426    The procedure is enabled using via the CPP-option
1427    {\bf ALLOW\_AUTODIFF\_MONITOR} (file {\it ECCO\_CPPOPTIONS.h}).
1428  To be part of the adjoint code, the corresponding S/R  To be part of the adjoint code, the corresponding S/R
1429  {\it dummy\_in\_stepping} has to be called in the forward  {\it dummy\_in\_stepping} has to be called in the forward
1430  model (S/R {\it the\_main\_loop}) at the appropriate place.  model (S/R {\it the\_main\_loop}) at the appropriate place.
1431    The adjoint common blocks are extracted from the adjoint code
1432    via the header file {\it adcommon.h}.
1433    
1434  {\it dummy\_in\_stepping} is essentially empty,  {\it dummy\_in\_stepping} is essentially empty,
1435  the corresponding adjoint routine is hand-written rather  the corresponding adjoint routine is hand-written rather
# Line 1640  the common blocks Line 1456  the common blocks
1456  {\bf /adtr1\_r/}, {\bf /adffields/},  {\bf /adtr1\_r/}, {\bf /adffields/},
1457  which have been extracted from the adjoint code to enable  which have been extracted from the adjoint code to enable
1458  access to the adjoint variables.  access to the adjoint variables.
1459    
1460    {\bf WARNING:} If the structure of the common blocks
1461    {\bf /dynvars\_r/}, {\bf /dynvars\_cd/}, etc., changes
1462    similar changes will occur in the adjoint common blocks.
1463    Therefore, consistency between the TAMC-generated common blocks
1464    and those in {\it adcommon.h} have to be checked.
1465  %  %
1466  \end{itemize}  \end{itemize}
1467    
# Line 1654  The gradient $ \nabla _{u}{\cal J} |_{u_ Line 1476  The gradient $ \nabla _{u}{\cal J} |_{u_
1476  with the value of the cost function itself $ {\cal J}(u_{[k]}) $  with the value of the cost function itself $ {\cal J}(u_{[k]}) $
1477  at iteration step $ k $ serve  at iteration step $ k $ serve
1478  as input to a minimization routine (e.g. quasi-Newton method,  as input to a minimization routine (e.g. quasi-Newton method,
1479  conjugate gradient, ... \cite{gil_lem:89})  conjugate gradient, ... \cite{gil-lem:89})
1480  to compute an update in the  to compute an update in the
1481  control variable for iteration step $k+1$  control variable for iteration step $k+1$
1482  \[  \[
# Line 1785  to {\it adxx\_...$<$k$>$}, again via the Line 1607  to {\it adxx\_...$<$k$>$}, again via the
1607  Finally, {\it ctrl\_pack} collects all adjoint files  Finally, {\it ctrl\_pack} collects all adjoint files
1608  and writes them to the compressed vector file  and writes them to the compressed vector file
1609  {\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}  

Legend:
Removed from v.1.4  
changed lines
  Added in v.1.17

  ViewVC Help
Powered by ViewVC 1.1.22