/[MITgcm]/manual/s_autodiff/text/doc_ad_2.tex
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revision 1.20 by edhill, Wed Apr 5 02:27:33 2006 UTC revision 1.22 by jmc, Fri Aug 27 13:09:40 2010 UTC
# Line 10  existing fully non-linear prognostic cod Line 10  existing fully non-linear prognostic cod
10  software tool is used that parses and transforms source files  software tool is used that parses and transforms source files
11  according to a set of linguistic and mathematical rules.  AD tools are  according to a set of linguistic and mathematical rules.  AD tools are
12  like source-to-source translators in that they parse a program code as  like source-to-source translators in that they parse a program code as
13  input and produce a new program code as output.  However, unlike a  input and produce a new program code as output
14    (we restrict our discussion to source-to-source tools, ignoring
15    operator-overloading tools).  However, unlike a
16  pure source-to-source translation, the output program represents a new  pure source-to-source translation, the output program represents a new
17  algorithm, such as the evaluation of the Jacobian, the Hessian, or  algorithm, such as the evaluation of the Jacobian, the Hessian, or
18  higher derivative operators.  In principle, a variety of derived  higher derivative operators.  In principle, a variety of derived
# Line 21  Model Compiler (TAMC) and its successor Line 23  Model Compiler (TAMC) and its successor
23  Algorithms in Fortran), developed by Ralf Giering (\cite{gie-kam:98},  Algorithms in Fortran), developed by Ralf Giering (\cite{gie-kam:98},
24  \cite{gie:99,gie:00}).  The first application of the adjoint of MITgcm  \cite{gie:99,gie:00}).  The first application of the adjoint of MITgcm
25  for sensitivity studies has been published by \cite{maro-eta:99}.  for sensitivity studies has been published by \cite{maro-eta:99}.
26  \cite{sta-eta:97,sta-eta:01} use MITgcm and its adjoint for ocean  \cite{stam-etal:97,stam-etal:02} use MITgcm and its adjoint for ocean
27  state estimation studies.  In the following we shall refer to TAMC and  state estimation studies.  In the following we shall refer to TAMC and
28  TAF synonymously, except were explicitly stated otherwise.  TAF synonymously, except were explicitly stated otherwise.
29    
30  TAMC exploits the chain rule for computing the first derivative of a  As of mid-2007 we are also able to generate fairly efficient
31    adjoint code of the MITgcm using a new, open-source AD tool,
32    called OpenAD (see \cite{naum-etal:06,utke-etal:08}.
33    This enables us for the first time to compare adjoint models
34    generated from different AD tools, providing an additional
35    accuracy check, complementary to finite-difference gradient checks.
36    OpenAD and its application to  MITgcm is described in detail
37    in section \ref{sec_ad_openad}.
38    
39    The AD tool exploits the chain rule for computing the first derivative of a
40  function with respect to a set of input variables.  Treating a given  function with respect to a set of input variables.  Treating a given
41  forward code as a composition of operations -- each line representing  forward code as a composition of operations -- each line representing
42  a compositional element, the chain rule is rigorously applied to the  a compositional element, the chain rule is rigorously applied to the
# Line 652  $ n^{lev3}, \,\, n^{lev2}, \,\, n^{lev1} Line 663  $ n^{lev3}, \,\, n^{lev2}, \,\, n^{lev1}
663  %\psfrag{v_kn^lev2}{\mathinfigure{v_{k_{n}^{lev2}}}}  %\psfrag{v_kn^lev2}{\mathinfigure{v_{k_{n}^{lev2}}}}
664  %\psfrag{v_k1^lev1}{\mathinfigure{v_{k_{1}^{lev1}}}}  %\psfrag{v_k1^lev1}{\mathinfigure{v_{k_{1}^{lev1}}}}
665  %\psfrag{v_kn^lev1}{\mathinfigure{v_{k_{n}^{lev1}}}}  %\psfrag{v_kn^lev1}{\mathinfigure{v_{k_{n}^{lev1}}}}
666  %\mbox{\epsfig{file=part5/checkpointing.eps, width=0.8\textwidth}}  %\mbox{\epsfig{file=s_autodiff/figs/checkpointing.eps, width=0.8\textwidth}}
667  \resizebox{5.5in}{!}{\includegraphics{part5/checkpointing.eps}}  \resizebox{5.5in}{!}{\includegraphics{s_autodiff/figs/checkpointing.eps}}
668  %\psfull  %\psfull
669  \end{center}  \end{center}
670  \caption{  \caption{
# Line 681  Schematic view of intermediate dump and Line 692  Schematic view of intermediate dump and
692    
693  In this section we describe in a general fashion  In this section we describe in a general fashion
694  the parts of the code that are relevant for automatic  the parts of the code that are relevant for automatic
695  differentiation using the software tool TAF.  differentiation using the software tool TAF.
696    Modifications to use OpenAD are described in \ref{sec_ad_openad}.
697    
698  \input{part5/doc_ad_the_model}  \input{s_autodiff/text/doc_ad_the_model}
699    
700  The basic flow is depicted in \ref{fig:adthemodel}.  The basic flow is depicted in \ref{fig:adthemodel}.
701  If CPP option \texttt{ALLOW\_AUTODIFF\_TAMC} is defined,  If CPP option \texttt{ALLOW\_AUTODIFF\_TAMC} is defined,
# Line 764  w.r.t. the 3-level checkpointing (see se Line 776  w.r.t. the 3-level checkpointing (see se
776    
777  %------------------------------------------------------------------  %------------------------------------------------------------------
778    
779  \subsection{Building the AD code  \subsection{Building the AD code using TAF
780  \label{section_ad_build}}  \label{section_ad_build}}
781    
782  The build process of an AD code is very similar to building  The build process of an AD code is very similar to building
# Line 774  the following {\tt make} targets are ava Line 786  the following {\tt make} targets are ava
786    
787  \begin{table}[h!]  \begin{table}[h!]
788  {\footnotesize  {\footnotesize
789  \begin{tabular}{ccll}  \begin{tabular}{|ccll|}
790    \hline
791  ~ & {\it AD-target} & {\it output} & {\it description} \\  ~ & {\it AD-target} & {\it output} & {\it description} \\
792  \hline  \hline
793  \hline  \hline
# Line 793  generates code for $<$MODE$>$ using $<$T Line 806  generates code for $<$MODE$>$ using $<$T
806  ~ & ~ & ~ & and compiles all code \\  ~ & ~ & ~ & and compiles all code \\
807  ~ & ~ & ~ & (use of TAF is set as default) \\  ~ & ~ & ~ & (use of TAF is set as default) \\
808  \hline  \hline
 \hline  
809  \end{tabular}  \end{tabular}
810  }  }
811  \end{table}  \end{table}
# Line 802  Here, the following placeholders are use Line 814  Here, the following placeholders are use
814  %  %
815  \begin{itemize}  \begin{itemize}
816  %  %
817  \item [$<$TOOL$>$]  \item $<$TOOL$>$
818  %  %
819  \begin{itemize}  \begin{itemize}
820  %  %
# Line 811  Here, the following placeholders are use Line 823  Here, the following placeholders are use
823  %  %
824  \end{itemize}  \end{itemize}
825  %  %
826  \item [$<$MODE$>$]  \item $<$MODE$>$
827  %  %
828  \begin{itemize}  \begin{itemize}
829  %  %
# Line 853  The {\tt make <MODE>all} target consists Line 865  The {\tt make <MODE>all} target consists
865  \item  \item
866  A header file {\tt AD\_CONFIG.h} is generated which contains a CPP option  A header file {\tt AD\_CONFIG.h} is generated which contains a CPP option
867  on which code ought to be generated. Depending on the {\tt make} target,  on which code ought to be generated. Depending on the {\tt make} target,
868  the contents is  the contents is one of the following:
869  \begin{itemize}  \begin{itemize}
870  \item  \item
871  {\tt \#define ALLOW\_ADJOINT\_RUN}  {\tt \#define ALLOW\_ADJOINT\_RUN}
# Line 869  consisting of all {\tt .f} files that ar Line 881  consisting of all {\tt .f} files that ar
881  and all {\tt .flow} files that are part of the list {\bf AD\_FLOW\_FILES}.  and all {\tt .flow} files that are part of the list {\bf AD\_FLOW\_FILES}.
882  %  %
883  \item  \item
884  The AD tool is invoked with the {\bf <MODE>\_<TOOL>\_FLAGS}.  The AD tool is invoked with the {\tt <MODE>\_<TOOL>\_FLAGS}.
885  The default AD tool flags in {\tt genmake2} can be overrwritten by  The default AD tool flags in {\tt genmake2} can be overrwritten by
886  an {\tt adjoint\_options} file (similar to the platform-specific  an {\tt adjoint\_options} file (similar to the platform-specific
887  {\tt build\_options}, see Section ???.  {\tt build\_options}, see Section ???.
# Line 1002  The aspects relevant to the treatment of Line 1014  The aspects relevant to the treatment of
1014  are controlled by the package {\it pkg/ctrl} and will be treated  are controlled by the package {\it pkg/ctrl} and will be treated
1015  in the next section.  in the next section.
1016    
1017  \input{part5/doc_cost_flow}  \input{s_autodiff/text/doc_cost_flow}
1018    
1019  \subsubsection{Enabling the package}  \subsubsection{Enabling the package}
1020    
# Line 1117  from each contribution and sums over all Line 1129  from each contribution and sums over all
1129  \end{equation}  \end{equation}
1130  %  %
1131  The total cost function {\bf fc} will be the  The total cost function {\bf fc} will be the
1132  'dependent' variable in the argument list for TAMC, i.e.  'dependent' variable in the argument list for TAF, i.e.
1133  \begin{verbatim}  \begin{verbatim}
1134  tamc -output 'fc' ...  taf -output 'fc' ...
1135  \end{verbatim}  \end{verbatim}
1136    
1137  %%%% \end{document}  %%%% \end{document}
1138    
1139  \input{part5/doc_ad_the_main}  \input{s_autodiff/text/doc_ad_the_main}
1140    
1141  \subsection{The control variables (independent variables)  \subsection{The control variables (independent variables)
1142  \label{section_ctrl}}  \label{section_ctrl}}
# Line 1144  All aspects relevant to the treatment of Line 1156  All aspects relevant to the treatment of
1156  (parameter setting, initialization, perturbation)  (parameter setting, initialization, perturbation)
1157  are controlled by the package {\it pkg/ctrl}.  are controlled by the package {\it pkg/ctrl}.
1158    
1159  \input{part5/doc_ctrl_flow}  \input{s_autodiff/text/doc_ctrl_flow}
1160    
1161  \subsubsection{genmake and CPP options}  \subsubsection{genmake and CPP options}
1162  %  %
# Line 1234  and gradient are generated and initialis Line 1246  and gradient are generated and initialis
1246  %  %
1247  The dependency flow for differentiation w.r.t. the controls  The dependency flow for differentiation w.r.t. the controls
1248  starts with adding a perturbation onto the input variable,  starts with adding a perturbation onto the input variable,
1249  thus defining the independent or control variables for TAMC.  thus defining the independent or control variables for TAF.
1250  Three types of controls may be considered:  Three types of controls may be considered:
1251  %  %
1252  \begin{itemize}  \begin{itemize}
# Line 1267  u         & = \, u_{[0]} \, + \, \Delta Line 1279  u         & = \, u_{[0]} \, + \, \Delta
1279  holding the perturbation. In the case of a simple  holding the perturbation. In the case of a simple
1280  sensitivity study this array is identical to zero.  sensitivity study this array is identical to zero.
1281  However, it's specification is essential in the context  However, it's specification is essential in the context
1282  of automatic differentiation since TAMC  of automatic differentiation since TAF
1283  treats the corresponding line in the code symbolically  treats the corresponding line in the code symbolically
1284  when determining the differentiation chain and its origin.  when determining the differentiation chain and its origin.
1285  Thus, the variable names are part of the argument list  Thus, the variable names are part of the argument list
1286  when calling TAMC:  when calling TAF:
1287  %  %
1288  \begin{verbatim}  \begin{verbatim}
1289  tamc -input 'xx_tr1 ...' ...  taf -input 'xx_tr1 ...' ...
1290  \end{verbatim}  \end{verbatim}
1291  %  %
1292  Now, as mentioned above, MITgcm avoids maintaining  Now, as mentioned above, MITgcm avoids maintaining
1293  an array for each control variable by reading the  an array for each control variable by reading the
1294  perturbation to a temporary array from file.  perturbation to a temporary array from file.
1295  To ensure the symbolic link to be recognized by TAMC, a scalar  To ensure the symbolic link to be recognized by TAF, a scalar
1296  dummy variable {\bf xx\_tr1\_dummy} is introduced  dummy variable {\bf xx\_tr1\_dummy} is introduced
1297  and an 'active read' routine of the adjoint support  and an 'active read' routine of the adjoint support
1298  package {\it pkg/autodiff} is invoked.  package {\it pkg/autodiff} is invoked.
1299  The read-procedure is tagged with the variable  The read-procedure is tagged with the variable
1300  {\bf xx\_tr1\_dummy} enabling TAMC to recognize the  {\bf xx\_tr1\_dummy} enabling TAF to recognize the
1301  initialization of the perturbation.  initialization of the perturbation.
1302  The modified call of TAMC thus reads  The modified call of TAF thus reads
1303  %  %
1304  \begin{verbatim}  \begin{verbatim}
1305  tamc -input 'xx_tr1_dummy ...' ...  taf -input 'xx_tr1_dummy ...' ...
1306  \end{verbatim}  \end{verbatim}
1307  %  %
1308  and the modified operation to (\ref{perturb})  and the modified operation to (\ref{perturb})

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