A streaming compiler for automatic adjoint differentiation

A computer implemented method for operating on a target function to provide computer code instructions configured to implement the target function, the method comprising

• defining an active data type;
• evaluating the target function using active data type variables;
• determining, based on the target function, a linearized computational map (100), LCM, of the target function wherein each node of the LCM (100) comprises an elementary operation;
• providing overloaded operators for the elementary operations wherein the output of the overloaded operator enacted on an active data type variable comprises computer code instructions to evaluate the elementary operation of the overloaded operator;
• and,
• hardcoding any static data into the instructions output by the overloaded operators.

A computer-readable tangible non-transitory storage medium storing computer program commands configured to program a processor to perform a computer implemented method for operating on a target function to provide computer code instructions configured to implement the target function, the method comprising

• defining an active data type;
• evaluating the target function using active data type variables;
• determining, based on the target function, a linearized computational map (100), LCM, of the target function wherein each node of the LCM (100) comprises an elementary operation;
• providing overloaded operators for the elementary operations wherein the output of the overloaded operator enacted on an active data type variable comprises computer code instructions to evaluate the elementary operation of the overloaded operator;
• and,
• hardcoding any static data into the instructions output by the overloaded operators.