Clad - Automatic differentiation using clang and LLVM

Abstract

Differentiation is ubiquitous in high energy physics, for instance in minimization algorithms and statistical analysis, in detector alignment and calibration, and in theory. Automatic differentiation (AD) avoids well-known limitations in round-offs and speed, which symbolic and numerical differentiation suffer from, by transforming the source code of functions. We will present how AD can be used to compute the gradient of multi-variate functions and functor objects. We will explain approaches to implement an AD tool. We will show how LLVM, Clang and Cling (ROOT's C++11 interpreter) simplifies creation of such a tool. We describe how the tool could be integrated within any framework. We will demonstrate a simple proof-of-concept prototype, called Clad, which is able to generate n-th order derivatives of C++ functions and other language constructs. We also demonstrate how Clad can offload laborious computations from the CPU using OpenCL.