Automatic Differentiation in ROOT (2004.04435v1)

Abstract: In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, etc.), elementary functions (exp, log, sin, cos, etc.) and control flow statements. AD takes source code of a function as input and produces source code of the derived function. By applying the chain rule repeatedly to these operations, derivatives of arbitrary order can be computed automatically, accurately to working precision, and using at most a small constant factor more arithmetic operations than the original program. This paper presents AD techniques available in ROOT, supported by Cling, to produce derivatives of arbitrary C/C++ functions through implementing source code transformation and employing the chain rule of differential calculus in both forward mode and reverse mode. We explain its current integration for gradient computation in TFormula. We demonstrate the correctness and performance improvements in ROOT's fitting algorithms.