Cache-Aware and Roofline-Ideal Automatic Differentiation

Automatic differentiation software libraries augment arithmetic operations with their derivatives, thereby relieving the programmer of deriving, implementing, debugging, and maintaining derivative code. With this encapsulation however, the responsibility of code optimization relies more heavily on the AD system itself (as opposed to the programmer and the compiler). Moreover, given that there are multiple contexts in reservoir simulation software for which derivatives are required (e.g. property package and discrete operator evaluations), the AD infrastructure must also be adaptable. An Operator Overloading AD design is proposed and tested to provide scalability and computational efficiency seemlessly across memory- and compute-bound applications. This is achieved by 1) use of portable and standard programming language constructs (C++17 and OpenMP 4.5 standards), 2) adopting a vectorized programming interface, 3) lazy evaluation via expression templates, and 4) multiple memory alignment and layout policies. Empirical analysis is conducted on various kernels spanning various arithmetic intensity and working set sizes. Cache- aware roofline analysis results show that the performance and scalability attained are reliably ideal. In terms of floapting point operations executed per second, the performance of the AD system matches optimized hand-code. Finally, the implementation is benchmarked using the Automatically Differentiable Expression Templates Library (ADETL).