GRESS swMATH ID: 385 Software Authors: Horwedel, Jim E. Description: GRESS, a preprocessor for sensitivity analysis of Fortran programs. Sensitivity and uncertainty analyses are necessary components in the evaluation of computer simulation models. The identification of important model parameters is valuable for ascertaining specific data needs and as a first step in a thorough assessment of parameter uncertainties. This report describes an automated procedure for performing a comprehensive sensitivity analysis using computer calculus. The procedure employs an automated system called GRESS, which utilizes a precompiler to enhance a Fortran computer code by adding derivative-taking capabilities. From a single run of an enhanced model, GRESS calculates normalized sensitivities and derivatives of selected results with respect to all input data. GRESS computes a normalized sensitivity by multiplying a derivative by its associated input parameter value and dividing by the associated output value. Sensitivities can be reported or used during execution of the enhanced code. Benchmark results demonstrate that an automated procedure can be used cheaply and efficiently to perform a comprehensive sensitivity analysis of existing computer models. Homepage: http://www.autodiff.org/?module=Tools&tool=GRESS Keywords: sensitivity and uncertainty analyses; GRESS; Fortran Related Software: ADIFOR; ADOL-C; ADIC; PADRE2; TAF; Odyssee; TAPENADE; FADBAD++; AMPL; L-BFGS; MXYZPTLK; ADOL-F; DAFOR; TAMC; MINPACK-2; revolve; JAKEF; RMSprop; Tangent; NUTS Cited in: 13 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year GRESS, a preprocessor for sensitivity analysis of Fortran programs. Zbl 0782.68121Horwedel, Jim E. 1991 all top 5 Cited by 31 Authors 2 Bischof, Christian H. 2 Juedes, David W. 1 Alonso, Juan J. 1 Barhen, Jacob 1 Baum, Shari R. 1 Baydin, Atılım Güneş 1 Bücker, H. Martin 1 Cacuci, Dan Gabriel 1 Casella, Mario 1 Chen, Xiao 1 Fang, Fangxin 1 Giannakoglou, Kyriakos C. 1 Griewank, Andreas 1 Hill, David R. C. 1 Horwedel, Jim E. 1 Hovland, Paul D. 1 Martins, Joaquim R. R. A. 1 Navon, Ionel Michael 1 Pain, Christopher C. 1 Papadimitriou, Dimitrios I. 1 Pearlmutter, Barak A. 1 Protopopescu, Vladimir A. 1 Radul, Alexey Andreyevich 1 Reister, David B. 1 Rich, Lawrence C. 1 Siskind, Jeffrey Mark 1 Spiegelman, Donna 1 Sturdza, Peter 1 Utke, Jean 1 Worley, Brian A. 1 Wu, Po-Ting all top 5 Cited in 8 Serials 2 ACM Transactions on Mathematical Software 2 SIAM Journal on Scientific Computing 1 Computers and Fluids 1 Applied Numerical Mathematics 1 International Journal of High Speed Computing 1 Speech Communication 1 Archives of Computational Methods in Engineering 1 Journal of Machine Learning Research (JMLR) all top 5 Cited in 7 Fields 7 Numerical analysis (65-XX) 4 Computer science (68-XX) 2 Fluid mechanics (76-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Statistics (62-XX) 1 Systems theory; control (93-XX) Citations by Year