ADF95: Tool for automatic differentiation of a FORTRAN code designed for large numbers of independent variables
Abstract
ADF95 is a tool to automatically calculate numerical first derivatives for any mathematical expression as a function of user defined independent variables. Accuracy of derivatives is achieved within machine precision. ADF95 may be applied to any FORTRAN 77/90/95 conforming code and requires minimal changes by the user. It provides a new derived data type that holds the value and derivatives and applies forward differencing by overloading all FORTRAN operators and intrinsic functions. An efficient indexing technique leads to a reduced memory usage and a substantially increased performance gain over other available tools with operator overloading. This gain is especially pronounced for sparse systems with large number of independent variables. A wide class of numerical simulations, e.g., those employing implicit solvers, can profit from ADF95.
Keywords
Cite
@article{arxiv.cs/0503014,
title = {ADF95: Tool for automatic differentiation of a FORTRAN code designed for large numbers of independent variables},
author = {Christian W. Straka},
journal= {arXiv preprint arXiv:cs/0503014},
year = {2007}
}
Comments
24 pages, 2 figures, 4 tables, accepted in Computer Physics Communications