ADF95: tool for automatic differentiation of a FORTRAN code designed for large numbers of independent variables

DOI10.1016/J.CPC.2005.01.011MaRDI QIDQ709730zbMATH OpenOpenAlexFDO

Authors Christian W. Straka

Publication date 18 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cs/0503014

zbMATH Keywords

derivativesautomatic differentiationimplicit solversFORTRAN 95

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30)

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.

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