TaylUR, an arbitrary-order diagonal automatic differentiation package for Fortran 95

DOI10.1016/J.CPC.2005.12.016MaRDI QIDQ709883zbMATH OpenOpenAlexFDO

Authors Georg von Hippel

Publication date 18 October 2010

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

Full work available at URL https://arxiv.org/abs/physics/0506222

zbMATH Keywords

automatic differentiationhigher derivatives\texttt{TaylUR}Fortran 95

Mathematics Subject Classification ID

Computer aspects of numerical algorithms (65Y99)

Abstract: We present TaylUR, a Fortran 95 module to automatically compute the numerical values of a complex-valued function's derivatives w.r.t. several variables up to an arbitrary order in each variable, but excluding mixed derivatives. Arithmetic operators and Fortran intrinsics are overloaded to act correctly on objects of defined type "taylor", which encodes a function along with its first few derivatives w.r.t. the user-defined independent variables. Derivatives of products and composite functions are computed using Leibniz's rule and Faa di Bruno's formula. TaylUR makes heavy use of operator overloading and other object-oriented Fortran 95 features.

Recommendations

• New version announcement for \texttt{TaylUR}, an arbitrary-order diagonal automatic differentiation package for Fortran 95
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• scientific article; zbMATH DE number 992839
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Cites work

• ADF95: tool for automatic differentiation of a FORTRAN code designed for large numbers of independent variables
• AUTO\_DERIV: Tool for automatic differentiation of a FORTRAN code
• Algorithm 755: ADOL-C
• Automatically generating Feynman rules for improved lattice field theories
• Evaluating higher derivative tensors by forward propagation of univariate Taylor series
• The Curious History of Faa di Bruno's Formula

Cited in

(5)

• New version announcement for \texttt{TaylUR}, an arbitrary-order diagonal automatic differentiation package for Fortran 95
• TaylUR
• Automated generation of lattice QCD Feynman rules
• \texttt{AUTO\_DERIV}: Tool for automatic differentiation of a \texttt{Fortran} code
• \texttt{Arbogast}: higher order automatic differentiation for special functions with Modular C

Describes a project that uses

Uses Software

• Cosy
• HSL
• AUTO_DERIV
• ADOL-C
• ADF95

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