A User Guide to ADOL { F : Automatic Di erentiation of FORTRAN CodesD

The package ADOL{F described here is a FORTRAN 90 interface to the ADOL{C library and facilitates the evaluation of rst and higher derivatives of vector functions that are deened by computer programs written in FORTRAN 90/77. The numerical values of derivative vectors are obtained free of truncation errors at a small multiple of the run time and randomly accessed memory of the given function evaluation program. Derivative matrices are obtained by columns or rows. For solution curves deened by ordinary diierential equations, special routines are provided that evaluate the Taylor coeecient vectors and their Jacobians with respect to the current state vector. The derivative calculations involve a possibly substantial (but always predictable) amount of data that are accessed strictly sequentially and are therefore automatically paged out to external les.