s . co m p - ph ] 2 9 Ju n 20 05 TaylUR , an arbitrary - order automatic differentiation package for Fortran 95
نویسنده
چکیده
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 95 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 andFà a di Bruno's formula. TaylUR makes heavy use of operator overloading and other object-oriented Fortran 95 features. Computer for which the program is designed: Any computer with a conforming Fortran 95 compiler Programming language used: Fortran 95 No. of lines in distributed program: 5581 No. of bytes in distributed program, including test data, etc.: 13659 Distribution format: tar.gz
منابع مشابه
. co m p - ph ] 1 6 Ja n 20 06 TaylUR , an arbitrary - order diagonal automatic differentiation package for Fortran 95
We present TaylUR, a Fortran 95 module to automatically compute the numerical values of a complex-valued function's derivatives with respect to 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 a defined type taylor, which encodes a function along with its first ...
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