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

2005/03/04 by Christian W. Straka
Computer Science · #cs.MS

paper · pdf · doi:10.1016/j.cpc.2005.01.011

24 pages, 2 figures, 4 tables, accepted in Computer Physics Communications

arxiv created 2005/03/04 · arxiv updated 2009/12/01

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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