dorsal/arxiv
View SchemaTaylUR, an arbitrary-order diagonal automatic differentiation package for Fortran 95
| Authors | G. M. von Hippel |
|---|---|
| Categories | |
| ArXiv ID | physics/0506222 |
| URL | https://arxiv.org/abs/physics/0506222 |
| DOI | 10.1016/j.cpc.2005.12.016 |
| Journal | Comput.Phys.Commun. 174 (2006) 569-576 |
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.
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"abstract": "We present TaylUR, a Fortran 95 module to automatically compute the numerical\nvalues of a complex-valued function\u0027s derivatives w.r.t. several variables up\nto an arbitrary order in each variable, but excluding mixed derivatives.\nArithmetic operators and Fortran intrinsics are overloaded to act correctly on\nobjects of defined type \"taylor\", which encodes a function along with its first\nfew derivatives w.r.t. the user-defined independent variables. Derivatives of\nproducts and composite functions are computed using Leibniz\u0027s rule and Faa di\nBruno\u0027s formula. TaylUR makes heavy use of operator overloading and other\nobject-oriented Fortran 95 features.",
"arxiv_id": "physics/0506222",
"authors": [
"G. M. von Hippel"
],
"categories": [
"physics.comp-ph",
"hep-ph"
],
"doi": "10.1016/j.cpc.2005.12.016",
"journal_ref": "Comput.Phys.Commun. 174 (2006) 569-576",
"title": "TaylUR, an arbitrary-order diagonal automatic differentiation package for Fortran 95",
"url": "https://arxiv.org/abs/physics/0506222"
},
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