auto_deriv: Tool for automatic differentiation of a fortran code Original Research Article

auto_deriv is a module comprised of a set of fortran 90 procedures which can be used to calculate the first and second partial derivatives of any continuous function with many independent variables. The function should be expressed as one or more fortran 90 or fortran 77 procedures. A new type of variables is defined and the overloading mechanism of functions and operators provided by the fortran 90 language is extensively used to define the differentiation rules.