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

auto_deriv is a module comprised of a set of fortran 95 procedures which can be used to calculate the first and second partial derivatives (mixed or not) of any continuous function with many independent variables. The mathematical function should be expressed as one or more fortran 77/90/95 procedures. A new type of variables is defined and the overloading mechanism of functions and operators provided by the fortran 95 language is extensively used to define the differentiation rules. Proper (standard complying) handling of floating-point exceptions is provided by using the IEEE_EXCEPTIONS intrinsic module (Technical Report 15580, incorporated in fortran 2003).