Publication: DNAD, a simple tool for automatic differentiation of Fortran codes using dual numbers
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DNAD, a simple tool for automatic differentiation of Fortran codes using dual numbers

- Article in a journal -
 

Author(s)
Wenbin Yu , Maxwell Blair

Published in
Computer Physics Communications

Year
2013

Abstract
DNAD (dual number automatic differentiation) is a simple, general-purpose tool to automatically differentiate Fortran codes written in modern Fortran (F90/ 95/2003) or legacy codes written in previous version of the Fortran language. It implements the forward mode of automatic differentiation using the arithmetic of dual numbers and the operator overloading feature of F90/ 95/2003. Very minimum changes of the source codes are needed to compute the first derivatives of Fortran programs. The advantages of DNAD in comparison to other existing similar computer codes are its programming simplicity, extensibility, and computational efficiency. Specifically, DNAD is more accurate and efficient than the popular complex-step approximation. Several examples are used to demonstrate its applications and advantages.

AD Tools
DNAD

BibTeX
@ARTICLE{
         Yu2013Das,
       author = "Wenbin Yu and Maxwell Blair",
       title = "{DNAD}, a simple tool for automatic differentiation of {F}ortran codes using dual
         numbers",
       journal = "Computer Physics Communications",
       volume = "184",
       number = "5",
       pages = "1446--1452",
       year = "2013",
       doi = "10.1016/j.cpc.2012.12.025",
       url = "http://www.sciencedirect.com/science/article/pii/S0010465513000027",
       abstract = "DNAD (dual number automatic differentiation) is a simple, general-purpose tool to
         automatically differentiate Fortran codes written in modern Fortran (F90/ 95/2003) or legacy codes
         written in previous version of the Fortran language. It implements the forward mode of automatic
         differentiation using the arithmetic of dual numbers and the operator overloading feature of F90/
         95/2003. Very minimum changes of the source codes are needed to compute the first derivatives of
         Fortran programs. The advantages of DNAD in comparison to other existing similar computer codes are
         its programming simplicity, extensibility, and computational efficiency. Specifically, DNAD is more
         accurate and efficient than the popular complex-step approximation. Several examples are used to
         demonstrate its applications and advantages.",
       ad_tools = "DNAD"
}


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