ForDiff: A Fortran library for numerical differentiation

• fpm dependency
• Usage
• Run Demos
• Run Tests
• TODO
• API documentation
• Contributing

fpm dependency

To use ForDiff as a dependency in your fpm project, include the following line in your fpm.toml file:

[dependencies]
fordiff = {git="https://github.com/gha3mi/fordiff.git"}

Usage

use fordiff
dfdx = derivative(f, x, h, method)

Run Demos

example/demo1.f90 demonstrates how to compute the derivative of a scalar-valued function w.r.t to a scalar variable using complex-step and finite-difference methods.

fpm run --example demo1

example/demo2.f90 demonstrates how to compute the derivative of a scalar-valued function w.r.t to a vector variable using complex-step and finite-difference methods.

fpm run --example demo2

example/demo3.f90 demonstrates how to compute the derivative of a vector-valued function w.r.t to a vector variable using complex-step and finite-difference methods.

fpm run --example demo3

Run Tests

The tests directory contains test programs to verify the functionality of the fordiff module. To run the tests using fpm, you can use response files for specific compilers:

fpm @test-<compiler>

<compiler>: gfortran, ifx, ifort, nvfortran

TODO

• Complex-step: f(x) f is a scalar-valued function and x is a scalar variable
• Complex-step: f(x) f is a scalar-valued function and x is a vector variable
• Complex-step: f(x) f is a vector-valued function and x is a vector variable
• Finite Difference: f(x) f is a scalar-valued function and x is a scalar variable
• Finite Difference: f(x) f is a scalar-valued function and x is a vector variable
• Finite Difference: f(x) f is a vector-valued function and x is a vector variable
• Automatic Differentiation

API documentation

The most up-to-date API documentation for the main branch is available here. To generate the API documentation for ForDiff using ford run the following command:

ford ford.yml

Contributing

Contributions to fordiff are welcome! If you find any issues or would like to suggest improvements, please open an issue or submit a pull request.