ADOL-F

The package ADOL-F is a Fortran 90 interface to the ADOL-C library and facilitates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in Fortran 90/77. The numerical values of derivative vectors are obtained free of truncation errors at a small multiple of the run time and randomly accessed memory of the given function evaluation program. Fortran 90 allows operator overloading (like C++) but lacks constructor/destructor operators for user-defined types. Therefore, we employ a more sophisticated scheme for the management of active temporary variables than does ADOL-C. The derivative calculations involve a possibly substantial (but always predictable) amount of data accessed strictly sequentially and therefore automatically paged out to external files.