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Automatic Differentiation
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Automatic Differentiation of Fortran programs
Given a function coded in Fortran, GRAD produces Fortran code to compute the derivatives with respect to specified variables (i.e. the GRADient).
TAPENADE On-line Automatic Differentiation Engine
Given a Fortran source program, the name of the top routine to be differentiated, the dependent output variables whose derivatives are required, the independent input variables with respect to which it must differentiate, this tool returns the forward (tangent) or reverse (adjoint)differentiated program.
AUTO_DERIV: Tool for automatic differentiation of a Fortran code
Site has abstract, summary and link to full paper describing the program, but not the code itself.
PCOMP -- Modelling language with automatic differentiation
PCOMP reads symbolically defined nonlinear functions that are composed of standard elementary functions, and precompiles them. Subsequently function and, in particular, derivative values up to order two can be computed directly, i.e. without numerical approximation or symbolic differentiation. Alternatively FORTRAN-code for function and gradient evaluation can be generated by PCOMP.
Automatic Differentiation of Fortran Codes (ADIFOR)
Given code as input, it generates code for derivatives including gradients and hessians.
A Collection of Automatic Differentiation Tools
Links to automatic differential tools for Fortran 77, Fortran, C, and C++.
Automatic Differentiation for FORTRAN and C/C++
By Vivlabs.
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