| A Collection of Automatic Differentiation Tools
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Automatic differentiation (AD) is a technique for augmenting computer programs with derivative computations. It exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations such as additions or elementary functions such as exp(). By applying the chain rule of derivative calculus repeatedly to these operations, derivatives of arbitrary order can be computed automatically, and accurate to working precision.
The following list of automatic differentiation tools provides a short introduction into the capabilities of the listed AD tool, as provided by their developers and provides pointers to developers and additional information.
Submitted Mar 29, 2000
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| Software for Initial Value Problems
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The code GAM numerically solves first order ordinary differential equations, either stiff or nonstiff in the form y'=f(x,y), with a given initial condition. The methods used are in the class of Boundary Value Methods (BVMs), namely the Generalized Adams Methods (GAMs) of order 3,5,7,9 with step size control.
Submitted Mar 28, 2000
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| netlib/ode
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Many ODE solvers.
Submitted Jul 07, 1999
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| FISHPAK
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This is a free, portable library for the direct solution of finite difference approximations to two dimensional Helmholz equations in Cartesian, polar, cylindrical, interior spherical coordinates, and surface spherical coordinates, with various combinations of periodicity, normal derivative, or solution of the boundaries of a regular domain. Versions of these two dimensional codes are provided for both standard and staggered grids. Additionally, FISHPAK provides two routines for solving more general two dimensional separable elliptic equations, and one routine for solving a system of linear equations resulting from the discretization of a three dimensional separable elliptic equation.
Submitted Mar 27, 2000
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| BVP Software by Ross Wright and Jeff Cash
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The codes available on this page are for solving boundary value problems for ordinary differential equations. All of the codes are included under the ode directory of netlib and are written in FORTRAN 77 and use double precision arithmetic. All compressed files are created by using the command "gzip" (simply "gunzip" them at your end).
Submitted Jul 07, 1999
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| DVERK
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A public domain Fortran 77 subroutine written by Hull, Enright and Jackson for the numerical solution of systems of initial value problems for ordinary differential equations.
Submitted Mar 01, 2000
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| ODE Software by Jeff Cash
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This describes the codes and results which allow the comparison of MEBDF.f ,Radau5.f , sprint.f and lsode.f on various test problems. The code mebdf.f is being updated to allow the solution of daes and it is hoped to release this new code in the near future.
Submitted Jul 07, 1999
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| Test Set for Initial Value Problem Solvers
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Both engineers and computational scientists alike will benefit greatly from having a standard test set for Initial Value Problems (IVPs) which includes documentation of the test problems, experimental results from a number of proven solvers, and Fortran subroutines providing a common interface to the defining problem functions. Engineers will be able to see at a glance which methods will be most effective for their class of problems. Researchers will be able to compare their new methods with the results of existing ones without incurring additional programming workload; they will have a reference with which their colleagues are familiar. This test set tries to fulfill these demands and tries to set a standard for IVP solver testing.
Submitted Jul 05, 1999
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| IVP Software by Jeff Cash
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The code MEBDFDAE is designed to solve stiff initial value problems and differential algebraic equations. MEBDF is described in Hairer and Wanner [1].
Submitted Jul 07, 1999
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