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Analytic differentiation of fortran IV funciton subprogram. Madderom, Peter

Abstract

A summary of the work done in the field of analytic differentiation by computer is presented. It is shown that there exists a need for an analytic differentiation routine whose output can be processed by a regular algebraic compiler. An algorithm is presented which will transform a FORTRAN FUNCTION subprogram into a FORTRAN SUBROUTINE subprogram that evaluates both the original function and its first derivative with respect to one independent variable. Implementation of this algorithm and possible extensions to it are discussed.

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