TaylUR, an arbitrary-order diagonal automatic differentiation package for Fortran 95 Original Research Article

We present TaylUR, a Fortran 95 module to automatically compute the numerical values of a complex-valued functionʹs derivatives with respect to several variables up to an arbitrary order in each variable, but excluding mixed derivatives. Arithmetic operators and Fortran intrinsics are overloaded to act correctly on objects of a defined type taylor, which encodes a function along with its first few derivatives with respect to the user-defined independent variables. Derivatives of products and composite functions are computed using Leibnizʹs rule and Faà di Brunoʹs formula. TaylUR makes heavy use of operator overloading and other Fortran 95 features such as elemental functions.