AUTO_DERIV: Tool for automatic differentiation of a FORTRAN code

AUTO_DERIV is a module comprised of a set of FORTRAN 90 procedures which ca n be used to calculate the first and second partial derivatives of any cont inuous function with many independent variables. The function should be exp ressed as one or more FORTRAN 90 or FORTRAN 77 procedures. A new type of va riables is defined and the overloading mechanism of functions and operators provided by the FORTRAN 90 language is extensively used to define the diff erentiation rules. (C) 2000 Elsevier Science B.V. All rights reserved.