GAMS H

Differentiation, integration

22 matching packages

Includes packages assigned to this class and its descendants. A package may cover only part of a class.

GAMS definition

Subclasses

Packages

22 packages

ad_dnsvm

lauvergn / AD_dnSVM

Credited source author: David Lauvergnat

Forward automatic differentiation of scalars, vectors and matrices through third derivatives.

Matching APIs: get_d1, get_d2, get_d3

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: ad-dnsvm-analytic-derivatives

dcuhre

Zane Hambly (zaneham) / dcuhre

Adaptive multidimensional integration over hyperrectangles with vector integrands and error estimates.

Matching APIs: dcuhre

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2b1a1.

H H2 H2b H2b1 H2b1a H2b1a1

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Checked drivers: dcuhre-box-integrals

differentia

Nick Wogan (nicholaswogan) / Differentia

Forward-mode derivatives, gradients and square Jacobians using dual numbers.

Matching APIs: derivative / gradient / jacobian

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: differentia-analytic-reference

diffstruc

Ned Taylor (nedtaylor) / diffstruc

Forward and reverse automatic differentiation with array computation graphs.

Matching APIs: array_type%grad_forward / grad_reverse

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: diffstruc-hessian-reference

dnaoad-fpm

F. Peñuñuri (fpenunuri) / DNAOAD-FPM

Complex dual numbers for derivatives through configurable order.

Matching APIs: exp / sin for dualzn

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: dnaoad-higher-reference

fgsl

reinh-bader / fgsl

Fortran bindings to GSL; checked adaptive quadrature with an endpoint singularity.

Matching APIs: fgsl_integration_qags

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2a1a1.

C D E F G H H2 H2a H2a1 H2a1a H2a1a1 I J K L

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Checked drivers: fgsl-qags-reference

fitpack

Federico Perini (perazz) / fitpack

Spline fitting, smoothing, derivatives, and integration of curves and surfaces.

Matching APIs: fitpack_curve%dfdx; fitpack_curve%integral

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2a2b2.

E E1 E1a E2 H H1 H2 H2a H2a2 H2a2b H2a2b2 K K1 K5

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Checked drivers: fitpack-spline-integral · fitpack-polynomial-derivatives

fordiff

Ali (gha3mi) / fordiff

Numerical derivatives using finite differences and complex steps.

Matching APIs: derivative

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: fordiff-analytic-derivatives

formal

Berkeley Lab (BerkeleyLab) / formal

Mimetic discrete vector calculus with gradients, divergence and integration.

Matching APIs: scalar_1D_t / vector_1D_t / .grad. / .div. / .SSS. / .SS.

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1 H2 I I2

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Checked drivers: formal-polynomial-reference

forsolver

Ali (gha3mi) / forsolver

Linear solvers and Newton-type nonlinear solvers with analytic, finite-difference and complex-step derivatives.

Uncertain: discovery classification awaiting procedure-level source review.

D D2 F F1 F1b F2 H H1

Package details · Repository · Open default example

fortran_cubatures

Will Klausler (willklausler) / fortran_cubatures

Gaussian cubature rules for finite-element reference lines, triangles, quadrilaterals, tetrahedra, hexahedra and wedges.

Matching APIs: cubature

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2c.

H H2 H2c

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Checked drivers: cubatures-simplex-moments

fortranlib

Thomas Robitaille (astrofrog) / fortranlib

Selected algebra, array, integration and interpolation utilities with pinned upstream fixes.

Matching APIs: quadratic / linspace / integral / interp1d

Source-supported: pinned procedure evidence; a matching checked driver is still needed.

E E1 F F1 H H2

Package details · Repository · Open default example

forwarddiff

Nick Wogan (nicholaswogan) / forwarddiff

Forward automatic differentiation using dual numbers (Differentia).

Matching APIs: derivative

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: forwarddiff-analytic-reference

gaussjacobiquad

Rohit Goswami (HaoZeke) / GaussJacobiQuad

Gauss-Jacobi quadrature nodes and weights for weighted numerical integration.

Matching APIs: gauss_jacobi

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2c.

H H2 H2c

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Checked drivers: gauss-jacobi-polynomial-moments

integrate_fortran

Euler-37 / integrate_fortran

Gauss-Legendre quadrature for one-dimensional and multidimensional integrals.

Matching APIs: gauss_leg_nd

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2b1a2.

H H2 H2b H2b1 H2b1a H2b1a2

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Checked drivers: integrate-nd-polynomial-reference

kronrod

Jacob Williams (jacobwilliams) / kronrod

Generate Gauss-Kronrod quadrature nodes and weights using arbitrary precision.

Matching APIs: kronrod

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2c.

H H2 H2c

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Checked drivers: kronrod-moments-reference

numdiff

Jacob Williams (jacobwilliams) / NumDiff

Numerical derivatives and sparse Jacobian estimation.

Matching APIs: diff_func%compute_derivative

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1

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Checked drivers: numdiff-analytic-derivatives

qdutillib

lauvergn / QDUtilLib

Gauss-Legendre and Gauss-Hermite quadrature, linear algebra and numerical utilities.

Matching APIs: Init_Quadrature

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2c.

H H2 H2c

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Checked drivers: qdutillib-moments-reference

quadpack

Jacob Williams (jacobwilliams) / quadpack

Adaptive numerical integration, including improper and oscillatory integrals.

Matching APIs: dqag; dqags

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2a1a1.

H H2 H2a H2a1 H2a1a H2a1a1 H2a2 H2a2a H2a2a1

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Checked drivers: quadpack-smooth · quadpack-endpoint-singular

quadrature-fortran

Jacob Williams (jacobwilliams) / quadrature-fortran

Adaptive Gaussian quadrature in one or more dimensions.

Matching APIs: integration_class_1d%integrate

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2a1a1.

H H2 H2a H2a1 H2a1a H2a1a1

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Checked drivers: quadrature-fortran-smooth

scifortran

SciFortran (scifortran) / SciFortran

SciFortran integration subset: sampled-data rules and adaptive quadrature.

Matching APIs: simps / trapz / quad

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H2.

H H2

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Checked drivers: scifortran-quadrature-reference

tsunami

Modern Fortran (modern-fortran) / tsunami

Serial Chapter 4 shallow-water example modules: periodic finite differences and Gaussian initial conditions.

Matching APIs: diff_centered / diff_upwind

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class H1.

H H1 I I2

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Checked drivers: tsunami-differences-reference