GAMS H1

Numerical differentiation

11 matching packages

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

GAMS definition

Packages

11 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.

H H1

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Checked drivers: ad-dnsvm-analytic-derivatives

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.

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.

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.

H H1

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Checked drivers: dnaoad-higher-reference

fitpack

Federico Perini (perazz) / fitpack

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

Matching APIs: fitpack_curve%dfdx

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

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

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Checked drivers: 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.

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.

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

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.

H H1

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Checked drivers: forwarddiff-analytic-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.

H H1

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Checked drivers: numdiff-analytic-derivatives

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.

H H1 I I2

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Checked drivers: tsunami-differences-reference