FORTRAN SOFTWARE CATALOG

Repository owner: Jacob Williams (jacobwilliams)

numdiff

Numerical derivatives and sparse Jacobian estimation.

Repository · Pinned source (687157df8d2d) · Try in playground · Checked package example

GAMS classifications

About this package

Category
Differentiation
License
BSD-3

Topics: differentiation, finite-differences, graph-coloring, jacobians, numerical-differentiation, numerical-methods, optimization, sparse-matrices, sparsity-optimization

Package dependencies

Resolved GitHub repositories used by the verified playground build, combining direct and indirect dependencies. This list does not describe internal module dependencies or native system libraries.

Required by this build

No additional GitHub package dependencies were recorded for this verified build.

Build record verified 2026-10-27.

Used by (1 selected package)

These selected builds include this repository directly or indirectly. Each link to source identifies the revision that build uses.

Reviewed procedures

These mappings have pinned source evidence. A checked package example may exercise only some of them; source review is not a numerical benchmark.

diff_func%compute_derivative

Module: diff_module

H1

H1: verified

Derivatives / callbacks: function values; estimates derivatives

Finite-difference numerical differentiation; sparse Jacobian facilities are not all reviewed here. The checked H1 driver uses exp(x)*sin(x) at four shared points with analytic references and explicit tolerances; only the recorded scalar configuration is verified.

Pinned source: src/diff_module.f90

Author examples/tests: test/diff_test.f90

Load checked GAMS driver: gams-numdiff-analytic-derivatives