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CUTEr and automatic differentiation

The Harwell Subroutine Library [4] contains two packages supplying automatic differentiation facilities. If either of these packages, HSL_AD01 or its threadsafe counterpart HSL_AD02, is available to the user, automatic differentiation may be used within CUTEr. Please note however that HSL_AD01 is a Fortran 90 package while HSL_AD02 is a Fortran 95 package. Suitable compilers must therefore be available. Forward and backward modes both provide first and second-order derivatives, while higher-order derivatives are available in forward mode only. We refer the user to [4] for more detailed information. As will be explained in § 1.9, command-line options to the interfaces allow users to select forward or backward mode, and which package they wish to use. The automatic differentiation packages should be used like any optimization package, i.e. they should be compiled but not linked. The object files should then be placed, or linked to from, the directory $MYCUTER/precision/bin.



Dominique Orban 2005-03-24