This code is a collection of matrix derivative tests for forward and reverse mode algorithmic differentiation.

Getting started

Building this software requires CMake and a compiler that implements the Fortran 2008 standard.

To build and run the matrix tests cd into the project root directory and type:

mkdir cmake-build
cd cmake-build
cmake -DCMAKE_BUILD_TYPE=(Release|Debug) ..
make all test

To use a specific Fortran compiler set the FC and CC environment variables, like

export FC=gfortran
export CC=gcc

before you execute the cmake ... command.

Further reading

Giles, M. (2008) “An extended collection of matrix derivative results for forward and reverse mode algorithmic differentiation.”
https://people.maths.ox.ac.uk/gilesm/files/NA-08-01.pdf.

Giles, M. (2008) “Collected matrix derivative results for forward and reverse mode algorithmic differentiation.”
https://doi.org/10.1007/978-3-540-68942-3_4