Automatic Differentiation and Dual Numbers

In my book, its a great week if you learn something new on the first day of the week. A few weeks back I stumbled upon automatic differentiation and dual numbers.

Fascinated I decided to explore these two topics and actually coded this Fortran module to do some basic operations with dual numbers.

What are dual numbers?
They are like complex numbers with a twist.

Read more about them here at this following links

1. Dual Numbers SImple Math.
2. Autodiff in Perl

Meanwhile here’s the Fortran module for using dual numbers. Still in early development. I hope to take this up latter when I have some more time.

Fortran Module For Dual Numbers