A simple automatic derivative evaluation program

Abstract

A procedure for automatic evaluation of total/partial derivatives of arbitrary algebraic functions is presented. The technique permits computation of numerical values of derivatives without developing analytical expressions for the derivatives. The key to the method is the decomposition of the given function, by introduction of intermediate variables, into a series of elementary functional steps. A library of elementary function subroutines is provided for the automatic evaluation and differentiation of these new variables. The final step in this process produces the desired function's derivative. The main feature of this approach is its simplicity. It can be used as a quick-reaction tool where the derivation of analytical derivatives is laborious and also as a debugging tool for programs which contain derivatives.