finite_difference_backward_T0_T1 Function

private impure function finite_difference_backward_T0_T1(f, x, h) result(dfdx)

Calculates the derivative of a scalar-valued function w.r.t. a vector-valued variable using the backward finite difference method.

Arguments

Type IntentOptional Attributes Name
private impure function f(z) result(fz)
Arguments
Type IntentOptional Attributes Name
real(kind=rk), intent(in), dimension(:) :: z

vector variable
Return Value real(kind=rk)

scalar function
real(kind=rk), intent(in), dimension(:) :: x

vector variable
real(kind=rk), intent(in) :: h

perturbation for finite difference methods

Return Value real(kind=rk), dimension(size(x))

derivative of w.r.t.


Called by

proc~~finite_difference_backward_t0_t1~~CalledByGraph proc~finite_difference_backward_t0_t1 fordiff::finite_difference_backward_T0_T1 proc~finite_difference_t0_t1 fordiff::finite_difference_T0_T1 proc~finite_difference_t0_t1->proc~finite_difference_backward_t0_t1 interface~derivative fordiff::derivative interface~derivative->proc~finite_difference_t0_t1 program~test1 test1 program~test1->interface~derivative program~test2 test2 program~test2->interface~derivative program~test3 test3 program~test3->interface~derivative program~test4 test4 program~test4->interface~derivative program~test5 test5 program~test5->interface~derivative program~test6 test6 program~test6->interface~derivative

Source Code

   impure function finite_difference_backward_T0_T1(f, x, h) result(dfdx)
      real(rk), dimension(:), intent(in) :: x      !! vector variable
      real(rk),               intent(in) :: h      !! perturbation for finite difference methods
      real(rk), dimension(size(x))       :: dfdx   !! derivative of \(f\) w.r.t. \(\mathbf{x}\)
      real(rk), dimension(size(x))       :: temp_x !! temporary vector variable
      integer                            :: i      !! loop index

      interface
         !! scalar-valued function to differentiate
         impure function f(z) result(fz)
            use kinds
            real(rk), dimension(:), intent(in) :: z  !! vector variable
            real(rk)                           :: fz !! scalar function
         end function f
      end interface

      do i = 1, size(x)
         temp_x    = 0.0_rk
         temp_x(i) = x(i)
         dfdx(i) = (f(temp_x) - f(temp_x-h)) / h
      end do

   end function finite_difference_backward_T0_T1